Part A · unit 09 · problems

Where is the planet at time t? Kepler's equation and the birth of Bessel functions

Checkpoint. You derive the Bessel-function solution of Kepler's equation from its Fourier coefficients and use it to place a planet to five digits — and you can state exactly where it diverges while owing unit 20 the reason.

Work each problem on paper first. Under it, Hints opens a ladder one rung at a time — each rung appears only once the one before it is open, and the last gives the first line of the working — and Worked solution has the whole thing: the idea, the working, then a check. Read the solution after your attempt, including when you got it right. F folds everything back; D switches dark and light.

Twelve problems, about five hours. Work them on paper, with a calculator for the numerical ones. Angles are in radians unless marked with a degree sign. \(E\) is the eccentric anomaly, \(M\) the mean anomaly, \(\theta\) the true anomaly, \(e\) the eccentricity; \(\mathrm e\) in roman is Euler's number.

Data: Mars \(a = 1.523679\) AU, \(e = 0.0934\), \(T = 686.980\) d. Earth \(e = 0.016709\). Halley's comet \(e = 0.967\). Bessel values \(J_0(1) = 0.7651977\), \(J_1(1) = 0.4400506\), \(J_2(1) = 0.1149035\), \(J_3(1) = 0.0195634\), \(J_4(1) = 0.0024766\), \(J_5(1) = 0.0002498\), \(J_6(1) = 0.0000209\). The tail bound of the deck: \(|J_n(x)| \le \frac{(|x|/2)^n}{n!}\exp\frac{x^2}{4(n+1)}\).

The timetable

P1 Kepler's equation from the quadrature routine

exercises: substitution in an integral, unit 08's quadrature, dimensions

Unit 08 left the timetable of a bound Kepler orbit as

\[ t - \tau = \int_{a(1-e)}^{r}\frac{\mathrm dr'}{\sqrt{2\varepsilon + 2GM_\odot/r' - h^2/r'^2}}, \qquad 2\varepsilon = -\frac{GM_\odot}{a},\quad h^2 = GM_\odota(1-e^2), \]

for the outbound half of the orbit.

  1. Show that the quantity under the root equals \(\dfrac{GM_\odot}{ar'^2}\big(a^2e^2 - (r'-a)^2\big)\).
  2. Substitute \(r' = a(1 - e\cos E')\) and show that the integral becomes \(\sqrt{a^3/GM_\odot}\,(E - e\sin E)\).
  3. Conclude \(E - e\sin E = M\), using unit 08's third law. Check the dimensions of \(\sqrt{a^3/GM_\odot}\).
Hints · 3 rungs
Rung 1

Parts 1 and 2 are pure algebra; part 3 is one line. The substitution is chosen to turn a difference of squares under a root into a perfect square.

Rung 2

Put everything under the root over \(ar'^2/GM_\odot\): \(2\varepsilon r'^2 + 2GM_\odotr' - h^2\) with the given values is \(\frac{GM_\odot}{a}\big(-r'^2 + 2ar' - a^2(1-e^2)\big)\). Then complete the square in \(r'\).

Rung 3

First line of part 2: \(r' - a = -ae\cos E'\), so \(a^2e^2 - (r'-a)^2 = a^2e^2\sin^2E'\), and \(\mathrm dr' = ae\sin E'\,\mathrm dE'\).

Worked solution

Idea. The eccentric anomaly is exactly the substitution that rationalises this integral: the root of a quadratic becomes \(\sin E'\), and it cancels against the \(\mathrm dr'\).

1. Multiply by \(r'^2\): \(2\varepsilon r'^2 + 2GM_\odotr' - h^2 = -\frac{GM_\odot}{a}r'^2 + 2GM_\odotr' - GM_\odota(1-e^2) = \frac{GM_\odot}{a}\big(-r'^2 + 2ar' - a^2 + a^2e^2\big) = \frac{GM_\odot}{a}\big(a^2e^2 - (r'-a)^2\big)\). Divide by \(r'^2\).

2. With \(r' = a(1 - e\cos E')\): the root is \(\sqrt{GM_\odot/a}\,\frac{ae\sin E'}{r'}\) (positive, as \(\sin E' \ge 0\) on the outbound half \(0 \le E' \le \pi\)), and \(\mathrm dr' = ae\sin E'\,\mathrm dE'\). The limits \(r' = a(1-e)\) and \(r' = r\) correspond to \(E' = 0\) and \(E' = E\). So \[ t - \tau = \int_0^E \frac{ae\sin E'\,\mathrm dE'}{\sqrt{GM_\odot/a}\;ae\sin E'/r'} = \sqrt{\frac{a}{GM_\odot}}\int_0^E a(1 - e\cos E')\,\mathrm dE' = \sqrt{\frac{a^3}{GM_\odot}}\,(E - e\sin E). \]

3. Unit 08: \(T = 2\pi\sqrt{a^3/GM_\odot}\), so \(\sqrt{a^3/GM_\odot} = 1/n\) with \(n = 2\pi/T\), and \(n(t-\tau) = M = E - e\sin E\). The inbound half follows by the reflection symmetry of the orbit (or by taking the other sign of the root with \(\pi \le E' \le 2\pi\)).

Check. \([a^3/GM_\odot] = \mathsf L^3/(\mathsf L^3\mathsf T^{-2}) = \mathsf T^2\), so \(\sqrt{a^3/GM_\odot}\) is a time ✓. Limit \(e \to 0\): \(t - \tau = \sqrt{a^3/GM_\odot}\,E\), uniform circular motion at angular rate \(\sqrt{GM_\odot/a^3}\) ✓. For Mars, \(\sqrt{a^3/GM_\odot} = T/2\pi = 109.34\) days.

P2 The equation of the centre routine

exercises: the half-angle relation, first-order expansion in \(e\), a number

  1. Using \(\tan\frac\theta2 = \sqrt{\frac{1+e}{1-e}}\tan\frac E2\), show that \(\frac{p}{1 + e\cos\theta} = a(1 - e\cos E)\) when \(p = a(1 - e^2)\).
  2. Show that \(\theta = E + e\sin E + O(e^2)\), and hence that \(\theta - M = 2e\sin M + O(e^2)\). The difference \(\theta - M\) is called the equation of the centre.
  3. For the Earth, give the amplitude of the equation of the centre in degrees, and convert it to minutes of time at the Earth's rotation rate of \(1^\circ\) per 4 minutes. (This is the part of the "equation of time" — sundial minus clock — that comes from the orbit's eccentricity.)
Hints · 3 rungs
Rung 1

An identity, then two Taylor expansions to first order in \(e\), then a number of about two degrees.

