12711 FACTA UNIVERSITATIS Series: Electronics and Energetics Vol. 37, No 3, September 2024, pp. 517 – 529 https://doi.org/10.2298/FUEE2403517V © 2024 by University of Niš, Serbia | Creative Commons License: CC BY-NC-ND Original scientific paper A HIGHLY ACCURATE ALGORITHM FOR COMPUTATION OF COMPLEX-VALUED BESSEL, NEUMANN AND HANKEL FUNCTIONS OF INTEGER ORDER Slavko Vujević, Tonći Modrić University of Split, Faculty of Electrical Engineering, Mechanical Engineering and Naval Architecture, Split, Croatia ORCID iDs: Slavko Vujević https://orcid.org/0000-0002-1898-1746 Tonći Modrić https://orcid.org/0000-0002-1411-1591 Abstract. In this paper, a highly accurate algorithm for computation of complex- valued Bessel, Neumann and Hankel functions of integer order is given. The algorithm enables the computation of these functions in the entire complex plane with quadruple precision, which can be reduced to double precision. The complex values of the Bessel and Neumann functions of the zeroth and first order can be computed in a special way for small, medium-sized and large arguments in the first quadrant of the complex plane. The mapping of functions from the first quadrant to the other quadrants is described by simple formulas. Bessel and Neumann functions of higher positive integer order can be computed using forward and backward recurrence relations. Two types of Hankel functions are linear combinations of the Bessel and Neumann functions. Bessel, Neumann and Hankel functions of negative integer order are equal to positive order functions up to the sign. Key words: Bessel function, Neumann function, Hankel function, complex-valued function, Gauss-Legendre quadrature 1. INTRODUCTION Bessel functions of the first kind, Bessel functions of the second kind (Neumann functions) and Bessel functions of the third kind (Hankel functions) of the integer order occur frequently in mathematics, but also in various applied scientific fields, such as electromagnetic problems [1–10] and earthquake engineering problems [11]. Important formulas and various numerical methods for computation of these functions can be found in references [12–21]. Received May 13, 2024; revised June 25, 2024; accepted July 03, 2024 Corresponding author: Tonći Modrić University of Split, Faculty of Electrical Engineering, Mechanical Engineering and Naval Architecture, Ruđera Boškovića 32, 21000 Split, Croatia E-mail: tmodric@fesb.hr 518 S. VUJEVIĆ, T. MODRIĆ In this paper, a new highly accurate algorithm for the computation of complex-valued Bessel, Neumann and Hankel functions of integer order is developed. The computation of Bessel, Neumann and Hankel functions of integer order in all quadrants of the complex plane is based on the computation of Bessel and Neumann functions of the zeroth and first order in the first quadrant of the complex plane. For numerical reasons, it is advisable to use the scaling of Bessel, Neumann and Hankel functions to avoid the numerical instability that occurs with large magnitudes of complex variables. Section 2 introduces scaled and unscaled Bessel, Neumann and Hankel functions. Section 3 contains equations for computation of Bessel and Neumann functions of the zeroth and first order in the first quadrant of the complex plane for small, medium-sized and large magnitudes of the complex argument. Equations for the translation of these functions from the other quadrants into the first quadrant are given in Sections 4–6. The computation of these functions of higher positive integer orders is presented in Section 7, and the validation of the proposed model is descriptively presented in Section 8. 