dini schwartz
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Paper from the Indian Journal of Pure and Applied Mathematics (Nov 1988) by J.M. Mendez of Universidad de La Laguna. It expands a function on (0,a) in a modified Dini series of Bessel-type functions, proves the convergence theorem by residue methods, and defines the second-kind finite Hankel-Schwartz transform with its inversion formula. It applies the transform to diffusion-type partial differential equations with boundary conditions.
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IndianJ.pureappl.Math.,19(11):1089-1100November, 1988
THE MODIFIED DINI’S SERIES AND THE FINITE HANKEL-SCHWARTZ
INTEGRAL TRANSFORMATION
J.M. Menvez
Departmento deEcuaciones Funcionales, Facultad deMatematicas, Universidad
deLaLaguna, LaLaguna (Canary Islands—Spain)
(Received 5August 1986; after revision 25April 1988)
Inthispaper, anarbitrary function f(x) defined onthe interval (0,a)is
‘expressed as an expansion inDini's series of the orthogonal family
(Fs (om2)ofmodified Bessel functions, where Gy (x)=x-¥Ji(x)and pm
denotes the mth postive root oftheequation x$F",(ax)+hF,(ax)=0.
Next, the convergence theorem isrigorously established. The Din's seriessuggesttoconsideravaraintofthefiniteHankeltransformation, whichwilbe called the finite Hankel-Schwartz transformation ofthe second kind. This
transformation isusedinsolvingsomepartialdifferential equationswhich‘cannotbedirectly treated byapplying thecorresponding finiteHankel trans-
formation, Fisally, weremark thatthe initial term ofour expansion depends
‘only ontheparameter h,whereas theclassical Dini’s expansion depends on
hee
1, Inrropucrion
Schwartz’ investigated thefollowing modified Hankel transformation
FQ)=FFOO) ams) (lt)
where dm(x)=[2°TP(+WpxtdxandF(x)=2°T(+1)x-¥Jy(x),Jv)
being theBessel function ofthefirstkind oforder v.
This transformation hasbeen studied inspaces ofdistributions byseveral authors
and Lee’ calls itHankel-Schwartz integral transformation.
Toconsider theexpansion ofanarbitrary function f(x) defined intheinterval
(0,a)asaFourier-Bessel series, i.e.,asaseries ofthetype
LQ)=Za Fon) (1.2)
where Fv(x)=x-’Jy(x),¥ 2—}andJ,denote thepositive zeros ofthefunctions
Fi), ie,
Fr(ina) =0. (1.3)
1090 J.M.MENDEZ
Méndez* introduced thecorresponding finite transformation through theequation
Ar(FD) =Faw) =dXEFy(jax)f(x)dx (1.4)
which iscalled Hankel-Schwartz transformation ofthe first kind oforder v, Its
inversion theorem isstated as:
Theorem \—Letf(t)beafunction defined in(0,1)andassumed tobeabsolutely
summable over the same interval. Letv =>—4and
7a= er Fy(i,t)f(0)dt,n=1,2,.. KFA.)8
Iff(1)isofbounded variation in(a,6),0 <a<6 <1, and ifx€(a,6),then the
series (1.2) converges to
LLG + +FO -OL
Inthispaperweshowhowthemodified Diniseriesexpansion ofanarbitrary
function f(x) leads naturally tothefinite Hankel-Schwartz integral transformation of
thesecond kind. The inverson theorem ofthis new transformation isrigorously
established bystudying the convergence oftheseries expansion. The operational
calculus generated isused inthesolution ofseveral problems inMathematical Physics.
Recall that theform oftheDini series isdetermined bythe nature ofthezeros
oftheequation
2Fi @M+hF (=O.
Weemphasize thatthefirsttermoftheexpansions dependontheparameter /,and
‘notonA+y,asithappens intheclassical theory (cf.Watson", p.597).
Another interesting feature ofthis transformation isitsusefulness inthesolution
ofpartial differential equations which cannot betackled byapplying thecorresponding
finiteHankel transformation whenv#|(cf.Colombo‘, p.82).
