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Using Series To Solve Differential Equations: Example 1
Using Series To Solve Differential Equations: Example 1
But it is important to be able to solve equations such as Equation 1 because they arise from
physical problems and, in particular, in connection with the Schrdinger equation in quantum mechanics. In such a case we use the method of power series; that is, we look for a
solution of the form
y f x
cx
n
c0 c1 x c2 x 2 c3 x 3
n0
The method is to substitute this expression into the differential equation and determine the
values of the coefficients c0 , c1, c2 , . . . .
Before using power series to solve Equation 1, we illustrate the method on the simpler
equation y y 0 in Example 1.
EXAMPLE 1 Use power series to solve the equation y y 0.
SOLUTION We assume there is a solution of the form
2
y c0 c1 x c2 x 2 c3 x 3
cx
n
n0
nc x
y c1 2c2 x 3c3 x 2
n1
n1
y 2c2 2 3c3 x
nn 1c x
n
n2
n2
In order to compare the expressions for y and y more easily, we rewrite y as follows:
By writing out the first few terms of (4), you
can see that it is the same as (3). To obtain (4)
we replaced n by n 2 and began the summation at 0 instead of 2.
y
n 2n 1c
n2
xn
n0
n 2n 1c
xn
n2
n0
cx
n
0
n0
or
n2
cn x n 0
n0
If two power series are equal, then the corresponding coefficients must be equal. Therefore, the coefficients of x n in Equation 5 must be 0:
n 2n 1cn2 cn 0
cn2
cn
n 1n 2
n 0, 1, 2, 3, . . .
Equation 6 is called a recursion relation. If c0 and c1 are known, this equation allows
us to determine the remaining coefficients recursively by putting n 0, 1, 2, 3, . . . in
succession.
Put n 0:
c2
c0
12
Put n 1:
c3
c1
23
Put n 2:
c4
c2
c0
c0
34
1234
4!
Put n 3:
c5
c3
c1
c1
45
2345
5!
Put n 4:
c6
c4
c0
c0
56
4! 5 6
6!
Put n 5:
c7
c5
c1
c1
67
5! 6 7
7!
c0
2n!
c1
2n 1!
c0 1
c0
c1 x
n0
x2
x4
x6
x 2n
1n
2!
4!
6!
2n!
1n
x5
x7
x3
x 2n1
1n
3!
5!
7!
2n 1!
x 2n
x 2n1
c1 1n
2n!
2n 1!
n0
y
cx
n
n0
y
Then
nc x
n
n1
n1
y
and
nn 1c x
n
n2
n2
n 2n 1c
n2
xn
n0
n 2n 1c
x n 2x
n2
n0
n2
xn
n0
n1
xn
n1
n2
n0
cx
0
0
n0
xn
n1
2nc x
2nc
n1
n 2n 1c
2nc
nc x
cx
n
n0
2n 1cn x n 0
n0
cn2
2n 1
cn
n 1n 2
n 0, 1, 2, 3, . . .
c2
1
c0
12
Put n 1:
c3
1
c1
23
Put n 2:
c4
3
3
3
c2
c0 c0
34
1234
4!
Put n 3:
c5
5
15
15
c3
c1
c1
45
2345
5!
Put n 4:
c6
7
37
37
c4
c0
c0
56
4! 5 6
6!
Put n 5:
c7
9
159
159
c5
c1
c1
67
5! 6 7
7!
Put n 6:
c8
11
3 7 11
c6
c0
78
8!
Put n 7:
c9
13
1 5 9 13
c7
c1
89
9!
3 7 11 4n 5
c0
2n!
c2n1
The solution is
y c0 c1 x c2 x 2 c3 x 3 c4 x 4
c0 1
1 2
3 4
37 6
3 7 11 8
x
x
x
x
2!
4!
6!
8!
c1 x
1 3
15 5
159 7
1 5 9 13 9
x
x
x
x
3!
5!
7!
9!
or
y c0 1
1 2
3 7 4n 5 2n
x
x
2!
2n!
n2
c1 x
n1
1 5 9 4n 3 2n1
x
2n 1!
NOTE 2
In Example 2 we had to assume that the differential equation had a series solution. But now we could verify directly that the function given by Equation 8 is indeed a
solution.
