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The Method of Frobenius: R. C. Daileda
The Method of Frobenius: R. C. Daileda
R. C. Daileda
Trinity University
Motivating example
Failure of the power series method
and see what happens. Plugging into the ODE and collecting
common powers of x leads to
−an
an+1 = for n ≥ 1,
(n + 1)(2n + 1)
What now?
To find a second independent solution, we instead assume
∞
X ∞
X
y = xr an x n = an x n+r (a0 6= 0)
|n=0{z } n=0
PS with R>0
(2r (r − 1) + r )a0 x r −1
| {z }
n=−1
∞
X
+ ((n + r + 1) (2(n + r ) + 1) an+1 + an ) x n+r = 0.
n=0
That is
1
r (2r − 1)a0 = 0 ⇒ r (2r − 1) = 0 ⇒ r = 0, ,
a0 6=0 2
Remarks:
The fact that both series yielded familiar functions is simply a
coincidence, and should not be expected in general.
One could also have obtained y2 from y1 (or vice-verse) using
a technique called reduction of order.
Remarks
If the PS for xp(x) and x 2 q(x) both converge for |x| < R, so
does the PS factor of y .
We can talk about regular singularities at any x = a by
instead considering (x − a)p(x), (x − a)2 q(x), lim , and
x→a
writing the solution in powers of (x − a) .
Example
Find the general solution to x 2 y ′′ + xy ′ + (x − 2)y = 0.
√ √ √
Since the difference of the roots is 2 − (− 2) = 2 2 6∈ Z, the
two r -values give independent solutions:
∞
√
2
X (−1)n x n
y1 = x √ √ √ √ ,
n=0
n!(1 + 2 2)(2 + 2 2)(3 + 2 2) · · · (n + 2 2)
∞
√
− 2
X (−1)n x n
y2 = x √ √ √ √ ,
n=0
n!(1 − 2 2)(2 − 2 2)(3 − 2 2) · · · (n − 2 2)
y = c1 y1 + c2 y2 .
If r1 > r2 (so that y1 uses r1 ), the second solution has the form
∞
X
r2
y2 = ky1 ln x + x bn x n (b0 6= 0).
n=0
Daileda Frobenius’ Method
Introduction The “naı̈ve” Frobenius method The general Frobenius method
Example
Find the general solution to xy ′′ + (1 − x)y ′ + 2y = 0, x > 0.
r 2 + (1 − 1)r + 0 = 0 ⇒ r = 0.
Plugging this into the ODE and simplifying leads to the recursion
(n − 2)an
an+1 = for n ≥ 0.
(n + 1)2
Taking a0 = 1 we find that
−2a0 −a1 1 0 · a2
a1 = 2
= − 2, a2 = 2 = , a3 = 2 = 0,
1 2 2 3
and hence a4 = a5 = a6 = · · · = 0 as well. So our first solution is
x2
y1 = 1 − 2x + .
2
P∞
We now plug y1 = 1 − 2x + x 2 /2 and w = n=1 bn x
n into this
equation to obtain a recurrence for the bn :
∞
X x2
b1 + (n + 1)2 bn+1 − (n − 2)bn x n = 5 − 4x + .
2
n=1
Hence
1
b1 = 5, 4b2 + b1 = −4, 9b3 = ,
2
and
(n − 2)bn 36b3
bn+1 = ⇒ bn = for n ≥ 3.
(n + 1)2 n(n − 1)(n − 2)n!
Thus, since b3 = 1/18,
∞
x2 9 2 X xn
y2 = 1 − 2x + ln x + 5x − x + 2 .
2 4 n(n − 1)(n − 2)n!
| {z } n=3
| {z }
y1 w
y = c1 y1 + c2 y2 .