POLITEHNICA University of Bucharest Faculty of Aerospace Engineering

CHAPTER 6 Power Series Method

S.l.dr.ing.mat. Alina Bogoi Differential Equations

POLITEHNICA University of Bucharest Faculty of Aerospace Engineering

CHAPTER 6 Power Series Method

S.l.dr.ing.mat. Alina Bogoi Differential Equations

Series Solutions of Linear Equations

N-th order linear DE

Constant Coeff

variable Coeff

Homog(find yp)

NON-HOMOG
(find yp)

Cauchy-Euler

In General Power Series

Variational of Parameters

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Sec 6.1: Solution about Ordinary Points Sec 6.1.1: Review of Power Series Sec 6.1.2: Power Series Solutions Sec 6.2: Solution about Singular Points

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Power Series Definition Power Series Function by series Representing

An expression of the form

is a power series centered at x = 0. An expression of the form

n =0

n 2 n L c x = c + c x + c x + + c x +L n o 1 2 n

cn ( x a ) n
=0

=c o + c 1 ( x a ) + c 2 ( x a ) + L + c n ( x a ) + L
2

is a power series centered at x = a . The term c n ( x a ) is the nth terms; the number of a is the center.
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Power Series Radius of convergence

Theorem 5 The Convergence Theorem for Power Series There are three possibilities for an ( x a ) with respect to
n n =0

convergence: 1. There is a positive number R such that the series diverges for

x a > R but converges for x a < R. The series may or may not converges at either of the endpoints x = a R and x = a + R. 2. The series converges for every x (R = ). 3. The series converges at x=a and diverges elsewhere (R = 0).

The positive number R in the previous theorem is called the radius of convergence for the given power series. Diff_Eq_8_2012

Power Series Radius of convergence

Given a power series in its general form a0 + a1(x - c) + a2(x - c)2 + a3(x - c)3 + the radius of convergence is
an 1 R = lim | |= lim n a n n a n +1 n

provided that it exists or is equal to .

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Radius of Convergence = R

a ( x a)
n =0 n

Converges for

x a < R

aR

a+R

a ( x a)
n =0 n

Converges absolutely

if

a ( x a)
n =0 n

Converges

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Sum and Difference of power series

Suppose that we have two functions defined by power series f(x) = a0 + a1(x - c) + a2(x - c)2 + a3(x - c)3 + with radius of convergence R1 and g(x) = b0 + b1(x - c) + b2(x - c)2 + b3(x - c)3 + with radius of convergence R2 , then
f ( x) g ( x) = (an bn )( x c) n
n =1

Power Series

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and the radius of convergence is (i) min{R1, R2} if R1 R2 (ii) R1 if R1 = R2

Power Series

Product of power series

Suppose that we have two functions defined by power series f(x) = a0 + a1(x - c) + a2(x - c)2 + a3(x - c)3 + with radius of convergence R1 and g(x) = b0 + b1(x - c) + b2(x - c)2 + b3(x - c)3 + with radius of convergence R2 , then f(x)g(x) = a0 b0 + [a1 b0 + a0 b1 ](x - c) + [a2 b0 + a1 b1 + a0 b2](x - c)2 + [a3 b0 + a2 b1 + a1b2 + a0 b3](x - c)3 + and the radius of convergence is min{R1 , R2} unless either f(x) = 0 or g(x) = 0.
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 Product of Power Series Power series can be combined through the operations of addition, multiplication and division.
e x sin x x 2 x3 x 4 x3 x5 x7 = x 6 + 120 5040 L 1 + x + 2 + 6 + 24 + L 1 1 3 1 1 4 1 1 1 5 2 + x + L = (1) x + (1) x + + x + + x + 120 12 24 6 6 6 2
3 5 x x = x + x2 + L 3 30
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Power Series

Differentiation and Integration

Theorem Term - by term Differentiation
If f ( x ) = c n ( x a ) = c o + c 1 ( x a ) + c 2 ( x a ) + L + c n ( x a ) + L
n 2

converges for | x a |< R , then the series

n =0

nc n ( x a )
n =1

n 1

= c 1 + 2c 2 ( x a ) + 3c 3 ( x a ) + L + nc n ( x a )
2

n 1

+L

obtained by differentiating the series for f term by term, converges for | x a |< R , and represents f (x ) on that interval. If the series for f converges for all x , then so does the series for f .
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Power Series Differentiation and Integration

Theorem 2 Term - by - Term Integration
If f ( x ) = c n ( x a ) = c o + c 1 ( x a ) + c 2 ( x a ) + L + c n ( x a ) + L
n 2

converges for | x - a |< R , then the series

cn n
=1

n =0

( x a )n +1
n +1

= co ( x a ) + c1

( x a )2
2

+ c2

( x a )3
3

+ L + cn

( x a )n +1
n +1

+L

obtained by integrating the series for f term by term, x converges for | x - a |< R , and represents a f (t )dt on that interval. If the series for f converges for all x , then so does the series for the integral.

