18 Series Solution and Special Functions

18.1 INTRODUCTION

Generally the solutions of ordinary differential equations are obtainable in explicit form called a

closed form of the solution. However, many differential equations arising in physical problems are

linear but have variable coefficients and do not permit a general solution in terms of known functions.

For such equations, it is easier to find a solution in the form of an infinite convergent series called

power series solution. The series solution of certain differential equations give rise to special

functions such as Bessel’s functions, Legendre’s polynomials, Lagurre’s polynomial, Hermite’s

polynomial, Chebyshev polynomials. Strum-Liovelle problem based on orthogonality of functions is

also included which shows that Bessel’s, Legendre’s and other equations can be determined from a

common point of view.

18.2 POWER SERIES SOLUTION OF DIFFERENTIAL EQUATIONS

Consider the differential equation

𝑃0 𝑃 𝑃 2𝑃

𝑃𝑃 2 + 𝑃1 𝑃 𝑃𝑃

𝑃𝑃
+ 𝑃2 𝑃 𝑃 = 0 … (1)

where 𝑃𝑃′𝑃 are polynomials in 𝑃.

If 𝑃0 𝑃 ≠ 0, then 𝑃 = 𝑃 is called an ordinary point of (1), otherwise a singular point. Ordinary

point is also called a regular point of the equation.

A singular point 𝑃 = 𝑃 of (1) is called regular singular point if, (1) can be put in the form

𝑃 2𝑃 𝑃𝑃 2 +

𝑃1 𝑃 𝑃−𝑃

𝑃𝑃 𝑃𝑃

𝑃2 𝑃 𝑃−𝑃 2 𝑃 = 0 … (2)
provided 𝑃1 𝑃 and 𝑃2 𝑃 both possess derivatives of all orders in the neighborhood of 𝑃.

A singular point which is not regular is called an irregular singular point.

Note: The power series method sometimes fails to yield a solution

e.g. 𝑃2𝑃′′ + 𝑃𝑃′ + 𝑃 = 0

dividing by 𝑃2 throughout, 𝑃2𝑃′′ + 𝑃𝑃′ + 𝑃 = 0

…(3)

…(4)
1 Here neither of the terms 𝑃1 𝑃 = 𝑃 2 is defined at 𝑃 = 0, so we cannot find a power series representation for 𝑃1 𝑃 or 𝑃2 𝑃 that converges in an open interval containing 𝑃
= 0.

and 𝑃2 𝑃 =

1𝑃

Theorem I: If 𝑃 = 𝑃 is an ordinary point of the differential equation (1), i.e. 𝑃0 𝑃 ≠ 0, then

series solution of (1) can be found as:

𝑃 = 𝑃0 + 𝑃1(𝑃 − 𝑃) + 𝑃2(𝑃 − 𝑃)2 + ⋯

… (5)

Calculate the derivatives

𝑃𝑃 𝑃𝑃

𝑃 2𝑃 𝑃𝑃 2 from (5), and substitute the values of y and its derivatives in

differential equation (1).

The values of the constants 𝑃2, 𝑃3, 𝑃4, … are obtained by equating to zero the coefficients of

various powers of 𝑃.

Putting the values of these constants in the solution (5), the desired power series solution of (1) is

obtained with 𝑃0, 𝑃1 as its arbitrary constants.

Theorem II: When 𝑃 = 𝑃 is a regular singularity of (1) at least one of the solutions can be expressed as,

𝑃 = (𝑃 − 𝑃)𝑃 [𝑃0 + 𝑃1(𝑃 − 𝑃) + 𝑃2(𝑃 − 𝑃)2 + ⋯ ]

…(6)
Theorem III: The series (5) and (6) are convergent at every point within the circle of convergence at 𝑃. A solution in series will be valid only if the series is convergent.

Example 1: Solve in series the equation

𝑃𝑃𝑃 𝑃𝑃𝑃 − 𝑃𝑃 = 𝑃.
Solution: Given differential equation is

𝑃 2𝑃 𝑃𝑃 2 − 𝑃𝑃 = 0

… (1)
Here 𝑃0 𝑃 = 1, so 𝑃0 0 = 1, i.e. 𝑃 = 0 is the ordinary point of the differential equation (1).
Let the solution of differential equation (1) be

𝑃 = 𝑃0 + 𝑃1𝑃 + 𝑃2𝑃2 + 𝑃3𝑃3 + 𝑃4𝑃4 + 𝑃5𝑃5 + ⋯

… (2)
Differentiating (2) w.r.t. 𝑃,

𝑃𝑃 𝑃𝑃
= 𝑃1 + 2𝑃2𝑃 + 3𝑃3𝑃2 + 4𝑃4𝑃3 + 5𝑃5𝑃4 + ⋯ … (3)

Again differentiating w.r.t 𝑃

𝑃 2𝑃 𝑃𝑃 2 = 2𝑃2 + 6𝑃3𝑃 + 12𝑃4𝑃2 + 20𝑃5𝑃3 + ⋯ … (4)

Substitute values of y from (2) and its derivative from (4) in the differential equation (1), we get

2𝑃2 + 6𝑃3𝑃 + 12𝑃4𝑃2 + 20𝑃5𝑃3 + ⋯

−𝑃 𝑃0 + 𝑃1𝑃 + 𝑃2𝑃2 + 𝑃3𝑃3 + 𝑃4𝑃4 + 𝑃5𝑃5 + ⋯ = 0

=> 2𝑃2 + 6𝑃3 − 𝑃0 𝑃 + 12𝑃4 − 𝑃1 𝑃2 + 20𝑃5 − 𝑃2 𝑃3 + ⋯ = 0

Equating each of the coefficients to zero, we obtain the identities,

2𝑃2 = 0, 6𝑃3 − 𝑃0 = 0, 12𝑃4 − 𝑃1 = 0, 20𝑃5 − 𝑃2 = 0

which further gives 𝑃2 = 0, 𝑃3 =

16

𝑃0, 𝑃4 =
1 12

𝑃1, 𝑃5 =
1 20

𝑃2 = 0
Generalizing the results, 𝑃𝑃 +2 =

𝑃𝑃 −1

𝑃+2 (𝑃+1)

… (5)

2
Putting 𝑃 = 4, 5, 6 … in (5), we get

𝑃6 =
1

6 (5)

𝑃3 =
6 6 (5)

𝑃0 =
180

𝑃0,

𝑃7 =
1

7 (6)

𝑃4 =
 1

12 7 (6)

𝑃1 =
1

504

𝑃1,

𝑃8 = 0.
Using the values of the constants in (2), the general solution of differential equation (1) becomes

𝑃 = 𝑃0 1 +

𝑃3 +
16

180

𝑃6 + ⋯ + 𝑃1 𝑃 +
1 12

𝑃4 +
1

504

𝑃7 + ⋯ .
Example 2:

ASSIGNMENT 18.1

Solve the following differential equations in series

1.

2.

+ 𝑃 = 0.

𝑃𝑃 𝑃𝑃

𝑃 2𝑃 𝑃𝑃 2 + 𝑃 𝑃 2𝑃 𝑃𝑃 2 + 𝑃𝑃 = 0.
3. 1 − 𝑃2 𝑃 2𝑃

𝑃𝑃 2 − 𝑃

𝑃𝑃 𝑃𝑃
 + 4𝑃 = 0.

4.

𝑃 2𝑃 𝑃𝑃 2 + 𝑃 = 0, given 𝑃 0 = 0.

5. 1 − 𝑃2 𝑃′′ + 2𝑃 = 0, 𝑃𝑃𝑃𝑃𝑃 𝑃 0 = 4, 𝑃′ 0 = 5.

ANSWERS

1. 𝑃 = 𝑃0 1 −

2. 𝑃 = 𝑃0 1 −

3. 𝑃 = 𝑃0 1 − 2𝑃2 + 𝑃1𝑃 1 −

4. 𝑃 = 𝑃0 𝑃 −

5. 𝑃 = 4 + 5𝑃 − 4𝑃2 −

18.3 FROBENIUS METHOD

This method is named after a German mathematician F.G. Frobenius (1849 – 1917) who is

known for his contributions to the theory of matrices and groups. This method is employed to find the

power series solution of the differential equation

𝑃0 𝑃 𝑃 2𝑃

𝑃𝑃 2 + 𝑃1 𝑃 𝑃𝑃

𝑃𝑃
+ 𝑃2 𝑃 𝑃 = 0 … (1)

when 𝑃 = 0 is the regular singularity.

Working Procedure

(i)
 Let 𝑃 = 𝑃𝑃 (𝑃0 + 𝑃1𝑃 + 𝑃2𝑃2 + 𝑃3𝑃3 + ⋯ + 𝑃𝑃 𝑃𝑃 + ⋯ ) … (2)

be the solution of the differential equation (1), where m is some real or complex number.

(ii)

Substitute in (1) the values of 𝑃,

𝑃𝑃 𝑃𝑃
,

𝑃 2𝑃 𝑃𝑃 2 obtained by differentiating (2).

(iii)

Find the indicial equation (a quadratic equation) by equating to zero the coefficient of the

lowest degree term in x.

(iv)

Find the values of 𝑃1, 𝑃2, 𝑃3, ⋯ in terms of 𝑃0 by equating to zero the coefficients of

other powers of x.

(v)

Find the roots 𝑃1, 𝑃2 (say) of the indicial equation. The complete solution depends on

the nature of roots of the indicial equation.

Case I: Roots 𝑃𝑃, 𝑃𝑃 are distinct and do not differ by an integer

In this case, the differential equation (1) has two linearly independent solutions of the following

forms:

𝑃1 = 𝑃𝑃 1(𝑃0 + 𝑃1𝑃 + 𝑃2𝑃2 + 𝑃3𝑃3 + ⋯ )

𝑃2 = 𝑃𝑃 1(𝑃0 + 𝑃1𝑃 + 𝑃2𝑃2 + 𝑃3𝑃3 + ⋯ )

The complete solution of the differential equation is given by

𝑃 = 𝑃1𝑃1 + 𝑃2𝑃2.
Example 3: Solve 𝑃𝑃

Solution: Given 4𝑃

𝑃𝑃𝑃 𝑃𝑃𝑃 + 𝑃

𝑃𝑃 𝑃𝑃

𝑃 2𝑃 𝑃𝑃 2 + 2

𝑃𝑃 𝑃𝑃
+𝑃=𝑃
 + 𝑃 = 0 … (1)

Here 𝑃 = 0 is a singular point, let its solution be

𝑃 = 𝑃0𝑃𝑃 + 𝑃1𝑃𝑃 +1 + 𝑃2𝑃𝑃+2 + 𝑃3𝑃𝑃+3 + 𝑃4𝑃𝑃 +4 + … … (2)

From equation (2)

𝑃𝑃 𝑃𝑃
= 𝑃𝑃0𝑃𝑃−1 + 𝑃 + 1 𝑃1𝑃𝑃 + 𝑃 + 2 𝑃2𝑃𝑃 +1

+ 𝑃 + 3 𝑃3𝑃𝑃 +2 + … … … (3)

𝑃 2𝑃 𝑃𝑃 2 = 𝑃 𝑃 − 1 𝑃0𝑃𝑃 −2 + 𝑃 + 1 𝑃 𝑃1𝑃𝑃−1
+ 𝑃 + 2 𝑃 + 1 𝑃2𝑃𝑃 + … … … (4)

Putting the above values in equation (1), we get

4𝑃 𝑃 𝑃 − 1 𝑃0𝑃𝑃 −2 + 𝑃 + 1 𝑃 𝑃1𝑃𝑃 −1 + 𝑃 + 2 𝑃 + 1 𝑃2𝑃𝑃 + … …

+2 𝑃𝑃0𝑃𝑃 −1 + 𝑃 + 1 𝑃1𝑃𝑃 + 𝑃 + 2 𝑃2𝑃𝑃+1 + 𝑃 + 3 𝑃3𝑃𝑃 +2 + … …

+ 𝑃0𝑃𝑃 + 𝑃1𝑃𝑃 +1 + 𝑃2𝑃𝑃 +2 + 𝑃3𝑃𝑃+3 + 𝑃4𝑃𝑃+4 + … … = 0 …

(5)

Equating the coefficients of 𝑃𝑃 −1 equal to zero

4𝑃 𝑃 − 1 𝑃0 + 2𝑃𝑃0 = 0 ⇒ 𝑃0 4𝑃2 − 4𝑃 + 2𝑃 = 0

Because 𝑃0 ≠ 0

⇒
4𝑃2 − 2𝑃 = 0 i.e. 𝑃 = 0,

∴ The solution of the indicial equation is 𝑃1 = 0 and 𝑃2 =

Here, the roots are real, distinct and do not differ by an integer.

12

12

∴
Its solution is 𝑃 = 𝑃1𝑃1 + 𝑃2𝑃2 On equating coefficients of 𝑃𝑃 , we get

… (6)
4 𝑃 + 1 𝑃𝑃1 + 2 𝑃 + 1 𝑃1 + 𝑃0 = 0 or

2 𝑃 + 1 2𝑃 + 1 𝑃1 = −𝑃0

⇒
 𝑃1 =

−𝑃0
2 𝑃+1 (2𝑃 +1)

… (7)
Likewise,

4 𝑃 + 2 𝑃 + 1 𝑃2 + 2 𝑃 + 2 𝑃2 + 𝑃1 = 0 𝑃 + 2 4𝑃 + 4 + 2 𝑃2 = −𝑃1

or

2 𝑃 + 2 2𝑃 + 3 𝑃2 = −𝑃1

⇒
and

𝑃2 =

−𝑃1
2 𝑃 +2 (2𝑃+3)

22 𝑃+2 𝑃+1 2𝑃 +1 (2𝑃+3)

… (8)

𝑃0

4 𝑃 + 3 𝑃 + 2 𝑃3 + 2 𝑃 + 3 𝑃3 + 𝑃2 = 0

𝑃 + 3 4𝑃 + 8 + 2 𝑃3 = −𝑃2

2 𝑃 + 3 2𝑃 + 5 𝑃3 =

22 𝑃+2 𝑃+1 2𝑃 +1 (2𝑃+3)

−𝑃0

𝑃3 =
23 𝑃 +3 𝑃 +2 𝑃 +1 2𝑃+1 2𝑃 +3 (2𝑃+5)

and so on. … (9)

−𝑃0

Thus, for 𝑃 = 0, we get

𝑃(𝑃 =0) = 𝑃1 = 𝑃𝑃 (𝑃0 + 𝑃1𝑃 + 𝑃2𝑃2 + … … ) 𝑃 =0
= 𝑃0 1 −

12

𝑃 1.1

1 22

𝑃2
2.1.1.3

−
1 23

𝑃3
3.2.1.1.3.5

+……

= 𝑃0 1 −

2 𝑃 2!

4 𝑃 4!

6 𝑃 6!

−
+ … … = 𝑃0 cos 𝑃 … (10)

Likewise for 𝑃 =

12

, we get

𝑃(𝑃 =
12

) = 𝑃2 = 𝑃0𝑃

121−

1 21

𝑃 32

.2

+
 1 22

𝑃 232

.2.4

52

−
1 23

𝑃 332

.2.4.6

72

52

+……

= 𝑃0 𝑃 −

3 𝑃 3!

5 𝑃 5!

7 𝑃 7!

−
+ … … = 𝑃0 sin 𝑃 … (11)

Hence, on substituting the values of 𝑃1 and 𝑃2in equation (3), we get solution as:

𝑃 = 𝑃1𝑃1 + 𝑃2𝑃2 = 𝑃1 cos 𝑃 + 𝑃2 sin 𝑃 .

Example 4: Find the series solution of the equation 𝑃𝑃𝑃 𝑃𝑃𝑃 + 𝑃 − 𝑃𝑃 𝑃 = 𝑃

𝑃𝑃𝑃 − 𝑃

𝑃𝑃 𝑃𝑃
Solve the equation 𝑃𝑃𝑃 𝑃𝑃𝑃 Solution: Given 2𝑃2 𝑃 2𝑃

𝑃𝑃𝑃 − 𝑃 𝑃𝑃 2 − 𝑃

𝑃𝑃 𝑃𝑃 𝑃𝑃 𝑃𝑃
OR

+ 𝑃 − 𝑃𝑃 𝑃 = 𝑃 in power series.
 + 1 − 𝑃2 𝑃 = 0 … (1)

Let its solution be

𝑃 = 𝑃0𝑃𝑃 + 𝑃1𝑃𝑃 +1 + 𝑃2𝑃𝑃+2 + 𝑃3𝑃𝑃+3 + … …

… (2)
So that

𝑃𝑃 𝑃𝑃
= 𝑃𝑃0𝑃𝑃 −1 + 𝑃 + 1 𝑃1𝑃𝑃 + 𝑃 + 2 𝑃2𝑃𝑃+1

+ 𝑃 + 3 𝑃3𝑃𝑃 +2 + … … … (3)

And

𝑃 2𝑃 𝑃𝑃 2 = 𝑃 𝑃 − 1 𝑃0𝑃𝑃 −2 + 𝑃 + 1 𝑃 𝑃1𝑃𝑃 −1
+ 𝑃 + 2 𝑃 + 1 𝑃2𝑃𝑃 + … … … (4)

On substituting the values of 𝑃,

𝑃𝑃 𝑃𝑃
,

𝑃 2𝑃 𝑃𝑃 2 in the given equation, we get

2𝑃2 𝑃 𝑃 − 1 𝑃0𝑃𝑃 −2 + 𝑃 + 1 𝑃 𝑃1𝑃𝑃−1 + 𝑃 + 2 𝑃 + 1 𝑃2𝑃𝑃 + … …

−𝑃 𝑃𝑃0𝑃𝑃 −1 + 𝑃 + 1 𝑃1𝑃𝑃 + 𝑃 + 2 𝑃2𝑃𝑃 +1 + 𝑃 + 3 𝑃3𝑃𝑃 +2 + … …

+ 1 − 𝑃2 𝑃0𝑃𝑃 + 𝑃1𝑃𝑃 +1 + 𝑃2𝑃𝑃 +2 + 𝑃3𝑃𝑃 +3 + … … = 0

i.e. 2𝑃 𝑃 − 1 𝑃0𝑃𝑃 + 2 𝑃 + 1 𝑃𝑃1𝑃𝑃 +1 + 2 𝑃 + 2 𝑃 + 1 𝑃2𝑃𝑃 +1 + … …

− 𝑃𝑃0𝑃𝑃 + 𝑃 + 1 𝑃1𝑃𝑃 +1 + 𝑃 + 2 𝑃2𝑃𝑃 +2 + … …

+ 𝑃0𝑃𝑃 + 𝑃1𝑃𝑃 +1 + 𝑃2𝑃𝑃 +2 + … … − 𝑃0𝑃𝑃 +2 + 𝑃1𝑃𝑃+3 + … … … (5)

On equating the coefficients of lowest power of 𝑃 (i.e. 𝑃𝑃 ) equal to zero on both sides,

2𝑃 𝑃 − 1 𝑃0 − 𝑃𝑃0 + 𝑃0 = 0

𝑃0 2𝑃 − 1 𝑃 − 1 = 0
⇒ Either 𝑃0 = 0 or 𝑃 = 1,
12

Now equating the coefficients of 𝑃𝑃 +1 equal to zero,

2 𝑃 + 1 𝑃 𝑃1 − 𝑃 + 1 𝑃1 + 𝑃1 = 0 𝑃1𝑃 2𝑃 − 1 = 0

Which implies either 𝑃1 = 0 or 𝑃 = 0, but 𝑃 ≠ 0,

𝑃1 = 0
On comparing the coefficients of 𝑃𝑃 +2,

… (6)

… (7)

2 𝑃 + 2 𝑃 + 1 𝑃2 − 𝑃 + 2 𝑃2 + 𝑃2 − 𝑃0 = 0 2𝑃2 + 6𝑃 + 4 − 𝑃 + 1 𝑃2 = 𝑃0 2𝑃2 + 5𝑃 + 3 𝑃2 = 𝑃0

𝑃2 =

𝑃0

𝑃 +1 2𝑃 +3
.

… (8)
Likewise, on comparing the coefficients of 𝑃𝑃 +3,

2 𝑃 + 3 𝑃 + 2 𝑃3 − 𝑃 + 3 𝑃3 + 𝑃3 − 𝑃1 = 0 2 𝑃 + 3 𝑃 + 2 𝑃3 − 𝑃 + 3 + 1 𝑃3 = 𝑃1 𝑃3 = 0

(since 𝑃1 = 0) … (9)

Further, coefficients of 𝑃𝑃 +4,

⇒
⇒

2 𝑃 + 4 𝑃 + 3 𝑃4 − 𝑃 + 4 𝑃4 + 𝑃4 − 𝑃2 = 0 2 𝑃 + 4 𝑃 + 3 − 𝑃 + 4 + 𝑃2 = 𝑃2 2𝑃2 + 13𝑃 + 21 𝑃4 = 𝑃2

𝑃4 =

𝑃 +3 2𝑃 +7

𝑃2
and so on …

… (10)
Now for 𝑃 = 1,

𝑃2 =

𝑃0
1+1 2.1+3

𝑃0 2.5
from (8) … (11)

𝑃2 4.9

𝑃0
For 𝑃 =

12

…… …… …… …… ……

7
𝑃2 = 𝑃
1𝑃=2

= 𝑃0𝑃

121+

𝑃 2 2.3

𝑃4
2.3.4.7

𝑃6
2.3.4.5.7.11

+……

Hence

𝑃 = 𝑃1𝑃1 + 𝑃2𝑃2.
Case II: Roots 𝑃𝑃, 𝑃𝑃 are equal, i.e. 𝑃𝑃 = 𝑃𝑃.

In this case, one of the linearly independent solutions 𝑃1 is obtained by substituting 𝑃 = 𝑃1 and

the second solution is obtained as

𝑃2 =

𝑃𝑃 𝑃𝑃

𝑃 =𝑃 1
.

Thus the complete solution is given by

𝑃 = 𝑃1𝑃1 + 𝑃2

𝑃𝑃 𝑃𝑃

𝑃 =𝑃 1
.

