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You are on page 1of 5

Many examples here are taken from the textbook. The first number in () refers to the problem number

in the UA Custom edition, the second number in () refers to the problem number in the 8th edition.

0. Theoretical Issues

Radius of convergence.

Theorem 1. (Radius of convergence) For any power series

[0, ] (meaning: > 0 and can be infinity) such that

the power series converges for all x such that |x x0| < ;

the power series diverges for all x such that |x x0| > .

Remark 2. In other words, for any |x x0| < , the infinite sum of numbers

X

an (x x0)n

(1)

indeed equals a number, while for any |x x0| > the infinite sum is either infinity or does not have

a limit at all. Consequently, inside |x x0| < , the power series

X

an (x x0)n

(2)

How to calculate radius of convergence. We have two ways. The first is for an arbitrary power series,

the 2nd deals with the situation when the power series is the result of solving a linear differential

equation.

Theorem 3. (Ratio test) If, for n larger than a certain N, the coefficients an satisfy

an+1

=L

lim

(0 6 L 6 )

(3)

an

n

P

n

then the radius of convergence of the power series

n=0 an (x x0) is = 1/L, with =

if L = 0 and = 0 if L = . That is, the power series converges 1 for |x x0| < and diverges

for |x x0| > .

X

3n n

x .

n!

(4)

n=0

3n

an+1 3n+1/(n + 1)! 3

=

=

n + 1

an

3n/n!

1. In fact, absolutely converges.

0 as n

(5)

Math 201 Lecture 23: Power Series Method for Equations with Polynomial Coefficients

Only applies when the power series is the solution to a linear differential

equation.

Analytic functions.

Definition 5. A function is analytic at x0 if, in an open interval about x0 this function

equals a power series about x0.

Theorem 6. If f (x) is analytic at x0 , then the power series it equals is exactly the

Taylor expansion of f at x0.

expansion of f and then study the radius of convergence of the latter.

1. ex, sin x, cos x, polynomials are analytic everywhere.

R

2. If f (x) is analytic at x0, so are f (x) and

f (x).

Ordinary and singular points of a linear differential equation. For a linear homogeneous

differential equation,

an(x) y (n) + an1(x) y (n1) +

+ a1(x) y + a0(x) y = 0.

(6)

y (n) + Pn1(x) y (n1) +

+ P0(x) y = 0.

(7)

x is ordinary.

Example 7. Find the singular points of the equation

x2 y + 3 y x y = 0.

(8)

y +

We have

p(x) =

3 1

y y = 0.

x2

x

3

,

x2

1

q(x) = .

x

(9)

(10)

As 3, 1, x2 and x are all analytic everywhere, their ratios are analytic at all points except

those making the denominator vanish.

Therefore the only singular point is x = 0.

Theorem 8. (Existence of analytic solutions) Suppose x0 is an ordinary point for

equation

y (x) + p(x) y (x) + q(x) y(x) = 0,

(11)

y(x) =

n=0

an (x x0) .

(12)

Moreover, the radius of convergence of any power series solution of the form given above

is at least as large as the distance from x0 to the nearest singular point (real or complexvalued).

Remark 9. It is important, when determining the radius of convergence, to remember

count in complex singular points.

Remark 10. The distance between any two complex numbers a + b i, c + d i can be

computed as

p

(a c)2 + (b d)2 .

(13)

Example 11. Find a minimum value for the radius of convergence of a power series

solution about x0.

(x + 1) y 3 x y + 2 y = 0,

x0 = 1.

(14)

y

3x

2

y +

y = 0.

x+1

x+1

(15)

The only singular point is x = 1. Thus the minimum radius of convergence is the

distance between x0 = 1 and 1, which is 2.

Example 12. Find a minimum value for the radius of convergence of a power series

solution about x0.

(1 + x + x2) y 3 y = 0;

x0 = 1.

(16)

y

3

y = 0.

1 + x + x2

1 3 i

.

x1,2 =

2

(17)

(18)

3

3

|x1 x0| = +

i = 3 ;

|x2 x0| = 3 .

(19)

2

2

Soboth are 3 away from x0. As a consequence, the minimum radius of convergence

is 3 .

1. Basic Information

The Equation

We consider the following type of equations:

an(x) y (n) +

+ a1(x) y + a0(x) y = b(x)

(20)

1. Set ansatz

y=

Substitute into the equation.

2. Figure out the recurrence relation.

n=0

an (x x0)n.

(21)

Math 201 Lecture 23: Power Series Method for Equations with Polynomial Coefficients

4. Simplify.

then necessarily

y (x0) = A1,

y(x0) = A0,

(22)

a0 = A0, a1 = A1,

(23)

2. More Examples

Example 13. (8.3 21; 8.3 21) Find a power series expansion about x = 0 for a general solution to

the given differential equation. Your answer should include a general formula for the coefficients.

y x y + 4 y = 0.

Solution. We write

y(x) =

(24)

an xn.

(25)

n=0

0 = y x y + 4 y

X

X

X

=

an n (n 1) xn2 x

n an xn1 +

4 an xn

=

n=2

n=0

n=1

an+2 (n + 2) (n + 1) xn

= (2 a2 + 4 a0) +

n=1

This gives

n=0

n an x n +

n=1

4 an x n

n=0

(26)

2 a2 + 4 a0 = 0

(n + 2) (n + 1) an+2 (n 4) an = 0.

(27)

(28)

a2 = 2 a0,

n4

an.

an+2 =

(n + 2) (n + 1)

(29)

Therefore

(30)

For even n, we have

1

1

a2 = 2 a0, a4 = a2 = a0, a6 = 0, a8 = 0, a10 = 0,

6

3

For odd n, we have

a2k+1 =

(2 k 5) (2 k 7)

(2 k 5)

(3)

2k 5

a2k 1 =

a2k3 =

=

a1.

(2 k + 1)

(2 k 2)

(2 k + 1)!

(2 k + 1) (2 k)

(31)

(32)

Summarizing, we have

y(x) = a0

"

#

X

(2 k 5)

(3) 2k+1

1 4

x

.

1 2 x + x + a1 x +

(2 k + 1)!

3

2

k=1

(33)

Remark 14. For this problem it is clear that the radius of convergence is .

3. Notes and Comments

Whether the power series converges at x = x0 is tricky to determine. Different approaches are

needed for different power series.

at x0 is defined as if, in an open interval about x0, this function is the sum

P

of a power series n=0 an (x x0)n that has a positive radius of convergence. The last part that has

a positive radius of convergence is redundant. If a power series sums up to a well-defined function

in an interval containing x0, then the radius of convergence is positive by definition.

Note that, f (x) is analytic at x0 is not the same as the Taylor expansion of f at x0 has positive

radius of convergence. A classical example is the following:

(

1/x

x>0 .

f (x) = e

(34)

0

x60

Turns out we have

f (n)(0) = 0

(35)

0 + 0x + 0 x2 + 0 x3 +

(36)

which has radius of convergence . But obviously this power series sum up to 0 which is different

from f .

Note that it is easy to modify the example so that the power series looks less artificial. For example

if we let

(

f (x) =

ex + e1/x x > 0 .

ex

x60

(37)

X

xn

n!

n=0

(38)

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