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Chapter 5

Series Solutions of Linear Differential Equations

5.1 Solutions about Ordinary Points


n+1 n+1
2 x /(n + 1) 2n
1. lim

n n
= lim |x| = 2|x|
n→∞ 2 x /n n→∞ n + 1

The series is absolutely convergent for 2|x| < 1 or |x| < 12 . The radius of convergence is
P
R = 21 . At x = − 21 , the series ∞ n
n=1 (−1) /n converges by the alternating series test. At
P
x = 12 , the series ∞ n=1 1/n is the harmonic series which diverges. Thus, the given series
1 1
converges on [− 2 , 2 ).

100n+1 (x + 7)n+1 /(n + 1)!
2. lim = lim 100 |x + 7| = 0
n→∞ n n
100 (x + 7) /n! n→∞ n + 1
The radius of convergence is R = ∞. The series is absolutely convergent on (−∞, ∞).

3. By the ratio test,



(x − 5)n+1 /10n+1
lim
= lim 1 |x − 5| = 1 |x − 5|.
n→∞ n
(x − 5) /10 n n→∞ 10 10

1
The series is absolutely convergent for 10 |x − 5| < 1, |x − 5| < 10, or on (−5, 15). The radius
P n n n
P∞
of convergence is R = 10. At x = −5, the series ∞ n=1 (−1) (−10) /10 = n=1 1 diverges
P∞ P∞
by the nth term test. At x = 15, the series n=1 (−1) 10 /10 = n=1 (−1)n diverges by
n n n

the nth term test. Thus, the series converges on (−5, 15).

4.
(
(n + 1)!(x − 1)n+1 ∞, x 6= 1
lim n
= lim (n + 1)|x − 1| =
n→∞ n!(x − 1) n→∞ 0, x=1

The radius of convergence is R = 0 and the series converges only for x = 1.


  
x3 x5 x7 x2 x4 x6
5. sin x cos x = x − + − + ··· 1− + − + ···
6 120 5040 2 24 720

2x3 2x5 4x7


=x− + − + ···
3 15 315

398
5.1 Solutions about Ordinary Points 399

  
−x x2 x3 x4 x2 x4 x3 x4
6. e cos x = 1 − x + − + − ··· 1− + − ··· = 1 − x + − + ···
2 6 24 2 24 3 6
1 1 x2 5x4 61x6
7. = x2 x4 x6
=1+ + + + ···
cos x 1− + − + ··· 2 4! 6!
2 4! 6!
Since cos (π/2) = cos(−π/2) = 0, the series converges on (−π/2, π/2).
1−x 1 3 32 3
8. = − x+ − x3 + · · ·
2+x 2 4 8 16
Since the function is undefined at x = −2, the series converges on (−2, 2).

9. Let k = n + 2 so that n = k − 2 and



X ∞
X
n+2
ncn x = (k − 2)ck−2 xk .
n=1 k=3

10. Let k = n − 3 so that n = k + 3 and



X ∞
X
(2n − 1)cn xn−3 = (2k + 5)ck+3 xk .
n=3 k=0


X ∞
X ∞
X ∞
X
n−1 n+1 0 n−1
11. 2ncn x + 6cn x = 2 · 1 · c1 x + 2ncn x + 6cn xn+1
n=1 n=0 n=2 n=0
| {z } | {z }
k=n−1 k=n+1


X ∞
X
= 2c1 + 2(k + 1)ck+1 xk + 6ck−1 xk
k=1 k=1

X
= 2c1 + [2(k + 1)ck+1 + 6ck−1 ]xk
k=1

X ∞
X ∞
X
12. n(n − 1)cn xn + 2 n(n − 1)cn xn−2 + 3 ncn xn
n=2 n=2 n=1

= 2 · 2 · 1c2 x0 + 2 · 3 · 2c3 x1 + 3 · 1 · c1 x1

X ∞
X ∞
X
n n−2
+ n(n − 1)cn x +2 n(n − 1)cn x +3 ncn xn
n=2 n=4 n=2
| {z } | {z } | {z }
k=n k=n−2 k=n


X ∞
X ∞
X
= 4c2 + (3c1 + 12c3 )x + k(k − 1)ck xk + 2 (k + 2)(k + 1)ck+2 xk + 3 kck xk
k=2 k=2 k=2

X
= 4c2 + (3c1 + 12c3 )x + [(k(k − 1) + 3k) ck + 2(k + 2)(k + 1)ck+2 ] xk
k=2

X
= 4c2 + (3c1 + 12c3 )x + [k(k + 2)ck + 2(k + 1)(k + 2)ck+2 ] xk
k=2
400 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS


X ∞
X
13. y ′ = (−1)n+1 xn−1 , y ′′ = (−1)n+1 (n − 1)xn−2
n=1 n=2


X ∞
X
(x + 1)y ′′ + y ′ = (x + 1) (−1)n+1 (n − 1)xn−2 + (−1)n+1 xn−1
n=2 n=1

X ∞
X ∞
X
= (−1)n+1 (n − 1)xn−1 + (−1)n+1 (n − 1)xn−2 + (−1)n+1 xn−1
n=2 n=2 n=1

X ∞
X ∞
X
= −x0 + x0 + (−1)n+1 (n − 1)xn−1 + (−1)n+1 (n − 1)xn−2 + (−1)n+1 xn−1
n=2 n=3 n=2
| {z } | {z } | {z }
k=n−1 k=n−2 k=n−1


X ∞
X ∞
X
k+2 k k+3 k
= (−1) kx + (−1) (k + 1)x + (−1)k+2 xk
k=1 k=1 k=1
∞ h
X i
= (−1)k+2 k − (−1)k+2 k − (−1)k+2 + (−1)k+2 xk = 0
k=1

∞ ∞
X (−1)n 2n 2n−1
X (−1)n 2n(2n − 1)

14. y = x , ′′
y = x2n−2
22n (n!)2 22n (n!)2
n=1 n=1

∞ ∞ ∞
X (−1)n 2n(2n − 1) X (−1)n 2n X (−1)n 2n+1
xy ′′ + y ′ + xy = x2n−1 + x2n−1 + x
22n (n!)2 22n (n!)2 22n (n!)2
n=1 n=1 n=0
| {z } | {z } | {z }
k=n k=n k=n+1

∞  
X (−1)k 2k(2k − 1) (−1)k 2k (−1)k−1
= + 2k + 2k−2 x2k−1
22k (k!)2 2 (k!)2 2 [(k − 1)!]2
k=1
∞  
X (−1)k (2k)2 (−1)k
= − x2k−1
22k (k!)2 22k−2 [(k − 1)!]2
k=1
∞  
X
k (2k)2 − 22 k2 2k−1
= (−1) x =0
22k (k!)2
k=1

15. The singular points of (x2 − 25)y ′′ + 2xy ′ + y = 0 are −5 and 5. The distance from 0 to either
of these points is 5. The distance from 1 to the closest of these points is 4.

16. The singular points of (x2 − 2x + 10)y ′′ + xy ′ − 4y = 0 are 1 + 3i and 1 − 3i. The distance

from 0 to either of these points is 10 . The distance from 1 to either of these points is 3.
5.1 Solutions about Ordinary Points 401


X
17. Substituting y = cn xn into the differential equation we have
n=0


X ∞
X ∞
X ∞
X
y ′′ − xy = n(n − 1)cn xn−2 − cn xn+1 = (k + 2)(k + 1)ck+2 xk − ck−1 xk
n=2 n=0 k=0 k=1
| {z } | {z }
k=n−2 k=n+1


X
= 2c2 + [(k + 2)(k + 1)ck+2 − ck−1 ]xk = 0.
k=1

Thus

c2 = 0
(k + 2)(k + 1)ck+2 − ck−1 = 0

and
1
ck+2 = ck−1 , k = 1, 2, 3, . . . .
(k + 2)(k + 1)

Choosing c0 = 1 and c1 = 0 we find


1 1
c3 = c4 = c5 = 0 c6 =
6 180
and so on. For c0 = 0 and c1 = 1 we obtain
1 1
c3 = 0 c4 = c5 = c6 = 0 c7 =
12 504
and so on. Thus, two solutions are
1 1 6 1 4 1 7
y 1 = 1 + x3 + x + ··· and y2 = x + x + x + ··· .
6 180 12 504

X
18. Substituting y = cn xn into the differential equation we have
n=0


X ∞
X ∞
X ∞
X
y ′′ + x2 y = n(n − 1)cn xn−2 + cn xn+2 = (k + 2)(k + 1)ck+2 xk + ck−2 xk
n=2 n=0 k=0 k=2
| {z } | {z }
k=n−2 k=n+2


X
= 2c2 + 6c3 x + [(k + 2)(k + 1)ck+2 + ck−2 ]xk = 0.
k=2

Thus

c2 = c3 = 0
(k + 2)(k + 1)ck+2 + ck−2 = 0
402 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

and
1
ck+2 = − ck−2 , k = 2, 3, 4, . . . .
(k + 2)(k + 1)
Choosing c0 = 1 and c1 = 0 we find
1 1
c4 = − c5 = c6 = c7 = 0 c8 =
12 672
and so on. For c0 = 0 and c1 = 1 we obtain
1 1
c4 = 0 c5 = − c6 = c7 = c8 = 0 c9 =
20 1440
and so on. Thus, two solutions are
1 4 1 8 1 5 1 9
y1 = 1 − x + x − ··· and y2 = x − x + x − ··· .
12 672 20 1440

X
19. Substituting y = cn xn into the differential equation we have
n=0

X ∞
X ∞
X
n−2 n
′′ ′
y − 2xy + y = n(n − 1)cn x −2 ncn x + cn xn
n=2 n=1 n=0
| {z } | {z } | {z }
k=n−2 k=n k=n


X ∞
X ∞
X
= (k + 2)(k + 1)ck+2 xk − 2 kck xk + ck xk
k=0 k=1 k=0

X
= 2c2 + c0 + [(k + 2)(k + 1)ck+2 − (2k − 1)ck ]xk = 0.
k=1

Thus

2c2 + c0 = 0
(k + 2)(k + 1)ck+2 − (2k − 1)ck = 0

and
1
c2 = − c0
2
2k − 1
ck+2 = ck , k = 1, 2, 3, . . . .
(k + 2)(k + 1)
Choosing c0 = 1 and c1 = 0 we find
1 1 7
c2 = − c3 = c5 = c7 = · · · = 0 c4 = − c6 = −
2 8 240
and so on. For c0 = 0 and c1 = 1 we obtain
1 1
c2 = c4 = c6 = · · · = 0 c3 = c5 = c7 = 1112
6 24
and so on. Thus, two solutions are
1 1 7 6 1 1 1 7
y 1 = 1 − x2 − x4 − x − ··· and y 2 = x + x3 + x5 + x + ··· .
2 8 240 6 24 112
5.1 Solutions about Ordinary Points 403


X
20. Substituting y = cn xn into the differential equation we have
n=0

X ∞
X ∞
X
y ′′ − xy ′ + 2y = n(n − 1)cn xn−2 − ncn xn +2 cn xn
n=2 n=1 n=0
| {z } | {z } | {z }
k=n−2 k=n k=n


X ∞
X ∞
X
= (k + 2)(k + 1)ck+2 xk − kck xk + 2 ck xk
k=0 k=1 k=0

X
= 2c2 + 2c0 + [(k + 2)(k + 1)ck+2 − (k − 2)ck ]xk = 0.
k=1

Thus

2c2 + 2c0 = 0
(k + 2)(k + 1)ck+2 − (k − 2)ck = 0

and

c2 = −c0
k−2
ck+2 = ck , k = 1, 2, 3, . . . .
(k + 2)(k + 1)

Choosing c0 = 1 and c1 = 0 we find

c2 = −1 c3 = c5 = c7 = · · · = 0 c4 = 0 c6 = c8 = c10 = · · · = 0.

For c0 = 0 and c1 = 1 we obtain


1 1
c2 = c4 = c6 = · · · = 0 c3 = − c5 = −
6 120
and so on. Thus, two solutions are
1 1 5
y 1 = 1 − x2 and y 2 = x − x3 − x − ··· .
6 120

X
21. Substituting y = cn xn into the differential equation we have
n=0

X ∞
X ∞
X
y ′′ + x2 y ′ + xy = n(n − 1)cn xn−2 + ncn xn+1 + cn xn+1
n=2 n=1 n=0
| {z } | {z } | {z }
k=n−2 k=n+1 k=n+1


X ∞
X ∞
X
k k
= (k + 2)(k + 1)ck+2 x + (k − 1)ck−1 x + ck−1 xk
k=0 k=2 k=1

X
= 2c2 + (6c3 + c0 )x + [(k + 2)(k + 1)ck+2 + kck−1 ]xk = 0.
k=2
404 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

Thus

c2 = 0
6c3 + c0 = 0
(k + 2)(k + 1)ck+2 + kck−1 = 0

and

c2 = 0
1
c3 = − c0
6
k
ck+2 = − ck−1 , k = 2, 3, 4, . . . .
(k + 2)(k + 1)

Choosing c0 = 1 and c1 = 0 we find


1 1
c3 = − c4 = c5 = 0 c6 =
6 45
and so on. For c0 = 0 and c1 = 1 we obtain
1 5
c3 = 0 c4 = − c5 = c6 = 0 c7 =
6 252
and so on. Thus, two solutions are
1 1 1 5 7
y 1 = 1 − x3 + x6 − · · · and y 2 = x − x4 + x − ··· .
6 45 6 252


X
22. Substituting y = cn xn into the differential equation we have
n=0


X ∞
X ∞
X
y ′′ + 2xy ′ + 2y = n(n − 1)cn xn−2 +2 ncn xn +2 cn xn
n=2 n=1 n=0
| {z } | {z } | {z }
k=n−2 k=n k=n


X ∞
X ∞
X
k k
= (k + 2)(k + 1)ck+2 x + 2 kck x + 2 ck xk
k=0 k=1 k=0

X
= 2c2 + 2c0 + [(k + 2)(k + 1)ck+2 + 2(k + 1)ck ]xk = 0.
k=1

Thus

2c2 + 2c0 = 0
(k + 2)(k + 1)ck+2 + 2(k + 1)ck = 0
5.1 Solutions about Ordinary Points 405

and

c2 = −c0
2
ck+2 = − ck , k = 1, 2, 3, . . . .
k+2
Choosing c0 = 1 and c1 = 0 we find
1 1
c2 = −1 c3 = c5 = c7 = · · · = 0 c4 = c6 = −
2 6
and so on. For c0 = 0 and c1 = 1 we obtain
2
c2 = c4 = c6 = · · · = 0 c3 = − c5 = 415 c7 = −8105
3
and so on. Thus, two solutions are
1 1 2 4 8 7
y 1 = 1 − x2 + x4 − x6 + · · · and y2 = x − x3 + x5 − x + ··· .
2 6 3 15 105

X
23. Substituting y = cn xn into the differential equation we have
n=0

X ∞
X ∞
X
(x − 1)y ′′ + y ′ = n(n − 1)cn xn−1 − n(n − 1)cn xn−2 + ncn xn−1
n=2 n=2 n=1
| {z } | {z } | {z }
k=n−1 k=n−2 k=n−1


X ∞
X ∞
X
k k
= (k + 1)kck+1 x − (k + 2)(k + 1)ck+2 x + (k + 1)ck+1 xk
k=1 k=0 k=0

X
= −2c2 + c1 + [(k + 1)kck+1 − (k + 2)(k + 1)ck+2 + (k + 1)ck+1 ]xk = 0.
k=1

Thus

−2c2 + c1 = 0
2
(k + 1) ck+1 − (k + 2)(k + 1)ck+2 = 0

and
1
c2 = c1
2
k+1
ck+2 = ck+1 , k = 1, 2, 3, . . . .
k+2
Choosing c0 = 1 and c1 = 0 we find c2 = c3 = c4 = · · · = 0. For c0 = 0 and c1 = 1 we obtain
1 1 1
c2 = , c3 = , c4 = ,
2 3 4
and so on. Thus, two solutions are
1 1 1
y1 = 1 and y 2 = x + x2 + x3 + x4 + · · · .
2 3 4
406 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS


X
24. Substituting y = cn xn into the differential equation we have
n=0

X ∞
X ∞
X ∞
X
(x + 2)y ′′ + xy ′ − y = n(n − 1)cn xn−1 + 2n(n − 1)cn xn−2 + ncn xn − cn xn
n=2 n=2 n=1 n=0
| {z } | {z } | {z } | {z }
k=n−1 k=n−2 k=n k=n


X ∞
X ∞
X ∞
X
= (k + 1)kck+1 xk + 2(k + 2)(k + 1)ck+2 xk + kck xk − ck xk
k=1 k=0 k=1 k=0

X
= 4c2 − c0 + [(k + 1)kck+1 + 2(k + 2)(k + 1)ck+2 + (k − 1)ck ] xk = 0.
k=1

Thus

4c2 − c0 = 0
(k + 1)kck+1 + 2(k + 2)(k + 1)ck+2 + (k − 1)ck = 0, k = 1, 2, 3, . . .

and
1
c2 = c0
4
(k + 1)kck+1 + (k − 1)ck
ck+2 = − , k = 1, 2, 3, . . . .
2(k + 2)(k + 1)
Choosing c0 = 1 and c1 = 0 we find
1 1 1
c1 = 0, c2 = , c3 = − , c4 = 0, c5 =
4 24 480
and so on. For c0 = 0 and c1 = 1 we obtain

c2 = 0 c3 = 0 c4 = c5 = c6 = · · · = 0.

Thus, two solutions are


 
1 2 1 3 1 5
y1 = c0 1 + x − x + x + ··· and y2 = c1 x.
4 24 480

X
25. Substituting y = cn xn into the differential equation we have
n=0

X ∞
X ∞
X ∞
X
y ′′ − (x + 1)y ′ − y = n(n − 1)cn xn−2 − ncn xn − ncn xn−1 − cn xn
n=2 n=1 n=1 n=0
| {z } | {z } | {z } | {z }
k=n−2 k=n k=n−1 k=n


X ∞
X ∞
X ∞
X
k k k
= (k + 2)(k + 1)ck+2 x − kck x − (k + 1)ck+1 x − ck xk
k=0 k=1 k=0 k=0

X
= 2c2 − c1 − c0 + [(k + 2)(k + 1)ck+2 − (k + 1)ck+1 − (k + 1)ck ]xk = 0.
k=1
5.1 Solutions about Ordinary Points 407

Thus

2c2 − c1 − c0 = 0
(k + 2)(k + 1)ck+2 − (k + 1)(ck+1 + ck ) = 0

and
c1 + c0
c2 =
2
ck+1 + ck
ck+2 = , k = 1, 2, 3, . . . .
k+2

Choosing c0 = 1 and c1 = 0 we find


1 1 1
c2 = , c3 = , c4 = ,
2 6 6
and so on. For c0 = 0 and c1 = 1 we obtain
1 1 1
c2 = , c3 = , c4 = ,
2 2 4
and so on. Thus, two solutions are
1 1 1 1 1 1
y 1 = 1 + x2 + x3 + x4 + · · · and y 2 = x + x2 + x3 + x4 + · · · .
2 6 6 2 2 4

X
26. Substituting y = cn xn into the differential equation we have
n=0


X ∞
X ∞
X

x2 + 1 y ′′ − 6y = n(n − 1)cn xn + n(n − 1)cn xn−2 −6 cn xn
n=2 n=2 n=0
| {z } | {z } | {z }
k=n k=n−2 k=n


X ∞
X ∞
X
= k(k − 1)ck xk + (k + 2)(k + 1)ck+2 xk − 6 ck xk
k=2 k=0 k=0

X   
= 2c2 − 6c0 + (6c3 − 6c1 )x + k2 − k − 6 ck + (k + 2)(k + 1)ck+2 xk = 0.
k=2

Thus

2c2 − 6c0 = 0
6c3 − 6c1 = 0
(k − 3)(k + 2)ck + (k + 2)(k + 1)ck+2 = 0

and
k−3
c2 = 3c0 c3 = c1 ck+2 = − ck , k = 2, 3, 4, . . . .
k+1
408 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

Choosing c0 = 1 and c1 = 0 we find


1
c2 = 3 c3 = c5 = c7 = · · · = 0 c4 = 1 c6 = −
5
and so on. For c0 = 0 and c1 = 1 we obtain

c2 = c4 = c6 = · · · = 0 c3 = 1 c5 = c7 = c9 = · · · = 0.

