4.4 Fourier-Bessel Series

4.4.1 Introduction

In section 4.3, we learned that any function can be represented by a Fourier series. A Fourier series is nothing other than an infinite series of sine and cosine terms that have to be added in order to approximate the desired function. Sine and cosine functions are not the only functions that can be used for such a series expansion. In fact, a function can be represented as any linear combination of orthogonal functions. Sine and cosine functions qualify as such, but many more functions can be used.

One particularly useful class of functions are Bessel functions (see section 3.2.4). The most important one of this set of functions is the Bessel function of first kind Jν of order ν. The Bessel functions of first kind J0, J1, J2, etc. are functions of one independent variable (e.g., x) and can be plotted (see Fig. 3.6). They have a number of important properties, which are detailed in section 3.2.4.1. Here we will focus on their ability to serve as basis for a Fourier-type series expansion, which is referred to as Fourier-Bessel series expansion. The rationale is the same as for a sine and cosine expansion (see section 4.3.2.1). We simply add up different Bessel functions and weight them in order to best approximate the target function. The individual weighting terms are chosen such that a Bessel function that closely approximates the desired function will have a higher weighting value than a Bessel function that approximates the function poorly.

Certain cases result in slightly different equations for the Fourier-Bessel series. In the following, we will look at the most important case.

4.4.2 Expansion on the Interval 0 ≤ x ≤ xmax for Known Eigenvalues

We will start with the most simple and also most commonly encountered case. In this case the independent variable x is defined on an interval 0 ≤ x ≤ xmax, and we know the eigenvalues λi for the Bessel function Jn. This is actually a pretty common scenario. Eigenvalues are the values at which a solution to a differential function satisfies the boundary conditions (see section 8.3.3.9). The Bessel functions of first kind are solutions to the Bessel differential equation (Eq. 3.44 and Eq. 3.45). Similar to the eigenfunction expansion which we will perform during the derivation of the solution of the heat equation (in section 8.3.3), we will also find these eigenvalues for Bessel functions if we apply boundary conditions. We will see an example of this procedure in section 18.3.2.2.

If the stated prerequisites are met, we can represent any “sufficiently nice” function f (x) as a Fourier-Bessel series using

f(x)=i=1ciJn(λix)

si107_e  (Eq. 4.50)

with

ci=2xmax2Jn+12(λixmax)0xmaxxJn(λix)f(x)dx

si108_e  (Eq. 4.51)

where ci can be thought of as weighting coefficients, e.g., numbers that tell us how well that particular Bessel function matches the desired target function. As you can see, these equations resemble the equations we found for the Fourier expansion Eq. 4.17, as the procedure is similar.

4.4.2.1 Example

An Equation We Will Require Later. We will look at an example of a Fourier-Bessel series expansion in order to get a better understanding of the concept. We assume that during the derivation of the solution to a Bessel differential equation, we are left with the following equation

i=1ciJ0(λirR)=υmax(1(rR)2)

si109_e  (Eq. 4.52)

This is actually not a random function. We will encounter it when deriving a solution to the time-dependent velocity profile in Hagen-Poiseuille flow. The equation is given by Eq. 18.33. On the way we encountered a Bessel differential equation that could be solved using a Bessel function (see section 18.3.2.2). This function is shown on the left-hand side of Eq. 4.52. Upon applying the boundary conditions, we perform an eigenvalue expansion (see section 18.3.2.2). This is the reason why we find a sum on the left-hand side of Eq. 4.52 and also the roots λi of J0.

In the next step, we had to apply initial conditions that we obtained from the time-independent solution to the Navier-Stokes equation. This gives us the right-hand side of Eq. 4.52. So we know that a solution to our original differential equation will be a sum of Bessel functions that sum up to result in a profile, as given on the right-hand side of Eq. 4.52. Obviously, we are missing “only” the coefficients ci. This is a classical example where we can apply a Fourier-Bessel series. Our problem is bound on 0 ≤ r ≤ R with r being the radius and the independent variable of our problem. The maximum radius is R. The function we are seeking to approximate is the velocity profile v (r), which is zero at the upper boundary, i.e., v (R) = 0 due to no-slip condition.

