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10 Bessel FunctionsBessel and Hankel Functions

§10.21 Zeros

Contents
  1. §10.21(i) Distribution
  2. §10.21(ii) Analytic Properties
  3. §10.21(iii) Infinite Products
  4. §10.21(iv) Monotonicity Properties
  5. §10.21(v) Inequalities
  6. §10.21(vi) McMahon’s Asymptotic Expansions for Large Zeros
  7. §10.21(vii) Asymptotic Expansions for Large Order
  8. §10.21(viii) Uniform Asymptotic Approximations for Large Order
  9. §10.21(ix) Complex Zeros
  10. §10.21(x) Cross-Products
  11. §10.21(xi) Riccati–Bessel Functions
  12. §10.21(xii) Zeros of \alpha J_{\nu}\left(x\right)+xJ_{\nu}'\left(x\right)
  13. §10.21(xiii) Rayleigh Function
  14. §10.21(xiv) \nu-Zeros

§10.21(i) Distribution

The zeros of any cylinder function or its derivative are simple, with the possible exceptions of z=0 in the case of the functions, and z=0,\pm\nu in the case of the derivatives.

If \nu is real, then J_{\nu}\left(z\right), J_{\nu}'\left(z\right), Y_{\nu}\left(z\right), and Y_{\nu}'\left(z\right), each have an infinite number of positive real zeros. All of these zeros are simple, provided that \nu\geq-1 in the case of J_{\nu}'\left(z\right), and \nu\geq-\tfrac{1}{2} in the case of Y_{\nu}'\left(z\right). When all of their zeros are simple, the mth positive zeros of these functions are denoted by j_{\nu,m}, {j^{\prime}_{\nu,m}}, y_{\nu,m}, and {y^{\prime}_{\nu,m}} respectively, except that z=0 is counted as the first zero of J_{0}'\left(z\right). Since J_{0}'\left(z\right)=-J_{1}\left(z\right) we have

10.21.1
{j^{\prime}_{0,1}}=0,
{j^{\prime}_{0,m}}=j_{1,m-1},m=2,3,\dotsc.

When \nu\geq 0, the zeros interlace according to the inequalities

10.21.2
j_{\nu,1}<j_{\nu+1,1}<j_{\nu,2}<j_{\nu+1,2}<j_{\nu,3}<\dotsb,
y_{\nu,1}<y_{\nu+1,1}<y_{\nu,2}<y_{\nu+1,2}<y_{\nu,3}<\dotsb,

For an extension see Pálmai and Apagyi (2011).

The positive zeros of any two real distinct cylinder functions of the same order are interlaced, as are the positive zeros of any real cylinder function \mathscr{C}_{\nu}\left(z\right) and the contiguous function \mathscr{C}_{\nu+1}\left(z\right). See also Elbert and Laforgia (1994).

When \nu\geq-1 the zeros of J_{\nu}\left(z\right) are all real. If \nu<-1 and \nu is not an integer, then the number of complex zeros of J_{\nu}\left(z\right) is 2\left\lfloor-\nu\right\rfloor. If \left\lfloor-\nu\right\rfloor is odd, then two of these zeros lie on the imaginary axis.

If \nu\geq 0, then the zeros of J_{\nu}'\left(z\right) are all real.

For information on the real double zeros of J_{\nu}'\left(z\right) and Y_{\nu}'\left(z\right) when \nu<-1 and \nu<-\tfrac{1}{2}, respectively, see Döring (1971) and Kerimov and Skorokhodov (1986). The latter reference also has information on double zeros of the second and third derivatives of J_{\nu}\left(z\right) and Y_{\nu}\left(z\right).

No two of the functions J_{0}\left(z\right), J_{1}\left(z\right), J_{2}\left(z\right),\dotsc, have any common zeros other than z=0; see Watson (1944, §15.28).

