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Spherical Bessel and outgoing Hankel recurrences solve the radial Helmholtz equation

Statement

For the functions of Spherical Bessel and outgoing Hankel function conventions, define Lℓy:=y′′+2zy′+(1−ℓ(ℓ+1)z2)y(z>0). Then Lℓjℓ=Lℓhℓ(1)=0, and for y=j,h(1), yℓ+1(z)=ℓzyℓ(z)−yℓ′(z),yℓ′(z)=yℓ−1(z)−ℓ+1zyℓ(z)(ℓ≥1). The regular-origin and outgoing-infinity normalizations are jℓ(z)=zℓ(2ℓ+1)!!+O(zℓ+2),hℓ(1)(z)=−i(2ℓ−1)!!z−ℓ−1(1+O(z))(z↓0), jℓ(z)=sin⁡(z−ℓπ/2)z+O(z−2),hℓ(1)(z)=(−i)ℓ+1eizz+O(z−2)(z→∞), where (−1)!!:=1. Their Wronskian is jℓ(z)(hℓ(1))′(z)−jℓ′(z)hℓ(1)(z)=iz2.

Facts & Assumptions

Given: The exact finite-derivative definitions of jℓ and hℓ(1) from Spherical Bessel and outgoing Hankel function conventions, their power-series meanings, and ordinary differentiation rules on z>0.

[F1]

Spherical Bessel and outgoing Hankel function conventions: for z>0 and integer ℓ≥0, jℓ=(−z)ℓ(z−1d/dz)ℓ(sin⁡z/z) and hℓ(1)=(−z)ℓ(z−1d/dz)ℓ(−ieiz/z).

[F2]

Sums, scalar multiples, products and quotients: (f+g)′(c)=f′(c)+g′(c), (αf)′(c)=αf′(c), (fg)′(c)=f′(c)g(c)+f(c)g′(c), and (f/g)′(c)=(f′(c)g(c)−f(c)g′(c))/g(c)2 when g(c)≠0 and The chain rule, in one line from Carathéodory: if g is differentiable at c and f is differentiable at g(c), then f∘g is differentiable at c with (f∘g)′(c)=f′(g(c)) g′(c): real-valued differentiable functions satisfy the product, quotient, and chain rules at limit points of their domains. For complex-valued functions of the real variable, define (u+iv)′=u′+iv′; expansion into real and imaginary components then gives the same product rule. Every finite derivative used below exists on (0,∞): sine and cosine derivatives alternate by [F3], the derivative of eiz is ieiz by [F3], and derivatives of z−1 follow from the real quotient and chain rules.

[F3]

The derivatives of sine and cosine are cosine and minus sine gives (sin⁡z)′=cos⁡z and (cos⁡z)′=−sin⁡z; Euler's formula: exp⁡(iθ)=cos⁡θ+isin⁡θ for every real θ gives eiz=cos⁡z+isin⁡z. Componentwise differentiation therefore gives (eiz)′=ieiz for real z.

[F5]

The sine and cosine power series converge absolutely for every real argument: the defining factorial series for sine and cosine converge absolutely at every real argument.

[F6]

A function continuous on an interval I whose derivative vanishes at every interior point of I is constant on I; consequently two such functions with the same derivative differ by a constant: a real function continuous on an interval and differentiable with derivative zero at every interior point is constant on that interval.

[F7]

In the displayed normalizations, (2m+1)!!=∏r=0m(2r+1) and (2m−1)!!=∏r=1m(2r−1) for m≥0, with the second product empty and equal to 1 at m=0. For z↓0, q(z)=O(za) means ∣q(z)∣≤Cza for some C and all sufficiently small z>0; for z→∞, q(z)=O(z−a) means ∣q(z)∣≤Cz−a for all sufficiently large z. A Wronskian here means W[y,v]=yv′−y′v.

[F8]

Trigonometric identities, Machin's formula and reduced Taylor tails: the power-series sine and cosine satisfy the addition identities, sin⁡2z+cos⁡2z=1, and sin⁡(π/2)=1, cos⁡(π/2)=0; it defines π=4arctan⁡(1). Together with [F3], this gives ∣sin⁡z∣,∣cos⁡z∣,∣eiz∣≤1 for real z.

[F9]

The factorial n! and the falling factorial nk‾, defined by recursion in N defines 0!=1, the factorial recursion n!=n(n−1)!, and proves every factorial is nonzero; Canonical naturals are positive and strictly increasing gives positivity of the natural factors in their real embedding. Regrouping the even and odd factors in (2ℓ+1)! gives (2ℓ+1)!=2ℓℓ!(2ℓ+1)!!.

Proof

Given: The functions and conventions in the Statement.

1.1F1F2F3algebra

Write f0(z)=sin⁡z/z and g0(z)=−ieiz/z. By [F2]–[F3], f0′=cos⁡z/z−sin⁡z/z2 and f0′′=−sin⁡z/z−2cos⁡z/z2+2sin⁡z/z3, so L0f0=0. Also g0′=eiz(1/z+i/z2) and g0′′=eiz(i/z−2/z2−2i/z3), so L0g0=0. For any function with the required finite derivatives on (0,∞), put yℓ=(−z)ℓDℓf with D=z−1d/dz. Since (Dℓf)′=zDℓ+1f, differentiating the product gives yℓ′=ℓyℓ/z−yℓ+1, hence yℓ+1=ℓyℓ/z−yℓ′. This recurrence applies to both functions in [F1].