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Power Series Taylor Series of a Function

Suppose that a given function f(x) does have a power series representation f(x) = a0 + a1(x - a) + a2(x - a)2 + a3(x - a)3 + and we would like to find its coefficients an. We further have to assume that f(x) is infinitely differentiable at the point a, then its not hard to see that f(a) = a0 , f (a) = a1 , f (a) = 2a2 , f (3)(a) = 6a3 , f (n)(a) = n!an
a0 = f (a) a1 = f '(a)

thus

a2 =

f ''(a) 2!
n

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f ( ) (a) an = n!

Power Series Taylor Series of a Function

Theorem Taylor's Theorem with Remainder IF f : I R ,f C (I) [i.e. has derivatives of all orders in a open interval I containing a ], then for each positive integer n and for each x in I ,
f (n ) (a ) f ( x ) = f (a ) + f (a ) ( x a ) + (x a ) +L+ ( x a )n + n! 2! + Rn ( x )
2

f (a )

where

for some c between a and x .

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f (n +1) (c ) Rn ( x ) = ( x a )n +1 (n + 1)!

Power Series Maclaurin Series of a Function

Definition: Suppose that f(x) is infinitely differentiable in a neighborhood of a point a, then the Maclaurin Series of f is the Taylor series of f at a = 0, i.e.
f ( x ) = f ( a ) + f '( a )( x a ) + f ''( a ) f '''( a ) ( x a)2 + ( x a )3 + 2! 3! L

a=0

f ''(0) 2 f '''(0) 3 f ( x ) = f (0) + f '(0) x + x + x + L 2! 3! f ( k ) (0) k f ( x)= x k! k =0

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Power Series Maclaurin and Taylor Series

2n x 1 1 1 1 cos(x ) = 1 2! x + 4! x 6! x + 8! x K = (-1) (all real x ) (2n )! n =0 2n +1 x 3 5 7 9 n 1 1 1 1 sin(x ) = x 3! x + 5! x 7! x + 9! x K = (-1) (all real x ) (2n + 1)! n =0 2 4 6 8

Taylor series (Maclaurin series) for several functions

n

1 1 1 e = 1 + x + 2! x + 3! x + 4! x +K =

1 n x n =0 n !

(all real x )

1 2 3 n = 1+ x + ( x ) + ( x ) L + ( x ) + L = x n 1- x n =0 1 2 3 n = 1 x + x x L + ( x ) + L = (1)n x n 1+ x n =0 2n +1 x 1 1 1 tan (x ) = x 3 x +5 x 7 x + K = (-1) 2n + 1 Diff_Eq_8_2012 n =0 1 3 5 7

| x |< 1 | x |< 1 (|x | 1)

Operations of Power series: Theorems

(1) Equality of power series If
n n a ( x x ) = b ( x x ) , with n n a a n =0 n =0

R0

then Corollary

an = bn

,for all n

n a ( x x ) = 0, all an=0, for all n ,R>0 If n a n=0

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Identity Property If
n c ( x a ) =0 n n =0

cn = 0
analytic at

Definition: IF: (i.e)

f (x )

Is

x0 x
0

f ( x ) Can be represented by power series centerd at

f (x ) = c n (x x 0 )n
n =0

with

R>0

x x0 < R

Example :

Any polynomial such as

f 1 (x ) = e x
f 2 ( x ) = sin x f 3 ( x ) = cos x
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3 + 2x 4x 2 + 6x 3 x x2 x3 f 1 (x ) = 1 + + + + KK 1! 2! 3!

x3 x5 f 2 (x ) = x + KK 3! 5!
x2 x4 f 3 (x ) = 1 + KK 2! 4!

R =

Arithmetic of Power Series

Example:

write as a single power series

n (n 1)c n x
n =0

n +2

+ nc n x n + 2
n =2

Example:

write as a single power series

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

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Power Series for solving Ordinary Differential equations with non-constant coefficients

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Power Series Solution

Suppose the linear DE a2 ( x) y + a1 ( x) y + a0 ( x) y = 0 is put into y + P( x) y + Q( x) y = 0
DEFINITION

A point x0 is said to be an ordinary point if both P and Q are analytic at x0. A point that is not an ordinary point is said to be a singular point.
Since P and Q in is a rational function, P = a1(x)/a2(x), Q = a0(x)/a2(x) It follows that x = x0 is an ordinary point if a2(x0) 0.
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Singular Points
Definition: IF: (i.e)

f (x )