§10.21(ii) Analytic Properties

If \rho_{\nu} is a zero of the cylinder function

where t is a parameter, then

10.21.5 \mathscr{C}_{\nu}'\left(\rho_{\nu}\right)=\mathscr{C}_{\nu-1}\left(\rho_{\nu}%
\right)=-\mathscr{C}_{\nu+1}\left(\rho_{\nu}\right).

If \sigma_{\nu} is a zero of \mathscr{C}_{\nu}'\left(z\right), then

10.21.6 \mathscr{C}_{\nu}\left(\sigma_{\nu}\right)=\frac{\sigma_{\nu}}{\nu}\mathscr{C}%
_{\nu-1}\left(\sigma_{\nu}\right)=\frac{\sigma_{\nu}}{\nu}\mathscr{C}_{\nu+1}%
\left(\sigma_{\nu}\right).

The parameter t may be regarded as a continuous variable and \rho_{\nu}, \sigma_{\nu} as functions \rho_{\nu}(t), \sigma_{\nu}(t) of t. If \nu\geq 0 and these functions are fixed by

then

For sign properties of the forward differences that are defined by

10.21.14
\Delta\rho_{\nu}(t)=\rho_{\nu}(t+1)-\rho_{\nu}(t),
\Delta^{2}\rho_{\nu}(t)=\Delta\rho_{\nu}(t+1)-\Delta\rho_{\nu}(t),\dotsc,

when t=1,2,3,\dotsc, and similarly for \sigma_{\nu}(t), see Lorch and Szegő (1963, 1964), Lorch et al. (1970, 1972), and Muldoon (1977).

Some information on the distribution of \rho_{\nu}(t) and \sigma_{\nu}(t) for real values of \nu and t is given in Muldoon and Spigler (1984).

§10.21(iii) Infinite Products

§10.21(iv) Monotonicity Properties

In particular, j_{\nu,m}, y_{\nu,m}, j_{\nu,m}', and y_{\nu,m}' are increasing functions of \nu when \nu\geq 0. It is also true that the positive zeros j^{\prime\prime}_{\nu} and j^{\prime\prime\prime}_{\nu} of J_{\nu}''\left(x\right) and J_{\nu}'''\left(x\right), respectively, are increasing functions of \nu when \nu>0, provided that in the latter case j^{\prime\prime\prime}_{\nu}>\sqrt{3} when 0<\nu<1.

j_{\nu,m}/\nu and j_{\nu,m}'/\nu are decreasing functions of \nu when \nu>0 for m=1,2,3,\dotsc.

For further monotonicity properties see Elbert (2001), Lorch (1990, 1993, 1995), Lorch and Muldoon (2008), Lorch and Szegő (1990, 1995), and Muldoon (1981). For inequalities for zeros arising from monotonicity properties see Laforgia and Muldoon (1983).

§10.21(v) Inequalities

For bounds for the smallest real or purely imaginary zeros of J_{\nu}\left(x\right) when \nu is real see Ismail and Muldoon (1995).

§10.21(vi) McMahon’s Asymptotic Expansions for Large Zeros

If \nu(\geq 0) is fixed, \mu=4\nu^{2}, and m\to\infty, then

where a=(m+\tfrac{1}{2}\nu-\tfrac{1}{4})\pi for j_{\nu,m}, a=(m+\tfrac{1}{2}\nu-\tfrac{3}{4})\pi for y_{\nu,m}. With a=(t+\tfrac{1}{2}\nu-\tfrac{1}{4})\pi, the right-hand side is the asymptotic expansion of \rho_{\nu}(t) for large t.

where b=(m+\tfrac{1}{2}\nu-\tfrac{3}{4})\pi for j_{\nu,m}', b=(m+\tfrac{1}{2}\nu-\tfrac{1}{4})\pi for y_{\nu,m}', and b=(t+\tfrac{1}{2}\nu+\tfrac{1}{4})\pi for \sigma_{\nu}(t).

For the next three terms in (10.21.19) and the next two terms in (10.21.20) see Bickley et al. (1952, p. xxxvii) or Olver (1960, pp. xvii–xviii).

