Abstract
We describe a method for the rapid numerical evaluation of the Bessel functions of the first and second kinds of nonnegative real orders and positive arguments. Our algorithm makes use of the well-known observation that although the Bessel functions themselves are expensive to represent via piecewise polynomial expansions, the logarithms of certain solutions of Bessel’s equation are not. We exploit this observation by numerically precomputing the logarithms of carefully chosen Bessel functions and representing them with piecewise bivariate Chebyshev expansions. Our scheme is able to evaluate Bessel functions of orders between 0 and 1,000,000,000 at essentially any positive real argument. In that regime, it is competitive with existing methods for the rapid evaluation of Bessel functions and has at least three advantages over them. First, our approach is quite general and can be readily applied to many other special functions which satisfy second order ordinary differential equations. Second, by calculating the logarithms of the Bessel functions rather than the Bessel functions themselves, we avoid many issues which arise from numerical overflow and underflow. Third, in the oscillatory regime, our algorithm calculates the values of a nonoscillatory phase function for Bessel’s differential equation and its derivative. These quantities are useful for computing the zeros of Bessel functions, as well as for rapidly applying the Fourier-Bessel transform. The results of extensive numerical experiments demonstrating the efficacy of our algorithm are presented. A Fortran package which includes our code for evaluating the Bessel functions is publicly available.
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The author was supported by National Science Foundation grant DMS-1418723, and by a UC Davis Chancellor’s Fellowship.
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Communicated by: Alexander Barnett
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Bremer, J. An algorithm for the rapid numerical evaluation of Bessel functions of real orders and arguments. Adv Comput Math 45, 173–211 (2019). https://doi.org/10.1007/s10444-018-9613-9
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DOI: https://doi.org/10.1007/s10444-018-9613-9