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Ordinary Differential Equations

[FDM 1023]

Chapter 4

Power Series Solutions of
Linear DEs

Chapter 4: Power Series Solutions of Linear DEs Overview 4. Power Series Solutions of Linear DEs .1.2. Arithmetic Operations of Power Series 4.

you should be able to: Solve linear differential equations by using power series .2 Power Series Solutions of Linear DEs Learning Outcome At the end of this section.4.

4.2 Power Series Solutions of Linear DEs Definition A function f (x ) is analytic at x0 if f (n) ( x0 ) exists for any n .

2 Power Series Solutions of Linear DEs Definition Ordinary and Singular Points   +     +    = 0 A points  is said to be an ordinary point of the DE if both   and () are analytic at  . . A point that is not an ordinary point is said to be a singular point of the equation.4.

4.2 Power Series Solutions of Linear DEs Examples x ′ ′ y + (e ) y′ + (sin x) y = 0 Every finite value of the DE x is an ordinary point of x ′ ′ y + (e ) y′ + (ln x) y = 0 x = 0 is a singular point of the DE .

2 Power Series Solutions of Linear DEs Theorem Existence of Power Series Solutions If  =  is an ordinary point of the DE.4. we can always find two linearly independent solutions in the form of a power series centered at  that is   = .

  −    .

4.2 Power Series Solutions of Linear DEs Theorem Existence of Power Series Solutions A series solution converges at least on some interval defined by  −  <  . . where  is the distance from  to the closest singular form.

4.2 Power Series Solutions of Linear DEs How to solve the linear differential equations by using power series?  Assume that  = .

       = .

       = .

 ( − 1)   .

4.2 Power Series Solutions of Linear DEs Example 1 Find two power series solutions about ordinary point  = 0 of   +  = 0 Solution Step 1: Let   = .

       = .

       = .

 ( − 1)  Substitute into DE  .

4.2 Power Series Solutions of Linear DEs Step 2: Substitute into DE   +  = 0     .

 ( − 1)  +  .

   = 0     .

 ( − 1)  + .

   = 0 .

4.2 Power Series Solutions of Linear DEs Step 3: Add the power series     .

 ( − 1)  + .

   = 0 Let  =  − 2 So  =  + 2 Let  =  + 1 So  =  − 1     .

( + 2)( + 1)    + .

   = 0 .

2 Power Series Solutions of Linear DEs     .4.

( + 2)( + 1)    + .

   = 0 same     2 1   + .

( + 2)( + 1)    + .

   = 0 same  2  + .

 + 2  + 1  +    = 0  .

… . 2.4. 3.2 Power Series Solutions of Linear DEs Step 4: 2  = 0  = 0 ---------------------------------------------------------------------------------  + 2  + 1  +    = 0  + 2  + 1  +  = 0  = − 1 +2 +1  Recurrence Relation .  = 1.

 = 1.2 Power Series Solutions of Linear DEs  = − When =1 =2 =3 1 +2 +1  . 3.4. … 1 1 ! = − = − 3∙2 6 1 1 $ = −  = −  4∙3 12 1 1 & = −  = − 0 5∙4 20 =0 . 2.

4.2 Power Series Solutions of Linear DEs  = − 1 +2 +1  =4 1 1 1 ! = − − ( = − 6∙5 30 6 =5 1 1 1 1 $ = − −  = * = −  7∙6 42 12 504 1 = 180 .

2 Power Series Solutions of Linear DEs Step 5: The solution is   = .4.

     = +   +    + !  ! + $  $ + &  & + (  ( + *  * + ⋯ 1 1 ! −  −   $ + 0 & = +   + 6 12 1 1 ( +  +   * + ⋯ 180 504 0  .

2 Power Series Solutions of Linear DEs 1 1 1 1 ! $ (  = +   −  −   +  +   * + ⋯ 6 12 180 504 1 ! 1 ( 1 $ 1 * = 1−  +  + ⋯ +  −  +  + ⋯  6 180 12 504 To solve a second order DE. the expected general solution consists of 2 functions with 2 arbitrary constants  =   +   .4.

2 Power Series Solutions of Linear DEs 1 ! 1 ( 1 $ 1 * = 1−  +  + ⋯ +  −  +  + ⋯  6 180 12 504  =   +   The two power series solutions are 1 ! 1 (  = 1 −  +  +⋯ 6 180 1 $ 1 *  =  −  +  +⋯ 12 504 .4.

4. + ⋯ 20 1440 .2 Power Series Solutions of Linear DEs Exercise Find two power series solutions of   +    = 0 about ordinary point  = 0 Answer:  = 1 −  $   +  (* + ⋯ 1 & 1  =  −  + .