EA201/EE203 Mathematical Methods for Engineers II

Jan-April 2018
Tutorial 4 (Power Series)

1. Find the Radius of Convergence and the Interval of Convergence for the power series. Test whether the
end points should be included.
𝟐𝒏 (𝟒𝒙−𝟖)𝒏 (−𝟏)𝒏 (𝒙−𝟓)𝒏
(a) ∑∞
𝒏=𝟎 (b) ∑∞
𝒏=𝟏
𝒏 𝟏𝟎𝒏

𝟐𝒏+𝟏 (𝟒𝒙−𝟖)𝒏+𝟏
(a) Using ratio test, where 𝑎𝑛+1 = 𝒏+𝟏

𝒂𝒏+𝟏 𝟐𝒏+𝟏 (𝟒𝒙−𝟖)𝒏+𝟏 𝟐𝒏 (𝟒𝒙−𝟖)𝒏 𝟐𝒏 𝟐(𝟒𝒙−𝟖)𝒏 (𝟒𝒙−𝟖) 𝒏

lim | | = lim | ÷ | = lim | ∙ 𝟐𝒏 (𝟒𝒙−𝟖)𝒏 |
𝒏→∞ 𝒂𝒏 𝒏→∞ 𝒏+𝟏 𝒏 𝒏→∞ 𝒏+𝟏

𝟐𝒏(𝟒𝒙−𝟖)
= lim | | = 𝟐|𝟒𝒙 − 𝟖|
𝒏→∞ 𝒏+𝟏

Ratio Test: Convergence for 𝐿 < 1, => 2|4x – 8| < 1

=> 8|x – 2| < 1 => | x – 2 | < 1/8
So the radius of Convergence is R = 1/8
𝟏 𝟏 𝟏𝟓 𝟏𝟕
And the Interval of Convergence: − < 𝒙−𝟐 < => <𝒙<
𝟖 𝟖 𝟖 𝟖
Now, we need to test the end points: 15/8, 17/8

Test: x = 15/8

𝟏𝟓 𝒏 𝟏𝟓 𝒏 𝟏 𝒏
𝟐𝒏 (𝟒( )−𝟖) 𝟐𝒏 ( −𝟖) 𝟐𝒏 (− ) 𝟐𝒏 (−𝟏)𝒏 (−𝟏)𝒏
∑∞
𝒏=𝟏
𝟖
= ∑∞
𝒏=𝟏
𝟐
= ∑∞
𝒏=𝟏
𝟐
= ∑∞
𝒏=𝟏 = ∑∞
𝒏=𝟏
𝒏 𝒏 𝒏 𝒏∙𝟐𝒏 𝒏

The last one is an alternating harmonic series, which is always convergent.

 It is convergent at x = 15/8, and can be included in the interval of convergent.
Test: x = 17/8

𝟏𝟕 𝒏 𝟏𝟕 𝒏 𝟏 𝒏
𝟐𝒏 (𝟒( )−𝟖) 𝟐𝒏 ( −𝟖) 𝟐𝒏 ( ) 𝟐𝒏 𝟏
∑∞
𝒏=𝟏
𝟖
= ∑∞
𝒏=𝟏
𝟐
= ∑∞
𝒏=𝟏
𝟐
= ∑∞ ∞
𝒏=𝟏 𝒏∙𝟐𝒏 → ∑𝒏=𝟏 𝒏
𝒏 𝒏 𝒏

The last one is a harmonic series, which diverges. => 17/8 cannot be included.
Finally the interval of convergent is, 𝟏𝟓 𝟏𝟕
≤𝒙<
𝟖 𝟖
 (−𝟏)𝒏+𝟏 (𝒙−𝟓)𝒏+𝟏
(b) Using ratio test, where 𝑎𝑛+1 =
𝟏𝟎𝒏+𝟏

