The Solutions of Second Order Differential Equations

by Using Power Series

.
A second order differential equations is the form of
d2 y dy
○
1 a2 (x) 2
+ a1 + a0 (x)y = 0
dx dx
This equation can be written in standard form below
d2 y a1 (x) dy a1 (x)
+ + y=0
dx2 a2 (x) dx a2 (x)
We call p1 (x) = a1 (x)/a2 (x) and p0 (x) = a0 (x)/a2 (x)
d2 y dy
○
2 2
+ p1 (x) + p0 (x)y = 0
dx dx

Definition:If p1 and p0 in the above equation are both analytical at the

point x = x0 , the point x = x0 is called the regular point of the equation ○.
1
If either or both p1 and p0 are not analytical, the point x = x0 is called the
irregular or singular point of the differential equation

Theorem: If the point x = x0 is the regular point of the equation ○, 1 then

the differential equation
It has two separate linear independent power series solutions with radius
of convergence |x − x0 | < R which can be written as
∞
X
Cn (x − x0 )n (1)
n=0

Solution Near the Regular Point

Example 1
d2 y dy
○
1 2
+ x + (x2 + 2)y = 0
dx dx
at x0 = 0 p1 (0) = 0, p0 (0) = 2 so the point is reguler point solutions and
derivatives are can be written as

67
 ∞
X
y= C n xn
n=0

∞
X
0
y = nCn xn−1
n=1

∞
X
y 00 = n(n − 1)Cn xn−2
n=2

∞
X ∞
X ∞
X ∞
X
n(n − 1)Cn xn−2 + nCn xn + Cn xn+2 +2 C n xn = 0
|n=2 {z } n=1
|n=0 {z } n=0
m=n−2 l=n+2

∞
X
at the first term n = m + 2 and this term goes (m + 2)(m + 1)Cm+2 xm
m=0

∞
X
at the third term n = l − 2 and this term goes , Cl−2 xl
l=2

If we take out the first few terms from the sums, they will have the same
exponent and starting from the same value.
∞
X ∞
X ∞
X ∞
X
m n l
(m + 2)(m + 1)Cm+2 x + nCn x + , Cl−2 x + 2 C n xn = 0
m=0
| {z } |n=1 {z } l=0
| n=0{z }
two terms out one term out two terms out

68
 2C2 x0 + 3.2C3 x + C1 x1 + 2C0 x0 + 2C1 x1
X∞ X∞ ∞
X ∞
X
+ (m + 2)(m + 1)Cm+2 xm + nCn xn + Cl−2 xl + 2 C n xn = 0
m=2 n=2 l=2 n=2

we collect same power of x

(2C2 + 2C0 ) x0 + (6C3 + 3C1 ) x1

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

2C2 + 2C0 = 0 → C2 = −C0

6C3 + 3C1 = 0 → C3 = −1/2C1

(n + 2)Cn + Cn−2
Cn+2 = − n≥2
(n + 2)(n + 1)
4C2 + C0 1
n = 2 ⇒ C4 = − = − C0
2.1 4
5C3 + C1 −5/2C1 + C1 3
n = 3 ⇒ C5 = − =− = C!
5.4) 20 40
.

.
x4 x3 3x5
   
2
y = C0 1 − x + + ... + C1 x − + ...
4 2 40

69
Example 2

d2 y dy
○
1 (x2 − 1) 2
+ 3x + xy = 0
dx dx
divide a2 to get p1 and p0

d2 y 3x dy x
○
2 2
+ 2 + 2 y=0
dx x − 1 dx x − 1

3x x
p1 = and p0 = 2
(x2 − 1) (x − 1)

at x0 = 0 p1 (0) = 0, p0 (0) = 0 so the point is regüler point solutions and

derivatives are can be written as

∞
X ∞
X ∞
X ∞
X
n(n − 1)Cn xn − n(n − 1)Cn xn−2 +3 nCn xn + Cn xn+1 = 0
n=2
|n=2 {z } n=1
|n=0 {z }
m=n−2 l=n+1
∞
X ∞
X ∞
X ∞
X
n(n − 1)Cn xn − (m + 2)(m + 1)Cm+2 xm + 3 nCn xn + Cl−1 xl = 0
n=2 m=0 n=1 l=1
∞
X ∞
X ∞
X
3C1 x1 + (n(n − 1) + 3n) Cn xn − (n + 2)(n + 1)Cn+2 xn + Cn−1 xn = 0
| {z }
n=2
n(n+2) |n=0 {z } |n=1 {z }
two terms out one term out

If we take out the first few terms from the sums, they will have the same
exponent and starting from the same value.