Rung 2

For part 1 express \(\cos\theta\) through \(u = \tan^2\frac\theta2\): \(\cos\theta = \frac{1-u}{1+u}\). For part 2 write \(k = \sqrt{(1+e)/(1-e)} = 1 + e + O(e^2)\) and differentiate \(\theta = 2\arctan(k\tan\frac E2)\) with respect to \(k\) at \(k = 1\).

Rung 3

First line of part 2: \(\frac{\partial\theta}{\partial k}\Big|_{k=1} = \frac{2\tan(E/2)}{1 + \tan^2(E/2)} = \sin E\).

Worked solution

Idea. The true and eccentric anomalies differ at first order by \(e\sin E\), and the eccentric and mean anomalies differ by another \(e\sin E\): the two corrections add.

1. With \(t = \tan^2\frac E2\), \(u = \frac{1+e}{1-e}t\) and \(\cos\theta = \frac{1-u}{1+u} = \frac{(1-e) - (1+e)t}{(1-e) + (1+e)t}\). Using \(\cos E = \frac{1-t}{1+t}\): \(1 + e\cos\theta = \frac{(1-e)+(1+e)t + e(1-e) - e(1+e)t}{(1-e)+(1+e)t} = \frac{(1-e^2)(1+t)}{(1-e)+(1+e)t}\). And \((1-e)+(1+e)t = (1+t) - e(1-t) = (1+t)(1 - e\cos E)\). So \(1 + e\cos\theta = \frac{1-e^2}{1 - e\cos E}\), and \(\frac{a(1-e^2)}{1+e\cos\theta} = a(1 - e\cos E)\).

2. \(\theta(k) = 2\arctan(k\tan\frac E2)\) has \(\theta(1) = E\) and \(\theta'(1) = \frac{2\tan(E/2)}{1+\tan^2(E/2)} = 2\sin\frac E2\cos\frac E2 = \sin E\). With \(k - 1 = e + O(e^2)\), \(\theta = E + e\sin E + O(e^2)\). From the deck, \(E = M + e\sin M + O(e^2)\), so \(e\sin E = e\sin M + O(e^2)\) and \(\theta = M + 2e\sin M + O(e^2)\).

3. Amplitude \(2e = 0.033418\) rad \(= 1.9147^\circ\), and at 4 minutes per degree, \(7.659\) minutes of time. The exact maximum of \(\theta - M\) for the Earth, found by solving Kepler's equation, is \(1.91477^\circ\) at \(M = 88.80^\circ\): the first-order answer is good to \(6\times10^{-5}\) degrees, because the second-order term \(\frac54e^2\sin 2M\) vanishes at \(M = 90^\circ\), right where the maximum sits.

Check. \(e = 0\) gives \(\theta = M\) ✓. Sign: just after perihelion (\(0 \lt M \lt \pi\)) the planet is ahead of the mean position, \(\theta \gt M\), as Kepler's second law requires ✓. Dimensions: angles throughout ✓.

P3 Proof: the fixed-point iteration routine

exercises: a proof, the mean value theorem, Banach's theorem (unit 01), an a priori count

Let \(0 \le e \lt 1\) and \(\Phi(E) = M + e\sin E\).

  1. Prove that \(\Phi\) is a contraction of \(\mathbb R\) and that \(E_{k+1} = \Phi(E_k)\), \(E_0 = M\), satisfies \(|E_k - E| \le e^{k+1}\).
  2. For Mars, how many iterations does this bound say are enough for an error below \(10^{-8}\)?
  3. The deck's table showed the error falling by \(0.035\) per step, not \(0.0934\). Prove that \(\lim_k (E_{k+1} - E)/(E_k - E) = e\cos E\) whenever \(E_k \ne E\) for all \(k\), and say how many iterations Mars actually needs.
Hints · 3 rungs
Rung 1

Two short proofs and two integers. Everything comes from the mean value theorem applied to \(\sin\).

Rung 2

\(|\sin E - \sin E'| \le |E - E'|\). The starting error is controlled by Kepler's equation itself: \(E - M = e\sin E\).

Rung 3

First line of part 3: \(E_{k+1} - E = \Phi(E_k) - \Phi(E) = e\cos(\xi_k)\,(E_k - E)\) for some \(\xi_k\) between \(E_k\) and \(E\).

Worked solution

Idea. The contraction constant is a worst case over the whole line; the actual rate is the derivative at the fixed point.

1. By the mean value theorem, \(|\Phi(E) - \Phi(E')| = e|\cos\xi||E - E'| \le e|E - E'|\), and \(e \lt 1\): a contraction of the complete space \(\mathbb R\). Banach's theorem (unit 01) gives a unique fixed point \(E\) — the solution of Kepler's equation — and \(|E_k - E| = |\Phi(E_{k-1}) - \Phi(E)| \le e|E_{k-1} - E| \le \cdots \le e^k|E_0 - E|\). Finally \(|E_0 - E| = |M - E| = e|\sin E| \le e\). \(\square\)

2. Need \(0.0934^{k+1} \lt 10^{-8}\): \(0.0934^7 = 6.2\times10^{-8}\) is not enough, \(0.0934^8 = 5.8\times10^{-9}\) is, so \(k + 1 = 8\): seven iterations.

3. From the hint, \(\frac{E_{k+1} - E}{E_k - E} = e\cos\xi_k\) with \(\xi_k\) between \(E_k\) and \(E\). As \(E_k \to E\), \(\xi_k \to E\), and \(\cos\) is continuous, so the ratio tends to \(e\cos E\). \(\square\) For Mars at the deck's epoch, \(e\cos E = 0.0934\times0.3772 = 0.0352\), and the errors are \(3.4\times10^{-3},\ 1.2\times10^{-4},\ 4.2\times10^{-6},\ 1.5\times10^{-7},\ 5.2\times10^{-9}\): five iterations reach \(10^{-8}\).

Check. The a priori count (seven) is at least the actual count (five), as a bound must be ✓. Limit \(e \to 0\): \(E_0 = M\) is already exact ✓. Near aphelion \(\cos E \lt 0\) and the errors alternate in sign — the iterates spiral in rather than creep up, which is worth seeing once on a calculator at \(M = 3\).

