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------------------------2-----------------------SERIES SOLUTION OF DIFFERENTIAL EQUATIONS

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  

n0

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 n0  xn  n! 1  x  ex  n0 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! n0 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 n2 n n2 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 )an1 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 n2 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  43  9 a4 a6  65  a2  a2 k   9 a2 k  2 2k (2k  1)  9a1 3 2  9a3 a5  54  9a5 a7  76  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 n0 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 nc2 n n 0 (  p0 q q   p1 ) (n  c)an x n  c 1  ( 02  1 ) an x n  c  0 x x x n0 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)  2an 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   522 (1)a2 a3   723 (3)a3 a4   924  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 11 (1)a1 a2   23 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 n0 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 .