Using Series to Solve Differential Equations

Many differential equations cant be solved explicitly in terms of finite combinations of

simple familiar functions. This is true even for a simple-looking equation like

1 y  2xy
y
0

But it is important to be able to solve equations such as Equation 1 because they arise from
physical problems and, in particular, in connection with the Schrdinger equation in quan-
tum mechanics. In such a case we use the method of power series; that is, we look for a
solution of the form

y
f
x
cx
n
0
n
n

c0
c1 x
c2 x 2
c3 x 3
  

The method is to substitute this expression into the differential equation and determine the
values of the coefficients c0 , c1, c2 , . . . .
Before using power series to solve Equation 1, we illustrate the method on the simpler
equation y
y
0 in Example 1.

EXAMPLE 1 Use power series to solve the equation y
y
0.

SOLUTION We assume there is a solution of the form


2 y
c0
c1 x
c2 x 2
c3 x 3
  
cx
n
0
n
n

We can differentiate power series term by term, so


y
c1
2c2 x
3c3 x 2
  
 nc x
n
1
n
n1


3 y
2c2
2  3c3 x
  
 n
n  1c x
n
2
n
n2

In order to compare the expressions for y and y more easily, we rewrite y as follows:
By writing out the first few terms of (4), you

can see that it is the same as (3). To obtain (4)
we replaced n by n
2 and began the sum-
4 y

n
2
n
1c
n
0
n
2 xn
mation at 0 instead of 2.
Substituting the expressions in Equations 2 and 4 into the differential equation, we
obtain
 


n
2
n
1c
n
0
n
2 xn
cx
n
0
n
n

0
or

5  
n
2
n
1c
n
0
n
2
cn x n
0

If two power series are equal, then the corresponding coefficients must be equal. There-
fore, the coefficients of x n in Equation 5 must be 0:

n
2
n
1cn
2
cn
0

1
2 USING SERIES TO SOLVE DIFFERENTIAL EQUATIONS

cn
6 cn
2
 n
0, 1, 2, 3, . . .

n
1
n
2

Equation 6 is called a recursion relation. If c0 and c1 are known, this equation allows
us to determine the remaining coefficients recursively by putting n
0, 1, 2, 3, . . . in
succession.

c0
Put n
0: c2

1
2

c1
Put n
1: c3

2
3

c2 c0 c0
Put n
2: c4



3
4 1
2
3
4 4!

c3 c1 c1
Put n
3: c5



4
5 2
3
4
5 5!

c4 c0 c0
Put n
4: c6



5
6 4! 5
6 6!

c5 c1 c1
Put n
5: c7



6
7 5! 6
7 7!

By now we see the pattern:

c0
For the even coefficients, c2n

1n

2n!

c1
For the odd coefficients, c2n
1

1n

2n
1!

Putting these values back into Equation 2, we write the solution as

y
c0
c1 x
c2 x 2
c3 x 3
c4 x 4
c5 x 5
  



c0 1 
x2
2!


x4
4!

x6
6!

  

1n
x 2n

2n!

 



c1 x 
x3
3!


x5
5!

x7
7!

  

1n
x 2n
1

2n
1!

 
 
x 2n x 2n
1

c0 
n
0

1n

2n!

c1 
1n
n
0
2n
1!

Notice that there are two arbitrary constants, c0 and c1.

NOTE 1We recognize the series obtained in Example 1 as being the Maclaurin series

for cos x and sin x. (See Equations 8.7.16 and 8.7.15.) Therefore, we could write the solu-
tion as

y
x
c0 cos x
c1 sin x

But we are not usually able to express power series solutions of differential equations in
terms of known functions.
 USING SERIES TO SOLVE DIFFERENTIAL EQUATIONS 3

EXAMPLE 2 Solve y  2xy
y
0.

