Section 11.

10
dy
C11S10.001: We use series methods to solve = y. Assume that
dx
∞

y(x) = an xn ,
n=0

so that
∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn .
n=1 n=0

Substitution in the given differential equation yields

∞

[(n + 1)an+1 − an ] xn = 0,
n=0

and hence
an
an+1 = for n
0.
n+1
Thus

a1 a0
a1 = a0 , a2 = = ,
2 2
a2 a0 a3 a0
a3 = = , a4 = = ,
3 3·2 4 4!
a4 a0
a5 = = , ... .
5 5!
a0
In general, an = if n
0. Hence
n!
∞ ∞
a0 n xn
y(x) = x = a0 = a0 ex .
n=0
n! n=0
n!

Finally,
   
 n!xn+1  1
lim   = |x| · lim = 0,
n→∞ (n + 1)!xn  n→∞ n + 1

so the radius of convergence of the series we found is +∞.

dy
C11S10.002: We use series methods to solve = 4y. Assume that
dx
∞

y(x) = an xn ,
n=0

so that
∞
 ∞

 n−1
y (x) = nan x = (n + 1)an+1 xn .
n=1 n=0

1
Substitution in the given differential equation yields

∞

[(n + 1)an+1 − 4an ] xn = 0,
n=0

so that

4an
an+1 = if n
0.
n+1

Therefore

4a1 42 a0
a1 = 4a0 , a2 = = ,
2 2
4a2 43 a0 4a3 44 a0
a3 = = , a4 = = ,
3 3! 4 4!
45 a0
a5 , = , ... .
5!

4n
Thus an = a0 if n
0. Therefore
n!
∞ ∞
4n n (4x)n
y(x) = a0 x = a0 = a0 e4x .
n=0
n! n=0
n!

By a computation almost identical to that in the solution of Problem 1, this series has radius of convergence
+∞.

dy
C11S10.003: We use series methods to solve 2 + 3y = 0. Assume that
dx
∞

y(x) = an xn ,
n=0

so that

∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn .
n=1 n=0

Substitution in the given differential equation yields

∞

[2(n + 1)an+1 + 3an ] xn = 0,
n=0

and thus

3an
an+1 = − if n
0.
2(n + 1)

Therefore

2
  2
3 3 a1 3 a0
a1 = − a0 , a2 = − · = · ,
2 2 2 2 2
 3
3 a2 3 a0
a3 = − · = − · , ... .
2 3 2 3!
In general,
 n
3 a0
an = (−1) · n
for n
1.
2 n!

Therefore
∞
  n ∞  n
3 xn (−1)n 3x
y(x) = a0 (−1) n
· = a0 = a0 e−3x/2 .
n=0
2 n! n=0
n! 2

By computations quite similar to those in the solution of Problem 1, this series has radius of convergence
+∞.

dy
C11S10.004: We use series methods to solve + 2xy = 0. Assume that
dx
∞

y(x) = an xn ,
n=0

so that
∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn .
n=1 n=0

Substitution in the given differential equation yields

∞
 ∞

nan xn−1 + 2an xn+1 = 0;
n=1 n=0

∞
 ∞

(n + 1)an+1 xn + 2an−1 xn = 0;
n=0 n=1

∞

a1 + [(n + 1)an+1 + 2an−1 ] xn = 0.
n=1

Therefore

a1 = 0 and (n + 1)an+1 = −2an−1 if n
1;

that is,

2an
an+2 = − if n
0.
n+2
Therefore a3 = a5 = a7 = · · · = 0 and

3
 2a0 a0 2a2 22 a0 a0
a2 = − = − , a4 = − = = ,
2 1! 4 4·2 2!
2a4 23 a0 a0 24 a0 a0
a6 = − = − = − , a8 = − = ;
6 6·4·2 3! 8·6·4·2 4!
in general,

(−1)n
a2n = a0 if n
1.
n!
Therefore
 
x2 x4 x6 x8  
y(x) = a0 1− + − + − ··· = a0 exp −x2 .
1! 2! 3! 4!

