IIUM, Faculty of Engineering,

Department of Science in Engineering

Engineering Mathematics 2, MATH 1320

Chapter VI. Series Solution of Linear Diff. Equations

VI. SERIES SOLUTION OF LINEAR DIFFERENTIAL

EQUATIONS
6.1 Classification of singular points, power series solution about ordinary points.
6.2 Bessels and Legendres equations, Bessel functions of first and second kind
6.3 Legendres polynomials
6.1 Series Solutions of Linear Differential Equations

Classification of singular points

Analytic Function:
A function f ( x ) is analytic at a point x0 if it can be represented by a power
series in

x x0 with a positive or infinite radius of convergence.

A polynomial is analytic at any value _, and a rational function is analytic except

at points where its denominator is zero.
Theorem (Existence of Power Series Solutions):
If x x0 is an ordinary point of the differential equation

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

(1)
there exists two linearly independent solutions in the form of power series

y
centered at x0 , that is

n 0

n
an x x0 , which is called the solution

about the ordinary point x0 .

A series solution converges at least on some interval defined by
where

R is the distance from x0 to the closest singular point.

By dividing both sides above equation (1) by a2 ( x) we gate

x x0 R ,

IIUM, Faculty of Engineering,

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Engineering Mathematics 2, MATH 1320

Chapter VI. Series Solution of Linear Diff. Equations

y '' p( x) y ' q( x) y 0 ,

(2)

a0 ( x)
a1 ( x)
equation (2) is analytic at x0 , where p( x) a ( x) and q( x) a ( x) .
2

Definition (Ordinary and singular points):

a1 ( x)
A point x0 is called an ordinary point of equation (2) if both p( x) a ( x) and
2

q ( x)

a0 ( x)
x
x
a2 ( x) are analytic at 0 . If 0 is not an ordinary point, it is called a

singular point of the equation.

Example 7.1:
Determine all the singular points of

x y ''

x
(1 x)

y ' (sin x) y 0 .

Solution:
Dividing the equation by

p ( x)

x , we find that

x
1

x(1 x) 1 x ,

q ( x)

sin x
x .

The singular points are those points where p( x) and q( x) fails to be analytic. Observe
that p( x) and q( x) are the ratios of functions that are everywhere analytic. Hence

p( x) and q( x) are analytic except, perhaps, when their denominators are zero. For
p( x) this occurs at x 0 and x 1 . But since we can cancel an x in the numerator
and denominator of p( x) , that is,

p ( x)

x
1

x(1 x) 1 x

IIUM, Faculty of Engineering,

Department of Science in Engineering

Engineering Mathematics 2, MATH 1320

Chapter VI. Series Solution of Linear Diff. Equations

We see that p( x) is actually analytic at x 0 . Therefore p( x) is analytic

except at x 1 . For q( x) , the denominator is zero at x 0 . Just as with p( x) , this
zero is removable, since q( x) has the power series expansion.
If replacing

x by x 2 we have that
x3 x5
x

sin x
3
!
5
!
q ( x)

x
x

x2 x4
1

3! 5 !

Thus q( x) is everywhere analytic. Consequently the only singular point of the

given equation is x 1 .

Example 7.2:
Find the general solution near x 0 of

y'' xy' 2 y 0

Solution:
Recursion formula

an2

n2
an
n 2 n 1

General solution is

y a0 y1 ( x) a1 y2 ( x) ,
3

x7

120 1680

x
x
2

Where y1 ( x) 1 x , y2 ( x) x
6

Example 7.3:
Find the general solution near x 0 of

x2 4 y'' xy' 0

IIUM, Faculty of Engineering,

Department of Science in Engineering

Engineering Mathematics 2, MATH 1320

Chapter VI. Series Solution of Linear Diff. Equations

Solution:
Recursion formula

an 2

n n 1

4 n 2 n 1

an

1
a
4 n 2 n 1 n1

General solution is

y a0 y1 ( x) a1 y2 ( x) ,
x3 x5

where y1 ( x) 1
24 320

x 4 x6

, y2 ( x) x
48 480

Home work:
Find the general solution near x 0 for following linear differential equations:
a)
b)

y'' xy 0
x 2 1 y'' xy' y 0

''
'
c) y 1 x y 0

Power series solution about ordinary points

Example 7.4:
Find a power series solution about x 0 to

y' 2 xy 0

(3)

Solution:
The coefficient of

y is the polynomial 2x , which is analytic everywhere, so

x 0 is an ordinary point of equation (3). Thus we except to find a power series

solution of the form.
Dividing the equation by x , we find that

IIUM, Faculty of Engineering,

Department of Science in Engineering

Engineering Mathematics 2, MATH 1320

Chapter VI. Series Solution of Linear Diff. Equations

y( x) a0 a1 x a1

x2

an xn .