Finally, wewilldenote inthesequel thepartial sum oftheseries (1.2) by
Si(3)~BamFoUm3). 0.5)
Setting
Pew= Sp2HUes) Fed A)FA)
HANKEL-SCHWARTZ INTGRAL TRANSFORMATION 1091
we have
Se) =fo PLO,OF(0dt. 0.1)
2. Preciminary Resutts
LetLdenotethedifferential operatorx71<2.trvZéWebeginbyconsi-
dering thefollowing Sturm-Liouville problem (cf.Sneddon”, p.440)
(L+™)y =0,0<a<b (21),
My(a)=a,y(a)+ay (a)=0,Ny(B)=b,y(6)+5,9"(1)=0
wo(2.2)
where a,,a,,6,and 6,represent prescribed constants.
‘The general solution ofeqn. (2.1) is
Y= $9) =40) FAs +BO) RAW (23)
where Fy(x)=x-*Jo(x)andYo(x)=x-¥Yo(0),Jo(x)being theBessel function
ofthefirst kind oforder vand Y,(x)theone ofsecond kind.
Lety=¢,(x)betheeigenfunctions oftheproblem (2.1)—(2.2) which corres-
pond tothe nonzero eigenvalues A,. Wehave thegeneral orthogonality condition
ifmln"{xODEx93) ’ wo
S374,0)bn@)dx=4 +2600) 6i].ifmen
t0 ifmzn,
(2.4)
Then, wededuce from (2.3) that thesolution oftheparticular problem
(L+9)¢@)=0, O<xca wns(2.5)
N¢(@)=¢'@)+hg(@)=0,4>0
is
$n(x)=Fo(P,x) (2.6)
whereP,,P,,..denote thepositivezerosarranged inascending orderofmagnitude of
thetranscendental equation
2F, (a2)+h F(a) =0 me)
ive,fof.Gray etal.',p.16,eqn. (24)),
aitFy,(az)+hFs(az)=0.
1092 J,MeMENDEZ
The above orthogonality condition (2.4) now becomes
t Spe(ah+ab20h) 2(Ppa)ifman[2FP) Fe) dx=}77F‘ Lo vif zn, 28)
Given anarbitrary functionf(x)definedintheinterval(0,a),(2.8)allowsoneto formally express thisfunction asaDini expansion, asfollows
LG)=Eby Fs(Pmx) (2.9)
where
2e% ‘ox= jXESF,(Px)f(x)dx
att)FF(Pma)(ah?+apt,—2vh)@ -..(2.10)
m=1,2,...,Pmbeing thepositive roots ofeqn. (2.7).
Note that wecanextend theDixon theorem (cf.Watson’, p.480) tothezeros
ofthefunction (2.7). Indeed, itcan beproved that the zeros ofthe equations
AxF(x) +BH (x)=Oand CxF', (x)+DFvix) =0areinterlaced, what-
ever thereal numbers 4,B,Cand D,provided they aresuch that AD #BC. Hence,
theroots ofeqns. (1.3) and (2.7) also areinterlaced.
3. THe Mopiriep Dint ExPansion—THE CONVERGENCE THEOREM:
Inthis section itwill beassumed that a=|forthesake ofsimplicity.
Asitoccurs intheclassical theory ofDini expansions (cf.Watson’?, p.597), we
have toaddaninitial term totheseries (2.9), Infact, the form ofDini expansion is
based onthezeros ofthefunction (2.7) and these depend upon thevalues ofthepara-
meter h.Thus, theexpansion (2.9) only corresponds tothecase h>0.
When h=0itcaneasily beseen that theequation (2.7) hasazero attheorigin.
Ontheother hand, when /<0thisfunction hastwo purely imaginary zeros.
Letvbeareal number such that v>—}.Wewrite themodified Dini expan-
sion off(x),asfollows
£0)=botEbmnFs(Pu) 2.1)
where bydenote theinitial term which must beinserted in(2.9) asa consequence of
the existence ofthese new roots.
