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POWER SERIES SOLUTIONS


TO DIFFERENTIAL EQUATIONS
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0. Introduction

If a homogeneous linear differential equation has constant coefficients, it


can be solved by algebraic methods (method of undetermined coefficients,
variation of parameters, inverse operators, etc). However, if such an equation
has variable coefficients ( functions of x) it can be solved by two standard
methods of solutions: the power series method and an extension of it, called the
Frobenius method.

The three special differential equations


1. Bessels Equation:
x2 y" + x y' + (x2- n2)y = 0
2. Legendres Equation:
(1 x2) y" -2x y' + n (n +1)y = 0 and
3. Euler Equation:
ax2 y" + bx y' + cy = 0

occur frequently in advanced studies in applied mathematics, physics, and


engineering. For instance, Bessel equations appear in connections with electrical
fields, vibrations, heat conduction, etc, very often when a problem shows
cylindrical symmetry. Legendres equations may appear in cases of spherical
symmetry.
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1.1 Review of Power Series

1.1.1 Definition: A power series centered at point c is an infinite series of


the form


a 0 + a 1 (x - c ) + a 2 (x - c ) + a 3 (x - c ) + ... = c n (x - c ) .
2 3 n

n=0

Illustration 1.1.1

a) The power series (x + 2 )n is centered at c=-2.
n =0

b) The series
n 1
=
3 n xn is a power series in x.

1.1.2 Convergence

A power series n
a (x - c )n
is convergent at a specified value of
n =0
N
lim
x if the N a n (x - c )n exists. The series is said to be divergent if
n =0
the limit does not exist at x.

1.1.3 Interval of Convergence

The interval of convergence is the set of all real numbers x for which the
series converges.

1.1.4 Radius of Convergence

Let r be the radius of convergence of a power series. If r>0, then the


power series converges for lx cl < r and diverges for lx cl > r. If r=0 then
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the series converges only at point c. If r= then the series converges for all
possible values at x.

1.1.5 Absolute Convergence

If x is within the interval of convergence of a power series then



a n (x - c )n converges.
n =0

1.1.6 Ratio Test

The convergence of a power series is determined by the ratio test.


Suppose an 0 for all n and that

an +1 (x - c )n +1 an +1
lim = x - c lim =L.
n an (x - c )n n a n

If L < 1 the series converges absolutely, if L > 1 the series diverges, and if
L = 1 the test is inconclusive.

1.1.7 Derivative and Integral of a Power Series

If the radius of convergence is r > 0, then



f(x)= a n (x - c )n is
n =0
continuous, differentiable, and integrable on the interval
(a r, a + r). Moreover, the function f '(x) and f(x) dx can be obtained by
term-by-term differentiation and integration.
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Example 1.1.7 Find y' and y" for the series y = an x n .
n =0

Solutions: The first two derivatives of y are


y' = a nx
n=0
n
n -1


y" = a n(n - 1)x
n=0
n
n-2

Omitting the zero terms,



y' = a nx
n =1
n
n -1

.
y" = ann(n - 1)x n - 2
n=2

1.1.8 Analyticity of a Power Series at a Point

A function f is analytic at a point c if it can be represented by a power series


centered at c with r > 0 or r = .

Examples 1.1.8 The functions ex, sin x and cos x are analytic at x=0
since each can be represented by a Taylor series centered at 0 (also called
Maclaurin series).

x x x2 x3
For lxl < , e =1 + + + + ...
1! 2! 3!
x3 x5 x7
sinx = x - + - + ...
3! 5! 7!
x 2 x4 x6
cosx = 1 - + - + ...
2! 4! 6!
1.1.9 ALGEBRA OF POWER SERIES

The procedures for addition, multiplication and division are similar to


those by which two polynomials are added, multiplied, and divided.
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Example 1.1.9 a) Write n(n - 1)a n x n- 2
+ a n x n +1 as one
n =2 n =0
power series.

b) Multiply the power series for the product ex sin x.

