Power Series Solutions

and
Special Functions

Power Series Solutions and Special

Functions
 So far, we have a systematic procedure for constructing solutions
if the equation has constant coefficients.
 For a larger class of equations with variable coefficients, we
must search for solutions beyond the familiar elementary
functions of calculus.
Elementary Functions: The elementary functions consists of
the algebraic functions, rational functions, transcendental
functions that is trigonometric and inverse trigonometric
functions, exponential, logarithms functions, any
combination (adding, subtracting, multiplying, dividing) or
compositions (forming function of function) of these
functions.
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Dr. Anil Kumar, BITS Goa 1

 Elementary and Special Functions

Beyond these functions there exist another class of functions

called Special functions.
Examples: Bessel functions, Gamma functions, Zeta
functions, etc.

The principal tool we need is the representation of a given

function by a power series.

A large class of special functions arise as a solution of second

order linear ODEs.

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If we wish to solve y   y  0 then the familiar functions

y  sin x and y  cos x are already available for this purpose
from elementary calculus.

But the situation is different in case of

xy  y  xy  0
The approach we develop in this chapter is to solve it in terms of
power series and to use these series to define special functions.

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Dr. Anil Kumar, BITS Goa 2

 Power Series
 An infinite series of the form


a
n 0
n x n  a0  a1 x  a2 x 2   (1)

is called a power series in x.

 The series


 a (x  x )
n 0
n 0
n
 a0  a1 ( x  x0 )  a2 ( x  x0 ) 2   (2)

is called a power series in x  x0 .

The second series can be reduced to the first by a translation

of changing the coordinate system.
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We shall confine our discussion to power series of the form



a
n0
n x n  a0  a1 x  a2 x 2   (1)

The series (1) is said to converge at a point x if the limit

m
lim
m

n0
an x n

exists, and in this case the sum of the series is the values of this
limit. The series (1) always converges at x = 0.

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Dr. Anil Kumar, BITS Goa 3

 All power series in x fall into one or another of three major categories



This series converges only for
n ! x n  1  x  2 x 2  3 ! x 3  x = 0, and diverges for all x  0.
n0

xn x2 x3

n0 n !
 1 x    
2 3!
This series converges for all x.


This series converges for x < 1
x
n 0
n
1  x  x 2  x 3   and diverges for x >1

Remark:
• The first series is of no use while second is easiest to work with.
• All others are roughly similar to the third series, in the sense that to each
series of this kind there exist a positive real number R, called the radius
of convergence such that the series converges for x < R and diverges for
x > R.
7
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How to find Radius of Convergence (R)

In many important cases the value of R can be found as follows.
Let 

u
n0
n  u 0  u1  u 2  

be a series of non-zero constants.

Recall by elementary calculus that if the limits (Ratio test)

u n 1
lim  L
n  un

exist, then the ratio test asserts that the series converges if
L < 1 and diverges L >1.
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Dr. Anil Kumar, BITS Goa 4

 a n 1 x n 1 a
In case of power series lim n
 lim n 1 x  L
n  an x n  a
n

this series will converge if L < 1 and diverges L > 1.

This gives the formula for the radius of convergence

an
R  lim
n  a n 1

If R is finite and nonzero, then it determine an interval of

convergence –R < x < R such that inside the interval the series
converges and outside the interval diverges. A power series
may or may not converge at either endpoint of this interval.
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Example:

• For what values of x, the series


( x  3) n

n 1 2n n
converges.

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Dr. Anil Kumar, BITS Goa 5

 
Suppose that the power series a
n 0
n x n  a0  a1 x  a2 x 2  

converges for x < R, where R > 0, and denote its sum by f (x)

f ( x )   a n x n  a0  a1 x  a2 x 2  
n 0

Then f (x) is continuous and has derivatives of all orders for

x < R (Abel’s theorem).

Also the series can be differentiated term by term in the sense

that 
f ( x )   nan x n 1  a1  2 a2 x  3a3 x 2  
n 1

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
f ( x )   n ( n  1) an x n  2  2 a2  3  2 a3 x  
n2

And so on, and each of the resulting series converges for x < R.

Let we have second power series in x that converges to a

function g(x) for x < R, so that

g ( x )   bn x n  b0  b1 x  b2 x 2  
n0

then, f ( x )  g ( x )   ( a n  bn ) x n  ( a0  b0 )  ( a1  b0 ) x  
n0

f ( x ) g ( x )   cn x n , where cn  a0 bn  a1bn 1    a n b0
n 0

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 Series Solution of First Order Equations
We consider the equation
dy
 y (1)
dx
We assume that this equation has a power series solution of the
form
y  a0  a1x  a2 x2   an xn  (2)

That converges for x < R, R > 0; that is, we assume that (1)
has solution that is analytic at the origin.