2. SCALED AND UNSCALED BESSEL, NEUMANN AND HANKEL FUNCTIONS The unscaled functions of integer order ... 2, 1, ,0 =n considered in this paper are Bessel functions ),(zJn Neumann functions )(zYn and Hankel functions, which are defined by: )(j )()()1( zYzJzH nnn += (1) )(j )()()2( zYzJzH nnn −= (2) where yxz += j is a complex independent variable, which consists of real part x and imaginary part y, whereas j is the imaginary unit. )1( nH and )2( nH denote Hankel functions of the first and second kind, respectively. To avoid numerical stability problems, computation of scaled Bessel functions is introduced in the proposed model. In the first quadrant of the complex plane, as the imaginary part of the complex variable increases, the values of Bessel functions also increase. Scaled and unscaled functions are related by: ( ) e ( ) ys n nB z B z − =  (3) where:  (1) (2)( ) ( ), ( ), ( ), ( )n n n n nB z J z Y z H z H z (4)  (1)s (2)s( ) ( ), ( ), ( ), ( )s s s n n n n nB z J z Y z H z H z (5) The following equations are valid for negative integer order: ( ) ( 1) ( )n n nB z B z− = −  (6) ( ) ( 1) ( )s n s n nB z B z− = −  (7) Highly Accurate Computation of Complex-Valued Bessel, Neumann and Hankel Functions of Integer Order 519 3. COMPUTATION OF BESSEL AND NEUMANN FUNCTIONS OF THE ZEROTH AND FIRST ORDER IN THE FIRST QUADRANT 3.1. Small magnitude of the complex argument Computation of Bessel and Neumann functions of the zeroth and first order in the first quadrant of the complex plane ( 0, 0)x y  for small magnitude of the complex argument:     = precisionquadruplefor,5 precisiondoublefor,15 1bz (8) is based on the computation of truncated power series [12, 14], which can be rewritten as: 2 0 0 ( ) 20 im i i z J z a =            (9) 2 1 0 ( ) 2 1 20 im i i az z J z i=         +     (10) ( ) 2 0 0 1 2 2 ( ) ln ( ) 2 20 im i i z z Y z C J z a i =        +  −               (11) 2 1 1 0 ( )2 2 ( ) ln ( ) 2 2 1 20 im i i a iz z z Y z C J z z i=        − +  +  −           +      (12) where: 2 0 1 10 1 ; for 1, 2, ..., 40i ia a a i m i −   = = −  =     (13) 1 1 ( ) for 1 i k i i k=  =  (14) 1 2 ( ) , for 1 ( ) 1 1, for 0 i i i i i   +   = +  = (15) whereas C = 0.57721566490153286060651209008240243 is known as Euler constant. The parameter b1, introduced by Equation (8), as well as parameter m, which is equal to or less than 40, introduced by Equations (9) – (13), are determined based on our numerous numerical tests. The values of functions computed by proposed algorithm were compared with the values computed by the free online software package Wolfram Alpha. For Bessel and Neumann functions of the zeroth and first order, the summation is terminated after 40=m or after the following conditions are met: 2 2 0 0 10 for ( ) 20 20 m im q m i i z z a a J z− =                 (16) 520 S. VUJEVIĆ, T. MODRIĆ 2 2 1 0 10 for ( ) 1 20 1 20 m im qm i i a az z J z m i − =            + +     (17) 2 2 0 1 ( ) ( ) 10 for ( ) 20 20 m im q m i i z z a m a i Y z− =                      (18) 2 2 1 0 ( ) ( ) 10 for ( ) 1 20 1 20 m im qm i i a m a iz z Y z m i − =               + +      (19) The parameter q in Equations (16) – (19), determined by our numerical tests depending on the desired accuracy, have the following values:     = precisionquadruplefor,34 precisiondoublefor,17 q (20) 3.2. Medium-sized