Is

analytic

at

x0 x
0

f ( x ) Can be represented by power series centerd at

f (x ) = c n (x x 0 )n
n =0

with

R>0

x x0 < R

Definition:

x0

Is

an ordinary point of the DE (*)

y ''+ P ( x ) y '+ Q ( x ) y = 0
IF:

(*)
x
0

P ( x ) and Q ( x )

are analytic at

A point that is not an ordinary point of the DE(*) is said to be singular point Special Case: Polynomial Coefficients

Example :
1) 2) ( x 2 25) y ''+ 2xy '+ y = 0 (x 2 -4) 2 y ''+ 3(x 2) y '+ 5 y = 0

a2 ( x ) y ''+ a1 ( x ) y '+ a0 ( x ) y = 0
a2 ( x0 ) = 0 x0 singular point ordinary point a2 ( x0 ) 0 x0 Diff_Eq_8_2012

3)

xy '' 2xy '+ 8 y = 0

Regular Singular Points

Definition:

x0

Is

a regular singular point of the DE (*)

y ''+ P ( x ) y '+ Q ( x ) y = 0
IF:

(*)
x
0

p ( x ) and q ( x )

are analytic at

where p ( x ) = ( x x 0 ) P ( x ) and q ( x ) = ( x x 0 ) 2Q ( x )
A singular point that is not a regular singular point of the DE(*) is said to be irregular singular point

Example :

2)

(x 2 - 4) 2 y ''+ 3( x 2) y '+ 5 y = 0

3)
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xy '' 2 xy '+ 8 y = 0

Theorem :

Existence of Power Series Solutions

a2 ( x ) y ''+ a1 ( x ) y '+ a0 ( x ) y = 0
IF x 0 is an ordinary point

1)We can find two-linearly independent y 1 , y 2 in the form

n c ( x x ) n 0

with

x x0 < R

2) R = distance from x 0 to the closest singular point (incl: complex points)

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Power series method (Contd)

Solution is expressed in the form of a power series.

Let

y = am x m = a0 + a1 x + a2 x 2 + a3 x3 + ..........
m=0

so,

y ' = mam x m 1 = a1 + 2a2 x + 3a3 x 2 + ..........

m =1

y '' = m(m 1)am x m 2 = 2a2 + 3.2a3 x + 4.3a4 x 2 ..........

m=2
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Power series method (Contd)

Substitute

y, y , y

'

''

Collect like powers of x Equate the sum of the co-efficients of each occurring power of x to zero. Hence the unknown co-efficients can be determined.

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Example 1
Solve

d2y + y=0 2 dx
y = cn x n = c0 + c1 x + c2 x 2 + c3 x 3 + ....

P( x) = 0, Q( x) = 1, R( x) = 0
dy 2 = c1 + 2c2 x + 3c3 x + .... = ncn x n 1 dx n =1

Consider x0=0

n =0

d2y = 2c2 + 3 2c3 x + .... = n(n 1)cn x n 2 2 dx n=2

n=2

n(n 1)cn x

n2

+ cn x n = 0
n =0

replacing n by n+2

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n =0

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

Example 1
n =0 n [ ] ( n + 2 )( n + 1 ) c + c x =0 n+2 n

The coefficient of each power of x must be zero; that is,

(n + 2)(n + 1)cn+ 2 + cn = 0
c0 c = 0 2 2! c c c3 = 1 = 1 6 3! c c c4 = 2 = 0 12 4! c c c5 = 3 = 1 20 5! c2 =

n = 0; n = 1; n = 2; n = 3;

2c2 + c0 = 0, 3 c3 + c1 = 0,

thus thus

(1) k c2 k = c0 (2k )!

k = 1, 2,...

4 3c4 + c2 = 0, thus 5 4c5 + c3 = 0, thus

(1) k c2 k +1 = c1 k = 0,1, 2,... (2k + 1)!

x2 x4 (1) n 2 n x3 x5 (1) n 2 n 1 + ... y = c0 1 + + ... + x + ... + c1 x + + ... + x (2n)! 3! 5! (2n + 1)! 2! 4! = c0 cos x + c1 sin x
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Example 2
( x + 1) y + xy y = 0
2

y ( x ) = cn x n (analytic at x = 0)
n =0

Radius of convergence? Step 1

(x
n=2

+ 1) n ( n 1) cn x
n=2 n n=2

n2

+ x ncn x
n =1 n2

n 1

cn x n = 0
n =0 n n =0

n ( n 1) cn x + n ( n 1) cn x
Step 2
k =2

+ ncn x cn x n = 0
n =1

k=n
k

k=n2
k

k=n
k

k=n

k k k 1 c x + k + 2 k + 1 c x + kc x c x ( ) ( )( ) k k =0 k k +2 k =0 k =1 k =0

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k k k 1 c x + k + 2 k + 1 c x + kc x c x ( ) ( )( ) k k =0 k k +2 k k k k =2 k =0 k =1 k =0