Example 5: Solve 𝑃

𝑃𝑃𝑃 𝑃𝑃𝑃 +

𝑃𝑃 𝑃𝑃
 − 𝑃 = 𝑃.
Solution: Given 𝑃

𝑃 2𝑃 𝑃𝑃 2 +

𝑃𝑃 𝑃𝑃

− 𝑃 = 0 … (1)
Let its solution be

𝑃 = 𝑃0𝑃𝑃 + 𝑃1𝑃𝑃 +1 + 𝑃2𝑃𝑃+2 + … … … (2)

𝑃𝑃 𝑃𝑃
= 𝑃𝑃0𝑃𝑃 −1 + 𝑃 + 1 𝑃1𝑃𝑃 + 𝑃 + 2 𝑃2𝑃𝑃+1 + … … … (3)

𝑃 2𝑃 𝑃𝑃 2 = 𝑃 𝑃 − 1 𝑃0𝑃𝑃 −2 + 𝑃 + 1 𝑃 𝑃1𝑃𝑃−1
+ 𝑃 + 2 𝑃 + 1 𝑃𝑃 + … … … (4)

Putting the above values in equation (1), we have

𝑃 𝑃 𝑃 − 1 𝑃0𝑃𝑃−2 + 𝑃 + 1 𝑃 𝑃1𝑃𝑃 −1 + 𝑃 + 2 𝑃 + 1 𝑃2𝑃𝑃 + … …

+ 𝑃𝑃0𝑃𝑃 −1 + 𝑃 + 1 𝑃1𝑃𝑃 + 𝑃 + 2 𝑃2𝑃𝑃 +1 + … …

− 𝑃0𝑃𝑃 + 𝑃1𝑃𝑃 +1 + 𝑃2𝑃𝑃 +2 + … … … (5)

Equating the coefficients of 𝑃𝑃 −1 to zero,

𝑃 𝑃0 + 𝑃(𝑃 − 1)𝑃0 = 0

8
⇒ Either 𝑃0 = 0
But 𝑃0 ≠ 0 ∴ 𝑃 = 0, 0.

Now equate the coefficients of 𝑃𝑃 on both sides,

𝑃 + 1 𝑃1 + 𝑃 𝑃 + 1 𝑃1 + 𝑃0 = 0 or (𝑃 + 1)2𝑃1 + 𝑃0 = 0

𝑃1 = −

𝑃0
(𝑃 +1)2.
Next equate the coefficients of 𝑃𝑃 +1 on both sides,

𝑃 + 2 𝑃 + 1 𝑃2 + 𝑃 + 2 𝑃2 − 𝑃1 = 0

𝑃 + 2 𝑃2 𝑃 + 1 + 1 − 𝑃1 = 0 or 𝑃 + 2 2𝑃2 − 𝑃1 = 0

𝑃2 =

𝑃1

𝑃 +2 2 =
Putting the values of 𝑃1, 𝑃2, ….in the assumed series solution (2),

𝑃 = 𝑃0𝑃𝑃 1 +

𝑃 +1 2 +

𝑃2

𝑃 +1 2 𝑃+2 2 +

𝑃3

𝑃 +1 2 𝑃+2 2 𝑃 +3 2 + … … … (8)
Differentiating (8) partially with respect to 𝑃

𝑃𝑃 𝑃𝑃
= 𝑃0𝑃𝑃 log 𝑃 1 +

𝑃
(𝑃 +1)2 +

𝑃2

𝑃 +1 2 𝑃 +2 2 + … …
+𝑃0𝑃𝑃 0 −

2𝑃

2𝑃 2

2𝑃 +3

= 𝑃0𝑃𝑃 log 𝑃 1 +
−2𝑃0𝑃𝑃

𝑃 +1 2 𝑃 +1

𝑃2

𝑃 +1 2 𝑃 +2 2

𝑃 +1
1

𝑃 +2

𝑃3𝑃+12𝑃+22𝑃+32+ …… … (9)
Now 𝑃1 = 𝑃(𝑃 =0) = 𝑃0𝑃 1 +

𝑃 12 +

𝑃 2 12.22 + … …

… (10)

𝑃2 =

𝑃𝑃 𝑃𝑃

𝑃 =0
= 𝑃1 log 𝑃

−2𝑃0

𝑃 1!

1 2!2 1 +

12

𝑃2 +
1 3!2 1 +

12
 +

13

𝑃3 + … … … (11)
Therefore, the complete solution is

𝑃 = 𝑃1 + 𝑃2 log 𝑃 1 +

𝑃 1!2 +

𝑃 2 2!2 +

𝑃 3 2!3 + … …

−2𝑃2 𝑃 +
1 2!2 1 +

12

𝑃2 +
1 3!2 1 +

12

13

𝑃3 + … … .
Case III: Roots 𝑃𝑃, 𝑃𝑃 are distinct and differ by an integer.

In this case, assume that 𝑃1 < 𝑃2 . If some of the coefficient of y series becomes infinite when 𝑃 = 𝑃1, we modify the form of y replacing 𝑃0 by 𝑃0 𝑃 − 𝑃1 . Then the
complete solution is given

by

𝑃 = 𝑃1(𝑃)𝑃 2 + 𝑃1
 𝑃𝑃 𝑃𝑃

𝑃1
Example 5: Solve the equation 𝑃 𝑃 − 𝑃 𝑃𝑃𝑃

𝑃𝑃𝑃 − 𝑃

𝑃𝑃 𝑃𝑃

+ 𝑃𝑃 = 𝑃

Solution: Given 𝑃 1 − 𝑃 𝑃𝑃 𝑃𝑃

−3

𝑃𝑃 𝑃𝑃
+ 2𝑃 = 0 … (1)

Let its solution be 𝑃 = 𝑃0𝑃𝑃 + 𝑃1𝑃𝑃 +1 + 𝑃2𝑃𝑃 +2 + … … … (2)

𝑃𝑃 𝑃𝑃
= 𝑃𝑃0𝑃𝑃 −1 + 𝑃 + 1 𝑃1𝑃𝑃 + 𝑃 + 2 𝑃2𝑃𝑃 +1 + … … … (3)

and

𝑃 2𝑃 𝑃𝑃 2 = 𝑃 𝑃 − 1 𝑃0𝑃𝑃 −2 + 𝑃 + 1 𝑃 𝑃1𝑃𝑃−1
+ 𝑃 + 2 𝑃 + 1 𝑃2𝑃𝑃 + … … … (4)

On substituting these values of 𝑃,

𝑃𝑃 𝑃𝑃
,

𝑃 2𝑃 𝑃𝑃 2 in the given differential equation,

𝑃 − 𝑃2 𝑃 𝑃 − 1 𝑃0𝑃𝑃 −2 + 𝑃 + 1 𝑃 𝑃1𝑃𝑃−1 + 𝑃 + 2 𝑃 + 1 𝑃2𝑃𝑃 + … … −3 𝑃𝑃0𝑃𝑃−1 + 𝑃 + 1 𝑃1𝑃𝑃 + 𝑃 + 2 𝑃2𝑃𝑃 +1 + … … ……=0 … (5)

+2 𝑃0𝑃𝑃 + 𝑃1𝑃𝑃+1 + 𝑃2𝑃𝑃 +2 +

On equating the coefficients of lowest power of 𝑃 (i.e. 𝑃𝑃 −1) on both sides,

𝑃0𝑃 𝑃 − 1 − 3𝑃0 = 0 or 𝑃0 𝑃 𝑃 − 4 = 0

⇒ Either

𝑃0 = 0 or 𝑃 𝑃 − 4 = 0
But as 𝑃0 ≠ 0 ∴ 𝑃 = 0, 4

Likewise, equate the coefficients of 𝑃𝑃 , 𝑃𝑃 +1, 𝑃𝑃 +2 equal to zero, and find out the values of
unknowns 𝑃0, 𝑃1, 𝑃2 etc.

For the coefficients of 𝑃𝑃 ,

10

−𝑃 𝑃 − 1 𝑃0 − 3 𝑃 + 1 𝑃1 + 𝑃 + 1 𝑃𝑃1 + 2𝑃0 = 0

𝑃 − 3 𝑃 + 1 𝑃1 = 𝑃 − 2 𝑃 + 1 𝑃0

𝑃1 =

𝑃 −2 𝑃 −3

𝑃0 … (6)
For the coefficient of 𝑃𝑃 +1,

− 𝑃 + 1 𝑃𝑃1 + 𝑃 + 2 𝑃 + 1 𝑃2 − 3 𝑃 + 2 𝑃2 + 2𝑃1 = 0

𝑃 + 2 𝑃 − 2 𝑃2 = 𝑃 − 1 𝑃 + 2 𝑃1

𝑃2 =

𝑃 −1 𝑃 −2

𝑃1 =

𝑃 −1 𝑃 −3

𝑃0 … (7)

⇒
Similarly,

𝑃0 =

𝑃0

𝑃3 =

𝑃4 =

𝑃5 =

𝑃
𝑃 −1 𝑃 +1

𝑃 +2 𝑃 +1

𝑃2 =

𝑃3 =

𝑃4 =

𝑃 −1 𝑃 +1

𝑃 +2 𝑃 +1

𝑃 −1 𝑃 −3

𝑃 −3 𝑃 +1 𝑃 −3

𝑃 −3 𝑃 +1 𝑃 −3 𝑃 +2 𝑃 −3

𝑃0 =

𝑃0 =

𝑃0

𝑃0 … 𝑃𝑃 𝑃𝑃

… (8)

𝑃 = 𝑃0𝑃𝑃 1 +

𝑃 −2 𝑃 −3

𝑃+

𝑃 −1 𝑃 −3

𝑃2 +
 𝑃

𝑃 −3

𝑃3 +

𝑃 +1 𝑃 −3

𝑃4 + … … … (9)
Now,

𝑃1 = 𝑃 𝑃 =0 = 𝑃0 1 +
23

𝑃+
13

𝑃2 −
13

𝑃4 − … …
and

𝑃2 = 𝑃 𝑃 =4 = 𝑃0𝑃4 1 +
21

𝑃+
31

𝑃2 +
41

𝑃3 +
51

𝑃4 + … …
Hence the complete solution, 𝑃 = 𝑃1𝑃1 + 𝑃2𝑃2.

ASSIGNMENT 18.2

Use Frobenius method to solve the following differential equations:

1. 9𝑃 1 − 𝑃 𝑃 2𝑃

𝑃𝑃 𝑃𝑃

𝑃𝑃 2 − 12 𝑃𝑃 2 + 2 1 − 𝑃 𝑃𝑃
𝑃 2𝑃

𝑃𝑃

2. 4𝑃

+ 4𝑃 = 0

− 𝑃 =0
3. 𝑃

𝑃 2𝑃 𝑃𝑃 2 +

𝑃𝑃 𝑃𝑃

+ 𝑃𝑃 = 0

4. 𝑃 1 − 𝑃 𝑃 2𝑃

𝑃𝑃 2 − 1 + 3𝑃 𝑃𝑃

𝑃𝑃

− 𝑃 =0
5. 𝑃

𝑃 2𝑃 𝑃𝑃 2 + 2

𝑃𝑃 𝑃𝑃

+ 𝑃𝑃 = 0

6. 2𝑃2𝑃′′ + 𝑃𝑃′ − 𝑃 + 1 𝑃 = 0 7. 2𝑃 1 − 𝑃 𝑃 2𝑃

𝑃𝑃 2 + 1 − 𝑃 𝑃𝑃

𝑃𝑃

+ 3𝑃 = 0

11

ANSWERS

1. 𝑃 = 𝑃1 1 +

13

𝑃+
1.4 3.6

𝑃2 +
1.4.7 3.6.9
 𝑃3 + … …
+𝑃2𝑃7/3 1 +

8 10

𝑃+
8.11 10.13

𝑃2 +
8.11.14 10.13.16

𝑃3 + … …
2. 𝑃 = 𝑃1 1 +

2.1!

𝑃+
1

22. 2!

𝑃2 +
1

23. 3!

𝑃3 + … …
+𝑃2𝑃

121+

1 1 .3

𝑃+
1

1.3.5

𝑃2 +
1

1.3.5.7

𝑃3 + … …

3. 𝑃 = (𝑃1 + 𝑃2 log 𝑃) 1 −

22 𝑃2 +
 1

22.42.62 𝑃6 + … …

+𝑃2

22 𝑃2 −

1 22.42 1 +

12

22.42.62 1 +

12

13

𝑃6 + … …
1

22.42 𝑃4 − 𝑃4 +

4. 𝑃 = (𝑃1 + 𝑃2 log 𝑃) 1.2𝑃2 + 2.3𝑃3 + 3.4𝑃4 + … …

+𝑃2 −1 + 𝑃 + 5𝑃2 + 11𝑃3 + … …

5. 𝑃 = 𝑃−1(𝑃0 cos 𝑃 + 𝑃1 sin 𝑃)

6. 𝑃 = 𝑃0𝑃 1 +

𝑃5

𝑃 2 70

+ ⋯+

𝑃1 𝑃

1−𝑃−

𝑃 22

+⋯

7. 𝑃 = 𝑃0 𝑃 1 − 𝑃 + 𝑃1 1 − 3𝑃 +

3𝑃 2 1.3

3𝑃 3 3.5

+
 3𝑃 4 5.7

+⋯

18.4 BESSEL’S EQUATION

In applied mathematics, many physical problems involving vibrations or heat conduction in

cylindrical regions give rise the differential equation

𝑃2 𝑃 2𝑃

𝑃𝑃 2 + 𝑃

𝑃𝑃 𝑃𝑃
+ 𝑃2 − 𝑃2 𝑃 = 0 … (1)

which is known as the Bessel’s differential equation of order n. The particular solutions of this

differential equation are called Bessel’s functions of order n.

Let

𝑃 = 𝑃0𝑃𝑃 + 𝑃1𝑃𝑃 +1 + 𝑃2𝑃𝑃+2 + … …

𝑃𝑃 𝑃𝑃
= 𝑃𝑃0𝑃𝑃 −1 + 𝑃 + 1 𝑃1𝑃𝑃 + 𝑃 + 2 𝑃2𝑃𝑃+1 + … …

𝑃 2𝑃 𝑃𝑃 2 = 𝑃 𝑃 − 1 𝑃0𝑃𝑃 −1 + 𝑃 + 1 𝑃 𝑃1𝑃𝑃 + 𝑃 + 2 𝑃 + 1 𝑃2𝑃𝑃 + … …

Putting these in the given differential equation, we get ⇒𝑃2 𝑃 𝑃 − 1 𝑃0𝑃𝑃−1 + 𝑃 + 1 𝑃 𝑃1𝑃𝑃 + 𝑃 + 2 𝑃 + 1 𝑃2𝑃𝑃 + … … + 𝑃 𝑃𝑃0𝑃𝑃−1 +
𝑃+1𝑃1𝑃𝑃+𝑃+2𝑃2𝑃𝑃+1+ ……+[𝑃2−𝑃2𝑃0𝑃𝑃+𝑃1𝑃𝑃+1+𝑃2𝑃𝑃+2+ ……=0

Equating to zero, the coefficient of lowest degree term in 𝑃, i.e. 𝑃𝑃

𝑃 𝑃 − 1 𝑃0 + 𝑃𝑃0 − 𝑃2𝑃0 = 0, 𝑃0 ≠ 0

∴ Indicial equation 𝑃 𝑃 − 1 + 𝑃 − 𝑃2 = 0

12

𝑃2 − 𝑃2 = 0 ∴ 𝑃 = ±𝑃
Now coefficients of 𝑃𝑃 +1:

𝑃 + 1 𝑃𝑃1 + 𝑃 + 1 𝑃1 − 𝑃2𝑃1 = 0 𝑃 + 1 2 − 𝑃2 𝑃1 = 0 𝑃 is fixed 𝑃1 = 0

⇒ Coefficient of 𝑃𝑃 +2: 𝑃 + 2 𝑃 + 1 𝑃2 + 𝑃 + 2 𝑃2 − 𝑃2𝑃2 + 𝑃0 = 0

𝑃 + 2 2 − 𝑃2 𝑃2 + 𝑃0 = 0

∴
𝑃2 = −

𝑃0

𝑃 +2 2−𝑃 2
Similarly, 𝑃 + 3 2 − 𝑃2 𝑃3 + 𝑃1 = 0

𝑃3 = −

𝑃1

𝑃 +3 2−𝑃 2 = 0, as 𝑃1 = 0
So

𝑃1 = 𝑃3 = 𝑃5 = … … = 0

𝑃4 = −

𝑃2

𝑃 +4 2−𝑃 2 =

𝑃0

𝑃 +2 2−𝑃 2 𝑃 +4 2−𝑃 2
So

𝑃 = 𝑃0𝑃𝑃 1 −

𝑃2

𝑃 +2 2−𝑃 2 +

𝑃4

𝑃 +2 2−𝑃 2 𝑃 +4 2−𝑃 2

− … (2)
Case 1: For 𝑃 = 0, 𝑃 = 0 as 𝑃 = ±𝑃

𝑃𝑃 = 𝑃0 1 −

𝑃 2 22 +

𝑃 4 22.42 − … …

𝑃𝑃 𝑃𝑃

= 𝑃 log 𝑃 + 𝑃0𝑃𝑃 −
 𝑃2

𝑃 +2 2−𝑃 2

−2

𝑃 +2 2−𝑃 2 +

𝑃4

𝑃 +2 2−𝑃 2 𝑃 +4 2−𝑃 2

−2

𝑃 +4 2−𝑃 2 + … …

𝑃𝑃𝑃 =

𝑃𝑃 𝑃𝑃

𝑃 =0

= 𝑃𝑃 log 𝑃 + 𝑃0 −

So, the solution is 𝑃 = 𝑃1𝑃𝑃 + 𝑃2𝑃𝑃𝑃

𝑃 = 𝑃1𝑃0 + 𝑃2 log 𝑃 1 −

𝑃 2 22 +
+𝑃2𝑃0

−2

𝑃 +2 2−𝑃 2 − 𝑃 2 2

𝑃 4 22.42

−2 22 +

−2 22 −

𝑃 4 22.42 − … … 2𝑃 4 22.42
2 22 −

𝑃 22

1 22 +

−2 42 + … …
 2 42 + … …

Case 2: For 𝑃 non integral and equal to 𝑃 (𝑃 = 𝑃) replace 𝑃0 in equation (2) by

2𝑃 𝑃+1

We get

𝑃0 =
1

2𝑃 𝑃+1

𝑃𝑃 1 −

𝑃2
22 𝑃+1

𝑃4
22 𝑃+1 4.2 𝑃+2

+……

𝑃 =2
1

𝑃+1

−
1

𝑃+2

𝑃2

2! 𝑃+3

𝑃2

+……
 = −1 𝑃

∞ 𝑃=0
1

𝑃! 𝑃+𝑃+1

𝑃+2𝑃

𝑃2

= 𝑃𝑃 𝑃

i.e.

𝑃𝑃 𝑃 = −1 𝑃

∞ 𝑃=0
1

𝑃! 𝑃+𝑃+1

𝑃+2𝑃

𝑃2

… (3)
Similarly by putting 𝑃 = −𝑃, we get the other solution

13

𝑃−𝑃 𝑃 = −1 𝑃

∞ 𝑃=0
1

𝑃! −𝑃+𝑃+1

−𝑃+2𝑃

𝑃2
The resulting solution is

𝑃 = 𝑃1 𝑃𝑃 𝑃 + 𝑃2 𝑃−𝑃 𝑃

𝑃𝑃 𝑃 & 𝑃−𝑃 𝑃 as defined as above.

Case 3: If 𝑃 is integral

Let
 ′ 𝑃′ = 𝑃′ 𝑃 𝑃𝑃 + 𝑃 𝑃𝑃

𝑃 = 𝑃 𝑃 𝑃𝑃 𝑃 𝑃′′ = 𝑃′′ 𝑃𝑃 + 2𝑃′ 𝑃𝑃

′′

′ + 𝑃 𝑃𝑃 𝑃𝑃 𝑃𝑃

𝑃2 𝑃 2𝑃

𝑃𝑃 2 + 𝑃
Putting these in

+ 𝑃2 − 𝑃2 𝑃 = 0

𝑃2 𝑃′′ 𝑃𝑃 + 2𝑃′ 𝑃𝑃 𝑃 𝑃2𝑃𝑃

′′ + 𝑃 𝑃′ 𝑃𝑃 + 𝑃 𝑃𝑃 ′ + 𝑃2 − 𝑃2 𝑃𝑃 + 2𝑃′ 𝑃2𝑃𝑃

′′ + 𝑃𝑃𝑃

′ + 𝑃 𝑃𝑃

′ + 𝑃2 − 𝑃2 𝑃 𝑃𝑃 = 0 ′ + 𝑃2𝑃′′ 𝑃𝑃 + 𝑃𝑃′ 𝑃𝑃 = 0
Now 𝑃𝑃 𝑃 is a solution of

𝑃2 𝑃 2𝑃

𝑃𝑃 2 + 𝑃

𝑃𝑃 𝑃𝑃
+ 𝑃2 − 𝑃2 𝑃 = 0

∴
We get,

𝑃2𝑃𝑃

′′ + 𝑃𝑃𝑃

′ + 𝑃2 − 𝑃2 𝑃𝑃 = 0

′ + 𝑃2𝑃′′ 𝑃𝑃 + 𝑃𝑃′ 𝑃𝑃 = 0 2𝑃′ 𝑃2𝑃𝑃 𝑃 ′′ 𝑃 ′ +

 1𝑃

= 0 (divide by 𝑃𝑃 𝑃′ 𝑃2)

′ 𝑃𝑃 𝑃𝑃
Integrating 2 log𝑃 𝑃𝑃 + log𝑃 𝑃′ log𝑃 𝑃 = log 𝑃

𝑃′𝑃𝑃
2𝑃 = 𝑃 Where 𝑃 is constant of integration.

𝑃′ = 𝑃
1 2 𝑃𝑃𝑃

Integrating

𝑃 =𝑃+𝑃

𝑃𝑃
2

𝑃 𝑃𝑃 𝑃
So the solution of 𝑃 in this case

𝑃 = 𝑃 𝑃 𝑃𝑃 𝑃

= 𝑃𝑃𝑃 𝑃 + 𝑃𝑃𝑃 𝑃

𝑃𝑃
2

𝑃 𝑃𝑃 𝑃
= 𝑃𝑃𝑃 𝑃 + 𝑃𝑃𝑃 𝑃

where 𝑃𝑃 𝑃 = 𝑃𝑃 𝑃

function of first kind.

𝑃𝑃

𝑃 𝑃𝑃 𝑃
2 is the Bessel’s function of the second kind and 𝑃𝑃 𝑃 is Bessel’s

18.5 RECURRENCE FORMULAE FOR 𝑃𝑃 𝑃

The following relations are the recurrence formulae for Bessel’s functions and are very useful in the

solution of Boundary value problems and in establishing various properties of Bessel’s functions:

1.

2.

𝑃 𝑃𝑃

𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃 (𝑃) = 𝑃𝑃 𝑃𝑃−1(𝑃)

𝑃−𝑃 𝑃𝑃 (𝑃) = −𝑃−𝑃 𝑃𝑃+1(𝑃)

14

3.