P4 Proof: Newton, and a comet at perihelion medium

exercises: Taylor's theorem with remainder, a proof, why local convergence is local

  1. Let \(f(E) = E - e\sin E - M\) with \(0 \le e \lt 1\), and \(E\) its root. Prove that Newton's iterates satisfy \(|E_{k+1} - E| \le \frac{e}{2(1-e)}|E_k - E|^2\).
  2. For which starting errors does part 1 guarantee that the error decreases? Evaluate for Mars and for Halley's comet.
  3. Halley's comet at \(M = 0.05\) has \(E = 0.579681\). Compute the first Newton step from \(E_0 = M\), and explain in one sentence what went wrong and why it still converges.
Hints · 3 rungs
Rung 1

A two-line inequality, a radius, and one number that overshoots badly.

Rung 2

Expand \(f(E)\) about \(E_k\) with the Lagrange form of the remainder. Bound \(|f''| = |e\sin|\le e\) and \(|f'| = |1 - e\cos| \ge 1 - e\).

Rung 3

First line: \(0 = f(E) = f(E_k) + f'(E_k)(E - E_k) + \tfrac12f''(\xi)(E - E_k)^2\).

Worked solution

Idea. Newton's step is exact for the tangent line; the error is the curvature term, which is quadratic in the distance.

1. Divide the hint's line by \(f'(E_k) \ne 0\) and use \(E_{k+1} = E_k - f(E_k)/f'(E_k)\): \(E_{k+1} - E = \frac{f''(\xi)}{2f'(E_k)}(E_k - E)^2\). Since \(|f''(\xi)| = e|\sin\xi| \le e\) and \(|f'(E_k)| = 1 - e\cos E_k \ge 1 - e\), the bound follows. \(\square\)

2. Writing \(C = e/2(1-e)\), the error decreases when \(C|E_k - E| \lt 1\), i.e. \(|E_k - E| \lt 1/C = 2(1-e)/e\). Mars: \(2(0.9066)/0.0934 = 19.4\) rad — every sensible start. Halley: \(2(0.033)/0.967 = 0.068\) rad — about four degrees. And \(E_0 = M\) is up to \(e\) away from \(E\).

3. \(f(E_0) = -e\sin 0.05 = -0.048330\) and \(f'(E_0) = 1 - 0.967\cos 0.05 = 0.034208\), so \(E_1 = 0.05 + 0.048330/0.034208 = 1.462803\) — more than twice the answer. The tangent at \(E_0\) is nearly flat because \(f'(0) = 1 - e\) is small near perihelion, so a small residual is divided by a small slope. It still converges because \(f\) is increasing and convex on \([0,\pi]\) (\(f'' = e\sin E \ge 0\)): from any point to the right of the root, Newton's steps decrease monotonically to it. The iterates are \(1.4628,\ 0.9588,\ 0.6949,\ 0.5949,\ 0.5800,\ 0.579682,\ 0.5796815\): seven steps, the last three quadratic.

Check. Part 1 at \(e \to 0\): \(C \to 0\) and Newton is exact in one step, correct since \(f\) is then linear ✓. Dimensions: \(C\) multiplies a squared angle to give an angle, so it is per radian ✓. Mars check against the deck: \(0.0515\times(3.29\times10^{-4})^2 = 5.6\times10^{-9}\), observed \(4.9\times10^{-9}\) ✓.

Another way

The monotone argument of part 3 is the one-variable version of a general fact: for convex increasing \(f\), Newton from the right overshoots nothing, because the tangent lies below the graph. Starting at \(E_0 = \pi\) always puts you on that side for \(M \in [0,\pi]\) (\(f(\pi) = \pi - M \ge 0\)), and every iterate then stays in \([E, \pi]\), where \(f\) is convex: the iterates decrease monotonically, are bounded below by \(E\), and their limit is a fixed point of the Newton map, that is, the root. That is global convergence from \(E_0 = \pi\), proved, and why it is a popular choice.

Series, Fourier and Bessel

P5 Lagrange at fourth order medium

exercises: Lagrange inversion, linearising powers of sines, matching two series

  1. Use Lagrange inversion to find the \(e^4\) term of \(E(M)\).
  2. Using \(J_n(x) = \sum_k \frac{(-1)^k(x/2)^{n+2k}}{k!(n+k)!}\), expand \(\frac2nJ_n(ne)\) for \(n = 2\) and \(n = 4\) through \(e^4\), and check that the Fourier–Bessel expansion reproduces your answer.
  3. For Mars at \(M = 1.097532\), by how much does adding the \(e^4\) term improve the third-order value \(1.184068\)? (The true value is \(1.1840325\).)
Hints · 3 rungs
Rung 1

The answer is \(e^4\) times a combination of \(\sin 2M\) and \(\sin 4M\) — the deck's pattern says no other harmonics can appear.

Rung 2

You need \(\frac{1}{4!}\frac{\mathrm d^3}{\mathrm dM^3}\sin^4M\). Linearise \(\sin^4M\) first, into a constant plus \(\cos 2M\) and \(\cos 4M\).

Rung 3

First line: \(\sin^4M = \frac{3 - 4\cos 2M + \cos 4M}{8}\).

Worked solution

Idea. Lagrange collects by power of \(e\), Fourier–Bessel by harmonic; the same coefficient must appear in both.

1. \(\frac{\mathrm d^3}{\mathrm dM^3}\cos 2M = 8\sin 2M\) and \(\frac{\mathrm d^3}{\mathrm dM^3}\cos 4M = 64\sin 4M\), so \(\frac{\mathrm d^3}{\mathrm dM^3}\sin^4M = \frac{-32\sin 2M + 64\sin 4M}{8} = 8\sin 4M - 4\sin 2M\). Divide by \(4! = 24\):

\[ \frac{e^4}{6}\big(2\sin 4M - \sin 2M\big). \]

2. \(J_2(x) = \frac{x^2}{8} - \frac{x^4}{96} + \cdots\), so \(\frac22J_2(2e) = \frac{4e^2}{8} - \frac{16e^4}{96} = \frac{e^2}{2} - \frac{e^4}{6}\). And \(J_4(x) = \frac{x^4}{384} + \cdots\), so \(\frac24J_4(4e) = \frac{256e^4}{768} = \frac{e^4}{3}\). The \(e^4\) terms are \(-\frac{e^4}{6}\sin 2M + \frac{e^4}{3}\sin 4M = \frac{e^4}{6}(2\sin 4M - \sin 2M)\) ✓. (The odd harmonics contribute only odd powers of \(e\), since \(J_n(ne)\) is \(e^n\) times a series in \(e^2\).)