3C1 x1 − 2.1C2 x0 − 3.2C3 x1 + C0 x1

∞
X X∞ ∞
X
n n
+ n(n + 2)Cn x − (n + 2)(n + 1)Cn+2 x + Cn−1 xn = 0
n=2 n=2 n=2

−2C2 + (3C1 − 6C3 + C0 )x1

∞
X
+ {n(n + 2)Cn − (n + 2)(n + 1)Cn+2 + Cn−1 } xn = 0 (-6)
n=2

70
2C2 = 0 → C2 = 0

3C1 − 6C3 + C0 = 0 → C3 = (C0 + 3C1 )/6

n(n + 2)Cn + Cn−1

Cn+2 = − n≥2
(n + 2)(n + 1)

2.4
C2 + C1 1
n = 2 ⇒ C4 = − = − C1
3.4 12
3.5C3 + 
C2 3 C0 + 2C1
n = 3 ⇒ C5 = − =−
4.5 4 6
.
.
.
   
1 2 1 5 1 3 1 4
y = C0 1 − + x + x + ... + C1 x − x − x ...
6 8 2 12

Solution Near the Singular Point

d2 y dy
○
1 a2 (x) 2
+ a1 + a0 (x)y = 0
dx dx
We can write the equation again in standard form below

d2 y a1 (x) dy a1 (x)
+ + y=0
dx2 a2 (x) dx a2 (x)

We look the analticity of p(x) = a1 (x)/a2 (x) and p0 (x) = a0 (x)/a2 (x)

d2 y dy
○
2 2
p1 (x) + p0 (x)y = 0
dx dx

p1 (x), x = x0 is not analytical but (x − x0 )p1 (x) and

p0 (x), x = x0 is also not analytical but (x−x0 )2 p0 (x) are both analytic, the
point x = x0 is called the regular singular point of the differential equation.
If two or one of these products are not analytical, the point x = x0 is called
the irregular singular point of the differential equation.

71
Fuch’s Theorem: If the point x = x0 is the regular singular point of
the differential equation ○,
1 then the differential equation is in the range of
0 < |x − x0 | < R, where (R > 0) converges to
∞
X
r
y(x) = dd(x − x0 ) Cn (x − x0 )n
n=0

Laurent series or even linear combination of this series and series(Frobenius

series) containing logarithmic terms also become solutions of the differential
equation
∞
X
r
y = (x − x0 ) Cn (x − x0 )n C0 6= 0
n=0
∞
X
y0 = (n + r)Cn (x − x0 )n+r−1
n=0
X∞
y 00 = (n + r)(n + r − 1)Cn (x − x0 )n+r−2
n=0

Substituting the derivatives, we get a series of the form

K0 (x − x0 )r+k + K1 (x − x0 )r+k+1 + K2 (x − x0 )r+k+2 · · · = 0
Ki ’s are the function of Cn and r and k is an integer and r is a number that
can be real or complex.

(i) Now to find r, we set the coefficient of the lowest exponential term of the
series equal to zero.
K0 = 0 gives a quadratic equation with respect to r, this is called the in-
dical equation of the differential equation K1 = 0, K2 = 0... are recurrence
equations for Cn
After r1 and r2 are found, there is a solution for each r separately. The
following possibilities are distinguished for these roots as r1 > r2 ;

1) r1 − r2 6= 0 and r1 − r2 6= N + linear independent two solutions;

∞
X
r1
y1 = (x − x0 ) Cn (x − x0 )n C0 6= 0
n=0

∞
X
y2 = (x − x0 )r2 Dn (x − x0 )n D0 6= 0
n=0

72
2) If r1 − r2 = N two solutions are ;
∞
X
r1
y = (x − x0 ) Cn (x − x0 )n C0 6= 0
n=0

∞
X
y = (x − x0 )r2 Dn (x − x0 )n + Cy1 (x) ln |x − x0 | D0 6= 0
n=0
or y(x, r) is
∞
X
y(x, r) = (x − x0 )r Cn (x − x0 )n ;
n=0
y1 (x) = [(r − r2 )y(x, r)]r=r2
 
∂
y2 = ((r − r2 )y(x, r))
∂r r=r2

3) If r1 − r2 = 0 two solutions are ;

∞
X
r
y = (x − x0 ) Cn (x − x0 )n C0 6= 0
n=0

∞
X
y = (x − x0 )r+1 Dn (x − x0 )n + Cy1 (x) ln |x − x0 | D0 6= 0
n=0
or y(x, r) is
∞
X
y(x, r) = (x − x0 )r Cn (x − x0 )n ;
n=0
y1 (x) = y(x, r)
 