𝑃𝑃 𝑃 =

𝑃 2𝑃

𝑃𝑃−1 𝑃 + 𝑃𝑃+1(𝑃)
4.

𝑃𝑃

′𝑃=
5.

𝑃𝑃

′𝑃=
12

𝑃𝑃

𝑃𝑃−1 𝑃 − 𝑃𝑃+1(𝑃)

𝑃𝑃 𝑃 − 𝑃𝑃+1(𝑃)
6.
𝑃𝑃+1 𝑃 =
2𝑃 𝑃

𝑃𝑃 𝑃 − 𝑃𝑃−1(𝑃)
18.6 EXPANSION FOR 𝑃𝑃 AND 𝑃𝑃

We know that 𝑃𝑃 𝑃 = −1 𝑃

∞ 𝑃=0

𝑃! 𝑃+𝑃+1

𝑃+2𝑃

𝑃2
Taking 𝑃 = 0 and 1 in above Bessel’s function, we get

𝑃 1 (2!)2 2 2

2! 3!

𝑃 1 (3!)2 2 4

−
1

3! 4!

𝑃2

+⋯

𝑃2

+⋯

𝑃0 𝑃 = 1 −
2

1 1!
 𝑃2
and 𝑃1 𝑃 =

𝑃2

1−

1! 2!

𝑃2
18.7 VALUE OF 𝑃𝑃 𝑃

(𝑃)

In Bessel’s functions, the function 𝑃1/2 is the simplest one, as it can be expressed in finite form.

Taking 𝑃 = 1/2 in the value of 𝑃𝑃 𝑃 , we get

𝑃 𝑃1/2 𝑃 = 2

1/2

132

−
1

5 1! Γ 2

𝑃2

7 2! Γ 2

𝑃2

−⋯

𝑃 =2

1/2

12

Γ
 12

−
1

32

∙
12

12

𝑃2

112

12

2∙

52

3∙2

𝑃2

−⋯
= 𝑃 2Γ

12

2 1!

−
2 𝑃 2 3!

2 𝑃 4 5!

−⋯
Now multiplying the series by

𝑃2
and outside by
 2𝑃

, we get

𝑃1/2 𝑃 = 2 𝑃 𝑃

𝑃 1!

𝑃 3 3!

𝑃 5 5!

− ⋯=
2 𝑃𝑃

sin 𝑃

Similarly, taking 𝑃 = 1/2 in the value of 𝑃−𝑃 𝑃 , we get

𝑃−1/2 𝑃 =
2 𝑃𝑃

cos 𝑃

15

18.8 GENERATING FUNCTION FOR 𝑃𝑃(𝑃)

To prove that 𝑃
𝑃𝑃𝑃 (𝑃− 𝑃 𝑃

)=

∞ 𝑃=−∞

𝑃𝑃 𝑃𝑃(𝑃) .
We have 𝑃

12

1 𝑃(𝑃− 𝑃

)=𝑃

𝑃𝑃
2 × 𝑃−

𝑃 2𝑃
=1+

𝑃𝑃 2

12!

𝑃𝑃 2

13!

𝑃𝑃 2

+ ⋯+ 1 −

𝑃 2𝑃

12!

𝑃 2𝑃

−
13!

𝑃 2𝑃
 3

+⋯

The coefficient of 𝑃𝑃 in this product is

1𝑃!

𝑃2

−
1

(𝑃+1) !

𝑃+2

𝑃2
1

2 ! (𝑃+1) !

𝑃+4

𝑃2

− ⋯ = 𝑃𝑃 (𝑃)
As all the integral powers of t, both positive and negative occurs, we have

12

1 𝑃 𝑃− 𝑃

= 𝑃0 𝑃 + 𝑃𝑃1 𝑃 + 𝑃2𝑃2 𝑃 + 𝑃3𝑃3 𝑃 + ⋯

𝑃 +𝑃−1𝑃−1 𝑃 + 𝑃−2𝑃−2 𝑃 + 𝑃−3𝑃−3 𝑃 + ⋯ =

𝑃𝑃 𝑃𝑃 (𝑃)

∞ 𝑃=−∞
Thus the coefficients of different powers of t in the expansion of 𝑃

12

1 𝑃 𝑃− 𝑃

give Bessel’s functions of

various orders. Hence it is known as the generating function of Bessel’s functions.

Example 6: Evaluate 𝑃−𝑃𝑃

∞𝑃
 𝑃𝑃 𝑃𝑃 𝑃𝑃
Solution: We know that

𝑃𝑃 𝑃 =
1𝑃

𝑃 𝑃𝑃𝑃 𝑃𝑃 − 𝑃 sin 𝑃 0

𝑃𝑃

𝑃0 𝑃 =
For 𝑃 = 0,

𝑃0 𝑃 =
1𝑃

1𝑃

𝑃 cos 𝑃 cos 𝑃 𝑃𝑃 0

𝑃𝑃

𝑃 cos 𝑃 sin 𝑃 𝑃𝑃 0

𝑃0 𝑃𝑃 =
1𝑃

𝑃 cos 𝑃𝑃 sin 𝑃 𝑃𝑃 = 0
2𝑃

𝑃 cos 𝑃𝑃 sin 𝑃 𝑃𝑃 2 0
So,

∞ 𝑃−𝑃𝑃 0

𝑃0 𝑃𝑃 𝑃𝑃 = 𝑃−𝑃𝑃

∞0

𝑃 cos 𝑃𝑃 sin 𝑃 𝑃𝑃 2 0
2𝑃

𝑃𝑃

=
 𝑃 20

∞0
2𝑃

𝑃 −𝑃 +𝑃 𝑃 sin 𝑃 𝑃 +𝑃 −𝑃 −𝑃 𝑃 sin 𝑃 𝑃
2

dx dy

𝑃 20

𝑃 𝑃 𝑃 sin 𝑃 −𝑃 𝑃 𝑃 𝑃 sin 𝑃−𝑃

1𝑃

𝑃 − 𝑃 𝑃 sin 𝑃 +𝑃 𝑃 − 𝑃 𝑃 sin 𝑃+𝑃

∞
0

𝑃𝑃

𝑃 20
1𝑃

−1

𝑃 𝑃 sin 𝑃−𝑃

𝑃 𝑃 sin 𝑃+𝑃

𝑃𝑃

𝑃 20
1 2𝑃

−2𝑃

𝑃 2𝑃 2𝑃𝑃𝑃 2𝑃−𝑃 2 𝑃𝑃
 16

𝑃 20
1 2𝑃

2𝑃

𝑃 2+𝑃 2𝑃𝑃𝑃 2𝑃

𝑃𝑃

𝑃 20
2𝑃 𝑃

𝑃𝑃𝑃 2𝑃

𝑃 2𝑃𝑃𝑃 2𝑃+𝑃 2𝑃𝑃𝑃 2𝑃

𝑃𝑃

𝑃 20
2𝑃 𝑃

𝑃𝑃𝑃 2𝑃

𝑃 2+𝑃2 𝑃𝑃𝑃 2𝑃+𝑃 2 𝑃𝑃

Now take

𝑃2 + 𝑃2 tan 𝑃 = 𝑃

𝑃2 + 𝑃2 𝑃𝑃𝑃2𝑃 𝑃𝑃 = 𝑃𝑃

Further, if 𝑃 = 0 𝑃𝑃 𝑃𝑃𝑃𝑃𝑃𝑃𝑃 𝑃 = 0

𝑃=

𝑃2

𝑃𝑃 𝑃𝑃𝑃𝑃𝑃𝑃𝑃 𝑃 = ∞

𝑃−𝑃𝑃 𝑃0 𝑃𝑃 𝑃𝑃 =
 2𝑃 𝑃

∞0
1

𝑃 2+𝑃 2

𝑃𝑃

𝑃 2+𝑃 2

2𝑃

𝑃 𝑃 2+𝑃 2

∞0
1

𝑃 2+𝑃 2

𝑃𝑃
2𝑃

𝑃 𝑃 2+𝑃 2
1𝑃

tan−1 𝑃 𝑃

∞0
2

𝑃 𝑃 2+𝑃 2
tan−1 ∞ 𝑃

− tan−1 0
2

𝑃 𝑃 2+𝑃 2

𝑃2

− 0=
 1

𝑃 2+𝑃 2
Example 7: Show that 𝑃𝑃 𝑃 =

𝑃𝑃 𝑃𝑃 −

𝑃 𝑃𝑃 𝑃 + 𝑃 − 𝑃

𝑃𝑃

𝑃𝑃 𝑃𝑃 𝑃
Solution: We know

𝑃𝑃+1 𝑃 =
2𝑃 𝑃

𝑃𝑃 𝑃 − 𝑃𝑃−1 𝑃

∴ for 𝑃 = 3

𝑃4 𝑃 =

𝑃3 𝑃 =
6𝑃

4𝑃

𝑃3 𝑃 − 𝑃2 𝑃

𝑃2 𝑃 − 𝑃1 𝑃
(1)

(2)

17

For 𝑃 = 2

For 𝑃 = 1

𝑃2 𝑃 =
2𝑃

𝑃1 𝑃 − 𝑃0 𝑃
(3)

Substituting 𝑃2 𝑃 from (3) in (2), we get

𝑃3 𝑃 =
 4𝑃

2𝑃

𝑃1 𝑃 − 𝑃0 𝑃 − 𝑃1 𝑃
8

𝑃 2 − 1 𝑃1 𝑃 −
4𝑃

𝑃0 𝑃 (4)
Now substituting for 𝑃2 𝑃 and 𝑃3 𝑃 in (1), we will have

𝑃4 𝑃 =
6𝑃

𝑃 2 − 1 𝑃1 𝑃 −
4𝑃

𝑃0 𝑃 −
2𝑃

𝑃1 𝑃 − 𝑃0 𝑃

48 𝑃 3 −

8𝑃

𝑃1 𝑃 + 1 −
24

𝑃 2 𝑃0 𝑃
Example 8: Show that

(i)

𝑃 = 𝑃𝑃 𝑃

𝑃−𝑃

𝑃 𝑃𝑃𝑃 𝑃
(ii)
𝑃 = − 𝑃 𝑃𝑃

𝑃−𝑃

𝑃𝑃𝑃 𝑃 +

𝑃𝑃𝑃 𝑃

𝑃
(iii) 𝑃

𝑃 = 𝑃 𝑃𝑃

𝑃𝑃

𝑃−𝑃

𝑃𝑃𝑃 𝑃 +

𝑃−𝑃𝑃 𝑃𝑃 𝑃𝑃𝑃 𝑃
Solution: (i) We know

𝑃=

𝑃−
12

2 𝑃𝑃

cos 𝑃 and 𝑃1 2

𝑃=
2 𝑃𝑃

sin 𝑃

−
12𝑃𝑃12

2 𝑃𝑃

2 𝑃𝑃
 cos 𝑃

sin 𝑃

= cot 𝑃

Hence

𝑃−
12

𝑃 = 𝑃1 2

𝑃 cot 𝑃
(ii) We know

𝑃𝑃−1 𝑃 =
2𝑃 𝑃

𝑃𝑃 𝑃 − 𝑃𝑃+1 𝑃

∴ For 𝑃 = −

12

𝑃 =−

𝑃−
32

1𝑃

𝑃−
12

𝑃 − 𝑃1 2

𝑃
(iii) We know

𝑃𝑃−1 𝑃 =
2𝑃 𝑃

𝑃𝑃 𝑃 − 𝑃𝑃+1 𝑃

∴ For 𝑃 = −

12

18

𝑃 =−
𝑃−
32

1𝑃

𝑃−
12

𝑃 − 𝑃1 2

=−

1𝑃

2 𝑃𝑃

cos 𝑃 −

2 𝑃𝑃

sin 𝑃

𝑃 =−

𝑃−
32

2 𝑃𝑃

cos 𝑃

+ sin 𝑃

(iv) We know

𝑃𝑃−1 𝑃 =
2𝑃 𝑃

𝑃𝑃 𝑃 − 𝑃𝑃+1 𝑃 , 𝑃−
12

𝑃=
2 𝑃𝑃

cos 𝑃, 𝑃1 2

𝑃=
2 𝑃𝑃

sin 𝑃
∴ for 𝑃 = −

32

𝑃 =−

𝑃−
52

3𝑃

𝑃−
32

𝑃 − 𝑃−
12

𝑃
(1)

and for

𝑃 =−
12

𝑃 =−

𝑃−
32

1𝑃

𝑃−
12

𝑃 − 𝑃1 2

𝑃 =−
2 𝑃𝑃

cos 𝑃

𝑃
+ sin 𝑃

(2)

∴ from (1) and (2), we will have

𝑃 =−
𝑃−
52

3𝑃

×−

2 𝑃𝑃

cos 𝑃

+ sin 𝑃 −

2 𝑃𝑃

cos 𝑃

2 𝑃𝑃

3 𝑃 2 − 1 cos 𝑃 +

3𝑃

sin 𝑃

Example 9: Prove that

(i)

(ii)

𝑃 𝑃𝑃 𝑃 𝑃𝑃

𝑃𝑃 𝑃 = −𝑃𝑃 𝑃 ,

𝑃 𝑃𝑃 𝑃 = 𝑃𝑃𝑃 𝑃
(iii)

𝑃 𝑃𝑃

𝑃𝑃𝑃𝑃 𝑃𝑃 = 𝑃 𝑃𝑃𝑃𝑃−𝑃 𝑃
(iv)

𝑃 𝑃𝑃

𝑃−𝑃𝑃𝑃 𝑃 = −𝑃−𝑃𝑃𝑃+𝑃 𝑃
Solutions: (i) We know that

𝑃 𝑃𝑃

𝑃−𝑃 𝑃𝑃 𝑃 = −𝑃−𝑃 𝑃𝑃+1 𝑃

For 𝑃 = 0, we will have

𝑃 𝑃𝑃

𝑃0𝑃0 𝑃 = −𝑃0𝑃1 𝑃

19

𝑃 𝑃𝑃

𝑃0 𝑃 = −𝑃1 𝑃
(ii) We know

𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃 𝑃 = 𝑃𝑃 𝑃𝑃−1 𝑃
For 𝑃 = 1, it will give

𝑃 𝑃𝑃

𝑃 𝑃1 𝑃 = 𝑃𝑃0 𝑃
(iii) To prove

𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃 𝑃𝑃 = 𝑃 𝑃𝑃 𝑃𝑃−1 𝑃
Let 𝑃𝑃 = 𝑃 or 𝑃 =

𝑃𝑃

𝑃 𝑃𝑃 𝑃𝑃 𝑃𝑃 = 𝑃

𝑃𝑃 𝑃
Differentiating with respect to ′𝑃′, we get

𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃 𝑃𝑃 =

𝑃 𝑃𝑃

𝑃𝑃

𝑃𝑃 𝑃 .
 𝑃𝑃 𝑃𝑃

1𝑃𝑃.

𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃 𝑃 . 𝑃,

𝑃 𝑃 −1 . 𝑃𝑃 𝑃𝑃−1 𝑃 ,

𝑃 𝑃 −1 . 𝑃𝑃 𝑃 𝑃𝑃−1 𝑃𝑃 ,
= 𝑃𝑃𝑃 𝑃𝑃−1 𝑃𝑃

(iv) To prove

We know

𝑃 𝑃𝑃

𝑃−𝑃 𝑃𝑃 𝑃 = −𝑃−𝑃 𝑃𝑃+1 𝑃

𝑃𝑃 𝑃 = −1 𝑃

∞ 𝑃=0
1

𝑃! 𝑃+𝑃+1

𝑃+2𝑃

𝑃2

𝑃−𝑃 𝑃𝑃 𝑃 = −1 𝑃

∞ 𝑃=0
1

𝑃! 𝑃+𝑃+1

2𝑃 +2𝑃 . 𝑃2𝑃
𝑃 𝑃𝑃

𝑃−𝑃 𝑃𝑃 𝑃 = −1 𝑃

∞ 𝑃=1
1

𝑃! 𝑃+𝑃+1
1

2𝑃 +2𝑃 . 2𝑃 𝑃2𝑃−1

= −𝑃−𝑃 −1 𝑃−1

∞ 𝑃=1
1

𝑃−1 ! 𝑃+1+ 𝑃−1 +1

𝑃 𝑃 +1+2𝑃 2𝑃 −1+2𝑃
Taking 𝑃 − 1 = 𝑃

= −𝑃−𝑃 −1 𝑃.

∞ 𝑃=0
1

𝑃! 𝑃+1+𝑃+1

𝑃+1+2𝑃

𝑃 .2
= −𝑃−𝑃 𝑃𝑃+1 𝑃 .

20

Example 10: Show by the use of recurrence formula, that

(i) 𝑃𝑃

′′ 𝑃 =

𝑃𝑃

𝑃𝑃 𝑃 − 𝑃𝑃 𝑃
(ii) 𝑃𝑃

′′ 𝑃 = −𝑃𝑃 𝑃 +
 𝑃𝑃

𝑃𝑃 𝑃
Solutions: (i) We know

𝑃 𝑃𝑃

𝑃−𝑃 𝑃𝑃 𝑃 = −𝑃−𝑃 𝑃𝑃+1 𝑃

∴
for 𝑃 = 0

𝑃 𝑃𝑃

𝑃0 𝑃 = −𝑃1 𝑃
Differentiating with respect to ′𝑃′, we will have

𝑃 2 𝑃𝑃 2 𝑃0 𝑃 = −

𝑃 𝑃𝑃

𝑃1 𝑃

′′ 𝑃 = −𝑃1 𝑃0

′𝑃
But

′ 𝑃 = 𝑃𝑃

∴ for 𝑃 = 1

′ 𝑃 = 𝑃1
12

12

𝑃𝑃−1 𝑃 − 𝑃𝑃+1 𝑃

𝑃0 𝑃 − 𝑃2 𝑃

′′ 𝑃 = − 𝑃0
12

𝑃0 𝑃 − 𝑃2 𝑃

=
 12

𝑃2 𝑃 − 𝑃0 𝑃
(ii) We know

′𝑃=

𝑃𝑃

′𝑃=

𝑃1
12

12

𝑃𝑃−1 𝑃 − 𝑃𝑃+1 𝑃

𝑃0 𝑃 − 𝑃2 𝑃
Differentiating with respect to ′𝑃′, we get

′′ 𝑃 = 𝑃1
12

𝑃0

′ 𝑃 − 𝑃2

′𝑃
But

′ 𝑃 = −𝑃1 𝑃 and also 𝑃0

′ 𝑃 = 𝑃𝑃−1 𝑃 − 𝑃𝑃

𝑃𝑃

𝑃𝑃 𝑃
For 𝑃 = 2

′ 𝑃 = 𝑃1 𝑃 − 𝑃2
2𝑃

𝑃2 𝑃

∴
′′ 𝑃 = 𝑃1
12

−𝑃1 𝑃 − 𝑃1 𝑃 +
2𝑃

𝑃2 𝑃

21

1𝑃

𝑃2 𝑃 − 𝑃1 𝑃
Example 11: Show that

(i) 𝑃 𝑃𝑃

′′′ 𝑃 + 𝑃 𝑃𝑃

′ 𝑃 + 𝑃𝑃 𝑃 = 𝑃
(ii) 𝑃 𝑃𝑃

′′ 𝑃 = 𝑃𝑃−𝑃 𝑃 − 𝑃 𝑃𝑃 𝑃 + 𝑃𝑃+𝑃 𝑃 = 𝑃
Solution: (i) We know

𝑃 𝑃𝑃

𝑃−𝑃 𝑃𝑃 𝑃 = −𝑃−𝑃 𝑃𝑃+1 𝑃

for

𝑃 =0

𝑃 𝑃𝑃

𝑃0 𝑃 = −𝑃1 𝑃
Differentiating with respect to ′𝑃′, we get

′′ 𝑃 = −𝑃1 𝑃0

′𝑃

′𝑃=

𝑃𝑃
12

𝑃𝑃−1 𝑃 − 𝑃𝑃+1 𝑃 (1)

∴
for 𝑃 = 1

′ 𝑃 = 𝑃1
12

𝑃0 𝑃 − 𝑃2 𝑃
Differentiating again, it will give

′′′ 𝑃 = 𝑃0

12

12

−𝑃0

′ 𝑃 + 𝑃2

′𝑃

𝑃1 𝑃 + 𝑃2

′𝑃
From (1), for 𝑃 = 𝑃

′ 𝑃 = 𝑃2
12

𝑃1 𝑃 − 𝑃3 𝑃

′′′ 𝑃 = 𝑃0

𝑃1 𝑃 +
12

𝑃1 𝑃 − 𝑃3 𝑃

3 𝑃1 𝑃 − 𝑃3 𝑃

−3 𝑃0

′ 𝑃 − 𝑃3 𝑃
 12

14

14

∴
(ii) We know

4 𝑃0

′′′ 𝑃 + 3 𝑃0

′ 𝑃 + 𝑃3 𝑃 = 0

′ 𝑃 = 𝑃𝑃
12

𝑃𝑃−1 𝑃 − 𝑃𝑃+1 𝑃
Differentiating with respect to ′𝑃′, we get

′′ 𝑃 = 𝑃𝑃
12

𝑃𝑃−1

𝑃 − 𝑃𝑃+1

𝑃
(1)

(2)

22

From (1) 𝑃𝑃−1

𝑃=
and

𝑃𝑃+1

𝑃=
 12

12

𝑃𝑃−2 𝑃 − 𝑃𝑃 𝑃

𝑃𝑃 𝑃 − 𝑃𝑃+2 𝑃

∴ From (2), we get

′′ 𝑃 = 𝑃𝑃
12

12

𝑃𝑃−2 𝑃 − 𝑃𝑃 𝑃 −
12

𝑃𝑃 𝑃 − 𝑃𝑃+2 𝑃

14

𝑃𝑃−2 𝑃 − 2 𝑃𝑃 𝑃 + 𝑃𝑃+2 𝑃

∴
4 𝑃𝑃

′′ 𝑃 = 𝑃𝑃−2 𝑃 − 2 𝑃𝑃 𝑃 + 𝑃𝑃+2 𝑃
Example 12: Prove that

(i)