The radius of convergence of this series is +∞.

dy
C11S10.005: We use series methods to solve = x2 y. Assume that
dx
∞

y(x) = an xn ,
n=0

so that
∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn .
n=1 n=0

Substitution in the given differential equation yields

∞
 ∞
 ∞

(n + 1)an+1 xn = an xn+2 = an−2 xn .
n=0 n=0 n=2

Therefore a1 = 0, a2 = 0, and (n + 1)an+1 = an−2 if n
2; that is,

an
a1 = a2 = a4 = a5 = a7 = a8 = · · · 0 and an+3 =
n+3
if n
0. Hence

a0 a0 a3 a0 a0
a3 =
= , a6 = = = ,
3 1! · 3 6 6·3 2! · 32
a6 a0 a0
a9 = = = , ... ;
9 9·6·3 3! · 33
in general,
a0
a3n = if n
1.
n! · 3n
Therefore
  2  3  
1 x3 1 x3 1 x3 x3
y(x) = a0 1+ · + + + ··· = a0 exp .
1! 3 2! 3 3! 3 3

As in previous solutions, the radius of convergence of this series is +∞.

4
 dy
C11S10.006: We use series methods to solve (x − 2) + y = 0. Assume that
dx
∞

y(x) = an xn ,
n=0

so that
∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn .
n=1 n=0

Substitution in the given differential equation yields

∞
 ∞
 ∞

(n + 1)an+1 xn+1 − 2(n + 1)an+1 xn + an xn = 0;
n=0 n=0 n=0

∞
 ∞
 ∞

nan xn − 2(n + 1)an+1 xn + an xn = 0.
n=1 n=0 n=0

When n = 0, we have −2a1 + a0 = 0, and thus

a0
a1 = .
2
If n
1, then nan − 2(n + 1)an+1 + an = 0, so that 2(n + 1)an+1 = (n + 1)an . Therefore
an
an+1 = if n
1.
2
Hence

a1 a0 a2 a0
a2 = = 2, a3 = = 3,
2 2 2 2
a3 a0
a4 = = 4, ... ;
2 2
that is,
a0
an = if n
1.
2n
Therefore

∞
xn 1 2a0
y(x) = a0 n
= a0 · x = 2−x
n=0
2 1−
2
because the series is geometric; for the same reason, its radius of convergence is R = 2.

dy
C11S10.007: We use series methods to solve (2x − 1) + 2y = 0. Assume that
dx
∞

y(x) = an xn ,
n=0

so that

5
 ∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn .
n=1 n=0

Substitution in the given differential equation yields

∞
 ∞
 ∞

2nan xn − (n + 1)an+1 xn + 2an xn = 0.
n=1 n=0 n=0

If n = 0, we find that −a1 + 2a0 = 0, and thus that a1 = 2a0 . If n
1, then

2nan − (n + 1)an+1 + 2an = 0; (n + 1)an+1 = 2(n + 1)an ; an+1 = 2an .

Hence a1 = 2a0 , a2 = 22 a0 , a3 = 23 a0 , etc.; in general, an = 2n a0 if n
1. Therefore

∞
 ∞
 a0
y(x) = a0 2n xn = a0 (2x)n =
n=0 n=0
1 − 2x

1
because the series is geometric; for the same reason, its radius of convergence is R = 2.

dy
C11S10.008: We use series methods to solve 2(x + 1) = y. Assume that
dx
∞

y(x) = an xn ,
n=0

so that
∞
 ∞

 n−1
y (x) = nan x = (n + 1)an+1 xn .
n=1 n=0

Substitution in the given differential equation yields

∞
 ∞
 ∞

2nan xn + 2(n + 1)an+1 xn = an xn .
n=1 n=0 n=0

When n = 0, we have

1
2a1 = a0 , so that a1 = a0 .
2
If n
1, then 2nan + 2(n + 1)an+1 = an : 2(n + 1)an+1 = −(2n − 1)an , and thus

2n − 1
an+1 = − an .
2n + 2
Consequently,

1 1 3 3·1
a2 = − a1 = − a0 , a3 = − a2 = a0 ,
4 4·2 6 6·4·2
5 5·3·1
a4 = − a3 = − a0 , ... .
8 8·6·4·2
Thus

6
  
1 1 2 3·1 3 5·3·1 4 7·5·3·1 √
y(x) = a0 1+ x− x + x − x + x5 − · · · = a0 1 + x .
x 4·2 6·4·2 8·6·4·2 10 · 8 · 6 · 4 · 2

The radius of convergence of this binomial series is R = 1.