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A power series can be differentiated term by term in its interval

of convergence

y  a1  2a2 x  3a3 x    (n  1)an1 x  

2 n

dy
Since  y
dx

The series these two series must have same coefficients

 a1  a 0 , 2 a 2  a1 , 3 a 3  a 2 ,  , na n  a n 1 , 
Hence we have the following solution

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 a0 2 a0 3 a
y  a0  a0 x  x  x   0 xn  
2! 3! n!
 x2 x3 xn 
 y  a0  1  x      (3)
 2! 3! n! 
where a0 is arbitrary constant.
Note that:
• So far this solution is tentative as we have no guarantee that
DE actually has a power series solution.
• It only says that if DE has a power series solution then it
will be (3) type.
• However, the ratio test says that the above series is
convergent for every x, hence it is the desired solution which
is given by a0 ex.
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Finding Power Series Expansion

The method of power series is a useful method of finding

power series expansion of many functions.

Example: Find the power series expansion of

(1  x ) p
and write the region of convergence.

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Dr. Anil Kumar, BITS Goa 8

 Second Order Linear Equations

Consider the general second order linear equation

d2y dy
2
 P ( x)  Q( x) y  0 (1)
dx dx
it is occasionally possible to solve such an equation in terms of
familiar elementary functions.

Remark: The behavior of its solution near a point x0 depends

on the behavior of its coefficient functions P(x) and Q(x) near
this point.

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Ordinary Point: A point x0 is called an ordinary point of (1), if

P(x) and Q(x) are analytic at x0 , which means that each of
these functions has a power series expansion valid in some
neighborhood of this point.

If x0 is an ordinary point of (1) then the solution of (1) is also

analytic at x0.

If x0 is not an ordinary point then it is a singular point of (1).

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 Examples:

(i) y  y  0

Solution:

 x2 x4   x3 x5 
y( x)  a0 1    ...   a1  x    ... 
 2! 4!   3! 5! 

 y( x)  a0 cos x  a1 sin x

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(ii ) (1  x 2 ) y  2 xy  p ( p  1) y  0, p is a constant

Legendre’s equation

Solution: Since x = 0 is an ordinary point of the differential

equation, we expect a solution of the form

y   an x n , x  R, R  0
n 0
 
 y   ( n  1) a
n0
n 1 xn , y    ( n  2)( n  1) a
n0
n2 xn ,
 
 2 xy     2 na
n0
n xn ,  x 2 y     ( n  1) na
n0
n xn ,

and p ( p  1) y  
n0
p ( p  1) a n x n

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 Substituting these in the differential equation, we get the
following Recursion formula (by comparing the coefficient of
the general term)
( p  n)( p  n  1)
an 2   an , n  0,1, 2,
(n  1)(n  2)
Hence computing different coefficients we get

ya
1  p ( p  1)
x 
2
p ( p  2)( p  1)( p  3)
x 
4 
0
 2! 4! 

a
 x  ( p  1)( p  2) x 3

( p  1)( p  3)( p  2)( p  4)
x 
5 
1
 3! 5! 

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When p is not an integer, each series in the bracket has a radius

of convergence R =1
 hence this is the general solution of the Legendre’s
equation and are called Legendre functions.
 In general these functions are not elementary function.
If p is a non negative integer, one of the series terminates and is thus
a polynomial while the other remains an infinite series.
 This leads to a particular solution of the Legendre equation
known as Legendre polynomials.

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 Theorem: Let x0 be an ordinary point of the differential equation
d2y dy
2
 P( x)  Q ( x) y  0
dx dx
and let a0 and a1 be arbitrary constants. Then there exists a
unique function y(x) that is analytic at x0 , is a solution of the
above equation in a certain neighborhood of this point, and
satisfies the initial conditions y(x0) = a0 and y ( x0 )  a1 .
Furthermore, if the power series expansions of P(x) and Q(x)
are valid on an interval, |x - x0| < R, R > 0, then the power
series expansion of this solution is also valid on the same
interval.
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Some More Examples

Find the general solution of the following equation in terms of
power in x

(i) (1  x2 ) y  2xy  2 y  0,

(ii) y  2xy  2 py  0, p is a constant
Hermite’s equation
(iii) Find the solution of the following DE in the powers of (x -1).

y '' xy  0,    x   (Airy's equation )

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