HANKEL-SCHWARTZ INTEGRAL TRANSPORMATION 1093
Ifh >Othe initial term 6,=0and (3.1) coincides with (2.9). But when
h=0,taking into account that
Jx8 (Om3)de=Figs_)=0,m=1,2.
[cf.Gray etal.', p.16,eqn. (25)] and (2.7), weget
by=r+ 2)|xS00) ds G2)
Finally, if+Pyidenote the imaginary zeros of(2.7) when h<0,from (3.1)
and (2.8) weinfer that
2°53 2 b=——__—__—_ Jx1 (iPex)f(a)de....8.3)(P+ 2vh—ht)FF (Pei) &
Now, consider thefunction
2wFe(aw)Fs(ow) 34)
Fw) WH, (w)+h Fy(w))
whose poles arethezeros ji,js... ofFv(2)and thezeros Pi,Ay... of:F, (2)
+h F(2).
The residues ofthis function atthe first poles are
2FiUe) Flin)
BF, Um)
Ifh>0theresiduesatthepolesPs,Pay...are
20%, Fv(Pax) Fe(Pa)
(PL—2h+ht)F}(Pe)
When h=0wemust moreover consider theresidue atthe origin, whose value
is 4@ +1).
When h<0theresidues at-:ip,areboth equal to
20 Fs(Poxi)Fu(Poti)
(P2+2vh —ht)F3(Poi)
1094 J.M.MENDEZ
Bydenoting thepartial sumoftheseries (3.1)
44)=be+EbnFo(Pe3) G5)
and
oa27,Fi(PeaL(Pmt)
Po 158) =Ag(a0) + 8.6)
fat(P3,— 2vh+At) 2(P,)
where
{O,ifh>0
|26+ Difh=0
Aen =|"
(3.7)
DSS apt (Poxi)Fe(Pott)
| ith<o
{(P+2h—HF)F2QPpi)
wocan express (3.5) a8
a,(x)=f09Py(x,A)FU)at. (8)
Now choose D,such that itisnot equal toanyofthenumberjaandP,<D, <<Pas, and letjwbethegreatest ofthenumbers j,,which does not exceed D,(cf.
Watson", p.598),
The following expression
5,6058)=SSPFU Fea) _45x,1) wt inFey (im)
ean2PL,Fs(Poex)Fe(0,1)->ans 39)fear(P5,+ ht—2vh)F?(Pn)
where A,(x,t)isgiven by(3.7), permits toconnect thepartial sums ofthe modified
series ofFourier-Bessel (1.2)and Dini (3.1). Clearly, from (1.5), (1.6), (1.7), (3.5).
(3.8) and (3.9) itcan bededuced that
fes.06/00dt=3a,Fin2)—6,~bmFo(02)
=Sw(2)=6,(0). 1.10)
LHANKEL-SCHWARTZ INTEGRAL TRANSFORMATION 1095
From Cauchy's theory ofresidues wefind the following integral representation
of(3.9)
bysot
SO,69=ppj 2Fao)Fo")__by.) T
piace Fo(w) twF,(0)+hFe(w))
Since
§wires (om)dt=0°Fons(8)
[ef.Gray etal, p.16,eqn. (25)), itcanbeinferred from (3.11) that
j18S,(x,15A)dt=oojFrew) Fos()Gy,: Tybee Fu(w)(wFi(w)+hFy(w)}
(3.12)
Asanimmediate consequence of(3.11) and(3.12) wehave
es IS@6MI<Gyamgoe—y 3.13)
and
(pao , a(4ynriGSaatRal<5S(4)aa (3.14)
wherecsand¢,areconstants independent ofn,xandf.
Next, itcanbeproved with anargument similar totheoneused inWatson'*
(p.599)thatiff(1)isabsolutely summable intheinterval(a,b),0<a<b<1,then
.
{9S, (x,5A)£(O dt+0,a8n> 00 3.15)
provided 0<x <1.
Theorem 2—Let f(t) beafunction defined and absolutely summable inthe
interval (0,1).Iff(t) isofbounded variation in(a,6)where 0<a <b <1,then
theseries (3.1)converges tothesum#[f(x+0)+f(x—O)]atallpointsxsuch thata+A<x<b—4,A>0beingarbitrarily small.