dy
C11S10.009: We use series methods to solve (x − 1) + 2y = 0. Assume that
dx
∞

y(x) = an xn ,
n=0

so that
∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn .
n=1 n=0

Substitution in the given differential equation yields

∞
 ∞
 ∞

nan xn − (n + 1)an+1 xn + 2an xn = 0.
n=1 n=0 n=0

When n = 0, we have −a1 + 2a0 = 0, so that a1 = 2a0 . If n
1, then

nan − (n + 1)an+1 + 2an = 0 : (n + 1)an+1 = (n + 2)an ,

and hence

n+2
an+1 = an if n
0.
n+1
Therefore

3 4
a2 = a1 = 3a0 , a3 = a2 = 4a0 ,
2 3
5
a4 = a3 = 5a0 , ... ;
4
in general, an = (n + 1)a0 if n
1. Therefore
∞

y(x) = a0 (n + 1)xn .
n=0

Now y(x) = F  (x) where

∞
 a0 x
F (x) = a0 xn+1 = .
n=0
1−x

Consequently,

a0 (1 − x + x) a0
y(x) = F  (x) = = .
(1 − x)2 (1 − x)2

The radius of convergence of the series for y(x) is R = 1.

7
 dy
C11S10.010: We use series methods to solve 2(x − 1) = 3y. Assume that
dx
∞

y(x) = an xn ,
n=0

so that
∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn .
n=1 n=0

Substitution in the given differential equation yields

∞
 ∞
 ∞

2nan xn − 2(n + 1)an+1 xn = 3an xn .
n=1 n=0 n=0

It is convenient, and has no effect, if we change the range of the index in the first sum from 1  n < +∞ to
0  n < +∞. Thus we find that, if n
0, then

2n − 3
2nan − 2(n + 1)an+1 = 3an ; 2(n + 1)an+1 = (2n − 3)an ; an+1 = an .
2n + 2
Therefore

3 1 1·3
a1 = − a0 , a2 = − a1 = a0 ,
2 4 4·2
1 1·1·3 3 3·1·1·3
a3 = a2 = a0 , a4 = a3 = a0 ,
6 6·4·2 8 8·6·4·2

and so on. Thus

 
3 1·3 2 1·1·3 3 3·1·1·3 4 5·3·1·1·3 5
y(x) = a0 1− x+ x + x + x + x + ··· = a0 (1 − x)3/2 .
2 4·2 6·4·2 8·6·4·2 10 · 8 · 6 · 4 · 2

The radius of convergence of this binomial series is R = 1.

C11S10.011: We use series methods to solve the differential equation y  = y. Assume the existence of a
solution of the form
∞

y(x) = an xn .
n=0

Then

∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn and
n=1 n=0

∞
 ∞


y (x) = n(n − 1)an x n−2
= (n + 2)(n + 1)an+2 xn .
n=2 n=0

Then substitution in the given differential equation yields

8
 an
an+2 = for n
0.
(n + 2)(n + 1)

Therefore

a0 a1
a2 = , a3 = ,
2·1 3·2
a0 a1
a4 = , a5 = ,
4! 5!
and so on. Hence
   
x2 x4 x6 x3 x5 x7
y(x) = a0 1 + + + + · · · + a1 x + + + + ···
2! 4! 6! 3! 5! 7!

= a0 cosh x + a1 sinh x.

The radius of convergence of all series here is R = +∞. The solution may also be expressed in the form
y(x) = c1 ex + c2 e−x .

C11S10.012: We use series methods to solve the differential equation y  = 4y. Assume the existence of
a solution of the form
∞

y(x) = an xn .
n=0

Then

∞
 ∞

 n−1
y (x) = nan x = (n + 1)an+1 xn and
n=1 n=0

∞
 ∞

y  (x) = n(n − 1)an xn−2 = (n + 2)(n + 1)an+2 xn .
n=2 n=0

Much as in the solution of Problem 11, substitution in the given differential equation leads to

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

Consequently,

4a0 4a1 42 a0 42 a1
a2 = , a3 = , a4 = , a5 = ,
2! 3! 4! 5!
and so on. Therefore
   
4x2 42 x4 43 x6 4x3 42 x5 43 x7
y(x) = a0 1+ + + + ···
+ a1 x + + + + ···
2! 4! 6! 3! 5! 7!
   
(2x)2 (2x)4 (2x)6 a1 (2x)3 (2x)5 (2x)7
= a0 1 + + + + ··· + 2x + + + + ···
2! 4! 6! 2 3! 5! 7!

9
 1
= a0 cosh 2x + a1 sinh 2x.
2
Each series here has radius of convergence +∞. The solution of the given differential equation can also be
expressed in the form y(x) = c1 e2x + c2 e−2x .