Thus, two solutions are


1
y1 = 1 + 3x2 + x4 − x6 + · · · and y 2 = x + x3 .
5

X
27. Substituting y = cn xn into the differential equation we have
n=0


X ∞
X ∞
X ∞
X

x2 + 2 y ′′ + 3xy ′ − y = n(n − 1)cn xn +2 n(n − 1)cn xn−2 +3 ncn xn − cn xn
n=2 n=2 n=1 n=0
| {z } | {z } | {z } | {z }
k=n k=n−2 k=n k=n


X ∞
X ∞
X ∞
X
k k k
= k(k − 1)ck x + 2 (k + 2)(k + 1)ck+2 x + 3 kck x − ck xk
k=2 k=0 k=1 k=0

X   
= (4c2 − c0 ) + (12c3 + 2c1 )x + 2(k + 2)(k + 1)ck+2 + k2 + 2k − 1 ck xk = 0.
k=2

Thus

4c2 − c0 = 0
12c3 + 2c1 = 0
2

2(k + 2)(k + 1)ck+2 + k + 2k − 1 ck = 0

and
1 1 k2 + 2k − 1
c2 = c0 c3 = − c1 ck+2 = − ck , k = 2, 3, 4, . . . .
4 6 2(k + 2)(k + 1)

Choosing c0 = 1 and c1 = 0 we find


1 7
c2 = c3 = c5 = c7 = · · · = 0 c4 = −
4 96
and so on. For c0 = 0 and c1 = 1 we obtain
1 7
c2 = c4 = c6 = · · · = 0 c3 = − c5 =
6 120
and so on. Thus, two solutions are
1 7 1 7 5
y 1 = 1 + x2 − x4 + · · · and y 2 = x − x3 + x − ··· .
4 96 6 120
5.1 Solutions about Ordinary Points 409


X
28. Substituting y = cn xn into the differential equation we have
n=0

X ∞
X ∞
X ∞
X
2
 ′′ n n−2 n

x − 1 y + xy − y = n(n − 1)cn x − n(n − 1)cn x + ncn x − cn xn
n=2 n=2 n=1 n=0
| {z } | {z } | {z } | {z }
k=n k=n−2 k=n k=n


X ∞
X ∞
X ∞
X
= k(k − 1)ck xk − (k + 2)(k + 1)ck+2 xk + kck xk − ck xk
k=2 k=0 k=1 k=0

X   
= (−2c2 − c0 ) − 6c3 x + −(k + 2)(k + 1)ck+2 + k2 − 1 ck xk = 0.
k=2

Thus

−2c2 − c0 = 0
−6c3 = 0
−(k + 2)(k + 1)ck+2 + (k − 1)(k + 1)ck = 0

and
1 k−1
c2 = − c0 c3 = 0 ck+2 = ck , k = 2, 3, 4, . . . .
2 k+2
Choosing c0 = 1 and c1 = 0 we find
1 1
c2 = − c3 = c5 = c7 = · · · = 0 c4 = −
2 8
and so on. For c0 = 0 and c1 = 1 we obtain

c2 = c4 = c6 = · · · = 0 c3 = c5 = c7 = · · · = 0.

Thus, two solutions are


1 1
y 1 = 1 − x2 − x4 − · · · and y2 = x.
2 8

X
29. Substituting y = cn xn into the differential equation we have
n=0

X ∞
X ∞
X ∞
X
(x − 1)y ′′ − xy ′ + y = n(n − 1)cn xn−1 − n(n − 1)cn xn−2 − ncn xn + cn xn
n=2 n=2 n=1 n=0
| {z } | {z } | {z } | {z }
k=n−1 k=n−2 k=n k=n


X ∞
X ∞
X ∞
X
k k k
= (k + 1)kck+1 x − (k + 2)(k + 1)ck+2 x − kck x + ck xk
k=1 k=0 k=1 k=0

X
= −2c2 + c0 + [−(k + 2)(k + 1)ck+2 + (k + 1)kck+1 − (k − 1)ck ]xk = 0.
k=1
410 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

Thus

−2c2 + c0 = 0
−(k + 2)(k + 1)ck+2 + (k − 1)kck+1 − (k − 1)ck = 0

and
1
c2 = c0
2
kck+1 (k − 1)ck
ck+2 = − , k = 1, 2, 3, . . . .
k+2 (k + 2)(k + 1)

Choosing c0 = 1 and c1 = 0 we find


1 1
c2 = , c3 = , c4 = 0,
2 6
and so on. For c0 = 0 and c1 = 1 we obtain c2 = c3 = c4 = · · · = 0. Thus,
 
1 2 1 3
y = C1 1 + x + x + · · · + C2 x
2 6

and  
1

y = C1 x + x2 + · · · + C2 .
2

The initial conditions imply C1 = −2 and C2 = 6, so


 
1 1
y = −2 1 + x2 + x3 + · · · + 6x = 8x − 2ex .
2 6


X
30. Substituting y = cn xn into the differential equation we have
n=0

(x + 1)y ′′ − (2 − x)y ′ + y

X ∞
X ∞
X ∞
X ∞
X
= n(n − 1)cn xn−1 + n(n − 1)cn xn−2 −2 ncn xn−1 + ncn xn + cn xn
n=2 n=2 n=1 n=1 n=0
| {z } | {z } | {z } | {z } | {z }
k=n−1 k=n−2 k=n−1 k=n k=n


X ∞
X ∞
X ∞
X ∞
X
= (k + 1)kck+1 xk + (k + 2)(k + 1)ck+2 xk − 2 (k + 1)ck+1 xk + kck xk + ck xk
k=1 k=0 k=0 k=1 k=0

X
= 2c2 − 2c1 + c0 + [(k + 2)(k + 1)ck+2 − (k + 1)ck+1 + (k + 1)ck ]xk = 0.
k=1

Thus

2c2 − 2c1 + c0 = 0(k + 2)(k + 1)ck+2 − (k + 1)ck+1 + (k + 1)ck = 0


5.1 Solutions about Ordinary Points 411

and
1 1 1
c2 = c1 − c0 ck+2 = ck+1 − ck , k = 1, 2, 3, . . . .
2 k+2 k+2

Choosing c0 = 1 and c1 = 0 we find


1 1 1
c2 = − , c3 = − , c4 = ,
2 6 12
and so on. For c0 = 0 and c1 = 1 we obtain
1
c2 = 1, c3 = 0, c4 = − ,
4
and so on. Thus,
   
1 1 1 1
y = C1 1 − x2 − x3 + x4 + · · · + C2 x + x − x4 + · · ·
2
2 6 12 4
and  
1 1 

y = C1 −x − x2 + x3 + · · · + C2 1 + 2x − x3 + · · · .
2 3
The initial conditions imply C1 = 2 and C2 = −1, so
   
1 2 1 3 1 4 2 1 4
y = 2 1 − x − x + x + ··· − x + x − x + ···
2 6 12 4
1 5
= 2 − x − 2x2 − x3 + x4 + · · · .
3 12

X
31. Substituting y = cn xn into the differential equation we have
n=0

X ∞
X ∞
X
y ′′ − 2xy ′ + 8y = n(n − 1)cn xn−2 −2 ncn xn + 8 cn xn
n=2 n=1 n=0
| {z } | {z } | {z }
k=n−2 k=n k=n


X ∞
X ∞
X
k k
= (k + 2)(k + 1)ck+2 x − 2 kck x + 8 ck xk
k=0 k=1 k=0

X
= 2c2 + 8c0 + [(k + 2)(k + 1)ck+2 + (8 − 2k)ck ]xk = 0.
k=1

Thus

2c2 + 8c0 = 0
(k + 2)(k + 1)ck+2 + (8 − 2k)ck = 0

and
2(k − 4)
c2 = −4c0 ck+2 = ck , k = 1, 2, 3, . . . .
(k + 2)(k + 1)
412 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

Choosing c0 = 1 and c1 = 0 we find


4
c2 = −4 c3 = c5 = c7 = · · · = 0 c4 = c6 = c8 = c10 = · · · = 0.
3

For c0 = 0 and c1 = 1 we obtain


1
c2 = c4 = c6 = · · · = 0 c3 = −1 c5 =
10
and so on. Thus,
   
4 1
y = C1 1 − 4x2 + x4 + C2 x − x3 + x5 + · · ·
3 10
and    
16 1
y ′ = C1 −8x + x3 + C2 1 − 3x2 + x4 + · · · .
3 2
The initial conditions imply C1 = 3 and C2 = 0, so
 
4 4
2
y = 3 1 − 4x + x = 3 − 12x2 + 4x4 .
3

X
32. Substituting y = cn xn into the differential equation we have
n=0

X ∞
X ∞
X
(x2 + 1)y ′′ + 2xy ′ = n(n − 1)cn xn + n(n − 1)cn xn−2 + 2ncn xn
n=2 n=2 n=1
| {z } | {z } | {z }
k=n k=n−2 k=n


X ∞
X ∞
X
k k
= k(k − 1)ck x + (k + 2)(k + 1)ck+2 x + 2kck xk
k=2 k=0 k=1

X
= 2c2 + (6c3 + 2c1 )x + [k(k + 1)ck + (k + 2)(k + 1)ck+2 ] xk = 0.
k=2

Thus

2c2 = 0
6c3 + 2c1 = 0
k(k + 1)ck + (k + 2)(k + 1)ck+2 = 0

and
1 k
c2 = 0 c3 = − c1 ck+2 = − ck , k = 2, 3, 4, . . . .
3 k+2

Choosing c0 = 1 and c1 = 0 we find c3 = c4 = c5 = · · · = 0. For c0 = 0 and c1 = 1 we obtain


1 1 1
c3 = − c4 = c6 = c8 = · · · = 0 c5 = − c7 =
3 5 7
5.1 Solutions about Ordinary Points 413

and so on. Thus  


1 1 1
y = C0 + C1 x − x3 + x5 − x7 + · · ·
3 5 7

and

y ′ = c1 1 − x2 + x4 − x6 + · · · .

The initial conditions imply c0 = 0 and c1 = 1, so

1 1 1
y = x − x3 + x5 − x7 + · · · .
3 5 7


X
33. Substituting y = cn xn into the differential equation we have
n=0

∞  
X 1 1 5 
y ′′ + (sin x)y = n(n − 1)cn xn−2 + x − x3 + x − ··· c0 + c1 x + c2 x2 + · · ·
n=2
6 120
   
  1
= 2c2 + 6c3 x + 12c4 x2 + 20c5 x3 + · · · + c0 x + c1 x2 + c2 − c0 x3 + · · ·
6
 
1
= 2c2 + (6c3 + c0 )x + (12c4 + c1 )x2 + 20c5 + c2 − c0 x3 + · · · = 0.
6

Thus

1
2c2 = 0 6c3 + c0 = 0 12c4 + c1 = 0 20c5 + c2 − c0 = 0
6

and

1 1 1 1
c2 = 0 c3 = − c0 c4 = − c1 c5 = − c2 + c0 .
6 12 20 120

Choosing c0 = 1 and c1 = 0 we find

1 1
c2 = 0, c3 = − , c4 = 0, c5 =
6 120

and so on. For c0 = 0 and c1 = 1 we obtain

1
c2 = 0, c3 = 0, c4 = − , c5 = 0
12

and so on. Thus, two solutions are

1 1 5 1 4
y 1 = 1 − x3 + x + ··· and y2 = x − x + ··· .
6 120 12
414 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS


X
34. Substituting y = cn xn into the differential equation we have
n=0


X
y ′′ + ex y ′ − y = n(n − 1)cn xn−2
n=2
  ∞
1 1  X
+ 1 + x + x2 + x3 + · · · c1 + 2c2 x + 3c3 x2 + 4c4 x3 + · · · − cn xn
2 6 n=0
 
= 2c2 + 6c3 x + 12c4 x2 + 20c5 x3 + · · ·
   
1
+ c1 + (2c2 + c1 )x + 3c3 + 2c2 + c1 x2 + · · · − [c0 + c1 x + c2 x2 + · · · ]
2
 
1
= (2c2 + c1 − c0 ) + (6c3 + 2c2 )x + 12c4 + 3c3 + c2 + c1 x2 + · · · = 0.
2

Thus

2c2 + c1 − c0 = 0
6c3 + 2c2 = 0
1
12c4 + 3c3 + c2 + c1 = 0
2

and

1 1 1 1 1 1
c2 = c0 − c1 c3 = − c2 c4 = − c3 + c2 − c1 .
2 2 3 4 12 24

Choosing c0 = 1 and c1 = 0 we find

1 1
c2 = , c3 = − , c4 = 0
2 6

and so on. For c0 = 0 and c1 = 1 we obtain

1 1 1
c2 = − , c3 = , c4 = −
2 6 24

and so on. Thus, two solutions are

1 1 1 1 1
y 1 = 1 + x2 − x3 + · · · and y 2 = x − x2 + x3 − x4 + · · · .
2 6 2 6 24

35. The singular points of (cos x)y ′′ + y ′ + 5y = 0 are odd integer multiples of π/2. The distance
from 0 to either ±π/2 is π/2. The singular point closest to 1 is π/2. The distance from 1 to
the closest singular point is then π/2 − 1.
5.1 Solutions about Ordinary Points 415


X
36. Substituting y = cn xn into the first differential equation leads to
n=0


X ∞
X ∞
X ∞
X
y ′′ − xy = n(n − 1)cn xn−2 − cn xn+1 = (k + 2)(k + 1)ck+2 xk − ck−1 xk
n=2 n=0 k=0 k=1
| {z } | {z }
k=n−2 k=n+1


X
= 2c2 + [(k + 2)(k + 1)ck+2 − ck−1 ]xk = 1.
k=1

Thus

2c2 = 1
(k + 2)(k + 1)ck+2 − ck−1 = 0

and
1 ck−1
c2 = ck+2 = , k = 1, 2, 3, . . . .
2 (k + 2)(k + 1)

Let c0 and c1 be arbitrary and iterate to find


1 1 1 1 1
c2 = c3 = c0 c4 = c1 c5 = c2 =
2 6 12 20 40
and so on. The solution is
1 1 1 1
y = c0 + c1 x + x2 + c0 x3 + c1 x4 + c5 + · · ·
2 6 12 40
   
1 1 1 1
= c0 1 + x3 + · · · + c1 x + x4 + · · · + x2 + x5 + · · · .
6 12 2 40


X
Substituting y = cn xn into the second differential equation leads to
n=0


X ∞
X ∞
X
y ′′ − 4xy ′ − 4y = n(n − 1)cn xn−2 − 4ncn xn − 4cn xn
n=2 n=1 n=0
| {z } | {z } | {z }
k=n−2 k=n k=n


X ∞
X ∞
X
= (k + 2)(k + 1)ck+2 xk − 4kck xk − 4ck xk
k=0 k=1 k=0

X
= 2c2 − 4c0 + [(k + 2)(k + 1)ck+2 − 4(k + 1)ck ] xk
k=1

X 1 k
= ex = 1 + x .
k!
k=1
416 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

Thus

2c2 − 4c0 = 1
1
(k + 2)(k + 1)ck+2 − 4(k + 1)ck =
k!
and
1
c2 = + 2c0
2
1 4
ck+2 = + ck , k = 1, 2, 3, . . . .
(k + 2)! k + 2

Let c0 and c1 be arbitrary and iterate to find


1
c2 = + 2c0
2
1 4 1 4
c3 = + c1 = + c1
3! 3 3! 3
1 4 1 1 13
c4 = + c2 = + + 2c0 = + 2c0
4! 4 4! 2 4!
1 4 1 4 16 17 16
c5 = + c3 = + + c1 = + c1
5! 5 5! 5 · 3! 15 5! 15
1 4 1 4 · 13 8 261 4
c6 = + c4 = + + c0 = + c0
6! 6 6! 6 · 4! 6 6! 3
1 4 1 4 · 17 64 409 64
c7 = + c5 = + + c1 = + c1
7! 7 7! 7 · 5! 105 7! 105
and so on. The solution is
       
1 2 1 4 3 13 4 17 16
y = c0 + c1 x + + 2c0 x + + c1 x + + 2c0 x + + c1 x5
2 3! 3 4! 5! 15
   
261 4 6 409 64
+ + c0 x + + c1 x7 + · · ·
6! 3 7! 105
   
2 4 4 6 4 3 16 5 64 7
= c0 1 + 2x + 2x + x + · · · + c1 x + x + x + x + ···
3 3 15 105
1 1 13 17 261 6 409 7
+ x2 + x3 + x4 + x5 + x + x + ··· .
2 3! 4! 5! 6! 7!

37. We identify P (x) = 0 and Q(x) = sin x/x. The Taylor series representation for sin x/x is
1 − x2 /3! + x4 /5! − · · · , for |x| < ∞. Thus, Q(x) is analytic at x = 0 and x = 0 is an ordinary
point of the differential equation.

38. In this section, Airy’s differential equation was changed to y ′′ − xy = 0. If this equation is
written as y ′′ = xy, then if x > 0 and y > 0, then y ′′ > 0. This indicates that the solution
curve is concave up. If x < 0 and y > 0, then y ′′ < 0 then the solution curve is concave down.
If x < 0 and y < 0, then y ′′ > 0 and the curve is again concave up.
5.1 Solutions about Ordinary Points 417


X
39. (a) Substituting y = cn xn into the differential equation we have
n=0


X ∞
X ∞
X
n−2 n
′′ ′
y + xy + y = n(n − 1)cn x + ncn x + cn xn
n=2 n=1 n=0
| {z } | {z } | {z }
k=n−2 k=n k=n


X ∞
X ∞
X
= (k + 2)(k + 1)ck+2 xk + kck xk + ck xk
k=0 k=1 k=0

X
= (2c2 + c0 ) + [(k + 2)(k + 1)ck+2 + (k + 1)ck ] xk = 0.
k=1

Thus

2c2 + c0 = 0
(k + 2)(k + 1)ck+2 + (k + 1)ck = 0

and
1 1
c2 = − c0 ck+2 = − ck , k = 1, 2, 3, . . . .
2 k+2

Choosing c0 = 1 and c1 = 0 we find


1
c2 = −
2
c3 = c5 = c7 = · · · = 0
 
1 1 1
c4 = − − = 2
4 2 2 ·2
 
1 1 1
c6 = − 2
=− 3
6 2 ·2 2 · 3!

and so on. For c0 = 0 and c1 = 1 we obtain

c2 = c4 = c6 = · · · = 0
1 2
c3 = − = −
3  3! 
1 1 1 4·2
c5 = − − = =
5 3 5·3 5!
 