3. \(\frac{e^4}{6} = 1.26834\times10^{-5}\), \(\sin 4M = -0.948521\), \(\sin 2M = 0.811392\): the term is \(1.26834\times10^{-5}\times(-1.897042 - 0.811392) = -3.4352\times10^{-5}\). Adding it to \(1.1840680\) gives \(1.1840337\): the error falls from \(3.5\times10^{-5}\) to \(1.1\times10^{-6}\), a factor of about \(30\).

Check. At \(M = \pi/2\), \(\sin 2M = \sin 4M = 0\): the \(e^4\) term vanishes, as every even-order term must there, since \(E(\pi/2) - \pi/2\) is odd in \(e\) (replacing \(e\) by \(-e\) and \(E\) by \(\pi - E\) preserves Kepler's equation at \(M = \pi/2\)) ✓.

P6 What the generating function knows medium

exercises: generating functions, coefficient comparison, the addition theorem

Let \(G(x,t) = \exp\big(\frac x2(t - \frac1t)\big) = \sum_{n\in\mathbb Z}J_n(x)t^n\).

  1. Prove \(J_n(-x) = (-1)^nJ_n(x)\) from \(G\) alone.
  2. Put \(t = i\) to show \(\cos x = J_0(x) - 2J_2(x) + 2J_4(x) - \cdots\) and \(\sin x = 2J_1(x) - 2J_3(x) + 2J_5(x) - \cdots\). Check both at \(x = 1\) with the preamble's values.
  3. Prove the addition theorem \(J_n(x + y) = \sum_{k\in\mathbb Z}J_k(x)J_{n-k}(y)\).
Hints · 3 rungs
Rung 1

Each part is "find a property of \(G\), then compare coefficients of \(t^n\)".

Rung 2

Part 1: \(G(-x,t) = G(x,-t)\)? Part 2: \(\frac12(i - 1/i) = i\). Part 3: \(G\) is an exponential in \(x\), so \(G(x+y,t) = G(x,t)G(y,t)\).

Rung 3

First line of part 2: \(\mathrm e^{ix} = \sum_nJ_n(x)i^n = J_0 + \sum_{m\ge1}(i^m + (-1)^mi^{-m})J_m\).

Worked solution

Idea. A functional equation for \(G\) becomes, coefficient by coefficient, an identity for every \(J_n\) at once.

1. \(G(-x,t) = \exp\big(\frac x2(-t + \frac1t)\big) = G(x,-t) = \sum J_n(x)(-1)^nt^n\). Comparing coefficients with \(\sum J_n(-x)t^n\) gives \(J_n(-x) = (-1)^nJ_n(x)\). \(\square\) (Coefficient comparison is legitimate for absolutely convergent Laurent series agreeing for all \(t \ne 0\): the deck's orthogonality argument with \(t = \mathrm e^{i\vartheta}\).)

2. At \(t = i\), \(G = \mathrm e^{ix}\). Using \(J_{-m} = (-1)^mJ_m\), the pair \(m, -m\) contributes \((i^m + (-1)^m i^{-m})J_m = (i^m + i^m)J_m = 2i^mJ_m\), since \((-1)^mi^{-m} = (-1/i)^m = i^m\). So \(\mathrm e^{ix} = J_0 + 2\sum_{m\ge1}i^mJ_m\). Real part (even \(m\), \(i^m = (-1)^{m/2}\)): \(\cos x = J_0 - 2J_2 + 2J_4 - \cdots\). Imaginary part (odd \(m\)): \(\sin x = 2J_1 - 2J_3 + 2J_5 - \cdots\).

At \(x = 1\): \(0.7651977 - 0.2298070 + 0.0049532 - 0.0000418 = 0.5403021\), against \(\cos 1 = 0.5403023\) ✓. And \(0.8801012 - 0.0391268 + 0.0004996 = 0.8414740\), against \(\sin 1 = 0.8414710\); the next term \(-2J_7(1) = -3.0\times10^{-6}\) closes the gap ✓.

3. \(G(x+y,t) = G(x,t)G(y,t)\). The product of two absolutely convergent Laurent series is their Cauchy product: the coefficient of \(t^n\) on the right is \(\sum_kJ_k(x)J_{n-k}(y)\), and on the left \(J_n(x+y)\). \(\square\)

Check. Part 3 with \(y = 0\): \(J_{n-k}(0) = \delta_{nk}\), leaving \(J_n(x)\) ✓. Numerically, \(J_2(1.5) = 0.2320877\) and \(\sum_kJ_k(1)J_{2-k}(0.5)\) gives the same to seven figures.

Frobenius

P7 Frobenius by hand hard

exercises: the Frobenius method, the indicial equation, the logarithmic solution, the Wronskian

Bessel's equation of order zero is \(x^2y'' + xy' + x^2y = 0\).

  1. Substitute \(y = \sum_k a_kx^{k+r}\), \(a_0 = 1\). Find the indicial equation and its roots, and solve the recursion. Show that you get exactly one solution, \(J_0\), and say how the method told you there is no second series.
  2. Try \(y_2 = J_0(x)\ln x + \sum_{k\ge1}b_kx^k\). Show that \(L[J_0\ln x] = 2xJ_0'\), where \(L = x^2\frac{\mathrm d^2}{\mathrm dx^2} + x\frac{\mathrm d}{\mathrm dx} + x^2\), and find \(b_1, \ldots, b_4\).
  3. Prove by induction that \(b_{2j} = (-1)^{j+1}H_j/(4^j(j!)^2)\) and \(b_{\text{odd}} = 0\), with \(H_j = 1 + \frac12 + \cdots + \frac1j\).
  4. Evaluate \(y_2(1)\) to five decimals, and check that the Wronskian \(J_0y_2' - J_0'y_2\) equals \(1/x\).
Hints · 4 rungs
Rung 1

Part 1 gives a double root, so one series. Part 2 is a new recursion with a source term. The number in part 4 is about \(0.23\).

Rung 2

For the substitution, \(x^2y'' + xy' = \sum(k+r)^2a_kx^{k+r}\). For part 2, differentiate \(J_0\ln x\) twice with the product rule; the terms with \(\ln x\) reassemble into \(\ln x\cdot L[J_0] = 0\).