𝑃 𝑃𝑃

𝑃𝑃=

𝑃𝑃

𝑃 𝑃𝑃

𝑃𝑃−𝑃

𝑃 − 𝑃𝑃+𝑃

𝑃
(ii)
𝑃 𝑃𝑃

𝑃𝑃

𝑃 𝑃 + 𝑃𝑃+𝑃

𝑃 =𝑃

𝑃𝑃

𝑃 𝑃 − 𝑃𝑃

𝑃+𝑃

𝑃 𝑃𝑃+𝑃

𝑃
Solutions: (i) LHS = 2 𝑃𝑃 𝑃 𝑃𝑃

′𝑃
But

⇒
and

𝑃𝑃+1 𝑃 =
2𝑃 𝑃

𝑃𝑃 𝑃 − 𝑃𝑃−1 𝑃

𝑃𝑃 𝑃 =

𝑃 2𝑃

𝑃𝑃+1 𝑃 + 𝑃𝑃−1 𝑃

′𝑃=

𝑃𝑃
12

𝑃𝑃−1 𝑃 − 𝑃𝑃+1 𝑃
LHS= 2𝑃𝑃 𝑃 𝑃𝑃

′ 𝑃 = 2.
 𝑃 2𝑃

𝑃𝑃+1 𝑃 + 𝑃𝑃−1 𝑃 ×
12

𝑃𝑃−1 𝑃 − 𝑃𝑃+1 𝑃
=

𝑃 2𝑃
2

𝑃𝑃−1

𝑃 − 𝑃𝑃+1
2

𝑃 = RHS
Hence the result

𝑃
(ii)

But

and

⇒
LHS = 2𝑃𝑃 𝑃 𝑃𝑃

′ 𝑃 + 2𝑃𝑃+1 𝑃 𝑃𝑃+1

′𝑃=

𝑃𝑃

𝑃𝑃

𝑃𝑃 𝑃 − 𝑃𝑃+1 𝑃

′ 𝑃 = 𝑃𝑃−1 𝑃 − 𝑃𝑃

𝑃𝑃

𝑃𝑃 𝑃

′ 𝑃𝑃+1
 𝑃 = 𝑃𝑃 𝑃 −

𝑃+1

𝑃𝑃+1 𝑃

𝑃∴ LHS = 2 𝑃𝑃 𝑃 . 𝑃

𝑃𝑃 𝑃 − 𝑃𝑃+1 𝑃 + 2 𝑃𝑃+1 𝑃 𝑃𝑃 𝑃 −

𝑃+1

𝑃𝑃+1 𝑃
=2

=2

𝑃𝑃

𝑃𝑃
2 𝑃 − 𝑃𝑃 𝑃 . 𝑃𝑃+1 𝑃 + 𝑃𝑃+1 𝑃 . 𝑃𝑃 𝑃 − 𝑃𝑃

𝑃+1

𝑃
2 𝑃𝑃+1

𝑃
2 𝑃 − 𝑃𝑃

𝑃+1

𝑃
2 𝑃𝑃+1

𝑃 = RHS
Example 13: Prove that

23

(i) 𝑃𝑃 𝑃 𝑃𝑃 𝑃 = −

𝑃𝑃

𝑃𝑃 𝑃 𝑃
(ii) 𝑃 𝑃𝑃 𝑃𝑃

𝑃𝑃

𝑃𝑃

𝑃𝑃 𝑃𝑃
(iii) 𝑃−𝑃𝑃𝑃𝑃 𝑃𝑃

∞𝑃

𝑃𝑃+𝑃𝑃
Solution: (i) We know 𝑃0

′ 𝑃 = −𝑃1 𝑃

𝑃0 𝑃 𝑃1 𝑃 = − 𝑃0 𝑃 𝑃0

′ 𝑃 𝑃𝑃

=−

12

𝑃0 𝑃 2
(ii) Let

𝑃𝑃 = 𝑃, ∴

𝑃𝑃𝑃 = 𝑃𝑃, 0 𝑃𝑃 𝑃 → 0 𝑃𝑃 𝑃𝑃

𝑃 𝑃0 𝑃𝑃

𝑃0

𝑃𝑃 𝑃𝑃 = 0

𝑃𝑃

𝑃0 𝑃 .

𝑃𝑃 𝑃
 =

𝑃 2 𝑃𝑃0 𝑃 𝑃𝑃

𝑃𝑃 0
1

𝑃 2 𝑃 𝑃1 𝑃 0

𝑃𝑃 =

𝑃𝑃 1 𝑃 2 0

𝑃 𝑃𝑃

𝑃 𝑃1 𝑃 𝑃𝑃
1

𝑃 2 𝑃𝑃 𝑃1 𝑃𝑃 − 0. 𝑃. 𝑃1 0

1𝑃

𝑃 𝑃1 𝑃𝑃
(iii)

∞ 𝑃−𝑃𝑃 𝑃0 𝑃𝑃 𝑃𝑃 0
= 𝑃−𝑃𝑃 .

∞0
1𝑃

𝑃 cos 𝑃𝑃 cos 𝑃 𝑃𝑃 𝑃𝑃 0
Integrating the order of integration, we get

1𝑃

𝑃 𝑃−𝑃𝑃 0

∞0

cos 𝑃𝑃 cos 𝑃 𝑃𝑃 𝑃𝑃

1=𝑃
𝑃0

𝑃 −𝑃𝑃

𝑃 2+𝑃 2𝑃𝑃𝑃 2𝑃

−𝑃 cos 𝑃𝑃 cos 𝑃 + 𝑃 cos 𝑃 sin 𝑃𝑃 cos 𝑃

∞
0

𝑃𝑃

1𝑃

𝑃0

𝑃 2+𝑃 2𝑃𝑃𝑃 2𝑃

𝑃𝑃 =
1𝑃

𝑃0

𝑃 𝑃𝑃𝑃 2𝑃

𝑃 2𝑃𝑃𝑃 2𝑃+𝑃 2 𝑃𝑃 =

𝑃 20
2𝑃

𝑃 𝑃𝑃𝑃 2𝑃

𝑃 2+𝑃2 +𝑃 2𝑃𝑃𝑃 2𝑃

2 𝑃𝑃

tan−1

𝑃 tan 𝑃

𝑃 2+𝑃 2
2×0
 𝑃

𝑃 2+𝑃 2

2 𝑃𝑃

𝑃 2+𝑃2 ×

𝑃2

− 0=
1

𝑃 2+𝑃2
Example 14: Starting with series with generating functions, prove that

𝑃𝑃 𝑃𝑃 𝑃 = 𝑃 𝑃𝑃−𝑃 𝑃 = 𝑃 𝑃𝑃−𝑃 𝑃 + 𝑃𝑃+𝑃 𝑃 and

𝑃𝑃𝑃

′ 𝑃 = 𝑃 𝑃𝑃 𝑃 − 𝑃 𝑃𝑃+𝑃 𝑃 (1)
Solutions: We know 𝑃

12

1 𝑃 𝑃− 𝑃

= 𝑃𝑃 𝑃𝑃 𝑃

∞ −∞
Differentiating both sides with respect to ′𝑃′, we get

24

𝑃 1+
12

1 𝑃 𝑃− 𝑃

1𝑃2.𝑃

= 𝑃𝑃𝑃−1𝑃𝑃 𝑃

∞ −∞

𝑃 1+
1
 𝑃 2 𝑃𝑃 𝑃𝑃 𝑃

∞ −∞
= 𝑃 𝑃𝑃−1𝑃𝑃 𝑃

∞ −∞
12

12

Equating the coefficients of 𝑃𝑃−1, we will have

12

𝑃 𝑃𝑃−1 𝑃 +
12

𝑃 𝑃𝑃+1 𝑃 = 𝑃𝑃𝑃 𝑃

⇒
2𝑃 𝑃𝑃 𝑃 = 𝑃 𝑃𝑃−1 𝑃 + 𝑃𝑃+1 𝑃 (2)

Now differentiating with respect to ′𝑃′, we get

12

12

𝑃−

𝑃−
1𝑃

1𝑃

12

1 𝑃 𝑃− 𝑃

𝑃
= 𝑃𝑃 𝑃𝑃

∞ −∞

′𝑃

𝑃𝑃 𝑃𝑃 𝑃

∞ −∞
= 𝑃𝑃 𝑃𝑃

∞ −∞
 ′𝑃
Equating the coefficients of ′𝑃𝑃 ′, we will have

12

𝑃𝑃−1 𝑃 −
12

𝑃𝑃+1 𝑃 = 𝑃𝑃

′𝑃

′ 𝑃 = 𝑃𝑃
12

𝑃𝑃−1 𝑃 − 𝑃𝑃+1 𝑃
(3)

From (2), substituting 𝑃𝑃−1 𝑃 in (3), we get

′ 𝑃 = 𝑃𝑃
12

2𝑃 𝑃

𝑃𝑃 𝑃 − 𝑃𝑃+1 𝑃 − 𝑃𝑃+1 𝑃

′𝑃=

𝑃𝑃

𝑃𝑃

𝑃𝑃 𝑃 − 𝑃𝑃+1 𝑃
Example 15: Establish the Jacobi series

𝑃𝑃𝑃 𝑃 𝑃𝑃𝑃 𝑃 = 𝑃𝑃 − 𝑃𝑃𝑃 𝑃𝑃𝑃 𝑃𝑃 + 𝑃𝑃𝑃 𝑃𝑃𝑃 𝑃𝑃 − … …

𝑃𝑃𝑃 𝑃 𝑃𝑃𝑃 𝑃 = 𝑃 𝑃𝑃 𝑃𝑃𝑃 𝑃 − 𝑃𝑃 𝑃𝑃𝑃 𝑃𝑃 + 𝑃𝑃 𝑃𝑃𝑃 𝑃𝑃 − … …

Solutions: We know 𝑃

12

1 𝑃 𝑃− 𝑃

= 𝑃𝑃 𝑃𝑃 𝑃
 ∞ −∞
= 𝑃0 𝑃 +

∞ 𝑃=1

𝑃𝑃 𝑃 𝑃𝑃 + −1 𝑃 1 𝑃 𝑃
(1)

Now, let

1 𝑃 = cos 𝑃 + 𝑃 sin 𝑃 and 𝑃

= cos 𝑃 − 𝑃 sin 𝑃

To get

𝑃𝑃 = cos 𝑃𝑃 + 𝑃 sin 𝑃𝑃 and 𝑃−𝑃 = cos 𝑃𝑃 − 𝑃 sin 𝑃𝑃

and thus

𝑃𝑃 + 𝑃−𝑃 = 2 cos 𝑃𝑃 and 𝑃𝑃 − 𝑃−𝑃 = 2 𝑃 sin 𝑃𝑃

∴
From (1)

25

𝑃𝑃𝑃 sin 𝑃 = 𝑃0 𝑃 + 2𝑃 𝑃1 𝑃 sin 𝑃 + 2𝑃2 𝑃 cos 2𝑃

+2𝑃𝑃3 𝑃 sin 3𝑃 + 2𝑃4 𝑃 cos 4𝑃 + … …

cos 𝑃 sin 𝑃 + 𝑃 sin 𝑃 sin 𝑃 = 𝑃0 𝑃 + 2𝑃2 𝑃 cos 2𝑃 + 2𝑃4 𝑃 cos 4𝑃 + … …

+𝑃 2𝑃1 𝑃 sin 𝑃 + 2𝑃3 𝑃 sin 𝑃 + … …

Equating the real and imaginary parts, we get

cos 𝑃 sin 𝑃 = 𝑃0 𝑃 + 2 𝑃2 𝑃 cos 2𝑃 + 𝑃4 𝑃 cos 4𝑃 + … …

and

sin 𝑃 sin 𝑃 = 2 𝑃 1 𝑃 sin 𝑃 + 𝑃3 𝑃 sin 3𝑃 + … …

𝑃 Replacing 𝑃 by 2

− 𝑃, we get

cos 𝑃 cos 𝑃 = 𝑃0 𝑃 − 2 cos 2𝑃 𝑃2 𝑃 + 2𝑃4 𝑃 cos 4𝑃 + … …

and

sin 𝑃 cos 𝑃 = 2 𝑃1 𝑃 sin 𝑃 − 𝑃3 𝑃 sin 3𝑃 + … …

Example 16: Prove that

𝑃𝑃𝑃 𝑃 = 𝑃 𝑃𝑃 𝑃 − 𝑃𝑃 𝑃 + 𝑃𝑃 𝑃 − … …
(i) (ii) 𝑃𝑃𝑃 𝑃 = 𝑃𝑃 𝑃 − 𝑃𝑃𝑃 𝑃 + 𝑃𝑃𝑃 𝑃 − 𝑃𝑃𝑃 𝑃 + … … (iii) 𝑃 = 𝑃𝑃 + 𝑃𝑃𝑃 + 𝑃𝑃𝑃 + 𝑃𝑃𝑃 + … …

Solution: We know

cos 𝑃 sin 𝑃 = 𝑃0 𝑃 + 2 𝑃2 𝑃 cos 2𝑃 + 𝑃4 𝑃 cos 4𝑃 + … … sin 𝑃 sin 𝑃 = 2 𝑃1 𝑃 sin 𝑃 + 𝑃3 𝑃 sin 3𝑃 + … …

and On taking 𝑃 =

𝑃2
, we will have

(ii)

cos 𝑃 = 𝑃0 𝑃 + 2 𝑃2 𝑃 cos 𝑃 + 𝑃4 𝑃 cos 2𝑃 + 𝑃6 𝑃 cos 3𝑃 + … …

= 𝑃0 𝑃 + 2 −𝑃2 𝑃 + 𝑃4 𝑃 − 𝑃6 𝑃 + … … = 𝑃0 𝑃 − 2𝑃2 𝑃 + 2𝑃4 𝑃 − 2𝑃6 𝑃 + … …

(i)

sin 𝑃 = 2 𝑃1 𝑃 sin

𝑃2

+ 𝑃3 𝑃 sin

3𝑃 2

+ 𝑃5 𝑃 sin

5𝑃 2

+……

= 2 𝑃1 𝑃 − 𝑃3 𝑃 + 𝑃5 𝑃 − … …

(iii)

Taking 𝑃 = 0, we get cos 0 = 1 = 𝑃 0 𝑃 + 2 𝑃2 𝑃 cos 2 × 0 + 𝑃4 𝑃 cos 4 × 0 + … … . 1 = 𝑃0 𝑃 + 2𝑃2 𝑃 + 2𝑃4 𝑃 + … …

ASSIGNMENT 18.3

1. Compute 𝑃0 2 and 𝑃1 1 correct to three decimal places. 2. Express 𝑃5 𝑃 in terms of 𝑃0 𝑃 and 𝑃1 𝑃 .

3. Prove that

(a) 𝑃𝑃

′′ 𝑃 =
14

𝑃𝑃−2 𝑃 − 2𝑃𝑃 𝑃 + 𝑃𝑃+2 𝑃

(b)

𝑃 𝑃𝑃

𝑃𝑃𝑃 𝑃 𝑃𝑃+1 𝑃 = 𝑃 𝑃𝑃
 2 𝑃 − 𝑃𝑃+1

(𝑃) .

26

4. Prove that 𝑃5 2

𝑃=
2 𝑃𝑃

3−𝑃 2 𝑃 2 sin 𝑃 −

3𝑃

cos 𝑃 .

5. Prove that

(a) 𝑃3 𝑃 𝑃𝑃 = 𝑃 − 𝑃2 𝑃 −

2𝑃

𝑃1(𝑃)
(b) 𝑃𝑃𝑃

2 𝑃 𝑃𝑃 =

12

𝑃2 𝑃0
2 𝑃 + 𝑃1

2(𝑃) .

6. Show that

a) 𝑃𝑃 𝑃 =

1𝑃

𝑃 cos 𝑃𝑃 − 𝑃 sin 𝑃 𝑃𝑃 , 𝑃 0
being an integer.

𝑃 cos 𝑃 cos 𝑃 𝑃𝑃 0
b) 𝑃0 𝑃 =

1 𝑃 2 + 2𝑃2 2 + 2𝑃1

2 + 2𝑃3

2 + ⋯ = 1.

c) 𝑃0
ANSWERS

1. 0.224, 0.44

2. 𝑃5 𝑃 =

384 𝑃 4 −

72

𝑃 2 − 1 𝑃1 𝑃 +
12 𝑃

−
192

𝑃 3 𝑃0 𝑃
18.9 EQUATIONS REDUCIBLE TO BESSEL’S EQUATION

In differential calculus, we come across such differential equations which can be easily reduced to

Bessel’s equation and thus can be solved by the means of Bessel’s functions. The following are some

examples of such differential equations: 1. Reduce the differential equation 𝑃𝑃 𝑃𝑃𝑃

𝑃𝑃𝑃 + 𝑃

𝑃𝑃 𝑃𝑃
+ 𝑃𝑃𝑃𝑃 − 𝑃𝑃 𝑃 = 𝑃 to the Bessel’s Equation.

Putting 𝑃 = 𝑃𝑃, so that

𝑃𝑃 𝑃𝑃

=𝑃

𝑃𝑃 𝑃𝑃
and

𝑃 2𝑃 𝑃𝑃 2 = 𝑃

𝑃 2𝑃 𝑃𝑃 2 in the above differential equation, we get

𝑃2 𝑃 2𝑃

𝑃𝑃 2 + 𝑃

𝑃𝑃 𝑃𝑃
+ 𝑃2 − 𝑃2 𝑃 = 0 , which is the Bessel’s Form of Equation.

∴ Its solution is 𝑃 = 𝑃1𝑃𝑃 𝑃 + 𝑃2𝑃−𝑃 𝑃 , 𝑃 is non-integral. or 𝑃 = 𝑃1𝑃𝑃 𝑃 + 𝑃2𝑃𝑃 𝑃 , 𝑃 is integral.

Hence solution of the given differential equation is

 𝑃 = 𝑃1𝑃𝑃 𝑃𝑃 + 𝑃2𝑃−𝑃 𝑃𝑃 , 𝑃 is non-integral.
or 𝑃 = 𝑃1𝑃𝑃 𝑃𝑃 + 𝑃2𝑃𝑃 𝑃𝑃 , 𝑃 is integral.

2. Reduce the differential equation 𝑃

𝑃𝑃𝑃 𝑃𝑃𝑃 + 𝑃

𝑃𝑃 𝑃𝑃
+ 𝑃𝑃𝑃𝑃 = 𝑃 to the Bessel’s Equation.

Putting 𝑃 = 𝑃𝑃 𝑃, so that

𝑃𝑃 𝑃𝑃
= 𝑃𝑃 𝑃𝑃 𝑃𝑃

+ 𝑃𝑃𝑃−1𝑃

27

and

𝑃 2𝑃

𝑃𝑃 2 = 𝑃𝑃 𝑃 2𝑃

𝑃𝑃 2 + 2𝑃𝑃𝑃−1 𝑃𝑃

𝑃𝑃
+ 𝑃 𝑃 − 1 𝑃𝑃−2𝑃 in the above differential equation, we get

𝑃𝑃+1 𝑃 2𝑃

𝑃𝑃 2 + (2𝑃 + 𝑃)𝑃𝑃 𝑃𝑃

𝑃𝑃
Dividing throughout by 𝑃𝑃−1 and putting 2𝑃 + 𝑃 = 1, we get

𝑃2 𝑃 2𝑃

𝑃𝑃 2 + 𝑃

𝑃𝑃 𝑃𝑃
+ 𝑃2𝑃2 − 𝑃2 𝑃 = 0, which is the Bessel’s Form of Equation.
And its solution is 𝑃 = 𝑃1𝑃𝑃 𝑃𝑃 + 𝑃2𝑃−𝑃 𝑃𝑃 , 𝑃 is non-integral. or 𝑃 = 𝑃1𝑃𝑃 𝑃𝑃 + 𝑃2𝑃𝑃 𝑃𝑃 , 𝑃 is integral.

Hence solution of the given differential equation is

𝑃 = 𝑃𝑃 𝑃1𝑃𝑃 𝑃𝑃 + 𝑃2𝑃−𝑃 𝑃𝑃 , 𝑃 is non-integral.

or 𝑃 = 𝑃𝑃 𝑃1𝑃𝑃 𝑃𝑃 + 𝑃2𝑃𝑃 𝑃𝑃 , 𝑃 is integral.

3. Reduce the differential equation 𝑃

𝑃𝑃𝑃 𝑃𝑃𝑃 + 𝑃

𝑃𝑃 𝑃𝑃
+ 𝑃𝑃𝑃𝑃𝑃 = 𝑃 to the Bessel’s Equation.

Putting 𝑃 = 𝑃𝑃 , so that

𝑃𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃

1𝑃

𝑃1−𝑃 𝑃𝑃 𝑃𝑃
and

𝑃 2𝑃 𝑃𝑃 2 = equation, we get

𝑃 𝑃𝑃
1𝑃

𝑃1−𝑃 𝑃𝑃 𝑃𝑃

1𝑃

𝑃1−𝑃 =
1

𝑃 2 𝑃2−2𝑃 𝑃 2𝑃

𝑃𝑃 2 +
1−𝑃
 𝑃 2 𝑃1−2𝑃 𝑃𝑃

𝑃𝑃
in the above differential

𝑃 2 𝑃2−𝑃 𝑃 2𝑃

𝑃𝑃 2 +
1−𝑃 +𝑃𝑃

𝑃2

𝑃1−𝑃 𝑃𝑃 𝑃𝑃
+ 𝑃2𝑃𝑃𝑃 𝑃 = 0

Multiplying throughout by 𝑃2 𝑃1−𝑃

, we get

𝑃 2𝑃 𝑃𝑃 2 + (1 − 𝑃 + 𝑃𝑃)

𝑃𝑃 𝑃𝑃
+ (𝑃𝑃)2𝑃𝑃𝑃 +𝑃 −1𝑃 = 0

To reduce this equation to the equation at point 2. above, we set 𝑃𝑃 + 𝑃 − 1 = 1

𝑃. 𝑃. 𝑃 = 2/(𝑃 + 1) and 𝑃 = 1 − 𝑃 + 𝑃𝑃 =

𝑃+2𝑃−1

𝑃+1
. Thus we get the equation as

𝑃 2𝑃 𝑃𝑃 2 + 𝑃

𝑃𝑃 𝑃𝑃
+ (𝑃𝑃)2𝑃𝑃 = 0 which is similar to equation at point 2.

Hence its solution is

𝑃 = 𝑃𝑃/𝑃 𝑃1𝑃𝑃 𝑃𝑃 𝑃1/𝑃 + 𝑃2𝑃−𝑃 𝑃𝑃 𝑃1/𝑃 , 𝑃 is non-integral.

or 𝑃 = 𝑃𝑃/𝑃 𝑃1𝑃𝑃 𝑃𝑃 𝑃1/𝑃 + 𝑃2𝑃𝑃 𝑃𝑃 𝑃1/𝑃 , 𝑃 is integral.