magnitude of the complex argument Computation of Bessel and Neumann functions of the zeroth and first order in the first quadrant of the complex plane ( 0, 0)x y  for medium-sized magnitude of the complex argument, ,21 bzb  where:     = precisionquadruplefor,50 precisiondoublefor,40 2b (21) is based on the application of Gauss-Legendre quadrature to integral representations of Bessel and Neumann functions: / 2 0 0 2 ( ) cos( sin )J z z d     =    (22) / 2 1 0 2 ( ) sin( sin ) sinJ z z d      =     (23) /2 sinh 0 0 0 2 2 ( ) sin ( sin ) e z tY z z d dt   − =      −       (24) /2 sinh 1 0 0 2 2 ( ) cos ( sin ) sin e sinhz tY z z d t dt   − = −       −        (25) where ϑ and t are independent variables. The parameter b2, introduced by Equation (21), is determined on the basis of our numerous numerical tests. Due to the simpler numerical computation of the improper integral in Eq. (25), a new integral representation of 1( )Y z can be obtained by substituting sinh cosh e tt t −= − : Highly Accurate Computation of Complex-Valued Bessel, Neumann and Hankel Functions of Integer Order 521 /2 sinh 1 0 0 2 2 2 ( ) cos( sin ) sin e t z tY z z d dt z   − − = − −       +         (26) Computation of the scaled Bessel functions of the zeroth and first order for medium-sized magnitude of complex argument, 1 2 ,b z b  using the Gauss-Legendre quadrature in the first quadrant of the complex plain ( 0; 0)x y  is based on the following integral representations: / 2 j sin j sin 0 0 0 1 ( ) e ( ) (e e )s y y z y zJ z J z d      − − +   − −  =  =  +  (27) / 2 j sin j sin 1 1 0 ( ) e ( ) (e e ) sins y y z y zj J z J z d       − − −   − +  =  =  −   (28) Computation of the scaled Neumann functions of the zeroth and first order for medium- sized magnitude of complex argument, ,21 bzb  using the Gauss-Legendre quadrature in the first octant of the complex plane, where ,0  yx is based on the following integral representations: / 2 j sin j sin sinh 0 0 0 0 j 2 ( ) e ( ) (e e ) es y y z y z y z tY z Y z d dt        − − −   − +   − − =  =  −  −    (29) / 2 j sin j sin 1 1 0 sinh 0 2 e 1 ( ) e ( ) (e e ) sin 2 e y s y y z y z t y z t Y z Y z d z dt         − − − +   − −    − − −   =  = − −  +    +     (30) Our numerous numerical tests have shown that the infinite upper limits of the improper integrals in Eqs. (29) and (30) can be replaced by finite limits of the integrals without loss of accuracy: ( )   +−−  −− 0 0 sinhsinhj 0 sinh eee mt txytytzy dtdt (31) ( )   ++−−  −−− 1 0 sinhsinhj 0 sinh eee mt txyttytzyt dtdt (32) where finite upper limits of the integrals can be defined by equations:       − ==+ − x y ttxy mm 75 sinh 75sinh 1 00 (33) 75sinh 11 =++ mm txyt (34) Upper integral limit tm1, described by non-linear Equation (34), can be computed by Gauss-Newton iterative method using the following equation: ( ) ( ) 1 1 1 1 1 1 ( ) sinh ( ) 75 ( ) ( ) ; 1, 2, ... 1 cosh ( ) m k m k m k m k m k y t x t t t k x t + + +  − = − = +  (35) with an initial value: 522 S. VUJEVIĆ, T. MODRIĆ 1 0 1 0 75 ( ) sinh m m y t t x − − −  =     (36) Computation of the scaled Neumann functions for medium-sized magnitude of complex argument, ,21 bzb  in the second octant of the complex plane, where ,0 xy is also carried out using Gauss-Legendre quadrature. In this case, due to the greater attenuation of the integrands of improper integrals, the following expressions are used: 0 0 0 2 ( ) j ( ) ( j )Y z J z K z=  −  −   (37) 1 1 1 2 ( ) j ( ) j ( j )Y z J z K z  =  +   −  (38) where K0 and K1 are modified Bessel functions of the second kind of the zeroth and first order, respectively. From the integral representation of modified Bessel functions [12, 13]: j cosh 0 0 ( j ) e z tK z dt   −  =  (39) j cosh 1 0 ( j ) e coshz tK z t dt   −  =   (40) where, due to numerical reasons, by substituting ,esinhcosh ttt −+= a new integral representation for K1 can be obtained: j cosh 1 0 j ( j ) e ej z t z tK z dt z   − +  −  =  +  (41) After substituting Eqs. (22), (23), (39) and (41) into Eqs. (37) and (38), a new integral representation of unscaled and scaled Neumann functions in the second octant of the complex plane can be written as: j cosh 0 0 0 2 ( ) j ( ) e z tY z J z dt    =  −   (42) j j cosh 1 1 0 2 2 ( ) e j ( ) j ez t z tY z J z dt z    − +  = −  +  +      (43) j cosh 0 0 0 0 2 ( ) e ( ) j ( ) es y s y z tY z Y z J z dt   − − +  =  =  −   (44) j j cosh 1 1 1 0 2 2 ( ) e ( ) e j ( ) j es y y z s t y z tY z Y z J z dt z   − − +  − − +  =  = −  +  +      (45) Infinite upper limits of improper integrals in Eqs. (44) and (45) can be replaced by finite limits of the integrals without loss of accuracy: ( )   +−  +− 0 0 cosh1coshj 0 coshj eee mt tytxtzy dtdt (46) Highly Accurate Computation of Complex-Valued Bessel, Neumann and Hankel Functions of Integer Order 523 ( )   +−−  +−− 1 0 cosh1coshj 0 coshj ee e mt tyttxtzyt dtdt (47) where finite upper limits of the integrals can be defined for y ≤ 37 by equations:       − ==+ − y y ttosyy mm 75 cosh 75hc 1 00 (48) 75cosh 11 =++ mm tyyt (49) Upper integral limit tm1, described by non-linear Equation (49), can be computed by Gauss-Newton iterative method using the following equation: ( ) ( ) 1 1 1 1 1 1 ( ) cosh ( ) 75 ( ) ( ) ; 1, 2, ... 1 sinh ( ) m k m k m k m k m k t y y t t t k y t + + +  − = − = +  (50) with an initial value: 1 0 1 0 75 ( ) cosh m m y t t y − − −  =     (51) For y > 37 it can be taken that ,010 == mm tt and therefore the truncated improper integrals given by Eqs. (46) and (47) are equal to zero. In the proposed algorithm, all finite integrals and truncated improper integrals are computed using Gauss-Legendre quadrature, where the total number of integration points is 100 for quadruple precision and 40 for double precision. In both cases, the algorithm is performed in quadruple precision. 3.3. Large magnitude of the complex argument For large magnitude of the complex argument, ,2bz  asymptotic approximations of Bessel and Neumann functions of the zeroth and first order in the first quadrant of the complex plain ( 0, 0)x y  can be written as [12]: 0 0 0 2 ( ) ~ ( ) cos ( ) sin 4 4 J z P z z Q z z z           − +  −           (52) 1 1 1 2 ( ) ~ ( ) cos ( ) sin 4 4 J z Q z z P z z z           − +  −           (53) 0 0 0 2 ( ) ~ ( ) sin ( ) cos 4 4 Y z P z z Q z z z           − −  −           (54) 1 1 1 2 ( ) ~ ( ) sin ( ) cos 4 4 Y z Q z z P z z z           − −  −           (55) where auxiliary functions 0 0 1( ), ( ), ( )P z Q z P z and ( )zQ1 can be written as: 524 S. VUJEVIĆ, T. MODRIĆ 2 2 1 0 2 2 1 (2 1) ( ) 1 ; ( 1) (2 ) 8 k m kk i kk k k i p P z p z k = =  −  + = −      ! (56) 2 2 1 0 2 2 1 (2 1) 1 ( ) 1 ; ( 1) 8 (2 1) 8 k m kk i kk k k i q Q z q z z k = =  +     + = −     +     ! (57) 2 2 1 1 2 2 1 4 (2 1) ( ) 1 ; ( 1) (2 ) 8 k m kk i kk k k i f P z f z k = =  −  −   + = −      ! (58) 2 2 1 1 2 2 1 4 (2 1) 3 ( ) 1 ; ( 1) 8 (2 1) 8 k m kk i kk k k i g Q z g z z k = =  −  +     + = −     +     ! (59) The parameter m in