Rung 3

With \(w = \sum b_mx^m\), \(L[w] = \sum_m(m^2b_m + b_{m-2})x^m\), and you need \(L[w] = -2xJ_0' = \sum_{j\ge1}\frac{(-1)^{j+1}4j}{4^j(j!)^2}x^{2j}\).

Rung 4

First line of the recursion: coefficient of \(x^{2j}\), \(4j^2b_{2j} + b_{2j-2} = \frac{(-1)^{j+1}4j}{4^j(j!)^2}\), with \(b_0 = 0\).

Worked solution

Idea. The recursion's first equation is the indicial equation; a double root means the recursion has nowhere else to go, and the missing solution needs a new ingredient, \(\ln x\), whose derivative \(1/x\) supplies exactly the power series can't.

1. Substituting: \(\sum_k (k+r)^2a_kx^{k+r} + \sum_ka_kx^{k+r+2} = 0\). Coefficient of \(x^r\): \(r^2 = 0\), the indicial equation, with the double root \(r = 0\). Then \((1+r)^2a_1 = 0\) gives \(a_1 = 0\), and \((k+r)^2a_k = -a_{k-2}\) gives, at \(r = 0\), \(a_{2j} = -a_{2j-2}/(4j^2)\), so \(a_{2j} = (-1)^j/(4^j(j!)^2)\): the series of \(J_0\). The method detects the missing solution by itself: the indicial equation has only one root to offer, and at that root every coefficient is forced. There is no second choice of \(r\) and no free coefficient — so no second Frobenius series.

2. \(y = J_0\ln x\): \(y' = J_0'\ln x + J_0/x\), \(y'' = J_0''\ln x + 2J_0'/x - J_0/x^2\). Then \(x^2y'' + xy' + x^2y = \ln x\,(x^2J_0'' + xJ_0' + x^2J_0) + 2xJ_0' - J_0 + J_0 = 2xJ_0'\). So \(L[y_2] = 0\) requires \(L[w] = -2xJ_0'\). From \(J_0 = \sum\frac{(-1)^jx^{2j}}{4^j(j!)^2}\), \(-2xJ_0' = \sum_{j\ge1}\frac{(-1)^{j+1}4j}{4^j(j!)^2}x^{2j}\): only even powers. Comparing:

  • \(x^1\): \(b_1 = 0\). Odd powers generally: \(m^2b_m + b_{m-2} = 0\) with \(b_1 = 0\), so all vanish.
  • \(x^2\): \(4b_2 + 0 = \frac{4}{4} = 1\), so \(b_2 = \frac14\).
  • \(x^4\): \(16b_4 + \frac14 = \frac{-8}{16\cdot4} = -\frac18\), so \(b_4 = -\frac{3}{128}\).

(\(b_3 = 0\).) So \(y_2 = J_0\ln x + \frac{x^2}{4} - \frac{3x^4}{128} + \cdots\).

3. Suppose \(b_{2j-2} = (-1)^jH_{j-1}/(4^{j-1}((j-1)!)^2)\) (true for \(j = 1\) with \(H_0 = 0\)). Then \(-b_{2j-2} = \frac{(-1)^{j+1}H_{j-1}\cdot4j^2}{4^j(j!)^2}\), and \[ 4j^2b_{2j} = \frac{(-1)^{j+1}}{4^j(j!)^2}\big(4j + 4j^2H_{j-1}\big) = \frac{(-1)^{j+1}4j^2}{4^j(j!)^2}\Big(\frac1j + H_{j-1}\Big) = \frac{(-1)^{j+1}4j^2H_j}{4^j(j!)^2}. \] Divide by \(4j^2\). \(\square\) This agrees with the deck's \(\partial_r\) derivation.

4. At \(x = 1\), \(\ln 1 = 0\), so \(y_2(1) = \sum_j b_{2j}\): \(0.25 - 0.0234375 + 0.0007957 - 0.0000140 + \cdots = 0.22734\). For the Wronskian, Abel's identity (unit 06) on \(y'' + \frac1xy' + y = 0\) gives \(W = C/x\). Near \(0\): \(J_0 = 1 + O(x^2)\), \(J_0' = O(x)\), \(y_2 = \ln x + O(x^2)\), \(y_2' = \frac1x + O(x\ln x)\), so \(W = \frac1x + O(x\ln x)\), and \(C = 1\).

Check. \(y_2\) is unbounded as \(x \to 0^+\), as the deck's Wronskian theorem demands ✓. The standard \(Y_0\) is \(\frac2\pi\big(y_2 + (\gamma - \ln 2)J_0\big)\); with \(Y_0(1) = 0.0882570\) and \(\gamma - \ln 2 = -0.1159315\), \(y_2(1) = \frac\pi2(0.0882570) + 0.1159315\times0.7651977 = 0.227344\) ✓.

P8 When the roots differ by an integer hard

exercises: the Frobenius obstruction, detecting when a logarithm is forced and when it is not

Bessel's equation of order \(\nu\) is \(x^2y'' + xy' + (x^2 - \nu^2)y = 0\); \(\nu\) need not be an integer.

  1. \(\nu = 1\). The indicial roots are \(\pm1\). Run the recursion from \(r = -1\) with \(a_0 = 1\) and show it breaks down. Then try \(y_2 = cJ_1(x)\ln x + x^{-1}\sum_{k\ge0}b_kx^k\) with \(b_0 = 1\), and show that \(c\) is forced to be \(-1\).
  2. \(\nu = \frac12\). The roots are \(\pm\frac12\), which also differ by an integer. Run the recursion from \(r = -\frac12\) and show that nothing breaks. Identify both solutions in closed form.
  3. In one sentence: what did the recursion check, in each case, that the difference of the roots alone could not tell you?
Hints · 3 rungs
Rung 1

The obstruction, if any, sits at \(k = r_1 - r_2\): \(k = 2\) for \(\nu = 1\) and \(k = 1\) for \(\nu = \frac12\). What matters is what the right-hand side of the recursion is there.

Rung 2

For \(r = -\nu\) the recursion reads \(k(k - 2\nu)a_k = -a_{k-2}\), with \(a_{-1} = 0\). For part 1's logarithmic trial, \(L[J_1\ln x] = 2xJ_1'\) as in P7, and \(L[x^{m-1}] = ((m-1)^2 - 1)x^{m-1} + x^{m+1}\).