1.2F1F4F5F9algebra

The sine series gives sin⁡z/z=∑m≥0(−1)mz2m/(2m+1)!. After r applications of D, the formal series is ∑m≥r(−1)m2rm!z2m−2r/((m−r)!(2m+1)!). For z≠0 its successive nonzero absolute-term ratio is ∣z∣2(m+1)/((m+1−r)(2m+2)(2m+3))→0; at z=0 only its constant term remains. Thus each such series has infinite radius by [F4]. Termwise differentiation and division by z give the next series: the m=r term is constant and differentiates to zero, so no negative power appears. The operation at r=ℓ kills m<ℓ; its first remaining coefficient is 2ℓℓ!/(2ℓ+1)!=1/(2ℓ+1)!! by [F9]. The later powers are zℓ+2,zℓ+4,…; their coefficient series is bounded on ∣z∣≤1 by compact uniform convergence in [F4], so their sum is O(zℓ+2). This proves the stated origin expansion for jℓ.

2.1F2step 1.1algebra

Put λ=ℓ(ℓ+1) and μ=(ℓ+1)(ℓ+2). Direct differentiation gives Lℓ+1(ℓy/z−y′)=−y′′′+(ℓ−2)y′′/z+(−1+μ/z2)y′+(ℓ/z−ℓμ/z3)y=ℓLℓy/z−(Lℓy)′. Thus if Lℓy=0, the recurrence in step 1.1 gives Lℓ+1yℓ+1=0. Starting from step 1.1 proves both radial equations by induction. For ℓ≥1, differentiate yℓ=(ℓ−1)yℓ−1/z−yℓ−1′ and substitute Lℓ−1yℓ−1=0; this yields yℓ′=(ℓ+1)yℓ−1′/z+(1−(ℓ2−1)/z2)yℓ−1. Substituting yℓ−1′=(ℓ−1)yℓ−1/z−yℓ from step 1.1 and collecting terms gives yℓ′=yℓ−1−(ℓ+1)yℓ/z.

2.2F2F3F7F8step 1.1algebrainduction

Write hℓ(1)=Cℓeiz, starting with C0=−i/z. Applying the recurrence of step 1.1 and the product rule in [F2]–[F3] gives Cℓ+1=ℓCℓ/z−Cℓ′−iCℓ. Induction shows Cℓ is a finite Laurent polynomial with exponents −1,…,−ℓ−1. If its most singular term is aℓz−ℓ−1, the coefficient of z−ℓ−2 in Cℓ+1 is (2ℓ+1)aℓ; the term −iCℓ is less singular. Since a0=−i, this gives aℓ=−i(2ℓ−1)!!. Also eiz=1+O(z) as z↓0 by [F3] and differentiability at 0, so the outgoing origin expansion follows. For infinity, induct on ℓ using step 1.1. The base terms are j0=sin⁡z/z and h0(1)=−ieiz/z. If jℓ=sin⁡θ/z+Rℓ, θ=z−ℓπ/2, with Rℓ a finite sum of z−ksin⁡z and z−kcos⁡z terms for k≥2, then Rℓ′=O(z−2) by [F3],[F7],[F8], and ℓjℓ/z=O(z−2); hence jℓ+1=−cos⁡θ/z+O(z−2)=sin⁡(z−(ℓ+1)π/2)/z+O(z−2) by the addition identities [F8]. For hℓ(1), the coefficient recurrence gives a finite form eiz(bℓ/z+∑k=2ℓ+1bℓkz−k). Its leading coefficient obeys bℓ+1=−ibℓ because the terms ℓCℓ/z and Cℓ′ have powers at most z−2; thus bℓ=(−i)ℓ+1. The remainder and its derivative are O(z−2) by [F3],[F7],[F8], so the recurrence gives hℓ+1(1)=(−i)ℓ+2eiz/z+O(z−2). Differentiating the leading terms and finite remainders also gives jℓ′=cos⁡(z−ℓπ/2)/z+O(z−2) and (hℓ(1))′=i(−i)ℓ+1eiz/z+O(z−2).

3.1F2F3F6F8step 2.1step 2.2algebra∎

For two solutions y,v of Lℓy=0, differentiation and substitution of their equations gives (yv′−y′v)′=−2(yv′−y′v)/z, hence (z2W[y,v])′=0. Applying [F6] separately to the real and imaginary parts on (0,∞) shows z2W[jℓ,hℓ(1)] is a constant complex number. With θ=z−ℓπ/2, the expansions and derivative expansions of step 2.2 give z2W[jℓ,hℓ(1)]⟶(−i)ℓ+1eiz(isin⁡θ−cos⁡θ)=i. Indeed, Euler's formula and the addition identities give eiz(cos⁡θ−isin⁡θ)=ei(z−θ)=eiℓπ/2; repeated use of sin⁡(π/2)=1 and cos⁡(π/2)=0 gives eiℓπ/2=iℓ. Since isin⁡θ−cos⁡θ=−(cos⁡θ−isin⁡θ) and (−i)ℓ+1iℓ=−i, the displayed limit is i. The constant is therefore i, which proves the Wronskian formula.

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