𝒂𝒏+𝟏 (−𝟏)𝒏+𝟏 (𝒙−𝟓)𝒏+𝟏 (−𝟏)𝒏 (𝒙−𝟓)𝒏 (−𝟏)𝒏+𝟏 (𝒙−𝟓)𝒏+𝟏 𝟏𝟎𝒏

lim | | = lim | ÷ | = lim | × (−𝟏)𝒏 (𝒙−𝟓)𝒏 |
𝒏→∞ 𝒂𝒏 𝒏→∞ 𝟏𝟎𝒏+𝟏 𝟏𝟎𝒏 𝒏→∞ 𝟏𝟎𝒏+𝟏

(−𝟏)(𝒙−𝟓) 𝟏
= lim | | = 𝟏𝟎 |𝒙 − 𝟓|
𝒏→∞ 𝟏𝟎

𝟏
Ratio Test: Convergence for 𝐿 < 1, => |𝒙 − 𝟓| < 1
𝟏𝟎
=> |x – 5| < 10
So the radius of Convergence is R =10
And the Interval of Convergence: −𝟏𝟎 < 𝒙 − 𝟓 < 𝟏𝟎 => −𝟓 < 𝒙 < 𝟏𝟓
Now, we need to test the end points: -5, 15

Test: x = -5
∞ ∞ ∞ ∞
(−𝟏)𝒏 (−𝟓 − 𝟓)𝒏 (−𝟏)𝒏 (−𝟏)𝒏 (𝟏𝟎)𝒏
∑ = ∑ = ∑(−𝟏)𝟐𝒏 = ∑ 𝟏
𝟏𝟎𝒏 𝟏𝟎𝒏
𝒏=𝟏 𝒏=𝟏 𝒏=𝟏 𝒏=𝟏

The summation keep increasing => it diverges at x = -5.

Test: x = 15
∞ ∞ ∞
(−𝟏)𝒏 (𝟏𝟓 − 𝟓)𝒏 (−𝟏)𝒏 (𝟏𝟎)𝒏
∑ = ∑ = ∑(−𝟏)𝒏
𝟏𝟎𝒏 𝟏𝟎𝒏
𝒏=𝟏 𝒏=𝟏 𝒏=𝟏

The sign will alternate => never converge to a specific value.

So, the interval of convergent is, -5 < x < 15.
Use Power Series approach to solve the following questions. The solution is to be solved around x0 = 0.
(Solutions about Ordinary Points.)
2. y’’ + xy’ + (x2 + 2)y = 0

Solution:

There are no singular points of the equation, so we can find the series solution of the equation near zero.
The series converges for all x. So

∞
y = ∑∞ 𝑛 ′
𝑛=0 𝑎𝑛 𝑥 , 𝒚 = ∑𝒏=𝟏 𝒂𝒏 𝒏𝒙
𝒏−𝟏
, 𝑦" = ∑∞
𝒏=𝟐 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙
𝒏−𝟐

Substituting y, y’ and y’ series into the equation

∞ ∞ ∞ ∞
𝒏−𝟐 𝒏−𝟏
∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙 + 𝒙 ∑ 𝒂𝒏 𝒏𝒙 + 𝒙 ∑ 𝒂𝒏 𝒙 + 𝟐 ∑ 𝒂𝒏 𝒙𝒏 = 𝟎
𝟐 𝒏

𝒏=𝟐 𝒏=𝟏 𝒏=𝟎 𝒏=𝟎

∞ ∞ ∞ ∞
𝒏−𝟐 𝒏 𝒏+𝟐
∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙 + ∑ 𝒂𝒏 𝒏𝒙 + ∑ 𝒂𝒏 𝒙 + ∑ 𝟐𝒂𝒏 𝒙𝒏 = 𝟎
𝒏=𝟐 𝒏=𝟏 𝒏=𝟎 𝒏=𝟎

Shift the index of summation in the first series by 2, replacing n with n + 2 and using
the initial value n = 0. We shift the index of summation in the third series by -2, replacing
n by n – 2 and using the initial value n = 2
∞ ∞ ∞ ∞

∑ 𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐)𝒙𝒏 + ∑ 𝒂𝒏 𝒏𝒙𝒏 + ∑ 𝒂𝒏−𝟐 𝒙𝒏 + ∑ 𝟐𝒂𝒏 𝒙𝒏 = 𝟎

𝒏=𝟎 𝒏=𝟏 𝒏=𝟐 𝒏=𝟎

Since we want to express everything in only one summation sign, we have to start the
summation at n = 2 in every series,
∞ ∞ ∞