C11S10.013: We use series methods to solve the differential equation y  + 9y = 0. Assume the existence
of a solution of the form
∞

y(x) = an xn .
n=0

Then

∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn and
n=1 n=0

∞
 ∞


y (x) = n(n − 1)an x n−2
= (n + 2)(n + 1)an+2 xn .
n=2 n=0

Then substitution in the given differential equation leads—as in the solution of Problem 11—to the recursion
formula (n + 2)(n + 1)an+2 + 9an = 0, and thus

9
an+2 = − an for n
0.
(n + 2)(n + 1)

Hence

9 9
a2 = − a0 , a3 = − a1 ,
2! 3!
92 92
a4 = a0 , a5 = a1 ,
4! 5!
93 93
a6 = − a0 , a7 = − a1 ,
6! 7!
and so on. Hence
   
9x2 92 x4 93 x6 9x3 92 x5 93 x7
y(x) = a0 1 − + − + · · · + a1 x − + − + ···
2! 4! 6! 3! 5! 7!
   
(3x)2 (3x)4 (3x)6 a1 (3x)3 (3x)5 (3x)7
= a0 1 − + − + ··· + 3x − + − + ···
2! 4! 6! 3 3! 5! 7!
a1
= a0 cos 3x + sin 3x = c1 cos 3x + c2 sin 3x.
3
The radius of convergence of each series here is R = +∞.

C11S10.014: We use series methods to solve the differential equation y  + y = x. Assume the existence
of a solution of the form
∞

y(x) = an xn .
n=0

10
Then

∞
 ∞

 n−1
y (x) = nan x = (n + 1)an+1 xn and
n=1 n=0

∞
 ∞

y  (x) = n(n − 1)an xn−2 = (n + 2)(n + 1)an+2 xn .
n=2 n=0

Then substitution in the given differential equation yields

∞
 ∞

(n + 2)(n + 1)an+2 xn + an xn = x.
n=0 n=0

The case n = 0 yields 2a2 + a0 = 0, and hence

1
a2 = − a0 .
2
The case n = 1 yields 6a3 + a1 = 1, and thereby

a1 − 1
a3 = − .
6
And if n
2, we obtain
an
an+2 = − .
(n + 2)(n + 1)
The last recursion formula then yields

a2 a0 a3 a1 − 1
a4 = − = , a5 = − = ,
4·3 4! 5·4 5!
a4 a0 a5 a1 − 1
a6 = − = − , a7 = − = − ,
6·5 6! 7·6 7!
and so on. Therefore
   
x2 x4 x6 x3 x5 x7
y(x) = a0 1− + − + ··· + a1 x− + − + ···
2! 4! 6! 3! 5! 7!

x3 x5 x7 x9
− + + − + ···
3! 5! 7! 9!
 
x3 x5 x7 x9
= a0 cos x + a1 sin x + x − x − + − + − ···
3! 5! 7! 9!

= a0 cos x + a1 sin x + x − sin x = a0 cos x + (a1 − 1) sin x + x = x + c1 cos x + c2 sin x.

The radius of convergence of each series here is R = +∞.

dy
C11S10.015: Given the differential equation x + y = 0, substitution of the series
dx
∞

y(x) = an xn (1)
n=0

11
as in earlier solutions in this section yields
∞
 ∞

n
nan x + an xn = 0.
n=1 n=0

It then follows that a0 = 0 and that nan + an = 0 if n
1. The latter equation implies that an = 0 if
n
1. Thus we obtain only the trivial solution y(x) ≡ 0, which is not part of the general solution because
it contains no arbitrary constant and is not independent of any other solution. Part of the reason that the
series has no solution of the form in (1) is that a general solution is

C
y(x) = .
x
This solution is undefined at x = 0 and, of course, has no power series expansion with center c = 0. Here’s
an experiment for you: Assume a solution of the form
∞

bn (x − 1)n
n=0

and see what happens. Then assume a solution of the form

∞

cn xn
n=−1

and see what happens. You can learn more about these ideas, and their consequences, in a standard course in
differential equations (make sure that the syllabus includes the topic of series solution of ordinary differential
equations).