For error bounds see Wong and Lang (1990), Wong (1995), and Elbert and Laforgia (2000). See also Laforgia (1979).

For the mth positive zero j^{\prime\prime}_{\nu,m} of J_{\nu}''\left(x\right)Wong and Lang (1990) gives the corresponding expansion

where c=(m+\tfrac{1}{2}\nu-\tfrac{1}{4})\pi if 0<\nu<1, and c=(m+\tfrac{1}{2}\nu-\tfrac{5}{4})\pi if \nu>1. An error bound is included for the case \nu\geq\tfrac{3}{2}.

§10.21(vii) Asymptotic Expansions for Large Order

Let \mathscr{C}_{\nu}\left(x\right), \rho_{\nu}(t), and \sigma_{\nu}(t) be defined as in §10.21(ii) and M\left(x\right), \theta\left(x\right), N\left(x\right), and \phi\left(x\right) denote the modulus and phase functions for the Airy functions and their derivatives as in §9.8.

As \nu\to\infty with t(>0) fixed,

where \alpha is given by

10.21.24 \theta\left(-2^{\frac{1}{3}}\alpha\right)=\pi t,

and

10.21.25
\alpha_{0}=1,
\alpha_{1}=\alpha,
\alpha_{2}=\tfrac{3}{10}\alpha^{2},
\alpha_{3}=-\tfrac{1}{350}\alpha^{3}+\tfrac{1}{70},
\alpha_{4}=-\tfrac{479}{63000}\alpha^{4}-\tfrac{1}{3150}\alpha,
\alpha_{5}=\tfrac{20231}{80\;85000}\alpha^{5}-\tfrac{551}{1\;61700}\alpha^{2},
10.21.26
\beta_{0}=1,
\beta_{1}=-\tfrac{4}{5}\alpha,
\beta_{2}=\tfrac{18}{35}\alpha^{2},
\beta_{3}=-\tfrac{88}{315}\alpha^{3}-\tfrac{11}{1575},
\beta_{4}=\tfrac{79586}{6\;06375}\alpha^{4}+\tfrac{9824}{6\;06375}\alpha.

As \nu\to\infty with t(>-\tfrac{1}{6}) fixed,

where \alpha^{\prime} is given by

10.21.29 \phi\left(-2^{\frac{1}{3}}\alpha^{\prime}\right)=\pi t,

and

10.21.30
\alpha^{\prime}_{0}=1,
\alpha^{\prime}_{1}=\alpha^{\prime},
\alpha^{\prime}_{2}=\tfrac{3}{10}{\alpha^{\prime}}^{2}-\tfrac{1}{10}{\alpha^{%
\prime}}^{-1},
\alpha^{\prime}_{3}=-\tfrac{1}{350}{\alpha^{\prime}}^{3}-\tfrac{1}{25}-\tfrac{%
1}{200}{\alpha^{\prime}}^{-3},
\alpha^{\prime}_{4}=-\tfrac{479}{63000}{\alpha^{\prime}}^{4}+\tfrac{509}{31500%
}\alpha^{\prime}+\tfrac{1}{1500}{\alpha^{\prime}}^{-2}-\tfrac{1}{2000}{\alpha^%
{\prime}}^{-5},
10.21.31
\beta^{\prime}_{0}=1,
\beta^{\prime}_{1}=-\tfrac{1}{5}\alpha^{\prime},
\beta^{\prime}_{2}=\tfrac{9}{350}{\alpha^{\prime}}^{2}+\tfrac{1}{100}{\alpha^{%
\prime}}^{-1},
\beta^{\prime}_{3}=\tfrac{89}{15750}{\alpha^{\prime}}^{3}-\tfrac{47}{4500}+%
\tfrac{1}{3000}{\alpha^{\prime}}^{-3}.

