University of Technology

Electrical and Electronic Engineering

Department

Solution of differential equation by using power series

method
By
Hasanin Ghanem Khudair
Supervisor by
Dr. Mohammed Abdulredha
2019/2020
 Solution of differential equation by using power series
method

Introduction :
In mathematics, the power series method is used to seek a power series
solution to certain differential equations. In general, such a solution assumes
a power series with unknown coefficients, then substitutes that solution into
the differential equation to find a recurrence relation for the coefficients.

The method :

Consider the second-order linear differential equation

Suppose a2 is nonzero for all z. Then we can divide throughout to obtain

Suppose further that a1/a2 and a0/a2 are analytic functions.

The power series method calls for the construction of a power series solution

If a2 is zero for some z, then the Frobenius method, a variation on this method, is
suited to deal with so called singular points. The method works analogously for
higher order equations as well as for systems.

Nonlinear equations :
The power series method can be applied to certain nonlinear differential equations,
though with less flexibility. A very large class of nonlinear equations can be
solved analytically by using the Parker–Sochacki method. Since the Parker–
Sochacki method involves an expansion of the original system of ordinary
differential equations through auxiliary equations, it is not simply referred to as
the power series method. The Parker–Sochacki method is done before the power
series method to make the power series method possible on many nonlinear
problems. An ODE problem can be expanded with the auxiliary variables which
make the power series method trivial for an equivalent, larger system. Expanding
the ODE problem with auxiliary variables produces the same coefficients (since
the power series for a function is unique) at the cost of also calculating the
coefficients of auxiliary equations. Many times, without using auxiliary variables,
there is no known way to get the power series for the solution to a system, hence
the power series method alone is difficult to apply to most nonlinear equations.

The power series method will give solutions only to initial value
problems (opposed to boundary value problems), this is not an issue when dealing
with linear equations since the solution may turn up multiple linearly independent
solutions which may be combined (by superposition) to solve boundary value
problems as well. A further restriction is that the series coefficients will be
specified by a nonlinear recurrence (the nonlinearities are inherited from the
differential equation).

In order for the solution method to work, as in linear equations, it is necessary to

express every term in the nonlinear equation as a power series so that all of the
terms may be combined into one power series.

Mathmatical Example:
Conclusion :

power series can be used to solve certain types of differential equations. We

worked with the general power series solution method.

Recall that a power series represents a function f on an interval of

A convergence, and that you can successively differentiate the power series to
obtain a series for and so on. These properties are used in the power series solution
method