dy
C11S10.016: Given the differential equation 2x = y, substitution of the series
dx
∞

y(x) = an xn (1)
n=0

as in earlier solutions in this section yields

∞
 ∞

2nan xn = an xn .
n=1 n=0

Whe n = 0, this equation yields a0 = 0. If n
1, it implies that 2nan = an , and hence that an = 0 for
all n
0. So the given differential equation has no series solution of the form in (1) other than the trivial
√
solution y(x) ≡ 0. A general solution of the given differential equation is y(x) = C x . Perhaps it would
be possible to discover a general solution by series methods were you to begin with the assumption of the
existence of a solution of the form
∞

y(x) = bn (x − 1)n
n=0
.
dy
C11S10.017: Given the differential equation x + y = 0, substitution of the series
dx
∞

y(x) = an xn (1)
n=0

12
as in earlier solutions in this section yields

∞
 ∞

n+1
nan x + an xn = 0;
n=1 n=0

∞
 ∞

(n − 1)an−1 xn + an xn = 0.
n=2 n=0

Examination of the cases n = 0 and n = 1 yields a0 = a1 = 0. If n
2 we see that (n − 1)an−1 + an = 0,

and hence that an = 0 for all n
0. Thus the series method using the form in (1) uncovers only the trivial
solution y(x) ≡ 0, not a general solution of the given differential equation. Part of the reason is that a
general solution of the differential equation is
 
1
y(x) = C exp .
x

dy
C11S10.018: Given the differential equation x3 = 2y, substitution of the series
dx
∞

y(x) = an xn (1)
n=0

as in earlier solutions in this section yields

∞
 ∞

nan xn+2 = 2an xn ; that is,
n=1 n=0

∞
 ∞

(n − 2)an−2 xn = 2an xn .
n=3 n=0

It follows that a0 = a1 = a2 = 0 and that

n−2
an = an−2 if n
3.
2
Therefore an = 0 for all n
0, and so the series method yields only the trivial solution y(x) ≡ 0, not a
general solution of the given differential equation. A general solution of that equation is
 
1
y(x) = C exp − 2 ,
x

and this is part of the reason that the given differential equation has no solution of the form in Eq. (1).

C11S10.019: Given the initial value problem

y  + 4y = 0; y(0) = 0, y  (0) = 3,

we assume the existence of a series solution of the form

∞

y(x) = an xn .
n=0

Then

13
 ∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn and
n=1 n=0

∞
 ∞

y  (x) = n(n − 1)an xn−2 = (n + 2)(n + 1)an+2 xn .
n=2 n=0

Substitution in the given differential equation yields (n + 2)(n + 1)an+2 + 4an = 0, from which we obtain
the recurrence relation

4
an+2 = − an for n
0.
(n + 2)(n + 1)
Thus we may choose a0 and a1 to be arbitrary constants, and find that

4 4
a2 = − a0 , a3 = − a1 ,
2! 3!
4 42 42
a4 = − a2 = a0 , a5 = a1 ,
4·3 4! 5!
43 43
a6 = − a0 , a7 = − a1 ,
6! 7!
and so on. Therefore the general solution of the given differential equation may be written in the form
   
4x2 42 x4 43 x6 44 x8 4x3 42 x5 43 x7 44 x9
y(x) = a0 1 − + − + − · · · + a1 x − + − + − ···
2! 4! 6! 8! 3! 5! 7! 9!
a1
= a0 cos 2x + sin 2x = A cos 2x + B sin 2x.
2
Substitution of the initial conditions yields a0 = y(0) = 0 and a1 = y  (0) = 3, so the particular solution
of the differential equation is

3
y(x) = sin 2x.
2

C11S10.020: Given the initial value problem

y  − 4y = 0; y(0) = 2, y  (0) = 0,

we assume the existence of a series solution of the form

∞

y(x) = an xn .
n=0

Then

∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn and
n=1 n=0

∞
 ∞


y (x) = n(n − 1)an x n−2
= (n + 2)(n + 1)an+2 xn .
n=2 n=0

14
Substitution in the given differential equation yields (n + 2)(n + 1)an+2 = 4an , and thus

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

Thus a0 and a1 may be chosen to be arbitrary constants, and

4 4
a2 = a0 , a3 = a1 ,
2! 3!
4 42 4 42
a4 = a2 = a0 , a5 = a3 = a1 ,
4·3 4! 5·4 5!
43 43
a6 = a0 , a7 = a1 ,
6! 7!
and so on. Hence
   
4x2 4x4 43 x6 4x3 42 x5 43 x7
y(x) = a0 1 + + + + · · · + a1 x + + + + ···
2! 4! 6! 3! 5! 7!
   
