Chapter 7

Series Solutions to Dierential

Equations
In this chapter we will expand our set of techniques for solving ordinary dierential equations
beyond what we have seen in Chapter 1 with the method of series solution. We illustrate the
main idea in Sec. 7.1 by rediscovering the sine and cosine functions through their power series.
We then extend the series solution to what is called the Frobenius method, in which the series
can include negative or fractional powers; this is shown in Sec. 7.2. Along the way we will look
at the Euler equation, which will allow us to understand something about how the Frobenius
method works.
7.1 General idea of series solutions
The basic idea of using a series to solve a dierential equation is to propose a solution in the form
of a power series with some as yet undetermined coecients, substitute this into the equation
and in this way nd relations that allow us to determine the coecients.
Following Ref. [5] we can illustrate this method using a simple dierential equation for a
function y(x),
y

+ y = 0 . (7.1)
We have seen in Chapter 1 that the general solution is
y(x) = Acos x + B sinx . (7.2)
This is easy to verify because we know about the sine and cosine functions and their derivatives.
But what if we didnt know about them? We could propose a solution in the form of a power
series in x,
y(x) =

n=0
a
n
x
n
, (7.3)
83
84 Lecture Notes on Mathematical Methods
and try to determine the coecients a
n
so that the series solves our equation. We need the
second derivative of (7.3), which is
y

(x) =

n=0
a
n
nx
n1
, (7.4)
y

(x) =

n=0
a
n
n(n 1)x
n2
. (7.5)
Note that the n = 0 and n = 1 terms in Eq. (7.5) are in fact zero. Using this with Eq. (7.3) in
the dierential equation (7.1) gives

n=0
a
n
n(n 1)x
n2
+

n=0
a
n
x
n
= 0 . (7.6)
The rst sum involves x
n2
and the second one x
n
. The trick is now to write the sums so that
they both refer to the same power of x. We can do this by dening a new index for the rst
sum,
m = n 2 , (7.7)
so that Eq. (7.6) becomes

m=2
a
m+2
(m + 2)(m + 1)x
m
+

n=0
a
n
x
n
= 0 . (7.8)
In the rst sum we can use the fact that the m = 2 and m = 1 terms are zero so the sum
actually starts at m = 0. Then we can simply relabel m back to n, which gives

n=0
[a
n+2
(n + 2)(n + 1) + a
n
] x
n
= 0 . (7.9)
The left side of this equation is an innite power series with coecients given by the terms in
square brackets, and it is equal to zero (the right-hand side) for all x. We can think of the
right-hand side as a power series where all of the coecients are zero:
0 =

n=0
0 x
n
. (7.10)
Since any function always has a unique power series we can equate the coecients on the left of
(7.9) to the zeros on the right of (7.10) so that
a
n+2
(n + 2)(n + 1) + a
n
= 0 , n = 0, 1, 2, . . . . (7.11)
We thus arrive at the following recurrence relation for the coecients:
Series Solutions 85
a
n+2
=
a
n
(n + 1)(n + 2)
. (7.12)
Since this equation relates every other coecient in the series, a single even-numbered coecient
such as a
0
will determine all the other even ones and similarly a
1
determines all of the odd-
numbered ones. Starting from these two values and applying the recurrence relation gives
a
2
=
a
0
2 1
, (7.13)
a
3
=
a
1
3 2
, (7.14)
a
4
=
a
2
4 3
=
a
0
4 3 2 1
, (7.15)
a
5
=
a
3
5 4
=
a
1
5 4 3 2
. (7.16)
From these we can easily spot the pattern
a
n
=
_

_
(1)
n/2
n!
a
0
, n even,
(1)
(n1)/2
n!
a
1
, n odd.
(7.17)
The values a
0
and a
1
are the two arbitrary constants that we always need to supply to
determine the solution to a second-order dierential equation. We can write the general solution
to (7.1) as
y(x) = a
0
_
1
x
2
2!
+
x
4
4!

_
+ a
1
_
x
x
3
3!
+
x
5
5!

