Dr.

Nuraddeen Magaji Power Series Solution of differential equations

CHAPTER 5
5.1Introduction
In this chapter we will describe the fundamental ideas and method that underpin this approach to
the solution of (second order, linear) ordinary differential equations. This is more applicable to
solving linear differential equations with variable co-efficient.

Exapmpl
Consider general equation below
y ''  p( x) y '  q( x) y  f ( x)
p(x) and q(x) are variable co-effecients.

1. If P(x) and Q(x) are both finite at x = x0, then x = x0 is an ordinary point.
2. If either P(x) or Q(x) is infinite at x = x0, then x = x0 is a singular point.
3. Solution is expressed in the form of a power series.

Let y   am x m  a0  a1 x  a2 x 2  a3 x3  ..........
m 0

y '   mam x m1  a1  2a2 x  3a3 x 2  ..........
m 1

y ''   m(m  1)am x m2  2a2  3.2a3 x  4.3a4 x 2 ..........
m2
Example 1:
y " y  0 has a first solution y1 (x)  sin x.
A second solution is
exp    P(t )dt 
s

y2 ( x)  y1 ( x) 
x   ds  sin x x 1 ds  sin x   cos x    cos x.
2
y1 ( s )  sin 2 s 
 sin x 

Example 2 :
y " 2 y ' y  0 has a first solution y1 (x)  e x .
A second solution is
exp    P(t )dt  exp    (2)dt 
s s

y2 ( x)  y1 ( x)    ds  e x   ds  xe x .

x x
2 2s
y1 ( s ) e

Two functions will be considered Legendre's Equation and Hermite equation.

5.2 Legendre's Equation

2
( 1  x ) y''  2 x y' + n ( n + 1 ) y = 0

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Dr. Nuraddeen Magaji Power Series Solution of differential equations

where n is any non-negative real number. Since n(n+1) is unchanged when n is replaced by –
(n+1), then (1) solution of n=n’ (where n  0 ) is the same as n=-(n’+1); (2) solution of n=-n”
(where n  1 ) is the same as n=n”-1. The above equation can be written as
2 x ' n(n  1)
y ''  y  y0
1  x2 1  x2
1
 1 x 2  x 4 1 x 2  x 4  .....
1 x 2

But .

y   am x m
m 1

which is analytic at x = 0 (regular point).  We can solve the above equation by assuming
 Recurrence formula

am 2  
 n  m  n  m  1 a m= 0,1,.....
 m  2  (m  1) m
or a0 a1
a2 =  Fehler!a0 a3 =  Fehler!a1
a4 = Fehler!a0
a5 = Fehler!a1
...
 The general solution is y = a0 y1 + a1 y2
where
n(n  1) 2 n(n  2)(n  1)(n  3) 4 n(n - 2)(n - 4)(n  1)(n  3)(n  5) 6
y1 ( x)  1  x  x  x 
2! 4! 6!
(n  1)(n  2) 3 (n  1)(n  3)(n  2)(n  4) 5
y2 ( x)  x  x  x
3! 5!
(n  1)(n  3)(n  5)(n  2)(n  4)(n  6) 7
 x 
7!
If n = 0, 1, 2, . . . (non-negative integer), then
y = c1 Pn(x) + c2 Qn(x)
where Pn(x) = Legendre polynomials [It is desirable that Pn(1) = 1]
Qn(x) = Legendre functions of the second kind converges in -1<x<1, but Qn(1)
= unbounded (This is due to the fact that the Legendre
equation is not analytic at x=+1 and x=-1!)
5.2.1 Application
 Steady state temperature within a solid spherical ball when the temparature at
points of its boundary is know.
 → Solving Laplace’s equation in spherical coodrinates.
(Mathworld)
 Quantum mechanical model of the hydrogen atom

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Dr. Nuraddeen Magaji Power Series Solution of differential equations