SOLUTION We assume there is a solution of the form


y
cx
n
0
n
n


Then y
 nc x
n
1
n
n1

 
and y
 n
n  1c x
n
2
n
n2


n
2
n
1c
n
0
n
2 xn

as in Example 1. Substituting in the differential equation, we get

  


n
2
n
1c
n
0
n
2 x n  2x  nc x
n
1
n
n1

cx
n
0
n
n

0

  


n
2
n
1c
n
0
n
2 xn 
n
1
 2nc x n
n

cx
n
0
n
n

0

  
 2nc
n
1
n xn
 2nc
n
0
n xn  
n
2
n
1c
n
0
n
2 
2n  1cn x n
0

This equation is true if the coefficient of x n is 0:

n
2
n
1cn
2 
2n  1cn
0

2n  1
7 cn
2
cn n
0, 1, 2, 3, . . .

n
1
n
2

We solve this recursion relation by putting n
0, 1, 2, 3, . . . successively in Equation 7:

1
Put n
0: c2
c0
1
2

1
Put n
1: c3
c1
2
3

3 3 3
Put n
2: c4
c2
 c0
 c0
3
4 1
2
3
4 4!

5 1
5 1
5
Put n
3: c5
c3
c1
c1
4
5 2
3
4
5 5!

7 3
7 3
7
Put n
4: c6
c4
 c0
 c0
5
6 4! 5
6 6!

9 1
5
9 1
5
9
Put n
5: c7
c5
c1
c1
6
7 5! 6
7 7!

11 3
7
11
Put n
6: c8
c6
 c0
7
8 8!

13 1
5
9
13
Put n
7: c9
c7
c1
8
9 9!
4 USING SERIES TO SOLVE DIFFERENTIAL EQUATIONS

In general, the even coefficients are given by

3
7
11
  

4n  5
c2n
 c0

2n!

and the odd coefficients are given by

1
5
9
  

4n  3
c2n
1
c1

2n
1!

The solution is

y
c0
c1 x
c2 x 2
c3 x 3
c4 x 4
  



c0 1 
1 2
2!
x 
3 4
4!
x 
3
7 6
6!
x 
3
7
11 8
8!
x   



c1 x

1 3
3!
x

1
5 5
5!
x

1
5
9 7
7!
x

1
5
9
13 9
9!
x
 
or

8 
y
c0 1 
1 2
2!
x  


n
2
3
7
  

4n  5 2n

2n!
x 



c1 x




n
1
1
5
9
  

4n  3 2n
1

2n
1!
x 
NOTE 2 In Example 2 we had to assume that the differential equation had a series solu-

tion. But now we could verify directly that the function given by Equation 8 is indeed a
solution.
NOTE 3 Unlike the situation of Example 1, the power series that arise in the solution of

Example 2 do not define elementary functions. The functions


1 2 3
7
  

4n  5 2n
y1
x
1  x   x
2! n
2
2n!

1
5
9
  

4n  3 2n
1
2 T
and y2
x
x

n
1
2n
1!
x

_2 2 are perfectly good functions but they cant be expressed in terms of familiar functions. We
can use these power series expressions for y1 and y2 to compute approximate values of the
functions and even to graph them. Figure 1 shows the first few partial sums T0, T2, T4, . . .
T
(Taylor polynomials) for y1
x, and we see how they converge to y1 . In this way we can
graph both y1 and y2 in Figure 2.
_8
NOTE 4 If we were asked to solve the initial-value problem
FIGURE 1
y  2 xy
y
0 y
0
0 y
0
1
15
we would observe that

c0
y
0
0 c1
y
0
1
_2.5 2.5
This would simplify the calculations in Example 2, since all of the even coefficients would
be 0. The solution to the initial-value problem is

_15 1
5
9
  

4n  3 2n
1
FIGURE 2
y
x
x

n
1

2n
1!
x
 USING SERIES TO SOLVE DIFFERENTIAL EQUATIONS 5

Exercises
10. y
x 2 y
0, y
0
1, y
0
0
A Click here for answers. S Click here for solutions.
11. y
x y
x y
0,
2
y
0
0, y
0
1
111 Use power series to solve the differential equation.

12. The solution of the initial-value problem

1. y  y
0 2. y
x y
x 2 y
x y
x 2 y
0 y
0
1 y
0
0
3. y
x y
2
4.
x  3y
2y
0
is called a Bessel function of order 0.
5. y
x y
y
0 6. y
y (a) Solve the initial-value problem to find a power series
7.
x 2
1y
x y  y
0 expansion for the Bessel function.
; (b) Graph several Taylor polynomials until you reach one that
8. y
x y
looks like a good approximation to the Bessel function on
9. y  x y  y
0, y
0
1, y
0
0 the interval 5, 5.
6 USING SERIES TO SOLVE DIFFERENTIAL EQUATIONS

Answers

S Click here for solutions.

 
xn x 3n
 
3
1. c0
c0 e x 3. c0
c0 e x 3
n
0 n! n
0 3nn!
 