NOTE 3
Unlike the situation of Example 1, the power series that arise in the solution of
Example 2 do not define elementary functions. The functions
and
y1x 1
1 2
3 7 4n 5 2n
x
x
2!
2n!
n2
y2x x
n1
_2
1 5 9 4n 3 2n1
x
2n 1!
are perfectly good functions but they cant be expressed in terms of familiar functions. We
can use these power series expressions for y1 and y2 to compute approximate values of the
functions and even to graph them. Figure 1 shows the first few partial sums T0, T2, T4, . . .
(Taylor polynomials) for y1x, and we see how they converge to y1 . In this way we can
graph both y1 and y2 in Figure 2.
_8
NOTE 4
FIGURE 1
y0 0
y0 1
15
_2.5
2.5
_15
FIGURE 2
c0 y0 0
c1 y0 1
This would simplify the calculations in Example 2, since all of the even coefficients would
be 0. The solution to the initial-value problem is
yx x
n1
1 5 9 4n 3 2n1
x
2n 1!
Exercises
A Click here for answers.
111
10. y x 2 y 0,
1. y y 0
2. y x y
3. y x y
4. x 3y 2y 0
5. y x y y 0
6. y y
9. y x y y 0,
y0 0
11. y x y x y 0,
y0 0,
x 2 y x y x 2 y 0
;
y0 1,
y0 0
y0 1
7. x 2 1y x y y 0
8. y x y
y0 1,
y0 1
y0 0
Answers
Click here for solutions.
1.
c0
n0
5. c0
n0
xn
c0 e x
n!
n0
n0
x 3n
3
c0 e x 3
3nn!
1n 2n
2n n! 2n1
x c1
x
n
2 n!
n0 2n 1!
7. c0 c1 x c0
9.
3. c0
x2
1n12n 3! 2n
c0
x
2n2
2
n!n 2!
n2 2
x 2n
2
e x 2
2nn!
11. x
n1
cn xn . Then y 0 (x) =
n=0
n=1
so
ncn xn1
n=0
n=1
n=0
(n + 1)cn+1 xn
n=0
cn xn = 0,
n=0
[(n + 1)cn+1 cn ]xn = 0. Equating coefficients gives (n + 1)cn+1 cn = 0, so the recursion relation is
cn
1
c0
1
1 1
c0
1
c0
, n = 0, 1, 2, . . . . Then c1 = c0 , c2 = c1 = , c3 = c2 = c0 = , c4 = c3 = , and
n+1
2
2
3
3 2
3!
4
4!
c0
in general, cn = . Thus, the solution is
n!
X
X
X
c0 n
xn
y(x) =
x = c0
= c0 ex
cn xn =
n!
n!
n=0
n=0
n=0
cn+1 =
3. Assuming y(x) =
cn xn , we have y 0 (x) =
n=0
x2 y =
n=0
n=0
ncn xn1 =
n=1
cn xn+2 =
(n + 1)cn+1 xn
(n + 1)cn+1 xn and
n=0
n=2
cn2 xn = 0 or c1 + 2c2 x +
n=2
n=2
cn2
for n = 2, 3, . . . . But c1 = 0, so c4 = 0 and c7 = 0 and in general
n+1
c0
c0
c0
c3
=
= 2
,
c3n+1 = 0. Similarly c2 = 0 so c3n+2 = 0. Finally c3 = , c6 =
3
6
63
3 2!
c0
c0
c6
c0
c9 =
=
= 3
, . . . , and c3n = n
. Thus, the solution is
9
963
3 3!
3 n!
3 n
X
X
X
X
X
3
x /3
c0
x3n
n
3n
3n
y (x) =
x = c0
= c0
= c0 ex /3
cn x =
c3n x =
n n!
n n!