1 4·2 6·4·2
c7 = − =−
7 5! 7!

and so on. Thus, two solutions are


∞ ∞
X (−1)k 2k
X (−1)k 2k k!
y1 = x and y2 = x2k+1 .
2k · k! (2k + 1)!
k=0 k=0
418 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

(b) For y1 , S3 = S2 and S5 = S4 , so we plot S2 , S4 , S6 , S8 , and S10 .


y y y y y
4 4 4 4 4
N=2 N=6 N = 10
2 2 2 2 2
x x x x x
–4 –2 2 4 –4 –2 2 4 –4 –2 2 4 –4 –2 2 4 –4 –2 2 4
–2 –2 –2 –2 –2
N=4 N=8
–4 –4 –4 –4 –4

For y2 , S3 = S4 and S5 = S6 , so we plot S2 , S4 , S6 , S8 , and S10 .


y y y y y
4 4 4 4 4
N=4 N=8
2 2 2 2 2
x x x x x
–4 –2 2 4 –4 –2 2 4 –4 –2 2 4 –4 –2 2 4 –4 –2 2 4
–2 –2 –2 –2 –2
N=2 N=6 N = 10
–4 –4 –4 –4 –4

(c) y1 y2

4 4

2 2

x x
–4 –2 2 4 –4 –2 2 4

–2 –2

–4 –4

The graphs of y1 and y2 obtained from a numerical solver are shown. We see that the
partial sum representations indicate the even and odd natures of the solution, but don’t
really give a very accurate representation of the true solution. Increasing N to about 20
gives a much more accurate representation on [−4, 4].


X ∞
X ∞
X
2 /2
(d) From ex = xk /k! we see that e−x = (−x2 /2)k /k! = (−1)k x2k /2k k! . From
k=0 k=0 k=0
(5) of Section 3.2 we have

Z R Z 2 Z 2 Z
e− x dx 2 /2 e−x /2 2 e−x /2 2 2 /2
y2 = y1 dx = e−x dx = e−x /2 dx = e−x /2 ex dx
y12 (e−x2 /2 )2 e−x2

∞ Z X
∞ ∞
! ∞ Z
!
X (−1)k 2k 1 X (−1)k X 1
= k
x k
x2k dx = x2k x2k dx
2 k! 2 k! 2k k! k
2 k!
k=0 k=0 k=0 k=0


! ∞
!
X (−1)k 2k
X 1
= x x2k+1
2k k! (2k + 1)2k k!
k=0 k=0
5.1 Solutions about Ordinary Points 419

  
1 1 1 1 3 1 1
= 1 − x2 + 2 x4 − 3 x6 + · · · x+ x + 2
x5 + x7 + · · ·
2 2 ·2 2 · 3! 3·2 5·2 ·2 7 · 23 · 3!


X (−1)k 2k k!
2 3 4·2 5 6·4·2 7
=x− x + x − x + ··· = x2k+1 .
3! 5! 7! (2k + 1)!
k=0

40. (a) We have

y ′′ + (cos x)y = 2c2 + 6c3 x + 12c4 x2 + 20c5 x3 + 30c6 x4 + 42c7 x5 + · · ·


 
x2 x4 x6
+ 1− + − + · · · (c0 + c1 x + c2 x2 + c3 x3 + c4 x4 + c5 x5 + · · · )
2! 4! 6!
   
1 1
= (2c2 + c0 ) + (6c3 + c1 )x + 12c4 + c2 − c0 x2 + 20c5 + c3 − c1 x3
2 2
   
1 1 1 1
+ 30c6 + c4 + c0 − c2 x4 + 42c7 + c5 + c1 − c3 x5 + · · · .
24 2 24 2

Then

1 1 1 1
30c6 + c4 + c0 − c2 = 0 and 42c7 + c5 + c1 − c3 = 0,
24 2 24 2

which gives c6 = −c0 /80 and c7 = −19c1 /5040. Thus

1 1 1
y1 (x) = 1 − x2 + x4 − x6 + · · ·
2 12 80

and

1 1 19 7
y2 (x) = x − x3 + x5 − x + ··· .
6 30 5040

(b) From part (a) the general solution of the differential equation is y = c1 y1 + c2 y2 . Then
y(0) = c1 + c2 · 0 = c1 and y ′ (0) = c1 · 0 + c2 = c2 , so the solution of the initial-value
problem is

1 1 1 1 1 19 7
y = y 1 + y 2 = 1 + x − x2 − x3 + x4 + x5 − x6 − x + ··· .
2 6 12 30 80 5040
420 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

(c) y y y

4 4 4

2 2 2

x x x
–6 –4 –2 2 4 6 –6 –4 –2 2 4 6 –6 –4 –2 2 4 6

–2 –2 –2

–4 –4 –4

y y y

4 4 4

2 2 2

x x x
–6 –4 –2 2 4 6 –6 –4 –2 2 4 6 –6 –4 –2 2 4 6

–2 –2 –2

–4 –4 –4

(d) y
6

x
–6 –4 –2 2 4 6
–2

–4

–6

5.2 Solutions about Singular Points

1. Irregular singular point: x = 0

2. Regular singular points: x = 0, −3

3. Irregular singular point: x = 3; regular singular point: x = −3

4. Irregular singular point: x = 1; regular singular point: x = 0

5. Regular singular points: x = 0, ±2i

6. Irregular singular point: x = 5; regular singular point: x = 0


5.2 Solutions about Singular Points 421

7. Regular singular points: x = −3, 2

8. Regular singular points: x = 0, ±i

9. Irregular singular point: x = 0; regular singular points: x = 2, ±5

10. Irregular singular point: x = −1; regular singular points: x = 0, 3

11. Writing the differential equation in the form


5 x
y ′′ + y′ + y=0
x−1 x+1
we see that x0 = 1 and x0 = −1 are regular singular points. For x0 = 1 the differential
equation can be put in the form
x(x − 1)2
(x − 1)2 y ′′ + 5(x − 1)y ′ + y = 0.
x+1

In this case p(x) = 5 and q(x) = x(x − 1)2 /(x + 1). For x0 = −1 the differential equation can
be put in the form
x+1 ′
(x + 1)2 y ′′ + 5(x + 1) y + x(x + 1)y = 0.
x−1
In this case p(x) = (x + 1)/(x − 1) and q(x) = x(x + 1).

12. Writing the differential equation in the form


x+3 ′
y ′′ + y + 7xy = 0
x
we see that x0 = 0 is a regular singular point. Multiplying by x2 , the differential equation
can be put in the form
x2 y ′′ + x(x + 3)y ′ + 7x3 y = 0.

We identify p(x) = x + 3 and q(x) = 7x3 .


5
13. We identify P (x) = 5/3x + 1 and Q(x) = −1/3x2 , so that p(x) = xP (x) = 3 + x and
q(x) = x2 Q(x) = − 31 . Then a0 = 53 , b0 = − 13 , and the indicial equation is
5 1 2 1 1 1
r(r − 1) + r − = r 2 + r − = (3r 2 + 2r − 1) = (3r − 1)(r + 1) = 0.
3 3 3 3 3 3

The indicial roots are 13 and −1. Since these do not differ by an integer we expect to find two
series solutions using the method of Frobenius.

14. We identify P (x) = 1/x and Q(x) = 10/x, so that p(x) = xP (x) = 1 and q(x) = x2 Q(x) =
10x. Then a0 = 1, b0 = 0, and the indicial equation is

r(r − 1) + r = r 2 = 0.

The indicial roots are 0 and 0. Since these are equal, we expect the method of Frobenius to
yield a single series solution.
422 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS


X
15. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0


X

2xy ′′ − y ′ + 2y = 2r 2 − 3r c0 xr−1 + [2(k + r − 1)(k + r)ck − (k + r)ck + 2ck−1 ] xk+r−1
k=1
= 0,

which implies
2r 2 − 3r = r(2r − 3) = 0

and
(k + r)(2k + 2r − 3)ck + 2ck−1 = 0.

The indicial roots are r = 0 and r = 3/2. For r = 0 the recurrence relation is
2ck−1
ck = − , k = 1, 2, 3, . . . ,
k(2k − 3)
and
4
c1 = 2c0 , c2 = −2c0 , c3 = c0 ,
9
and so on. For r = 3/2 the recurrence relation is
2ck−1
ck = − , k = 1, 2, 3, . . . ,
(2k + 3)k
and
2 2 4
c1 = − c0 , c2 = c0 , c3 = − c0 ,
5 35 945
and so on. The general solution on (0, ∞) is
   
2 4 3 3/2 2 2 2 4 3
y = C1 1 + 2x − 2x + x + · · · + C2 x 1− x+ x − x + ··· .
9 5 35 945


X
16. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0
 
2xy ′′ + 5y ′ + xy = 2r 2 + 3r c0 xr−1 + 2r 2 + 7r + 5 c1 xr
X∞
+ [2(k + r)(k + r − 1)ck + 5(k + r)ck + ck−2 ]xk+r−1
k=2
= 0,

which implies

2r 2 + 3r = r(2r + 3) = 0,

2r 2 + 7r + 5 c1 = 0,
5.2 Solutions about Singular Points 423

and
(k + r)(2k + 2r + 3)ck + ck−2 = 0.

The indicial roots are r = −3/2 and r = 0, so c1 = 0 . For r = −3/2 the recurrence relation
is
ck−2
ck = − , k = 2, 3, 4, . . . ,
(2k − 3)k
and
1 1
c2 = − c0 , c3 = 0, c4 = c0 ,
2 40
and so on. For r = 0 the recurrence relation is
ck−2
ck = − , k = 2, 3, 4, . . . ,
k(2k + 3)

and
1 1
c2 = − c0 , c3 = 0, c4 = c0 ,
14 616
and so on. The general solution on (0, ∞) is
   
−3/2 1 2 1 4 1 2 1 4
y = C1 x 1 − x + x + · · · + C2 1 − x + x + ··· .
2 40 14 616


X
17. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0

  ∞  
1 7 X 1
4xy ′′ + y ′ + y = 4r 2 − r c0 xr−1 + 4(k + r)(k + r − 1)ck + (k + r)ck + ck−1 xk+r−1
2 2 2
k=1

= 0,

which implies  
27 7
4r − r = r 4r − =0
2 2
and
1
(k + r)(8k + 8r − 7)ck + ck−1 = 0.
2
The indicial roots are r = 0 and r = 7/8. For r = 0 the recurrence relation is

2ck−1
ck = − , k = 1, 2, 3, . . . ,
k(8k − 7)

and
2 4
c1 = −2c0 , c2 = c0 , c3 = − c0 ,
9 459
424 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

and so on. For r = 7/8 the recurrence relation is


2ck−1
ck = − , k = 1, 2, 3, . . . ,
(8k + 7)k
and
2 4
c1 = − c0 , c2 = 2345c0 , c3 = − c0 ,
15 32, 085
and so on. The general solution on (0, ∞) is
   
2 4 3 2 2 2 4
y = C1 1 − 2x + x2 − x + · · · + C2 x7/8 1 − x + x − x3 + · · · .
9 459 15 345 32,085

X
18. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0
  
2x2 y ′′ − xy ′ + x2 + 1 y = 2r 2 − 3r + 1 c0 xr + 2r 2 + r c1 xr+1
X∞
+ [2(k + r)(k + r − 1)ck − (k + r)ck + ck + ck−2 ]xk+r
k=2
= 0,

which implies

2r 2 − 3r + 1 = (2r − 1)(r − 1) = 0,

2r 2 + r c1 = 0,

and
[(k + r)(2k + 2r − 3) + 1]ck + ck−2 = 0.

The indicial roots are r = 1/2 and r = 1, so c1 = 0. For r = 1/2 the recurrence relation is
ck−2
ck = − , k = 2, 3, 4, . . . ,
k(2k − 1)
and
1 1
c2 = − c0 , c3 = 0, c4 = c0 ,
6 168
and so on. For r = 1 the recurrence relation is
ck−2
ck = − , k = 2, 3, 4, . . . ,
k(2k + 1)
and
1 1
c2 = − c0 , c3 = 0, c4 = c0 ,
10 360
and so on. The general solution on (0, ∞) is
   
1/2 1 2 1 4 1 2 1 4
y = C1 x 1− x + x + · · · + C2 x 1 − x + x + ··· .
6 168 10 360
5.2 Solutions about Singular Points 425


X
19. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0

3xy ′′ + (2 − x)y ′ − y = 3r 2 − r c0 xr−1
X∞
+ [3(k + r − 1)(k + r)ck + 2(k + r)ck − (k + r)ck−1 ]xk+r−1
k=1
= 0,

which implies
3r 2 − r = r(3r − 1) = 0
and
(k + r)(3k + 3r − 1)ck − (k + r)ck−1 = 0.

The indicial roots are r = 0 and r = 1/3. For r = 0 the recurrence relation is
ck−1
ck = , k = 1, 2, 3, . . . ,
3k − 1
and
1 1 1
c1 = c0 , c2 = c0 , c3 = c0 ,
2 10 80
and so on. For r = 1/3 the recurrence relation is
ck−1
ck = , k = 1, 2, 3, . . . ,
3k
and
1 1 1
c1 = c0 , c2 = c0 , c3 = c0 ,
3 18 162
and so on. The general solution on (0, ∞) is
   
1 1 2 1 3 1/3 1 1 2 1 3
y = C1 1 + x + x + x + · · · + C2 x 1+ x+ x + x + ··· .
2 10 80 3 18 162


X
20. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0
    ∞  
2 ′′ 2 2 2 r
X 2
x y − x− y= r −r+ c0 x + (k + r)(k + r − 1)ck + ck − ck−1 xk+r
9 9 9
k=1
= 0,

which implies   
2 2 1
r2 − r + = r− r− =0
9 3 3
and  
2
(k + r)(k + r − 1) + ck − ck−1 = 0.
9
426 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

The indicial roots are r = 2/3 and r = 1/3. For r = 2/3 the recurrence relation is
3ck−1
ck = , k = 1, 2, 3, . . . ,
3k2 + k
and
3 9 9
c1 = c0 , c2 = c0 , c3 = c0 ,
4 56 560
and so on. For r = 1/3 the recurrence relation is
3ck−1
ck = , k = 1, 2, 3, . . . ,
3k2 − k
and
3 9 9
c1 = c0 , c2 = c0 , c3 = c0 ,
2 20 160
and so on. The general solution on (0, ∞) is
   
2/3 3 9 2 9 3 1/3 3 9 2 9 3
y = C1 x 1+ x+ x + x + · · · + C2 x 1+ x+ x + x + ··· .
4 56 560 2 20 160


X
21. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0


X
′′ ′ 2
 r−1
2xy − (3 + 2x)y + y = 2r − 5r c0 x + [2(k + r)(k + r − 1)ck
k=1
− 3(k + r)ck − 2(k + r − 1)ck−1 + ck−1 ]xk+r−1
= 0,

which implies
2r 2 − 5r = r(2r − 5) = 0

and
(k + r)(2k + 2r − 5)ck − (2k + 2r − 3)ck−1 = 0.

The indicial roots are r = 0 and r = 5/2. For r = 0 the recurrence relation is

(2k − 3)ck−1
ck = , k = 1, 2, 3, . . . ,
k(2k − 5)

and
1 1 1
c1 = c0 , c2 = − c0 , c3 = − c0 ,
3 6 6
and so on. For r = 5/2 the recurrence relation is

2(k + 1)ck−1
ck = , k = 1, 2, 3, . . . ,
k(2k + 5)
5.2 Solutions about Singular Points 427

and
4 4 32
c1 = c0 , c2 = c0 , c3 = c0 ,
7 21 693
and so on. The general solution on (0, ∞) is
   
1 1 1 4 4 32 3
y = C1 1 + x − x2 − x3 + · · · + C2 x5/2 1 + x + x2 + x + ··· .
3 6 6 7 21 693


X
22. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0
     
2 ′′ 4 2 2 4 r 2 5

x y + xy + x − y= r − c0 x + r + 2r + c1 xr+1
9 9 9
∞  
X 4
+ (k + r)(k + r − 1)ck + (k + r)ck − ck + ck−2 xk+r
9
k=2
= 0,

which implies
  
2 4 2 2
r − = r+ r− = 0,
9 3 3
 
2 5
r + 2r + c1 = 0,
9
and  
2 4
(k + r) − ck + ck−2 = 0.
9

The indicial roots are r = −2/3 and r = 2/3, so c1 = 0. For r = −2/3 the recurrence relation
is
9ck−2
ck = − , k = 2, 3, 4, . . . ,
3k(3k − 4)
and
3 9
c2 = − c0 , c3 = 0, c4 = c0 ,
4 128
and so on. For r = 2/3 the recurrence relation is
9ck−2
ck = − , k = 2, 3, 4, . . . ,
3k(3k + 4)
and
3 9
c2 = − c0 , c3 = 0, c4 = c0 ,
20 1,280
and so on. The general solution on (0, ∞) is
   
−2/3 3 2 9 4 2/3 3 2 9 4
y = C1 x 1− x + x + · · · + C2 x 1− x + x + ··· .
4 128 20 1,280
428 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS


X
23. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0

9x2 y ′′ + 9x2 y ′ + 2y = 9r 2 − 9r + 2 c0 xr
X∞
+ [9(k + r)(k + r − 1)ck + 2ck + 9(k + r − 1)ck−1 ]xk+r
k=1
= 0,

which implies
9r 2 − 9r + 2 = (3r − 1)(3r − 2) = 0

and
[9(k + r)(k + r − 1) + 2]ck + 9(k + r − 1)ck−1 = 0.

The indicial roots are r = 1/3 and r = 2/3. For r = 1/3 the recurrence relation is

(3k − 2)ck−1
ck = − , k = 1, 2, 3, . . . ,
k(3k − 1)

and
1 1 7
c1 = − c0 , c2 = c0 , c3 = − c0 ,
2 5 120
and so on. For r = 2/3 the recurrence relation is

(3k − 1)ck−1
ck = − , k = 1, 2, 3, . . . ,
k(3k + 1)

and
1 5 1
c1 = − c0 , c2 = c0 , c3 = − c0 ,
2 28 21
and so on. The general solution on (0, ∞) is
   
1/3 1 1 2 7 3 2/3 1 5 2 1 3
y = C1 x 1− x+ x − x + · · · + C2 x 1 − x + x − x + ··· .
2 5 120 2 28 21


X
24. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0

2x2 y ′′ + 3xy ′ + (2x − 1)y = 2r 2 + r − 1 c0 xr
X∞
+ [2(k + r)(k + r − 1)ck + 3(k + r)ck − ck + 2ck−1 ]xk+r
k=1
= 0,

which implies
2r 2 + r − 1 = (2r − 1)(r + 1) = 0
5.2 Solutions about Singular Points 429

and
[(k + r)(2k + 2r + 1) − 1]ck + 2ck−1 = 0.

The indicial roots are r = −1 and r = 1/2. For r = −1 the recurrence relation is
2ck−1
ck = − , k = 1, 2, 3, . . . ,
k(2k − 3)
and
4
c1 = 2c0 , c2 = −2c0 , c3 = c0 ,
9
and so on. For r = 1/2 the recurrence relation is
2ck−1
ck = − , k = 1, 2, 3, . . . ,
k(2k + 3)
and
2 2 4
c1 = − c0 , c2 = c0 , c3 = − c0 ,
5 35 945
and so on. The general solution on (0, ∞) is
   
−1 2 4 3 1/2 2 2 2 4 3
y = C1 x 1 + 2x − 2x + x + · · · + C2 x 1− x+ x − x + ··· .
9 5 35 945


X
25. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0
 
xy ′′ + 2y ′ − xy = r 2 + r c0 xr−1 + r 2 + 3r + 2 c1 xr
X∞
+ [(k + r)(k + r − 1)ck + 2(k + r)ck − ck−2 ]xk+r−1
k=2
= 0,

which implies

r 2 + r = r(r + 1) = 0,

r 2 + 3r + 2 c1 = 0,

and
(k + r)(k + r + 1)ck − ck−2 = 0.