1n 2n
2n n! 2n
1
5. c0 
n
0
n
2 n!
x
c1 
n
0
2n
1!
x


x2
1n1
2n  3! 2n
7. c0
c1 x
c0
c0  x
2 n
2 2
2n2
n!
n  2!

x 2n

2
9.
e x 2
n
0 2nn!


1n225 2
  

3n  12 3n
1
11. x

n
1
3n
1!
x
 USING SERIES TO SOLVE DIFFERENTIAL EQUATIONS 7

Solutions: Using Series to Solve Differential Equations

P
P

1. Let y(x) = cn xn . Then y 0 (x) = ncn xn1 and the given equation, y 0 y = 0, becomes
n=0 n=1

P
P
P
P

ncn xn1 cn xn = 0. Replacing n by n + 1 in the first sum gives (n + 1)cn+1 xn cn xn = 0,
n=1 n=0 n=0 n=0

P

so [(n + 1)cn+1 cn ]xn = 0. Equating coefficients gives (n + 1)cn+1 cn = 0, so the recursion relation is
n=0

cn 1 c0 1 1 1 c0 1 c0
cn+1 = , n = 0, 1, 2, . . . . Then c1 = c0 , c2 = c1 = , c3 = c2 = c0 = , c4 = c3 = , and
n+1 2 2 3 3 2 3! 4 4!
c0
in general, cn = . Thus, the solution is
n!
X X
c0 n X
xn
y(x) = cn xn = x = c0 = c0 ex
n=0 n=0
n! n=0
n!

P
P
P

3. Assuming y(x) = cn xn , we have y 0 (x) = ncn xn1 = (n + 1)cn+1 xn and
n=0 n=1 n=0

P
P

x2 y = cn xn+2 = cn2 xn . Hence, the equation y0 = x2 y becomes
n=0 n=2

P
P
P

(n + 1)cn+1 xn cn2 xn = 0 or c1 + 2c2 x + [(n + 1)cn+1 cn2 ] xn = 0. Equating coefficients
n=0 n=2 n=2
cn2
gives c1 = c2 = 0 and cn+1 = for n = 2, 3, . . . . But c1 = 0, so c4 = 0 and c7 = 0 and in general
n+1
c0 c3 c0 c0
c3n+1 = 0. Similarly c2 = 0 so c3n+2 = 0. Finally c3 = , c6 = = = 2 ,
3 6 63 3 2!
c6 c0 c0 c0
c9 = = = 3 , . . . , and c3n = n . Thus, the solution is
9 963 3 3! 3 n!
X X X X X 3 n
n 3n c0 3n x3n x /3 3
y (x) = cn x = c3n x = n n!
x = c0 n n!
= c0 = c0 ex /3
n=0 n=0 n=0
3 n=0
3 n=0
n!

P P P
5. Let y (x) = n=0 cn x y 0 (x) =
n
n=1 ncn x
n1
and y 00 (x) = n
n=0 (n + 2)(n + 1)cn+2 x . The
P P P
differential equation becomes n
n=0 (n + 2)(n + 1)cn+2 x + x n=1 ncn x
n1
+ n
n=0 cn x = 0 or
P n
P n
P n

n=0 [(n + 2)(n + 1)cn+2 + ncn + cn ]x since n=1 ncn x = n=0 ncn x . Equating coefficients gives
(n + 1)cn cn
(n + 2)(n + 1)cn+2 + (n + 1)cn = 0, thus the recursion relation is cn+2 = = ,
(n + 2)(n + 1) n+2
c0 c2 c0 c4 c0
n = 0, 1, 2, . . . . Then the even coefficients are given by c2 = , c4 = = , c6 = = ,
2 4 24 6 246
c0 (1)n c0 c1 c3 c1
and in general, c2n = (1)n = . The odd coefficients are c3 = , c5 = = ,
2 4 2n 2n n! 3 5 35
c5 c1 c1 (2)n n! c1
c7 = = , and in general, c2n+1 = (1)n = . The solution is
7 357 3 5 7 (2n + 1) (2n + 1)!
X
(1)n 2n X
(2)n n! 2n+1
y (x) = c0 x + c1 x .
n=0
2n n! n=0
(2n + 1)!
8 USING SERIES TO SOLVE DIFFERENTIAL EQUATIONS

