Integral representation of Bessel function of the first kind from generating function

244 Views Asked by At

I need to prove $$ \operatorname{J}_{n\,}\left(x\right) = \frac{1}{2\pi}\int_{-\pi}^{\pi} {\rm e}^{-{\rm i}x\sin\left(\theta + in\theta\right)} \hspace{5mm}{\rm d}\theta $$ using something I already proved previously:

$$ {\rm e}^{x\left(t - 1/t\right)/2}\,\,\, = \sum_{n = -\infty}^{\infty} \operatorname{J}_{n}\left(x\right)\,t^{n} $$

I can see that substituting $$ t = {\rm e}^{{\rm i}\theta} $$ will get me $99\,\%$ of the way there, but I can't figure out how to get rid of the infinite sum to have the integral, nor why the sign of the second term in the exponential is positive.

Thanks !.

1

There are 1 best solutions below

0
On BEST ANSWER

There was a sign error in the integral representaiton of the first-kind Bessel function of order $n$ as stated in the OP.

The correct representation of the Bessel function is

$$J_{n}(x)=\frac1{2\pi}\int_{-\pi}^\pi e^{i\color{red}{n}\theta-ix\sin(\theta)}\,d\theta$$

where the red-colored $n$ shows the location where the OP had $-n$ instead.


Now, letting $t=e^{-i\theta}$ in the expression for the generating function reveals

$$e^{x(t-1/t)/2}=e^{-ix\sin(\theta)}=\sum_{n=-\infty}^\infty J_n(x)e^{-in\theta}$$

Expoiting the orthogonality of $e^{in\theta}$ on $[-\pi,\pi]$, we find that

$$\begin{align} \frac1{2\pi}\int_{-\pi}^\pi e^{-ix\sin(\theta)}e^{in\theta}&=\frac1{2\pi}\int_{-\pi}^\pi \sum_{m=-\infty}^\infty J_{m}(x)e^{-im\theta}e^{in\theta}\,d\theta\\\\ &\frac1{2\pi}\left(2\pi \sum_{m=-\infty}^\infty J_{m}(x)\delta_{m,n}\right)\\\\ &=J_n(x) \end{align}$$

as expected!