Equations (56) – (59) is based on our numerous numerical tests equal to or less than 25. The convergence is controlled in the same way as in the computation of Bessel and Neumann functions of the zeroth and first order given by Eqs. (16) – (19). Moreover, the unique convergence condition can be written as follows: 2 2 1 1 10 ; { , , , } m qm k k k k k km k k c c c p q f g z z − =  +   (60) Using the following mathematical identities: 2 cossin 4 sin zz z − =       − (61) 2 cossin 4 cos zz z + =       − (62) 2 2(e 1) sin j (e 1) cos ( , ) e sin 2 y y y x x F x y z − − − +  −  −  =  = (63) 2 2(e 1) cos j (e 1) sin ( , ) e cos 2 y y y x x G x y z − − − −  +  −  =  = (64) asymptotic approximations of the scaled Bessel functions can be expressed by the following equations: 0 0 0 0 0 ( , ) ( ( ) ( )) ( , ) ( ( ) ( )) ( ) ~s F x y P z Q z G x y P z Q z J z z  + +  −  (65) 1 1 1 1 1 ( , ) ( ( ) ( )) ( , ) ( ( ) ( )) ( ) ~s F x y P z Q z G x y P z Q z J z z  + −  −  (66) 0 0 0 0 0 ( , ) ( ( ) ( )) ( , ) ( ( ) ( )) ( ) ~s F x y P z Q z G x y P z Q z Y z z  − −  +  (67) Highly Accurate Computation of Complex-Valued Bessel, Neumann and Hankel Functions of Integer Order 525 1 1 1 1 1 ( , ) ( ( ) ( )) ( , ) ( ( ) ( )) ( ) ~s F x y P z Q z G x y P z Q z Y z z −  − −  +  (68) 3.4. Computation of Neumann functions by Wronskians In the case when all four Bessel and Neumann functions of the zeroth and first order are computed, as well as if: 0 ( ) 0sJ z  (69) the following Wronskians can be used for computation of the unscaled and scaled Neumann function of the first order in the first quadrant of the complex plane: 1 0 1 0 ( ) ( ) 2 ( ) ( ) J z Y z z Y z z J z      − =   (70) 2 1 0 1 0 ( ) ( ) 2 e ( ) ( ) s s y s s J z Y z z Y z z J z   −   −  =   (71) 4. COMPUTATION OF FUNCTIONS OF THE ZEROTH AND FIRST ORDER IN THE SECOND QUADRANT In the second quadrant of the complex plain ( 0, 0)x y  computation of the unscaled and scaled Bessel, Neumann and Hankel functions of integer order n can be translated in the first quadrant using the following expressions: * *( ) ( 1) ( ( ))n n nJ z J z= −  − (72) * * * *( ) ( 1) ( ( )) j 2 ( ( ))n n n nY z Y z J z = −  − +   −  (73) (1) * * * *( ) ( 1) j ( ( )) ( ( ))n n n nH z Y z J z = −   − − −  (74) (2) * * * *( ) ( 1) 3 ( ( )) j ( ( ))n n n nH z J z Y z = −   − −  −  (75) * *( ) ( 1) ( ( ))s n s n nJ z J z= −  − (76) * * * *( ) ( 1) ( ( )) j 2 ( ( ))s n s s n n nY z Y z J z = −  − +   −  (77) (1) * * * *( ) ( 1) j ( ( )) ( ( ))s n s s n n nH z Y z J z = −   − − −  (78) (2) * * * *( ) ( 1) 3 ( ( )) j ( ( ))s n s s n n nH z J z Y z = −   − −  −  (79) where asterisk * denotes the complex conjugation. 526 S. VUJEVIĆ, T. MODRIĆ 5. COMPUTATION OF FUNCTIONS OF THE ZEROTH AND FIRST ORDER IN THE THIRD QUADRANT In the third quadrant of the complex plain ( 0, 0)x y  computation of the unscaled and scaled Bessel and Neumann functions of integer order n can be translated in the first quadrant using the following expressions: ( ) ( 1) ( )n n nJ z J z= −  − (80) ( ) ( 1) ( ) j 2 ( )n n n nY z Y z J z = −  − −   −  (81) (1) ( ) ( 1) 3 ( ) j ( )n n n nH z J z Y z = −   − +  −  (82) (2) 1( ) ( 1) ( ) j ( )n n n nH z J z Y z+  = −  − +  −  (83) ( ) ( 1) ( )s n s n nJ z J z= −  − (84) ( )( ) ( 1) ( ) j 2 ( )s n s s n n nY z Y z J z= −  − −   − (85) (1) ( ) ( 1) 3 ( ) j ( )s n s s n n nH z J z Y z = −   − +  −  (86) (2) 1( ) ( 1) ( ) j ( )s n s s n n nH z J z Y z+  = −  − +  −  (87) 6. COMPUTATION OF FUNCTIONS OF THE ZEROTH