Kelvin functions

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The Kelvin functions Berν(x) and Beiν(x) are the real and imaginary parts, respectively, of

Jν(xei / 4),

where x is real, and Jν(z) is the νth order Bessel function of the first kind. Similarly, the functions Kerν(x) and Keiν(x) are the real and imaginary parts, respectively, of Kν(xei / 4), where Kν(z) is the νth order modified Bessel function of the second kind.

While the Kelvin functions are defined as the real and imaginary parts of Bessel functions with x taken to be real, the functions can be analytically continued for complex arguments x ei φ, φ ∈ [0, 2π). With the exception of Bern(x) and Bein(x) for integral n, the Kelvin functions have a branch point at x = 0.

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[edit] Ber(x)

Ber(x) for x between 0 and 10.
Ber(x) for x between 0 and 10.
 for x between 0 and 100.
\mathrm{Ber}(x) / e^{x/\sqrt{2}} for x between 0 and 100.

For integers n, Bern(x) has the series expansion

\mathrm{Ber}_n(x) = \left(\frac{x}{2}\right)^n \sum_{k \geq 0} \frac{\cos\left[\left(\frac{3n}{4} + \frac{k}{2}\right)\pi\right]}{k! \Gamma(n + k + 1)} \left(\frac{x^2}{4}\right)^k

where Γ(z) is the Gamma function. The special case Ber0(x), commonly denoted as just Ber(x), has the series expansion

\mathrm{Ber}(x) = 1 + \sum_{k \geq 1} \frac{(-1)^k (x/2)^{4k}}{[(2k)!]^2}

and asymptotic series

\mathrm{Ber}(x) \sim \frac{e^{\frac{x}{\sqrt{2}}}}{\sqrt{2 \pi x}} [f_1(x) \cos \alpha + g_1(x) \sin \alpha] - \frac{\mathrm{Kei}(x)}{\pi},

where \alpha = x/\sqrt{2} - \pi/8, and

f_1(x) = 1 + \sum_{k \geq 1} \frac{\cos(k \pi / 4)}{k! (8x)^k} \prod_{l = 1}^k (2l - 1)^2
g_1(x) = \sum_{k \geq 1} \frac{\sin(k \pi / 4)}{k! (8x)^k} \prod_{l = 1}^k (2l - 1)^2

[edit] Bei(x)

Bei(x) for x between 0 and 10.
Bei(x) for x between 0 and 10.
 for x between 0 and 100.
\mathrm{Bei}(x) / e^{x/\sqrt{2}} for x between 0 and 100.

For integers n, Bein(x) has the series expansion

\mathrm{Bei}_n(x) = \left(\frac{x}{2}\right)^n \sum_{k \geq 0} \frac{\sin\left[\left(\frac{3n}{4} + \frac{k}{2}\right)\pi\right]}{k! \Gamma(n + k + 1)} \left(\frac{x^2}{4}\right)^k

where Γ(z) is the Gamma function. The special case Bei0(x), commonly denoted as just Bei(x), has the series expansion

\mathrm{Bei}(x) = \sum_{k \geq 0} \frac{(-1)^k (x/2)^{4k+2}}{[(2k+1)!]^2}

and asymptotic series

\mathrm{Bei}(x) \sim \frac{e^{\frac{x}{\sqrt{2}}}}{\sqrt{2 \pi x}} [f_1(x) \sin \alpha + g_1(x) \cos \alpha] - \frac{\mathrm{Ker}(x)}{\pi},

where α, f1(x), and g1(x) are defined as for Ber(x).