∂
y2 = (y(x, r))
∂r
Example

d2 y dy
1) 2x2 2
+ x + (x2 − 3)y = 0 x0 = 0,
dx dx
d2 y x dy x2 − 3
+ + y = 0,
dx2 2x2 dx 2x2

73
 1 1 3
p1 (x) = and p0 (x) = − 2 are not analytic at x0 = 0 but
2x 2 2x
1 3
[xp1 (x)]x=0 = and [x2 p0 (x)]x=0 = − are analytic so x0 = 0 is regular
2 2
singular point solution are exist in terms of Fuch’s theorem;
∞
X
r
y=x Cn xn C0 6= 0,
n=0
∞
X ∞
X
n+r−1
0
y = (n + r)Cn x 00
and y = (n + r)(n + r − 1)Cn xn+r−2
n=0 n=0

∞
X ∞
X ∞
X ∞
X
n+r n+r n+r+2
2 (n+r)(n+r−1)Cn x + (n+r)Cn x + Cn x −3 Cn xn+r
n=0 n=0 n=0 n=0

∞
X ∞
X
n+r
{2(n + r)(n + r − 1) + (n + r) − 3} x + Cn xn+r+2 = 0 = 0 take
n=0
|n=0 {z }
m=n+2
out two terms from first sum

(2r(r − 1) + r − 3)C0 x0 + (2(r + 1)r + r + 1 − 3)C1 x1 take out two terms from
X∞
first sum + {2(n + r)(n + r − 1) + (n + r)Cn − 3 + Cn−2 } xn+r = 0
n=0

We can find the r roots by setting the coefficients of C0 equal to zero.(indicial

equation)

2r2 − r − 3 = 0 r1 = 3/2, r2 = −1 and r1 − r2 = 5/2 ∈ / N so there are two

linear independent solution for each r but first we have to determine the left
out C1 for r = 3/2

(2(1 + 3/2)3/2 + (3/2 + 1) − 3)C1 = 7C1 = 0 the coefficient is not zero so

C1 = 0

now we set the coefficients of xn to zero to find the relationship between the
Cn ’s for r = r1 = 3/2

2(n + 3/2)(n + 3/2 − 1) + (n + 3/2)Cn − 3 + Cn−2 = 0 so we have recurrence

74
equation
Cn−2
Cn = − n≥2
n(2n + 5)
C2−2 C0
n = 2 ⇒ C2 = − =−
2(2.2 + 5) 18
C3−2 C1
n = 3 ⇒ C3 = − =− =0
3(2.3 + 5) 32
C4−2 C0
n = 4 ⇒ C4 = − =
4(2.4 + 5) 936
odd indices C’s are zero and the first solution is
 
3/2 1 2 1 4
y1 (x) = C0 x 1− x + x + ···
18 936
for r = r2 = −1
Cn−2
Cn = − n≥2
n(2n − 5)
C2−2 C0
n = 2 ⇒ C2 = − =−
2(2.2 − 5) 2
C3−2 C1
n = 3 ⇒ C3 = − =− =0
3(2.3 − 5) 3
C4−2 C0
n = 4 ⇒ C4 = − =
4(2.4 − 5) 24
odd indices C’s are zero and the first solution is
 
−1 1 2 1 4
y1 (x) = C0 x 1 − x + x + ···
2 24
and the general solution is

y = A1 y1 (x) + A2 y2 (x)

75
Example

d2 y dy
2) 2x2 2
− x + (x + 1)y = 0 x0 = 0,
dx dx
d2 y x dy x + 1
− + y = 0,
dx2 2x2 dx 2x2
1 1 1
p1 (x) = − and p0 (x) = + 2 are not analytic at x0 = 0 but
2x 2x 2x
1 1
[xp1 (x)]x=0 = − and [x2 p0 (x)]x=0 = are analytic so x0 = 0 is regular
2 2
singular point solution are exist in terms of Fuch’s theorem;
∞
X
r
y=x Cn xn C0 6= 0,
n=0
∞
X ∞
X
y0 = (n + r)Cn xn+r−1 and y 00 = (n + r)(n + r − 1)Cn xn+r−2
n=0 n=0

