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Bessel functions and diffraction by helical structures (Topic)

The linear differential equation

$\displaystyle x^2\frac{d^2y}{dx^2}+x\frac{dy}{dx}+(x^2-p^2)y = 0,$ (0.1)
in which $p$ is a constant (non-negative if it is real), is called the Bessel's equation.  We derive its general solution by trying the series form
$\displaystyle y = x^r\sum_{k=0}^\infty a_kx^k = \sum_{k=0}^\infty a_kx^{r+k},$ (0.2)
due to Frobenius.  Since the parameter $r$ is indefinite, we may regard $a_0$ as distinct from 0.

We substitute (2) and the derivatives of the series in (1):

$\displaystyle x^2\sum_{k=0}^\infty(r+k)(r+k-1)a_kx^{r+k-2}+ x\sum_{k=0}^\infty(r+k)a_kx^{r+k-1}+ (x^2-p^2)\sum_{k=0}^\infty a_kx^{r+k} = 0. $
Thus the coefficients of the powers $x^r$, $x^{r+1}$, $x^{r+2}$ and so on must vanish, and we get the system of equations
\begin{align*}\begin{cases} {[}r^2-p^2{]}a_0 = 0,\ {[}(r+1)^2-p^2{]}a_1 = 0,\\... ...qquad \qquad \ldots\ {[}(r+k)^2-p^2{]}a_k+a_{k-2} = 0. \end{cases}\end{align*} (0.3)
The last of those can be written

$\displaystyle (r+k-p)(r+k+p)a_k+a_{k-2} = 0.$
Because  $a_0 \neq 0$,  the first of those (the indicial equation) gives  $r^2-p^2 = 0$,  i.e. we have the roots

$\displaystyle r_1 = p,\,\, r_2 = -p.$
Let's first look the the solution of (1) with  $r = p$;  then  $k(2p+k)a_k+a_{k-2} = 0$,  and thus 

$\displaystyle a_k = -\frac{a_{k-2}}{k(2p+k).}$
From the system (3) we can solve one by one each of the coefficients $a_1$, $a_2$, $\ldots$  and express them with which remains arbitrary.  Setting for $k$ the integer values we get
\begin{align*}\begin{cases} a_1 = 0,\,\,a_3 = 0,\,\ldots,\, a_{2m-1} = 0;\ a_2... ...^ma_0}{2\cdot4\cdot6\cdots(2m)(2p+2)(2p+4)\ldots(2p+2m)} \end{cases}\end{align*} (0.4)
(where  $m = 1,\,2,\,\ldots$). Putting the obtained coefficients to (2) we get the particular solution
$\displaystyle y_1 := a_0x^p \left[1\!-\!\frac{x^2}{2(2p\!+\!2)}\! +\!\frac{x^4}... ...frac{x^6}{2\!\cdot\!4\!\cdot\!6(2p\!+\!2)(2p\!+\!4)(2p\!+\!6)}\!+-\ldots\right]$ (0.5)

In order to get the coefficients $a_k$ for the second root  $r_2 = -p$  we have to look after that

$\displaystyle (r_2+k)^2-p^2 \neq 0,$
or  $r_2+k \neq p = r_1$.  Therefore

$\displaystyle r_1-r_2 = 2p \neq k$
where is a positive integer.  Thus, when is not an integer and not an integer added by $\frac{1}{2}$, we get the second particular solution, gotten of (5) by replacing by $-p$:
$\displaystyle y_2 := a_0x^{-p}\!\left[1 \!-\!\frac{x^2}{2(-2p\!+\!2)}\!+\!\frac... ...c{x^6}{2\!\cdot\!4\!\cdot\!6(-2p\!+\!2)(-2p\!+\!4)(-2p\!+\!6)}\!+-\ldots\right]$ (0.6)

The power series of (5) and (6) converge for all values of $x$ and are linearly independent (the ratio $y_1/y_2$ tends to 0 as  $x\to\infty$).  With the appointed value