_
. (7.18)
The rst series in parentheses in (7.18) contains only even powers of x and the other only odd
powers, so the two sets of terms constitute linearly independent functions, which of course we
recognize as cos x and sin x. If we didnt already know about sine and cosine we could dene
them through their power series:
cos x = 1
x
2
2!
+
x
4
4!
, (7.19)
sinx = x
x
3
3!
+
x
5
5!
. (7.20)
This way of arriving at a pair of named functions, sine and cosine, is typical for a number
of the important dierential equations that we will encounter. It will be impossible to express
the solutions in terms of other known functions, so we propose a solution in the form of a series,
plug it into the equation and nd a recurrence relation for the coecients. The solutions are
given names and can be dened equivalently through the power series or simply as the solutions
to the given dierential equation.
86 Lecture Notes on Mathematical Methods
7.2 The Frobenius method
Although many dierential equations can be solved using the series method described above,
there are certain important cases in which it will not work. To understand how this comes
about we rst need to introduce some concepts in Sec. 7.2.1 such as a regular singular point of
a dierential equation. Then in Sec. 7.2.2 we will look at the Euler equation, which we already
encountered briey in Sec. 6.2.2, and this will allow us to understand the nature of a regular
singular point. In Sec. 7.2.4 we will use these ideas to extend the series solution to the Frobenius
method, which allows for fractional and negative powers in the series. More details can be found
in Refs. [2, 3, 5, 6].
7.2.1 Some terminology
In this section we introduce some terminology that will be needed for the following discussion.
A function f(x) is said to be analytic at a point x
0
if it can be expanded in a Taylor series about
x
0
, i.e., a power series of the form
f(x) =

n=0
a
n
(x x
0
)
n
. (7.21)
Note that this means that for the function to be analytic at x
0
, the series must give
lim
xx
0
f(x) = a
0
, and this must be nite; the series cannot diverge as x x
0
. A point
at which a function is not analytic is called a singularity.
Next we need to dene what is meant by ordinary and singular points of a dierential
equation. If we have a second order dierential equation for a function y(x) we can divide
through by the coecient of the second derivative term to write it in the standard form
y

+ P(x)y

+ Q(x)y = 0 . (7.22)
A point x
0
is called an ordinary point of the dierential equation (7.22) if P(x) and Q(x) are
analytic at x
0
, otherwise the point is singular.
If, however, (xx
0
)P(x) and (xx
0
)
2
Q(x) are both analytic at a singular point x
0
, however,
then this is called a regular singular point. That is, for a singular point to be regular we must
be able to expand the functions (x x
0
)P(x) and (x x
0
)
2
Q(x) in series of the form
(x x
0
)P(x) =

n=0
p
n
(x x
0
)
n
, (7.23)
(x x
0
)
2
Q(x) =

n=0
q
n
(x x
0
)
n
. (7.24)
The problem with the series solution method arises if the point x
0
about which we want to
expand is a singular point of the equation. In this case one nds that the innite series will not
converge. One might then simply expand about some dierent point, but it may be that we
Series Solutions 87
particularly want to know the function near x
0
so let us suppose that expanding about another
point is not an interesting option.
Having focused on x
0
we can nevertheless dene a new variable as x x
0
, and then the in
terms of this new variable the singular point is at zero. In the following we will suppose that we
have made such a transformation and we are interested in a singular point at x = 0. Expansions
that would otherwise include terms such as (xx
0
)
n
will have instead x
n
, and this will simplify
our equations somewhat.
7.2.2 The Euler equation
An important example of an equation with a regular singular point is the Euler equation, an
example of which we saw already in Sec. 6.2.2. The second order homogeneous version of this
equation can be written
ax
2
y

+ bxy

+ cy = 0 . (7.25)
Here a, b, and c are constants, and the powers of x that appear together with each constant is
the same as the order of the corresponding derivative. Putting this equation in to the standard
form of Eq. (7.22) we have
y