∞
X ∞
X ∞
X ∞
X
n+r n+r n+r
2 (n+r)(n+r−1)Cn x − (n+r)Cn x + Cn x + Cn xn+r+1 =
n=0 n=0 n=0 n=0
0

by collecting same power in a sum

∞
X ∞
X
n+r
{(n + r)(n + r − 1) − (n + r) + 1} Cn x + (n + r)Cn xn+r+1 = 0
| {z }
n=0
(2n+2r−1)(n+r−1) |n=0 {z }
m=n+1
take out first term from first sum

(2r(r − 1) − r + 1)C0 x0
∞
X ∞
X
n+r
+ {(2n + 2r − 1)(n + r − 1)} Cn x + Cm−1 xm+r = 0
n=1 m=1
two sum can be collected together
Cn−1
(2r2 − 3r + 1)C0 = 0, Cn = −
(2n + 2r − 1)(n + r − 1)

76
r1 = 1, r2 = 1/2

for r = r1 = 1; recurrence equation

Cn−1 Cn−1
Cn = − =−
(2n + 2.1 − 1)(n + 1 − 1) n(2n + 1)
C0
n = 1 ⇒ C1 = −
1.3
C1 C0
n = 2 ⇒ C2 = − =
2.5 (1.2).(3.5)
C2 C0
n = 3 ⇒ C3 = − =−
3.7 (1.2.3)(3.5.7)
.
.
.
(−1)n
Cn = C0
n![1.3.5.7...(2n + 1)]
Let’s replace the Cn s we found in the solution
∞
!
X (−1)n
y1 (x) = C0 x 1 + xn
n=0
n![1.3.5.7...(2n + 1)]

for r = r1 = 1/2; recurrence equation

Cn−1 Cn−1
Cn = − =−
(2n + 2.1/2 − 1)(n + 1/2 − 1) n(2n − 1)
C0
n = 1 ⇒ C1 = −
1.1
C1 C0
n = 2 ⇒ C2 = − =
2.3 (1.2).(1.3)
C2 C0
n = 3 ⇒ C3 = − =−
3.5 (1.2.3)(1.3.5)
.
.

77
.
(−1)n
Cn = C0
n![1.3.5.7...(2n − 1)]
Let’s replace the Cn s we found in the solution
∞
!
X (−1)n
y2 (x) = C0 x 1 + xn
n=0
n![1.3.5.7...(2n − 1)]

Example

d2 y dy
3) x2 2
+ (x2 − 3x) + 3y = 0 x0 = 0,
dx dx
d2 y x2 − 3x dy 3
2
+ 2
+ 2 y = 0 x0 = 0,
dx x dx x
x2 − 3x 3
p1 (x) = 2
and p0 (x) = 2 are not analytic at x0 = 0 but
x x
[xp1 (x)]x=0 = −3 and [x2 p0 (x)]x=0 = 3 are analytic so x0 = 0 is regular
singular point solution are exist in terms of Fuch’s theorem;
∞
X
r
y=x Cn xn C0 6= 0,
n=0
∞
X ∞
X
n+r−1
y = 0
(n + r)Cn x 00
and y = (n + r)(n + r − 1)Cn xn+r−2
n=0 n=0

∞
X ∞
X ∞
X
(n + r)(n + r − 1)Cn xn+r + (n + r)Cn xn+r+1 − 3 (n + r)Cn xn+r +
n=0 n=0 n=0
X∞
3 Cn xn+r = 0
n=0

by collecting same power in a sum

∞
X ∞
X
n+r
{(n + r)(n + r − 1) − 3(n + r) + 3} Cn x + (n + r)Cn xn+r+1 = 0
n=0
|n=0 {z }
m=n+1

78
take out first term from first sum
∞
X
(r(r − 1) − 3r + 3)C0 x + 0
{(n + r)(n + r − 1) − 3(n + r) + 3} Cn xn+r +
n=1
∞
X
(m + r − 1)Cm−1 xm+r = 0
m=1
two sum can be collected together

(r(r − 1) − 3r + 3)C0 x0
∞
X
+ {[(n + r)(n + r − 1) − 3(n + r) + 3] Cn + (n + r − 1)Cn−1 } xn+r = 0
n=1

We can find the r roots by setting the coefficients of C0 equal to zero.(indicial

equation)

r(r − 1) − 3r + 3 = 0 r1 = 3, r2 = 1 and r1 − r2 = 2 ∈ N so there are

linear dependent solution

for r = r1 = 3;

now we set the coefficients of xn to zero to find the relationship between the
Cn ’s for r = r1 = 3

[(n + 3)(n + 3 − 1) − 3(n + 3) + 3] Cn + (n + 3 − 1)Cn−1 = 0

n(n + 2)Cn + (n + 2)Cn−1 = 0 so we have recurrence equation

Cn−1
Cn = − n≥1
n
C0
n = 1 ⇒ C1 = −
1
C1 C0
n = 2 ⇒ C2 = − =
2 1.2
C2 C0
n = 3 ⇒ C3 = − =−
3 1.2.3
.
.