(2x)2 (2x)4 (2x)6 a1 (2x)3 (2x)5 (2x)7
= a0 1 + + + + ··· + 2x + + + + ···
2! 4! 6! 2 3! 5! 7!
a1
= a0 cosh 2x + sinh 2x = A cosh 2x + B sinh 2x.
2
Then the initial conditions yield A = y(0) = 2 and 2B = y  (0) = 0. Therefore the particular solution of
the given initial value problem is

y(x) = 2 cosh 2x = e2x + e−2x .

C11S10.021: Given the initial value problem

y  − 2y  + y = 0; y(0) = 0, y  (0) = 1,

we assume the existence of a series solution of the form

∞

y(x) = an xn .
n=0

Then

∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn and
n=1 n=0

∞
 ∞

y  (x) = n(n − 1)an xn−2 = (n + 2)(n + 1)an+2 xn .
n=2 n=0

Substitution in the given differential equation then yields

(n + 2)(n + 1)an+2 − 2(n + 1)an+1 + an = 0 for n
0,

so that

15
 2(n + 1)an+1 − an
an+2 = , n
0.
(n + 2)(n + 1)

At this point it would be easier to use the information that a0 = 0 and a1 = 1 to help find the general form
of the coefficient an , but we choose to demonstrate that it is not necessary and, instead, find the general
solution of the differential equation in terms of a0 and a1 as yet unspecified. Using the recursion formula
just derived, we find that

2a1 − a0 2a1 − a0
a2 = = ,
2·1 2!
4a2 − a1 4a1 − 2a0 − a1 3a1 − 2a0
a3 = = = ,
3·2 3·2 3!
6a3 − a2 3a1 − 2a0 − a1 + 12 a0 4a1 − 3a0
a4 = = = , and
4·3 4·3 4!
8a4 − a3 4
3 a1 − a0 − 12 a1 + 13 a0 8a1 − 6a0 − 3a1 + 2a0 5a1 − 4a0
a5 = = = = .
5·4 5·4 5! 5!
At this point one might conjecture that

na1 − (n − 1)a0
an = if n
2,
n!
and this can be established using a proof by induction on n. That granted, it follows that

2a1 − a0 2 3a1 − 2a0 3 4a1 − 3a0 4 5a1 − 4a0 5

y(x) = a0 + a1 x + x + x + x + x + ···
2! 3! 4! 5!
   
x2 2x3 3x4 4x5 x3 x4 x5
= a0 1 − − − − − · · · + a1 x + x +
2
+ + + ···
2! 3! 4! 5! 2! 3! 4!
   
x2 2x3 3x4 4x5 x2 x3 x4
= a0 1 − − − − − · · · + a1 x 1 + x + + + + ··· .
2! 3! 4! 5! 2! 3! 4!

Let

x2 2x3 3x4 4x5

F (x) = 1 − − − − − ··· .
2! 3! 4! 5!
Then

x3 x4 x5
F  (x) = −x − x2 − − − − ···
2! 3! 4!
 
x2 x3 x4
= −x 1 + x + + + + · · · = −xex .
2! 3! 4!

Therefore F (x) = (1 − x)ex + C. Moreover, F (0) = 1, so that C = 0. Consequently,

y(x) = a0 (1 − x)ex + a1 xex = a0 ex + (a1 − a0 )xex = Aex + Bxex .

Finally, the given initial conditions imply that A = y(0) = 0 and that B = y  (0) = 1. Therefore the
particular solution of the original initial value problem is y(x) = xex .

16
C11S10.022: Given the initial value problem

y  + y  − 2y = 0; y(0) = 1, y  (0) = −2,

we assume the existence of a series solution of the form

∞

y(x) = an xn .
n=0

Then

∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn and
n=1 n=0

∞
 ∞

y  (x) = n(n − 1)an xn−2 = (n + 2)(n + 1)an+2 xn .
n=2 n=0

Substitution in the given differential equation then yields

(n + 2)(n + 1)an+2 + (n + 1)an+1 − 2an = 0 for n
0,

so that

2an − (n + 1)an+1
an+2 = , n
0.
(n + 2)(n + 1)

At this point it would be easier to use the information that a0 = 1 and a1 = −2 to help discover the
general form of the coefficient an , but we choose to demonstrate that it is not necessary and, instead, find
the general solution of the differential equation in terms of the unspecified constants a0 and a1 . Rewriting
the expressions for a0 and a1 with the aid of hindsight and using the recursion formula for an , we find that

1 · a0 − 0 · a1 1 · a1 − 0 · a0
a0 = , a1 = ,
0! 1!
2 · a0 − 1 · a1 3 · a1 − 2 · a0
a2 = , a3 = ,
2! 3!
6 · a0 − 5 · a1 11 · a1 − 10 · a0
a4 = , a5 = ,
4! 5!
22 · a0 − 21 · a1 43 · a1 − 42 · a0
a6 = , a7 = ,
6! 7!
86 · a0 − 85 · a1 171 · a1 − 170 · a0
a8 = , a9 = .
8! 9!