Step 3 2c2 c0 + (6c3 + c1 c1 ) x k=0 k=1

+ [k ( k 1) ck + ( k + 2 )( k + 1) ck + 2 + kck ck ]x k = 0
k =2

2c2 c0 + 6c3 x + [(k +1) ( k 1) ck + ( k + 2 )( k + 1) ck + 2 ]x k = 0

k =2

Step 4

2c2 c0 =0

6c3 =0

ck +2 = k 1 ck k+2

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2c2 c0 =0 c2 =c0 /2
c0, c1

6c3 =0 c3 =0

ck + 2 = 1 k ck k +2

c2 =c0 /2 c3 =0
c4 = 1 c2 = 1 c0 = 21 c0 4 24 2 2! c5 = 2 c3 = 0 5 c6 = 3 c4 = 3 c0 = 33 c0 6 246 2 3!

c7 = 4 c5 = 0 7 5 c c8 = 5 c6 = 3 5 c0 = 3 4 8 2 4 6 8 2 4! 0 c9 = 6 c7 = 0 9 : :

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Step 5
2 4 6 8 10 x x 3 x 3 5 x 3 5 7 x LL + c1 x y ( x ) = cn x = c0 1 + 2 + 3 4 + 5 2 2 2! 2 3! 2 4! 2 5! n =0 y2 y 1 y ( x) = c y ( x) + c y ( x) n 0 1 1 2

1 3 5L(2n 3) 2 n y1 ( x ) = 1 + 1 x 2 + (1) n1 x n 2 2 n! n=2

y2 ( x ) = x

|x| < 1 (Why?)

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Example 2
Solve y"+ (cos x) y = 0 Solution We see x = 0 is an ordinary point of the equation. Using the Maclaurin series for cos x, and using y = c n x n n=0 y + (cos x ) y , we find

= n ( n 1)cn x n 2
n=2

x2 x4 x6 n + + + L c x 1 n 2 ! 4 ! 6 ! n =0

1 2 1 3 = 2c2 + c0 + (6c3 + c1)x + 12c4 + c2 c0 x + 20c5 + c3 c1 x + L 2 2 =0

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Example 2
It follows that

and so on. This gives c2 =1/2c0, c3 =1/6c1, c4 = 1/12c0, c5 = 1/30c1,. By grouping terms we get the general solution y = c0y1 + c1y2, where the convergence is |x| < , and

1 1 2c2 + c0 = 0 , 6c3 + c1 = 0 , 12c4 + c2 c0 = 0 , 20c5 + c3 c1 = 0 2 2

1 2 1 4 y1 ( x) = 1 x + x L 2 12 1 3 1 5 y2 ( x ) = 1 x + x L 6 30
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Examples

Example 1: Solve

y y=0
'

Example 2: Solve

y = 2 xy
'

Example 3: Solve

y +y=0
''

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Frobenius Theorem
Theorem : IF x 0 is a regular singular point

a2 ( x ) y ''+ a1 ( x ) y '+ a0 ( x ) y = 0
1) There exists at least one solution in the form y = ( x x0 )
r

c (x x ) = c (x x )
n n =0 n 0 n 0

n+r

2) The series will converge at least on some interval 0 < x - x0 < R

Remember!!

x0

Is

a regular singular point of the DE (*)

y ''+ P ( x ) y '+ Q ( x ) y = 0
IF:

(*)
x
0

p ( x ) and q ( x )

are analytic at

where p ( x ) = ( x x 0 ) P ( x ) and q ( x ) = ( x x 0 ) 2Q ( x )
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Frobenius Theorem
Theorem : IF x 0 is a regular singular point

a2 ( x ) y ''+ a1 ( x ) y '+ a0 ( x ) y = 0
1) There exists at least one solution in the form

(x x 0 ) n + r

2) The series will converge at least on some interval 0 < x - x0 < R

Example :

(x 2 - 4) 2 y ''+ 3( x 2) y '+ 5 y = 0
n +r c ( x 2) n n =0

X=2 is a regular singular point . We can find at least one sol in the form

with
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0< x 2< R

Frobenius Theorem
Theorem : IF x 0 is a regular singular point

a2 ( x ) y ''+ a1 ( x ) y '+ a0 ( x ) y = 0
1) There exists at least one solution in the form

(x x 0 ) n + r

2) The series will convereg at least on some interval 0 < x -x0 < R

Example :

xy '' 2xy '+ 8 y = 0

n +r c x n n =0

X=0 is a regular singular point . We can find at least one sol in the form

with
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0<x <R

We need to find all Cn and r

Indicial Equation
2nd order case y + P ( x ) y + Q ( x ) y = 0 If x0 is a regular singular point