$\displaystyle a_0 = \frac{1}{2^p\,\Gamma(p+1)},$
the solution $y_1$ is called the Bessel function of the first kind and of order and denoted by $J_p$.  The similar definition is set for the first kind Bessel function of an arbitrary order  $p\in \mathbb{R}$ (and $\mathbb{C}$). For  $p\notin \mathbb{Z}$  the general solution of the Bessel's differential equation is thus

$\displaystyle y := C_1J_p(x)+C_2J_{-p}(x),$
where  $J_{-p}(x) = y_2$  with  $a_0 = \frac{1}{2^{-p}\Gamma(-p+1)}$.

The explicit expressions for $J_{\pm p}$ are

$\displaystyle J_{\pm p}(x) = \sum_{m=0}^\infty \frac{(-1)^m}{m!\,\Gamma(m\pm p+1)}\left(\frac{x}{2}\right)^{2m\pm p},$ (0.7)
which are obtained from (5) and (6) by using the last formula for gamma function.

E.g. when  $p = \frac{1}{2}$  the series in (5) gets the form

$\displaystyle y_1 = \frac{x^{\frac{1}{2}}}{\sqrt{2}\,\Gamma(\frac{3}{2})}\left[... ...\frac{2}{\pi x}}\left(x\!-\!\frac{x^3}{3!}\!+\!\frac{x^5}{5!}\!-+\ldots\right).$
Thus we get

$\displaystyle J_{\frac{1}{2}}(x) = \sqrt{\frac{2}{\pi x}}\sin{x};$
analogically (6) yields

$\displaystyle J_{-\frac{1}{2}}(x) = \sqrt{\frac{2}{\pi x}}\cos{x},$
and the general solution of the equation (1) for    is

$\displaystyle y := C_1J_{\frac{1}{2}}(x)+C_2J_{-\frac{1}{2}}(x).$

In the case that is a non-negative integer $n$, the “+” case of (7) gives the solution

$\displaystyle J_{n}(x) = \sum_{m=0}^\infty \frac{(-1)^m}{m!\,(m+n)!}\left(\frac{x}{2}\right)^{2m+n}, $
but for  $p = -n$  the expression of $J_{-n}(x)$ is $(-1)^nJ_n(x)$, i.e. linearly dependent of $J_n(x)$.  It can be shown that the other solution of (1) ought to be searched in the form  $y = K_n(x) = J_n(x)\ln{x}+x^{-n}\sum_{k=0}^\infty b_kx^k$.  Then the general solution is  $y := C_1J_n(x)+C_2K_n(x)$.

Other formulae

The first kind Bessel functions of integer order have the generating function $F$:

$\displaystyle F(z,\,t) = e^{\frac{z}{2}(t-\frac{1}{t})} = \sum_{n=-\infty}^\infty J_n(z)t^n$ (0.8)
This function has an essential singularity at  $t = 0$  but is analytic elsewhere in ; thus has the Laurent expansion in that point.  Let us prove (8) by using the general expression

$\displaystyle c_n = \frac{1}{2\pi i}\oint_{\gamma} \frac{f(t)}{(t-a)^{n+1}}\,dt$
of the coefficients of Laurent series.  Setting to this  $a := 0$,  $f(t) := e^{\frac{z}{2}(t-\frac{1}{t})}$,  $\zeta := \frac{zt}{2}$  gives

$\displaystyle c_n = \frac{1}{2\pi i} \oint_\gamma\frac{e^{\frac{zt}{2}}e^{-\fra... ...{2}\right)^{2m+n}\! \frac{1}{2\pi i}\oint_\delta \zeta^{-m-n-1}e^\zeta\,d\zeta.$
The paths $\gamma$ and $\delta$ go once round the origin anticlockwise in the $t$-plane and $\zeta$-plane, respectively.  Since the residue of $\zeta^{-m-n-1}e^\zeta$ in the origin is  $\frac{1}{(m+n)!} = \frac{1}{\Gamma(m+n+1)}$,  the residue theorem gives

$\displaystyle c_n = \sum_{m=0}^\infty \frac{(-1)^m}{m!\Gamma(m+n+1)}\left(\frac{z}{2}\right)^{2m+n} = J_n(z).$
This means that has the Laurent expansion (8).