The problem now is to discover the pattern in the coefficients. Let cn denote the coefficient of a0 in the
numerator in an and let dn denote the coefficient of a1 in the same numerator. The data we have accumulated
may be summarized in the following table.

17
 n cn dn

0 1 0

1 0 1

2 2 −1

3 −2 3

4 6 −5

5 −10 11

6 22 −21

7 −42 43

8 86 −85

9 −170 171

It appears that cn+1 = 2 − 2cn for n
0; clearly c0 = 1, and c1 = 0. The first of these equations yields

cn+1 + 2cn = 2 = cn+2 + 2cn+1 ,

and thus we obtain the linear second-order homogeneous difference equation

cn+2 + cn+1 − 2cn = 0

with initial conditions c0 = 1, c1 = 0. Note the similarity to the characteristic equation of the original
differential equation; note also the familiarity of the following method of solution of this difference equation.
We assume a solution of the form cn = rn where r is a nonzero constant. Substitution in the difference
equation yields

rn+2 + rn+1 − 2rn = 0, so that r2 + r − 2 = 0.

This quadratic equation has the two solutions r1 = 1 and r2 = −2. Linearity of the difference equation
implies that a linear combination of solutions is a solution, and thus the difference equation has general
solution

cn = A · 1n + B · (−2)n

for n
0. Then the initial conditions c0 = 1 and c1 = 0 yield A = 2

3 and B = 1
3. Hence

2 + (−2)n
cn = for n
0.
3
Moreover, cn + dn = 1, and it follows that

1 − (−2)n
dn = 1 − cn = .
3
Thus we find that

18
 cn a0 + dn a1
an =
n!
[2 + (−2)n ] a0 + [1 − (−2)n ] a1 (2a0 + a1 ) + (a0 − a1 )(−2)n
= = ,
n! · 3 n! · 3
a result that should be routine, though perhaps not simple, to establish with a proof by induction on n.
Finally, this yields the general solution
   
2a0 + a1 x2 x3 x4 a0 − a1 (−2x)2 (−2x)3 (−2x)4
y(x) = 1+x+ + + + ··· + 1 − 2x + + + + ···
3 2! 3! 4! 3 2! 3! 4!
1 1
= (2a0 + a1 )ex + (a0 − a1 )e−2x = Aex + Be−2x .
3 3
The initial conditions in the original initial value problem now imply that a0 = 1 and a1 = −2, and hence
its particular solution is y(x) = e−2x .

Note: We obtained the coefficients cn and dn by using Mathematica 3.0 as follows: We executed the
commands

a[0] = a0; a[1] = a1; a[n ] := a[n] = (2*a[n−2] ∗ (n − 1)∗a[n−1])/(n∗(n − 1))

and
ColumnForm[ Table[ { n, Simplify[ a[n] ] }, {n, 0, 9 } ] ]

(If you experiment, you will find that the alternative command

a[n ] := (2*a[n−2] ∗ (n − 1)∗a[n−1])/(n∗(n − 1))

will require substantically greater execution time.)

C11S10.023: Suppose that the differential equation

x2 y  + x2 y  + y = 0
has a series solution of the form
∞

y(x) = cn xn .
n=0

Then

∞
 ∞

y  (x) = ncn xn−1 = (n + 1)cn+1 xn and
n=1 n=0

∞
 ∞

y  (x) = n(n − 1)cn xn−2 = (n + 2)(n + 1)cn+2 xn .
n=2 n=0

Substitution in the given differential equation then yields

∞
 ∞
 ∞

n(n − 1)cn x +n
ncn x n+1
+ cn xn = 0;
n=2 n=1 n=0

19
 ∞
 ∞
 ∞

n(n − 1)cn x + n
(n − 1)cn−1 x + n
cn xn = 0.
n=2 n=2 n=0

It then follows that c0 = c1 = 0 and that, if n
2,

n−1
n(n − 1)cn + (n − 1)cn−1 + cn = 0; that is, cn = − cn−1 .
n2 − n + 1
Thus

1 2 3
c2 = − c1 = 0, c3 = − c2 = 0, c4 = − c3 = 0,
3 7 13
and so on: cn = 0 for all n
0. Therefore the only solution discovered by the series method used here
is the trivial solution y(x) ≡ 0. Not only do we not find two linearly independent solutions, there is not
even one because the trivial solution is neither independent of any solution nor has it the form of a general
solution.

