16 views

Uploaded by Alex

Power series lecture.

save

- Sequences (Ch.11)
- Fourier Series, Sine Series, Cosine Series
- fqsdfqsd
- Operator Laplace
- June 2012 Pure Mathematics u2 p2
- Farris, Frank - Wheels on Wheels on Wheels - Surprising Symmetry
- seq andseries
- Docslide.net Math 55 Finals Samplex 3
- Calculus Third Semester (UP)
- Math Courses
- Fejér
- Calculus II by Paul Dawkins
- Understanding Analysis
- Zeno's Stadium Paradox
- 2-2 Arithmetic and Geometric Series (Presentation)
- Kinematic Equations and Problem-Solving.pdf
- 223193398-2014-2-JOHOR-SMK-TunHabab-KotaTinggi-MATHS-Q.pdf
- Srmee2012 Ug Syllabus
- Some Comments on Teaching the Decimal Representations of Real Numbers at School
- Jjc 2016 Prelim h2 Ma p1 Qn
- Sachin Mth 102
- 2820
- ed321 seiberlich observed lesson self assessment
- TIME EVOLUTION OF CURRENT DENSITY FOR A PHOTOREFRACTIVE MATERIAL: OXIDE OF SILICON AND BISMUTH (BSO)
- dc lesson privacy and security with systems of equations
- Principles of Digital Communications
- vit_maths
- SADIKU-numerical EM theory2
- HW2.pdf
- Nilesh Math Term Paper
- 343088549-AISC-Section-Table-pdf-pdf.pdf
- Moment Curvature Characteristics
- Moment-Curvature Relationship Curve
- Irregular Section Channel (Java)
- Irregular Channel
- Irregular Section.pdf
- Irregular Channel.pdf
- Open Channel Lib
- Simplified Earthquake Analysis of Dam Foundation
- Flat_Plate_Deflection-Chapter13.pdf
- Coefficient of Friction
- Excel Equation Parser.vb.pdf
- Numerical Modelling and Hydraulics.pdf
- Application of Finite Difference Method to Study of the Phenomenon in the Theory of Thin Plates.pdf
- Assignment 01 (Plates and Shells)

You are on page 1of 12

**2.1 Power Series Method
**

The power series method is the standard basic method for solving linear differential

equations with variable coefficients.

Power Series

Power series is an infinite series of the form

a (x x )

n

n

0

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

(1)

n 0

**The constants a0, a1, . . . , an are called the coefficients of the series, the constant x0 is called the
**

center of the series and x is a variable.

If in particular x0 = 0, we obtain a power series of x

a x

n

n

a0 a1 x a2 x 2

n0

Basic Concepts

Convergence Interval. Radius of Convergence

1. The series of eq. 1 always converges at x = x0.

2. If there are farther values of x for which the series converges, these values form an

interval, called the convergence interval. If this interval is finite, it is of th form

/ x-x0 / < R

R is called the radius of convergence and can be obtained from

1

a. R

lim

n

un 1

un

b. R

1

lim

n

n

un

Maclaurin Series y ( x) y (0) y ' (0) x y" (0) y ( x) y (0) y (n) (0) n 1 x2 xn y ( n ) (0) 2! n! xn n! Familiar Maclaurin Series 1 xn 1 x x2 1 x n0 xn n! 1 x ex n0 x 2 x3 2! 3! (1) n x 2 n x2 x4 1 (2n)! 2! 4! n 0 cos x sin x (1) n x 2 n 1 x3 x5 x (2n 1)! 3! 5! n0 Differentiation of Power Series y a x n 0 y' n n na x n 1 n n 1 y" n(n 1)a x n2 n n2 Vanishing of Coefficients If a power series has a positive radius of convergence and a sum that is identically zero throughout its interval of convergence. Shifting Summation Indices n( n 1 )an x n 0 n 2nan x n 1 n 1 n( n 1 )an x n 0 n 2( n 1 )an1 x n n 0 . then each coefficient of the series must be zero.