79
.
(−1)n
Cn = C0
n!
Let’s replace the Cn s we found in the solution
∞
X (−1)n
y1 (x) = C0 x 3
xn = C0 x3 e−x
n=0
n!

for r = r1 = 1; recurrence equation

[(n + 1)(n + 1 − 1) − 3(n + 1) + 3] Cn + (n + 1 − 1)Cn−1 = 0

n(n − 2)Cn + nCn−1 = 0

Cn−1
Cn = − n≥1
n−2
There is singularity at n=2, the second solution cannot be found with this
method, There is singularity in n=2, it cannot be found with this method,
in this case we apply the method of changing the parameters say C0 → v(x)
second solution is

y2 (x) = v(x)y1 (x) = v(x)x3 e−x ,

y2 0 = vy1 0 + v 0 y1 , y2 00 = vy1 00 + v 00 y1 + 2v 0 y1 0 then we put these to equation

x2 (vy1 )00 + (x2 − 3x)(vy1 )0 + 3vy1 = 0

x2 (vy1 00 + v 00 y1 + 2v 0 y1 0 ) + (x2 − 3x) (vy1 0 + v 0 y1 ) + 3vy1 = 0

Let’s collect the terms containing v together

v x2 y1 00 + (x2 − 3x)y1 0 + 3y1 +x2 v 00 y1 + v 0 (2x2 y1 0 + (x2 − 3x)y1 ) = 0

| {z }
0

x2 v 00 y1 + v 0 (2x2 y1 0 + (x2 − 3x)y1 ) = 0 put y1 and derivative

x2 v 00 x3
e−x
 + v 0 (2x2 (3x2 − x3 ) + (x2 − 3x)x3 )
e−x
0

x5 v 00 + v 0 (6x4 − 2x5 + x5 − 3x4 ) = 0

80
xv 00 + (3 − x)v 0 = 0 Let’s call v 0 = p(x)

xp0 = −(3 − x)p

dp 3
= −( + 1)dx
p x

p = C1 x−3 ex
dv
we can integrate p to get v p = = C1 x−3 ex by taking integral
dx
v = C1 x−3 ex dx + C2 this integral cannot be integrated by normal way but
R

we have a trick to open the exponential term to the series

∞
xk
Z X
−3
v = C1 x + C2
k=0
k!

∞
!
xk−2
Z
X 1
v = C1 + x−3 x2 dx + C2
k6=2
k!(k − 2) 2!

∞
!
k−2
X x 1
v = C1 + ln(x) + C2 so we get secod solution as we have
k6=2
k!(k − 2) 2
defined
∞
!
X xk−2 1
y2 (x) = vy1 = x3 e−x C1 + C1 ln(x) + C2
k6=2
k!(k − 2) 2

∞
X 1
y2 = Dn xn+r + y1 ln(x)
n=0
2

Note that y2 also has y1 and it also includes logarithmic terms, so there is
no need to memorize all those theorems (especially if one of the solutions is
elementary), the result can be reached more easily for someone who knows
basic mathematics well.

81
Example

d2 y 1 dy
4) + + y = 0 x0 = 0,
dx2 x dx
1
p1 (x) = and p0 (x) = 1 one of them is not analytic at x0 = 0 but
x
[xp1 (x)]x=0 = 1 and [x2 p0 (x)]x=0 = 0 are analytic so x0 = 0 is regular singular
point solution are exist in terms of Fuch’s theorem;

d2 y dy
x + + xy = 0
dx2 dx
∞
X
y = xr Cn xn C0 6= 0,
n=0
∞
X ∞
X
n+r−1
0
y = (n + r)Cn x and y = 00
(n + r)(n + r − 1)Cn xn+r−2
n=0 n=0

∞
X ∞
X ∞
X
n+r−1 n+r−1
(n + r)(n + r − 1)Cn x + Cn x + Cn xn+r+1 = 0
n=0 n=0 n=0

by collecting same power in a sum

∞
X ∞
X
{(n + r)(n + r − 1) + (n + r)} Cn xn+r + Cn xn+r+1 = 0
| {z }
n=0
(n+r)2 |n=0 {z }
m=n+2
take out first term from first sum

r2 C0 x0 + (r + 1)2 C1 x1
∞
X ∞
X
2 n+r−1
+ (n + r) Cn x + Cm−2 xm+r−1 = 0
n=2 m=2
two sum can be collected together
∞
X
(n + r)2 Cn + Cn−2 xn+r = 0