The indicial roots are r1 = 0 and r2 = −1, so c1 = 0. For r1 = 0 the recurrence relation is
ck−2
ck = , k = 2, 3, 4, . . . ,
k(k + 1)
and
1 1 1
c2 = c0 c3 = c5 = c7 = · · · = 0 c4 = c0 c2n = c0 .
3! 5! (2n + 1)!
430 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

For r2 = −1 the recurrence relation is


ck−2
ck = , k = 2, 3, 4, . . . ,
k(k − 1)

and
1 1 1
c2 = c0 c3 = c5 = c7 = · · · = 0 c4 = c0 c2n = c0 .
2! 4! (2n)!

The general solution on (0, ∞) is


∞ ∞
X 1 X 1
y = C1 x2n + C2 x−1 x2n
(2n + 1)! (2n)!
n=0 n=0
" ∞ ∞
#
1 X 1 X 1
= C1 x2n+1 + C2 x2n
x (2n + 1)! (2n)!
n=0 n=0

1
= [C1 sinh x + C2 cosh x] .
x


X
26. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0
     
2 ′′ 1 2 2 1 r 3
2

x y + xy + x − y= r − c0 x + r + 2r + c1 xr+1
4 4 4
∞  
X 1
+ (k + r)(k + r − 1)ck + (k + r)ck − ck + ck−2 xk+r
4
k=2

= 0,

which implies
    
1
2 1 1 2 3
r − = r− r+ = 0, r + 2r + c1 = 0,
4 2 2 4

and  
12
(k + r) − ck + ck−2 = 0.
4

The indicial roots are r1 = 1/2 and r2 = −1/2, so c1 = 0. For r1 = 1/2 the recurrence
relation is
ck−2
ck = − , k = 2, 3, 4, . . . ,
k(k + 1)
and
1 1 (−1)n
c2 = − c0 c3 = c5 = c7 = · · · = 0 c4 = c0 c2n = c0 .
3! 5! (2n + 1)!
5.2 Solutions about Singular Points 431

For r2 = −1/2 the recurrence relation is


ck−2
ck = − , k = 2, 3, 4, . . . ,
k(k − 1)
and
1 1 (−1)n
c2 = − c0 c3 = c5 = c7 = · · · = 0 c4 = c0 c2n = c0 .
2! 4! (2n)!

The general solution on (0, ∞) is


∞ ∞
1/2
X (−1)n 2n −1/2
X (−1)n 2n
y = C1 x x + C2 x x
n=0
(2n + 1)! n=0
(2n)!
∞ ∞
X (−1)n 2n+1 X (−1)n 2n
= C1 x−1/2 x + C2 x−1/2 x
(2n + 1)! (2n)!
n=0 n=0

= x−1/2 [C1 sin x + C2 cos x].


X
27. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0


X

xy ′′ − xy ′ + y = r 2 − r c0 xr−1 + [(k + r + 1)(k + r)ck+1 − (k + r)ck + ck ]xk+r = 0
k=0

which implies
r 2 − r = r(r − 1) = 0

and
(k + r + 1)(k + r)ck+1 − (k + r − 1)ck = 0.

The indicial roots are r1 = 1 and r2 = 0. For r1 = 1 the recurrence relation is


kck
ck+1 = , k = 0, 1, 2, . . . ,
(k + 2)(k + 1)
and one solution is y1 = c0 x. A second solution is
Z − R −1 dx Z x Z  
e e 1 1 2 1 3
y2 = x dx = x dx = x 1 + x + x + x + · · · dx
x2 x2 x2 2 3!
Z    
1 1 1 1 1 2 1 1 1 2 1 3
=x + + + x + x + · · · dx = x − + ln x + x + x + x + · · ·
x2 x 2 3! 4! x 2 12 72
1 1 1
= x ln x − 1 + x2 + x3 + x4 + · · · .
2 12 72

The general solution on (0, ∞) is

y = C1 x + C2 y2 (x).
432 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS


X
28. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0

3 ′  
y ′′ + y − 2y = r 2 + 2r c0 xr−2 + r 2 + 4r + 3 c1 xr−1
x

X
+ [(k + r)(k + r − 1)ck + 3(k + r)ck − 2ck−2 ] xk+r−2
k=2

= 0,

which implies
r 2 + 2r = r(r + 2) = 0


r 2 + 4r + 3 c1 = 0
(k + r)(k + r + 2)ck − 2ck−2 = 0.

The indicial roots are r1 = 0 and r2 = −2, so c1 = 0. For r1 = 0 the recurrence relation is

2ck−2
ck = , k = 2, 3, 4, . . . ,
k(k + 2)

and
1 1 1
c2 = c0 c3 = c5 = c7 = · · · = 0 c4 = c0 c6 = c0 .
4 48 1,152

The result is  
1 1 1
y1 = c0 1 + x2 + x4 + x6 + · · · .
4 48 1,152

A second solution is
Z − R (3/x)dx Z
e dx
y2 = y1 2 dx = y1 2
y1 x3 1 + 14 x2 + 48 1 4
x + ···
Z Z  
dx 1 1 2 7 4 19 6
= y1  = y1 1− x + x + x + · · · dx
x3 1 + 12 x2 + 485 4
x + 5767 6
x + ··· x3 2 48 576
Z    
1 1 7 19 3 1 1 7 2 19 4
= y1 − + x − x + · · · dx = y 1 − − ln x + x − x + · · ·
x3 2x 48 576 2x2 2 96 2,304
 
1 1 7 19 4
= − y1 ln x + y − 2 + x2 − x + ··· .
2 2x 96 2,304

The general solution on (0, ∞) is

y = C1 y1 (x) + C2 y2 (x).
5.2 Solutions about Singular Points 433

P∞
29. Substituting y = n=0 cn xn+r into the differential equation and collecting terms, we obtain

X
2 r−1
′′ ′
xy + (1 − x)y − y = r c0 x + [(k + r)(k + r − 1)ck + (k + r)ck − (k + r)ck−1 ]xk+r−1 = 0,
k=1

which implies r 2 = 0 and


(k + r)2 ck − (k + r)ck−1 = 0.

The indicial roots are r1 = r2 = 0 and the recurrence relation is


ck−1
ck = , k = 1, 2, 3, . . . .
k

One solution is  
1 1
y1 = c0 1 + x + x2 + x3 + · · · = c0 ex .
2 3!
A second solution is
Z − R (1/x−1) dx Z x Z
e x e /x x 1 −x
y2 = y1 dx = e dx = e e dx
e2x e2x x
Z   Z  
1 1 1 1 1 1
= ex 1 − x + x2 − x3 + · · · dx = ex − 1 + x − x2 + · · · dx
x 2 3! x 2 3!
  ∞
x 1 2 1 3 X (−1)n+1 n
= e ln x − x + x − x + · · · = ex ln x − ex x .
2·2 3 · 3! n · n!
n=1

The general solution on (0, ∞) is



!
x x
X (−1)n+1 n
y = C1 e + C2 e ln x − x .
n · n!
n=1


X
30. Substituting y = cn xn+r into the differential equation and collecting terms, we obtain
n=0


X
2 r−1
′′ ′
xy + y + y = r c0 x + [(k + r)(k + r − 1)ck + (k + r)ck + ck−1 ]xk+r−1 = 0
k=1

which implies r 2 = 0 and


(k + r)2 ck + ck−1 = 0.

The indicial roots are r1 = r2 = 0 and the recurrence relation is


ck−1
ck = − , k = 1, 2, 3, . . . .
k2

One solution is
  ∞
1 1 3 1 4 X (−1)n
y1 = c0 1 − x + 2 x2 − 2
x + x − ··· = c0 xn .
2 (3!) (4!)2 n=0
(n!)2
434 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

A second solution is
Z R Z
e− (1/x) dx dx
y2 = y1 dx = y1 2
y12 x 1−x+ 1 2 1 3
4x − 36 x + ···
Z
dx
= y1 3 2

x 1 − 2x + 35 4
2x − 95 x3 +
288 x − · · ·
Z  
1 5 2 23 3 677 4
= y1 1 + 2x + x + x + x + · · · dx
x 2 9 288
Z  
1 5 23 2 677 3
= y1 +2+ x+ x + x + · · · dx
x 2 9 288
 
5 2 23 3 677 4
= y1 ln x + 2x + x + x + x + ···
4 27 1,152

The general solution on (0, ∞) is

y = C1 y1 (x) + C2 y2 (x).

P∞ n+r
31. Substituting y = n=0 cn x into the differential equation and collecting terms, we obtain

X
′′ ′ 2 r−1
xy + (x − 6)y − 3y = (r − 7r)c0 x + [(k + r)(k + r − 1)ck + (k + r − 1)ck−1
k=1

−6(k + r)ck − 3ck−1 ] xk+r−1 = 0,

which implies
r 2 − 7r = r(r − 7) = 0

and
(k + r)(k + r − 7)ck + (k + r − 4)ck−1 = 0.

The indicial roots are r1 = 7 and r2 = 0. For r1 = 7 the recurrence relation is

(k + 7)kck + (k + 3)ck−1 = 0, k = 1, 2, 3, . . . ,

or
k+3
ck = − ck−1 , k = 1, 2, 3, . . . .
k(k + 7)
Taking c0 6= 0 we obtain
1 5 1
c1 = − c0 c2 = c0 c3 = − c0 ,
2 18 6

and so on. Thus, the indicial root r1 = 7 yields a single solution. Now, for r2 = 0 the
recurrence relation is

k(k − 7)ck + (k − 4)ck−1 = 0, k = 1, 2, 3, . . . .


5.2 Solutions about Singular Points 435

Then

−6c1 − 3c0 = 0 −10c2 − 2c1 = 0 −12c3 − c2 = 0

and

−12c4 + 0c3 = 0 −10c5 + c4 = 0 −c6 + 2c5 = 0 0c7 + 3c6 = 0


c4 = 0 c5 = 0 c6 = 0 c7 is arbitrary

and
k−4
ck = − ck−1 , k = 8, 9, 10, . . . .
k(k − 7)

Taking c0 6= 0 and c7 = 0 we obtain


1 1 1
c1 = − c0 c2 = c0 c3 = − c0 c4 = c5 = c6 = · · · = 0.
2 10 120

Taking c0 = 0 and c7 6= 0 we obtain


1 5 1
c1 = c2 = c3 = c4 = c5 = c6 = 0 c8 = − c7 c9 = c7 c10 = − c7 ,
2 36 36
and so on. In this case we obtain the two solutions
1 1 1 3 1 5 1
y 1 = 1 − x + x2 − x and y2 = x7 − x8 + x9 − x10 + · · · .
2 10 120 2 36 36
P∞ n+r
32. Substituting y = n=0 cn x into the differential equation and collecting terms, we obtain

x(x − 1)y ′′ + 3y ′ − 2y = 4r − r 2 c0 xr−1
X∞
+ [(k + r − 1)(k + r − 12)ck−1 − (k + r)(k + r − 1)ck
k=1
+3(k + r)ck − 2ck−1 ] xk+r−1
= 0,

which implies
4r − r 2 = r(4 − r) = 0

and
−(k + r)(k + r − 4)ck + [(k + r − 1)(k + r − 2) − 2]ck−1 = 0.

The indicial roots are r1 = 4 and r2 = 0. For r1 = 4 the recurrence relation is

−(k + 4)kck + [(k + 3)(k + 2) − 2]ck−1 = 0

or
k+1
ck = ck−1 , k = 1, 2, 3, . . . .
k
436 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

Taking c0 6= 0 we obtain

c1 = 2c0 c2 = 3c0 c3 = 4c0 ,

and so on. Thus, the indicial root r1 = 4 yields a single solution. For r2 = 0 the recurrence
relation is
−k(k − 4)ck + k(k − 3)ck−1 = 0, k = 1, 2, 3, . . . ,

or
−(k − 4)ck + (k − 3)ck−1 = 0, k = 1, 2, 3, . . . .

Then

3c1 − 2c0 = 0 2c2 − c1 = 0 c3 + 0c2 = 0 0c4 + c3 = 0


c3 = 0 c4 arbitrary

and
(k − 3)ck−1
ck = , k = 5, 6, 7, . . . .
k−4
Taking c0 6= 0 and c4 = 0 we obtain
2 1
c1 = c0 c2 = c0 c3 = c4 = c5 = · · · = 0.
3 3

Taking c0 = 0 and c4 6= 0 we obtain

c1 = c2 = c3 = 0 c5 = 2c4 c6 = 3c4 c7 = 4c4 ,

and so on. In this case we obtain the two solutions


2 1
y 1 = 1 + x + x2 and y2 = x4 + 2x5 + 3x6 + 4x7 + · · · .
3 3

33. (a) From t = 1/x we have dt/dx = −1/x2 = −t2 . Then

dy dy dt dy
= = −t2
dx dt dx dt
and
     
d2 y d dy d 2dy d2 y dt
2 dy dt d2 y dy
= = −t = −t − 2t = t4 + 2t3 .
dx2 dx dx dx dt dt2 dx dt dx dt2 dt

Now  
4d2 y 1 2
4 d y 3 dy d2 y 2 dy
x 2
+ λy = 4 t + 2t + λy = + + λy = 0
dx t dt2 dt dt2 t dt
becomes
d2 y dy
t +2 + λty = 0.
dt2 dt
5.2 Solutions about Singular Points 437


X
(b) Substituting y = cn tn+r into the differential equation and collecting terms, we obtain
n=0

d2 y dy
t +2 + λty = (r 2 + r)c0 tr−1 + (r 2 + 3r + 2)c1 tr
dt2 dt

X
+ [(k + r)(k + r − 1)ck + 2(k + r)ck + λck−2 ]tk+r−1
k=2

= 0,

which implies

r 2 + r = r(r + 1) = 0,

r 2 + 3r + 2 c1 = 0,

and
(k + r)(k + r + 1)ck + λck−2 = 0.

The indicial roots are r1 = 0 and r2 = −1, so c1 = 0. For r1 = 0 the recurrence relation
is
λck−2
ck = − , k = 2, 3, 4, . . . ,
k(k + 1)
and
λ λ2 λn
c2 = − c0 c3 = c5 = c7 = · · · = 0 c4 = c0 c2n = (−1)n c0 .
3! 5! (2n + 1)!
For r2 = −1 the recurrence relation is
λck−2
ck = − , k = 2, 3, 4, . . . ,
k(k − 1)
and
λ λ2 λn
c2 = − c0 c3 = c5 = c7 = · · · = 0 c4 = c0 c2n = (−1)n c0 .
2! 4! (2n)!

The general solution on (0, ∞) is


∞ ∞
X (−1)n √ 2n
X (−1)n √
y(t) = c1 ( λ t) + c2 t −1
( λ t)2n
(2n + 1)! (2n)!
n=0 n=0
" ∞
#
(−1)n √ 2n+1

1 X X (−1)n √ 2n
= C1 ( λ t) + C2 ( λ t)
t n=0
(2n + 1)! n=0
(2n)!

1h √ √ i
= C1 sin λ t + C2 cos λ t .
t
(b) Using t = 1/x, the solution of the original equation is
√ √
λ λ
y(x) = C1 x sin + C2 x cos .
x x
438 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

34. (a) From the boundary conditions y(a) = 0, y(b) = 0 we find


√ √
λ λ
C1 sin + C2 cos =0
a a
√ √
λ λ
C1 sin + C2 cos = 0.
b b
Since this is a homogeneous system of linear equations, it will have nontrivial solutions
for C1 and C2 if
√ √
sin λ cos λ

√ √ √ √
a a λ λ λ λ
√ √ = sin cos − cos sin
λ λ a b a b

sin cos
b b
√ √ !  
λ λ √ b−a
= sin − = sin λ = 0.
a b ab

This will be the case if


 
√ b−a √ nπab nπab
λ = nπ or λ= = , n = 1, 2, . . . ,
ab b−a L

or, if
n2 π 2 a2 b2 Pn b4
λn = = .
L2 EI
The critical loads are then Pn = n2 π 2 (a/b)2 EI0 /L2 . Using
√ √
C2 = −C1 sin ( λ/a)/ cos ( λ/a) we have
" √ √ √ #
λ sin ( λ/a) λ
y = C1 x sin − √ cos
x cos ( λ/a) x
" √ √ √ √ #
λ λ λ λ
= C3 x sin cos − cos sin
x a x a
 
√ 1 1
= C3 x sin λ − ,
x a

and
 
nπab 1 1 nπab  a  nπb  a
yn (x) = C3 x sin − = C3 x sin − 1 = C4 x sin 1− .
L x a La x L x

(b) When n = 1, b = 11, and a = 1, we have,


y
for C4 = 1, 2
 
1 1
y1 (x) = x sin 1.1π 1 − .
x x
1 3 5 7 9 11
5.2 Solutions about Singular Points 439

35. Express the differential equation in standard form:

y ′′′ + P (x)y ′′ + Q(x)y ′ + R(x)y = 0.

Suppose x0 is a singular point of the differential equation. Then we say that x0 is a regular
singular point if (x − x0 )P (x), (x − x0 )2 Q(x), and (x − x0 )3 R(x) are analytic at x = x0 .

X
36. Substituting y = cn xn+r into the first differential equation and collecting terms, we obtain
n=0


X
3 ′′ r
x y + y = c0 x + [ck + (k + r − 1)(k + r − 2)ck−1 ] xk+r = 0.
k=1

It follows that c0 = 0 and

ck = −(k + r − 1)(k + r − 2)ck−1 .

The only solution we obtain is y(x) = 0.



X
Substituting y = cn xn+r into the second differential equation and collecting terms, we
n=0
obtain

X  
x2 y ′′ + (3x − 1)y ′ + y = −rc0 + (k + r + 1)2 ck − (k + r + 1)ck+1 xk+r = 0,
k=0

which implies

−rc0 = 0
2
(k + r + 1) ck − (k + r + 1)ck+1 = 0.

If c0 = 0, then the solution of the differential equation is y = 0. Thus, we take r = 0, from


which we obtain
ck+1 = (k + 1)ck , k = 0, 1, 2, . . . .

Letting c0 = 1 we get c1 = 2, c2 = 3!, c3 = 4!, and so on. The solution of the differential

X
equation is then y = (n + 1)!xn , which converges only at x = 0.
n=0

37. We write the differential equation in the form x2 y ′′ + (b/a)xy ′ + (c/a)y = 0 and identify
a0 = b/a and b0 = c/a as in (14) in the text. Then the indicial equation is

b c
r(r − 1) + r+ =0 or ar 2 + (b − a)r + c = 0,
a a

which is also the auxiliary equation of ax2 y ′′ + bxy ′ + cy = 0.


