Chapter 5.

4: Regular singular points

We now study solutions of

P (x)y 00 + Q(x)y 0 + R(x)y = 0

near a regular singular point.

• Singular point x0 : P (x0) = 0;

• Regular singular point x0:

• limx→x0 (x − x0) Q(x)

P (x)
finite, i.e. Q(x)
P (x)
is no
worse than (x − x0)−1;

R(x) R(x)
• limx→x0 (x − x0)2 P (x)
finite. i.e. P (x)
is no
worse than (x − x0)−2.

1
Bessel’s equation

x2y 00 + xy 0 + (x2 − ν 2)y = 0.

Thus, P (x) = x2, Q(x) = x, R(x) = (x2 − ν 2).

There is a singular point is x = 0. Is it regular?

We note that
x 1
Q(x)/P (x) = 2 = .
x x
This does satisfy the first condition to be regu-
lar, since the singularity is 1/x. More formally,

lim xQ(x)/P (x) = 1.

x→0

2
Bessel’s equation (cont.)

Also,
R(x)/P (x) = (x2 − ν 2)/x2.
This blows up like 1/x2 at x = 0 as long as
ν 6= 0. This also satisfies the condition to be
regular. More formally,

lim x2R(x)/P (x) = −ν 2 < ∞.

x→0

Thus, x = 0 is a regular singularity.

3
Legendre’s equation

(1 − x2)y 00 − 2xy 0 + α(α + 1)y = 0.

There are singular points at x = ±1. Are they
regular?

They both are since (1 − x2) = (1 − x)(1 + x).

So P1 = (1−x)(1+x)
1 1 at
has the singularity x−1
1 at x = −1. It only blows up
x = 1, and 1+x
to order 1. The singular points have to be
regular.

4
Legendre’s equation

Let us show more completely that x = 1 is a

regular singular point:

• limx→1(x−1) Q(x)
P (x)
= limx→1 (x−1) −2x
(1−x)(1+x)
=
2x = 1.
limx→1 (1+x)

R(x) 2 α(α+1)
• limx→1(x−1)2 P (x)
= limx→1 (x−1) (1−x)(1+x)
=
limx→1(x − 1) α(α+1)
(1+x)
= 0.

5
Behavior of solutions at regular sin-
gular points

In future chapters, we will consider how so-

lutions behave as x → x0, a regular singular
point. In general, the solutions are not an-
alytic there, but have the form (x − x0)r f (x)
where r is a real number and f is analytic. So
the solutions can be singular at the regular sin-
gular point, but in fairly simple ways. We also
consider whether infinity is a regular singular
point, which controls the behavior of the solu-
tions at infinity.

6
An equation with regular singular
points and only analytic solutions

Consider the equation: x2y 00 − 2xy 0 + 2y = 0.

It has a regular singular point at x = 0.

It is easy to check that two independent solu-

tions are y1 = x, y2 = x2. Hence every solution
is a polynomial

y = c1x + c2x2.

So what impact does the singularity at x = 0

have on solutions? The answer is: you cannot
pose the initial value problem at x = 0, i.e. you
cannot find a solution with y(0) = y0, y 0(0) =
y00 . In fact, both x, x2 are zero at x = 0, so all
solutions must be zero at x = 0!!
7
Irregular singular point

Consider the equation

x2y 00 + y 0 + y = 0.
Then x = 0 is an irregular singular point be-
cause
Q(x) 1
lim x = lim x 2 = ∞.
x→0 P (x) x→0 x
Otherwise said, if you divide by P , the coeffi-
cient of y 0 blows up like 1/x2, not 1/x, as for
a regular singular point.

8
Singular point at infinity

These are important because many of the ba-

sic equations have singular points at infinity.
Whether the singularity is regular or not deter-
mines how the solutions grow at infinity.

The definition is as follows.

Let ξ = 1 x ⇐⇒ x = 1 . Write the equation

ξ
entirely in terms of ξ. Then the equation has
a singular point at infinity is the ξ-equation has
a singular point at ξ = 0. It is a regular singular
point at infinity if the ξ equation has a regular
singular point at ξ = 0.

9
Rewriting the equation

Let x = 1/ξ ⇐⇒ ξ = 1/x. Then:

d = dξ d = − 1 d = −ξ 2 d .
• dx dx dξ x2 dξ dξ

• d2 d ][−ξ 2 d ] = ξ 4 d + 2ξ 3 d .
= [−ξ 2 dξ
dx2 dξ dξ 2 dξ

d2 d + R]y = 0
So the equation [P (x) dx2
+ Q(x) dx
becomes
1 d d 1 d 1
P ( )[ξ 4 2 Y +2ξ 3 ]Y +Q( )[−ξ 2 ]Y +R( )Y = 0.
ξ dξ dξ ξ dξ ξ

10
Rewriting the equation cont.

Here, Y (ξ) = y( 1ξ ).

Collecting like terms, this simplifies to:

1 4 00 3 1 2 1 0 1
P ( )ξ Y +[2ξ P ( )−ξ Q( )]Y +R( )Y = 0.
ξ ξ ξ ξ

Then ξ = 0 is an ordinary point if

2ξ 3P ( 1ξ ) − ξ 2Q( 1ξ ) 2 Q( 1ξ )
= −
P ( 1ξ )ξ 4 ξ P ( 1ξ )ξ 2
and
R( 1ξ )
P ( 1ξ )ξ 4
are analytic at ξ = 0

11
Regular singular at infinity

Also, ξ = 0 is a regular singular point if

Q( 1ξ )
• ξ · [ 2ξ − 1 2 ] has a finite limit at ξ = 0,
P ( ξ )ξ
and if

R( 1)
• ξ2 1ξ 4 has a finite limit at ξ = 0.
P ( ξ )ξ

12
Legendre

Consider Legendre’s equation:

(1 − x2)y 00 − 2xy 0 + α(α + 1)y = 0.

If we put ξ = 1/x, and simplify a bit, we get

the equation in ξ:
ξ 2(ξ 2 − 1)Y 00 + [2ξ 3]Y 0 + α(α + 1)Y = 0.
The point ξ = 0 is a singular point. So Leg-
endre’s equation does have a singular point at
infinity.

If we divide by the leading coefficient we get

2ξ 3 α(α + 1)
Y 00+ 2 2 Y0+ 2 2 Y = 0.
ξ (ξ − 1) ξ (ξ − 1)
The middle term does not blow up at ξ = 0
and the third term blows up like 1/ξ 2. Thus,
the point at infinity is a regular singular point.
13