( x x0 ) 2 y + ( x x0 ) p ( x ) y + q ( x ) y = 0
where p ( x ) = ( x x0 ) P ( x ) p(x) and q(x) are analytic

q ( x ) = ( x x0 ) 2 Q ( x )
2

p ( x ) = a0 + a1 ( x x0 ) + a2 ( x x0 ) + LLL
q ( x ) = b0 + b1 ( x x0 ) + b2 ( x x0 ) + LLL
2

y ( x ) = cn ( x x0 )
n =0

n+ r

y ( x ) = cn (n + r ) ( x x0 )
n =0

n + r 1

,
n+ r 2

y ( x ) = cn (n + r )(n + r 1) ( x x0 )
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n =0

y(x), y'(x), y''(x), p(x), q(x) ( x x0 ) 2 y + ( x x0 ) p ( x ) y + q ( x ) y = 0

cn (n + r )(n + r 1) ( x x0 )
n =0

n+r

+ a0 + a1 ( x x0 ) + a2 ( x x0 ) + LLL
2

( (

cn (n + r ) ( x x0 )
n =0 n+r

n+ r

+ b0 + b1 ( x x0 ) + b2 ( x x0 ) + LLL
2

cn ( x x0 )
n =0

=0

(x x0) r is the smallest coefficient equal to 0.

c0 r (r 1) + c0 a0 r + c0b0 = 0 r (r 1) + a0 r + b0 = 0
indicial equation

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For the 2nd order case

r (r 1) + a0 r + b0 = 0

two roots: r1, r2

(Case 1) r1 r2 and r1, r2 are real, r2 r1 positive integer

y1 ( x) = cn ( x x0 )
n =0

n + r1

and y2 ( x) = bn ( x x0 )
n =0

n + r2

(Case 2) r1 r2 and r1, r2 are real, r2 r1 = integer

y1 ( x) = cn ( x x0 )
n =0

n + r1

, c0 0
n + r2

y2 ( x) = Cy1 ( x)ln x + bn ( x x0 )
n =0
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, b0 0

where C is a constant that could be zero.

(Case 3) r1 = r2

y1 ( x ) = cn ( x x0 )
n =0

n + r1

, c0 0
n + r2

y2 ( x ) = y1 ( x ) ln x + bn ( x x0 )
n =1

(Case 4) r1 r2 and r1, r2 are complex

If we already have a known solution y1, then the second solution can be obtained by the method of reducton of order.

y2 ( x) = y1 ( x)
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exp( P( x)dx) y12 ( x)

dx

Provenext page.

Prove

F ro m y + P ( x ) y + Q ( x ) y = 0, w e g et y1 + P ( x ) y1 + Q ( x ) y 1 = 0 y 2 y1 + P ( x ) y1 + Q ( x ) y1 = 0 (1) y 2 + P ( x ) y 2 + Q ( x ) y 2 = 0 y1 y 2 + P ( x ) y 2 + Q ( x ) y 2 = 0 ( 2 ) B y ( 2 ) - (1), y1 y 2 y 2 y1 + P ( x ) y1 y 2 y 2 y1 = 0

( y1 y 2 y 2 y1 ) + P ( x ) y1 y 2 y 2 y1 = 0 y1 y 2 y 2 y1 = c ex p ( P ( x ) d x ) c ex p ( P ( x ) d x ) y1 y 2 y 2 y1 = 2 y1 y 12 c ex p ( P ( x ) d x ) y2 d( ) = y1 y12 y2 = y1

c ex p ( P ( x ) d x ) y
2 1

, let c = 1, .

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so y 2 = y 1

ex p ( P ( x ) d x ) y
2 1

Frobenius Theorem
Example :

Solve:

xy ''+ y = 0
n +r c x n n =0

X=0 is a regular singular point . We can find at least one sol in the form

We need to find all Cn and r

y = c 0x

+ c 1x

1+ r

+ c 2x

2+r

+ c 3x

3+ r

+ c 4x

4+r

+KK

y ' = rc 0 x r 1 + (1 + r )c1x r + (2 + r )c 2 x 1+ r + (3 + r )c 3 x 2+ r + (r + 4)c 4 x 3+ r + KK y '' = r ( r 1)c 0 x r 2 + (1 + r ) rc1x r 1 + (2 + r )(1 + r )c 2 x r + +(3 + r )(2 + r )c 3 x 1+ r + ( r + 4)(3 + r )c 4 x 2 + r + KK xy '' = r ( r 1)c 0 x r 1 + (1 + r ) rc1x r + (2 + r )(1 + r )c 2 x r +1 + +(3 + r )(2 + r )c 3 x 2 + r + ( r + 4)(3 + r )c 4 x 3+ r + KK
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Indicial Equations ( indicial roots)

indicial equation is a quadratic equation in r that results from equating the total coefficient of the lowest power of x to zero
Example :

xy ''+ y = 0

r ( r 1) = 0 r1 = 1 > r2 = 0
(*)

indicial equation indicial roots

y ''+ P ( x ) y '+ Q ( x ) y = 0

where p ( x ) = xP ( x ) and q ( x ) = x 2Q ( x ) a 0 =p (0) and b 0 =q (0)

indicial equation
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r ( r 1) + a0 r + b 0 = 0