2. SERIES SOLUTIONS TO DIFFERENTIAL EQUATION

POWER SERIES METHOD


2.1 Definition: A point x0 is said to be an ordinary point of the
differential equation

a2(x) y + a1(x) y + a0(x) y = 0

if both P(x) and Q(x) of its standard form

y + P(x) y + Q(x) y = 0

are analytic at x0. A point is said to be singular if it is not ordinary.

2.2 Existence of Power Series Solutions.

If x=x0 is an ordinary point of the differential equation in 2.1, one can


always find two linearly independent solutions in the form of a power series

centered at x0 , that is, y= a n (x - x 0 )n . A series solution converges at
n =0
least on some interval defined by l x x0 l < r, where r is the
distance from x0 to the closest singular point.
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REMARK: For simplicity, we find power series solutions about the ordinary point x
= 0.

Sample Problem 2.3


a) Find the interval of convergence and the radius of convergence of power
series solutions about an ordinary point of the given differential equation.
1. ( 2 + 1)" + = 0
2. ( 2 2 + 10)" + 4 = 0

b) Find a series solution at x0=0 for the equation y" + xy = 0.

SOLUTIONS ABOUT SINGULAR POINTS

DEFINITION 2.4 A singular point xo is said to be a regular singular point of


the differential equation

a2(x) y + a1(x) y + ao y = 0

if the functions p(x) = (x - xo) P(x) and q(x) = (x - xo)2 Q(x) are both analytic
at xo. A singular point that is not regular is said to be irregular.

EXAMPLE 2.5 In the equation

(x2 4)2 y" + 3 (x 2) y' + 5y = 0 ,


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P( x ) =
( x - 2)( x + 2)2
5 and
Q( x ) =
( x - 2)2 ( x + 2)2

Clearly, x = 2 and x = -2 are singular points.


By 2.4, x= 2 is a regular singular point since both p(x) = (x 2 ) P(x) = 3 /
(x+2)2 and
q(x) = (x 2 )2 Q(x) = 5 / (x + 2)2 are analytic at x = 2.

In a similar manner, x = -2 is irregular since p(x) is not defined at x = -2.

Theorem 2.6 FROBENIUS METHOD

If x= xo is a regular singular point of the differential equation in 2.4, then there


exists at least one solution of the form

an (x - x o ) = an (x - x 0 )
r n n+r
y = (x - x o ) ,
n=0 n=0

where the number r is a constant to be determined. The series will converge at


least on some interval 0< x x0 < r.

REMARKS: Several second-order differential equations of great importance -


the famous Bessel equation and Euler equations among them - have coefficients
that are not analytic at x = 0. The Frobenius method is a way of solving
differential equations at regular singular points.
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3. EULER EQUATIONS

3.1 An equation of the form


ax2 y" + bx y' + cy = 0 is called an Euler equation.

Since x = 0 is a regular singular point then all solutions to equation 3.1 are of
the form
y = x r.
Now plug this into the equation we get,

a x2 r(r 1) x r2 +bxrx r1 +cxr=0


(a r(r 1) + b r + c) x r = 0.
By identity property, a r(r 1) + b r + c = 0. So the solution is of the form y
= x r provided r is a solution to above quadratic equation. In cases of double
roots, the second solution will be, y2 = x r ln x. So the general in this case is y =
C1 x r + C2 x r lnx.

EXAMPLE 3.2 Solve 2x2 y" + 3 x y' 15 y = 0.

Solution: With a = 2 , b = 3 and c = -15, we get 2r (r 1) + 3r 15 = 0


or
2r2 + r 15 = 0. This gives us r1 = 5/2 and r2 = -3. The general solution
is then,

y= C1 x 3/2 + C2 x-3.

EXAMPLE 3.3 Solve x2 y" -7xy' + 16 y = 0.

Solution: The corresponding quadratic equation is r (r - 1) 7 r + 16 = 0


r2 8r + 16 = 0
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(r 4)2 = 0 r=4 (double roots)

So the general solution is then,

y = C1 x4 + C2 x4 ln x.

FROBENIUS METHOD
EXAMPLE 3.4 Two Series Solutions:
Find a two series solutions of the differential equation
3" + = 0.