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10 Bessel FunctionsModified Bessel Functions

§10.25 Definitions

Contents
  1. §10.25(i) Modified Bessel’s Equation
  2. §10.25(ii) Standard Solutions
  3. §10.25(iii) Numerically Satisfactory Pairs of Solutions

§10.25(i) Modified Bessel’s Equation

10.25.1 z^{2}\frac{{\mathrm{d}}^{2}w}{{\mathrm{d}z}^{2}}+z\frac{\mathrm{d}w}{\mathrm{d%
}z}-(z^{2}+\nu^{2})w=0.

This equation is obtained from Bessel’s equation (10.2.1) on replacing z by \pm iz, and it has the same kinds of singularities. Its solutions are called modified Bessel functions or Bessel functions of imaginary argument.

§10.25(ii) Standard Solutions

10.25.2 I_{\nu}\left(z\right)=(\tfrac{1}{2}z)^{\nu}\sum_{k=0}^{\infty}\frac{(\tfrac{1}%
{4}z^{2})^{k}}{k!\Gamma\left(\nu+k+1\right)}.

This solution has properties analogous to those of J_{\nu}\left(z\right), defined in §10.2(ii). In particular, the principal branch of I_{\nu}\left(z\right) is defined in a similar way: it corresponds to the principal value of (\tfrac{1}{2}z)^{\nu}, is analytic in \mathbb{C}\setminus(-\infty,0], and two-valued and discontinuous on the cut \operatorname{ph}z=\pm\pi.

The defining property of the second standard solution K_{\nu}\left(z\right) of (10.25.1) is

10.25.3 K_{\nu}\left(z\right)\sim\sqrt{\pi/(2z)}e^{-z},

as z\to\infty in |\operatorname{ph}z|\leq\tfrac{3}{2}\pi-\delta(<\tfrac{3}{2}\pi). It has a branch point at z=0 for all \nu\in\mathbb{C}. The principal branch corresponds to the principal value of the square root in (10.25.3), is analytic in \mathbb{C}\setminus(-\infty,0], and two-valued and discontinuous on the cut \operatorname{ph}z=\pm\pi.

Both I_{\nu}\left(z\right) and K_{\nu}\left(z\right) are real when \nu is real and \operatorname{ph}z=0.

For fixed z(\neq 0) each branch of I_{\nu}\left(z\right) and K_{\nu}\left(z\right) is entire in \nu.

Branch Conventions

Except where indicated otherwise it is assumed throughout the DLMF that the symbols I_{\nu}\left(z\right) and K_{\nu}\left(z\right) denote the principal values of these functions.

Symbol \mathscr{Z}_{\nu}\left(z\right)

Corresponding to the symbol \mathscr{C}_{\nu} introduced in §10.2(ii), we sometimes use \mathscr{Z}_{\nu}\left(z\right) to denote I_{\nu}\left(z\right), e^{\nu\pi i}K_{\nu}\left(z\right), or any nontrivial linear combination of these functions, the coefficients in which are independent of z and \nu.

§10.25(iii) Numerically Satisfactory Pairs of Solutions

Table 10.25.1 lists numerically satisfactory pairs of solutions (§2.7(iv)) of (10.25.1). It is assumed that \Re\nu\geq 0. When \Re\nu<0, I_{\nu}\left(z\right) is replaced by I_{-\nu}\left(z\right).

Table 10.25.1: Numerically satisfactory pairs of solutions of the modified Bessel’s equation.
Pair Region
I_{\nu}\left(z\right),K_{\nu}\left(z\right) |\operatorname{ph}z|\leq\tfrac{1}{2}\pi
I_{\nu}\left(z\right),K_{\nu}\left(ze^{\mp\pi i}\right) \tfrac{1}{2}\pi\leq\pm\operatorname{ph}z\leq\tfrac{3}{2}\pi