Rung 3

First line of part 1's logarithmic case: the coefficient of \(x^1\) is \(0\cdot b_2 + b_0 + 2c\cdot\frac12 = 0\), since \(xJ_1' = \frac x2 + O(x^3)\).

Worked solution

Idea. At \(k = r_1 - r_2\) the recursion reads \(0\cdot a_k = (\text{something})\). If the something is zero, \(a_k\) is merely free and a second series exists; if not, no series exists and a logarithm must absorb the mismatch.

1. With \(r = -1\): \(k(k-2)a_k = -a_{k-2}\). At \(k = 1\): \(-a_1 = 0\), so \(a_1 = 0\). At \(k = 2\): \(0\cdot a_2 = -a_0 = -1\). Impossible: no Frobenius series starts at \(x^{-1}\). (Setting \(a_0 = 0\) instead just restarts the series at \(x^1\), i.e. at the other root, and returns \(J_1\).)

Logarithmic trial. \(L[cJ_1\ln x] = 2cxJ_1'\) (the \(\ln x\) terms cancel since \(L[J_1] = 0\), as in P7). \(L\big[\sum b_kx^{k-1}\big] = \sum_kb_k\big[((k-1)^2 - 1)x^{k-1} + x^{k+1}\big]\). Collect powers:

  • \(x^{-1}\): \(b_0((-1)^2 - 1) = 0\) — automatically satisfied.
  • \(x^0\): \(b_1(0 - 1) = 0\), so \(b_1 = 0\).
  • \(x^1\): \(b_2(1 - 1) + b_0 + 2c\cdot\frac12 = 0\), so \(c = -b_0 = -1\).

So \(c = -1 \ne 0\): the logarithm is forced, and \(b_2\) is left free (changing it adds a multiple of \(J_1\)). The second solution is \(-J_1(x)\ln x + x^{-1}(1 + b_2x^2 + \cdots)\), unbounded like \(1/x\), as the deck's Wronskian theorem predicted.

2. With \(r = -\frac12\): \((k - \frac12)^2 - \frac14 = k(k-1)\), so \(k(k-1)a_k = -a_{k-2}\). At \(k = 1\): \(0\cdot a_1 = -a_{-1} = 0\). No contradiction: \(a_1\) is free. Taking \(a_0 = 1, a_1 = 0\): \(a_{2j} = -a_{2j-2}/(2j(2j-1))\), so \(a_{2j} = (-1)^j/(2j)!\) and \(y = x^{-1/2}\cos x\). Taking \(a_0 = 0, a_1 = 1\): \(a_{2j+1} = (-1)^j/(2j+1)!\) and \(y = x^{-1/2}\sin x\), which is the \(r = +\frac12\) solution. Two series, no logarithm.

3. The recursion checked whether the coefficient chain actually reaches the index \(k = r_1 - r_2\) with a nonzero value: for \(\nu = 1\) it does (\(a_0\) feeds \(a_2\)), for \(\nu = \frac12\) it does not (the odd chain starts from \(a_{-1} = 0\)).

Check. \(x^{-1/2}\cos x\) in the equation with \(\nu = \frac12\): the deck's Liouville substitution turns it into \(u'' + u = 0\) with \(u = \cos x\) ✓ (P10 does this in general).

Mars, and the limits

P9 Mars, another day routine

exercises: the Fourier–Bessel expansion, the tail bound, a number to five figures, Newton as a cross-check

Place Mars \(300\) days after perihelion.

  1. Compute \(M\). Before summing anything, decide from the tail bound how many terms of \(E = M + \sum\frac2nJ_n(ne)\sin nM\) give \(E\) to five significant figures.
  2. Sum them and find \(E\), \(r\) and \(\theta\).
  3. Cross-check with two Newton steps from \(E_0 = M\).
Hints · 3 rungs
Rung 1

Three numbers: \(E\) (about \(2.8\)), \(r\) in AU (a bit over \(1.6\), since this is past quadrature and heading for aphelion), and \(\theta\) in degrees.

Rung 2

The deck bounded the tail after three terms by \(2.8\times10^{-5}\), for every \(M\). Is that enough when \(E \approx 2.8\)? The \(J_n(ne)\) values are the deck's; only the sines change.

Rung 3

First line: \(M = 2\pi\times300/686.980 = 2.743829\), and \(\sin M,\ \sin 2M,\ \sin 3M = 0.387358,\ -0.714233,\ 0.929587\).

Worked solution

Idea. The Bessel coefficients depend on \(e\) only, so a second epoch costs three sines. The tail bound says in advance whether three terms suffice.

1. \(M = 2.743829\) rad \(= 157.2098^\circ\). Five significant figures of \(E \approx 2.8\) means error \(\le 5\times10^{-5}\); the three-term tail is at most \(2.8\times10^{-5}\). Three terms.

2. With coefficients \(0.0932982,\ 0.00434911,\ 0.00030405\): \(0.0932982\times0.387358 = 0.0361398\); \(0.00434911\times(-0.714233) = -0.0031063\); \(0.00030405\times0.929587 = 0.0002826\). Sum \(0.0333161\), so \(E = 2.777145\).

\(r = a(1 - e\cos E) = 1.523679\times(1 + 0.0934\times0.934321) = 1.656644\) AU. \(\tan\frac E2 = 5.42688\), times \(1.098201\) is \(5.95981\), and \(\theta = 2\arctan 5.95981 = 160.950^\circ\).

3. Newton from \(E_0 = 2.743829\): \(f(E_0) = -e\sin M = -0.036179\), \(f'(E_0) = 1 - e\cos M = 1.086108\), \(E_1 = 2.777140\); one more step gives \(E_2 = 2.7771218\), correct to \(5\times10^{-12}\). So \(E = 2.777122\), \(r = 1.656643\) AU, \(\theta = 160.949^\circ\).

Check. The series error is \(2.3\times10^{-5}\), inside the promised \(2.8\times10^{-5}\) ✓; \(r\) agrees to \(1.2\times10^{-6}\) AU and \(\theta\) to \(0.0012^\circ\), both within half a unit of the fifth figure ✓. Limit: past quadrature \(\theta \gt E \gt M\), and all three approach \(\pi\) together at aphelion ✓. Dimensions: \(r\) inherits AU from \(a\) ✓.

