Week 10:

Second Order ODEs

Lecture 1
3.1. Solution using power series expansion
3.2. The Legendre equations
3.1. Second order, linear, homogeneous
ODEs with analytical coefficients

We consider equations of the form

L(y) = y′′ + a(t)y′ + b(t)y = 0, where a(t) and b(t)
are analytic.

A function g(t), defined over I, is analytic at t0 ∈ I

if g(t) can be written as a power series expansion
about t0, with a positive radius of convergence,
∞
ck(t − t0)k, where ck are constants
∑
i.e., g(t) =
k=0
and the series converges for | t − t0 | < r0, r0 > 0.

(Existence theorem) Consider an ODE of the form

given above, with coefficients analytic at t0 and
admitting series expansions with radius of
convergence r0 > 0. If α1, α2 are constants then
there exist a solution y(t) of the problem
L(y) = 0, y(t0) = α1, y′(t0) = α2, with a power
∞
ck(t − t0)k convergent
∑
series expansion y(t) =
k=0
for | t − t0 | < r0.
 Example: y′′ − ty = 0

Here, a(t) = 0 and b(t) = − t; both analytic for all

values. We look for solutions of the form
∞ ∞
ckt k. Hence y′′ = (k + 1)(k + 2)ck+2t k and
∑ ∑
y(t) =
k=0
∞ k=0

ck−1t k. As a result, for all t,

∑
ty =
k=1 ∞
[(k + 1)(k + 2)ck+2 − ck−1]t k = 0.
∑
y′′ − ty = 2c2 +
k=1
The coefficients to all the powers of t should vanish
identically. Obtain c2 = 0 and
(k + 2)(k + 1)ck+2 − ck−1 = 0 for k = 1,2,...
c0 c1 c2 c3
Hence, c3 = , c4 = ,c5 = , c6 = ,…
3⋅2 4⋅3 5⋅4 6⋅5
We can write, y(t) = c0 y1(t) + c1y2(t), s.t.,

[ ] [ ]
t3 t6 t4 t7
y(t) = c0 1 + + + ⋅ ⋅ + c1 t + + +⋅⋅
3⋅2 6⋅5⋅3⋅2 4⋅3 7⋅6⋅4⋅3
∞
t 3m
∑ 2 ⋅ 3 ⋅ 5 ⋅ 6 ⋅ ⋅ (3m − 1) ⋅ (3m)
with y1(t) = 1 + and
m=1
∞
t 3m+1
∑ 3 ⋅ 4 ⋅ 6 ⋅ 7 ⋅ ⋅ (3m) ⋅ (3m + 1)
y2(t) = t + .
m=1
The convergence of these series can be established
easily, as well as the linear independence of the two
solutions.
3.2. The Legendre Equations
L(y) = (1 − t 2)y′′ − 2ty′ + α(α + 1)y = 0, where α is
a constant.
2t α(α + 1)
When rewritten as y′′ − y′ + y = 0,
1−t 2 1 −∞t 2
2t 2k+1
∑
we can identify a(t) = − = − 2 t and
1−t 2
k=0
∞
α(α + 1) 2k
∑
b(t) = = α(α + 1) t , which are both
1−t 2
k=0
analytic at t = 0 and convergent for | t | < 1.

We look for a series solution of the form

∞
ckt k, valid over | t | < 1.
∑
y(t) =
k=0
∞
(k + 2)(k + 1)ck+2t k,
∑
Substitute y′′ =
∞ k=0 ∞
t 2y′′ = k(k − 1)ckt k, ty′ = kckt k, into L(y) = 0
∑ ∑
k=0 k=0
and enforce all the coefficients to vanish, we get,
(k + 2)(k + 1)ck+2 + (α + k + 1)(α − k)ck = 0, for
k = 0,1,2, ⋅ ⋅ .
All ck can be obtained proportional to either c0 or c1.
 (α + 2m − 1)(α + 2m − 3) ⋅ ⋅ (α + 1)α(α − 2) ⋅ ⋅ (α − 2m + 2)
c2m = (−1)m c0
(2m)!
(α + 2m)(α + 2m − 2) ⋅ ⋅ (α + 2)(α − 1)(α − 3) ⋅ ⋅ (α − 2m + 1)
c2m+1 = (−1)m c1
(2m + 1)!
The general solution therefore can be written as
∞
amt 2m and
∑
y(t) = c0 y1(t) + c1y2(t), with y1(t) = 1 +
∞ m=1

bmt 2m+1, where am and bm are

∑
y2(t) = t +
m=1
coefficients of c0 and c1 in the expressions for c2m and
c2m+1, respectively.
It can be checked that y1(t) and y2(t) are two linearly
independent solutions.
Let α be a non-negative even integer. The the
expansion of y1 will have only a finite number of
terms: i) α = 0: y1(t) = 1; ii) α = 2: y1(t) = 1 − 3t 2; iii)
α = 4: y1(t) = 1 − 10t 2 + (35/3)t 4; etc.
Let α be a positive odd integer. The the expansion of
y2 will have only a finite number of terms: i) α = 1:
y2(t) = t; ii) α = 3: y2(t) = t − (5/3)t 3; iii) α = 5:
y2(t) = t − (14/3)t 3 + (21/5)t 5; etc.
The polynomial solutions Pn of degree n (non-
negative integer) of (1 − t 2)y′′ − 2ty′ + n(n + 1)y = 0
satisfying Pn(1) = 1 is unique and is called the n-th
Legendre polynomial. Clearly, P0(t) = 1, P1(t) = t,
P2(t) = (1/2)(3t 2 − 1), P3(t) = (1/2)(5t 3 − 3t),
P4(t) = (1/4)[(35/2)t 4 − 15t 2 + (3/2)], etc.
 Reading

Sections 5.1, 5.2

Practice Problems

Problem Set 5.1: 12, 17

Problem Set 5.2: 1, 2

Note: The above are from E. Kreyszig “Advanced Engineering
Mathematics”, 10th ed., Wiley