18.10 ORTHOGONALITY OF BESSEL FUNCTIONS

 28

Prove that 𝑃𝑃𝑃 𝑃𝑃 𝑃𝑃 𝑃𝑃 𝑃𝑃

𝑃𝑃

𝑃, 𝑃 ≠ 𝑃 𝑃 𝑃

𝑃 𝑃𝑃+𝑃 𝑃

,𝑃=𝑃

𝑃𝑃𝑃𝑃𝑃 𝑃, 𝑃 𝑃𝑃𝑃 𝑃𝑃𝑃𝑃𝑃 𝑃𝑃 𝑃𝑃 𝑃 = 𝑃.

Proof: Let 𝑃 = 𝑃𝑃 (𝑃𝑃) and 𝑃 = 𝑃𝑃 (𝑃𝑃) are the solutions of the following differential equations

𝑃2𝑃′′ + 𝑃𝑃′ + 𝑃2𝑃2 − 𝑃2 𝑃 = 0 (1)

𝑃2𝑃′′ + 𝑃𝑃′ + 𝑃2𝑃2 − 𝑃2 𝑃 = 0 (2)

Multiplying equation (1) by 𝑃/𝑃 and equation (2) by 𝑃/𝑃 and then on subtracting, we get

𝑃 𝑃′′ 𝑃 − 𝑃𝑃′′ + 𝑃′ 𝑃 − 𝑃𝑃′ + 𝑃2 − 𝑃2 𝑃𝑃𝑃 = 0

𝑃 𝑃𝑃

𝑃(𝑃′ 𝑃 − 𝑃𝑃′ ) = (𝑃2 − 𝑃2)𝑃𝑃𝑃 (3)

Now, integrating both sides of equation (3) within the limits 0 to 1, we get

𝑃2 − 𝑃2 𝑃 𝑃𝑃 𝑃𝑃
10

= 𝑃(𝑃′ 𝑃 − 𝑃𝑃′ ) 0

1 = 𝑃′ 𝑃 − 𝑃𝑃′ (4)

Since 𝑃 = 𝑃𝑃 (𝑃𝑃) and 𝑃 = 𝑃𝑃 (𝑃𝑃)

∴ 𝑃′ = 𝑃 𝑃𝑃
 ′ (𝑃𝑃) and 𝑃′ = 𝑃 𝑃𝑃

′ (𝑃𝑃)
Substituting these values in equation (4), we get

𝑃 𝑃𝑃 𝑃𝑃 𝑃𝑃 (𝑃𝑃) 𝑃𝑃
10

𝑃 𝑃𝑃

′ 𝑃 𝑃𝑃 𝑃 −𝑃 𝑃𝑃 𝑃 2−𝑃 2

′ (𝑃)𝑃𝑃 (𝑃)
(5)

Case I: 𝑃 ≠ 𝑃

Since 𝑃, 𝑃 are roots of 𝑃𝑃 𝑃 = 0, so we have 𝑃𝑃 𝑃 = 𝑃𝑃 𝑃 = 0. Thus equation (5) results in

𝑃 𝑃𝑃 𝑃𝑃 𝑃𝑃 (𝑃𝑃) 𝑃𝑃
10

Case II: 𝑃 = 𝑃

= 0 (6)

In this case RHS of (5) becomes 0/0 form. So to get its value, apply L’Hospital Rule, by taking 𝑃 as constant and 𝑃 as variable approaching to 𝑃, we get

Lim𝑃→𝑃 𝑃 𝑃𝑃 𝑃𝑃 𝑃𝑃 (𝑃𝑃) 𝑃𝑃

10

= Lim𝑃→𝑃

𝑃 𝑃𝑃

′ 𝑃 𝑃𝑃 𝑃

𝑃 2−𝑃 2
00

or Lim𝑃→𝑃 𝑃 𝑃𝑃

10

2 𝑃𝑃 𝑃𝑃

= lim𝑃→𝑃

𝑃 𝑃𝑃

′ 𝑃 𝑃𝑃 2𝑃
 ′𝑃
=

12

12

𝑃𝑃

′ (𝑃) 2

𝑃𝑃+1(𝑃) 2 𝑃𝑃𝑃𝑃𝑃 𝑃𝑃

′ = −𝑃𝑃+1 (7)
The relations (6) and (7) are known as Orthogonality relations of Bessel functions.

29

18.11 FOURIER BESSEL EXPANSION

If 𝑃(𝑃) is a continuous function having finite number of oscillations in the interval 𝑃, 𝑃 , then we can write

𝑃 𝑃 = 𝑃𝑃 𝑃𝑃(𝑃𝑃𝑃)

∞ 𝑃=𝑃
= 𝑃𝑃 𝑃𝑃 𝑃𝑃𝑃 + 𝑃𝑃 𝑃𝑃 𝑃𝑃𝑃 + ⋯ + 𝑃𝑃 𝑃𝑃 𝑃𝑃𝑃 + ⋯(1)

where 𝑃𝑃, 𝑃𝑃, … are the positive roots of 𝑃𝑃 𝑃 = 𝑃.

To determine the coefficients 𝑃𝑃, multiply both sides of (1) by 𝑃𝑃𝑃 (𝑃𝑃 𝑃) and integrating within the limits 0 to a, we get

𝑃 𝑃 𝑃 𝑃𝑃 𝑃𝑃 𝑃 𝑃𝑃

𝑃0
= 𝑃𝑃 𝑃 𝑃𝑃

𝑃0
2 𝑃𝑃 𝑃 𝑃𝑃

= 𝑃𝑃

𝑃 22
 𝑃𝑃+1
2 𝑃 𝑃𝑃

⇒ 𝑃𝑃 =
2 𝑃 2𝑃𝑃 +1

The relation (1) is called Fourier Bessel Expansion of f(x).

18.12 BER AND BEI FUNCTIONS

The differential equation generally encountered in the field of electrical engineering for finding the distribution of alternating currents in wires of circular cross section is as
follows:

𝑃 2𝑃 𝑃𝑃 2 +

𝑃𝑃 𝑃𝑃

− 𝑃 𝑃𝑃 = 0
(1)

which is the special case of first form of differential equation reducible to Bessel equation with 𝑃 = 0

and 𝑃2 = −𝑃, so that 𝑃 = −𝑃 = 𝑃 𝑃 = 𝑃

3 2 (Refer Art 18.9).

Thus, the general solution of differential equation (1) is given by

𝑃 = 𝑃1𝑃0 𝑃
3 2 𝑃 + 𝑃2𝑃0 𝑃

32𝑃

Now 𝑃0 𝑃

32𝑃=1−

𝑃3𝑃 2 22 +

𝑃6𝑃 4 (2!)2 24 −

𝑃9𝑃 6 (3!)2 26 +

𝑃12 𝑃 8 (4!)2 28 − ⋯
=1−

+𝑃

𝑃 2 22 −

𝑃6
 22.42.62 +

𝑃 10
22.42.62.82.102 − ⋯ (2)

which is complex for x is real.

The series in the brackets of (2) is defined as

𝑃𝑃𝑃 𝑃 = 1 −

𝑃 4 22.42 +

𝑃8
22.42.62.82 − ⋯

=1+

∞ 𝑃 =1

(−1)𝑃 .

𝑃 4𝑃
22.42.62⋯(4𝑃 )2

and 𝑃𝑃𝑃 𝑃 =

𝑃 2 22 −

𝑃6
22.42.62 +

𝑃 10
22.42.62.82.102 − ⋯

30

=−

∞ 𝑃 =1

(−1)𝑃 .

𝑃 4𝑃 −2
22.42.62⋯(4𝑃 −2)2

where ber stands for Bessel real and bei for Bessel imaginary.

Thus we have 𝑃0 𝑃

3 2 𝑃 = 𝑃𝑃𝑃 𝑃 + 𝑃 𝑃𝑃𝑃(𝑃)

Similarly, decomposing 𝑃0 𝑃 known as ker (x) and kei (x).

 3 2 𝑃 into real and imaginary parts, we obtain another two functions

Properties of ber and bei functions

1.

2.

𝑃 𝑃𝑃 𝑃 𝑃𝑃

𝑃.

𝑃.

𝑃 𝑃𝑃 𝑃 𝑃𝑃

𝑃𝑃𝑃 (𝑃) = −𝑃 𝑃𝑃𝑃 (𝑃)

𝑃𝑃𝑃 (𝑃) = −𝑃 𝑃𝑃𝑃 (𝑃)

Example 17: Solve 𝑃′′ +

𝑃′ 𝑃

+𝑃−

𝑃 𝑃𝑃𝑃 𝑃 = 𝑃
Solution:

𝑃′′ +

𝑃′𝑃

+1−

1 9𝑃 2 𝑃 = 0

𝑃2𝑃′′ + 𝑃𝑃′ + 𝑃2 −
19

𝑃 =0
Comparing with Bessel’s equation

𝑃2𝑃′′ + 𝑃𝑃′ + 𝑃2 − 𝑃2 𝑃 = 0
We find 𝑃 =

13

∴ The solution of the given equation is 𝑃 = 𝑃1𝑃1 3

𝑃 + 𝑃2𝑃1
 3

𝑃
Example 18: Solve 𝑃′′ +

𝑃′ 𝑃

+𝑃−

𝑃.𝑃𝑃 𝑃𝑃 𝑃 = 𝑃
Solution: 𝑃′′ +

𝑃 ′ 𝑃 𝑃′′ +

+1−

6.25 𝑃2 𝑃 = 0

𝑃′𝑃

+1−

100 625 𝑃 2 𝑃 = 0

Comparing with the Bessel’s equation, we find 𝑃 =

∴ The solution of the given equation is 𝑃 = 𝑃1𝑃2 5

Example 19: Solve 𝑃𝑃′′ + 𝑃′ +

𝑃𝑃

𝑃 =𝑃
Solution: Let 𝑃 = 𝑃

1 𝑃 , so that

25

10 25 𝑃 + 𝑃2𝑃2

𝑃
5

𝑃𝑃 𝑃𝑃

=
𝑃𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃

1𝑃

1𝑃

−1.

𝑃𝑃 𝑃𝑃

1𝑃

𝑃 1−𝑃 .

𝑃𝑃 𝑃𝑃

𝑃 2𝑃 𝑃𝑃 2 =

𝑃 𝑃𝑃
1𝑃

𝑃𝑃 −1.

𝑃𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃

1𝑃

. 1 − 𝑃 𝑃−𝑃 .

𝑃𝑃 𝑃𝑃

1𝑃

𝑃1−𝑃 𝑃 2𝑃

𝑃𝑃 2 ×
1𝑃

𝑃1−𝑃
=

𝑃 2 1 − 𝑃 𝑃1−2𝑃 𝑃𝑃

𝑃𝑃

𝑃 2 𝑃2−2𝑃 𝑃 2𝑃 𝑃𝑃 2

31

𝑃 2𝑃 𝑃𝑃 2 +

𝑃𝑃 𝑃𝑃

14

𝑃𝑃

𝑃 2 1 − 𝑃 𝑃1−2𝑃 𝑃𝑃

𝑃𝑃
+ 𝑃 2−2𝑃 𝑃 2𝑃

𝑃𝑃 2 +
1𝑃

𝑃1−𝑃 𝑃𝑃 𝑃𝑃

14

𝑃 =0

⇒
1
𝑃 2 𝑃2−𝑃 𝑃 2𝑃 𝑃2 𝑃 2𝑃

𝑃𝑃 2 +
1−𝑃

𝑃 2 𝑃1−𝑃 𝑃𝑃

𝑃𝑃

1𝑃

𝑃1−𝑃 𝑃𝑃 𝑃𝑃

14

𝑃 =0

𝑃𝑃 2 + 1 − 𝑃 + 𝑃 𝑃

𝑃𝑃 𝑃𝑃

14

𝑃2𝑃𝑃 𝑃 = 0

⇒ 𝑃2 𝑃 2𝑃

𝑃 𝑃 2+𝑃

𝑃𝑃 𝑃𝑃

14

𝑃2𝑃𝑃 𝑃 = 0
Comparing with

𝑃 2𝑃 𝑃𝑃 2 + 𝑃

𝑃𝑃 𝑃𝑃
+ 𝑃2𝑃𝑃 = 0

We get

𝑃 = 1, 𝑃2 =
i.e. 𝑃2 = 1 and 𝑃 =

𝑃 24
1−𝑃

, 𝑃 − 1 = 1 it implies 𝑃 = 2

=0

∴ The solution of the given equation is

𝑃 = 𝑃1𝑃0 𝑃 + 𝑃2𝑃0 𝑃 = 𝑃1𝑃0 𝑃 + 𝑃2𝑃0 𝑃

Example 20: Solve 𝑃𝑃′′ + 𝑃𝑃′ +

𝑃𝑃

𝑃𝑃 = 𝑃
Solution: Let 𝑃 = 𝑃𝑃 𝑃 so that

𝑃𝑃 𝑃𝑃
= 𝑃𝑃 𝑃𝑃 𝑃𝑃

+ 𝑃𝑃𝑃−1𝑃

𝑃 2𝑃

𝑃𝑃 2 = 𝑃𝑃 𝑃 2𝑃

𝑃𝑃 2 + 2𝑃𝑃𝑃−1 𝑃𝑃

𝑃𝑃

∴ 𝑃𝑃′′ + 2𝑃′ +
12

𝑃𝑃 = 0

𝑃𝑃+1 𝑃 2𝑃

𝑃𝑃 2 + 2𝑃 + 2 𝑃𝑃 𝑃𝑃

𝑃𝑃
+ 𝑃 𝑃 − 1 𝑃𝑃−2𝑃

+ 𝑃 𝑃 − 1 + 2𝑃 𝑃𝑃−1 +

𝑃𝑃+1𝑃 = 0
12
⇒

𝑃2 𝑃 2𝑃

𝑃𝑃 2 + 2 𝑃 + 1 𝑃

𝑃𝑃 𝑃𝑃

+𝑃𝑃+1+

𝑃2 𝑃 = 0
12

Taking 2 𝑃 + 1 = 1 i.e. 𝑃 = −

12

𝑃2 𝑃 2𝑃

𝑃𝑃 2 + 𝑃

𝑃𝑃 𝑃𝑃
1+2

𝑃2 −
14

𝑃 =0

⇒ 𝑃 = 𝑃1𝑃1 2
12

𝑃 + 𝑃2𝑃1 2
12

⇒ 𝑃 = 𝑃−
1 2 𝑃1𝑃1 2

𝑃2
+ 𝑃2𝑃1 2

𝑃2

32
 Example 21: Solve 𝑃𝑃′′ + 𝑃 = 𝑃 (1)

Solution: Let 𝑃 = 𝑃

1 𝑃 , so that

𝑃𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃

1𝑃

𝑃1−𝑃 𝑃𝑃 𝑃𝑃
and

𝑃 2𝑃 𝑃𝑃 2 =

𝑃 𝑃𝑃
1𝑃

𝑃1−𝑃 𝑃𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃

1𝑃

𝑃1−𝑃 𝑃 2𝑃

𝑃𝑃 2 +
1𝑃

1 − 𝑃 𝑃−𝑃 .

𝑃𝑃 𝑃𝑃
1𝑃

𝑃1−𝑃

∴ 𝑃𝑃′′ + 𝑃 = 0

⇒
⇒

𝑃𝑃
1

𝑃 2 𝑃2−2𝑃 𝑃 2𝑃

𝑃𝑃 2 +
1

𝑃 2 1 − 𝑃 𝑃1−2𝑃 𝑃𝑃

𝑃𝑃

+𝑃=0

𝑃2−𝑃 𝑃 2𝑃

𝑃𝑃 2 + 1 − 𝑃 𝑃1−𝑃 𝑃𝑃

𝑃𝑃
+ 𝑃2𝑃 = 0

𝑃 2𝑃

𝑃𝑃 2 + 1 − 𝑃 𝑃𝑃

𝑃𝑃
+ 𝑃2𝑃𝑃−1𝑃 = 0 (2)

Comparing both

𝑃𝑃′′ + 𝑃𝑃′ + 𝑃2𝑃𝑃 = 0

We will have

𝑃 = 1 − 𝑃, 𝑃 = 𝑃 and 𝑃 − 1 = 1
i.e. 𝑃 = 2, 𝑃 = 2 and 𝑃 = 1 − 2 = −1

∴ 𝑃=
1−𝑃

1+1

2
 =1

Hence the solution of the equation (2) will be

𝑃 = 𝑃 𝑃1𝑃1 2𝑃 + 𝑃2𝑃1 2𝑃

⇒𝑃 =𝑃
1 2 𝑃1𝑃1 2 𝑃 + 𝑃2𝑃1 2 𝑃

Example 22: Solve 𝑃′′ + 𝑃𝑃 −

𝑃𝑃 𝑃𝑃 𝑃 = 𝑃 (1)
Solution: Let 𝑃 = 𝑃

1 𝑃 or 𝑃 = 𝑃𝑃 , so that

𝑃𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃

1𝑃

𝑃1−𝑃 𝑃𝑃 𝑃𝑃
and

𝑃 2𝑃 𝑃𝑃 2 =

𝑃 𝑃𝑃
1𝑃

𝑃1−𝑃 𝑃𝑃 𝑃𝑃

𝑃𝑃 𝑃𝑃

1𝑃

𝑃1−𝑃 𝑃 2𝑃

𝑃𝑃 2 +
1𝑃

1 − 𝑃 𝑃−𝑃 .
 𝑃𝑃 𝑃𝑃
1𝑃

𝑃1−𝑃
1

𝑃 2 𝑃2−2𝑃 𝑃 2𝑃

𝑃𝑃 2 +

⇒
1

𝑃 2 1 − 𝑃 𝑃1−2𝑃 𝑃𝑃

𝑃𝑃

+ 9𝑃𝑃 −

20 𝑃 2𝑃 𝑃 = 0

33

𝑃2 𝑃 2𝑃

𝑃𝑃 2 + 1 − 𝑃 𝑃

𝑃𝑃 𝑃𝑃

𝑃2 𝑃 2𝑃

𝑃𝑃 2 + 1 − 𝑃 𝑃

𝑃𝑃 𝑃𝑃
+ 𝑃2 9𝑃3𝑃 − 20 𝑃 = 0

+ 9𝑃2𝑃3𝑃 − 20𝑃2 𝑃 = 0

Taking 3𝑃 = 2 i.e. 𝑃 =

23

, we will have

𝑃2 𝑃 2𝑃

𝑃𝑃 2 +
13
 𝑃

𝑃𝑃 𝑃𝑃

+ 4𝑃2 −

80 9

𝑃 = 0 (2)
Now let 𝑃 = 𝑃𝑃 𝑃 𝑃 , so that

𝑃𝑃 𝑃𝑃
= 𝑃𝑃 𝑃𝑃 𝑃𝑃

+ 𝑃𝑃𝑃−1𝑃 ,

𝑃 2𝑃

𝑃𝑃 2 = 𝑃𝑃 𝑃 2𝑃

𝑃𝑃 2 + 2𝑃𝑃𝑃−1 𝑃𝑃

𝑃𝑃
+ 𝑃 𝑃 − 1 𝑃𝑃 −2𝑃

Substituting these in (2), we get

𝑃𝑃+2 𝑃 2𝑃

𝑃 𝑃 2 + 2𝑃 +
13

𝑃𝑃+1 𝑃𝑃 𝑃𝑃

+𝑃𝑃−1+

13

𝑃−
80 9

𝑃𝑃 + 4𝑃𝑃+2 𝑃 = 0 (3)
Now for 2𝑃 +

13

= 1, 𝑃 =

13

and 𝑃 𝑃 − 1 +

13
 𝑃−
80 9

13

×−

23

13

13

−
80 9

=−

81 9

= −9

∴ Dividing (3) by 𝑃𝑃 and substituting for 𝑃, we will have

𝑃2 𝑃 2𝑃

𝑃𝑃 2 + 𝑃

𝑃𝑃 𝑃𝑃
+ 4𝑃2 − 9 𝑃 = 0 (4)

The solution of (4) is

𝑃 = 𝑃1𝑃3 2𝑃 + 𝑃2𝑃3 2𝑃

⇒𝑃 =𝑃
1

3 𝑃1𝑃3 2𝑃 + 𝑃2𝑃3 2𝑃

⇒𝑃 =𝑃
1332

𝑃1𝑃3 2𝑃
3 2 + 𝑃2𝑃3 2𝑃

32

=𝑃
 1 2 𝑃1𝑃3 2𝑃

3 2 + 𝑃2𝑃3 2𝑃

32

Example 23: Show that

(i) 𝑃𝑃𝑃𝑃 𝑃 is a solution of the equation 𝑃𝑃′′ + 𝑃 − 𝑃𝑃 𝑃′ + 𝑃𝑃 = 𝑃 .

(ii) 𝑃−𝑃𝑃𝑃 𝑃 is the solution of the equation 𝑃𝑃′′ + 𝑃 + 𝑃𝑃 𝑃′ + 𝑃𝑃 = 𝑃

Solution: Let 𝑃 = 𝑃𝑃 𝑃𝑃 𝑃

𝑃𝑃 𝑃𝑃
= 𝑃𝑃 𝑃𝑃

′ 𝑃 + 𝑃𝑃𝑃−1𝑃𝑃 𝑃
and

𝑃 2𝑃 𝑃𝑃 2 = 𝑃𝑃 𝑃𝑃

′′ 𝑃 + 2𝑃𝑃𝑃−1𝑃𝑃

′ 𝑃 + 𝑃 𝑃 − 1 𝑃𝑃−2𝑃𝑃 𝑃

34

∴ 𝑃𝑃′′ + 1 − 2𝑃 𝑃′ + 𝑃𝑃
= 𝑃𝑃 +1𝑃𝑃

′′ 𝑃 + 2𝑃𝑃𝑃 𝑃𝑃

′ 𝑃 + 𝑃 𝑃 − 1 𝑃𝑃−1𝑃𝑃 𝑃
+ 1 − 2𝑃 𝑃𝑃 𝑃𝑃

′ 𝑃 + 𝑃𝑃𝑃−1𝑃𝑃 𝑃 + 𝑃𝑃+1𝑃𝑃 𝑃
= 𝑃𝑃+1𝑃𝑃
 ′′ 𝑃 + 𝑃𝑃 𝑃𝑃

′ 𝑃 2𝑃 + 1 − 2𝑃
+ 𝑃 𝑃 − 1 + 𝑃 1 − 2𝑃 𝑃𝑃−1 + 𝑃𝑃+1 𝑃𝑃 𝑃

= 𝑃𝑃−1 𝑃2𝑃𝑃

′′ 𝑃 + 𝑃𝑃

′ 𝑃 + 𝑃2 − 𝑃2 𝑃𝑃 𝑃 = 0
As 𝑃𝑃 𝑃 is the Bessel function and is a solution of 𝑃2𝑃′′ + 𝑃′ + 𝑃2 − 𝑃2 𝑃 = 0

Hence, 𝑃𝑃 𝑃𝑃 𝑃 satisfy the given equation and therefore is a solution of it.