In particular, with the notation as below,

and

Here a_{m}, b_{m}, a^{\prime}_{m}, b^{\prime}_{m} are the mth negative zeros of \operatorname{Ai}\left(x\right), \operatorname{Bi}\left(x\right), \operatorname{Ai}'\left(x\right), \operatorname{Bi}'\left(x\right), respectively (§9.9), \alpha_{k}, \beta_{k}, \alpha^{\prime}_{k}, \beta^{\prime}_{k} are given by (10.21.25), (10.21.26), (10.21.30), and (10.21.31), with \alpha=-2^{-\frac{1}{3}}a_{m} in the case of j_{\nu,m} and J_{\nu}'\left(j_{\nu,m}\right), \alpha=-2^{-\frac{1}{3}}b_{m} in the case of y_{\nu,m} and Y_{\nu}'\left(y_{\nu,m}\right), \alpha^{\prime}=-2^{-\frac{1}{3}}a^{\prime}_{m} in the case of j_{\nu,m}' and J_{\nu}\left(j_{\nu,m}'\right), \alpha^{\prime}=-2^{-\frac{1}{3}}b^{\prime}_{m} in the case of y_{\nu,m}' and Y_{\nu}\left(y_{\nu,m}'\right).

For error bounds for (10.21.32) see Qu and Wong (1999); for (10.21.36) and (10.21.37) see Elbert and Laforgia (1997). See also Spigler (1980).

For the first zeros rounded numerical values of the coefficients are given by

For numerical coefficients for m=2,3,4,5 see Olver (1951, Tables 3–6).

The expansions (10.21.32)–(10.21.39) become progressively weaker as m increases. The approximations that follow in §10.21(viii) do not suffer from this drawback.

§10.21(viii) Uniform Asymptotic Approximations for Large Order

As \nu\to\infty the following four approximations hold uniformly for m=1,2,\dotsc:

Here a_{m} and a^{\prime}_{m} denote respectively the zeros of the Airy function \operatorname{Ai}\left(z\right) and its derivative \operatorname{Ai}'\left(z\right); see §9.9. Next, z(\zeta) is the inverse of the function \zeta=\zeta(z) defined by (10.20.3). B_{0}(\zeta) and C_{0}(\zeta) are defined by (10.20.11) and (10.20.12) with k=0. Lastly,

10.21.45 h(\zeta)=\left(4\zeta/(1-z^{2})\right)^{\frac{1}{4}}.

(Note: If the term z(\zeta)(h(\zeta))^{2}C_{0}(\zeta)/(2\zeta\nu) in (10.21.43) is omitted, then the uniform character of the error term O(\ifrac{1}{\nu}) is destroyed.)

Corresponding uniform approximations for y_{\nu,m}, Y_{\nu}'\left(y_{\nu,m}\right), y_{\nu,m}', and Y_{\nu}\left({y^{\prime}_{\nu,m}}\right), are obtained from (10.21.41)–(10.21.44) by changing the symbols j, J, \operatorname{Ai}, \operatorname{Ai}', a_{m}, and a^{\prime}_{m} to y, Y, -\operatorname{Bi}, -\operatorname{Bi}', b_{m}, and b^{\prime}_{m}, respectively.

For derivations and further information, including extensions to uniform asymptotic expansions, see Olver (1954, 1960). The latter reference includes numerical tables of the first few coefficients in the uniform asymptotic expansions.

§10.21(ix) Complex Zeros

This subsection describes the distribution in \mathbb{C} of the zeros of the principal branches of the Bessel functions of the second and third kinds, and their derivatives, in the case when the order is a positive integer n. For further information, including uniform asymptotic expansions, extensions to other branches of the functions and their derivatives, and extensions to half-integer values of the order, see Olver (1954). (There is an inaccuracy in Figures 11 and 14 in this reference. Each curve that represents an infinite string of nonreal zeros should be located on the opposite side of its straight line asymptote. This inaccuracy was repeated in Abramowitz and Stegun (1964, Figures 9.5 and 9.6). See Kerimov and Skorokhodov (1985a, b) and Figures 10.21.310.21.6.)