Setting Up. We now apply Eq. 4.51 to Eq. 4.52 and find

ci=2R2Jn+12(λiRR)0RrJn(λirR)f(r)dr

si110_e  (Eq. 4.53)

From Eq. 4.52 we find n = 0; therefore Eq. 4.53 becomes

ci=2R2J12(λiRR)0RrJ0(λirR)f(r)dr

si111_e  (Eq. 4.54)

The function we want to approximate is the right-hand side of Eq. 4.52. Therefore

f(r)=υmax(1(rR)2)

si112_e

in which case Eq. 4.54 becomes

ci=2υmaxR2J15(λiRR)0RrJ0(λirR)(1(rR)2)dr

si113_e  (Eq. 4.55)

Integration. The only really problematic aspect about Fourier-Bessel series are the integrals that have to be evaluated. As it happens integrations of more complex Bessel functions always tend to be a bit tricky. However, we have noted several important properties of Bessel integrals in section 3.2.4.1 which will help us here. We find

0RrJ0(λirR)(1(rR)2)dr=0RrJ0(λirR)dr1R20Rr3J0(λirR)dr

si114_e  (Eq. 4.56)

with the first integral amounting to

0RrJ0(λirR)dr=[1λiRrJ1(λirR)]0R=RλiRJi(λirR)

si115_e  (Eq. 4.57)

where we have used Eq. 3.57 for the integral. The second integral is evaluated to

1λiR2R0Rλir3RJ0(λirR)dr=1λiRR2[r3J1(λirR)2λiRr2J2(λirR)]0R=RλiRJi(λiRR)+2(λiR)2J2(λiRR)

si116_e  (Eq. 4.58)

where we have used Eq. 3.53 to simplify the integral. Summing up Eq. 4.57 and Eq. 4.58 we find

RλiRJ1(λiRR)1(λiR)2(2J1(λiRR)3λiRRJi(λiRR))=2(λiR)2J2(λiRR)

si117_e  (Eq. 4.59)

Here we can apply the recurrence relation for expressing the Bessel function of order 2 as Bessel functions of lower order according to Eq. 3.60, from which we find for ν = 1

J2(λiRR)=2λiRR(J1(λiRR)J0(λiRR))

si118_e

in which case Eq. 4.59 becomes

2(λiR)2J2(λiRR)=4R2λi3(J1(λi)J0(λi))=4R2λi3J1(λi)

si119_e  (Eq. 4.60)

where we use that fact the λi is the roots of J0 and therefore J0 (λi) = 0. We now find the coefficients according to Eq. 4.55 as

ci=2υmaxR2J12(λiRR)4R2λi3Ji(λi)=8υmaxλi3J1(λi)

si120_e

Solution. Returning to Eq. 4.52, we now find that

i=1ciJ0(λirR)=υmax(1(rR)2)i=18υmaxλi3J1(λi)J0(λirR)=υmax(1(rR)2)

si121_e  (Eq. 4.61)

With Eq. 4.61 we have found a Bessel series that approximates very closely the parabolic target function, i.e., the right-hand side of Eq. 4.61. It shows very neatly the analogy to the Fourier series. In a Fourier series expansion, we find series of sine and cosine functions that approximate the target function. Here we found a series of Bessel functions to do this.

Visualization. In the next step, we will visualize how well the series we found approximates our target function. In Fig. 4.17 you can see the parabolic target function and the Bessel series of Eq. 4.61 with the expansion orders imax = 1, imax = 2, and imax = 5. As you can see, even for very low expansion orders, the function is approximated correctly.

f04-17-9781455731411
Fig. 4.17 Example of a Fourier-Bessel series expansion using a parabolic target function and the Fourier-Bessel series derived to Eq. 4.61. As you can see, even for small expansion orders imax the function is approximated well.

Remarks. This concludes this example. As stated, the target function was not chosen randomly. As we will see later, this is a function we require when discussing time-dependent phenomena in Hagen-Poiseuille flow (see section 18.3).