Example 24: Show under the transformations 𝑃 =

𝑃𝑃
Bessel’s equation becomes 𝑃′′ +

𝑃+

𝑃−𝑃𝑃𝑃 𝑃𝑃𝑃 𝑃 = 𝑃; Hence find the solution of this equation.

Solution: We know that the Bessel’s equation is

𝑃2𝑃′′ + 𝑃𝑃′ + 𝑃2 − 𝑃2 𝑃 = 0 (1)

Taking 𝑃 =

𝑃𝑃

𝑃′ =
1𝑃

𝑃′ + −

𝑃−
3 2𝑃,

12

and 𝑃′′ =

1𝑃

𝑃′′ + 2 −

𝑃−
3 2 𝑃′ + −
 12

12

𝑃−
52𝑃

32

Substituting these into (1), we get

𝑃2
1𝑃

𝑃′′ − 𝑃−

⇒
Hence the Bessel’s equation (1) becomes (2) as desired.

Now the solution of (1) is 𝑃 = 𝑃1𝑃𝑃 𝑃 + 𝑃2𝑃𝑃 𝑃 (3)

⇒
Example 25: By the use of the substitution 𝑃 =

𝑃𝑃
so that the solution of the equation 𝑃𝑃 𝑃𝑃𝑃

𝑃𝑃𝑃 +

𝑃𝑃 𝑃𝑃
+ 𝑃𝑃 −

𝑃 𝑃 = 𝑃 can be written in the form 𝑃 = 𝑃𝑃 𝑃

𝑃𝑃𝑃 𝑃 𝑃
+ 𝑃𝑃

35

𝑃𝑃𝑃𝑃
.

Solution: Taking 𝑃 =

𝑃𝑃

𝑃𝑃 𝑃𝑃

1𝑃

𝑃𝑃 𝑃𝑃

−
12

𝑃−
3 2 𝑃 and

1 𝑃 2𝑃 𝑃𝑃 2 = 𝑃− 2

Substituting these in the given equation, we get

𝑃 2𝑃 𝑃𝑃 2 − 𝑃−
32

𝑃𝑃 𝑃𝑃

34

𝑃−
52𝑃

𝑃2 𝑃−
12
𝑃 2𝑃 𝑃𝑃 2 − 𝑃−
32

𝑃𝑃 𝑃𝑃

34

𝑃−
2 𝑃 + 𝑃 𝑃−

12

𝑃𝑃 𝑃𝑃

−
12

𝑃−
3 2 𝑃 + 𝑃2 −

𝑃−
12𝑃=0

14

⇒
32

𝑃 2𝑃 𝑃𝑃 2 − 𝑃
12

𝑃𝑃 𝑃𝑃

34

𝑃−
1 2𝑃 + 𝑃

12

𝑃𝑃 𝑃𝑃
 −
12

𝑃−
1 2𝑃 + 𝑃

32−

𝑃−
12𝑃=0

14

32

𝑃 2𝑃 𝑃𝑃 2 + 𝑃
3 2 𝑃 = 0 It implies

𝑃 2𝑃 𝑃𝑃 2 + 𝑃 = 0
Its Auxiliary equation is 𝑃2 + 1 = 0 it implies 𝑃 = ±𝑃

𝑃 𝑃 = 𝑃1 cos 𝑃 + 𝑃2 sin 𝑃
Hence

𝑃=

𝑃𝑃
= 𝑃1

cos 𝑃 𝑃

+ 𝑃2

sin 𝑃 𝑃

Example 26: Show that

𝑃 𝑃𝑃𝑃𝑃𝑃 + 𝑃𝑃𝑃𝑃𝑃 𝑃𝑃 = 𝑃 𝑃𝑃𝑃 𝑃. 𝑃𝑃𝑃′ 𝑃 − 𝑃𝑃𝑃 𝑃. 𝑃𝑃𝑃′ 𝑃 𝑃

Solution: We know 𝑃𝑃𝑃 𝑃 = 1 +

∞ 𝑃 =1

−1 𝑃
 𝑃 4𝑃
22.42.62…. 4𝑃 2

and 𝑃𝑃𝑃 𝑃 = −

∞ 𝑃 =1

−1 𝑃

𝑃 4𝑃 −2
22.42.62…… 4𝑃 −2 2

𝑃 𝑃𝑃

𝑃 𝑃𝑃𝑃′ 𝑃 = 𝑃 𝑃𝑃𝑃 𝑃

∴ 𝑃 𝑃𝑃𝑃2 𝑃 + 𝑃𝑃𝑃2 𝑃 𝑃𝑃

𝑃0

= 𝑃 𝑃𝑃𝑃 𝑃 . 𝑃𝑃𝑃 𝑃 + 𝑃 𝑃𝑃𝑃 𝑃 𝑃𝑃𝑃 𝑃 𝑃𝑃

𝑃0
=

𝑃0

𝑃 𝑃𝑃

𝑃 𝑃𝑃𝑃′ 𝑃 . 𝑃𝑃𝑃 𝑃 −

𝑃 𝑃𝑃

𝑃 𝑃𝑃𝑃′ 𝑃 𝑃𝑃𝑃 𝑃 𝑃𝑃

= 𝑃𝑃𝑃 𝑃. 𝑃 𝑃𝑃𝑃′ 𝑃 − 𝑃𝑃𝑃′ 𝑃 𝑃 𝑃𝑃𝑃′𝑃 𝑃𝑃 − 𝑃𝑃𝑃 𝑃 𝑃 𝑃𝑃𝑃′ 𝑃 + 𝑃𝑃𝑃′ 𝑃𝑃 𝑃𝑃𝑃′𝑃𝑃𝑃0𝑃

= 𝑃 𝑃𝑃𝑃 𝑃. 𝑃𝑃𝑃′ 𝑃 − 𝑃𝑃𝑃 𝑃. 𝑃𝑃𝑃′ 𝑃 hence proved

Example 27: If 𝑃𝑃, 𝑃𝑃, 𝑃𝑃, … … 𝑃𝑃 are the positive roots of 𝑃𝑃 𝑃 = 𝑃, prove that

𝑃 (i) 𝑃

∞ 𝑃=𝑃

𝑃𝑃 𝑃𝑃 𝑃 𝑃𝑃𝑃𝑃 𝑃𝑃
(ii) 𝑃𝑃 = 𝑃
 ∞ 𝑃=𝑃

𝑃−𝑃

𝑃𝑃 𝑃𝑃𝑃 𝑃𝑃

𝑃𝑃

𝑃𝑃 𝑃𝑃 𝑃
Solutions: (i) Let the Fourier Bessel expression of

12

is

12

∞ 𝑃=1

𝑃𝑃 𝑃0 𝑃𝑃 𝑃
and integrating with

respect to ′𝑃′ from 0 to 1, we get

10

12

𝑃𝑃0 𝑃𝑃 𝑃

𝑃𝑃 = 𝑃𝑃 𝑃𝑃0
10

2 𝑃𝑃 𝑃 𝑃𝑃 = 𝑃𝑃

12

𝑃1 𝑃𝑃 2

36
 ⇒

𝑃𝑃
12

Let

𝑃𝑃 𝑃 = 𝑃 it implies 𝑃𝑃 =

𝑃𝑃 𝑃𝑃

𝑃 → 0, 1 It implies 𝑃 → 0 𝑃𝑃 𝑃𝑃

12

𝑃𝑃 0

𝑃 𝑃𝑃

𝑃0 𝑃 𝑃𝑃 𝑃𝑃

1 2𝑃𝑃

2 𝑃 𝑃0 𝑃 𝑃𝑃

𝑃𝑃 0

𝑃𝑃 2 0
=

1 2𝑃𝑃

2 𝑃 𝑃1 𝑃 0

∴ 𝑃𝑃
12

𝑃1
2 𝑃𝑃 =

It implies

𝑃𝑃 =
1

𝑃𝑃 𝑃1 𝑃𝑃
(ii) Let the Fourier-Bessel expansion of 𝑃2 is 𝑃2 =

we get 𝑃3𝑃0 𝑃𝑃 𝑃
10

⇒ 𝑃𝑃
12

𝑃1

𝑃𝑃 2 𝑃𝑃 = 0

𝑃 3 3 𝑃0 𝑃 1 𝑃𝑃 𝑃𝑃
=

𝑃𝑃 =
2

𝑃1 𝑃𝑃

𝑃𝑃
2−4 3

𝑃𝑃

37

Hence

𝑃2 = 2
2−4

𝑃𝑃 3𝑃1 𝑃𝑃

𝑃𝑃
 𝑃0 𝑃𝑃 𝑃
Example 28: Expand 𝑃 𝑃 = 𝑃𝑃 in the interval 𝑃 < 𝑃 < 3 in terms of function 𝑃𝑃 𝑃𝑃 𝑃 where 𝑃𝑃 are determined by 𝑃𝑃 𝑃𝑃 = 𝑃.

Solution: Let the Fourier-Bessel expansion of 𝑃 𝑃 = 𝑃2 is

𝑃2 =

∞ 𝑃=1

𝑃𝑃 𝑃1 𝑃𝑃 𝑃
, multiplying both sides by 𝑃𝑃 1 𝑃𝑃 𝑃 and integrating from 0

to 3,

we get

3 𝑃4 𝑃1 𝑃𝑃 𝑃 𝑃𝑃 = 𝑃𝑃 𝑃𝑃1 𝑃𝑃 𝑃 𝑃𝑃 0

30

Let

𝑃 = 3𝑃 so that 𝑃𝑃 = 3𝑃𝑃
8 𝑃4𝑃1 3𝑃𝑃 𝑃

𝑃0

3𝑃𝑃 = 𝑃𝑃 3𝑃 𝑃1

10

2 3𝑃𝑃 𝑃 3𝑃𝑃

𝑃𝑃 𝑃𝑃1
10

3𝑃𝑃 𝑃 𝑃𝑃 = 27 𝑃4𝑃1 3𝑃𝑃 𝑃 𝑃𝑃

10

𝑃𝑃
12

𝑃2
3𝑃𝑃 2 3𝑃𝑃 = 27 0

𝑃 4 81𝑃𝑃
4 𝑃1 𝑃 𝑃𝑃 3𝑃𝑃
 (where 3𝑃𝑃 𝑃 = 𝑃 and 𝑃𝑃 =

𝑃𝑃 3𝑃𝑃
)

1 9𝑃𝑃

3𝑃𝑃 5 0

𝑃4𝑃1 𝑃 𝑃𝑃

1 9𝑃𝑃

3𝑃𝑃 5 0

𝑃2 𝑃 𝑃𝑃

𝑃2𝑃2 𝑃 𝑃𝑃

1 9𝑃𝑃

1 9𝑃𝑃

1 9𝑃𝑃

1 9𝑃𝑃

5 𝑃2. 𝑃2𝑃2 𝑃 − 2𝑃. 𝑃2𝑃2 𝑃 𝑃𝑃 0

3𝑃𝑃

5 𝑃4𝑃2 𝑃 − 2

𝑃 𝑃𝑃
3𝑃𝑃

𝑃3𝑃 3 𝑃 𝑃𝑃 0
5 𝑃4𝑃2 𝑃 − 2𝑃3𝑃3 𝑃 0

3𝑃𝑃

5 81𝑃𝑃

4𝑃2 3𝑃𝑃 − 2 × 27𝑃𝑃

3𝑃3 3𝑃𝑃
 =

1 𝑃𝑃

2 9𝑃𝑃 𝑃2 3𝑃𝑃 − 2𝑃3 3𝑃𝑃

𝑃𝑃 =
6 2 3𝑃𝑃

𝑃𝑃
2𝑃2

3𝑃𝑃 𝑃2 3𝑃𝑃 − 2𝑃3 3𝑃𝑃

Hence 𝑃3 = 6

∞ 𝑃=1
3𝑃𝑃 𝑃2 3𝑃𝑃 −2𝑃3 3𝑃𝑃

𝑃𝑃
2𝑃2

2 3𝑃𝑃

𝑃1 𝑃𝑃 𝑃
ASSIGNMENT 18.4

1. Solve the differential equations:

(i)

(ii)

𝑃′′ +

𝑃′𝑃

+8−

1𝑃2𝑃=0

4𝑃′′ + 9𝑃𝑃 = 0

38

(iii)

𝑃2𝑃′′ − 𝑃𝑃′ + 4𝑃2𝑃 = 0

2. If 𝑃1, 𝑃2, … , 𝑃𝑃 are the positive roots of 𝑃0 𝑃 = 0, show that

12
 ∞

= 𝑃=1

𝑃0(𝑃𝑃 𝑃) 𝑃𝑃 𝑃1(𝑃𝑃 )
3. Expand 𝑃 𝑃 = 𝑃2 in the interval 0 < 𝑃 < 2 in terms of 𝑃2(𝑃𝑃 𝑃), where 𝑃𝑃 are determined

by 𝑃2 𝑃𝑃 = 0.

4. Prove that

(i)

(ii)

𝑃 𝑃𝑃 𝑃 𝑃𝑃

𝑃.

𝑃.

𝑃 𝑃𝑃 𝑃 𝑃𝑃

𝑃𝑃𝑃 (𝑃) = −𝑃 𝑃𝑃𝑃 (𝑃)

𝑃𝑃𝑃 (𝑃) = −𝑃 𝑃𝑃𝑃 (𝑃)

ANSWERS

1. (i) 𝑃 = 𝑃1𝑃1 2 2𝑃 + 𝑃2𝑃−1 2 2𝑃

(ii)

𝑃 = 𝑃 𝑃1𝑃1 3

𝑃
2 + 𝑃2𝑃−

13

32

𝑃
(iii)

𝑃 = 𝑃 𝑃1𝑃1 2 𝑃 + 𝑃2𝑃1 2𝑃
3. 𝑃2 = 4

∞ 𝑃=1

𝑃2(𝑃𝑃 𝑃)
 𝑃𝑃 𝑃3(2 𝑃𝑃 )
18.13 LEGENDRE’S EQUATION

Legendre’s equation is one of the important differential equations occurring in applied mathematics,

particularly in boundary value problems for spheres. It is given as

1 − 𝑃2 𝑃 2𝑃

𝑃𝑃 2 − 2𝑃

𝑃𝑃 𝑃𝑃
+ 𝑃 𝑃 + 1 𝑃 = 0 (1)

where n is given real number. In most applications, n takes integral values.

The singularities of this equation are 𝑃 = ±1. Substituting 𝑃 = 𝑃0𝑃𝑃 + 𝑃1𝑃𝑃+1 + 𝑃2𝑃𝑃+2 + ⋯ (𝑃0 ≠ 0) in (1), we get

𝑃0 𝑃 𝑃 − 1 𝑃𝑃 −2 + 𝑃1 𝑃 + 1 𝑃𝑃𝑃 −1 + ⋯

+ 𝑃𝑃+2 𝑃 + 𝑃 + 2 𝑃 + 𝑃 + 1 − 𝑃 + 𝑃 𝑃 + 𝑃 + 1 − 𝑃 𝑃 + 1 𝑃𝑃 𝑃𝑃 +𝑃 + ⋯ = 0

Equating to zero the co-efficient lowest powers of x, i.e of 𝑃𝑃 −2, we get

𝑃0 𝑃 𝑃 − 1 = 0 ⇒ 𝑃 = 0, 1 𝑃0 ≠ 0
Equating to zero the co-efficient of 𝑃𝑃 −1 and 𝑃𝑃 +𝑃 , we get

𝑃1 𝑃 + 1 𝑃 = 0 (2) 𝑃𝑃+2 𝑃 + 𝑃 + 2 𝑃 + 𝑃 + 1 − 𝑃 + 𝑃 𝑃 + 𝑃 + 1 − 𝑃 𝑃 + 1 𝑃𝑃 = 0 (3)

When 𝑃 = 0, (2) is satisfied and therefore 𝑃1 ≠ 0. Then (3) for 𝑃 = 0, 1,2, 3 … gives

𝑃2 = −

𝑃 𝑃+1
2!

𝑃0; 𝑃3 = −

𝑃−1 𝑃+2
3!

𝑃1;

39

𝑃4 = −

𝑃5 = −
(𝑃−2) 𝑃+3

4 .3

(𝑃−3) 𝑃+4
5.4

𝑃2 =

𝑃3 =

𝑃 𝑃−2 𝑃+1 (𝑃+3)

4!

𝑃0;
(𝑃−1) 𝑃−3 𝑃+2 (𝑃+4)

5!

𝑃1; 𝑃𝑃𝑃.
Therefore two independent solutions of (1) for 𝑃 = 0 are as follows:

𝑃1 = 𝑃0 1 −

𝑃 𝑃+1
2!

𝑃2 +

𝑃 𝑃−2 𝑃+1 (𝑃+3)

4!

𝑃4 − ⋯ (4)

𝑃2 = 𝑃1 𝑃 −

𝑃−1 𝑃+2
3!

𝑃3 +
(𝑃−1) 𝑃−3 𝑃+2 (𝑃+4)

5!

𝑃5 − ⋯ (5)
When 𝑃 = 1, 2 gives that 𝑃1 = 0. Therefore (3) gives

𝑃3 = 𝑃5 = 𝑃7 = 0

𝑃2 = −

𝑃 𝑃+1
2!
𝑃0; 𝑃4 =

𝑃 𝑃−2 𝑃+1 (𝑃+3)

4!

𝑃0; 𝑃𝑃𝑃
Thus for 𝑃 = 1, we get the solution (5) again. Hence the general solution of (1) is given by 𝑃 =

𝑃1 + 𝑃2.
Further, it is worth to note that if n is positive even integer, then (4) terminates at the term containing 𝑃𝑃 and 𝑃1 becomes a polynomial of degree n. Similarly, if n is positive
odd integer, then 𝑃2 becomes a polynomial of degree n. Thus, whenever n is a positive integer (even or odd), the

general solution of (1) always contains a polynomial of degree n and an infinite series.

These polynomial solutions, with 𝑃0 and 𝑃1 chosen properly so that the value of the polynomial

becomes one at 𝑃 = 1, are called Legendre’s Polynomials of degree n and is denoted by 𝑃𝑃(𝑃). The

infinite series with 𝑃0 and 𝑃1 chosen properly is called Legendre’s Function of second kind and is

denoted by 𝑃𝑃 𝑃 .

18.14 RODRIGUE’S FORMULA

Another presentation of Legendre’s Polynomials is given by

𝑃𝑃 𝑃 =

𝑃 𝑃! 𝑃𝑃

𝑃𝑃 𝑃𝑃𝑃 𝑃𝑃 − 𝑃

𝑃
(1)

is known as Rodrigue’s Formula.

Proof: Let 𝑃 = 𝑃2 − 1 𝑃 , then 𝑃1 =

𝑃𝑃 𝑃𝑃
= 2𝑃𝑃 𝑃2 − 1 𝑃−1

i.e. 1 − 𝑃2 𝑃1 + 2𝑃𝑃 𝑃 = 0 (2)

Differentiating (2), n+1 times by Leibnitz’ theorem,

1 − 𝑃2 𝑃𝑃+2 + 𝑃 + 1 −2𝑃 𝑃𝑃+1 +

1 2!

𝑃 + 1 𝑃 −2 𝑃𝑃
+2𝑃 𝑃𝑃𝑃+1 + (𝑃 + 1)𝑃𝑃 = 0 or 1 − 𝑃2 𝑃 2(𝑃𝑃 )

+ 𝑃 𝑃 + 1 (𝑃𝑃 ) = 0
 𝑃(𝑃𝑃 )

𝑃𝑃 2 − 2𝑃

𝑃𝑃
which is Legendre’s Equation and 𝑃𝑃𝑃 is its solution. Also its finite series solution is 𝑃𝑃 𝑃 .

40

∴ 𝑃𝑃 𝑃 = 𝑃𝑃𝑃 = 𝑃

𝑃 𝑃 𝑃𝑃 𝑃 𝑃2 − 1 𝑃 (3)
Putting 𝑃 = 1 in equation (3) for determining the value of the constant c, we get

1=𝑃

𝑃 𝑃 𝑃𝑃 𝑃 𝑃 − 1 𝑃 𝑃 + 1 𝑃

𝑃=1
= 𝑃 𝑃! 𝑃 + 1 𝑃 + 𝑃𝑃𝑃𝑃𝑃 𝑃𝑃𝑃𝑃 𝑃 − 1 𝑃𝑃𝑃 𝑃𝑃𝑃 𝑃𝑃𝑃𝑃𝑃𝑃 𝑃=1

= 𝑃. 𝑃! 2 𝑃 , 𝑃. 𝑃., 𝑃 =

1 𝑃! 2𝑃

Substituting the value of c in (3), we get eqution (1) which is known as Rodrigue’s formula.

18.15 LEGENDRE’S POLYNOMIALS

By Rodrigue’s formula we have

𝑃0 𝑃 = 1, 𝑃1 𝑃 = 𝑃,

𝑃2 𝑃 =
12

3𝑃2 − 1 , 𝑃3 𝑃 =

5𝑃3 − 3𝑃 ,

12

𝑃4 𝑃 =

𝑃5 𝑃 =
18

18

35𝑃4 − 30𝑃2 + 3 ,

63𝑃5 − 70𝑃3 + 15𝑃 .

𝑃 In general, 𝑃𝑃 𝑃 = 𝑃=0
 −1 𝑃 2𝑃−2𝑃 !
2𝑃 𝑃! 𝑃−𝑃 ! 𝑃−2𝑃 !

𝑃𝑃−2𝑃
where 𝑃 =

12

𝑃 𝑃𝑃
12

(𝑃 − 1) according as n is

even or odd.

This general expression for 𝑃𝑃 𝑃 in terms of sum of finite number of terms can be derived easily

from Rodrigue’s formula.

Example 29: Show that 𝑃𝑃 −𝑃 = −𝑃 𝑃𝑃𝑃 𝑃

Solution:

𝑃𝑃 𝑃 = −1 2

𝑃 𝑃=0
2𝑃−2𝑃 !

𝑃! 𝑃−𝑃 ! 𝑃−2𝑃 !

𝑃𝑃±2𝑃
Where

𝑃=

𝑃2
or

𝑃−1
2

∴ Replacing 𝑃 by – 𝑃, we will get

𝑃𝑃 𝑃 = −1 𝑃

𝑃 𝑃=0
2𝑃−2𝑃 !

𝑃! 𝑃−2𝑃 ! 𝑃−𝑃 !
 −1 𝑃−2𝑃𝑃𝑃−2𝑃

= −1 𝑃 −1 𝑃

∞ 𝑃=0
2𝑃−2𝑃 !