See also Cruz and Sesma (1982), Cruz et al. (1991), Kerimov and Skorokhodov (1984c, 1987, 1988), Kokologiannaki et al. (1992), and references supplied in §10.75(iii). For describing the distribution of complex zeros by methods based on the Liouville–Green (WKB) approximation for linear homogeneous second-order differential equations, see Segura (2013).

Zeros of Y_{n}\left(nz\right) and Y_{n}'\left(nz\right)

In Figures 10.21.1, 10.21.3, and 10.21.5 the two continuous curves that join the points \pm 1 are the boundaries of \mathbf{K}, that is, the eye-shaped domain depicted in Figure 10.20.3. These curves therefore intersect the imaginary axis at the points z=\pm\mathrm{i}c, where c=0.66274\dotsc.

The first set of zeros of the principal value of Y_{n}\left(nz\right) are the points z=y_{n,m}/n, m=1,2,\dotsc, on the positive real axis (§10.21(i)). Secondly, there is a conjugate pair of infinite strings of zeros with asymptotes \Im z=\pm\mathrm{i}a/n, where

10.21.46 a=\tfrac{1}{2}\ln 3=0.54931\dotsc.

Lastly, there are two conjugate sets, with n zeros in each set, that are asymptotically close to the boundary of \mathbf{K} as n\to\infty. Figures 10.21.1, 10.21.3, and 10.21.5 plot the actual zeros for n=1,5, and 10, respectively.

The zeros of Y_{n}'\left(nz\right) have a similar pattern to those of Y_{n}\left(nz\right).

Zeros of {H^{(1)}_{n}}\left(nz\right), {H^{(2)}_{n}}\left(nz\right), {H^{(1)}_{n}}'\left(nz\right), {H^{(2)}_{n}}'\left(nz\right)

In Figures 10.21.2, 10.21.4, and 10.21.6 the continuous curve that joins the points \pm 1 is the lower boundary of \mathbf{K}.

The first set of zeros of the principal value of {H^{(1)}_{n}}\left(nz\right) is an infinite string with asymptote \Im z=-\mathrm{i}d/n, where

10.21.47 d=\tfrac{1}{2}\ln 2=0.34657\dotsc.

The only other set comprises n zeros that are asymptotically close to the lower boundary of \mathbf{K} as n\to\infty. Figures 10.21.2, 10.21.4, and 10.21.6 plot the actual zeros for n=1,5, and 10, respectively.

The zeros of {H^{(1)}_{n}}'\left(nz\right) have a similar pattern to those of {H^{(1)}_{n}}\left(nz\right). The zeros of {H^{(2)}_{n}}\left(nz\right) and {H^{(2)}_{n}}'\left(nz\right) are the complex conjugates of the zeros of {H^{(1)}_{n}}\left(nz\right) and {H^{(1)}_{n}}'\left(nz\right), respectively.

Zeros of J_{0}\left(z\right)-\mathrm{i}J_{1}\left(z\right) and J_{n}\left(z\right)-\mathrm{i}J_{n+1}\left(z\right)

For information see Synolakis (1988), MacDonald (1989, 1997), and Ikebe et al. (1993).

§10.21(x) Cross-Products

Throughout this subsection we assume \nu\geq 0, x>0, \lambda>1, and we denote 4\nu^{2} by \mu.