P P P
7. Let y (x) = n 00
n=0 cn x . Then y = n=0 n (n 1) cn x
n2
, xy 0 = n
n=0 ncn x and
2 00 P P
x + 1 y = n=0 n (n 1) cn xn + n
n=0 (n + 2) (n + 1) cn+2 x . The differential equation becomes

P (n 1) cn
n=0 [(n + 2) (n + 1) cn+2 + [n (n 1) + n 1] cn ] xn = 0. The recursion relation is cn+2 = ,
n+2
c0 c2 c0 3c4 3c0
n = 0, 1, 2, . . . . Given c0 and c1 , c2 = , c4 = = 2 , c6 = = (1)2 3 , ...,
2 4 2 2! 6 2 3!
1 3 (2n 3) c0 (2n 3)! c0 (2n 3)! c0
c2n = (1)n1 = (1)n1 n n2 = (1)n1 2n2 for
2n n! 2 2 n! (n 2)! 2 n! (n 2)!
0 c1
n = 2, 3, . . . . c3 = =0 c2n+1 = 0 for n = 1, 2, . . . . Thus the solution is
3
x2 X
(1)n1 (2n 3)! 2n
y (x) = c0 + c1 x + c0 + c0 x .
2 n=2
22n2 n! (n 2)!

P
P
P
P

9. Let y(x) = cn xn . Then xy 0 (x) = x ncn xn1 = ncn xn = ncn xn ,
n=0 n=1 n=1 n=0

P

y 00 (x) = (n + 2)(n + 1)cn+2 xn , and the equation y00 xy0 y = 0 becomes
n=0

P

[(n + 2)(n + 1)cn+2 ncn cn ]xn = 0. Thus, the recursion relation is
n=0

ncn + cn cn (n + 1) cn
cn+2 = = = for n = 0, 1, 2, . . . . One of the given conditions is
(n + 2)(n + 1) (n + 2)(n + 1) n+2

X c0 1 c2 1
y(0) = 1. But y(0) = cn (0)n = c0 + 0 + 0 + = c0 , so c0 = 1. Hence, c2 = = , c4 = = ,
n=0
2 2 4 24

c4 1 1
c6 = = , . . . , c2n = n . The other given condition is y0 (0) = 0. But
6 246 2 n!
X
c1
y 0 (0) = ncn (0)n1 = c1 + 0 + 0 + = c1 , so c1 = 0. By the recursion relation, c3 = = 0, c5 = 0, . . . ,
n=1
3

c2n+1 = 0 for n = 0, 1, 2, . . . . Thus, the solution to the initial-value problem is

X
X
X X 2 n
x2n x /2 2
y(x) = n
cn x = c2n x2n
= n n!
= = e x /2
n=0 n=0 n=0
2 n=0
n!

P
P
P

11. Assuming that y(x) = cn xn , we have xy = x cn xn = cn xn+1 ,
n=0 n=0 n=0

P
P

x2 y 0 = x2 ncn xn1 = ncn xn+1 ,
n=1 n=0

P
P

y 00 (x) = n(n 1)cn xn2 = (n + 3)(n + 2)cn+3 xn+1 [replace n with n + 3]
n=2 n=1

P

= 2c2 + (n + 3)(n + 2)cn+3 xn+1 ,
n=0
 USING SERIES TO SOLVE DIFFERENTIAL EQUATIONS 9

P

and the equation y00 + x2 y0 + xy = 0 becomes 2c2 + [(n + 3)(n + 2)cn+3 + ncn + cn ] xn+1 = 0.
n=0

ncn cn (n + 1)cn
So c2 = 0 and the recursion relation is cn+3 = = , n = 0, 1, 2, . . . .
(n + 3)(n + 2) (n + 3)(n + 2)
But c0 = y(0) = 0 = c2 and by the recursion relation, c3n = c3n+2 = 0 for n = 0, 1, 2, . . . .
Also, c1 = y0 (0) = 1, so
2c1 2 5c4 25 22 52
c4 = = , c7 = = (1)2 = (1)2 , ...,
43 43 76 7643 7!
22 52 (3n 1)2
c3n+1 = (1)n . Thus, the solution is
(3n + 1)!

X

X
22 52 (3n 1)2 x3n+1
y(x) = cn xn = x + (1)n
n=0 n=1
(3n + 1)!