+
b
ax
y

+
c
ax
2
y = 0 . (7.26)
From this we can identify the functions P(x) and Q(x) as
P(x) =
b
ax
, (7.27)
Q(x) =
c
ax
2
, (7.28)
and therefore we see that x = 0 is a singular point of the Euler equation. We also nd, however,
that
xP(x) =
b
a
, (7.29)
x
2
Q(x) =
c
a
, (7.30)
which are both nite and so therefore x = 0 is a regular singular point.
For the moment suppose x > 0. It is easy to verify that a solution to the Euler equation
(7.25) is
y = x

(7.31)
88 Lecture Notes on Mathematical Methods
for some power . Substituting the trial solution (7.31) into Eq. (7.25) we nd
a( 1)x

+ bx

+ cx

= 0 , (7.32)
which for x = 0 leads to the indicial equation
a
2
+ (b a) + c = 0 . (7.33)
This is a quadratic equation having therefore two roots, which we will call
1
and
2
. If the
roots are real and distinct, we will use
1
to denote the greater of the two. The indicial equation
is the analogue of the characteristic equation that we used in Sec. 1.3.3 for a second-order ODE
with constant coecients.
As an example, consider the Euler equation
x
2
y

+ xy

1
9
y = 0 . (7.34)
The indicial equation is

1
9
= 0 , (7.35)
so we have two real and distinct roots,
1
= 1/3 and
2
= 1/3. The general solution to the
dierential equation (7.34) is therefore
y(x) = Ax
1/3
+ Bx
1/3
. (7.36)
If one nds two equal roots,
1
=
2
= , then we obtain only one solution, namely, y = x

.
To nd the second linearly independent solution we can use reduction of order (see Sec. 1.3.3),
and one nds from this procedure x

ln x. The general solution for the case of equal roots can

therefore be written
y(x) = Ax

+ Bx

ln x . (7.37)
If we want to consider x < 0 then there could be problems if the root is not an integer.
For example, if = 1/2 and x < 0 then x
1/2
would be the square root of a negative number. If
x < 0 we can consider this as x

= (1)

|x|

, and the complex factor of (1)

can be absorbed
into the arbitrary constants A and B. For the logarithm as well, if we have x < 0 this can be
viewed as ln(1) + ln |x| with ln(1) = i, which can be absorbed into the other constants in
the general solution. So if we need to consider x < 0, the same formulas work as before with x
replaced by |x|.
Series Solutions 89
7.2.3 Solution near a regular singular point
Let us suppose we have a dierential equation of the form
x
2
y

+ x[xP(x)]y

+ [x
2
Q(x)]y = 0 , (7.38)
which is the same as the standard form (7.22) but we have put back a factor of x
2
in each term.
Now suppose x = 0 is a regular singular point of the equation, which is to say one or both of the
functions P(x) and Q(x) have a singularity at x = 0 but xP(x) and x
2
Q(x) are both analytic
at zero. This means they can both be expressed in series like (7.23) and (7.24) with x
0
= 0, so
we can write Eq. (7.38) as
x
2
y

+ x
_

n=0
p
n
x
n
_
y

+
_

n=0
q
n
x
n
_
y = 0 , (7.39)
If we only consider values of x close to the singular point of x = 0 then we can approximate this
equation by taking only the leading (i.e., n = 0) terms in the two series (7.23) and (7.24). That
is, we have
x
2
y

+ xp
0
y

+ q
0
y 0 , (7.40)
where p
0
and q
0
are the coecients of x
0
in the Taylor expansions of xP(x) and x
2
Q(x),
respectively. These can be found using
p
0
= lim
x0
xP(x) , (7.41)
q
0
= lim
x0
x
2
Q(x) . (7.42)
Comparing with Eq. (7.25), we see that Eq. (7.40) is (approximately) an Euler equation with
coecients a = 1, b = p
0
and c = q
0
. Therefore we see that having singular point that is regular
amounts to saying that the dierential equation looks approximately like an Euler equation in
the neighbourhood of the singular point.
From Eq. (7.33) we can read o the indicial equation as
( 1) + p
0
+ q
0
= 0 , (7.43)
which in general will have two roots
1
and
2
. Therefore in the region of x 0, we expect to
nd solutions to our dierential equation that are close to the solutions to the Euler equation.
That is, if
1
=
2
we will have
y(x) Ax