Solution: (5) . Solve the equation y” + 9y = 0 near an ordinary point x = 0. .2. . The point x = x1 for which b0(x1) = 0 is called a singular point of eq. 2 has power series solutions in the form y ( x) a x n n a0 a1 x a2 x 2 n 0 (3) By the Maclaurin series y( x) y(0) y ( n) (0) n 1 xn n! (4) the series will converge to y(x) throughout some interval about x = 0 and led to a solution in power series form. 5. 5. + bn-1(x)y’ + bn(x)y = R(x) 1. The point x = x0 for which b0(x0) 0 is called an ordinary point of eq. then eq. and p(x) and q(x) are polynomial coefficients that have power series representations. 2. Solutions near an ordinary point Ex.2 Linear Equation and Power Series Solution Consider a second order homogeneous linear differential equation b0(x)y” + b1(x)y’ + b2(x)y = 0 (1) Dividing by b0(x) gives y” + p(x)y’ + q(x)y = 0 (2) If b0(x) does not vanish at x = 0. Ordinary and Singular Points For a linear differential equation of order n b0(x)y(n) + b1(x)y(n-1) + .

0 a 0 0 . 0 a1 0 . a0 is arbitrary when n = 1. a1 is arbitrary Since the coefficient in the series must be zero.The equation has a power series solution in the form y a x n n n 0 Substitute y and its derivatives in the given equation. n(n 1)a x n 2 n n 0 9a n 2 x n 2 0 n 2 when n = 0. . Thus. and obtain n( n 1 )an x n2 n 0 9 an x n 0 n 0 Shift index of the second term to two . n(n-1)an + 9an-2 = 0 for n 2 9an 2 an n(n 1) for n 2 9a0 2 1 9 a2 a4 43 9 a4 a6 65 a2 a2 k 9 a2 k 2 2k (2k 1) 9a1 3 2 9a3 a5 54 9a5 a7 76 a3 a 2 k 1 9a2 k 1 (2k 1)(2k ) Express an in terms of a0 and a1 which are left arbitrary by multiplying the corresponding members of the equation of the first column.

10 are the Maclaurin series.a2 k (1) k (9) k a0 (2k )! (6) a2 k 1 (1) k (9) k a1 (2k 1)! (7) similarly. 9 in the form (1) k (3x)2 k a1 (1)k (3x)2 k 1 y a0 1 3 x (2k 1)! k 1 k 1 (2k )! 3 (10) The two series in eq. If x=x0 is a singular point but not a regular singular point. Ex. so that the general solution is y a0 cos 3x a1 sin 3x 3 2. since n 0 k 1 k 1 y an x n a0 a1 x a2 k x 2 k a2 k 1 x 2 k 1 (8) (1) k 9k x 2 k (1)k 9k x 2 k 1 y a0 1 a x 1 (2k 1)! k 1 k 1 (2k )! (9) rewrite eq. and if the denominator of g(x) does not contain the factor (x-x0) to a power higher than two. 1 if the denominator of p(x) does not contain the factor (x-x0) to a power higher than one. Classify the singular point of the equation .3 Solution near Regular Singular Points Consider the second order equation y” + p(x)y’ + q(x)y = 0 (1) The point x=x0 is a regular singular point(RSP) of eq. then it is called an irregular singular point (ISP).

i. 1 and considering only the first two terms of p(x) and q(x) we have . -i. 4 p( x) x( x i )( x i )( x 1) ( x 1) q ( x) 4 x ( x i )( x i )( x 1) 2 RSP is at x=i.By RSP requirements. 1 ISP is at x=0 2.4 The Indicial Equation Let x = 0 be a RSP of the equation y” + p(x)y’ +q(x)y = 0 (1) p and q are rational functions of x which have power series expansions about x = 0.x4(x2 + 1)(x -1)2y” + 4x3(x-1)y’ + (x+1)y = 0 Solution: The singular points are x = 0. 1. -i. 1 has the form y an x n c (2) n 0 Substituting the series for y. p(x) and q(x) in eq. p ( x) p x n n n 0 x p0 p1 p2 x x q( x) q x n0 n x n q0 q1 q2 q3 x x2 x The power series solution of eq.