By using the generating function, one can easily derive other formulae, e.g. the integral representation of the Bessel functions of integer order:

$\displaystyle J_n(z) = \frac{1}{\pi}\int_0^\pi\cos(n\varphi-z\sin{\varphi})\,d\varphi$
Also one can obtain the addition formula

$\displaystyle J_n(x+y) = \sum_{\nu=-\infty}^{\infty}J_\nu(x)J_{n-\nu}(y)$
and the series representations of cosine and sine:

$\displaystyle \cos{z} = J_0(z)-2J_2(z)+2J_4(z)-+\ldots$

$\displaystyle \sin{z} = 2J_1(z)-2J_3(z)+2J_5(z)-+\ldots$

Applications of Bessel functions in Physics and Engineering

One notes also that Bessel's equation arises in the derivation of separable solutions to Laplace's equation, and also for the Helmholtz equation in either cylindrical or spherical coordinates. The Bessel functions are therefore very important in many physical problems involving wave propagation, wave diffraction phenomena–including X-ray diffraction by certain molecular crystals, and also static potentials. The solutions to most problems in cylindrical coordinate systems are found in terms of Bessel functions of integer order ( $\alpha = n$), whereas in spherical coordinates, such solutions involve Bessel functions of half-integer orders ( $\alpha = n + 1/2$). Several examples of Bessel function solutions are:

  1. the diffraction pattern of a helical molecule wrapped around a cylinder computed from the Fourier transform of the helix in cylindrical coordinates;
  2. electromagnetic waves in a cylindrical waveguide
  3. diffusion problems on a lattice.
  4. vibration modes of a thin circular, tubular or annular membrane (such as a drum, other membranophone, the vocal cords, etc.)
  5. heat conduction in a cylindrical object

In engineering Bessel functions also have useful properties for signal processing and filtering noise as for example by using Bessel filters, or in FM synthesis and windowing signals.

Applications of Bessel functions in Physical Crystallography

The first example listed above was shown to be especially important in molecular biology for the structures of helical secondary structures in certain proteins (e.g. $\alpha-helix$) or in molecular genetics for finding the double-helix structure of Deoxyribonucleic Acid (DNA) molecular crystals with extremely important consequences for genetics, biology, mutagenesis, molecular evolution, contemporary life sciences and medicine. This finding is further detailed in a related entry.