Proor:ByvirtureofTheorem 1theseriesZo,Fv(J,x)converges tothe
sum}[f(x+0)+f(x—0)].Ourassertion follows directly from(3.10)and(3.15)topasstothelimitasn->co,
1096 J.M.MENDEZ
Remark 1:Note that theinitial term byofourexpansion (3.1) only depends on
thevalue ofA,whereas this term depends on A+ in the classical theory
(cf.Watson", p,598),Moreover, therootsP,oftheequation 2F(z)+hFv(2)=0
arenotequal totheroots A,’s ofzJ,(z)+hJy(2)=(z)=0.
4. Tue Finrre HANKeL—SCHWaARTZ INTEGRAL TRANSFORMATION OF
‘THE SECOND KIND—APPLICATIONS
According to(2.9) and (2.10), wedefine the finite Hankel-Schwartz integral
transformation ofthesecond kind oforder v>—4bytheequation
PovS00]=Fava)=fF, 0S(0de 4.0)
whose kernel isthemodified Bessel function (2.6) and where f,,denote the roots of
eqn. (2.7).
The corresponding inversion formula is
enPAFay(2)Fv(Pyx) -2 2,[FawOM=$00)=OteerSp —"=i(ah* +ap?—2vh)F4(P,a)
4.2)
Theorem 2notonly guarantees existence of(4.1) but also ensures that inversion
formula (4.2) holds.
Ifweassume that thef€C*(0,a),f’(a)+hf(a)=0andh>0,weobtain themain operational formula ofthis transformation, i.e.,
. vd, : tw[2+BEE) ]=—6bw) 43)
whatever thevaluesoff(0),andf’(0),provided theyarefinite.
Iff' (a)+hf(a)#0 andh>0,weget
- wei, too[rey+BEHy @]- Keo @+hs@
=PEhunFO. a)
Remark2:Recallthatthefunction»y=F,(x)isasolution oftheequation
Lymy +1+2y+y<0.ttsmultiplication byx"hasonlyrepercussions on
thesign oftheparameter y,that is,thefunction
y= FIQ= Fs)
HANKEL~SCHWARTZ INTEGRAL TRANSFORMATION 1097
isasolution oftheequation
trymy +By tym,
Consequently, thesolution ofSturm-Liouville problem
(L* +¥)dQ) =0
. , 2»)oy= NE@M=y@+ (a-*)$a)=0
is
#2) =FF P(X) 4.5)
where P,,P:,... denote thepositive zeros ofthe equation (2.7). The solutions (4.5)
form aorthogonal system onthe interval (0,a)with respect totheweight function
x'-4», Proceeding asbefore, wecannow introduce theintegral transform
MLO =FLO=fo"FEONL) dx 4.6)
whose inversion formula, inthecase h>0,isgiven by
a 20FL)FEod A a=50)=SSsara'-*¥ (ah?+ap}—2vh)F$* (Pya)
4.7)
Asimilar resulttothatproven inTheorem 2canbestated inrelation withthe
convergence oftheseries (4.7), whenever v=—4.
The main operational rule ofthetransform (46)is
om[ros Spo |==6ae 48)
Qv provided thatf’(a)+(—*)s@=0andh>0.
Inthesequel weshall give afew examples toillustrate theuseoftheabove
transformations insolving some important problems.
(a) Let» beanyrealnumber. Wewish tofind thesolution oftheequation
Ou w+ bee 1owgrtMEM efBmoo<r<ak>0) (49)
satisfying theinitial condition
u(r,0)=f(r) O©Srsa)
1098 3.M.MENDEZ
andtheboundary conditions
woo+hu(a,t) =0,foreveryv=0,
or
ued+(«-2)u@o =0,foreveryv=0.
Byvirtue of(4.3) and(4.8), weconvert formally (4.9) into
2 kp -(2+et)ume=0,
where
hut (rsW), vz 0
FwO=Vas,(u(rDh¥S0.