[edit] Ker(x)

For integers n, Kern(x) has the (complicated) series expansion

\mathrm{Ker}_n(x) = \frac{1}{2} \left(\frac{x}{2}\right)^{-n} \sum_{k=0}^{n-1} \cos\left[\left(\frac{3n}{4} + \frac{k}{2}\right)\pi\right] \frac{(n-k-1)!}{k!} \left(\frac{x^2}{4}\right)^k - \ln\left(\frac{x}{2}\right) \mathrm{Ber}_n(x) + \frac{\pi}{4}\mathrm{Bei}_n(x) + \frac{1}{2} \left(\frac{x}{2}\right)^n \sum_{k \geq 0} \cos\left[\left(\frac{3n}{4} + \frac{k}{2}\right)\pi\right] \frac{\psi(k+1) + \psi(n + k + 1)}{k! (n+k)!} \left(\frac{x^2}{4}\right)^k
Ker(x) for x between 0 and 10.
Ker(x) for x between 0 and 10.
 for x between 0 and 100.
\mathrm{Ker}(x) e^{x/\sqrt{2}} for x between 0 and 100.

where ψ(z) is the Digamma function. The special case Ker0(x), commonly denoted as just Ker(x), has the series expansion

\mathrm{Ker}(x) = -\ln\left(\frac{x}{2}\right) \mathrm{Ber}_n(x) + \frac{\pi}{4}\mathrm{Bei}_n(x) + \sum_{k \geq 0} (-1)^k \frac{\psi(2k + 1)}{[(2k)!]^2} \left(\frac{x^2}{4}\right)^{2k}

and the asymptotic series

\mathrm{Ker}(x) \sim \sqrt{\frac{\pi}{2x}} e^{-\frac{x}{\sqrt{2}}} [f_2(x) \cos \beta + g_2(x) \sin \beta],

where \beta = x/\sqrt{2} + \pi/8, and

f_2(x) = 1 + \sum_{k \geq 1} (-1)^k \frac{\cos(k \pi / 4)}{k! (8x)^k} \prod_{l = 1}^k (2l - 1)^2
g_2(x) = \sum_{k \geq 1} (-1)^k \frac{\sin(k \pi / 4)}{k! (8x)^k} \prod_{l = 1}^k (2l - 1)^2


[edit] Kei(x)

For integers n, Kein(x) has the (complicated) series expansion

\mathrm{Kei}_n(x) = \frac{1}{2} \left(\frac{x}{2}\right)^{-n} \sum_{k=0}^{n-1} \sin\left[\left(\frac{3n}{4} + \frac{k}{2}\right)\pi\right] \frac{(n-k-1)!}{k!} \left(\frac{x^2}{4}\right)^k - \ln\left(\frac{x}{2}\right) \mathrm{Bei}_n(x) - \frac{\pi}{4}\mathrm{Ber}_n(x) + \frac{1}{2} \left(\frac{x}{2}\right)^n \sum_{k \geq 0} \sin\left[\left(\frac{3n}{4} + \frac{k}{2}\right)\pi\right] \frac{\psi(k+1) + \psi(n + k + 1)}{k! (n+k)!} \left(\frac{x^2}{4}\right)^k
Kei(x) for x between 0 and 10.
Kei(x) for x between 0 and 10.
 for x between 0 and 100.
\mathrm{Kei}(x) e^{x/\sqrt{2}} for x between 0 and 100.

where ψ(z) is the Digamma function. The special case Kei0(x), commonly denoted as just Kei(x), has the series expansion

\mathrm{Kei}(x) = -\ln\left(\frac{x}{2}\right) \mathrm{Bei}_n(x) - \frac{\pi}{4}\mathrm{Ber}_n(x) + \sum_{k \geq 0} (-1)^k \frac{\psi(2k + 2)}{[(2k+1)!]^2} \left(\frac{x^2}{4}\right)^{2k+1}

and the asymptotic series

\mathrm{Kei}(x) \sim -\sqrt{\frac{\pi}{2x}} e^{-\frac{x}{\sqrt{2}}} [f_2(x) \sin \beta + g_2(x) \cos \beta],

where β, f2(x), and g2(x) are defined as for Ker(x).


[edit] See also

[edit] References

[edit] External links

  • Weisstein, Eric W. "Kelvin Functions." From MathWorld--A Wolfram Web Resource. [1]
  • GPL-licensed C/C++ source code for calculating Kelvin functions at codecogs.com: [2]