P10 Far from the origin medium

exercises: the Liouville substitution, an exact special case, using a cited asymptotic honestly

  1. Show that \(y = u/\sqrt x\) turns Bessel's equation of order \(\nu\) into \(u'' + \big(1 - \frac{\nu^2 - 1/4}{x^2}\big)u = 0\).
  2. Deduce that for \(\nu = \frac12\) every solution is exactly \(A x^{-1/2}\cos(x - \varphi)\).
  3. Using the cited form \(J_0(x) \approx \sqrt{2/\pi x}\cos(x - \pi/4)\), estimate \(J_0(20)\) (true value \(0.1670247\)) and the first four zeros of \(J_0\) (true: \(2.404826,\ 5.520078,\ 8.653728,\ 11.791534\)). How does the error in the zeros behave?
Hints · 3 rungs
Rung 1

A computation with the product rule, a one-line consequence, and a small table of numbers.

Rung 2

Compute \(y'\) and \(y''\) for \(y = x^{-1/2}u\) and collect powers of \(x\). The zeros of the approximation are where \(x - \pi/4 = (k - \frac12)\pi\).

Rung 3

First line: \(y' = x^{-1/2}u' - \frac12x^{-3/2}u\), \(y'' = x^{-1/2}u'' - x^{-3/2}u' + \frac34x^{-5/2}u\).

Worked solution

Idea. Dividing out the \(x^{-1/2}\) amplitude decay leaves an oscillator whose frequency tends to \(1\); for \(\nu = \frac12\) the perturbation vanishes identically.

1. \(x^2y'' = x^{3/2}u'' - x^{1/2}u' + \frac34x^{-1/2}u\) and \(xy' = x^{1/2}u' - \frac12x^{-1/2}u\). Sum: \(x^{3/2}u'' + \frac14x^{-1/2}u\). Add \((x^2 - \nu^2)x^{-1/2}u\) and divide by \(x^{3/2}\): \(u'' + \big(1 + \frac{1/4 - \nu^2}{x^2}\big)u = 0\). \(\square\)

2. \(\nu^2 = \frac14\) kills the perturbation: \(u'' + u = 0\), so \(u = A\cos(x - \varphi)\) exactly (unit 06), and \(y = Ax^{-1/2}\cos(x - \varphi)\) — P8's \(x^{-1/2}\cos x\) and \(x^{-1/2}\sin x\).

3. \(\sqrt{2/(20\pi)} = 0.178412\) and \(\cos(20 - \pi/4) = 0.934107\), product \(0.166656\), against \(0.167025\): error \(3.7\times10^{-4}\), i.e. \(0.2\%\). Zeros of the approximation: \((k - \frac14)\pi = 2.356194,\ 5.497787,\ 8.639380,\ 11.780972\). Errors \(0.0486,\ 0.0223,\ 0.0143,\ 0.0106\), shrinking roughly like \(1/x\): error times \((k - \frac14)\pi\) is \(0.1146,\ 0.1226,\ 0.1240,\ 0.1244\) — creeping up towards \(\frac18\).

Check. The \(O(x^{-3/2})\) error in \(J_0\) shifts each zero by \(O(1/x)\), because near a zero the cosine has slope about \(\sqrt{2/\pi x}\): error over slope is \(x^{-3/2}/x^{-1/2} = x^{-1}\) ✓. The limit \(\frac18\) is the next term of the asymptotic series, \(j_k \approx \beta + \frac{1}{8\beta}\) with \(\beta = (k - \frac14)\pi\) — a result of unit 20's methods, visible here as a number.

P11 Halley's comet hard

exercises: honest convergence, estimating a radius of convergence from coefficients, the Laplace limit

At \(M = \pi/2\), Lagrange's series is \(E = \frac\pi2 + \sum_k c_ke^k\) with only odd \(k\):

\(k\)\(c_k\)\(k\)\(c_k\)
1\(1\)13\(3.538832\)
3\(-0.5\)15\(-6.510188\)
5\(0.541667\)17\(12.298595\)
7\(-0.751389\)19\(-23.718704\)
9\(1.179191\)21\(46.506102\)
11\(-1.992890\)
  1. Check \(c_3\) and \(c_5\) against Lagrange's formula.
  2. For Halley's comet, \(e = 0.967\), the true value is \(E = 2.295064\). Compute the partial sums through \(e^5, e^9, e^{13}, e^{17}, e^{21}\). What happens?
  3. Estimate the radius of convergence \(\rho\) from the table: first from the ratios \(|c_k/c_{k-2}| \approx \rho^{-2}\), then by extrapolating those ratios linearly in \(1/k\) to \(1/k = 0\) using \(k = 19\) and \(21\). Compare with the Laplace limit \(0.6627434\).
  4. Say precisely which series fails here and which does not, and what is owed to unit 20.
Hints · 4 rungs
Rung 1

Part 2 is a list of five numbers that should wander further and further from \(2.295\). Part 3 ends in a number close to, but not exactly, \(0.66\).

Rung 2

Part 1: \(c_k = \frac1{k!}\frac{\mathrm d^{k-1}}{\mathrm dM^{k-1}}\sin^kM\) at \(M = \pi/2\). Part 3: if \(c_k \sim Ck^\alpha\rho^{-k}\), the ratio \(c_k/c_{k-2}\) is \(\rho^{-2}(1 + O(1/k))\), and a straight line in \(1/k\) removes the \(O(1/k)\) term.

Rung 3

For \(c_3\), \(\sin^3M = \frac14(3\sin M - \sin 3M)\) differentiated twice is \(\frac14(-3\sin M + 9\sin 3M)\); at \(M = \pi/2\), \(\sin 3M = -1\).

Rung 4

First line of part 3: \(|c_{19}/c_{17}| = 1.928570\), \(|c_{21}/c_{19}| = 1.960735\).

Worked solution

Idea. A power series converges geometrically inside its radius and its terms grow geometrically outside it. The coefficients themselves carry the radius; extrapolating their ratios (a Domb–Sykes plot) reads it off without any theory.

1. \(c_3 = \frac16\cdot\frac14(-3\cdot1 + 9\cdot(-1)) = \frac{-12}{24} = -\frac12\) ✓. For \(c_5\): \(\sin^5M = \frac{10\sin M - 5\sin 3M + \sin 5M}{16}\); four derivatives multiply \(\sin jM\) by \(j^4\), giving \(\frac{10\sin M - 405\sin 3M + 625\sin 5M}{16}\). At \(M = \pi/2\) (\(\sin M = 1,\ \sin 3M = -1,\ \sin 5M = 1\)) this is \(\frac{10 + 405 + 625}{16} = 65\), and \(65/5! = 65/120 = \frac{13}{24} = 0.541667\) ✓.