440 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

5.3 Special Functions

1. Since ν 2 = 1/9 the general solution is y = c1 J1/3 (x) + c2 J−1/3 (x).

2. Since ν 2 = 1 the general solution is y = c1 J1 (x) + c2 Y1 (x).

3. Since ν 2 = 25/4 the general solution is y = c1 J5/2 (x) + c2 J−5/2 (x).

4. Since ν 2 = 1/16 the general solution is y = c1 J1/4 (x) + c2 J−1/4 (x).

5. Since ν 2 = 0 the general solution is y = c1 J0 (x) + c2 Y0 (x).

6. Since ν 2 = 4 the general solution is y = c1 J2 (x) + c2 Y2 (x).

7. We identify α = 3 and ν = 2. Then the general solution is y = c1 J2 (3x) + c2 Y2 (3x).

1
8. We identify α = 6 and ν = 2 . Then the general solution is y = c1 J1/2 (6x) + c2 J−1/2 (6x).

9. We identify α = 4 and ν = 2/3 . Then the general solution is y = c1 I2/3 (4x) + c2 K2/3 (4x)

√ √ √
10. We identify α = 2 and ν = 8. Then the general solution is y = c1 I8 ( 2 x) + c2 K8 ( 2 x).

11. If y = x−1/2 v(x) then

1
y ′ = x−1/2 v ′ (x) − x−3/2 v(x),
2
3
y ′′ = x−1/2 v ′′ (x) − x−3/2 v ′ (x) + x−5/2 v(x),
4

and
 
2 ′′ ′ 2 2 3/2 ′′ 1/2 ′ 2 3/2 1 −1/2
x y + 2xy + α x y = x v (x) + x v (x) + α x − x v(x) = 0.
4

Multiplying by x1/2 we obtain


 
2 ′′ ′ 1 2 2
x v (x) + xv (x) + α x − v(x) = 0,
4

whose solution is v = c1 J1/2 (αx) + c2 J−1/2 (αx).


Then y = c1 x−1/2 J1/2 (αx) + c2 x−1/2 J−1/2 (αx).
5.3 Special Functions 441


12. If y = x v(x) then
1
y ′ = x1/2 v ′ (x) + x−1/2 v(x)
2
1
y ′′ = x1/2 v ′′ (x) + x−1/2 v ′ (x) − x−3/2 v(x)
4
and
   
2 ′′ 1
2 2 2 5/2 ′′ 3/2 ′ 1 1/2 2 2 2 1
x y + α x −ν + y=x v (x) + x v (x) − x v(x) + α x − ν + x1/2 v(x)
4 4 4

= x5/2 v ′′ (x) + x3/2 v ′ (x) + (α2 x5/2 − ν 2 x1/2 )v(x) = 0.

Multiplying by x−1/2 we obtain

x2 v ′′ (x) + xv ′ (x) + (α2 x2 − ν 2 )v(x) = 0,


√ √
whose solution is v(x) = c1 Jν (αx) + c2 Yν (αx). Then y = c1 x Jν (αx) + c2 x Yν (αx).

13. Write the differential equation in the form y ′′ + (2/x)y ′ + (4/x)y = 0. This is the form of (18)
in the text with a = − 12 , c = 21 , b = 4, and p = 1, so, by (19) in the text, the general solution
is
y = x−1/2 [c1 J1 (4x1/2 ) + c2 Y1 (4x1/2 )].

14. Write the differential equation in the form y ′′ + (3/x)y ′ + y = 0. This is the form of (18) in
the text with a = −1, c = 1, b = 1, and p = 1, so, by (19) in the text, the general solution is

y = x−1 [c1 J1 (x) + c2 Y1 (x)].

15. Write the differential equation in the form y ′′ − (1/x)y ′ + y = 0. This is the form of (18) in
the text with a = 1, c = 1, b = 1, and p = 1, so, by (19) in the text, the general solution is

y = x[c1 J1 (x) + c2 Y1 (x)].

16. Write the differential equation in the form y ′′ − (5/x)y ′ + y = 0. This is the form of (18) in
the text with a = 3, c = 1, b = 1, and p = 2, so, by (19) in the text, the general solution is

y = x3 [c1 J3 (x) + c2 Y3 (x)].

17. Write the differential equation in the form y ′′ + (1 − 2/x2 )y = 0. This is the form of (18) in
the text with a = 12 , c = 1, b = 1, and p = 32 , so, by (19) in the text, the general solution is

y = x1/2 [c1 J3/2 (x) + c2 Y3/2 (x)] = x1/2 [C1 J3/2 (x) + C2 J−3/2 (x)].

18. Write the differential equation in the form y ′′ + (4 + 1/4x2 )y = 0. This is the form of (18) in
the text with a = 21 , c = 1, b = 2, and p = 0, so, by (19) in the text, the general solution is

y = x1/2 [c1 J0 (2x) + c2 Y0 (2x)].


442 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

19. Write the differential equation in the form y ′′ + (3/x)y ′ + x2 y = 0. This is the form of (18) in
the text with a = −1, c = 2, b = 21 , and p = 21 , so, by (19) in the text, the general solution is
    
1 2 1 2
y = x−1 c1 J1/2 x + c2 Y1/2 x
2 2
or     
−1 1 2 1 2
y=x C1 J1/2 x + C2 J−1/2 x .
2 2
20. Write the differential equation in the form y ′′ + (1/x)y ′ + ( 19 x4 − 4/x2 )y = 0. This is the form
of (18) in the text with a = 0, c = 3, b = 19 , and p = 32 , so, by (19) in the text, the general
solution is    
1 3 1 3
y = c1 J2/3 x + c2 Y2/3 x
9 9
or    
1 3 1 3
y = C1 J2/3 x + C2 J−2/3 x .
9 9
21. Using the fact that i2 = −1, along with the definition of Jν (x) in (7) in the text, we have
∞  2n+ν
−ν −ν
X (−1)n ix
Iν (x) = i Jν (ix) = i
n!Γ(1 + ν + n) 2
n=0

X (−1)n  x 2n+ν
= i2n+ν−ν
n=0
n!Γ(1 + ν + n) 2

X (−1)n  x 2n+ν
= (i2 )n
n!Γ(1 + ν + n) 2
n=0

X (−1)2n  x 2n+ν
=
n!Γ(1 + ν + n) 2
n=0
∞  x 2n+ν
X 1
= ,
n=0
n!Γ(1 + ν + n) 2

which is a real function.

22. (a) The differential equation has the form of (18) in the text with

1 − 2a = 0 2c − 2 = 2 b2 c2 = −β 2 c2 = −1 a2 − p2 c2 = 0
1 1 1 1
a= c=2 β= , b= i p=
2 2 2 4
Then, by (19) in the text,
    
1/2 1 2 1 2
y=x c1 J1/4 ix + c2 J−1/4 ix .
2 2
In terms of real functions the general solution can be written
    
1/2 1 2 1 2
y=x C1 I1/4 x + C2 K1/4 x .
2 2
5.3 Special Functions 443

(b) Write the differential equation in the form y ′′ + (1/x)y ′ − 7x2 y = 0. This is the form of
(18) in the text with

1 − 2a = 1 2c − 2 = 2 b2 c2 = −β 2 c2 = −7 a2 − p2 c2 = 0
1√ 1√
a=0 c=2 β= 7, b= 7i p = 0.
2 2
Then, by (19) in the text,
   
1√ 2 1√ 2
y = c1 J0 7 ix + c2 Y0 7 ix .
2 2
In terms of real functions the general solution can be written
   
1√ 2 1√ 2
y = C1 I0 7 x + C2 K0 7x .
2 2

23. The differential equation has the form of (18) in the text with

1 − 2a = 0 2c − 2 = 0 b2 c2 = 1 a2 − p2 c2 = 0
1 1
a= c=1 b=1 p= .
2 2
Then, by (19) in the text,
" r r #
2 2
y = x1/2 [c1 J1/2 (x) + c2 J−1/2 (x)] = x1/2 c1 sin x + c2 cos x = C1 sin x + C2 cos x.
πx πx

24. Write the differential equation in the form y ′′ + (4/x)y ′ + (1 + 2/x2 )y = 0. This is the form
of (18) in the text with

1 − 2a = 4 2c − 2 = 0 b2 c2 = 1 a2 − p2 c2 = 2
3 1
a=− c=1 b=1 p= .
2 2
Then, by (19), (23), and (24) in the text,
" r r #
−3/2 −3/2 2 2
y=x [c1 J1/2 (x) + c2 J−1/2 (x)] = x c1 sin x + c2 cos x
πx πx

1 1
= C1 2
sin x + C2 2 cos x.
x x
1 2
25. Write the differential equation in the form y ′′ + (2/x)y ′ + ( 16 x − 3/4x2 )y = 0. This is the
form of (18) in the text with
1 3
1 − 2a = 2 2c − 2 = 2 b2 c2 = a2 − p2 c2 = −
16 4
1 1 1
a=− c=2 b= p= .
2 8 2
444 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

Then, by (19) in the text,


    
1 2 1 2
y = x−1/2 c1 J1/2 x + c2 J−1/2 x
8 8
" r   r  #
−1/2 16 1 2 16 1 2
=x c1 sin x + c2 cos x
πx2 8 πx2 8
   
−3/2 1 2 −3/2 1 2
= C1 x sin x + C2 x cos x .
8 8

26. Write the differential equation in the form y ′′ − (1/x)y ′ + (4 + 3/4x2 )y = 0. This is the form
of (18) in the text with
3
1 − 2a = −1 2c − 2 = 0 b2 c2 = 4 a2 − p2 c2 =
4
1
a=1 c=1 b=2 p= .
2
Then, by (19) in the text,
" r r #
  2 2
y = x c1 J1/2 (2x) + c2 J−1/2 (2x) = x c1 sin 2x + c2 cos 2x
π2x π2x

= C1 x1/2 sin 2x + C2 x1/2 cos 2x.

27. (a) The recurrence relation follows from


∞ ∞
X (−1)n ν  x 2n+ν X (−1)n  x 2n+ν−1
−νJν (x) + xJν−1 (x) = − +x
n=0
n!Γ(1 + ν + n) 2 n=0
n!Γ(ν + n) 2
∞ ∞
X (−1)n ν  x 2n+ν X (−1)n (ν + n)  x   x 2n+ν−1
=− + ·2
n!Γ(1 + ν + n) 2 n!Γ(1 + ν + n) 2 2
n=0 n=0

X (−1)n (2n + ν)  x 2n+ν
= = xJν′ (x).
n!Γ(1 + ν + n) 2
n=0

(b) The formula in part (a) is a linear first-order differential equation in Jν (x). An integrating
factor for this equation is xν , so
d ν
[x Jν (x)] = xν Jν−1 (x).
dx
28. Subtracting the formula in part (a) of Problem 27 from the formula in Example 5 we obtain

0 = 2νJν (x) − xJν+1 (x) − xJν−1 (x) or 2νJν (x) = xJν+1 (x) + xJν−1 (x).

29. Letting ν = 1 in (21) in the text we have


Z r=x
x
d
xJ0 (x) = [xJ1 (x)] so rJ0 (r) dr = rJ1 (r) = xJ1 (x).
dx 0
r=0
5.3 Special Functions 445

30. From (20) we obtain J0′ (x) = −J1 (x), and from (21) we obtain J0′ (x) = J−1 (x). Thus
J0′ (x) = J−1 (x) = −J1 (x).
 
1 (2n + 1)! √
31. (a) Using Γ 1 + + n = π we get the following
2 22n+1 n!

1 (2n + 1)! √
Γ 1+ +n = π
2 22n+1 n!
   
1 1 (2n + 1)! √
+n Γ +n = π
2 2 22n+1 n!
   
1 1 (2n + 1)! √
1− +n Γ 1− +n = π
2 2 22n+1 n!
 
1 (2n + 1)! √
Γ 1− +n = 1

2n+1
π
2 1− +n 2
2 n!
 
1 (2n + 1)! √
Γ 1− +n = 1 2n+1 n!
π
2 2 (1 + 2n) 2
 
1 (2n)! √
Γ 1− +n = π
2 22n n!

From the last result we obtain


∞ ∞
!
X (−1)n  x 2n−1/2 X (−1)n  x 2n  x −1/2
J−1/2 (x) = 1 = (2n)! √
n!Γ(1 − 2 + n) 2 n! 22n n! π 2 2
n=0 n=0
r ∞
2 X (−1)n 2n
= · x
πx n=0 (2n)!

The last series is the Maclaurin series for the cosine therefore
r ∞ r
2 X (−1)n 2n 2
J−1/2 (x) = · x = cos x
πx (2n)! πx
n=0

(b) With ν = −1/2 we get

−J−1/2 (x) = xJ1/2 (x) + xJ−3/2 (x)


1
J−3/2 (x) = − J−1/2 (x) − J1/2 (x)
x
r r
1 2 2
=− cos x − sin x
x πx πx
r
2  cos x 
=− + sin x
πx x
446 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

(c)

32. (a) From Problem 28, 2νJν (x) = xJν+1 (x) + xJν−1 (x) and so with ν = 1/2 we get

J1/2 (x) = xJ3/2 (x) + xJ−1/2 (x)


1
J3/2 (x) = J (x) − J−1/2 (x)
x 1/2
r r
1 2 2
= sin x − cos x
x πx πx
r  
2 sin x
= − cos x
πx x
From the last result and using ν = 3/2 we obtain

3J3/2 (x) = xJ5/2 (x) + xJ1/2 (x)


3
J5/2 (x) = J (x) − J1/2 (x)
x 3/2
r   r
3 2 sin x 2
= − cos x − sin x
x πx x πx
r   
2 3 3 cos x
= − 1 sin x −
πx x2 x
From the last result and using ν = 5/2 we obtain

5J5/2 (x) = xJ7/2 (x) + xJ3/2 (x)


5
J7/2 (x) = J (x) − J3/2 (x)
x 5/2
r   r  
5 2 3 sin x 3 cos x 2 sin x
= − − sin x − − cos x
x πx x2 x πx x
r     
2 15 6 15
= − sin x − − 1 cos x
πx x3 x x2
5.3 Special Functions 447

(b)

33. Letting
r
2 k −αt/2
s= e ,
α m
we have " r # r !
dx dx ds dx 2 k  α  −αt/2 dx k −αt/2
= = − e = − e
dt ds dt dt α m 2 ds m

and
  r !   r !
d2 x d dx dx α k −αt/2 d dx k −αt/2
2
= = e + − e
dt dt dt ds 2 m dt ds m
r ! r !
dx α k −αt/2 d2 x ds k −αt/2
= e + 2 − e
ds 2 m ds dt m
r !  
dx α k −αt/2 d2 x k −αt
= e + 2 e .
ds 2 m ds m

Then r
d2 x d2 x mα k −αt/2 dx
m 2 + ke−αt x = ke−αt 2 + e + ke−αt x = 0.
dt ds 2 m ds

Multiplying by 22 /α2 m we have


r
22 k −αt d2 x 2 k −αt/2 dx 22 k −αt
2
e 2
+ e + 2 e x=0
α m ds α m ds α m
p
or, since s = (2/α) k/m e−αt/2 ,

d2 x dx
s2 2
+s + s2 x = 0.
ds ds
448 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

2

34. (a) Differentiating y = x1/2 w 3 αx
3/2 with respect to 23 αx3/2 we obtain

   
2 3/2 1 2 3/2
y ′ = x1/2 w′ αx αx1/2 + x−1/2 w αx
3 2 3

and

   
′′ ′′ 2 3/2 1/2 ′ 2 3/2
y = αxw αx αx + αw αx
3 3
   
1 2 3/2 1 2 3/2
+ αw′ αx − x−3/2 w αx .
2 3 4 3

Then, after combining terms and simplifying, we have

   
3 1
y ′′ + α2 xy = α αx3/2 w′′ + w′ + αx3/2 − w = 0.
2 4αx3/2

Letting t = 32 αx3/2 or αx3/2 = 23 t this differential equation becomes

   
3 α 2 ′′ ′ 2 1
t w (t) + tw (t) + t − w(t) = 0, t > 0.
2 t 9

2

(b) Using the same substitution y = x1/2 w 3 αx
3/2 the differential equation is now y ′′ −
α2 xy = 0:

   
′ 1/2 2 3/2
′ 1/2 1 −1/2 2 3/2
y =x w αx αx + x w αx
3 2 3
   
′ 2 3/2 1 −1/2 2 3/2
= αxw αx + x w αx
3 2 3
       
′′ ′′ 2 3/2 1/2 ′ 2 3/2 1 ′ 2 3/2 1 −3/2 2 3/2
y = αxw αx αx + αw αx + αw αx − x w αx
3 3 2 3 4 3
     
2 3/2 ′′ 2 3/2 3 ′ 2 3/2 1 −3/2 2 3/2
=α x w αx + αw αx − x w αx
3 2 3 4 3
5.3 Special Functions 449

Then
      
′′ 2 2 3/2 ′′ 2 3/2 3 2 3/2 1 2 3/2
y − α xy = α x w αx + αw′ αx − x−3/2 w αx
3 2 3 4 3
 
2 3/2 2 3/2
−α x w αx
3
 
2 3/2 3 ′
′′ 2 3/2 1 −3/2
= α x w + αw − α x + x w
2 4
 
2 3/2 ′′ 3 ′ 2 3/2 1
= α x w + αw − α x + 3/2 w
2 4x
   
3/2 ′′ 3 ′ 3/2 1
= α αx w + w = αx + w
2 4αx3/2
   
3 3 3 1 2
= α tw′′ + w′ − t + t−1 w ←− t = αx3/2
2 2 2 6 3
   
3α 2 ′′ 1
= t w + tw′ − t2 + w =0
2t 9

when w is a solution of t2 w′′ + tw′ − t2 + 19 w = 0.

35. (a) By part (a) of Problem 34, a solution of Airy’s equation is y = x1/2 w( 23 αx3/2 ), where

w(t) = c1 J1/3 (t) + c2 J−1/3 (t)

is a solution of Bessel’s equation of order 13 . Thus, the general solution of Airy’s equation
for x > 0 is
     
1/2 2 3/2 1/2 2 3/2 1/2 2 3/2
y=x w αx = c1 x J1/3 αx + c2 x J−1/3 αx .
3 3 3

(b) By part (b) of Problem 34, a solution of Airy’s equation is y = x1/2 w( 32 αx3/2 ), where

w(t) = c1 I1/3 (t) + c2 I−1/3 (t)

is a solution of modified Bessel’s equation of order 31 . Thus, the general solution of


Airy’s equation for x > 0 is
     
1/2 2 3/2 1/2 2 3/2 1/2 2 3/2
y=x w αx = c1 x I1/3 αx + c2 x I−1/3 αx .
3 3 3

36. The general solution of the differential equation is

y(x) = c1 J0 (αx) + c2 Y0 (αx).

In order to satisfy the conditions that lim y(x) and lim y ′ (x) are finite we are forced to
x→0+ x→0+
define c2 = 0. Thus, y(x) = c1 J0 (αx). The second boundary condition, y(2) = 0, implies
450 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

c1 = 0 or J0 (2α) = 0. In order to have a nontrivial solution we require that J0 (2α) = 0. From


Table 5.3.1, the first three positive zeros of J0 are found to be

2α1 = 2.4048, 2α2 = 5.5201, 2α3 = 8.6537

and so α1 = 1.2024, α2 = 2.7601, α3 = 4.3269. The eigenfunctions corresponding to the


eigenvalues λ1 = α21 , λ2 = α22 , λ3 = α23 are J0 (1.2024x), J0 (2.7601x), and J0 (4.3269x).

37. (a) The differential equation y ′′ + (λ/x)y = 0 has the form of (18) in the text with

1 − 2a = 0 2c − 2 = −1 b2 c2 = λ a2 − p2 c2 = 0
1 1 √
a= c= b=2 λ p = 1.
2 2

Then, by (19) in the text,


h √ √ i
y = x1/2 c1 J1 (2 λx ) + c2 Y1 (2 λx ) .