Indicial Equations ( indicial roots)

y ''+ P ( x ) y '+ Q ( x ) y = 0 (*)

indicial equation

where p ( x ) = xP ( x ) and q ( x ) = x 2Q ( x ) a 0 =p (0) and b 0 =q (0)

r ( r 1) + a0 r + b 0 = 0

Example :

Find the indicial roots:

indicial equation

3xy ''+ y ' y = 0

Example :

r (3r 2) = 0

Find the indicial roots:

indicial equation

2xy ''+ (1 + x ) y '+ y = 0

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r (2r 1) = 0

Example ( x 2 4) 2 y + 3( x 2) y + 5 y = 0

P ( x) =

3 ( x 2)( x + 2) 2

Q ( x) =

5 ( x 2) 2 ( x + 2) 2

x = 2 is a x = 2 is a

? ?

point point

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Example 2

3 xy + y y = 0
Step 1

y ( x ) = cn x n+ r
n =0
n =0 n =0

3 cn (n + r )(n + r 1) x n+ r 1 + cn (n + r ) x n+ r 1 cn x n+r = 0
n =0

Step 2 Power

k=n

k=n

n=k1 k=n+1

3 ck (k + r )(k + r 1) x k + r 1 + ck (k + r ) x k + r 1 ck 1 x k + r 1 = 0
k =0 k =0 k =1
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Step 3

[3c0r (r 1) + c0r ] x
Step 4

r 1

+ [3ck (k + r )(k + r 1) + ck (k + r ) ck 1 ] x k +r 1 = 0
k =1

3r (r 1) + r = 0
Step 5

3r 2 2r = 0

r (3r 2) = 0

r = 0 or 2 / 3 3ck (k + r )(k + r 1) + ck (k + r ) ck 1 = 0
ck = 1 ck 1 (k + r )(3k + 3r 2)

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ck =
Step 6

1 ck 1 (k + r )(3k + 3r 2)
r = 2/3

r=0

ck 1 ck = k (3k 2)

ck =

1 c (3k + 2)k k 1

c0 c1 = 1 1 c c c2 = 1 = 0 2 4 2!1 4 c0 c c3 = 2 = 3 7 3!1 4 7 c3 c0 c4 = = 4 10 4!1 4 7 10

:

c0 5 1 c c c2 = 1 = 0 8 2 2!5 8 c1 = c0 c2 c3 = = 11 3 3!5 8 11 c c0 c4 = 3 = 14 4 4!5 8 1114 : c0 cn = n!5 8 11LL(3n + 2)

c0 cn = n!1 4 7LL(3n 2)
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Solution of Example 2

y = C1 y1 + C2 y2
1 y1 ( x ) = x 1 + xn n=1 n!1 4 7LL(3n 2) 0

y2 ( x ) = x

2/3

n 1 1 + n!5 8 11LL(3n + 2) x n=1

x ( 0, )

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Examples 4, 5

xy + y = 0
Step 1

y ( x ) = cn x n+r
n =0

cn (n + r )(n + r 1) x
n =0

n + r 1

+ cn x n+r = 0
n =0

Step 2
k =0

n=k

n = k 1
k + r 1

ck (k + r )(k + r 1) x
Step 3
k =1

+ ck 1 x k + r 1 = 0
k =1

c0 r (r 1) x r 1 + [ck (k + r )(k + r 1) + ck 1 ]x k + r 1 = 0

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Step 4 Step 5 Step 6

r (r 1) = 0 r = 0 or 1 ck 1 ck = (k + r )(k + r 1)
r=1

ck =

ck 1 (k + 1)k

cn = (1) n

c0 (n + 1)!n !