1
+ Bx

2
, (7.44)
and if
1
=
2
= we expect
90 Lecture Notes on Mathematical Methods
y(x) Ax

+ Bx

ln x . (7.45)
The dierential equations we want to consider are not, however, the Euler equation and we
want not only an approximation valid for x near zero but the exact solution valid for all allowed
values of x. So if we want to solve a dierential equation near a regular singular point at zero,
we can start with the solution to the corresponding Euler equation and then multiply this by
a power series in x, the coecients of which we will need to determine. That is, we will seek
solutions of the form
y(x) = x

n=0
a
n
x
n
=

n=0
a
n
x
n+
. (7.46)
This is the main idea of the Frobenius method. We will see how this works in detail in the next
section.
7.2.4 Example of the Frobenius method
In this section we will see how to use the Frobenius method by carrying out a simple example.
Following again Ref. [5], suppose we have the dierential equation
4xy

+ 2y

+ y = 0 . (7.47)
Putting this in the standard form of Eq. (7.22) means dividing through by 4x, which gives
y

+
1
2x
y

+
1
4x
y = 0 , (7.48)
so by comparing with Eq. (7.22) we nd
P(x) =
1
2x
, (7.49)
Q(x) =
1
4x
. (7.50)
Both P(x) and Q(x) diverge at x = 0, and so this is a singular point. But we also nd that
xP(x) =
1
2
, (7.51)
x
2
Q(x) =
x
4
, (7.52)
are both analytic at x = 0 so this is a regular singular point. The leading coecients p
0
and q
0
in the expansions of xP(x) and x
2
Q(x) are
Series Solutions 91
p
0
= lim
x0
xP(x) =
1
2
, (7.53)
q
0
= lim
x0
x
2
Q(x) = 0 . (7.54)
Let us try to solve Eq. (7.47) using the Frobenius method. This means we seek a solution of
the form
y(x) =

n=0
a
n
x
n+
(7.55)
for some power . For the case = 0 this reduces to our previous series method. We will
always assume that the rst coecient a
0
in (7.55) is nonzero. That is, a
0
simply refers to the
coecient of the rst term (i.e., the term of lowest power) in the series.
We could use the dierential equation either in its original form (7.47) or in the standard
form (7.48), but it turns out to be easier, especially if the coecient functions are polynomials,
to use (7.47).
The required ingredients are:
y =

n=0
a
n
x
n+
, (7.56)
2y

= 2

n=0
a
n
(n +)x
n+1
= 2

n=1
a
n+1
(n + + 1)x
n+
, (7.57)
4xy

= 4

n=0
a
n
(n +)(n + 1)x
n+1
= 4

n=1
a
n+1
(n + + 1)(n +)x
n+
. (7.58)
Here as with the series method of Sec. 7.1 above we have expressed all of the sums in terms of
the same power of x, namely, x
n+
. For Eqs. (7.58) and (7.57) this involved shifting the index n
so that the sum starts at n = 1. One can think of this step by dening a new index m = n1,
then the sum from n = 0 starts at m = 1, the coecient a
n
becomes a
m+1
, the and power
n + 1 becomes m + . Then we simply relabel m back to n, which gives the nal line of
(7.58). In principle we could also have expressed all of the sums in terms of the power x
n+1
and shifting the index of Eq. (7.56) in the corresponding way; this leads to the same nal result.
To form the left-hand side of our dierential equation (7.47) we need to sum the three terms
(7.56), (7.57) and (7.58). Notice, however, that only the sums for 2y

and 4xy

contain an
92 Lecture Notes on Mathematical Methods
n = 1 term; the sum for y starts at n = 0. So separating out the n = 1 term, we can write
the dierential equation (7.47) as
[4a
0
( 1) + 2a
0
] x
1
+