5.2.2 Legendre Polynomials Pn(x)

Since am 2  
 n  m  n  m  1 a for m = 0, 1, . . .
 m  2  m  1 m
when n = non-negative integer,
am+2 = 0 for m = n  an2  0
i.e., an+2 = an+4 = an+6 = . . . = 0
when n = even, y1  polynomial of degree n
n = odd, y2  polynomial of degree n
These polynomials, multiplied by an appropriate constant, are called the Legendre polynomials Pn(x),
which have the value Pn(1) = 1. In other words, let
 y1 ( x)
 y (1) when n is even
 1
Pn ( x)  
 y2 ( x ) when n is odd
 y2 (1)
Specifically, we have to choose1
an = 1 if n = 0
1 3  5 (2n  1)
an = Fehler!  ; if n = 1, 2, . . .
n!
Then, we can obtain the other coefficients in Pn(x)
n(n  1)
an-2 =  an = Fehler!
2(2n  1)
...
m
an-2m = (1) Fehler!
Then, the Legendre polynomial of degree n, Pn(x) is given by
m n-2m
Pn(x) = Fehler! (  1 ) Fehler!x
 n
 2 when n is even
where M = 
 n  1 when n is odd
 2
[Example]

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Dr. Nuraddeen Magaji Power Series Solution of differential equations

P0 ( x)  1
P1 ( x)  x
1
P2 ( x)  (3 x 2  1)
2
1
P3 ( x)  (5 x 3  3 x)
2
1

P4  x   35 x 4  30 x 2  3
8

1

P5  x   63x 5  70 x 3  15 x
8

5.3 Hermite equation( polynomials)
Another standard second order ODE is
y ''  2 xy   y  0 ,   x  ,
Which appears, most typically, in elementary solutions of Schrödinger’s equation; λ is a
parameter. This is Hermite’s equation, where special choices of λ give rise to the Hermite
polynomials. [Charles Hermite (1822-1901), French mathematician who made important
contributions to the theory of differential equations and also worked on the theory of matrices.

Solution

y   an x n  a0  a1 x  a2 x 2  a3 x3  ..........
n 0

which gives
  

 a n(n  1) x
n 0
n
n2
 2 an nx n    an x n  0
n 0 n 0

This is written as
 

 am2 (m  2)(m 1) x m   am (2m   ) x m  0

m 0 m 0

Which is an identity for all values of x if am+2 (m+2)(m+1) = am(2m−λ ) , m = 0,1,2, ... ,

With both a0 and a1 set be arbitrary. This recurrence relation gives directly the general solution
 1 1 
y ( x)  a0 1   x 2   (  4) x 4  ........
 2! 4! 
 1 1 
 a1  x  (  2) x3  (  2)(  6) x5  ........
 3! 5! 
It is immediately clear that there exists a polynomial solution of the original equation whenever λ
= 2n , n = 0,1, 2, ... . With the choice λ = 2n , and the arbitrary multiplicative constant chosen so
that the coefficient of the term xn is 2n , the resulting solution is the Hermite polynomial, Hn (x) .
Thus we have
H0(x) = 1, H1(x) = 2x, H2(x) = 4x2 − 2 , H3(x) = 8x3 −12x ,H4(x) = 16x4 − 48x2 +12 , etc.;

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Dr. Nuraddeen Magaji Power Series Solution of differential equations

5.3.1 Application
• Geotechnical Engineering: Fluid flow
• Plant Modeling
• Electrical and electronic application like Ultra Wideband Signals and Systems in
Communication
• Engineering Mechanics
• etc
 Others important series are: Bessel’s functions and modified Bessel equation functions

Exercises 1
1 Write down H5(x) .

2. Confirm that H n ( x)   1 e x

n 2

 
d n  x2
dx n
e for n=0,1,2,3,4 (This is Rodrigues’ formula for the
Hermite polynomials.)
3 Show that fundamental system of solutions of Legendre Equation
(1  x ) y  2 xy  p( p  1) y  0 consists of
2


(1)n ( p  2n  1)( p  2n  3) ( p  1) p( p  2) ( p  2n  2)
y1 ( x)  1   x2n
n 1 2n !


(1)n ( p  2n)( p  2n  2) ( p  2)( p  1) ( p  2n  1)
y2 ( x)  x   x 2 n1 .
n 1 (2n  1)!

3 Obtain the general solution of Hermite differential equation by power series method
5 He ite’s e uatio is

y  2 xy  2 py  0,

where p is a constant.

a. Show that its general solution is y( x)  a0 y1 ( x)  a1 y2 ( x) , where

2 p 22 p( p  2) 23 p( p  2)( p  4)
y1 ( x) 1     ...
2! 4! 6!

and

2( p  1) 3 22 ( p  1)( p  3) 5 23 ( p  1)( p  3)( p  5) 7

y2 ( x)  x  x  x  x  ....
3! 5! 7!

converge for all x .