+
n=2

82
 Cn−2
r2 C0 = 0, C1 = 0 Cn = −
(n + r)2
r1,2 = 0

for r = r1 = 0; recurrence equation

Cn−2
Cn = −
n2
C0
n = 2 ⇒ C1 = −
22
C1
n = 3 ⇒ C2 = − =0
32
C2 C0
n = 4 ⇒ C4 = − 2
=− 2 2 =
4 4 .2
C3
n = 5 ⇒ C5 = − =0
52
C2 C0 C0
n = 6 ⇒ C6 = − 2
=− 2 2 2 =− 6
6 6 .4 .2 2 (1.2.3)2
C6 C0
n = 8 ⇒ C8 = −
8 2 (1.2.3.4)2
2 8

(−1)n
C2n = C0
22n (n!)2
Let’s replace the Cn s we found in the solution
∞
X (−1)n 2n
y1 (x) = C0 x → 0 th order Bessel function J0 (x)
n=0
22n (n!)2

83
for second solution
∞
X
0+1
y2 = ln(x)y1 (x) + x Dn xn
n=0

or C0 → v(x); y2 = v(x)y1 after putting to the equation we get

Z
1 1
v(x) =
y1 xy1 2

x2 x4 x6
y1 = 1 − + − + ··· and
4 64 2304
1 x2 5 4 23 6
= 1 + + x + x + ···
y1 2 2 32 576
Z  
1 x 5 3 23 5
y2 = y1 + + x + x + ···
x 2 32 576

x2
 
5 4 23 6
y2 = y1 ln(x) + + x + x + ···
4 128 3456
 2
3x4 11x6

x
y2 = − + − · · · + y1 ln(x)
4 128 12824

1 1 (−1)2
D2 = = 2 = 2
4 2 2 (1!)2
 
3 3 1 1
D4 = − = (−1) 4 1+
12824 2 (2!)2 2
 
11 1 1
D6 = 6 1+ +
2 (3!)2 2 3

(−1)n+1
 
1 1 1
D2n = 2n 1 + + + ··· +
2 (n!)2 2 3 n
∞
(−1)n+1
 
X 1 1 1
y2 = 1 + + + ··· + x2n + y1 ln(x)
n=0
22n (n!)2 2 3 n

84
Example

d2 y dy
4) x2 2
+ 3x(1 − 3x) + y = 0 x0 = 0,
dx dx
3x(1 − x) 1
p1 (x) = and p 0 (x) = one of them is not analytic at x0 = 0 but
x2 x2
[xp1 (x)]x=0 = 3 and [x2 p0 (x)]x=0 = 1 are analytic so x0 = 0 is regular singular
point solution are exist in terms of Fuch’s theorem;
X∞ X∞
n+r−1
0
y = (n + r)Cn x 00
and y = (n + r)(n + r − 1)Cn xn+r−2
n=0 n=0

∞
X ∞
X ∞
X
n+r n+r
(n + r)(n + r − 1)Cn x +3 (n + r)Cn x −9 (n + r)Cn xn+r+1
n=0 n=0 n=0
X∞
+ Cn xn+r = 0
n=0

∞
X ∞
X
n+r
{(n + r)(n + r + 2) + 1} Cn x −9 (n + r)Cn xn+r+1 = 0
n=0
|n=0 {z }
m=n+1

∞
X ∞
X
{(n + r)(n + r + 2) + 1} Cn xn+r − 9 (m + r − 1)Cn xm+r = 0
n=0 m=1

takeout first term from the first sum collect the one

(r(r + 2) + 1)C0 xr
X∞ ∞
X
n+r
+ {(n + r)(n + r + 2) + 1} Cn x −9 (m + r − 1)Cn xm+r = 0
| {z }
n=1 m=1
(n+r+1)2