3
3
n!
n=0
n=0
n=0
n=0
n=0
P
P
n1
n
y 0 (x) =
and y 00 (x) =
n=1 ncn x
n=0 (n + 2)(n + 1)cn+2 x . The
P
P
P
n
n1
n
differential equation becomes
+
n=0 (n + 2)(n + 1)cn+2 x + x
n=1 ncn x
n=0 cn x = 0 or
P
P
P
n
n
n
since
. Equating coefficients gives
n=0 [(n + 2)(n + 1)cn+2 + ncn + cn ]x
n=1 ncn x =
n=0 ncn x
5. Let y (x) =
n
n=0 cn x
cn
(n + 1)cn
=
,
(n + 2)(n + 1)
n+2
c0
c2
c4
c0
c0
n = 0, 1, 2, . . . . Then the even coefficients are given by c2 = , c4 = =
, c6 = =
,
2
4
24
6
246
c0
c1
c3
(1)n c0
c1
=
. The odd coefficients are c3 = , c5 = =
,
2 4 2n
2n n!
3
5
35
c1
c5
c1
(2)n n! c1
=
, and in general, c2n+1 = (1)n
=
. The solution is
7
357
3 5 7 (2n + 1)
(2n + 1)!
y (x) = c0
X
X
(1)n 2n
(2)n n! 2n+1
+
c
.
x
x
1
2n n!
(2n + 1)!
n=0
n=0
P
P
P
n
00
n2
n
7. Let y (x) =
, xy 0 =
n=0 cn x . Then y =
n=0 n (n 1) cn x
n=0 ncn x and
2
00 P
P
n
x + 1 y = n=0 n (n 1) cn xn +
n=0 (n + 2) (n + 1) cn+2 x . The differential equation becomes
P
n=0
n = 0, 1, 2, . . . . Given c0 and c1 , c2 =
c2n = (1)n1
0 c1
=0
3
n=0
y 00 (x) =
X
x2
(1)n1 (2n 3)! 2n
+ c0
x .
2
22n2 n! (n 2)!
n=2
y (x) = c0 + c1 x + c0
3c0
c0
c2
3c4
c0
, c4 = = 2
, c6 =
= (1)2 3
, ...,
2
4
2 2!
6
2 3!
1 3 (2n 3) c0
(2n 3)! c0
(2n 3)! c0
= (1)n1 n n2
= (1)n1 2n2
for
2n n!
2 2
n! (n 2)!
2
n! (n 2)!
n = 2, 3, . . . . c3 =
9. Let y(x) =
(n 1) cn
,
n+2
cn xn . Then xy 0 (x) = x
n=1
ncn xn1 =
n=1
ncn xn =
ncn xn ,
n=0
n=0
n=0
cn+2 =
ncn + cn
cn (n + 1)
cn
=
=
for n = 0, 1, 2, . . . . One of the given conditions is
(n + 2)(n + 1)
(n + 2)(n + 1)
n+2
n=0
cn (0)n = c0 + 0 + 0 + = c0 , so c0 = 1. Hence, c2 =
1
1
c0
c2
= , c4 =
=
,
2
2
4
24
c4
1
1
c6 =
=
, . . . , c2n = n . The other given condition is y0 (0) = 0. But
6
246
2 n!
X
c1
y 0 (0) =
= 0, c5 = 0, . . . ,
ncn (0)n1 = c1 + 0 + 0 + = c1 , so c1 = 0. By the recursion relation, c3 =
3
n=1
c2n+1 = 0 for n = 0, 1, 2, . . . . Thus, the solution to the initial-value problem is
y(x) =
cn x =
n=0
2n
c2n x
n=0
cn xn , we have xy = x
n=0
x2 y 0 = x2
n=0
ncn xn1 =
n=1
2 n
X
X
2
x /2
x2n
=
=
= e x /2
n n!
2
n!
n=0
n=0
ncn xn+1 ,
cn xn =
cn xn+1 ,
n=0
n=0
y 00 (x) =
n=2
= 2c2 +
n=1
n=0
[replace n with n + 3]
n=0
(n + 1)cn
ncn cn
=
, n = 0, 1, 2, . . . .
(n + 3)(n + 2)
(n + 3)(n + 2)
25
22 52
2c1
5c4
2
=
, c7 =
= (1)2
= (1)2
, ...,
43
43
76
7643
7!
c3n+1 = (1)n
22 52 (3n 1)2
. Thus, the solution is
(3n + 1)!
y(x) =
n=0
cn xn = x +
n=1
(1)n