2. With \(e = 0.967\), the partial sums through \(e^1, e^3, \ldots\) are \(2.5378,\ 2.0857,\ 2.5437,\ 1.9496,\ 2.8214,\ 1.4436,\ 3.7314,\ -0.2040,\ 6.7479,\ -5.7891,\ 17.1970\). Through \(e^5, e^9, e^{13}, e^{17}, e^{21}\): \(2.5437,\ 2.8214,\ 3.7314,\ 6.7479,\ 17.1970\). The terms alternate in sign and grow; the partial sums oscillate about the true \(2.2951\) with growing amplitude. Divergence.

3. Naive: \(|c_{21}/c_{19}| = 1.9607\), so \(\rho \approx 1/\sqrt{1.9607} = 0.714\) — too big, and the ratios are still climbing (\(1.8396, 1.8891, 1.9286, 1.9607\) for \(k = 15\) to \(21\)). Extrapolate: the line through \((1/19, 1.928570)\) and \((1/21, 1.960735)\) has slope \(0.032165/(1/21 - 1/19) = -6.417\), and at \(1/k = 0\) it gives \(1.960735 + 6.417/21 = 2.26631\). So \(\rho \approx 1/\sqrt{2.26631} = 0.6643\), within \(0.25\%\) of the Laplace limit.

4. What fails is Lagrange's series in powers of \(e\), for \(e\) above \(0.6627\). The Fourier–Bessel series in harmonics of \(M\) converges for Halley — to \(2.29498\) after \(199\) terms, error \(8.5\times10^{-5}\) — slowly, but it converges, for every \(e \lt 1\). Newton's method from \(E_0 = \pi/2\) reaches \(10^{-10}\) in four steps. This unit proved Lagrange's series converges for \(e \lt 0.6599\); what is owed to unit 20 is the reason for the exact edge: the nearest complex singularity of \(E(e)\), at \(e = \pm0.6627i\) when \(M = \pi/2\), caps the radius.

Check. The terms at \(e = 0.967\) should grow by about \((0.967/0.6627)^2 = 2.13\) every two orders: \(|c_{21}e^{21}|/|c_{19}e^{19}| = 1.9607\times0.935 = 1.83\), approaching \(2.13\) as the ratios do ✓. At \(e = 0.6\) (inside) the same sums converge, to \(2.0913\) ✓.

P12 Proof: Bessel's equation from Bessel's integral medium

exercises: a proof, differentiation under the integral, spotting an exact derivative

Let \(n\) be an integer and \(y(x) = \frac1\pi\int_0^\pi\cos(n\vartheta - x\sin\vartheta)\,\mathrm d\vartheta\).

  1. Prove directly from this integral, without the power series, that \(x^2y'' + xy' + (x^2 - n^2)y = 0\).
  2. Locate the single step where "\(n\) is an integer" is used, and say what goes wrong for \(n = \frac12\).
Hints · 3 rungs
Rung 1

The combination \(x^2y'' + xy' + (x^2 - n^2)y\) will turn out to be the integral of an exact \(\vartheta\)-derivative, so it equals a boundary term.

Rung 2

Write \(\phi = n\vartheta - x\sin\vartheta\) and note \(\partial_\vartheta\phi = n - x\cos\vartheta\). Differentiate \((n + x\cos\vartheta)\sin\phi\) with respect to \(\vartheta\).

Rung 3

First line: \(y' = \frac1\pi\int_0^\pi\sin\vartheta\sin\phi\,\mathrm d\vartheta\) and \(y'' = -\frac1\pi\int_0^\pi\sin^2\vartheta\cos\phi\,\mathrm d\vartheta\).

Worked solution

Idea. The ODE's left side, under the integral sign, is minus a total derivative in \(\vartheta\); integrating it leaves the endpoint values, which vanish exactly when \(n\) is an integer.

1. Differentiating under the integral is legitimate (the integrand is smooth in \((x,\vartheta)\) on \(\mathbb R\times[0,\pi]\)): with \(\partial_x\phi = -\sin\vartheta\), the hint's formulas follow. Then

\[ x^2y'' + xy' + (x^2 - n^2)y = \frac1\pi\int_0^\pi\Big[(x^2 - x^2\sin^2\vartheta - n^2)\cos\phi + x\sin\vartheta\sin\phi\Big]\mathrm d\vartheta = \frac1\pi\int_0^\pi\Big[(x^2\cos^2\vartheta - n^2)\cos\phi + x\sin\vartheta\sin\phi\Big]\mathrm d\vartheta. \]

Now \(\frac{\mathrm d}{\mathrm d\vartheta}\big[(n + x\cos\vartheta)\sin\phi\big] = -x\sin\vartheta\sin\phi + (n + x\cos\vartheta)(n - x\cos\vartheta)\cos\phi = -\big[(x^2\cos^2\vartheta - n^2)\cos\phi + x\sin\vartheta\sin\phi\big]\). So the integral is

\[ -\frac1\pi\Big[(n + x\cos\vartheta)\sin\phi\Big]_0^\pi = -\frac1\pi\Big((n - x)\sin(n\pi) - (n + x)\sin 0\Big) = -\frac{(n - x)\sin n\pi}{\pi}, \]

which is \(0\) for integer \(n\). \(\square\)

2. Only the last line: \(\sin n\pi = 0\). For \(n = \frac12\) the residual is \(-(\frac12 - x)/\pi\), not zero, so the integral does not solve Bessel's equation of order \(\frac12\) — whose solutions P8 found to be \(x^{-1/2}\cos x\) and \(x^{-1/2}\sin x\). The power series (with Gamma functions) extends to non-integer order; Bessel's integral, in this form, does not.

Check. Special case \(x = 0\): \(y(0) = \delta_{n0}\), and the equation at \(x = 0\) reads \(-n^2y(0) = 0\) ✓ for every integer \(n\). Numerically, at \(n = 0\), \(x = 1\): \(J_0'' = -J_0 - J_0'/x\) gives \(J_0''(1) = -0.765198 + 0.440051 = -0.325147\), consistent with \(J_0' = -J_1\) differentiated, \(-J_1'(1) = -(J_0(1) - J_1(1)) = -0.325147\) ✓.