Power series solutions of ordinary

differential equations

Introduction:

Taylor’s and Maclaurin’s series:

Page 1 of 17
Power series:
From calculus we recall that a power series, in powers of (x − xO), is an
infinite series of the form as:
œ

Σ a m ( x − xO)m = [aO + a1 ( x − xO) + a 2 ( x − xO)2 + ⋯ ] …

…… (1)
m=O

Here, x is a variable, a O , a 1 , a 2 ,… are constants, called the coefficients of the

series, xO is a constant, called the center of the series. In particular, if xO = 0,
we obtain a power series in powers of x as:
œ

Σ a m x m = [aO + a1 x + a 2 x 2 + a 3 x 3 + ⋯ ]

… …… (2)
m=O

Ordinary and singular points:

We begin our approach to this problem by showing how series solutions … …… can
be found for first and second y + p (order
r x ) y =linear
r ( x ) ;differential
witℎ y ( x O )equations
= yO with initial
(3)
conditions specified at x = x . The series we obtain
and the second order linear differential equation will be assumed to be of
0 will be in powers of the
x−
xform:
0, and they will be said to be expanded about the point x0. The first order
linear differential
yrr + P ( x ) y r + Qequation
( x ) y = Rwill
( x) ; be
witℎassumed
y( xO ) =toyObeand
of the
yr (xform:
O ) = y 1 … … (4)

Page 2 of 17
Where the functions p(x), r (x), P(x), Q(x), and R(x) can all be expanded as
Taylor series about the point x0.
We can found solutions( one for first order and two for second order ..) as
power series expansions about any point xO at which both P(x) and Q(x) are
analytic (there values and all differentiations has finite values). We call such
a point xO an ordinary point.
Otherwise; the points that p(x) and q(x) are un analytical are called as a
singular points.
Let xO be a singular point of P and/or Q. We classify it as a regular
singular point of equation (4) as follows: xO is:
a) A regular singular point of equation (1) if ( x − xO) P ( x ) and ( x −
Q( x) aresingular
xO)2irregular
b) An analyticpoint
at xOof
. equation (1) if it is not regular singular
point

Example 1:
Classify the following diff. eq. w.r.t. type of singular point:
x ( x − 1)2 yrr − 3yr + 5y = 0
Solution:
Dividing the equation by x ( x − 1)2 to put it in the standard form;
yrr + P ( x ) y r + Q ( x ) y = O; as:
3 5
rr
y − y r+ y=0
3x ( x − 1) x ( x − 15)
2 2

Thus, P( x ) = − s ( s–1 ) 2 and Q(x) =− .

s ( s–1 ) 2

These are analytic for all x except for x = 0 and x = 1, so every x an

ordinary point except for those point. Let us classify those two singular
points: 3 3
x
O = 0; ( x − xO) P( x ) = ( x − 0) (− )= … (3 − a)
x(x − 1) 2 (x − 1)2

5 5x
)= … (3 − b)
(x − x O )2 )2
Q( x ) = ( x − 0 (−
x( x − 1 (x − 1)2 )2
3 3
… (3 − c)
xO = 1; ( x − xO) P( x ) = ( x − 1) (− )=
x(x − 1) 2 x(x − 1)
5
5 … (3 − d)
( x − x O)2 Q( x) = ( x − 1)2 (− ) =
x (x − 1)2 x

Page 3 of 17
  To classify the singular point at x = 0, consider (3 − a ) and (3 − b).

Since the right-hand sides of (3 − a ) and (3 − b) are analytic at x =

0, we classify x = 0 as a regular singular point given equation.
 To classify the singular point at x = 1, consider (3 − c ) and (3 − d).

Whereas the right-hand side of (3 − d) is analytic at x = 1, the right-

hand side of (3 − c ) is not, so we classify the singular point at x = 1
as an irregular singular point of given equation.

Example 2:
Identify the nature of the singular points of the following equations:

a) ( 1 − x ) yrr + 2 ( x − 1) yr + xy = O
b) ( x − 1) 3yrr + 3 ( x − 1) 2 yr + y = O

Solution:
a) In
1) Pthis
( x )case
= 2(1P (− −2(and
x )x)=and x − 1Q)(2xQ)(=
x ) x=⁄(x(1
1 −−xx)), are
andboth
while P ( x ) isat
analytic
analytic
x = 1, sofor x= all1xisthe functionsingular
a regular Q( x) is point
not analytic at x = 1, so this is a
of the equation.
singular point of the equation. The functions (x −
b) In this equation P ( x ) = 3⁄(x − 1) and Q( x ) = x⁄( 1 − x ) 3 and neither
function is analytic at x = 1, so this is a singular point of the equation.
We have:
( x − 1) P ( x ) = 3 and ( x − 1)2 Q( x) = s –11
and although the first of these functions is analytic for all x, the
second is not analytic at x = 1, so x = 1 is an irregular singular point
of the equation.