(1)n n (1)n n y1 ( x ) = x 1 + x = x x + + n n n n !( 1)! !( 1)! n=1 n =0 (1)n n+1 = x n n + !( 1) ! n =0

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Step 6

r=0

ck 1 ck = (k 1)k

k=1
Step 3

ck (k + r )(k + r 1) + ck 1 = c1 0 + c0 = 0
(k = 1, r = 0 )

c0=0, real c1

c1 c2 = 1 2 c1 cn = (n 1)! n!
0

c2 c1 c3 = = 2 3 1 2 2 3

(1)n1 n (1)n1 n (1)m y2 ( x ) = x x + x = x = x m+1 m!(m + 1)! n=2 (n 1)!n! n=1 (n 1)!n! m =0 m=n1

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Special Functions
Bessels equation of order v

x 2 y + xy + ( x 2 v 2 ) y = 0

Solution: c1 J v ( x ) + c2Yv ( x )
2 n+v

(1) n x Jv ( x) = n! (1 + v + n ) 2 n =0

()

: 1st kind Bessel function : 2nd kind Bessel function

cos v J v ( x ) J v ( x ) Yv ( x ) = sin v Legendres equation of order n

(1 x 2 ) y 2 xy + n(n + 1) y = 0

One of the solution: Legendre polynomials

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57

Gamma function

( x ) = t x1e t dt
0

modified Bessel equation of order v c1Iv( x) + c2Kv(x) x 2 y + xy ( x 2 + v 2 ) y = 0 modified Bessel equation of the 1st kind modified Bessel equation of the 2nd kind

modified Bessel equation of the 3nd kind x 2 y + (1 2a ) xy + (b 2c 2 x 2 c + a 2 p 2c 2 ) y = 0

I v ( x ) = i v J v ( ix ) I v ( x ) I v ( x ) Kv ( x ) = sin v 2

c c y = xa c J ( bx ) c Y ( bx ) + 2 p 1 p

spherical Bessel functions

v = 1 , 3 , 5 , LL 2 2 2

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6.3.1 Bessels Equation

6.3.1.1 Solving for Bessels equation of order v

x 2 y + xy + ( x 2 v 2 ) y = 0
Steps 1~3

y ( x ) = cn x n+r
n =0

c0 (r v ) x + c1 ((1 + r ) v ) x
2 2
r

r +1

+ [ck ((k + r ) 2 v 2 ) + ck 2 ]x r +k = 0
k =2

Step 4 r 2 v 2 = 0

two roots: v and v

ck = ck 2 v 2 (k + r )2

2 2 Step 5 c1 ( (1 + r ) v ) = 0

c1 = 0
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ck =

ck 2 v 2 (k + r )2

59

Step 6 r = v

ck =

ck 2 k ( k + 2v )

r = v

ck =

ck 2 k ( k 2v )

c1 = 0, c3 = c5 = c7 = c9 = .. = 0
c0 c2 n = (1) 2 4 6LL 2n (2 + 2v)(4 + 2v)(6 + 2v)LL(2n + 2v)
n

(1) n c0 = 2n 2 n!(1 + v)(2 + v)(3 + v)LL (n + v) c2 n = (1) n

when r = v

c0 2 4 6LL 2n (2 2v)(4 2v)(6 2v)LL (2n 2v)

(1) n c0 = 2n 2 n !(1 v)(2 v)(3 v)LL(n v)

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when r = v

6.3.1.2 Gamma function: a generalization of n!

( x ) = t x1e t dt
0

60

properties of Gamma function (1) ( n + 1) = n!

(1) = 0! = 1

when n is a positive integer

(2) ( x + 1) = x ( x )
( 2 + v ) = (1 + v) (1 + v ) ( 3 + v ) = (2 + v) ( 2 + v )

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Solving for Bessel function

( 1) n c0 c2 n = 2 n 2 n !(1 + v)(2 + v)(3 + v)LL (n + v)

61

when r = v

Set

c0 =

(1) n c2 n = 2 n+v 2 n !(1 + v)(2 + v)(3 + v)LL( n + v)(1 + v) (1) n = 2 n+v 2 n !(2 + v)(3 + v)LL (n + v)(2 + v) (1) n = 2 n+v 2 n !(3 + v)LL(n + v)(3 + v) M (1) n = 2 n+v 2 n !(n + v + 1)
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1 2v (1 + v)

r = v

set c0 =

(1) n c2 n = 2 nv 2 n !(n v + 1)
n+ r c x n n =0

1 2 v (1 v)

62

Two independent solutions of the Bessels equation

When r = v When r = v

(1) n x Jv ( x) = n! (1 + v + n ) 2 n =0

()

2 n+v

(1) n x J v ( x ) = n ! (1 v + n ) 2 n =0

()

2 n v

Bessel functions of the first kind of order v and v

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 We define Jv(x) by

Bessels Functions of the First Kind

(1) x J v ( x) = n =0 n!(1 + v + n) 2
n 2 n+v

and

(1) x J v ( x ) = n =0 n!(1 v + n) 2
n

2 n v

In other words, the general solution of on (0, ) is y = c1Jv(x) + c2J-v(x), v integer