∞
X
(n + r + 1)2 Cn − 9(n + r − 1)Cn−1 xn+r
2 r

(r + 2r + 1)C0 x +
n=1

(n + r − 1)
r1,2 = −1, Cn = 9 Cn−1 n≥1
(n + r + 1)2

85
for r = −1; recurrence equation
(n − 2)Cn−1
Cn = 9
n2
(1 − 2)C0
n = 1 ⇒ C1 = 9 = −9C0
12
(2 − 2)C1
n = 2 ⇒ C2 = 9 =0
22
(3 − 2)C2
n = 3 ⇒ C3 = 9 =0
22
2 and all subsequent elements of the series are equal zero Cn = 0n ≥ 2 in
this case the solution is
9x − 1
y 1 = C0 to find second solution ve apply variation of parameters
x
method

y2 = v(x)y1 if we put this and re-arrange equation

x2 y100 + 3x(1 − 3x)y10 + y1 v(x)

| {z }
0

dv(x) d2
+ 2x2 y10 + 3x(1 − 3x)y1 + x2 y1 (x)dx2 = 0
dx v
there is no term including v(x) only there are derivatives of it so we can put
v 0 (x) = p(x)

(2x2 y10 + 3x(1 − 3x)y1 ) p(x) + x2 y1 p0 (x) = 0 and replace y1 as we found

x
(9
x−1)p0 (x) − 3 
(9
x−1) (3 x − 1) p(x) = 0 ,
 

xp0 (x) − 3 (3 x − 1) p(x) = 0

e9x
 
dp 1
=3 3− dx → p = C1 3
p x x

dv e9x
p = C1 = 3 + C2
dx x

86
 ∞
e9x X (9x)k
Z Z
v= = x−3 + C2
x3 k=0
k!

∞
!
X 9k 1
v = C1 xk−2 + ln(x) + C2
k6=2
k!(k − 2) 2

HW
d2 y dy
(i) x(1 + x) 2
− (1 − x) − y = 0 x0 = 0,
dx dx
d2 y dy
(ii) 4x + − y = 0 x0 = 0,
dx2 dx
d2 y dy
(i) 9x(1 − x) 2
− 12 + 4y = 0 x0 = 0,
dx dx

87
Sturm-Liouville Boundary Value Problems
It is a classical theory in mathematics introduced by J.C.F. Sturm (1855) and
J. Liouville (1882) and considered for second-order differential equations.
 
d dy
p(x) + q(x)y = −λr(x)y
dx dx

If p(x), q(x) and r(x) are continuous and differentiable functions of x in

the range of [a, b] and λ is a parameter independent of x in the differential
equation and A, B, CandD being constants;

Ay(a) + By 0 (a) = 0
Cy(b) + Dy 0 (b) = 0

The process of finding y and λ in the equations is called the Sturm-Liouville

boundary value problem. It plays a very important role in finding solutions
to problems in physics. Common cases are given as y(a) = y(b) = 0 and
y 0 (a) = y 0 (b) = 0

Non-simple solutions to the Sturm Liouville problem exist for some special
values of λ. These special values are called the eigenvalues of the Sturm-
Liouville boundary value problem, and the corresponding solutions to these
eigenvalues are called the eigenfunctions.

Some properties Sturm-Liouville boundary value problem

1) The solutions of Sturm-Liouville boundary value problem are called eigen-

functions of these eigenvalues. The set of eigenvalues of these functions is
called the spectrum
λ1 < λ2 < λ3 < .... < λn n → ∞

2) Eigenfunctions of the same eigenvalue in the interval a ≤ x ≤ b are

linearly dependent ?? proof Eigenfunctions of different eigenvalues λn, λm
are orthogonal to the weight function r(x) and their scalar product in their
own space goes to zero
Rb
y (x)ym (x)r(x)dx = cnm δnm
a n

cnm = const. δnm is Kronecker delta we ch we mentioned before

88
Proof: If the eigenfunctions of two different eigenvalues such as λn , λm are
are yn (x) and ym (x)
 
d dyn
ym / p(x) + q(x)yn = −λn r(x)yn
dx dx
 
d dym
yn / p(x) + q(x)ym = −λm r(x)yn
dx dx
If we yn ’s equation with ym , and ym ’s equation with yn , subtract side by side
and integrate from a to b
Z b   Z b Z b
d dyn
ym p(x) dx + ym q(x)yn dx = −λn ym r(x)yn dx
a dx dx a a
Z b   Z b Z b
d dym
‘ yn p(x) dx + yn q(x)ym dx = − λm yn r(x)yn dx
a dx dx a a

second term left hand side cancel each other

Z b     Z b
d dyn d dym
ym p(x) − yn p(x) dx = −(λn − λm ) ym r(x)yn dx
a dx dx dx dx a

and the difference in the integrad can be written

Z b     Z b
d dyn d dym
ym p(x) − yn p(x) dx = −(λn − λm ) ym r(x)yn dx
a dx dx dx dx a

integrals of derivatives are equal to itself

  b   b Z b
dyn  dym 
ym p(x)  − yn p(x)  = −(λn − λm ) ym r(x)yn dx
dx  dx  a
a a
Z b
0 = − (λn − λm ) ym r(x)yn dx
| {z } a
6=0 | {z }
=0