(b) We first note that y = J1 (t) is a solution of Bessel’s equation, t2 y ′′ + ty ′ + (t2 − 1)y = 0,
with ν = 1. That is,
t2 J1′′ (t) + tJ1′ (t) + (t2 − 1)J1 (t) = 0,

or, letting t = 2 x ,
√  √ √  √ 
4xJ1′′ 2 x + 2 xJ1′ 2 x + (4x − 1)J1 2 x = 0.

√ √
Now, if y = xJ1 (2 x ), we have

√ √  1 1 √  √  1 √ 
y′ = x J1′ 2 x √ + √ J1 2 x = J1′ 2 x + x−1/2 J1 2 x
x 2 x 2

and
√  1 ′ √  1 −3/2 √ 
y ′′ = x−1/2 J1′′ 2 x + J1 2 x − x J1 2 x .
2x 4
Then
√ √ 1 √  1 √  √ √ 
xy ′′ + y = x J1′′ 2 x + J1′ 2 x − x−1/2 J1 2 x + x J 2 x
2 4
1  √  √ √  √  √ 
= √ 4xJ1′′ 2 x + 2 x J1′ 2 x − J1 2 x + 4xJ 2 x
4 x

= 0,
√ √
and y = x J1 (2 x ) is a solution of Airy’s differential equation.
5.3 Special Functions 451

38. (a) From (15) in the text,

I1/2 (x) = i−1/2 J1/2 (ix).

From (7), we see that

∞  2n+ 1
−1/2 −1/2
X (−1)n ix 2
i J1/2 (ix) = i 
n=0
n!Γ 1 + + 12 + n 2
r ∞
1 X 1
= x2n+1
πx (2n + 1)
n=0
r
2
= sinh x
πx

(b) From (15) in the text,

I−1/2 (x) = i−1/2 J−1/2 (ix).

From (8), we see that

∞  2n− 1
1/2 1/2
X (−1)n ix 2
i J−1/2 (ix) = i 1

n!Γ 1 − 2 + n 2
n=0
r ∞
2 X 1
= x2n
πx n=0 (2n)!
r
2
= cosh x
πx

(c) Equation (16) in the text and parts (a) and (b) imply

π I−1/2 (x) − I1/2 (x)


K1/2 (x) = 
2 sin π2
"r r #
π 2 2
= cosh x − sinh x
2 πx πx
r  
π ex + e−x ex − e−x
= −
2x 2 2
r
π −x
= e
2x
452 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

39. (a) Using the results of Problem 32 we get


r r r  
π π 2 sin x sin x cos x
j1 (x) = J3/2 (x) = · − cos x = 2 −
2x 2x πx x x x
r r r     
π π 2 3 3 cos x 3 1 3 cos x
j2 (x) = J5/2 (x) = · 2
− 1 sin x − = 3
− sin x −
2x 2x πx x x x x x2
r r r     
π π 2 15 6 15
j3 (x) = J7/2 (x) = · − sin x − − 1 cos x
2x 2x πx x3 x x2
   
15 6 15 1
= − sin x − − cos x
x4 x2 x3 x

(b)

40. (a) Using the results of Problems 28 and 31 we get


r
2  cos x 
J−3/2 (x) = + sin x
πx x
r  
2 3 cos x 3 sin x
J−5/2 (x) = + − cos x
πx x2 x
r  
2 15 cos x 6 cos x 15 sin x
J−7/2 (x) = − + − + sin x
πx x3 x x2

Therefore we have
r r
π π cos x sin x
y1 (x) = Y (x) = · J−3/2 (x) = − 2 −
2x 3/2 2x x x
r r
π π 3 cos x 3 sin x cos x
y2 (x) = Y5/2 (x) = − · J−5/2 (x) = − − +
2x 2x x3 x2 x
r r
π π 15 cos x 15 sin x 6 cos x sin x
y3 (x) = J7/2 (x) = · J−7/2 (x) = − − + +
2x 2x x4 x3 x2 x
5.3 Special Functions 453

(b)

41. Using R(x) = (αx)−1/2 Z(x) and straightforward use of the product rule we get

R(x) = (αx)−1/2 Z(x)


 
1
R′ (x) = α−1/2 x1/2 Z ′ (x) − x−3/2 Z(x)
2
 
3 −5/2
R′′ (x) = α−1/2 x Z(x) − x−3/2 Z ′ (x) + x−1/2 Z ′′ (x)
4

Force these three expressions into the equation x2 R′′ (x) + 2xR′ (x) + [α2 x2 − n(n + 1)]R = 0
to get
 
2 −1/2 3 −5/2 −3/2 ′ −1/2 ′′
x ·α x Z(x) − x Z (x) + x Z (x)
4
 
1 −3/2  
2x · α−1/2
x −1/2 ′
Z (x) − x Z(x) + α2 − n (n + 1) R = 0
2

Now distribute, collect like terms, and the equation reduces to

1
x2 Z ′′ (x) + xZ ′ (x) + [α2 x2 − (n + )2 ]Z = 0.
2

42. (a) Compare x2 Z ′′ (x) + xZ ′ (x) + [α2 x2 − (n + 12 )2 ]Z = 0 to the parametric Bessel equation
of order ν x2 y ′′ + xy ′ + (α2 x2 − ν 2 )y = 0 whose solution is y = C1 Jν (αx) + C2 Yν (αx).
If we take ν = n + 12 then

Z(x) = C1 Jn+1/2 (αx) + C2 Yn+1/2 (αx)

(b) Since R(x) = (αx)−1/2 Z(x) we get

R(x) = (ax)−1/2 Z(x) = C1 (αx)−1/2 Jn+1/2 (αx) + C2 (αx)−1/2 Yn+1/2 (αx)


454 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

(c) Rename the constants C1 and C2 in part (b) to get


 r   r 
π Jn+1/2 (αx) π Yn+1/2 (αx)
R(x) = c1 √ + c2 √
2 αx 2 ax
 r   r 
π π
= c1 Jn+1/2 (αx) + c2 Yn+1/2 (αx)
2αx 2αx

= c1 jn (αx) + c2 yn (αx)

43. Using the Product rule gives


 
d dT
r = a2 r (T − Tm )
dr dr

d2 T dT
r + − a2 r (T − Tm ) = 0
dr 2 dr
d2 T dT
r2 2
+r − a2 r 2 (T − Tm ) = 0
dr dr

The given boundary-value problem is



d2 T
2 dT dT
r 2
+r − a2 r 2 (T − 70) = 0, T (1) = 160, =0
dr dr dr
r=3

If we change the dependent variable by means of the substitution w(r) = T (r) − 70 the
differential equation becomes

d2 w dw
r2 2
+r − a2 r 2 w = 0.
dr dr

This differential equation is the parametric form of the modified Bessel’s equation of order
ν = 0 so:

w(r) = c1 I0 (ar) + c2 K0 (ar)


T (r) = 70 + w(r)
T (r) = 70 + c1 I0 (ar) + c2 K0 (ar)

d d
The derivatives I0 (x) = I1 (x) and K0 (x) = −K1 (x) and so the Chain rule gives
dx dx
u
d z}|{ dI0 du d d
I0 (ar) = = I0′ (ar) ar = aI1 (ar) and K0 (ar) = −aK1 (ar)
dr du dr dr dr

Therefore
d d
T ′ (r) = c1 I0 (ar) + c2 K0 (ar) or T ′ (r) = c1 aI1 (ar) − c2 aK1 (ar)
dr dr
5.3 Special Functions 455

The boundary conditions T (1) = 160 and T ′ (3) = 0 then give the linear system of equations

c1 I0 (a) + c2 K0 (a) = 90
c1 I1 (3a) − c2 K1 (3a) = 0.

By Cramer’s Rule, the solution of the system is



90 K0 (a)


0 −K1 (3a) 90K1 (3a)
c1 = = ,
I0 (a) K0 (a)
I 0 (a)K1 (3a) + I1 (3a)K0 (a)

I1 (3a) −K1 (3a)

I0 (a) 90


I1 (3a) 0 90I1 (3a)
c2 = = .
I0 (a) K0 (a)
I0 (a)K1 (3a) + I1 (3a)K0 (a)

I1 (3a) −K1 (3a)

Hence the solution of the boundary-value problem is

T (r) = 70 + c1 I0 (ar) + c2 K0 (ar)

90K1 (3a)I0 (ar) 90I1 (3a)K0 (ar)


= 70 + +
I0 (a)K1 (3a) + I1 (3a)K0 (a) I0 (a)K1 (3a) + I1 (3a)K0 (a)
K1 (3a)I0 (ar) + I1 (3a)K0 (ar)
= 70 + 90 .
K1 (3a)I0 (a) + I1 (3a)K0 (a)

44. The differential equation is the same as in Problem 43 so the substitution w(r) = T (r) − 70
again yields
d2 w dw
r2 2 + r − a2 r 2 w = 0
dr dr
and so

w(r) = c1 I0 (ar) + c2 K0 (ar)


T (r) = 70 + w(r)
T (r) = 70 + c1 I0 (ar) + c2 K0 (ar)

The boundary conditions T (1) = 160 and T (3) = 90 then give the linear system of equations

c1 I0 (a) + c2 K0 (a) = 90
c1 I0 (3a) + c2 K0 (3a) = 20
456 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

By Cramer’s Rule, the solution of the system is



90 K (a)
0

20 K0 (3a) 90K0 (3a) − 20K0 (a)
c1 = = ,
I0 (a) K0 (a)
I0 (a)K0 (3a) − I0 (3a)K0 (a)

I0 (3a) K0 (3a)

I (a) 90
0

I0 (3a) 20 20I0 (a) − 90I0 (3a)
c2 = = .
I0 (a) K0 (a)
I0 (a)K0 (3a) − I0 (3a)K0 (a)

I0 (3a) K0 (3a)

Hence the solution of the boundary-value problem is

90K0 (3a) − 20K0 (a) 20I0 (a) − 90I0 (3a)


T (r) = 70 + I0 (ar) + K0 (ar) .
I0 (a)K0 (3a) − I0 (3a)K0 (a) I0 (a)K0 (3a) − I0 (3a)K0 (a)

45. (a) We identify m = 4, k = 1, and α = 0.1. Then

x(t) = c1 J0 (10e−0.05t ) + c2 Y0 (10e−0.05t )

and
x′ (t) = −0.5c1 J0′ (10e−0.05t ) − 0.5c2 Y0′ (10e−0.05t ).

Now x(0) = 1 and x′ (0) = −1/2 imply

c1 J0 (10) + c2 Y0 (10) = 1
c1 J0′ (10) + c2 Y0′ (10) = 1.

Using Cramer’s rule we obtain

Y0′ (10) − Y0 (10) J0 (10) − J0′ (10)


c1 = and c2 = .
J0 (10)Y0′ (10) − J0′ (10)Y0 (10) J0 (10)Y0′ (10) − J0′ (10)Y0 (10)

Using Y0′ = −Y1 and J0′ = −J1 and Table 5.2 we find c1 = −4.7860 and c2 = −3.1803.
Thus
x(t) = −4.7860J0 (10e−0.05t ) − 3.1803Y0 (10e−0.05t ).

x
(b)
10

5
t

−5 50 100 150 200


5.3 Special Functions 457

1
46. (a) Identifying α = 2 , the general solution of x′′ + 14 tx = 0 is
   
1/2 1 3/2 1/2 1 3/2
x(t) = c1 x J1/3 x + c2 x J−1/3 x .
3 3

Solving the system x(0.1) = 1, x′ (0.1) = − 12 we find c1 = −0.809264 and c2 = 0.782397.

(b) x

t
50 100 150 200
−1

47. (a) Letting t = L − x, the boundary-value problem becomes

d2 θ
+ α2 tθ = 0, θ ′ (0) = 0, θ(L) = 0,
dt2

where α2 = δg/EI. This is Airy’s differential equation, so by Problem 35 its solution is


   
1/2 2 3/2 1/2 2 3/2
y = c1 t J1/3 αt + c2 t J−1/3 αt = c1 θ1 (t) + c2 θ2 (t).
3 3

(b) Looking at the series forms of θ1 and θ2 we see that θ1′ (0) 6= 0, while θ2′ (0) = 0. Thus,
the boundary condition θ ′ (0) = 0 implies c1 = 0, and so
 
√ 2 3/2
θ(t) = c2 t J−1/3 αt .
3

From θ(L) = 0 we have


 
√ 2 3/2
c2 L J−1/3 αL = 0,
3

so either c2 = 0, in which case θ(t) = 0, or J−1/3 ( 32 αL3/2 ) = 0. The column will just
start to bend when L is the length corresponding to the smallest positive zero of J−1/3 .

(c) Using Mathematica, the first positive root of J−1/3 (x) is x1 ≈ 1.86635. Thus
2 3/2 = 1.86635 implies
3 αL

 2/3  1/3
3(1.86635) 9EI
L= = (1.86635)2
2α 4δg
 1/3
9(2.6 × 107 )π(0.05)4 /4
= (1.86635)2 ≈ 76.9 in.
4(0.28)π(0.05)2
458 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

48. (a) Writing the differential equation in the form xy ′′ +(P L/M )y = 0, we identify λ = P L/M .
From Problem 37 the solution of this differential equation is
√  p  √  p 
y = c1 x J1 2 P Lx/M + c2 x Y1 2 P Lx/M .

Now J1 (0) = 0, so y(0) = 0 implies c2 = 0 and


√  p 
y = c1 x J1 2 P Lx/M .


(b) From y(L) = 0 we have y = J1 (2L P M ) = 0. The first positive zero of J1 is 3.8317 so,
p
solving 2L P1 /M = 3.8317, we find P1 = 3.6705M/L2 . Therefore,
r !  
√ 3.6705x √ 3.8317 √
y1 (x) = c1 x J1 2 = c1 x J1 √ x .
L L

(c) For c1 = 1 and L = 1 the graph of


√ √ y
y1 = x J1 (3.8317 x ) is shown. 0.3

0.2

0.1

x
0.2 0.4 0.6 0.8 1

49. (a) Since l′ = v, we integrate to obtain l(t) = vt + c. Now l(0) = l0 implies c = l0 , so


l(t) = vt + l0 . Using sin θ ≈ θ in l d2 θ/dt2 + 2l′ dθ/dt + g sin θ = 0 gives

d2 θ dθ
(l0 + vt) 2
+ 2v + gθ = 0.
dt dt

(b) Dividing by v, the differential equation in part (a) becomes

l0 + vt d2 θ dθ g
+2 + θ = 0.
v dt2 dt v

Letting x = (l0 + vt)/v = t + l0 /v we have dx/dt = 1, so

dθ dθ dx dθ
= =
dt dx dt dx
and
d2 θ d(dθ/dt) d(dθ/dx) dx d2 θ
= = = .
dt2 dt dx dt dx2
Thus, the differential equation becomes

d2 θ dθ g d2 θ 2 dθ g
x +2 + θ=0 or + + θ = 0.
dx2 dx v dx2 x dx vx
5.3 Special Functions 459

(c) The differential equation in part (b) has the form of (18) in the text with
g
1 − 2a = 2 2c − 2 = −1 b2 c2 = a2 − p2 c2 = 0
v
r
1 1 g
a=− c= b=2 p = 1.
2 2 v

Then, by (19) in the text,


  r   r 
−1/2 g 1/2 g 1/2
θ(x) = x c1 J1 2 x + c2 Y1 2 x
v v
or r     
v 2p 2p
θ(t) = c1 J1 g(l0 + vt) + c2 Y1 g(l0 + vt) .
l0 + vt v v

(d) To simplify calculations, let


r
2p g 1/2
u= g(l0 + vt) = 2 x ,
v v

and at t = 0 let u0 = 2 gl0 /v. The general solution for θ(t) can then be written

θ = C1 u−1 J1 (u) + C2 u−1 Y1 (u). (1)

Before applying the initial conditions, note that


dθ dθ du
=
dt du dt
so when dθ/dt = 0 at t = 0 we have dθ/du = 0 at u = u0 . Also,
dθ d −1 d −1
= C1 [u J1 (u)] + C2 [u Y1 (u)]
du du du
which, in view of (20) in the text, is the same as

= −C1 u−1 J2 (u) − C2 u−1 Y2 (u). (2)
du
Now at t = 0, or u = u0 , (1) and (2) give the system

C1 u−1 −1
0 J1 (u0 ) + C2 u0 Y1 (u0 ) = θ0

C1 u−1 −1
0 J2 (u0 ) + C2 u0 Y2 (u0 ) = 0

whose solution is easily obtained using Cramer’s rule:


u0 θ0 Y2 (u0 ) −u0 θ0 J2 (u0 )
C1 = , C2 = .
J1 (u0 )Y2 (u0 ) − J2 (u0 )Y1 (u0 ) J1 (u0 )Y2 (u0 ) − J2 (u0 )Y1 (u0 )

In view of the given identity these results simplify to


π π 2
C1 = − u20 θ0 Y2 (u0 ) and C2 = u θ0 J2 (u0 ).
2 2 0
460 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

The solution is then


 
π 2 J1 (u) Y1 (u)
θ = u0 θ0 −Y2 (u0 ) + J2 (u0 ) .
2 u u
p √
Returning to u = (2/v) g(l0 + vt) and u0 = (2/v) gl0 , we have
  
2p
√   J1 g(l0 + vt)
π gl0 θ0  2p v
θ(t) = −Y2 v gl0
 √
v l0 + vt

 
2p
  Y1 g(l0 + vt)
2p v 
+J2 gl0 √ .
v l0 + vt 

1 1
(e) When l0 = 1 ft, θ0 = radian, and v = 60
10 ft/s, the above function is
√ √
J1 (480 2(1 + t/60)) Y1 (480 2 (1 + t/60))
θ(t) = −1.69045 p − 2.79381 p .
1 + t/60 1 + t/60
The plots of θ(t) on [0, 10], [0, 30], and [0, 60] are
θ (t) θ (t) θ (t)
0.1 0.1 0.1

0.05 0.05 0.05

t t t
2 4 6 8 10 5 10 15 20 25 30 10 20 30 40 50 60
–0.05 –0.05 –0.05

–0.1 –0.1 –0.1

(f ) The graphs indicate that θ(t) decreases as l


θ (t)
increases. The graph of θ(t) on [0, 300] is shown. 0.1

0.05

t
50 100 150 200 250 300

–0.05

–0.1

50. (a) From (26) in the text, we have


 
6 · 7 2 4 · 6 · 7 · 9 4 2 · 4 · 6 · 7 · 9 · 11 6
P6 (x) = c0 1 − x + x = x ,
2! 4! 6!
where
1·3·5 5
c0 = (−1)3 =− .
2·4·6 16
Thus,
 
5 2 231 6 4 1
P6 (x) = − 1 − 21x + 63x − x = (231x6 − 315x4 + 105x2 − 5).
16 5 16
5.3 Special Functions 461

Also, from (26) in the text we have


 
6 · 9 3 4 · 6 · 9 · 11 5 2 · 4 · 6 · 9 · 11 · 13 7
P7 (x) = c1 x − x + x − x
3! 5! 7!

where
1·3·5·7 35
c1 = (−1)3 =− .
2·4·6 16
Thus
 
35 3 99 5 429 7 1
P7 (x) = − x − 9x + x − x = (429x7 − 693x5 + 315x3 − 35x).
16 5 35 16
 
(b) P6 (x) satisfies 1 − x2 y ′′ −2xy ′ +42y = 0 and P7 (x) satisfies 1 − x2 y ′′ −2xy ′ +56y = 0.