Bibliography

1
F. Bessel, “Untersuchung des Theils der planetarischen Störungen”, Berlin Abhandlungen (1824), article 14.
2
Franklin, R.E. and Gosling, R.G. received. 6th March 1953. Acta Cryst. (1953). 6, 673 The Structure of Sodium Thymonucleate Fibres I. The Influence of Water Content Acta Cryst. (1953). 6,678 : The Structure of Sodium Thymonucleate Fibres II. The Cylindrically Symmetrical Patterson Function.
3
Arfken, George B. and Hans J. Weber, Mathematical Methods for Physicists, 6th edition, Harcourt: San Diego, 2005. ISBN 0-12-059876-0.
4
Bowman, Frank. Introduction to Bessel Functions.. Dover: New York, 1958). ISBN 0-486-60462-4.
5
Cochran, W., Crick, F.H.C. and Vand V. 1952. The Structure of Synthetic Polypeptides. 1. The Transform of atoms on a helic. Acta Cryst. 5(5):581-586.
6
Crick, F.H.C. 1953a. The Fourier Transform of a Coiled-Coil., Acta Crystallographica 6(8-9):685-689.
7
Crick, F.H.C. 1953. The packing of $\alpha$-helices- Simple coiled-coils. Acta Crystallographica, 6(8-9):689-697.
8
Watson, J.D; Crick F.H.C. 1953a. Molecular Structure of Nucleic Acids - A Structure for Deoxyribose Nucleic Acid., Nature 171(4356):737-738.
9
N. PISKUNOV: Diferentsiaal- ja integraalarvutus kõrgematele tehnilistele õppeasutustele.  Kirjastus Valgus, Tallinn (1966).
10
K. KURKI-SUONIO: Matemaattiset apuneuvot.  Limes r.y., Helsinki (1966).
11
Watson, J.D; Crick F.H.C. 1953c. The Structure of DNA., Cold Spring Harbor Symposia on Qunatitative Biology 18:123-131.
12
I.S. Gradshteyn, I.M. Ryzhik, Alan Jeffrey, Daniel Zwillinger, editors. Table of Integrals, Series, and Products., Academic Press, 2007. ISBN 978-0-12-373637-6.
13
Spain,B., and M. G. Smith, Functions of mathematical physics., Van Nostrand Reinhold Company, London, 1970. Chapter 9: Bessel functions.
14
Abramowitz, M. and Stegun, I. A. (Eds.). Bessel Functions , Ch.9.1 in Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, pp. 358-364, 1972.
15
Arfken, G. Bessel Functions of the First Kind, and “Orthogonality.” Chs.11.1 and 11.2 in Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, pp. 573-591 and 591-596, 1985.
16
Hansen, P. A. 1843. Ermittelung der absoluten St�rungen in Ellipsen von beliebiger Excentricit�t und Neigung, I. Schriften der Sternwarte Seeberg. Gotha, 1843.
17
Lehmer, D. H. Arithmetical Periodicities of Bessel Functions. Ann. Math. 33, 143-150, 1932.
18
Le Lionnais, F. Les nombres remarquables (En: Remarcable numbers). Paris: Hermann, 1983.
19
Morse, P. M. and Feshbach, H. Methods of Theoretical Physics, Part I. New York: McGraw-Hill, pp. 619-622, 1953.
20
Schlömilch, O. X. 1857. Ueber die Bessel'schen Function. Z. für Math. u. Phys. 2: 137-165.
21
Spanier, J. and Oldham, K. B. "The Bessel Coefficients and " and "The Bessel Function ." Chs. 52-53 in An Atlas of Functions. Washington, DC: Hemisphere, pp. 509-520 and 521-532, 1987.
22
Wall, H. S. Analytic Theory of Continued Fractions. New York: Chelsea, 1948.
23
Weisstein, Eric W. "Bessel Functions of the First Kind." From MathWorld–A Wolfram Web Resource. and Graphs of Bessel Functions of the Second Kind
24
Watson, G. N. A Treatise on the Theory of Bessel Functions, 2nd ed. Cambridge, England: Cambridge University Press, 1966.
25
Watson, G. N. A Treatise on the Theory of Bessel Functions., (1995) Cambridge University Press. ISBN 0-521-48391-3.



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"Bessel functions and diffraction by helical structures" is owned by pahio. [ full author list (3) ]

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See Also: table of Fourier and generalized transforms, mathematical biology and theoretical biophysics, Bessel functions: applications to diffraction by helical structures

Also defines:  Bessel functions, Bessel equation, helix Fourier transform, double-helical DNA structure, A-DNA crystal
Keywords:  Bessel equation, FT of a coiled coil, FT of a helix, Bessel functions, DNA double-helix structure, molecular genetics, physical crystallography of molecular crystals

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Bessel functions: applications to diffraction by helical structures (Application) by bci1

Cross-references: DNA, object, conduction, heat, Fourier transform, molecule, static, X-ray diffraction, wave, formula, function, gamma function, system, powers, parameter, differential equation
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Physics Classification: 02.30.-f (Function theory, analysis)
 02.30.Hq (Ordinary differential equations)
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