AND FIRST ORDER IN THE FOURTH QUADRANT In the fourth quadrant of the complex plain ( )0,0  yx computation of the unscaled and scaled Bessel and Neumann functions of integer order n can be translated in the first quadrant using the following expressions: * *( ) ( ( ))n nJ z J z= (88) * *( ) ( ( ))n nY z Y z= (89) (1) * * * * (2) * *( ) ( ( )) j ( ( )) ( ( ))n n n nH z J z Y z H z= +  = (90) (2) * * * * (1) * *( ) ( ( )) j ( ( )) ( ( ))n n n nH z J z Y z H z= −  = (91) * *( ) ( ( ))s s n nJ z J z= (92) * *( ) ( ( ))s s n nY z Y z= (93) (1) * * * * (2) * *( ) ( ( )) j ( ( )) ( ( ))s s s s n n n nH z J z Y z H z= +  = (94) (2) * * * * (1) * *( ) ( ( )) j ( ( )) ( ( ))s s s s n n n nH z J z Y z H z= −  = (95) Highly Accurate Computation of Complex-Valued Bessel, Neumann and Hankel Functions of Integer Order 527 7. COMPUTATION OF FUNCTIONS OF HIGHER POSITIVE INTEGER ORDER For computation of Bessel, Neumann and Hankel functions of higher positive integer orders, forward and backward recurrence relations can be used [14], [19–24]. Forward recurrence relations can be written as: 1 2 2 ( 1) ( ) ( ) ( ); 2, 3, ...n n n n B z B z B z n z − −  − =  − = (96) 1 2 2 ( 1) ( ) ( ) ( ); 2, 3, ...s s s n n n n B z B z B z n z − −  − =  − = (97) The Miller backward recurrence algorithm [14], [19–24] for the unscaled and scaled functions can be based on the assumptions that: ( ) ( )n nB z S F z=  (98) ( ) ( )s n nB z S F z=  (99) where: 0 1 0 1 ( ) ( ) or ( ) ( ) B z B z S S F z F z = = (100) 0 1 0 1 ( ) ( ) or ( ) ( ) s sB z B z S S F z F z = = (101) where expressions with a larger denominator are chosen. The Miller backward recurrence relation can be written as: 1 2 2 ( 1) ( ) ( ) ( ); , 1, ..., 0n n n n F z F z F z n N N z + +  + =  − = − (102) where: 1 2( ) 1 ; ( ) 0N NF z F z+ += = (103) Algorithms for estimating the integer parameter N can be found in [14]. 8. MODEL VALIDATION The proposed model for highly accurate computation of Bessel, Neumann and Hankel functions of integer order in the entire complex plane for complex variables of arbitrary magnitude was implemented in a FORTRAN program. To determine the accuracy of the obtained results and the numerical stability of the model, a comparison was made with the publicly available program package Wolfram Alpha. While the developed FORTRAN program uses double-double precision computing, Wolfram Alpha can employ numbers with an arbitrary number of decimal places. The minimum number of matching digits, when comparing the results obtained in the program written based on the proposed model with the results obtained in the Wolfram Alpha program package, for complex variables of arbitrary magnitude and order of functions, is 30, which is a satisfactory level of accuracy of this model. 528 S. VUJEVIĆ, T. MODRIĆ 9. CONCLUSION The proposed algorithm for computation of complex-valued Bessel, Neumann and Hankel functions of integer order provides highly accurate results in the entire complex plane with quadruple precision, which can be reduced to double precision. The computation of these functions in all quadrants of the complex plane is based on the computation of Bessel and Neumann functions of the zeroth and first order in the first quadrant of the complex plane, using truncated power series for small arguments, Gauss-Legendre quadrature for medium- sized arguments and asymptotic approximations of the Bessel functions for large arguments. 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