𝑃! 𝑃−𝑃 ! 𝑃−2𝑃 !

𝑃𝑃−2𝑃
, as −1 2𝑃 = 1

= −1 𝑃 𝑃𝑃 𝑃

Example 30: Express the following in the Legendre Polynomials

(i)

𝑃𝑃𝑃 + 𝑃 (ii) 𝑃𝑃 + 𝑃𝑃𝑃 − 𝑃 − 𝑃 (iii) 𝑃𝑃𝑃 − 𝑃𝑃𝑃 − 𝑃𝑃 + 𝑃

41

Solution: We know 𝑃𝑃 𝑃 =

𝑃! 2𝑃 𝑃𝑃 𝑃2 − 1 𝑃

∴ 𝑃0 𝑃 = 1 𝑃1 𝑃 = 𝑃 𝑃2 𝑃 =
12

3x2 − 1 𝑃3 𝑃 =

5𝑃3 − 3𝑃

12

(i)

5𝑃3 + 𝑃 = 2.

12

5𝑃3 − 3𝑃 + 4𝑃 = 2𝑃3 𝑃 + 4𝑃1 𝑃

𝑃3 =
15

2𝑃3 𝑃 + 3𝑃1 𝑃 , 𝑃2 =

13

2𝑃2 𝑃 + 𝑃0 𝑃 , 𝑃 = 𝑃1 𝑃 , 1 = 𝑃0 𝑃

(ii)

(iii)
𝑃3 + 2𝑃2 − 𝑃 − 3 =
1 5 2 5 4𝑃3 − 2𝑃2 − 3𝑃 + 8 =

2 3 𝑃1 𝑃 −

43

𝑃2 𝑃 −
2𝑃3 𝑃 + 3𝑃1 𝑃 + 2 5

𝑃3 𝑃 + 4 2𝑃3 𝑃 + 3𝑃1 𝑃 − 5 9 8 5 5

𝑃3 𝑃 −

𝑃2 𝑃 −
43

2 3 𝑃1 𝑃 +

73

𝑃0 𝑃
22 3

𝑃0 𝑃

2𝑃2 𝑃 + 𝑃0 𝑃 − 𝑃1 𝑃 − 𝑃0 𝑃

2𝑃2 𝑃 + 𝑃0 𝑃 − 3𝑃1 𝑃 + 8𝑃0 𝑃

18.16 GENERATING FUCTION FOR 𝑃𝑃(𝑃)

𝑃 − To show that 𝑃 − 𝑃𝑃𝑃 + 𝑃𝑃 𝑃 =

∞ 𝑃=𝑃

𝑃𝑃𝑃𝑃 𝑃
Proof: We know that

(1 − 𝑃)−

12=1+

12

𝑃+
.

3 1 2 2 2!

12
 𝑃2 +
.

3 2 3!

52

𝑃3 + ⋯
=1+

2!

1! 2 22 𝑃 +

4!

2! 2 24 𝑃2 +

6!

3! 2 26 𝑃3 + ⋯

∴ 1 − 𝑃 2𝑃 − 𝑃

1−2=1+

2!

1! 2 22 𝑃 2𝑃 − 𝑃 +

4!

2! 2 24 𝑃 2𝑃 − 𝑃

+⋯

(𝑃−𝑃)! 2 22𝑃 −2𝑃 (𝑃 2𝑃 − 𝑃 )𝑃−𝑃 + ⋯ + The term in 𝑃𝑃 from the term containing 𝑃𝑃−𝑃 2𝑃 − 𝑃 𝑃−𝑃

(2𝑃−2𝑃)!

(2𝑃)!

𝑃! 2 22𝑃 (𝑃 2𝑃 − 𝑃 )𝑃 (1)
=

(2𝑃−2𝑃)!

(𝑃−𝑃)! 2 22𝑃 −2𝑃 𝑃𝑃−𝑃 . 𝑃 − 𝑃𝑃𝑃

−𝑃 𝑃 2𝑃 𝑃−2𝑃
=

(2𝑃−2𝑃)!

(𝑃−𝑃)! 2 22𝑃 −2𝑃 ×

 𝑃−𝑃 !

𝑃! 𝑃−2𝑃 !

−1 𝑃𝑃𝑃 2𝑃 𝑃−2𝑃 =

−1 𝑃 (2𝑃−2𝑃)!
2𝑃 𝑃! 𝑃−𝑃 ! 𝑃−2𝑃 !

𝑃𝑃 𝑃𝑃−2𝑃
Collecting all terms in 𝑃𝑃 which will occur in the term containing 𝑃𝑃 2𝑃 − 𝑃 𝑃 and the proceeding

terms, we see that terms in 𝑃𝑃

𝑃 𝑃=0

−1 𝑃 (2𝑃−2𝑃)!

2𝑃 𝑃! 𝑃−𝑃 ! 𝑃−2𝑃 !

𝑃𝑃 𝑃𝑃−2𝑃
= 𝑃𝑃 𝑃 𝑃𝑃

where 𝑃 =

12

𝑃 𝑃𝑃
12

(𝑃 − 1) according as n is even or odd.

Hence (1) can be written as 1 − 2𝑃𝑃 + 𝑃2 −

12=

∞ 𝑃=0

𝑃𝑃 𝑃𝑃 𝑃
, which is known as generating

function of Legendre’s Polynomials.

18.17 RECURRENCE RELATION FOR 𝑃𝑃(𝑃)

I. 𝑃 + 𝑃 𝑃𝑃+𝑃 𝑃 = 𝑃𝑃 + 𝑃 𝑃𝑃 𝑃 − 𝑃𝑃𝑃−𝑃 𝑃 .

42

Proof: We have the generating functions

(1 − 2𝑃𝑃 + 𝑃2)−1/2 =
 ∞ 𝑃=0

𝑃𝑃 (𝑃)

𝑃𝑃 (1)
Differentiate partially w.r.t. t, we get

−
12

1 − 2𝑃𝑃 + 𝑃2 −

3 2(−2𝑃 + 2𝑃) =

∞ 𝑃=0

𝑃𝑃 (𝑃)

𝑃𝑃𝑃−1
1 − 2𝑃𝑃 + 𝑃2 −

3 2(𝑃 − 𝑃) =

∞ 𝑃=0

𝑃𝑃 (𝑃)

𝑃𝑃𝑃−1 (2)
1 − 2𝑃𝑃 + 𝑃2 −

1 2(𝑃 − 𝑃) = 1 − 2𝑃𝑃 + 𝑃2

∞ 𝑃=0

𝑃𝑃 (𝑃)

𝑃𝑃𝑃−1
(𝑃 − 𝑃)

∞ 𝑃=0

𝑃𝑃 (𝑃)

𝑃𝑃−1 = 1 − 2𝑃𝑃 + 𝑃2

∞ 𝑃=0

𝑃𝑃 (𝑃)

𝑃𝑃𝑃−1
Comparing the coefficients of 𝑃𝑃 from both sides, we get

𝑃 𝑃𝑃 𝑃 − 𝑃𝑃−1 𝑃 = 𝑃 + 1 𝑃𝑃+1 𝑃 − 2𝑃𝑃𝑃𝑃 𝑃 + (𝑃 − 1)𝑃𝑃−1(𝑃)

𝑃 + 1 𝑃𝑃+1 𝑃 = 2𝑃 + 1 𝑃 𝑃𝑃 𝑃 − 𝑃𝑃𝑃−1(𝑃)
II. 𝑃 𝑃𝑃 𝑃 = 𝑃𝑃𝑃

′ 𝑃 − 𝑃′

𝑃−𝑃 𝑃 .
Proof: Differentiating (1) partially w.r.t x, we obtain

−
12

1 − 2𝑃𝑃 + 𝑃2 −

3 2(−2𝑃) =

∞ 𝑃=0

′ (𝑃)

𝑃𝑃

𝑃𝑃

𝑃 1 − 2𝑃𝑃 + 𝑃2 −
32=

∞ 𝑃=0

′ (𝑃)

𝑃𝑃

𝑃𝑃 (3)
Dividing (2) by (3), we get

𝑃−𝑃

∞𝑃 =0 ∞ 𝑃 =0

𝑃 𝑃𝑃 𝑃𝑃

′ (𝑃) ′ (𝑃)
 𝑃 𝑃 −1 𝑃 𝑃

𝑃−𝑃

∞ 𝑃=0

′𝑃

𝑃𝑃

𝑃𝑃 = 𝑃.

∞ 𝑃=0

𝑃 𝑃𝑃

′ (𝑃)

𝑃𝑃−1 =

∞ 𝑃=0

𝑃𝑃

′ (𝑃)

𝑃𝑃
Comparing the coefficient of 𝑃𝑃 from both sides, we get

𝑃𝑃𝑃

′ 𝑃 − 𝑃′

𝑃−1 𝑃 = 𝑃 𝑃𝑃 𝑃
III. (𝑃𝑃 + 𝑃) 𝑃𝑃 𝑃 = 𝑃′

𝑃+𝑃 𝑃 − 𝑃′

𝑃−𝑃 𝑃 .
Proof: From relation I, we have

𝑃 + 1 𝑃𝑃+1 𝑃 = 2𝑃 + 1 𝑃𝑃 𝑃 − 𝑃𝑃𝑃−1 𝑃
Differentiating w.r.t x, we get

𝑃 + 1 𝑃′

𝑃+1 𝑃 = 2𝑃 + 1 𝑃𝑃 𝑃 + 2𝑃 + 1 𝑃 𝑃𝑃

′ 𝑃 − 𝑃𝑃′
𝑃−1 𝑃 (4)
Using 𝑃𝑃𝑃

Or 𝑃𝑃𝑃

𝑃−1 𝑃 = 𝑃 𝑃𝑃 𝑃

′ 𝑃 − 𝑃′ ′ 𝑃 = 𝑃 𝑃𝑃 𝑃 + 𝑃′

𝑃−1 𝑃 (5)

Now eliminating the term 𝑃𝑃𝑃 𝑃 + 1 𝑃′

′ 𝑃 from (4) using (5), we get 𝑃+1 𝑃 = 2𝑃 + 1 𝑃𝑃 𝑃 + 2𝑃 + 1 𝑃 𝑃𝑃 𝑃 + 𝑃′ 𝑃+1 𝑃 = 𝑃 + 1 2𝑃 + 1 𝑃𝑃 𝑃 + 𝑃 + 1 𝑃′ 𝑃+1 𝑃 = 2𝑃 + 1 𝑃𝑃 𝑃 + 𝑃′

𝑃−1 𝑃

𝑃−1 𝑃

𝑃−1 𝑃 − 𝑃𝑃′

𝑃−1 𝑃

43

𝑃 + 1 𝑃′

𝑃′

2𝑃 + 1 𝑃𝑃 𝑃 = 𝑃′

𝑃+1 𝑃 − 𝑃′

𝑃−1 𝑃
IV.

𝑃𝑃

′ 𝑃 = 𝑃 𝑃′

𝑃−𝑃 𝑃 − 𝑃 𝑃𝑃−𝑃 𝑃 .
Proof: Rewriting (4) as

𝑃 + 1 𝑃′

𝑃+1 𝑃

= 2𝑃 + 1 𝑃𝑃 𝑃 + 𝑃 + 1 𝑃 𝑃𝑃

= 2𝑃 + 1 𝑃𝑃 𝑃 + 𝑃 + 1 𝑃 𝑃𝑃

′ 𝑃 + 𝑃 𝑃𝑃′ ′ 𝑃 + 𝑃2𝑃𝑃 𝑃
 𝑃−1 𝑃 − 𝑃′

𝑃−1 𝑃

= 𝑃 + 1 𝑃 𝑃𝑃 = 𝑃 + 1 𝑃 𝑃𝑃 𝑃′

𝑃+1 𝑃 = 𝑃 𝑃𝑃

′ 𝑃 + (𝑃 + 1)𝑃𝑃 𝑃

′ 𝑃 + 𝑃2 + 2𝑃 + 1 𝑃𝑃 𝑃 ′ 𝑃 + (𝑃 + 1)2𝑃𝑃 𝑃
V.

(𝑃 − 𝑃𝑃)𝑃𝑃

′ 𝑃 = 𝑃 𝑃𝑃−𝑃 𝑃 − 𝑃 𝑃𝑃 𝑃 .
Proof: From Relation II, we have

𝑃𝑃𝑃

′ 𝑃 − 𝑃′

𝑃−1 𝑃 = 𝑃 𝑃𝑃 𝑃 (6)
Also from relation IV, we have

𝑃′

𝑃 𝑃 − 𝑃 𝑃𝑃−1

′ 𝑃 = 𝑃 𝑃𝑃−1 𝑃 (7)
Multiply equation (7) by x and subtracting form equation (6), we get (1 − 𝑃2)𝑃𝑃

′ 𝑃 = 𝑃 𝑃𝑃−1 𝑃 − 𝑃 𝑃𝑃 𝑃
18.18 ORTHOGONALITY OF LEGENDRE`S POLYNOMIALS

The Legendre Polynomial 𝑃𝑃 𝑃 satisfy the following orthogonality property

𝑃, 𝑃 ≠ 𝑃

𝑃𝑃 𝑃 . 𝑃𝑃 𝑃 𝑃𝑃 = −𝑃

𝑃𝑃 + 𝑃

,𝑃=𝑃

Proof: Both of the cases are discussed as follows:

Case I: 𝑃 ≠ 𝑃

Let the Legendre polynomials 𝑃𝑃 𝑃 and 𝑃𝑃 𝑃 satisfy the differential equations 1 − 𝑃2 𝑃′′

𝑃 + 𝑃 𝑃 + 1 𝑃𝑃 = 0 (1)
1 − 𝑃2 𝑃′′

𝑃 + 𝑃 𝑃 + 1 𝑃𝑃 = 0 (2)

𝑃 − 2𝑃 𝑃′ 𝑃 − 2𝑃 𝑃′
Multiplying (1) by 𝑃𝑃 𝑃 and (2) 𝑃𝑃 𝑃 and then subtracting we get 1 − 𝑃2 𝑃′′

𝑃 . 𝑃𝑃 − 2𝑃 𝑃′

𝑃 . 𝑃𝑃 − 𝑃′′

𝑃 . 𝑃𝑃 − 𝑃′

𝑃 . 𝑃𝑃
+ 𝑃 𝑃 + 1 − 𝑃(𝑃 + 1) 𝑃𝑃 . 𝑃𝑃 = 0

𝑃 𝑃𝑃
1 − 𝑃2 (𝑃′

𝑃 . 𝑃𝑃 − 𝑃′

𝑃 . 𝑃𝑃 ) + 𝑃 − 𝑃 (𝑃 + 𝑃 + 1)𝑃𝑃 𝑃𝑃 = 0

𝑃 − 𝑃 𝑃 + 𝑃 + 1 𝑃𝑃 𝑃𝑃 = −

𝑃 𝑃𝑃
1 − 𝑃2 (𝑃′

𝑃 . 𝑃𝑃 − 𝑃′

𝑃 . 𝑃𝑃 )
Integrating from -1 to 1 both sides

𝑃 − 𝑃 𝑃 + 𝑃 + 1 𝑃𝑃 𝑃 . 𝑃𝑃 𝑃 𝑃𝑃
1 −1

= − 1 − 𝑃2 (𝑃′

𝑃 . 𝑃𝑃 − 𝑃′

𝑃 . 𝑃𝑃 ) −1
1=0
𝑃𝑃 𝑃 . 𝑃𝑃 𝑃 𝑃𝑃 = 0
1 −1

44

Case II: 𝑃 = 𝑃

We know from generating functions that

1 − 2𝑃𝑃 + 𝑃2 −

12=

∞ 𝑃=0

𝑃𝑃 𝑃𝑃 𝑃
(3)

Squaring both sides and integrating w.r.t. x from -1 to 1, we get

1 −1

1−2𝑃𝑃 +𝑃 2 𝑃𝑃

1 −1

∞ 𝑃=0

𝑃𝑃 𝑃𝑃 𝑃
2𝑃𝑃

(4)

Now

1 −1

1−2𝑃𝑃 +𝑃 2 𝑃𝑃

1 ln 1−2𝑃𝑃 +𝑃 2 −1

−2𝑃
=−

2𝑃

ln 1 − 2𝑃 + 𝑃2 − ln 1 + 2𝑃 + 𝑃2

=−
 1

2𝑃

ln 1 − 𝑃 2 − ln 1 + 𝑃 2 = −

𝑃
ln(1 − 𝑃) − ln(1 + 𝑃 )

𝑃
1

𝑃
=21+

ln(1 + 𝑃) − ln(1 − 𝑃 )

𝑃−

𝑃 22
+

𝑃 33

𝑃 23
+

𝑃 45

− ⋯ − −𝑃 −

𝑃 22

𝑃 33

−⋯
+ ⋯+

𝑃 2𝑃 2𝑃+1
+ ⋯ (5)

Also
1 −1

∞ 𝑃=0

𝑃𝑃𝑃𝑃 𝑃
2𝑃𝑃

1 −1

∞ 𝑃=0

𝑃𝑃𝑃𝑃 𝑃
.

∞ 𝑃=0

𝑃𝑃𝑃𝑃 𝑃

𝑃𝑃
=

∞ 𝑃=0
1 𝑃2𝑃 𝑃𝑃 −1

2𝑃

𝑃𝑃
=

∞ 𝑃=0

𝑃2𝑃 𝑃𝑃
1 −1

2𝑃

𝑃𝑃 (6)
Using (5) and (6) in equation (4), we get

21+

𝑃 23
+

𝑃 45
+ ⋯+
 𝑃 2𝑃 2𝑃+1
+ ⋯=

∞ 𝑃=0

𝑃2𝑃 𝑃𝑃
1 −1

2𝑃

𝑃𝑃
Comparing the coefficient of 𝑃2𝑃 on both sides we get

𝑃𝑃
1 −1

2𝑃

𝑃𝑃 =
2

2𝑃+1

18.19 FOURIER LEGENDRE EXPANSION

If 𝑃 𝑃 be a continuous function and having continuous derivatives over the interval [-1, 1], then we

can write

𝑃𝑃=

∞ 𝑃=0

𝑃𝑃 𝑃𝑃 (𝑃)
(1)

To determine the coefficient 𝑃𝑃 , multiply both sides by 𝑃𝑃 (𝑃) and integrate form -1 to 1, we get

𝑃 𝑃 . 𝑃𝑃 𝑃 𝑃𝑃
1 −1

= 𝑃𝑃 𝑃𝑃

1 −1

2(𝑃)

𝑃𝑃
(Remaining terms vanishes by the orthogonal property)
= 𝑃𝑃 .

2𝑃+1

𝑃𝑃 = 𝑃 +
12

. 𝑃 𝑃 . 𝑃𝑃 𝑃 𝑃𝑃

1 −1

(2)

The series in (1) converges uniformly in interval [-1, 1], and is known as Fourier-Legendre Expansion

of 𝑃 𝑃 .

Example 31: Prove that (i) 𝑃𝑃𝑃

′ 𝑃 = 𝑃 and 𝑃𝑃𝑃+𝑃

𝑃=

45

−𝑃 𝑃 𝑃𝑃+𝑃 !

𝑃𝑃𝑃 𝑃! 𝑃
Solution: We know

∞ 𝑃=0

𝑃𝑃 𝑃𝑃 𝑃
1 = 1 − 2𝑃𝑃 + 𝑃2 − 2

Differentiating with respect to ′𝑃′, we get

𝑃𝑃 𝑃𝑃

′ 𝑃 =−
12

1 − 2𝑃𝑃 + 𝑃2 −

3 2 −2𝑃

= 𝑃 1 − 2𝑃𝑃 + 𝑃2 −

32

Putting
𝑃 = 0,

∞ 𝑃=0

′0

𝑃𝑃
3 = 𝑃 1 + 𝑃2 − 2

=𝑃1−

𝑃2 +
32

5 ×− 2

3 − 2 2!

𝑃4 + … … +
3−2

5 ×− 2

3 ×…… − 2

−𝑃−1

𝑃!

𝑃2𝑃 + …
Equating the coefficients of 𝑃2𝑃 and 𝑃2𝑃+1, we get 𝑃2𝑃

′ 0=0

𝑃2𝑃+1
0 = −1 𝑃 3×5×…… 2𝑃+1

2𝑃 𝑃!

= −1 𝑃 2𝑃+1 ! 2𝑃 𝑃!22𝑃

𝑃2𝑃+1
0 = −1 𝑃 2𝑃+1 ! 22𝑃 𝑃!2

Example 32: Prove that

(i) 𝑃 − 𝑃𝑃 𝑃𝑃

′ 𝑃 = 𝑃 + 𝑃 𝑃𝑃𝑃 𝑃 − 𝑃𝑃+𝑃 𝑃
𝑃𝑃 + 𝑃 𝑃 − 𝑃𝑃 𝑃𝑃
(ii) (iii) 𝑃𝑃 𝑃 = 𝑃𝑃+𝑃

𝑃 − 𝑃𝑃𝑃𝑃

′ 𝑃 + 𝑃𝑃−𝑃

′ 𝑃 = 𝑃 𝑃 + 𝑃 𝑃𝑃−𝑃 𝑃 − 𝑃𝑃+𝑃 𝑃
1 Solution: We know 𝑃𝑃 𝑃𝑃 𝑃 = 1 − 2𝑃𝑃 + 𝑃2 − 2

(i) Differentiating with respect to ′𝑃′ and equating the coefficients of 𝑃𝑃 , we will get

𝑃 + 1 𝑃𝑃+1 𝑃 = 2𝑃 + 1 𝑃𝑃𝑃 𝑃 − 𝑃𝑃𝑃−1 𝑃 (1)

Now differentiating with respect to ′𝑃′ and using the derivative with respect ′𝑃′, we get

𝑃𝑃𝑃 𝑃 = 𝑃𝑃𝑃

′ 𝑃 − 𝑃𝑃 −1

𝑃 (2)
From (1) & (2), we can derive

2𝑃 + 1 𝑃𝑃 𝑃 = 𝑃𝑃+1

𝑃 − 𝑃𝑃−1

𝑃 (3)

𝑃𝑃

′ 𝑃 = 𝑃𝑃𝑃−1

𝑃 + 𝑃𝑃𝑃−1 𝑃 (4)
From (1) & (4) eliminate 𝑃𝑃−1 𝑃

𝑃 + 1 𝑃𝑃+1 𝑃 + 𝑃𝑃
 ′ 𝑃 = 2𝑃 + 1 𝑃𝑃𝑃 𝑃 + 𝑃𝑃𝑃−1

𝑃 (5)
= 2𝑃 + 1 𝑃𝑃𝑃 𝑃 + 𝑃 𝑃𝑃𝑃

′ 𝑃 − 𝑃𝑃𝑃 𝑃 , From (4)

1 − 𝑃2 𝑃𝑃

′ 𝑃 = 𝑃 + 1 𝑃𝑃𝑃 𝑃 − 𝑃 + 1 𝑃𝑃+1 𝑃

46

= 𝑃 + 1 𝑃𝑃𝑃 𝑃 − 𝑃𝑃+1 𝑃

(i)

Eliminating 𝑃𝑃−1

𝑃 from (2) & (4), we get

1 − 𝑃2 𝑃𝑃

′ 𝑃 = 𝑃 𝑃𝑃−1 𝑃 − 𝑃𝑃𝑃 𝑃
= 𝑃 𝑃𝑃−1 𝑃 −

2𝑃+1

𝑃 + 1 𝑃𝑃+1 𝑃 + 𝑃𝑃𝑃−1 𝑃
=

𝑃
2𝑃+1

2𝑃 + 1 − 𝑃 𝑃𝑃−1 𝑃 − 𝑃 + 1 𝑃𝑃+1 𝑃

2𝑃 + 1 1 − 𝑃2 𝑃𝑃

′ 𝑃 = 𝑃 𝑃 + 1 𝑃𝑃−1 𝑃 − 𝑃𝑃+1 𝑃
(ii) (3)−2 ×(2) gives

𝑃𝑃 𝑃 = 𝑃𝑃+1

𝑃 − 2𝑃𝑃𝑃
 ′ 𝑃 + 𝑃𝑃−1

𝑃
Example 33: Using the Rodrigue’s formula, show that

𝑃 𝑃𝑃

𝑃 − 𝑃𝑃

𝑃 𝑃𝑃

𝑃𝑃 𝑃 + 𝑃 𝑃 + 𝑃 𝑃𝑃 𝑃 = 𝑃
Solution: We know that 𝑃𝑃 𝑃 =

2𝑃 𝑃!