The zeros of the functions

10.21.48 J_{\nu}\left(x\right)Y_{\nu}\left(\lambda x\right)-Y_{\nu}\left(x\right)J_{\nu%
}\left(\lambda x\right)

and

10.21.49 J_{\nu}'\left(x\right)Y_{\nu}'\left(\lambda x\right)-Y_{\nu}'\left(x\right)J_{%
\nu}'\left(\lambda x\right)

are simple and the asymptotic expansion of the mth positive zero as m\to\infty is given by

10.21.50 \alpha+\frac{p}{\alpha}+\frac{q-p^{2}}{\alpha^{3}}+\frac{r-4pq+2p^{3}}{\alpha^%
{5}}+\dotsb,

where, in the case of (10.21.48),

10.21.51
\alpha=\frac{m\pi}{\lambda-1},
p=\frac{\mu-1}{8\lambda},
q=\frac{(\mu-1)(\mu-25)(\lambda^{3}-1)}{6(4\lambda)^{3}(\lambda-1)},
r=\frac{(\mu-1)(\mu^{2}-114\mu+1073)(\lambda^{5}-1)}{5(4\lambda)^{5}(\lambda-1%
)},

and, in the case of (10.21.49),

10.21.52
\alpha=\frac{(m-1)\pi}{\lambda-1},
p=\frac{\mu+3}{8\lambda},
q=\frac{(\mu^{2}+46\mu-63)(\lambda^{3}-1)}{6(4\lambda)^{3}(\lambda-1)},
r=\frac{(\mu^{3}+185\mu^{2}-2053\mu+1899)(\lambda^{5}-1)}{5(4\lambda)^{5}(%
\lambda-1)}.

The asymptotic expansion of the large positive zeros (not necessarily the mth) of the function

is given by (10.21.50), where

10.21.54
\alpha=\frac{(m-\tfrac{1}{2})\pi}{\lambda-1},
p=\frac{(\mu+3)\lambda-(\mu-1)}{8\lambda(\lambda-1)},
q=\frac{(\mu^{2}+46\mu-63)\lambda^{3}-(\mu-1)(\mu-25)}{6(4\lambda)^{3}(\lambda%
-1)},
r=\frac{(\mu^{3}+185\mu^{2}-2053\mu+1899)\lambda^{5}-(\mu-1)(\mu^{2}-114\mu+10%
73)}{5(4\lambda)^{5}(\lambda-1)}.

Higher coefficients in the asymptotic expansions in this subsection can be obtained by expressing the cross-products in terms of the modulus and phase functions (§10.18), and then reverting the asymptotic expansion for the difference of the phase functions.

For further information see Cochran (1963, 1964, 1966a, 1966b), Kalähne (1907), Martinek et al. (1966), Muldoon (1979), and Salchev and Popov (1976).

§10.21(xi) Riccati–Bessel Functions

The Riccati–Bessel functions are (\tfrac{1}{2}\pi x)^{\frac{1}{2}}J_{\nu}\left(x\right) and (\tfrac{1}{2}\pi x)^{\frac{1}{2}}Y_{\nu}\left(x\right). Except possibly for x=0 their zeros are the same as those of J_{\nu}\left(x\right) and Y_{\nu}\left(x\right), respectively. For information on the zeros of the derivatives of Riccati–Bessel functions, and also on zeros of their cross-products, see Boyer (1969). This information includes asymptotic approximations analogous to those given in §§10.21(vi), 10.21(vii), and 10.21(x).

§10.21(xii) Zeros of \alpha J_{\nu}\left(x\right)+xJ_{\nu}'\left(x\right)

For properties of the positive zeros of the function \alpha J_{\nu}\left(x\right)+xJ_{\nu}'\left(x\right), with \alpha and \nu real, see Landau (1999).

§10.21(xiii) Rayleigh Function

The Rayleigh function \sigma_{n}\left(\nu\right) is defined by

10.21.55 \sigma_{n}\left(\nu\right)=\sum_{m=1}^{\infty}(j_{\nu,m})^{-2n},n=1,2,3,\dots.

For properties, computation, and generalizations see Kapitsa (1951b), Kerimov (1999, 2008), and Gupta and Muldoon (2000). See also Watson (1944, §§15.5, 15.51).

§10.21(xiv) \nu-Zeros

For information on zeros of Bessel and Hankel functions as functions of the order, see Cochran (1965), Cochran and Hoffspiegel (1970), Hethcote (1970), Conde and Kalla (1979), and Sandström and Ackrén (2007).