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Constant Coeff

variable Coeff

Homog(find yp)

NON-HOMOG

(find yp)

Cauchy-Euler

Variational of Parameters

Diff_Eq_8_2012

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

Diff_Eq_8_2012

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.

Diff_Eq_8_2012

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

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

Diff_Eq_8_2012

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

Diff_Eq_8_2012

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

Diff_Eq_8_2012

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.

Diff_Eq_8_2012

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

Diff_Eq_8_2012

Power Series

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

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 .

Diff_Eq_8_2012

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

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.

Diff_Eq_8_2012

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

Diff_Eq_8_2012

f ( ) (a) an = n!

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

Diff_Eq_8_2012

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

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

Diff_Eq_8_2012

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

n

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

1 n x n =0 n !

(all real x )

(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

Diff_Eq_8_2012

Identity Property If

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

cn = 0

analytic at

f (x )

Is

x0 x

0

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

n =0

with

R>0

x x0 < R

Example :

f 1 (x ) = e x

f 2 ( x ) = sin x f 3 ( x ) = cos x

Diff_Eq_8_2012

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 =

Example:

n (n 1)c n x

n =0

n +2

+ nc n x n + 2

n =2

Example:

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

Diff_Eq_8_2012

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

Diff_Eq_8_2012

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.

Diff_Eq_8_2012

Singular Points

Definition: IF: (i.e)

f (x )

Is

analytic

at

x0 x

0

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

n =0

with

R>0

x x0 < R

Definition:

x0

Is

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)

Definition:

x0

Is

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)

Diff_Eq_8_2012

xy '' 2 xy '+ 8 y = 0

Theorem :

a2 ( x ) y ''+ a1 ( x ) y '+ a0 ( x ) y = 0

IF x 0 is an ordinary point

n c ( x x ) n 0

with

x x0 < R

Diff_Eq_8_2012

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,

m =1

m=2

Diff_Eq_8_2012

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.

Diff_Eq_8_2012

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

n=2

n(n 1)cn x

n2

+ cn x n = 0

n =0

replacing n by n+2

Diff_Eq_8_2012

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

(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,...

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

Diff_Eq_8_2012

Example 2

( x + 1) y + xy y = 0

2

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

n =0

(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

Diff_Eq_8_2012

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

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

k =2

k =2

Step 4

2c2 c0 =0

6c3 =0

ck +2 = k 1 ck k+2

Diff_Eq_8_2012

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 : :

Diff_Eq_8_2012

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

y2 ( x ) = x

Diff_Eq_8_2012

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

Diff_Eq_8_2012

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

Diff_Eq_8_2012

Examples

Example 1: Solve

y y=0

'

Example 2: Solve

y = 2 xy

'

Example 3: Solve

y +y=0

''

Diff_Eq_8_2012

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

Remember!!

x0

Is

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 )

Diff_Eq_8_2012

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

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

Diff_Eq_8_2012

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 :

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

Diff_Eq_8_2012

0<x <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 )

Diff_Eq_8_2012

n =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

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

indicial equation

Diff_Eq_8_2012

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

y1 ( x) = cn ( x x0 )

n =0

n + r1

and y2 ( x) = bn ( x x0 )

n =0

n + r2

y1 ( x) = cn ( x x0 )

n =0

n + r1

, c0 0

n + r2

y2 ( x) = Cy1 ( x)ln x + bn ( x x0 )

n =0

Diff_Eq_8_2012

, b0 0

(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

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)

Diff_Eq_8_2012

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, .

Diff_Eq_8_2012

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

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

Diff_Eq_8_2012

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

(*)

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

indicial equation

Diff_Eq_8_2012

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

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

indicial equation

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

Example :

indicial equation

Example :

r (3r 2) = 0

indicial equation

Diff_Eq_8_2012

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

Diff_Eq_8_2012

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

Diff_Eq_8_2012

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)

Diff_Eq_8_2012

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 cn = n!1 4 7LL(3n 2)

Diff_Eq_8_2012

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

x ( 0, )

Diff_Eq_8_2012

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

Diff_Eq_8_2012

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 !

Diff_Eq_8_2012

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

Diff_Eq_8_2012

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

()

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

Diff_Eq_8_2012

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

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

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

Diff_Eq_8_2012

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

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

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

c1 = 0

Diff_Eq_8_2012

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

when r = v

Diff_Eq_8_2012

when r = v

( x ) = t x1e t dt

0

60

(1) = 0! = 1

(2) ( x + 1) = x ( x )

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

Diff_Eq_8_2012

( 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)

Diff_Eq_8_2012

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

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

Diff_Eq_8_2012

We define Jv(x) by

(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

Diff_Eq_8_2012

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

()

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

Diff_Eq_8_2012

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

Diff_Eq_8_2012

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

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

Diff_Eq_8_2012

x0

Diff_Eq_8_2012

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

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

Diff_Eq_8_2012

(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 .

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

Diff_Eq_8_2012

Example

Consider the DE

x 2 y"+ xy'+( x 2 1/4) y = 0

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

Diff_Eq_8_2012

J

1 2

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 .

Jv(x)

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

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

Diff_Eq_8_2012

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

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