Method of solutions:
a) Undetermined coefficients:
For differential equations have ordinary point (even with constant
coefficients); the power series method called undetermined coefficients is
suitable for this type of differential equations.
Steps of power series (undetermined coefficients) method:
Step 1: Assume a solution in the form of power series with unkn own
coefficient; as:

Page 4 of 17
 œ

y =Σ a m x m = [aO + a 1 x +
a2 x2 + a3 x3 + … ]

…… (4)
m=O

Step 2: Differentiate term wise

the assuming series; as:
œ

y′ = Σ ma m x ( m – 1 ) = [a1 +
2a 2 x + 3a 3 x 2 + … ]

… … (5)
m=1
œ

y′′ = Σ m(m − 1)a m x ( m – 2 )

= [2a2 + 6a 3 x + … ]

…… (6)
m=2
Step 3: Insert step1 and/or
step2 in the required diff.
equation.

Step 4: Then we collect like power of x and equate the sum of the coefficients
of each occurring power of x to zero, starting with the constant terms
containing x, then the terms in x 2 , and so on. This gives equations from which
we can determine the unknown coefficients successively.

Example 3:
Solve the following ordinary diff. equation by undetermined coeff. Method:
yr = 2xy
a 2 = aO, a 4 = = a 2 , a 6 = a 4 = aO , ….
a 2
Solution: 2 2! 3 3!
Let:
œ
2 x4 x6 x8 s2
y ∴=yΣ= aOa(m1x+ x= [a+O +
m + + 2+ ⋯ ) = 3 a e
2! a 1 x3!+ a 24!x + a 3 x +O… ]
m =O
œ Page 5 of 17

y′ = Σ ma m x ( m – 1 ) = [a1 + 2a 2 x + 3a 3 x 2 + … ]
m=1
Example 4:
Solve:
yrr + y = 0
Solution:
By substitution the general terms of each derivatives of the given ODE, we
have:
œ œ

Σ m(m − 1)a m x ( m– 2 ) + Σ am xm = 0
m=2 m=O
To obtain the same general power on both series, we add 2 to each m in
the
first series, and then we take the latter to the right side. This gives:
œ œ

Σ ( m + 2)(m + 1)a m+2 x m = − Σ a m x m

Each power x m must have the same coefficient on both sides.
m=O m=O
Hence:
(m + 2)(m + 1)am+2 = −a m
−a m
This gives the recursion
a m +2 =(recurrence) formula as:m = 0, 1, 2, ….
(m + 2)(m + 1)
We thus obtain successively:
−a O −a 1
a2 = aO a
= − 2! , 3
a = = − 3!1
(2). −a
(1)2 aO (3−a
). (2)
3 a1
a4 = = 5, =
(4). (3) 4! a (5). (4) 5!
And so on. aO and a1 remain arbitrary. With these
= coefficients the series
(solution of ODE) becomes:
aO a1 aO a1
∴ y = (a O + a 1x − x 2 − x 3 + x 4 + x 5 − ⋯ )
2! 3! 4! 5!
Recording terms (which is permissible for a power series), we can write this
in the form:
x2 x4
x3
x5
∴ y = aO ( 1 + − + − ⋯ ) +a1 (x − + −⋯ )
2! 4! 3! 5!

And we recognize the familiar general solution as:

y = a O cosx + a 1 sinx
Page 6 of 17
 Example 5:

Find by power series methods a particular solution of the linear equation

y" - (x + 1)y' + x 2 y = x ; for which y(0) = 1, y'(0) = 1.

Solution:

Hence we know that the above diff. eq. has a series solution in powers of x
valid for all x. A series solution in powers of x has the form:

Substitution the obtained derivatives in given diff. eq., we get:

Carrying out the indicated operations in above equation and simplifying the
result, we obtain:

The initial conditions y(0) = 1, y' (0) = 1, we know, with Xo = 0, that

Page 7 of 17
Then, the particular solution:

Case 2: For differential equations have ordinary and/or regular singular points
(even with constant coefficients); the power series method called Frobenius’ is
available for this type of differential equations.

Page 8 of 17
Steps of power series (Frobenius’) method:

6:

Page 9 of 17
Page 10 of 17
7:

Page 11 of 17
Page 12 of 17
Remember:

Page 13 of 17
 8:

Solution:

Page 14 of 17
All subsequent terms are zero, since the numerators all contain a factor (c + 1).
x2
∴ y = r = B {3 + 3x + } is a solution.
2

Page 15 of 17
Important Notes:

Page 16 of 17
Page 17 of 17