C11S10.024: Given the differential equation (the Bessel equation of order zero)

xy  + y  + xy = 0,

we assume the existence of a solution of the form

∞
 ∞

y(x) = an xn = an−1 xn−1 , for which
n=0 n=1

∞
 ∞

y  (x) = nan xn−1 = (n + 1)an+1 xn and
n=1 n=0

∞
 ∞

y  (x) = n(n − 1)an xn−2 = (n + 1)nan+1 xn−1 .
n=2 n=1

Substitution in Bessel’s equation then yields

∞
 ∞
 ∞

(n + 1)nan+1 xn + (n + 1)an+1 xn + an−1 xn = 0.
n=1 n=0 n=1

If n = 0, this equation yields a1 = 0. If n
1, we find that

(n + 1)nan+1 + (n + 1)an+1 + an−1 = 0,

so that
an
an+2 = − if n
0.
(n + 2)2

Thus a1 = a3 = a5 = · · · = 0, and

a0 a2 a0
a2 = − , a4 = − = 2 2,
22 4 2 4 ·2
a4 a0 a0
a6 = − = − 2 2 2, a8 = 2 2 2 2 ;
6 2 6 ·4 ·2 8 ·6 ·4 ·2
20
in general, if n
1 (and even if n = 0), then

(−1)n a0
a2n =
(2n)2 · (2n − 2)2 · · · 62 · 42 · 22
(−1)n a0 (−1)n a0
= = 2n .
22n · n2 · (n − 1) · · · 3 · 2 · 1
2 2 2 2 2 · (n!)2

Therefore

∞
(−1)n x2n
J0 (x) = a0 .
n=0
22n (n!)2

Because the coefficients with odd subscripts are all zero, there is no second linearly independent solution
produced by this variation of the infinite series method. There does exist a second linearly independent
solution, but finding it requires advanced techniques; see, for example, Section 8.4 of Edwards and Penney:
Differential Equations and Boundary Value Problems: Computing and Modeling, 2nd ed. (Upper Saddle
River, N.J.: Prentice Hall, 2000).

C11S10.025: Part (a): The method of separation of variables yields

1
dy = 1 dx; arctan y = x + C;
1 + y2
y(x) = tan(x + C). 0 = y(0) = tan C :

C = nπ (n is an integer); y(x) = tan(x + nπ) = tan x.

Part (b): If

y(x) = x + c3 x3 + c5 x5 + c7 x7 + c9 x9 + · · · , then

y  (x) = 1 + 3c3 x2 + 5c5 x4 + 7c7 x6 + 9c9 x8 + · · · . Hence

1 + [y(x)]2 = 1 + x2 + 2c3 x4 + (c23 + 2c5 )x6 + (2c3 c5 + 2c7 )x8

+ (2c3 c7 + c25 + 2c9 )x10 + (2c3 c9 + 2c5 c7 + 2c11 )x12 + (2c3 c11 + 2c5 c9 + c27 + 2c13 )x14 + · · ·

= y  (x) = 1 + 3c3 x2 + 5c5 x4 + 7c7 x6 + 9c9 x8 + 11c11 x10 + · · · .

It follows that

1
3c3 = 1 : c3 = .
3
2 2
5c5 = 2c3 = : c5 = .
3 15
1 4 17 17
7c7 = c23 + 2c5 = + = : c7 = .
9 15 45 315
62 62
9c9 = 2c3 c5 + 2c7 = : c9 = .
315 2835
1382 1382
11c11 = 2c3 c7 + c25 + 2c9 = : c11 = .
14175 155925

21
Part (c): Continuing in this manner, we find that

1 3 2 5 17 7 62 9 1382 11 21844 13 929569

tan x = x + x + x + x + x + x + x + x15
3 15 315 2835 155925 6081075 638512875
6404582 443861162 18888466084
+ x17 + x19 + x21
10854518875 1856156927825 194896477400625
113927491862 58870668456604
+ x23 + x25 + · · · .
2900518163668125 3698160658676859375

22