(4)

n 0

Our task is to determine the coefficients an .

y ' that is given by ternwise

For this purpose we need the expansion for

differentiation of (4):

y ' ( x) 0 a1 2a2 x 3a3 x 2

na x
n

n 0

n 1

'

We now substitute the series expansions for y and y into (3) and obtain

na x

n 1

2x

n 0

a x

n 0

which simplifies to

na x

n 1

n 0

2a x

n 1

n 0

0.

(5)

To add the two power series in (5), we add the coefficients of like powers of x . If
we write out the first few terms of these summations and add, we get

a 2a x 3a x
1

4a4 x3

2a x 2a x
0

2a2 x3 2a3 x 4

a1 2a2 2a0 x 3a3 2a1 x 2 4a4 2a2 x3

0,
(6)

0.

For the power series on the left-hand side of equation (6) to be identically zero,
we must have all the coefficients equal to zero. Thus
a1 0 , 2a2 2a0 0 ,

3a3 2a1 0 ,

4a4 2a2 0 ,

etc .

Solving the preceding system, we find

2
a3 a1 ,
3
1
1
1
a4 a2 (a0 ) a0 .
2
2
2
a1 0 , a2 a0 ,

Hence the power series for the solution takes the form
y ( x) a0 a0 x 2

1
a0 x 4
2

(7)

IIUM, Faculty of Engineering,

Department of Science in Engineering

Engineering Mathematics 2, MATH 1320

Chapter VI. Series Solution of Linear Diff. Equations

After several operations, substituting back into the expression (4), we obtain the power
series solution
y ( x) a0 a0 x 2

1
a0 x 4
2!

a0

(1)n 2n
x .
n
!
n 0

(4*)

Since a0 is left undetermined, it serves as an arbitrary constant, and hence (4 *)

gives a general solution to equation (3).

IIUM, Faculty of Engineering,

Department of Science in Engineering

Engineering Mathematics 2, MATH 1320

Chapter VI. Series Solution of Linear Diff. Equations

6.2 Bessels and Legendres equations, Bessel functions of first and second kind

Certain differential equations are important because they arise in many different
applications. It may be necessary to have a way to compute their solutions quickly, even
though these solutions are required in the neighborhood of a singular point. Such a
solution, if it can only be defined as a series, rather than in terms of elementary
functions, is called a special function.
Some of the special functions you may run into are Bessel functions, Legendre
functions, Laguerre functions, hypergeometric functions, etc. In this section we will
study Bessels equation, and its corresponding solutions called Bessel functions. These
special functions will be required when we solve partial differential equations in
cylindrical coordinates.
Definition (Bessel equation):
The second order differential equation as

t 2 y'' ty' t 2 2 y 0 ,

where is a real parameter, is called Bessels equation of order .

In standard form, Bessels equation becomes

p(t )

1
t 2 2
q
(
t
)

and
both undefined at t
2
t
t

0,

1
t 2 2
y '' y '
y 0 , with
2
t
t

therefore, t

is a singular

point. The limits

t 2 2
1
2
2
2
p0 lim t p t lim t 1 and q0 lim t q t lim t
t 0
t 0
t 0
t 0 t
t2

both exist, so t

is a regular singular point of Bessels equation.