n=0
[4a
n+1
(n +)(n + + 1) + 2a
n+1
(n + + 1) + a
n
] x
n+
= 0 . (7.59)
For the left-hand side to give zero for all values of x, all of the coecients of x must equal zero.
For the lowest power of zero this results in
a
0
[4( 1) + 2] = 0 . (7.60)
We have assumed a
0
is the rst nonzero coecient in the series, so therefore we must have
(2 1) = 0 . (7.61)
This is the indicial equation, which we could have found earlier using p
0
= 1/2 and q
0
= 0 in
Eq. (7.43). In our example we nd two distinct roots,
1
= 1/2 and
2
= 0. For unequal real
roots we will follow the convention
1
>
2
.
If we nd two distinct roots
1
and
2
to the indicial equation then, except in the situation
where the two roots dier by an integer (to be explored later), we will obtain two linearly
independent solutions to the dierential equation, one corresponding to each root. That is, the
general solution will be a linear combination of the two independent solutions,
y(x) =

n=0
a
n
x
n+
1
+

n=0
b
n
x
n+
2
, (7.62)
where two of the coecients a
n
and b
n
will be xed from the initial or boundary conditions and
the rest are determined from recurrence relations that we derive below.
The technique to determine the coecients in the sums is basically the same as in Sec. 7.1.
By equating the coecient of x
n+
in Eq. (7.59) to zero,
4a
n+1
(n +)(n + + 1) + 2a
n+1
(n + + 1) + a
n
= 0 , (7.63)
we obtain a recurrence relation that gives a
n+1
as a function of a
n
,
a
n+1
=
1
2
1
(2n + 2 + 1)(n + + 1)
a
n
. (7.64)
Providing
1
=
2
we will therefore have two dierent recurrence relations, one for each root
of the indicial equation. Let us start with
1
= 1/2. This gives
a
n+1
=
1
4
1
(n + 1)(n +
3
2
)
. (7.65)
Series Solutions 93
Beginning with an arbitrary value for a
0
we therefore nd
a
1
=
1
4

1
1
3
2
a
0
(7.66)
a
2
=
1
4

1
2
5
2
a
1
=
(1)
2
4
2

1
2
5
2
1
3
2
a
0
(7.67)
a
3
=
1
4

1
3
7
2
a
2
=
(1)
3
4
3

1
3
7
2
2
5
2
1
3
2
a
0
. (7.68)
From the emerging pattern we see that for the nth term we will obtain
a
n
=
(1)
n
4
n

1
(1 2 3 n)
_
3
2

5
2

7
2

2n+1
2
_ a
0
. (7.69)
To simplify the the products we can rst observe that
2 4 6 2n = 2
n

_
2
2

4
2

6
2

2n
2
_
= 2
n
n! . (7.70)
Therefore for a product of odd numbers we have
1 3 5 (2n + 1) =
1 2 3 (2n + 1)
2 4 6 2n
=
(2n + 1)!
2
n
n!
. (7.71)
Using this last relation we can simplify the formula for a
n
(7.69) to
a
n
=
(1)
n
(2n + 1)!
a
0
. (7.72)
The series solution based on the root
1
= 1/2 is therefore
94 Lecture Notes on Mathematical Methods
y(x) = a
0

n=0
(1)
n
(2n + 1)!
x
n+
1
2
= a
0
_
x
1/2

x
3/2
3!
+
x
5/2
5!

_
= a
0
_

x
(

x)
3
3!
+
(

x)
5
5!