𝑃𝑃 𝑃2 − 1 𝑃 =
1

2𝑃 𝑃!

𝑃𝑃 𝑃, 𝑃 = 𝑃2 − 1 𝑃
Now differentiating ′𝑃′ with respect to ′𝑃′ , we get

𝑃1 = 2𝑃𝑃 𝑃2 − 1 𝑃−1 or 𝑃2 − 1 𝑃1 = 2𝑃𝑃𝑃 or 1 − 𝑃2 𝑃1 + 2𝑃𝑃𝑃 = 0

Differentiating 𝑃 + 1 times, we get

1 − 𝑃2 𝑃𝑃+2 + 𝑃 + 1 𝑃𝑃+1 −2𝑃 +

𝑃 +1𝑃

2!

𝑃𝑃 −2 + 2𝑃𝑃𝑃𝑃+1

+ 𝑃 + 1 2𝑃𝑃𝑃 = 0

1 − 𝑃2 𝑃𝑃+2 − 2𝑃 𝑃 + 1 − 𝑃 𝑃𝑃+1 + 𝑃𝑃 −𝑃 𝑃 + 1 + 2 𝑃 + 1 𝑃 = 0

1 − 𝑃2 𝑃𝑃+2 − 2𝑃𝑃𝑃+1 + 𝑃 𝑃 + 1 𝑃𝑃 = 0

1 − 𝑃2 𝑃 2

𝑃𝑃 2 𝑃𝑃 − 2𝑃

𝑃 𝑃𝑃

𝑃𝑃 + 𝑃 𝑃 + 1 𝑃𝑃 = 0
But

𝑃𝑃 = 𝑃𝑃 𝑃 = 2𝑃 𝑃! 𝑃𝑃 𝑃
1 − 𝑃2 𝑃 2

𝑃𝑃 2 2𝑃 𝑃! 𝑃𝑃 𝑃 − 2𝑃

𝑃 𝑃𝑃

2𝑃 𝑃! 𝑃𝑃 𝑃 + 𝑃 𝑃 + 1 2𝑃 𝑃! 𝑃𝑃 𝑃 = 0

1 − 𝑃2 𝑃 2

𝑃𝑃 2 𝑃𝑃 𝑃 − 2𝑃

𝑃 𝑃𝑃

𝑃𝑃 𝑃 + 𝑃 𝑃 + 1 𝑃𝑃 𝑃 = 0
Example 34: Prove that

(i) 𝑃𝑃𝑃 𝑃 𝑃𝑃 = 𝑃 (ii) 𝑃𝑃𝑃𝑃 𝑃 𝑃𝑃 = 𝑃

𝑃 𝑃 𝑃 −𝑃

𝑃 <𝑃
Solution: (i) we know

2𝑃 + 1 𝑃𝑃 𝑃 = 𝑃𝑃+1

𝑃 − 𝑃𝑃 −1

47

∴
4𝑃 + 1 𝑃2𝑃 𝑃 = 𝑃2𝑃+1

𝑃 − 𝑃2𝑃−1

𝑃
Integrating both sides
4𝑃 + 1 𝑃2𝑃 𝑃 𝑃𝑃

10

1 = 𝑃2𝑃+1 𝑃 − 𝑃2𝑃−1 𝑃 0

= 𝑃2𝑃+1 1 − 𝑃2𝑃−1 1 − 𝑃2𝑃+1 0 − 𝑃2𝑃−1 0

=1−1−0−0=0

(ii) 𝑃𝑃 𝑃𝑃 𝑃 𝑃𝑃 = 𝑃𝑃 1 2𝑃 𝑃!

1 −1

1 −1

𝑃𝑃 𝑃2 − 1 𝑃
=

2𝑃 𝑃!

2𝑃 𝑃!

2𝑃 𝑃!

2𝑃 𝑃!

𝑃𝑃 𝑃𝑃−1 𝑃2 − 1 𝑃 −1
1 − 𝑃𝑃𝑃 −1𝑃𝑃−1 𝑃2 − 1 𝑃 𝑃𝑃

1 −1

0 − 𝑃 𝑃𝑃 −1𝑃𝑃−1 𝑃2 − 1 𝑃 𝑃𝑃

1 −1

× −1 𝑃 𝑃𝑃−𝑃 𝑃2 − 1 𝑃 𝑃𝑃

1 −1

−1 𝑃 𝑃𝑃−𝑃 −1 𝑃2 − 1 𝑃 −1
1=0

As 𝑃𝑃−𝑃 −1 𝑃 − 1 𝑃 𝑃 + 1 𝑃 = 0 will contain terms in 𝑃 − 1 and 𝑃 + 1 both and hence when 𝑃 = ±, the value is zero.

𝑃 − Example 35: Prove that 𝑃𝑃 𝑃 𝑃 − 𝑃𝑃𝑃 + 𝑃𝑃 𝑃𝑃𝑃 =

 𝑃 −𝑃

𝑃𝑃𝑃 𝑃𝑃+𝑃
.

Solution: We know 1 − 2𝑃𝑃 + 𝑃2 −

2 = 𝑃𝑃 𝑃𝑃 𝑃

∴
1 𝑃𝑃 𝑃 −1

𝑃𝑃 𝑃𝑃 𝑃 𝑃𝑃 = 𝑃𝑃 𝑃𝑃 𝑃 𝑃𝑃 𝑃 𝑃𝑃
1 −1

= 𝑃𝑃

0, 𝑃 ≠ 𝑃 2 , 𝑃 = 𝑃

2𝑃+1

2𝑃 𝑃 2𝑃+1

Example 36: Show that

(i) 𝑃𝑃𝑃 𝑃 𝑃𝑃−𝑃 𝑃 𝑃𝑃 =

𝑃 −𝑃

𝑃𝑃

𝑃𝑃𝑃−𝑃
(ii) 𝑃𝑃

𝑃 −𝑃 𝑃𝑃+𝑃 𝑃 𝑃𝑃−𝑃 𝑃 𝑃𝑃 =

𝑃𝑃 𝑃+𝑃

𝑃𝑃−𝑃 𝑃𝑃+𝑃 𝑃𝑃+𝑃

(iii) 𝑃 − 𝑃𝑃

𝑃𝑃 ′ 𝑃 𝑃𝑃 (iv) 𝑃 − 𝑃𝑃 𝑃𝑃

′ 𝑃 𝑃𝑃𝑃 =

𝑃𝑃+𝑃 ′ 𝑃 𝑃𝑃 = 𝑃

𝑃𝑃 𝑃+𝑃
𝑃 −𝑃 𝑃 −𝑃
Solution: (i) We know 𝑃 + 1 𝑃𝑃+1 𝑃 = 2𝑃 + 1 𝑃𝑃𝑃 𝑃 − 𝑃𝑃𝑃−1 𝑃

𝑃𝑃𝑃 𝑃 =
1

2𝑃+1

𝑃 + 1 𝑃𝑃+1 𝑃 + 𝑃𝑃𝑃−1 𝑃

∴ 𝑃𝑃𝑃 𝑃 𝑃𝑃−1 𝑃 𝑃𝑃
1 −1

1 −1

2𝑃+1

𝑃 + 1 𝑃𝑃+1 𝑃 + 𝑃𝑃𝑃−1 𝑃 𝑃𝑃−1 𝑃 𝑃𝑃

48

𝑃+1 2𝑃+1
1 𝑃𝑃+1 𝑃 𝑃𝑃−1 𝑃 𝑃𝑃 + −1

𝑃
2𝑃+1

1 𝑃𝑃−1 −1

2𝑃

𝑃𝑃

𝑃+1 2𝑃+1

×0+

𝑃
2𝑃+1

2𝑃−1

=
 2𝑃

4𝑃 2−1

(ii) We know 𝑃𝑃𝑃 𝑃 =

2𝑃+1

𝑃 + 1 𝑃𝑃+1 + 𝑃𝑃𝑃−1 𝑃
Changing 𝑃 → 𝑃 + 1

𝑃𝑃𝑃+1 𝑃 =
1

2𝑃+1

𝑃 + 2 𝑃𝑃+2 𝑃 + 𝑃 + 1 𝑃𝑃 𝑃
and changing 𝑃 → 𝑃 − 1

𝑃𝑃𝑃−1 𝑃 =
1

2𝑃−1

𝑃𝑃𝑃 𝑃 + 𝑃 − 1 𝑃𝑃 −2 𝑃

∴ 𝑃2𝑃𝑃+1 𝑃 𝑃𝑃−1 𝑃 𝑃𝑃
1 −1

1 −1

2𝑃+3

𝑃 + 2 𝑃𝑃+2 𝑃 + 𝑃 + 1 𝑃𝑃 𝑃 × 𝑃𝑃𝑃 𝑃 + 𝑃 − 1 𝑃𝑃−2 𝑃 𝑃𝑃

=

2𝑃−1 2𝑃+3

0+0+𝑃𝑃+1×

2𝑃+1

+0

2𝑃 𝑃+1
2𝑃−1 2𝑃+1 2𝑃+3

(iii)

1 − 𝑃2 𝑃𝑃

′ 𝑃 2𝑃𝑃
1 −1

= 1 − 𝑃2 𝑃𝑃

′ 𝑃 . 𝑃𝑃

′𝑃
1 −1

= 1 − 𝑃2 𝑃𝑃

′ 𝑃 𝑃𝑃 𝑃 −1
1−

1 −1

𝑃 𝑃𝑃
1 − 𝑃2 𝑃𝑃

′𝑃

𝑃𝑃 𝑃 𝑃𝑃

= 0 − −𝑃 𝑃 + 1 𝑃𝑃 𝑃 𝑃𝑃

1 −1

= 𝑃 𝑃 + 1 𝑃𝑃

2𝑃

𝑃𝑃 =
1 −1

2𝑃 𝑃+1

2𝑃+1

1 −1

1 − 𝑃2 𝑃𝑃

′ 𝑃 𝑃𝑃 (iv) = 1 − 𝑃2 𝑃𝑃

′ 𝑃 𝑃𝑃 ′ 𝑃 𝑃𝑃 𝑃 −1 1 −1
1−

1 −1
 𝑃 𝑃𝑃
1 − 𝑃2 𝑃𝑃

′𝑃

𝑃𝑃 𝑃 𝑃𝑃

= 0 − 0 + 𝑃 𝑃 + 1 𝑃𝑃 𝑃 𝑃𝑃 𝑃

𝑃𝑃 = 𝑃 𝑃 + 1 × 0 = 0

Example 37: Expand the following functions in terms of Legendre’s polynomials in the interval 𝑃, −𝑃

(i) 𝑃 𝑃 = 𝑃𝑃 + 𝑃𝑃𝑃 − 𝑃 − 𝑃 (ii) 𝑃 𝑃 = 𝑃𝑃 + 𝑃𝑃 + 𝑃𝑃𝑃 − 𝑃 − 𝑃

Solution: (i) We know 𝑃 𝑃 =

∞ 𝑃=0

𝑃𝑃 𝑃𝑃 𝑃
Where 𝑃𝑃 = 𝑃 +

12

𝑃 𝑃 𝑃𝑃 𝑃 𝑃𝑃
1 −1

∴ 𝑃0 = 0 +
12

𝑃3 + 2𝑃2 − 𝑃 − 3 × 1
1 −1

𝑃𝑃
=

12

𝑃 44

+2

𝑃 33

𝑃 22

1 − 3𝑃

−1
 =

12

0+

43

− 6=
23

− 3=−
73

49
𝑃1 = 1 +
=−

𝑃2 = 2 +

𝑃 𝑃 =−
𝑃𝑃 = 𝑃 +

𝑃0 = 0 +

𝑃1 = 1 +

𝑃1 =

𝑃2 = 2 +
=

𝑃 𝑃 =−
ASSIGNMENT 18.5

1. Show that 𝑃′

3. Express 8 𝑃5 𝑃 − 8 𝑃4 𝑃 − 2 𝑃2 𝑃 + 5𝑃0(𝑃) in terms of polynomial of x. 4. Use Rodrigues formulae to obtain 𝑃3(𝑃) and 𝑃4 𝑃 .

𝑃/2 5. Find the value of 0

cos 𝑃 . 𝑃3(sin 𝑃) 𝑃𝑃

6. Prove that

(i)

1 −1

𝑃𝑃 (𝑃)
1−2𝑃𝑃+𝑃 2 𝑃𝑃 =

2𝑃 𝑃 2𝑃+1

50

1 𝑃𝑃 (𝑃) 𝑃𝑃 = 0 −1

except when 𝑃 = 0 in which case the value of the integral is 2.

(ii)

ANSWERS

2. (i)

1
6𝑃+1

(ii)

3. 63 𝑃5 − 35 𝑃4 − 70𝑃3 + 27𝑃2 + 15𝑃 + 3

4. 𝑃3 𝑃 =

12

5𝑃3 − 3𝑃 , 𝑃4 𝑃 =

18

35𝑃4 − 30𝑃2 + 3

5. -1/8

18.20 STRUM – LIOUVILLE PROBLEMS

A differential equation of the form

𝑃 𝑃 𝑃′ ′ + 𝑃 𝑃 + 𝑃 𝑃(𝑃) 𝑃 = 0 (1)
is called Strum-Liouville Equation where 𝑃 is a real number.

Instead of initial conditions, this equation is usually subjected to the boundary conditions on the

interval 𝑃, 𝑃 as

𝑃1 𝑃 𝑃 + 𝑃2 𝑃′ 𝑃 = 0, 𝑃1 𝑃 𝑃 + 𝑃2 𝑃′ 𝑃 = 0 (2)
where 𝑃1, 𝑃2, 𝑃1, 𝑃2 are real constants such that either 𝑃1 𝑃𝑃 𝑃2 are not zero and 𝑃1 𝑃𝑃 𝑃2 are not

zero.

The non trivial solutions of the differential equation (1) subjected to the conditions (2) exists only for

specific values of 𝑃, which values are termed as Eigen values or Characteristic values of the equation

(1). And the non trivial solution of (1) corresponding to these Eigen values are termed as Eigen

functions or Characteristic functions.

18.21 ORTHOGONALITY OF EIGEN FUNCTIONS

Two functions 𝑃𝑃 (𝑃) and 𝑃𝑃 (𝑃) defined on some interval 𝑃, 𝑃 are said to be orthogonal on this interval with respect to the weight function 𝑃 𝑃 > 0, if

𝑃𝑃

𝑃𝑃

𝑃𝑃 𝑃 𝑃𝑃 𝑃 𝑃𝑃 = 0 𝑃𝑃𝑃 𝑃 ≠ 𝑃
Also the norm 𝑃𝑃 of the function 𝑃𝑃 (𝑃) is defined to be non negative square root of

𝑃𝑃𝑃𝑃

2 𝑃𝑃 𝑃
 𝑃𝑃. Thus 𝑃𝑃 = 𝑃 𝑃

𝑃𝑃

2 𝑃𝑃 𝑃

𝑃𝑃.
The functions which are orthogonal and having the norm unity are said to be orthonormal functions.

51

Theorem: If 𝑃𝑃(𝑃) and 𝑃𝑃(𝑃) are two eigen functions of the Strum-Liouville problem

corresponding to eigen values 𝑃𝑃 and 𝑃𝑃 respectively (where 𝑃 ≠ 𝑃), then the eigen functions are orthogonal w.r.t. the weight function 𝑃(𝑃) over the interval 𝑃, 𝑃 .

Proof: Since distinct eigen values and their corresponding eigen functions are the solutions of the

Stum Liouville equation (1), so we can write it as

𝑃 𝑃 𝑃𝑃

′ ′ + 𝑃 𝑃 + 𝑃𝑃 𝑃(𝑃) 𝑃𝑃 = 0

𝑃 𝑃 𝑃𝑃

′ ′ + 𝑃 𝑃 + 𝑃𝑃 𝑃(𝑃) 𝑃𝑃 = 0
Multiplying first equation by 𝑃𝑃 and the second equation by 𝑃𝑃 , and then subtracting, we get

𝑃𝑃 − 𝑃𝑃 𝑃 𝑃 𝑃𝑃 𝑃𝑃 = 𝑃𝑃 𝑃 𝑃 𝑃𝑃

′ ′ − 𝑃𝑃 𝑃 𝑃 𝑃𝑃

′′
=

𝑃 𝑃𝑃

𝑃 𝑃 𝑃𝑃

′ 𝑃𝑃 − 𝑃 𝑃 𝑃𝑃

′ 𝑃𝑃
Now integrating both sides w.r.t. x from a to b, we get

𝑃𝑃 − 𝑃𝑃 𝑃 𝑃𝑃 𝑃𝑃 𝑃𝑃 = 𝑃 𝑃 𝑃𝑃

𝑃𝑃

′ 𝑃𝑃 − 𝑃 𝑃 𝑃𝑃

𝑃 ′ 𝑃𝑃 𝑃
= 𝑃 𝑃 𝑃𝑃

′ 𝑃 𝑃𝑃 𝑃 The R.H.S. will vanish if the boundary conditions are of one of the followings forms:

′ 𝑃 𝑃𝑃 𝑃 − 𝑃 𝑃 𝑃𝑃

′ 𝑃 𝑃𝑃 𝑃 − 𝑃𝑃

′ 𝑃 𝑃𝑃 𝑃 − 𝑃𝑃
I.

II.

III.

𝑃 𝑃 =𝑃𝑃=0

𝑃′ 𝑃 = 𝑃′ 𝑃 = 0 𝑃1 𝑃 𝑃 + 𝑃2 𝑃′ 𝑃 = 0, 𝑃1 𝑃 𝑃 + 𝑃2 𝑃′ 𝑃 = 0
where 𝑃1, 𝑃2, 𝑃1, 𝑃2 are real constants such that either 𝑃1 𝑃𝑃 𝑃2 are not zero and 𝑃1 𝑃𝑃 𝑃2 are not

zero. Thus in each of the three cases we get

𝑃 𝑃𝑃 𝑃𝑃 𝑃𝑃 = 0, (𝑃 ≠ 𝑃)

𝑃𝑃
which shows that the eigen functions 𝑃𝑃 (𝑃) and 𝑃𝑃 (𝑃) are orthogonal w.r.t. the weight function 𝑃(𝑃) over the interval 𝑃, 𝑃 .

Example 38: For Strum-Liouville problem 𝑃′′ + 𝑃𝑃 = 𝑃, 𝑃 𝑃 = 𝑃, 𝑃 𝑃 = 𝑃 find the eigen functions.

Solution: For 𝑃 = −𝑃2, the general solution of the equation is given by

𝑃 𝑃 = 𝑃1 𝑃𝑃𝑃 + 𝑃2 𝑃−𝑃𝑃
Using the above mentioned boundary conditions we get 𝑃1 = 𝑃2 = 0. Hence 𝑃 𝑃 = 0 is not an eigen function.

Also for 𝑃 = 𝑃2, the general solution of the equation is given by

52

𝑃 𝑃 = 𝑃1 cos 𝑃𝑃 + 𝑃2 sin 𝑃𝑃
Using 𝑃 0 = 0, we get 𝑃1 = 0

Using 𝑃 𝑃 = 0, we get 𝑃2 sin 𝑃𝑃 = 0 => sin 𝑃𝑃 = 0

∴ 𝑃𝑃 = 𝑃𝑃 => 𝑃 = 𝑃, 𝑃 = ±1, ±2, ±3, ….

Thus the eigen values are 𝑃 = 0, 1, 4, 9, … and taking 𝑃2 = 1, we obtain the eigen functions as

𝑃𝑃 𝑃 = sin 𝑃𝑃 , 𝑃 = 0, 1, 2, …
ASSIGNMENT 18.6

1. Find the eigen values of each of the following Stum Liouville problems and prove their

orthogonality:
 i)

ii)

iii)

𝑃′′ + 𝑃𝑃 = 0, 𝑃 0 = 0, 𝑃 𝑃 = 0

𝑃′′ + 𝑃𝑃 = 0, 𝑃′ 0 = 0, 𝑃′ 𝑃 = 0

𝑃′′ + 𝑃𝑃 = 0, 𝑃 𝑃 = 𝑃(−𝑃), 𝑃′ 𝑃 = 𝑃′ (−𝑃)

2. Show that the eigen values of the boundary value problem 𝑃′′ + 𝑃𝑃 = 0, 𝑃 0 = 0, 𝑃 𝑃 +

𝑃′ 𝑃 = 0 satisfies 𝑃 + tan 𝑃 𝑃 = 0.
ANSWERS

1. (i) sin

𝑃𝑃𝑃

, 𝑃 = 0, 1, 2, …

(ii)

cos

𝑃𝑃𝑃

, 𝑃 = 0, 1, 2, …

(iii)

1, sin 𝑃 , cos 𝑃 , sin 2𝑃 , cos 2𝑃 , …

53