The indicial equation is

(1)

IIUM, Faculty of Engineering,

Department of Science in Engineering

Engineering Mathematics 2, MATH 1320

Chapter VI. Series Solution of Linear Diff. Equations

r 2 p 1 r q0 r 2 11 r 2
0

r 2 2 0 ,

with roots r , therefore, there always exists at least one series solution of equation

(1) of the form y(t ) t an t .

n0

Example 1:
Find one series solution of Bessels equation of order

0 , that is, solve

t 2 x'' tx' t 2 x 0 .
Solution:
We already know that the roots of the indicial equation are both 0 . Therefore,

there is one series solution of the form x(t ) t an t .

n0

Notice that, in this particular case x(t ) is an ordinary power series about t
Substituting
t2

x, x'

and

x ''

into the equation

n2
t n a t n 1 t 2 a t n
n n 1 an t
n
n
n 0
n0
n0

t 2 n n 1 a t n t 2 t n a t n t 1 t 2 a t n
n
n
n
n 0
n0
n0

n 11
n
n 2
2

2
t
n n 1 an t t
n an t an t t
n 0
n0
n0

n n 1 a t n n a t n a t n 2 0 .
n
n
n
n 0
n0
n0

Letting n 2 m in the third sum,

0.

IIUM, Faculty of Engineering,

Department of Science in Engineering

Engineering Mathematics 2, MATH 1320

Chapter VI. Series Solution of Linear Diff. Equations

m
m
m
m m 1 am t m am t am 2 t 0 .
m2
m 1
m2

Note that, the first two sums can start at m 2 and m 1 , respectively, since the
terms are zero for m 0, 1 in the first sum, and for m 0 in the second
sum.
The coefficient of t in the entire sum is just a1 ; therefore, a1 0 . When m 2 ,

m m 1 am m am am2 0 ,

am0
a

and the recurrence relation is m

. Since a1 0 , this means that all of the
m2
odd numbered coefficients are also 0 , and

a2

a0
2

a4

a2
4

a0
2

2 4

m
1 a0

a2m
2 .
2 2 4 2 2m

The series solution is therefore,

a
a
x(t ) a0 0 t 2 0 t 4
22
22 42

1n t 2 2n

n0
n!2

The particular solution

n t
1

2
a0
n0
n !2

2n
.

with a0 1 is called the Bessel function of

order 0 of the first kind, and is denoted by J 0 (t ) . Using the same procedure, we can
show that for any positive integer

, there is one solution of Bessels equation of order

, of the form

1n t 2 2n
J 0 (t )
n! n !
n0

and J (t ) is called the Bessel function of order

of the first kind.

IIUM, Faculty of Engineering,

Department of Science in Engineering

Engineering Mathematics 2, MATH 1320

Chapter VI. Series Solution of Linear Diff. Equations

6.3 Legendres polynomials

Legendre's Equation (order n):

2 ''

'
Such as Legendre 1 x y 2 xy n n 1 y 0 Legendre, is an important

ODE in applied mathematics. When

polynomial solution of degree

n is a nonnegative integer, this ODE has a

n , usually denoted Pn x , called the nth order

Legendre polynomial. Maple denotes it as Legendre P n, x .

Bessel's Equation (order n):

2
2 ''
' 2
Such as Bessel x y xy x n y 0 , Bessel is another important ODE

in applied mathematics. Bessel's equation has independent solutions J n ( x) , x 0 and

Yn ( x) , x 0 .
The functions J n ( x) are called Bessel functions of the first kind. The functions

Yn ( x) are called Bessel functions of the second kind.

Legendre Polynomials

IIUM, Faculty of Engineering,

Department of Science in Engineering

Engineering Mathematics 2, MATH 1320

Chapter VI. Series Solution of Linear Diff. Equations

The importance of Legendre polynomials derives from two facts:

1. Legendre's equation arises often in Physics and Engineering applications.
2. These polynomials can be used to easily obtain approximations to piecewise
smooth functions on any finite interval a, b .
One only has to translate a, b to 1, 1 via

T ( x)

2
ba
x m where m
is the midpoint of a, b .
ba
2

Typical Application
Let T ( x)

2 5
x
and define Q(n, x) P(n, T ( x)) . This yields Legendre
5 2

polynomials translated to the interval 0, 5 .

Legendre polynomials on [0, 5]

The matrix calculation on the right indicates that, while orthogonality is preserved,
5

Q(n, x) dx

5
2n 1 .

IIUM, Faculty of Engineering,

Department of Science in Engineering

Engineering Mathematics 2, MATH 1320

Chapter VI. Series Solution of Linear Diff. Equations