c 2 ( p0 1)c q0 a0 0 If a0 0 . The equation 2xy” + (1+x)y’ – 2y = 0 has a RSP at x=0 and a solution of the form y an x n c n 0 substituting y and its derivatives in the given equation yields . c (n c)( p0 1) q0 an x n c 2 (n c 1) p1 q1 an 1 x n c 2 0 ( p0 1)c q0 a0 xc 2 0 since the coefficient of x c -2 must vanish. (n c)(n c 1)a x nc2 n n 0 ( p0 q q p1 ) (n c)an x n c 1 ( 02 1 ) an x n c 0 x x x n0 n 0 n 0 n 0 (n c)(n c 1) (n c) p0 q0 an x n c 2 (n c) p1 q1 an x n c 1 0 Shift index of second summation (n c) n 0 2 2 (3) n 1 for n=0. Eq. 4 is quadratic giving two roots c=c1 and c=c2. where c1 > c2. it follows that c2 ( p0 1)c q0 0 (4) is called the indicial equation (at x=0). Case 1: ∆c is non-integral Ex.

n 0 n 0 n 0 n 0 2(n c)(n c 1)an x n c 1 (n c)an x n c 1 (n c)an x n c 2an x n c 0 (n c)(2n 2c 1)a x n 0 shift n c 1 n (n c) 2an x n c 0 n 0 index in sec ond summation (n c)(2n 2c 1)a x n c 1 n n 0 (n c 3)an 1 x n c 1 0 n 0 for n=0. the indicial equation is c(2c-1) = 0 c= 0. Using c1 = ½. so that c1 = ½ and c2 = 0 and ∆c = c1 – c2 = ½ (non-integral). a0 is arbitrary (3)a0 3 2 1 (1)a1 a2 522 (1)a2 a3 723 (3)a3 a4 924 a1 an (2n 5)an 1 (2n 1)(2n) Form the product to get the formula for an in terms of a0. For n 1. ½. (n+c)(2n + 2c -1)an + (n + c – 3)an-1 = 0 an (n c 3)an 1 (n c)(2n 2c 1) is the recurrence relation. . an (2n 5)an 1 (2n 1)(2n) thus.

an (2)a0 11 (1)a1 a2 23 a3 0 a1 an 0 using a0 =1. then y2 = 1 + 2x + 1/3x2 the general solution is. ∆c = 0.(1) n (3)(1)1 3 5(2n 5) an a0 2n n!3 5 7 (2n 1) an (1) n (3)a0 2n n!(2n 3)(2n 1)(2n 1) Using a0 = 1 (1) n 3x n 2 y1 x n n 1 2 n!( 2n 3)(2n 1)(2n 1) 1 1 2 The other solution y2 is determined from the recurrence relation when c = 0. (n 3)an 1 n(2n 1) a0 is arb. a2 = 1/3. 1 may be written as y x an x n c c n 1 . y = Ay1 + By2 Case 2: ∆c = 0 If c1 = c2. The power series solution of eq. a1 =2.

+ ln un It follows that u’ = u1’ + u2’ + .c). . Solve the equation 4x2 y” + (1 – 2x)y = 0. Solution: . + un’ u u1 u2 un If y (ac b) k dy ka y dc ac b Thus if. . . Thus. . un ln u = ln u1 + ln u2 + . if an =an(c). c 2 (c 1) u (4c 1)3 (7c 2)6 du 1 12 42 2 u dc c c 1 4c 1 7c 2 Ex. y1 x an x n c c n 1 y2 y1 ln x an x n c n 1 Differentiation of a Product of Functions Suppose u = u1u2u3 . .When ∆c = 0. y xc ln x an ( x n c ) ln x x n c an c n 1 y y ln x an x n c c n 1 Therefore. then y = y(x. .