Finally
Rb
y r(x)yn dx = 0
a m

89
 d2 y
Example 1 = λy = 0, y(0) = 0, y(b) = 0, 0≤x≤b
dx2
Solution

p(x) =, q(x) = 0, r(x) = 1

(D2 + λ)y = 0, m2 + λ = 0 and m1,2 = ±i

Therefore
√ √
y = A sin( λx) + A cos( λx)

y(0) = 0 = A.0 + B.1 → B = 0

√  nπ 2
y(b) = 0 = +A cos( λb) → λn =
b
the solution is
 nπ 
yn = A sin x
b
we can get the value of A using orthogonality of solution (Are these really
orthogonal ?)
 nπ 2  mπ 2
Let two different eigenvalues are λn = and λm = and their
b b
eigenfunctions are
 nπx   mπx 
yn = A sin and ym = A sin and r(x) = 1 If they orthogonal
b b
scalar product of them should be equal Kronecker delta
Z b Z b  nπx   mπx 
2 ? 2
A yn ym dx = A sin sin dx = A2 δnm
0 0 b b

90
i) Homework: Show that if n 6= m product = 0

cos(a − c) = cos(a) cos(c) + sin(a) sin(c)

cos(a + c) = cos(a) cos(c) − sin(a) sin(c)

cos(a − c) − cos(a + c) = 2 sin(a) sin(c)

if we take a = nπx/b and c = mπx/b

!
 nπx   mπx  1  nπx mπx 
sin sin = cos +
b b 2 b b

!
Z b  nπx   mπx  Z b
1  nπx mπx   nπx mπx 
sin sin dx = cos − −cos + dx
0 b b 2 0 b b b b

 nπx mπx  b 1 b
 
1 b b  nπx mπx

= sin −  − sin +
 
2 π(n − m) b b 2 π(n + m) b b 

 
0 0

  b
1 b (n − m)πx b sin ((n − m)π)
= sin  =

2 π(n − m) b  2 (n − m)π
0

when n goes to m; n → m it behaves like sin(x)/x → 1 otherwise it is zero

so this defines krınecker delta
(
b b 0 n 6= m
= δn,m =
2 2 1 n=m

91
ii) n = m
Z b  nπx   nπx 
sin sin dx
0 b b
Z b b r
A2
 
2nπ x b b  b b
= 1 − cos dx = − sin  = A2 = 1 → A =
2 0 b 2 2nπ 2nπ  2 2
a

and finally we get the result for normalized solutions

∞
r ∞
X bX  nπ 
y= A n yn = sin x
n=0
2 n=0 b

now we try to evaluate the series we can write the sin with exponential,
∞ ∞ nπx nπx
X  nπ  1 X i −i
sin x = e b −e b
n=0
b 2i n=0

∞ πx ∞ πx ∞
1 X  i n 1 X  −i n X 1
e b − e b −→ un =
2i n=0 2i n=0 n=0
1−u

1 1 1 1
=
2i πx − 2i πx =
i −i
1−e b 1−e b
πx πx
−i i
b −e b
=e 2i πx
1
πx
 i  i 
1−e b 1−e b

sin(πx/b) 1 2 sin(πx/2b) cos(πx/2b) sin(πx/2b) cos(πx/2b)

= = 2 =
2 − 2 cos(πx/b) 2
2 1 − cos (πx/2b) + sin (πx/2b) 2 sin2 (πx/2b)
r
1 b cos(πx/2b)
y=
2 2 sin(πx/2b)

92
Example 2: (x2 y 0 )0 + λy = 0, 1 ≤ x ≤ 2, y(1) = y(2) = 0

x2 y 00 + 2xy 0 + λy = 0 → Cauchy-Euler
1 √ 
y = xr → (r(r − 1)
xr + 2r
xr + λ
xr = 0 −→ r1,2 = −1 ± 1 − 4λ
2
if λ < 1/4

y = C1 xr1 + C2 xr2
1
λ > 1/4 in this case let’s we denote 1−4λ = −4α2 the rootrs are r1,2 = ± iα
2
y = C1 xr1 + C2 xr2

xiα = eiα ln x

and the solution is

y = x−1/2 (C1 cos(α ln x) + C2 sin(α ln x))

93