Hence,
ketUn =Fiv(n) om (4.10)
where
Av (fl, +20
Fo) =VASO)» 50.
Byapplying theinversion jformulas (4,2) and(4.7) to(4.10), wegettherequired
solution
if 2 ket fy ga PEFav (0)Fo(Par) emheh\sar> 20|" ES(att+ak)208)+FF(Pa) wnon4
SaPLFav(0)F5,(Py1)emheRE ay
|ir
[OO ca+or,+FI0.0
Note that when v~0the prablem (4.9) reduces tothe one considered by
Sneddon" (eqns. 8-4-20, 33,34)onthediffusion equation, since inthis caseF,(x)
=Jy(x)and p,=&arethe roots ofxJ;(ax)+hJp(ax)=0.Then,bothof
formulas in(4.11) yield thesum solution andthiscoincides with theone achieved in
the reference mentioned obove.
Aprocedure similar totheone used byChurchill? (p.191), allows onetoesta-
Dlish (4.11) asarigorous solution ofourproblem.
HANKBL-SCHWARTZ INTEGRAL TRANSFORMATION 1099
Remark 3:Note that theequation (4.9)cannot besolved directly bymeans of
thefiniteHankeltransformation, exceptwhenv=0,Nevertheless, thesimultaneous
application ofthe figite Hank:I-Schwartz transformations (4.1) and (4.6) providesa simple method tosolve immediately theproblem (a), nomatter what the real value of
ymay be.
()Many partial differential equations involving then-dimensional laplacian
operator can also besolved byusing the transformation (4.1). Indeed, then-dimen-
sional potential equation is
GuGu, eu+o 0 (4.12)ext ax} oxi,
where wu=u (XiyX35neyNeos 7) Ifwe seek solations which only depend on
remxt+(x} +..+ x2)! andz,(4.12) reduces tothefrom (ef.Sneddon”, p.342)
eupn2m|awat SR +Gee (4.13)
Wefind now thesolution of(4.13) that satisfies theconditions
2.2)+hu(a2)=0(2>0,4>0)
4,0) =S0 (4.14)
u(r, 2)+0,a82+©,
bydirectly applying to(4.13) thefinite Hankel-Schwartz transformation ofthesecond
kind oforderv=(n—3)/2.NowdenoteU,(z)=shaw(u(r,2).From(4.3)we seethat U,(2)satisfies theequation
. Uy (2)_ —Ua)+TERE)oo
whose solution is,inview ofconditions (4.14),
U,(2)=F(n) e-tat
where
F(n) =daw fF)
Again making useof(4.2), theformal solution oftheproblem posed byequations
(4.13) 4.14)is
Sy PEetal Fe(Par) Fn)
109- >——————. 2fA.15)Sar(ah?+ap)—2vh)$3(P,a)
1100 J.M,MENDEZ
That (4.15) istruly asolution ofourproblem canbeproved assuming thatthe
function f(r)issuchthattheabove series andtheseries obtained byapplyingthe operator Land2;converge adequately
When v=O(i¢.,” =3)theproblem (4.13) consists offinding thebounded
steady temperatures u(r,z)inthecylinder r€a,z >0,ifitisassumed that heat
transfer intosurroundings attemperature zero takes place through thesurface r=a,
according tothelinear law u,(a,z)=—hw(a,z).
Remark 4:Theproblem (4.13) isusually solved bymeans ofthefinite Hankel
transform only inthecasen=3(Colombo*, p.82).Now,bycombining thefinite transforms (4.1) and(4.6), itisfeasible tosolve this problem foreachn23,even more, foranarbitrary integer n.
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3.R.V. Churchill, Fourier Series an! Boundary Value Problems, McGraw-Hill Book Co, Ine.
New York, 1963,
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9.ALL, Schwarts, Proc. An, Math, Soc. 221969), 713-1710.1.N.Snoddon,PhillMog.Ser.7,37(264)(1964),17-25.11, ALN. Sneddon, The useofIntegral Transforms, Tata-MeGraw-Hil, New Delt, 1979.
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