51. The recurrence relation can be written


2k + 1 k
Pk+1 (x) = xPk (x) − Pk−1 (x), k = 2, 3, 4, . . . .
k+1 k+1
3 1
k=1: P2 (x) = x2 −
2 2
 
5 3 2 1 2 5 3
k=2: P3 (x) = x x − − x = x3 − x
3 2 2 3 2 2
   
7 5 3 3 3 3 2 1 35 30 3
k=3: P4 (x) = x x − x − x − = x4 − x2 +
4 2 2 4 2 2 8 8 8
   
9 35 4 30 2 3 4 5 3 3 63 5 35 3 15
k=4: P5 (x) = x x − x + − x − x = x − x + x
5 8 8 8 5 2 2 8 4 8
   
11 63 5 35 3 15 5 35 4 30 2 3
k=5: P6 (x) = x x − x + x − x − x +
6 8 4 8 6 8 8 8
231 6 315 4 105 2 5
= x − x + x −
16 16 16 16
   
13 231 6 315 4 105 2 5 6 63 5 35 3 15
k=6: P7 (x) = x x − x + x − − x − x + x
7 16 16 16 16 7 8 4 8
429 7 693 5 315 3 35
= x − x + x − x
16 16 16 16
52. If x = cos θ then
dy dy
= − sin θ ,
dθ dx
d2 y 2
2 d y dy
2
= sin θ 2
− cos θ ,
dθ dx dx
and
 
d2 y dy 2
 d2 y dy
sin θ 2 + cos θ + n(n + 1)(sin θ)y = sin θ 1 − cos θ − 2 cos θ + n(n + 1)y = 0.
dθ dθ dx2 dx
462 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

That is,

 d2 y dy
1 − x2 2
− 2x + n(n + 1)y = 0.
dx dx

53. The only solutions bounded on [−1, 1] are y = cPn (x), c a constant and n = 0, 1, 2, . . . . By
(iv) of the properties of the Legendre polynomials, y(0) = 0 or Pn (0) = 0 implies n must be
odd. Thus the first three positive eigenvalues correspond to n = 1, 3, and 5 or λ1 = 1 · 2,
λ2 = 3 · 4 = 12, and λ3 = 5 · 6 = 30. We can take the eigenfunctions to be y1 = P1 (x),
y2 = P3 (x), and y3 = P5 (x).

54. (a)

0 d0
P00 (x) = 1 − x2 · P0 (x) = 1
dx0
0 d0
P10 (x) = 1 − x2 · P1 (x) = x
dx0
1/2 d1 2 1/2

P11 (x) = 1 − x2 · P1 (x) = 1 − x
dx1
1/2 d1 1/2
P21 (x) = 1 − x2 · 1
P2 (x) = 1 − x2 · (3x)
dx
 d2 
P22 (x) = 1 − x2 · 2 P2 (x) = 1 − x2 · (3)
dx
1/2 d1 1/2 1 
P31 (x) = 1 − x2 · 1
P3 (x) = 1 − x2 · 15x2 − 3
dx 2
 d2 
P32 (x) = 1 − x2 · 2 P3 (x) = 1 − x2 · (15x)
dx
3/2 d3 3/2
P33 (x) = 1 − x2 · 3
P3 (x) = 1 − x2 · (15)
dx

(b) When m is an even nonnegative integer, Pnm (x) is a polynomial.

dm
(c) Because Pn (x) is a polynomial, Pn (x) = 0 for m > n. Therefore Pnm (x) = 0 for
dxm
m > n.

h i
1
(d) When n = m = 1, the associated Legendre equation is (1−x2 )y ′′ −2xy ′ + 2 − 1−x2
y=0
5.3 Special Functions 463

1/2
now force the function y = P11 (x) = 1 − x2 into the equation to get

 1/2 
 d2 1 − x2 1/2

2 d 1 − x2 1 1/2
1−x 2
− 2x + 2− 2
1 − x2 =0
dx dx 1−x
! !  
2
 1 x 1 2 1/2

1−x − − 2x − + 2 − 1 − x =0
(1 − x2 )3/2 (1 − x2 )1/2 1 − x2
" #
1 2x2 2 1/2
 1
− + + 2 1−x − =0
(1 − x2 )1/2 (1 − x2 )1/2 (1 − x2 )1/2
" #
1 2x2 1 − 2x2
− + + =0
(1 − x2 )1/2 (1 − x2 )1/2 (1 − x2 )1/2

0=0

55. Using a CAS we find

1 d 1 d2 1
P1 (x) = (x2 − 1)1 = x P2 (x) = (x2 − 1)2 = (3x2 − 1)
2 dx 22 2! dx2 2
1 d3 1 1 d4 1
P3 (x) = 3 3
(x2 − 1)3 = (5x3 − 3x) P4 (x) = 4 4
(x2 − 1)4 = (35x4 − 30x2 + 3)
2 3! dx 2 2 4! dx 8

1 d5 1
P5 (x) = (x2 − 1)5 = (63x5 − 70x3 + 15x)
25 5! dx5 8
1 d6 1
P6 (x) = 6 6
(x2 − 1)6 = (231x6 − 315x4 + 105x2 − 5)
2 6! dx 16
1 d7 1
P7 (x) = (x2 − 1)7 = (429x7 − 693x5 + 315x3 − 35x)
27 7! dx7 16

P1 P2 P3 P4
56. 1 1 1 1

0.5 0.5 0.5 0.5

x x x x
–1 –0.5 0.5 1 –1 –0.5 0.5 1 –1 –0.5 0.5 1 –1 –0.5 0.5 1

–0.5 –0.5 –0.5 –0.5

–1 –1 –1 –1

P5 P6 P7
1 1 1

0.5 0.5 0.5

x x x
–1 –0.5 0.5 1 –1 –0.5 0.5 1 –1 –0.5 0.5 1

–0.5 –0.5 –0.5

–1 –1 –1
464 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

57. Zeros of Legendre polynomials for n ≥ 1 are

P1 (x) : 0
P2 (x) : ± 0.57735
P3 (x) : 0, ±0.77460
P4 (x) : ± 0.33998, ±0.86115
P5 (x) : 0, ±0.53847, ±0.90618
P6 (x) : ± 0.23862, ±0.66121, ±0.93247
P7 (x) : 0, ±0.40585, ±0.74153 , ±0.94911
P10 (x) : ± 0.14887, ±0.43340, ±0.67941, ±0.86506, ±0.097391

The zeros of any Legendre polynomial are in the interval (−1, 1) and are symmetric with
respect to 0.

Chapter 5 in Review

1. False; J1 (x) and J−1 (x) are not linearly independent when ν is a positive integer. (In this
case ν = 1). The general solution of x2 y ′′ + xy ′ + (x2 − 1)y = 0 is y = c1 J1 (x) + c2 Y1 (x).

2. False; y = x is a solution that is analytic at x = 0.

3. x = −1 is the nearest singular point to the ordinary point x = 0. Theorem 5.1.1 guarantees
X∞
the existence of two power series solutions y = cn xn of the differential equation that
n=1
converge at least for −1 < x < 1. Since − 12 ≤ x ≤ 12 is properly contained in −1 < x < 1,
both power series must converge for all points contained in − 21 ≤ x ≤ 21 .

4. The easiest way to solve the system

2c2 + 2c1 + c0 = 0
6c3 + 4c2 + c1 = 0
1
12c4 + 6c3 − c1 + c2 = 0
3
2
20c5 + 8c4 − c2 + c3 = 0
3

is to choose, in turn, c0 6= 0, c1 = 0 and c0 = 0, c1 6= 0. Assuming that c0 6= 0, c1 = 0, we


Chapter 5 in Review 465

have

1
c2 = − c0
2
2 1
c3 = − c2 = c0
3 3
1 1 1
c4 = − c3 − c2 = − c0
2 12 8
2 1 1 1
c5 = − c4 + c2 − c3 = c0 ;
5 30 20 60
whereas the assumption that c0 = 0, c1 6= 0 implies

c2 = −c1
2 1 1
c3 = − c2 − c1 = c1
3 6 2
1 1 1 5
c4 = − c3 + c1 − c2 = − c1
2 36 12 36
2 1 1 1
c5 = − c4 + c2 − c3 = − c1 .
5 30 20 360
five terms of two power series solutions are then
 
1 1 1 1
y1 (x) = c0 1 − x2 + x3 − x4 + x5 + · · ·
2 3 8 60

and  
1 5 1 5
y2 (x) = c1 x − x2 + x3 − x4 − x + ··· .
2 36 360

5. The interval of convergence is centered at 4. Since the series converges at −2, it converges
at least on the interval [−2, 10). Since it diverges at 13, it converges at most on the interval
[−5, 13). Thus, at −7 it does not converge, at 0 and 7 it does converge, and at 10 and 11 it
might converge.

6. We have
x3 x5
sin x x−+ − ··· x3 2x5
f (x) = = 6 120 = x + + + ··· .
cos x x2 x4 3 15
1− + − ···
2 24

7. The differential equation (x3 − x2 )y ′′ + y ′ + y = 0 has a regular singular point at x = 1 and


an irregular singular point at x = 0.

8. The differential equation (x − 1)(x + 3)y ′′ + y = 0 has regular singular points at x = 1 and
x = −3.
466 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS


X
9. Substituting y = cn xn+r into the differential equation we obtain
n=0


X

2xy ′′ + y ′ + y = 2r 2 − r c0 xr−1 + [2(k + r)(k + r − 1)ck + (k + r)ck + ck−1 ]xk+r−1 = 0
k=1

which implies
2r 2 − r = r(2r − 1) = 0
and
(k + r)(2k + 2r − 1)ck + ck−1 = 0.

The indicial roots are r = 0 and r = 1/2. For r = 0 the recurrence relation is
ck−1
ck = − , k = 1, 2, 3, . . . ,
k(2k − 1)
so
1 1
c1 = −c0 , c2 = c0 , c3 = − c0 .
6 90

For r = 1/2 the recurrence relation is


ck−1
ck = − , k = 1, 2, 3, . . . ,
k(2k + 1)
so
1 1 1
c1 = − c0 , c2 = c0 , c3 = − c0 .
3 30 630

Two linearly independent solutions are


1 1
y 1 = 1 − x + x2 − x3 + · · ·
6 90
and  
1/2 1 1 2 1 3
y2 = x 1− x+ x − x + ··· .
3 30 630

X
10. Substituting y = cn xn into the differential equation we have
n=0


X ∞
X ∞
X
y ′′ − xy ′ − y = n(n − 1)cn xn−2 − ncn xn − cn xn
n=2 n=1 n=0
| {z } | {z } | {z }
k=n−2 k=n k=n


X ∞
X ∞
X
k k
= (k + 2)(k + 1)ck+2 x − kck x − ck xk
k=0 k=1 k=0

X
= 2c2 − c0 + [(k + 2)(k + 1)ck+2 − (k + 1)ck ]xk = 0.
k=1
Chapter 5 in Review 467

Thus

2c2 − c0 = 0(k + 2)(k + 1)ck+2 − (k + 1)ck = 0

and
1
c2 = c0
2
1
ck+2 = ck , k = 1, 2, 3, . . . .
k+2

Choosing c0 = 1 and c1 = 0 we find


1 1 1
c2 = c3 = c5 = c7 = · · · = 0 c4 = c6 =
2 8 48
and so on. For c0 = 0 and c1 = 1 we obtain
1 1 1
c2 = c4 = c6 = · · · = 0 c3 = c5 = c7 =
3 15 105
and so on. Thus, two solutions are
1 1 1
y 1 = 1 + x2 + x4 + x6 + · · ·
2 8 48
and
1 1 1 7
y 2 = x + x3 + x5 + x + ··· .
3 15 105

X
11. Substituting y = cn xn into the differential equation we obtain
n=0

X
(x − 1)y ′′ + 3y = (−2c2 + 3c0 ) + [(k + 1)kck+1 − (k + 2)(k + 1)ck+2 + 3ck ]xk = 0
k=1

which implies c2 = 3c0 /2 and


(k + 1)kck+1 + 3ck
ck+2 = , k = 1, 2, 3, . . . .
(k + 2)(k + 1)

Choosing c0 = 1 and c1 = 0 we find


3 1 5
c2 = , c3 = , c4 =
2 2 8
and so on. For c0 = 0 and c1 = 1 we obtain
1 1
c2 = 0, c3 = , c4 =
2 4
and so on. Thus, two solutions are
3 1 5
y 1 = 1 + x2 + x3 + x4 + · · ·
2 2 8
and
1 1
y 2 = x + x3 + x4 + · · · .
2 4
468 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS


X
12. Substituting y = cn xn into the differential equation we obtain
n=0


X
y ′′ − x2 y ′ + xy = 2c2 + (6c3 + c0 )x + [(k + 3)(k + 2)ck+3 − (k − 1)ck ]xk+1 = 0
k=1

which implies c2 = 0, c3 = −c0 /6, and

k−1
ck+3 = ck , k = 1, 2, 3, . . . .
(k + 3)(k + 2)

Choosing c0 = 1 and c1 = 0 we find


1 1
c3 = − c4 = c7 = c10 = · · · = 0 c5 = c8 = c11 = · · · = 0 c6 = −
6 90
and so on. For c0 = 0 and c1 = 1 we obtain

c3 = c6 = c9 = · · · = 0 c4 = c7 = c10 = · · · = 0 c5 = c8 = c11 = · · · = 0

and so on. Thus, two solutions are


1 1
y 1 = 1 − x3 − x6 − · · · and y2 = x.
6 90

X
13. Substituting y = cn xn+r into the differential equation, we obtain
n=0


X
xy ′′ −(x+2)y ′ +2y = (r 2 −3r)c0 xr−1 + [(k + r)(k + r − 3)ck − (k + r − 3)ck−1 ]xk+r−1 = 0,
k=1

which implies
r 2 − 3r = r(r − 3) = 0

and
(k + r)(k + r − 3)ck − (k + r − 3)ck−1 = 0.

The indicial roots are r1 = 3 and r2 = 0. For r2 = 0 the recurrence relation is

k(k − 3)ck − (k − 3)ck−1 = 0, k = 1, 2, 3, . . . .

Then

c1 − c0 = 0 2c2 − c1 = 0 0c3 − 0c2 = 0

Therefore c3 is arbitrary and


1
ck = ck−1 , k = 4, 5, 6, . . . .
k
Chapter 5 in Review 469

Taking c0 6= 0 and c3 = 0 we obtain


1
c1 = c0 c2 = c0 c3 = c4 = c5 = · · · = 0.
2
Taking c0 = 0 and c3 6= 0 we obtain
1 6 1 6 1 6
c0 = c1 = c2 = 0 c4 =
c3 = c3 c5 = c3 = c3 c6 = c3 = c3 ,
4 4! 5·4 5! 6·5·4 6!
and so on. In this case we obtain the two solutions
1
y 1 = 1 + x + x2
2
and !
6 6 6 1
y2 = x3 + x4 + x5 + x6 + · · · = 6ex − 6 1 + x + x2 .
4! 5! 6! 2

X
14. Substituting y = cn xn into the differential equation we have
n=0
 
1 1 1 6
′′
(cos x)y + y = 1 − x2 + x4 − x + ··· (2c2 + 6c3 x + 12c4 x2 + 20c5 x3
2 24 720

X
+ 30c6 x4 + · · · ) + cn xn
n=0
   
2 3 1 4
= 2c2 + 6c3 x + (12c4 − c2 )x + (20c5 − 3c3 )x + 30c6 − 6c4 + c2 x + · · ·
12
 
+ c0 + c1 x + c2 x2 + c3 x3 + c4 x4 + · · ·
 
1
= (c0 + 2c2 ) + (c1 + 6c3 )x + 12c4 x + (20c5 − 2c3 )x + 30c6 − 5c4 + c2 x4 + · · ·
2 3
12

= 0.

Thus
1
c0 + 2c2 = 0 c1 + 6c3 = 0 12c4 = 0 20c5 − 2c3 = 0 30c6 − 5c4 + c2 = 0
12
and
1 1 1 1 1
c2 = − c0 c3 = − c1 c4 = 0 c5 = c3 c6 = c4 − c2 .
2 6 10 6 360
Choosing c0 = 1 and c1 = 0 we find
1 1
c2 = − , c3 = 0, c4 = 0, c5 = 0, c6 =
2 720
and so on. For c0 = 0 and c1 = 1 we find
1 1
c2 = 0, c3 = − , c4 = 0, c5 = − , c6 = 0
6 60
and so on. Thus, two solutions are
1 1 6 1 1
y 1 = 1 − x2 + x + ··· and y 2 = x − x3 − x5 + · · · .
2 720 6 60
470 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS


X
15. Substituting y = cn xn into the differential equation we have
n=0


X ∞
X ∞
X
n−2 n
′′ ′
y + xy + 2y = n(n − 1)cn x + ncn x +2 cn xn
n=2 n=1 n=0
| {z } | {z } | {z }
k=n−2 k=n k=n


X ∞
X ∞
X
= (k + 2)(k + 1)ck+2 xk + kck xk + 2 ck xk
k=0 k=1 k=0

X
= 2c2 + 2c0 + [(k + 2)(k + 1)ck+2 + (k + 2)ck ]xk = 0.
k=1

Thus

2c2 + 2c0 = 0
(k + 2)(k + 1)ck+2 + (k + 2)ck = 0

and

c2 = −c0
1
ck+2 = − ck , k = 1, 2, 3, . . . .
k+1

Choosing c0 = 1 and c1 = 0 we find

1 1
c2 = −1 c3 = c5 = c7 = · · · = 0 c4 = c6 = −
3 15
and so on. For c0 = 0 and c1 = 1 we obtain

1 1 1
c2 = c4 = c6 = · · · = 0 c3 = − c5 = c7 = −
2 8 48
and so on. Thus, the general solution is
   
2 1 4 1 6 1 3 1 5 1 7
y = C0 1 − x + x − x + · · · + C1 x − x + x − x + · · ·
3 15 2 8 48

and    
4 2 3 5 7

y = C0 −2x + x3 − x5 + · · · + C1 1 − x2 + x4 − x6 + · · · .
3 5 2 8 48

Setting y(0) = 3 and y ′ (0) = −2 we find c0 = 3 and c1 = −2. Therefore, the solution of the
initial-value problem is

1 1 1
y = 3 − 2x − 3x2 + x3 + x4 − x5 − x6 + x7 + · · · .
4 5 24
Chapter 5 in Review 471


X
16. Substituting y = cn xn into the differential equation we have
n=0


X ∞
X ∞
X
(x + 2)y ′′ + 3y = n(n − 1)cn xn−1 +2 n(n − 1)cn xn−2 +3 cn xn
n=2 n=2 n=0
| {z } | {z } | {z }
k=n−1 k=n−2 k=n


X ∞
X ∞
X
k k
= (k + 1)kck+1 x + 2 (k + 2)(k + 1)ck+2 x + 3 ck xk
k=1 k=0 k=0

X
= 4c2 + 3c0 + [(k + 1)kck+1 + 2(k + 2)(k + 1)ck+2 + 3ck ]xk = 0.
k=1

Thus

4c2 + 3c0 = 0
(k + 1)kck+1 + 2(k + 2)(k + 1)ck+2 + 3ck = 0

and
3
c2 = − c0
4
k 3
ck+2 = − ck+1 − ck , k = 1, 2, 3, . . . .
2(k + 2) 2(k + 2)(k + 1)