1. (2c 1) c 1 2 2 0 c1 c 2 for n 1. an 2a n 1 [2(n c) 1] 2 The recurrence relation in terms of a0 is (1) . n 0 n 0 n 0 4(n c)(n c 1)an xn c an xn c 2an xn c 1 0 Simplify and shift index [2(n c) 1] 2 a n x n c 2a n 1 x n c 0 n0 n 1 for n 0.4x2 y” + (1 – 2x)y = 0 has RSP at x =0 Substitute the power series solution y and its derivatives in eq.

n 1 x 2 y1 x n 2 n 1 2 ( n !) 1 2 n 1 H x 2 y 2 y1 ln x n n1 (n!) 2 n 1 2 the gen. an an 2n (2c 1) 2 (2c 3) 2 (2c 5) 2 [2(n c) 1]2 1 1 1 1 an an (2)(2) 2(n c) 1 2c 1 2c 3 2c 5 when c 1 2 an 1 2 (n!) 2 n an 1 1 1 1 1 2 2 (n!) 2 3 n n 1 1 n 1 1 1 the harmonic series H n 1 n k 1 k 2 3 therefore .2n a0 (2c 1) 2 (2c 3) 2 (2c 5) 2 [2(n c) 1]2 u sin g a0 1. solution is y Ay1 By 2 .

- Sequences (Ch.11)Uploaded bywiswisnu
- Fourier Series, Sine Series, Cosine SeriesUploaded byXinglong Zhang
- fqsdfqsdUploaded byGillz Provoost
- Operator LaplaceUploaded bydkarols
- June 2012 Pure Mathematics u2 p2Uploaded byMackenzie Kangoo
- Farris, Frank - Wheels on Wheels on Wheels - Surprising SymmetryUploaded byblausechs
- seq andseriesUploaded byapi-310905526
- Docslide.net Math 55 Finals Samplex 3Uploaded byalyssa
- Calculus Third Semester (UP)Uploaded byPau Borlagdan
- Math CoursesUploaded byLaina Emmanuel
- FejérUploaded byCan Murat Dikmen
- Calculus II by Paul DawkinsUploaded bydandalf02
- Understanding AnalysisUploaded byElham Zogheib
- Zeno's Stadium ParadoxUploaded byMatt Fig
- 2-2 Arithmetic and Geometric Series (Presentation)Uploaded bySandra Miller
- Kinematic Equations and Problem-Solving.pdfUploaded byJonathan Majaw
- 223193398-2014-2-JOHOR-SMK-TunHabab-KotaTinggi-MATHS-Q.pdfUploaded byshu
- Srmee2012 Ug SyllabusUploaded byChakradhar Devapooja
- Some Comments on Teaching the Decimal Representations of Real Numbers at SchoolUploaded bytrampampam
- Jjc 2016 Prelim h2 Ma p1 QnUploaded byShu Qing Ng
- Sachin Mth 102Uploaded byKool Kaish
- 2820Uploaded byvsguna
- ed321 seiberlich observed lesson self assessmentUploaded byapi-242145065
- TIME EVOLUTION OF CURRENT DENSITY FOR A PHOTOREFRACTIVE MATERIAL: OXIDE OF SILICON AND BISMUTH (BSO)Uploaded byJuanF
- dc lesson privacy and security with systems of equationsUploaded byapi-405673726
- Principles of Digital CommunicationsUploaded byZubab Panni
- vit_mathsUploaded by100marks
- SADIKU-numerical EM theory2Uploaded bymuktikanta
- HW2.pdfUploaded byAlporin
- Nilesh Math Term PaperUploaded byKool Kaish

- 343088549-AISC-Section-Table-pdf-pdf.pdfUploaded byAlex
- Moment Curvature CharacteristicsUploaded byAlex
- Moment-Curvature Relationship CurveUploaded byAlex
- Irregular Section Channel (Java)Uploaded byAlex
- Irregular ChannelUploaded byAlex
- Irregular Section.pdfUploaded byAlex
- Irregular Channel.pdfUploaded byAlex
- Open Channel LibUploaded byAlex
- Simplified Earthquake Analysis of Dam FoundationUploaded byAlex
- Flat_Plate_Deflection-Chapter13.pdfUploaded byAlex
- Coefficient of FrictionUploaded byAlex
- Excel Equation Parser.vb.pdfUploaded byAlex
- Numerical Modelling and Hydraulics.pdfUploaded byAlex
- Application of Finite Difference Method to Study of the Phenomenon in the Theory of Thin Plates.pdfUploaded byAlex
- Assignment 01 (Plates and Shells)Uploaded byAlex