# Numerical solution of Bessel-like equation using NDSolve

I need to calculate solution of Bessel-like equation having general form: $\frac{d^2F}{dr^2}+\frac{1}{r}\frac{dF}{dr}+Q(r)F(r)=0$. Problems come from the points near $r=0$ leading to numeric errors.

For example, simple Bessel equation can be solved using DSolve:

DSolve[{y''[x] + 1/x y'[x] + y[x] == 0, y[0] == 1, y'[0] == 0}, y[x], x]


with output:

{{y[x] -> BesselJ[0, x]}}


However same equation using NDSolve produces errors:

sol = NDSolve[{y''[x] + 1/x y'[x] + y[x] == 0, y[0] == 1, y'[0] == 0}, y[x], {x, 0, 10}]

Power::infy: Infinite expression 1/0. encountered. >>
Infinity::indet: Indeterminate expression 0. ComplexInfinity encountered. >>
NDSolve::ndnum: Encountered non-numerical value for a derivative at x == 0.. >>


The question is: how to overcome erros in NDSolve routine and get numeric solution?

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Is this the whole story? I get errors when I run your DSolve, though I also get the answer you show. – bill s Oct 20 '13 at 17:09
You can substitute the 0 making trouble with a small number : sol[x_] = First[y[x] /. NDSolve[{y''[x] + 1/x y'[x] + y[x] == 0, y[$MachineEpsilon] == 1, y'[$MachineEpsilon] == 0}, y[x], {x, $MachineEpsilon, 10}]]. – b.gatessucks Oct 20 '13 at 17:18 ## 1 Answer There is a problem with the initial conditions. At$x=0$there is no solution. The analytical solution given by Mathematica seems to have used the standard solution for standard Bessel ODE http://mathworld.wolfram.com/BesselDifferentialEquation.html, which is a Bessel function. But I am not sure for$n=0$one can just use Bessel(0,x), I think BesselY(0,x) is also needed. This is what I get. But to answer you, I think you need to use series solution for this. Or avoid$x=0as was suggested in the comment for a numerical solution. \begin{align*} y^{\prime\prime}\left( x\right) +\frac{1}{x}y^{\prime}\left( x\right) +y\left( x\right) & =0\\ y\left( 0\right) & =1\\ y^{\prime}\left( 0\right) & =0 \end{align*} Letx=e^{z}$or$\ln\left( x\right) =z$, hence$\frac{dy}{dx}=\frac{dy} {dz}\frac{dz}{dx}=\frac{dy}{dz}\frac{1}{x}$and$\frac{d^{2}y}{dx^{2}} =\frac{d^{2}y}{dz^{2}}\frac{dz}{dx}\frac{1}{x}+\frac{dy}{dz}\left( \frac {-1}{x^{2}}\right) =\frac{d^{2}y}{dz^{2}}\frac{1}{x^{2}}-\frac{1}{x^{2}} \frac{dy}{dz}Substituting all these back into the original ODE gives \begin{align*} \frac{d^{2}y}{dz^{2}}\frac{1}{x^{2}}-\frac{1}{x^{2}}\frac{dy}{dz}+\frac{1} {x}\frac{dy}{dz}\frac{1}{x}+y\left( z\right) & =0\\ \frac{d^{2}y}{dz^{2}}+x^{2}y\left( z\right) & =0\\ \frac{d^{2}y}{dz^{2}}+e^{2z}y\left( z\right) & =0 \end{align*} The solution to the above is $$y\left( z\right) = BesselJ_{0}\left( \sqrt{e^{2z}}\right) c_{1}+2 BesselY_{0}\left( \sqrt{e^{2z}}\right) c_{2}$$ Replacing back $$y\left( x\right) = BesselJ_{0}\left( x\right) c_{1} +2 BesselY_{0}\left( x\right) c_{2}\tag{1}$$ You see that there is a BesselY[0,x] function in the solution which do not show up the solution given by Mathematica for some reason. Now to find the constantsc_{1},c_{2}$we use initial conditions. At$x=0,y=1\,\ $,hence $$1=c_{1}-\infty$$ For the derivative at$x=0$, $$y^{\prime}\left( x\right) =- BesselJ_{1}\left( x\right) c_{1}-2 BesselY_{1}\left( x\right) c_{2}$$ At$x=0$$$0=0-\infty$$ sol = DSolve[{y''[z] + Exp[2 z] y[z] == 0}, y[z], z] ` Btw, Maple 17 gives a numerical solution for this, without the 1/0 issue. But I am not sure how it avoided the point$x=0\$ now. It uses RK45 standard numerical method. Here it is:

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Thanks so much! Brilliant idea to make change of variables, it helped a lot. – denkorw Oct 21 '13 at 12:41