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: 1st kind Bessel function

Hence for any value of v, the general solution of (1) is

y = c1 J v ( x ) + c2Yv ( x )
Yv(x) is called the Bessel function of the second kind of order v. shows Y0(x) and Y1(x).
Bessels equation of order v Solution: c1 J v ( x ) + c2Yv ( x )
2 n+v

x 2 y + xy + ( x 2 v 2 ) y = 0 (1) n x Jv ( x) = n! (1 + v + n ) 2 n =0

()

: 1st kind Bessel function : 2nd kind Bessel function

cos v J v ( x ) J v ( x ) Yv ( x ) = sin v

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6.3.1.4 Bessel function of the 1st kind (order m) (1) J0(0) = 1, Jm(0) = 0 for m 0

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Properties
(1) J ( x ) = ( 1) m J ( x) m m (2) (3)

J m ( x) = (1) J m ( x)
m

0 , m > 0 J m ( 0) = 1 , m = 0

(4) xJ ( x) = J ( x) xJ ( x). +1 (5) (6)

d x v J ( x) = x v J ( x) v v +1 dx d x v J ( x) = x v J ( x) v 1 dx v

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6.3.1.5 Bessel function of the 2nd kind (1) lim Ym ( x ) =

x0

(2) Zero crossing

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Modified Bessels equation x 2 y + xy + ( x 2 v 2 ) y = 0

2 2 2 2 (A) x y + xy + ( x v ) y = 0

c1Jv(x) + c2Yv(x) c1Jv( x) + c2Yv( x)

Proof: Set t = x
dy dt dy dy = = dx dx dt dt
2 d 2 y dt d dy dy d y 2 d = Similarly, dx = dt dt = 2 dx dt dx dt 2 2 2 2 dy 2 2 2 2 2 d y 2 t 2 t t x y + xy + ( x v ) y = 2 ( v )y + + 2 2 dt dt 2 dy 2 d y 2 2 Bessel equation t t v ( )y = 0 =t + + 2 dt dt

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y = c1Jv(t) + c2Yv(t) = c1Jv( x) + c2Yv( x)

(B) modified Bessel equation of order v x 2 y + xy ( x 2 + v 2 ) y = 0 c1Iv( x) + c2Kv(x) 2 2 2 2 x y + xy + (i x v ) y = 0 modified Bessel function of the first v I v ( x ) = i J v ( ix ) kind of order v
y = c1 J v ( ix ) + c 2 J ( ix ), where u m , m = 0,1, 2, L .

y = c1 J v ( ix ) + c 2Yv ( ix ), where u = m , m = 0,1, 2, L . We modify it to y = A1 J m ( x ) + A2 K m ( x ), where K v ( x ) =

I ( x ) I v ( x ) , K m ( x ) = lim K v ( x ). 2 sin um

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modified Bessel function of the second kind of order v

Example
Consider the DE
x 2 y"+ xy'+( x 2 1/4) y = 0

We find v = , and the general solution on (0, ) is

y = c1 J1/2 ( x ) + c2 J 1/2 ( x )

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 Spherical Bessel Function

J
1 2

(x) = ? 1 = , w e get J 2 (x) =

W ith

1 2

n = 0

x 1 n ! (1 + n + ) 2 2
n

( 1)

2 n +

1 2

B y (1 + ) = ( ) a n d n = 0 : (1 +

1 ) = 2

, w e fin d

1 1 ) = 2 2 3 3 1 3! n = 1 : (1 + ) = = 2 2 2 23 M 1 (2 n - 1) ! ) = . n = n : (1 + n + 2 2 2 n +1 n ! ( 1) n So, J 1 (x) = (2 n - 1) ! n = 0 2 n ! 2 2 n +1 n ! 1 1 F r o m s in x = x x3 + x5 3! 5 !

x 2 L =

2 n +

1 2

n = 0

( 1)n x (2 n + 1) !
2 n +1

2 n +1

n = 0

( 1)n x (2 n + 1) !

so w e get J

1 Diff_Eq_8_2012 2

(x) =

s in x .

Spherical Bessel Functions

Jv(x)

v = 1 , 3 , 5 , LL 2 2 2 2 sin x x 2 cos x x

spherical Bessel functions

J1/ 2 ( x) = J 1/ 2 ( x) =

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6.3.2 Legendres Equation

6.3.2.1 Legendres Equation (1 x 2 ) y 2 xy + n(n + 1) y = 0

y ( x ) = ck x k
k =0

n(n + 1) 2 (n 2)n(n + 1)(n + 3) 4 y1 ( x ) = c0 1 x + x 2! 4! (n 4)(n 2)n(n + 1)(n + 3)(n + 5) 6 x + LL 6! (n 1)(n + 2) 3 (n 3)(n 1)(n + 2)(n + 4) 5 y2 ( x ) = c0 x x + x 3! 5! (n 5)(n 3)(n 1)(n + 2)(n + 4)(n + 6) 7 x + LL 7! Diff_Eq_8_2012