Choosing c0 = 1 and c1 = 0 we find


3 1 1 9
c2 = − c3 = c4 = c5 = −
4 8 16 320
and so on. For c0 = 0 and c1 = 1 we obtain
1 1
c2 = 0 c3 = − c4 = c5 = 0
4 16
and so on. Thus, the general solution is
   
3 2 1 3 1 4 9 5 1 3 1 4
y = C0 1 − x + x + x − x + · · · + C1 x − x + x + · · ·
4 8 16 320 4 16
and    
3 3 1 9 3 1
y ′ = C0 − x + x2 + x3 − x4 + · · · + C1 1 − x2 + x3 + · · · .
2 8 4 64 4 4

Setting y(0) = 0 and y ′ (0) = 1 we find c0 = 0 and c1 = 1. Therefore, the solution of the
initial-value problem is
1 1
y = x − x3 + x4 + · · · .
4 16
17. The singular point of (1 − 2 sin x)y ′′ + xy = 0 closest to x = 0 is π/6. Hence a lower bound
is π/6.
472 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

18. While we can find two solutions of the form

y1 = c0 [1 + · · · ] and y2 = c1 [x + · · · ],

the initial conditions at x = 1 give solutions for c0 and c1 in terms of infinite series. Letting
t = x − 1 the initial-value problem becomes

d2 y dy
2
+ (t + 1) + y = 0, y(0) = −6, y ′ (0) = 3.
dt dt

X
Substituting y = cn tn into the differential equation, we have
n=0

∞ ∞ ∞ ∞
d2 y dy X
n−2
X
n
X
n−1
X
+ (t + 1) + y = n(n − 1)cn t + ncn t + ncn t + cn tn
dt2 dt n=2 n=1 n=1 n=0
| {z } | {z } | {z } | {z }
k=n−2 k=n k=n−1 k=n


X ∞
X ∞
X ∞
X
= (k + 2)(k + 1)ck+2 tk + kck tk + (k + 1)ck+1 tk + ck tk
k=0 k=1 k=0 k=0

X
= 2c2 + c1 + c0 + [(k + 2)(k + 1)ck+2 + (k + 1)ck+1 + (k + 1)ck ] tk = 0.
k=1

Thus

2c2 + c1 + c0 = 0
(k + 2)(k + 1)ck+2 + (k + 1)ck+1 + (k + 1)ck = 0

and
c1 + c0
c2 = −
2
ck+1 + ck
ck+2 =− , k = 1, 2, 3, . . . .
k+2

Choosing c0 = 1 and c1 = 0 we find


1 1 1
c2 = − , c3 = , c4 = ,
2 6 12
and so on. For c0 = 0 and c1 = 1 we find
1 1 1
c2 = − , c3 = − , c4 = ,
2 6 6
and so on. Thus, the general solution is
   
1 1 3 1 4 1 2 1 3 1 4
y = c0 1 − t2 + t + t + · · · + c1 t − t − t + t + · · · .
2 6 12 2 6 6
Chapter 5 in Review 473

The initial conditions then imply c0 = −6 and c1 = 3. Thus the solution of the initial-value
problem is
 
1 2 1 3 1 4
y = −6 1 − (x − 1) + (x − 1) + (x − 1) + · · ·
2 6 12
 
1 2 1 3 1 4
+ 3 (x − 1) − (x − 1) − (x − 1) + (x − 1) + · · · .
2 6 6

19. Writing the differential equation in the form


!
1 − cos x
y ′′ + y ′ + xy = 0,
x

and noting that


1 − cos x x x3 x5
= − + − ···
x 2 24 720
is analytic at x = 0, we conclude that x = 0 is an ordinary point of the differential equation.

20. Writing the differential equation in the form


!
′′ x
y + x y=0
e −1−x

and noting that


x 2 2 x x2
= − + + − ···
ex − 1 − x x 3 18 270
we see that x = 0 is a singular point of the differential equation. Since
!
x 2x2 x3 x4
x2 x = 2x − + + − ··· ,
e −1−x 3 18 270

we conclude that x = 0 is a regular singular point.


P n
21. Substituting y = ∞ n=0 cn x into the differential equation we have

X ∞
X ∞
X
y ′′ + x2 y ′ + 2xy = n(n − 1)cn xn−2 + ncn xn+1 + 2 cn xn+1
n=2 n=1 n=0
| {z } | {z } | {z }
k=n−2 k=n+1 k=n+1


X ∞
X ∞
X
k k
= (k + 2)(k + 1)ck+2 x + (k − 1)ck−1 x + 2 ck−1 xk
k=0 k=2 k=1

X
= 2c2 + (6c3 + 2c0 )x + [(k + 2)(k + 1)ck+2 + (k + 1)ck−1 ]xk = 5 − 2x + 10x3 .
k=2

Thus, equating coefficients of like powers of x gives

2c2 = 5 6c3 + 2c0 = −2 12c4 + 3c1 = 0 20c5 + 4c2 = 10


474 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

and
(k + 2)(k + 1)ck+2 + (k + 1)ck−1 = 0, k = 4, 5, 6, . . . ,

Therefore
 
5 1 1 1 1 1 1 1 5
c2 = c3 = − c0 − c4 = − c1 c5 = − c2 = − =0
2 3 3 4 2 5 2 5 2
and
1
ck+2 = − ck−1 .
k+2
Using the recurrence relation, we find
1 1 1 1
c6 = − c3 = (c0 + 1) = 2 c0 + 2
6 3·6 3 · 2! 3 · 2!
1 1
c7 = − c4 = c1
7 4·7
c8 = c11 = c14 = · · · = 0
1 1 1
c9 = − c6 = − 3 c0 − 3
9 3 · 3! 3 · 3!
1 1
c10 = − c7 = − c1
10 4 · 7 · 10
1 1 1
c12 = − c9 = 4 c0 + 4
12 3 · 4! 3 · 4!
1 1
c13 = − c0 = c1
13 4 · 7 · 10 · 13
and so on. Thus
 
1 3 1 6 1 9 1 12
y = c0 1 − x + 2 x − 3 x + 4 x − ···
3 3 · 2! 3 · 3! 3 · 4!
 
1 4 1 7 1 10 1 13
+ c1 x − x + x − x + x − ···
4 4·7 4 · 7 · 10 4 · 7 · 10 · 13
 
5 2 1 3 1 6 1 9 1 12
+ x − x + 2 x − 3 x + 4 x − ··· .
2 3 3 · 2! 3 · 3! 3 · 4!

1 du
22. (a) From y = − we obtain
u dx
 2
dy 1 d2 u 1 du
=− 2
+ 2 .
dx u dx u dx

Then dy/dx = x2 + y 2 becomes


 2  2
1 d2 u 1 du 2 1 du
− 2
+ 2 =x + 2 ,
u dx u dx u dx
d2 u
so + x2 u = 0.
dx2
Chapter 5 in Review 475

(b) The differential equation u′′ + x2 u = 0 has the form (18) in the text with

1 − 2a = 0 2c − 2 = 2 b2 c2 = 1 a2 − p2 c2 = 0
1 1 1
a= c=2 b= p=
2 2 4
Then, by (19) in the text,
    
1/2 1 2 1 2
u=x c1 J1/4 x + c2 J−1/4 x .
2 2

(c) We have
 
1 du 1 d 1/2 1 1/2 dw dt 1 −1/2
y=− = − 1/2 x w(t) = − 1/2 x + x w
u dx x w(t) dx x w dt dx 2
     
1 dw 1 1 dw 1 dw
=− x3/2 + 1/2 w = − 2x2 +w =− 4t +w .
x1/2 w dt 2x 2xw dt 2xw dt

Now
dw d
4t + w = 4t [c1 J1/4 (t) + c2 J−1/4 (t)] + c1 J1/4 (t) + c2 J−1/4 (t)
dt dt
    
1 1
= 4t c1 J−3/4 (t) − J1/4 (t) + c2 − J−1/4 (t) − J3/4 (t)
4t 4t

+ c1 J1/4 (t) + c2 J−1/4 (t)


   
1 2 1 2
= 4c1 tJ−3/4 (t) − 4c2 tJ3/4 (t) = 2c1 x2 J−3/4 x − 2c2 x2 J3/4 x ,
2 2
so
2c1 x2 J−3/4 ( 12 x2 ) − 2c2 x2 J3/4 ( 21 x2 ) −c1 J−3/4 ( 21 x2 ) + c2 J3/4 ( 12 x2 )
y=− =x .
2x[c1 J1/4 ( 21 x2 ) + c2 J−1/4 ( 12 x2 )] c1 J1/4 ( 21 x2 ) + c2 J−1/4 ( 12 x2 )

Letting c = c1 /c2 we have

J3/4 ( 21 x2 ) − cJ−3/4 ( 21 x2 )
y=x .
cJ1/4 ( 21 x2 ) + J−1/4 ( 21 x2 )

23. (a) Rewrite the equation as


 
2 ′′ ′9 2
x y + xy + 16x − y = 0.
4

The new equation has the form of (12) from Section 5.3 with α = 4 and υ = 23 . Thus
the general solution is given by

y = c1 J3/2 (4x) + c2 Y3/2 (4x)


476 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

(b) This equation has the parametric form of the modified Bessel equation of order υ = 3
with α = 6. Therefore the general solution is

y = c1 I3 (6x) + c2 K3 (6x)

24. (a) Using formula (5) of Section 3.2 in the text, we find that a second solution of
(1 − x2 )y ′′ − 2xy ′ = 0 is
Z R 2x dx/(1−x2 ) Z
e 2
y2 (x) = 1 · 2
dx = e− ln(1−x ) dx
1
Z  
dx 1 1+x
= = ln ,
1 − x2 2 1−x
where partial fractions was used to obtain the last integral.

(b) Using formula (5) of Section 3.2 in the text, we find that a second solution of
(1 − x2 )y ′′ − 2xy ′ + 2y = 0 is
Z R 2x dx/(1−x2 ) Z − ln (1−x2 )
e e
y2 (x) = x · 2
dx = x dx
x x2
Z      
dx 1 1+x 1 x 1+x
=x =x ln − = ln − 1,
x2 (1 − x2 ) 2 1−x x 2 1−x
where partial fractions was used to obtain the last integral.

(c) x y2 y2
2 2

1 1

x x
–1 1 –1 1

–1 –1

–2 –2
   
1 1+x x 1+x
y2 (x) = ln y2 = ln −1
2 1−x 2 1−x
25. By the binomial theorem we have
 −1/2
1 + t2 − 2xt

1 2  (−1/2)(−3/2) 2 (−1/2)(−3/2)(−5/2) 2
=1− t − 2xt + (t − 2xt)2 + (t − 2xt)3 + · · ·
2 2! 3!
1 3 5
= 1 − (t2 − 2xt) + (t2 − 2xt)2 − (t2 − 2xt)3 + · · ·
2 8 16

1 2 2 1 3 3
X
= 1 + xt + (3x − 1)t + (5x − 3x)t + · · · = Pn (x)tn .
2 2 n=0
Chapter 5 in Review 477

26. Letting x = 1 in (1 − 2xt + t2 )−1/2 , we have


1 X
(1 − 2t + t2 )−1/2 = (1 − t)−1 = = 1 + t + t2 + t3 + . . . (|t| < 1) = tn .
1−t n=0

From Problem 25, we have


X ∞
X
n 2 −1/2
Pn (1)t = (1 − 2t + t ) = tn .
n=0 n=0

Equating the coefficients of corresponding terms in the two series, we see that Pn (1) = 1.
Similarly, letting x = −1 we have

1
(1 + 2t + t2 )−1/2 = (1 + t)−1 = = 1 − t + t2 − 3t3 + . . . (|t| < 1)
1+t

X ∞
X
n n
= (−1) t = Pn (−1)tn ,
n=0 n=0

so that Pn (−1) = (−1)n .


X ∞
X
k
27. Force y = ck x into the equation to get [(k + 2)(k + 1)ck+2 − 2kck + 2αck ]xk = 0
k=0 k=0
therefore
(2α − 2k)
ck+2 = − ck .
(k + 2)(k + 1)

Now for k = 0, 1, 2, 3, 4, 5, . . . we get

(2α) 2α
c2 = − c0 = − c0
(2)(1) 2!
(2α − 2) 2(α − 1)
c3 = − c1 = − c1
(3)(2) 3!
 
(2α − 4) 2(α − 2) 2α 22 α(α − 2)
c4 =− c2 = − · − c0 = c0
(4)(3) 4·3 2! 4!
 
(2α − 6) 2(α − 3) 2(α − 1) 22 (α − 1)(α − 3)
c5 =− c3 = − · − c1 = c1
(5)(4) 5·4 3! 5!
 2 
(2α − 8) 2(α − 4) 2 α(α − 2) 23 α(α − 2)(α − 4)
c6 =− c4 = − · c0 = − c0
(6)(5) 6·5 4! 6!
 2 
(2α − 10) 2(α − 5) 2 (α − 1)(α − 3) 23 (α − 1)(α − 3)(α − 5)
c7 =− c5 = − · c1 = − c1
(7)(6) 7·6 5! 7!
478 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

and so on. Therefore we have



X
y= ck xk = c0 + c1 x + c2 x2 + c3 x3 + c4 x4 + c5 x5 + c6 x6 + . . .
k=0

2α 2(α − 1) 22 α(α − 2)
= c0 + c1 x − c0 x2 − c1 x3 + c0 x4
2! 3! 4!
22 (α − 1)(α − 3) 23 α(α − 2)(α − 4)
+ c1 x5 − c0 x6 + . . .
5! 6!
 
2α 2 22 α(α − 2) 4 23 α(α − 2)(α − 4) 6
= c0 1 − x + x − x + ...
2! 4! 6!
 
2(α − 1) 3 22 (α − 1)(α − 3) 5
+ c1 x − x + x + ...
3! 5!

= c0 y1 (x) + c1 y2 (x)

where we take

X (−1)k 2k α(α − 2)(α − 4) . . . (α − (2k − 2))
y1 (x) = 1 + x2k
(2k)!
k=1

X (−1)k 2k (α − 1)(α − 3) . . . (α − (2k − 1))
y2 (x) = x + x2k+1
(2k + 1)!
k=1

28. (a) From Problem 27 we know that

2α 2 22 α(α − 2) 4 23 α(α − 2)(α − 4) 6


y1 (x) = 1 − x + x − x + ...
2! 4! 6!
2(α − 1) 3 22 (α − 1)(α − 3) 5
y2 (x) = x − x + x + ...
3! 5!
Therefore we have the following

When α = n = 0 : y1 (x) = 1 − 0x2 + 0x4 − 0x6 + . . . = 1


4 2
When α = n = 2 : y1 (x) = 1 − x + 0x4 − 0x6 + . . . = 1 − 2x2
2!
8 2 32 4 4
When α = n = 4 : y1 (x) = 1 − x + x − 0x6 + . . . = 1 − 4x2 + x4
2! 4! 3
Also

When α = n = 1 : y2 (x) = x − 0x3 + 0x5 + . . . = x


4 3 2
When α = n = 3 : y2 (x) = x − x + 0x5 + . . . = x − x3
3! 3
8 3 32 5 4 4
When α = n = 5 : y2 (x) = x − x + x + 0x7 + . . . = x − x3 + x5
3! 5! 3 15
Chapter 5 in Review 479

(b) Using the results of part (a) we get

H0 (x) = 20 · (1) = 1

H1 (x) = 21 · (x) = 2x

H2 (x) = −21 · (1 − 2x2 ) = 22 x2 − 2 = 4x2 − 2


 
2 3
2
H3 (x) = −2 · 3 x − x = 23 x3 − 22 · 3x = 8x3 − 12x
3
 
4 4
H4 (x) = 2 · 3 1 − 4x + x = 24 x4 − 4 · 22 · 3x2 + 22 · 3 = 16x4 − 48x2 + 12
2 2
3
 
4 3 4 5
3
H5 (x) = 2 · 15 x − x + x = 25 x5 − 23 · 5 · 4x3 + 23 · 15x = 32x5 − 160x3 + 120x
3 15

X
29. Force the assumed solution y = ck xk into the equation to get
k=0


X ∞
X ∞
X
(1 − x2 ) · k(k − 1)ck xk−2 − x · kck xk−1 + α2 ck xk = 0
k=2 k=1 k=0

From this we get



X
2 2
(2c2 + α c0 ) + (6c3 − c1 + α c1 )x + [(k + 2)(k + 1)ck+2 − k(k − 1)ck − kck + α2 ck ]xk = 0
k=2

Therefore we have
α2 1 − α2 k2 − α2
c2 = − c0 , c3 = c1 , and ck+2 = ck for k = 2, 3, 4, . . .
2! 3! (k + 2)(k + 1)

Therefore we get

X
y= ck xk = c0 + c1 x + c2 x2 + c3 x3 + c4 x4 + c5 x5 + c6 x6 + . . .
k=0

α2 1 − α2 (4 − α2 )α2 (9 − α2 )(1 − α2 )
= c0 + c1 x − c0 x2 + c1 x3 − c0 x4 + c1 x5
2! 3! 4! 5!
(16 − α2 )(4 − α2 )α2
− c0 x6 + . . .
6!
 
α2 2 α2 (4 − α2 ) 4 (16 − α2 )(4 − α2 )α2 6
= c0 1 − x − x − x + ...
2! 4! 6!
 
1 − α2 3 (9 − α2 )(1 − α2 ) 5
+ c1 x + x + x + ...
3! 5!

= c0 y1 (x) + c1 y2 (x)
480 CHAPTER 5 SERIES SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS

where we take
α2 2 (4 − α2 )α2 4 (16 − α2 )(4 − α2 )α2 6
y1 (x) = 1 − x − x − x + ...
2! 4! 6!
1 − α2 3 (9 − α2 )(1 − α2 ) 5
y2 (x) = x + x + x + ...
3! 5!

30. (a) From Problem 29 we know that

α2 2 (4 − α2 )α2 4 (16 − α2 )(4 − α2 )α2 6


y1 (x) = 1 − x − x − x + ...
2! 4! 6!
1 − α2 3 (9 − α2 )(1 − α2 ) 5
y2 (x) = x + x + x + ...
3! 5!
Therefore we have the following

When α = n = 0 : y1 (x) = 1 − 0x2 − 0x4 − 0x6 + . . . = 1


4 2
When α = n = 2 : y1 (x) = 1 − x − 0x4 − 0x6 + . . . = 1 − 2x2
2!
16 2 −192 4
When α = n = 4 : y1 (x) = 1 − x − x − 0x6 + . . . = 1 − 8x2 + 8x4
2! 4!
Also

When α = n = 1 : y2 (x) = x + 0x3 + 0x5 + . . . = x


1−9 3 4
When α = n = 3 : y2 (x) = x + x + 0x5 + . . . = x − x3
3! 3
1 − 25 3 (9 − 25)(1 − 25) 5 16
When α = n = 5 : y2 (x) = x + x + x + . . . = x − 4x3 + x5
3! 5! 5
(b) Now from part (a) we get

T0 (x) = (−1)0/2 · (1) = 1

T1 (x) = (−1)(1−1)/2 · 1 · (x) = x



T2 (x) = (−1)2/2 · 1 − 2x2 = 2x2 − 1
 
(3−1)/2 4 3
T3 (x) = (−1) · 3 · x − x = 4x3 − 3x
3

T4 (x) = (−1)4/2 · 1 − 8x2 + 8x4 = 8x4 − 8x2 + 1
 
16
T5 (x) = (−1)(5−1)/2 · 5 · x − 4x3 + x5 = 16x5 − 20x3 + 5x
5

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