4.4.2.2 Expansion on Different Intervals and Using Different Eigenvalues

Several other scenarios lead to different equations for the Fourier-Bessel expansia. For example, the eigenvalues of the Bessel function may not be known. However, it may be possible to obtain them for the derivative of the function. In this case we would have Neumann boundary conditions instead of the (more common case) of Dirichlet boundary conditions. In this case, the series expansion looks different. We will not detail this (and other) cases here because they are less common.

4.5 Conclusion

In this section, we studied mathematical series, i.e., methods to approximate a complicated function by summing up a finite number of terms. The most important series expansions we studied are the Taylor and Fourier series as well as the Fourier-Bessel series. The Taylor series allowed us to approximate a function by taking into account the higher-order derivatives of the function at a chosen expansion point. By adding derivatives of higher order, the overall error can be reduced. As we saw, we are able to derive the first- and second-order derivative of the function by taking into account values of the function in close proximity to the expansion point. As we will see in later chapters, the Taylor series forms the basis of almost all numerical methods that we commonly use to find solutions to higher-order differential equations.

In contrast to the Taylor series, the Fourier series allows approximating a function by using differently weighted sine and cosine terms. Being periodic functions, these approximations lend themselves well to the approximation of periodic functions. However, they are not restricted only to periodic functions, as we have seen. Fourier series can also be derived for functions with singularities such as the step function. This makes these methods extremely suitable for physical problems that may give rise to singularities.

Finally, we studied the Fourier-Bessel series expansion, which is similar in nature to the Fourier series but uses different basis functions, i.e., Bessel functions. Mathematically speaking, any orthogonal set of functions can be used to create series expansions but trigonometric functions are by far most commonly used. Bessel functions are interesting alternatives for applications that give rise to equations that can be solved using Bessel functions. In these cases, it is easier to use a Fourier-Bessel series than trying to expand a series to a trigonometric Fourier series.

As stated, series are important tools whenever we seek analytical functions that tend to become complex. In many cases, it is sufficient to approximate the solution by one of the series discussed. By using a finite number of terms instead of an analytical functions, we are able to acquire solutions with tunable degree of precision. If higher precision is required, more terms can be added. However, if only a rough approximation of a solution is sufficient, series allow us to come up with very simple solutions by (often) using only a handful of terms.

References

[1] Riemann B. Ueber die Anzahl der Primzahlen unter einer gegebenen Grösse. Monatsberichte der Berliner Akademie. 1859 (cit. on p. 52).

[2] Taylor B. Methodus incrementorum directa & inversa. Inny; 1715 (cit. on p. 53).

[3] Fourier J.-B.J. On the propagation of heat in solid bodies. Memoir (read at the Institut de France). 1807 (cit. on p. 61).

[4] Gibbs J.W. A method of geometrical representation of the thermodynamic properties of substances by means of surfaces. Connecticut Academy of Arts and Sciences; 1873 (cit. on p. 64).

[5] Gibbs J.W. Fourier’s series. Nature. 1899;59:606 (cit. on p. 64).


1 Bernhard Riemann was a German mathematician who made significant contributions to analysis and number theory. He was a scholar of Leonhard Euler and expanded his work on series convergence to more complex problems involving prime numbers, introducing the Riemann zeta function ζ[1].

1 Brook Taylor was an English mathematician who may be most commonly known for the introduction of the Taylor series, i.e., the approximation of a function by a finite series around a given expansion point. He introduced this very important mathematical concept in 1715 [2]. The Taylor series forms the foundation of most numerical methods.

1 Jean-Baptiste Joseph Fourier was a French physicist and mathematician most commonly known for his contribution to the understanding of heat transport and the formulation of the heat equation. He introduced the latter in a lecture at the Institut de France in 1807 [3]. In order to derive solutions to this important equation, Fourier devised the concept of the Fourier transform.

1 Willard Gibbs was an American scientist who made important contributions to math, physics, and chemistry. Among others, he formulated the Gibbs free energy in 1873 as a means of assessing the likelihood of a chemical reaction [4]. He is also credited for the Gibbs phenomenon that described the periodic overshooting and undershooting oscillations of a piecewise defined function at singularities [5].

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