_
= a
0
sin
_
x
_
. (7.73)
Now we return to the other root of the indicial equation,
2
= 0. To make it clear that this
series is dierent from the one obtained using
1
, we will call the coecients b
n
instead of a
n
.
Notice in this case the series will only have integer powers, so in fact for this particular example
we could have found the solution with the ordinary series solution, but we would not have found
the other solution (7.73) above. Substituting = 0 into the recurrence relation gives
b
n+1
=
1
2
1
(2n + 1)(n + 1)
b
n
. (7.74)
Starting from an arbitrary value for b
0
, the rst several coecients are found to be
b
1
=
1
2

1
1 1
b
0
=
1
2
b
0
,
b
2
=
1
2

1
3 2
b
1
=
(1)
2
2
2
1
3 1 2 1
b
0
,
b
3
=
1
2

1
5 3
b
2
=
(1)
3
2
3
1
5 3 1 3 2 1
b
0
. (7.75)
From the emerging pattern we see that the coecient b
n
is
b
n
=
(1)
n
2
n
1
1 3 5 (2n 1) 1 2 3 n
b
0
. (7.76)
Using the relation (7.71) to simplify the product of odd integers, we can simplify (7.76) to
b
n
=
(1)
n
2
n
2
n1
(n 1)!
(2n 1)!
1
n!
b
0
=
(1)
n
(2n)!
b
0
. (7.77)
The series solution to the dierential equation corresponding to the root
2
= 0 is therefore
Series Solutions 95
y(x) = b
0

n=0
(1)
n
(2n)!
x
n
= b
0
_
1
x
2!
+
x
2
4!

x
3
6!
+
_
= b
0
_
1
(

x)
2
2!
+
(

x)
4
4!

(

x)
6
6!
+
_
= b
0
cos
_
x
_
. (7.78)
The general solution to the dierential equation (7.47) can therefore be written
y(x) = Acos
_
x
_
+ B sin
_
x
_
. (7.79)
Here we can see why for this particular problem we could have used the ordinary series method
to obtain the cosine solution, and then the sine solution could have been found using reduction
of order. This would work here because the cosine series only involves even powers of the
argument, which in this case is

x. Therefore that series only contains integer powers of x.
In coming chapters, however, we will see examples with nonzero values for both roots of the
indicial equation so we will need to use the Frobenius method.
7.2.5 Summary of the Frobenius method
Finally in this section we will state without proof the conditions under which one can expect to
nd solutions using the Frobenius method and the form of these solutions. We know a second
order dierential equation will have two linearly independent solutions, which we can call y
1
(x)
and y
2
(x). According to Fuchss theorem, as long as x = 0 is an ordinary point or regular
singular point, then the Frobenius method will lead to at least one of these solutions. Whether
we nd two independent solutions or only one depends on the roots of the indicial equation.
There are three possible cases, the solutions for which are given below in a form that allows
either x > 0 or x < 0 (see Ref. [3]):
1. Unequal roots and
1

2
not equal to an integer. In this case, the Frobenius method
will lead to two linearly independent solutions, one for each root, i.e.,
y
1
(x) = |x|

n=0
a
n
x
n
, (7.80)
y
2
(x) = |x|

n=0
b
n
x
n
. (7.81)
96 Lecture Notes on Mathematical Methods
2. Equal roots (
1
=
2
= ). The Frobenius method then provides only one solution; the
other can be be obtained using reduction of order. One thus nds two solutions which can
be written
y
1
(x) = |x|

n=0
a
n
x
n
, (7.82)
y
2
(x) = y
1
(x) ln |x| + |x|

n=0
b
n
x
n
. (7.83)
Notice that here the coecients a
n
and b
n
are not the same, even though there is only
one root . The recurrence relation for the coecients in each case is determined by
substituting the given functional form, y
1
or y
2
, into the dierential equation.
3. Unequal roots diering by an integer
1

2
= N. In this case the Frobenius method
gives one solution corresponding to the greater of the two roots
1
as
y
1
(x) = |x|

n=0
a
n
x
n
. (7.84)
The second solution is given by
y
2
(x) = ay
1
(x) ln |x| + |x|

n=0
b
n
x
n
(7.85)
for some constant value a (possibly zero), which, like the other coecients is determined
by substituting y
2
into the dierential equation.
In the solutions above, two of the coecients, usually taken to be a
0
and b
0
, are arbitrary, and
must be xed by the initial conditions. More details can be found in texts such as Refs. [2, 3]
and lecture notes [5, 6].