𝟐𝒂𝟐 + 𝟔𝒂𝟑 𝒙 + ∑ 𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐)𝒙 + 𝒂𝟏 𝒙 + ∑ 𝒂𝒏 𝒏𝒙 + ∑ 𝒂𝒏−𝟐 𝒙𝒏 + 𝟐𝒂𝟎 + 𝟐𝒂𝟏 𝒙

𝒏 𝒏

𝒏=𝟐 𝒏=𝟐 𝒏=𝟐

∞

+ ∑ 𝟐𝒂𝒏 𝒙𝒏 = 𝟎
𝒏=𝟐
∞

𝟐𝒂𝟐 + 𝟔𝒂𝟑 𝒙 + 𝒂𝟏 𝒙 + 𝟐𝒂𝟎 + 𝟐𝒂𝟏 𝒙 + ∑[(𝒏 + 𝟏)(𝒏 + 𝟐)𝒂𝒏+𝟐 + (𝒏 + 𝟐)𝒂𝒏 + 𝒂𝒏−𝟐 ]𝒙𝒏 = 𝟎
𝒏=𝟐

Equating terms with the same power xn to 0.

 𝟐𝒂𝟐 + 𝟐𝒂𝟎 = 𝟎, i.e. a2 = - a0.
𝟏
 𝟔𝒂𝟑 𝒙 + 𝒂𝟏 𝒙 + 𝟐𝒂𝟏 𝒙 = 𝟎, i.e. 𝒂𝟑 = − 𝟐 𝒂𝟏
 (𝒏 + 𝟏)(𝒏 + 𝟐)𝒂𝒏+𝟐 + (𝒏 + 𝟐)𝒂𝒏 + 𝒂𝒏−𝟐 = 𝟎

(𝒏+𝟐)𝒂𝒏 +𝒂𝒏−𝟐
i.e. 𝒂𝒏+𝟐 = − (𝒏+𝟏)(𝒏+𝟐)
, n  2, this is the required recurrence formula

To find the pattern of coefficients, plug in some values of n.

𝟏 𝟑 𝟏
n=2 𝒂𝟒 = − (𝟑)(𝟒) (𝟒𝒂𝟐 + 𝒂𝟎 ) = 𝒂
(𝟑)(𝟒) 𝟎
= 𝟒 𝒂𝟎 (a2 = - a0)

𝟏 𝟑 𝟑 𝟏
n=3 𝒂𝟓 = − (𝟒)(𝟓) (𝟓𝒂𝟑 + 𝒂𝟏 ) = 𝒂𝟏 = 𝟒𝟎 𝒂𝟏 (𝒂𝟑 = − 𝟐 𝒂𝟏 )
𝟐(𝟒)(𝟓)
 𝟏 𝟔 𝟏
n=4 𝒂𝟔 = − (𝟓)(𝟔) (𝟔𝒂𝟒 + 𝒂𝟐 ) = − (𝟑)(𝟒)(𝟓)(𝟔) 𝒂𝟎 = − 𝟔𝟎 𝒂𝟎 (Substitute a2 and a4)

𝟏 𝟏 𝟏
n=5 𝒂𝟕 = − (𝟔)(𝟕) (𝟕𝒂𝟓 + 𝒂𝟑 ) = − 𝟐(𝟒)(𝟓)(𝟔)(𝟕) 𝒂𝟏 = − 𝟏𝟔𝟖𝟎 𝒂𝟏 (Substitute a3 and a5)

𝟏 𝟒𝟐 𝟏
n=6 𝒂𝟖 = − (𝟕)(𝟖) (𝟖𝒂𝟔 + 𝒂𝟒 ) = − (𝟑)(𝟒)(𝟓)(𝟔)(𝟕)(𝟖) 𝒂𝟎 = − 𝟒𝟖𝟎 𝒂𝟎 (Substitute a6 and a4)

𝟏 𝟓𝟒 𝟏
n=7 𝒂𝟗 = − (𝟖)(𝟗) (𝟗𝒂𝟕 + 𝒂𝟓 ) = − 𝟐(𝟒)(𝟓)(𝟔)(𝟕)(𝟖)(𝟗) 𝒂𝟏 = − 𝟐𝟐𝟒𝟎 𝒂𝟏 (Substitute a7 and a5)

Observations:

 Each even coefficient is expressed in terms of a0 and each odd coefficient is expressed in terms of a1.
 The sign of successive terms in each series does not alternate, which means we cannot generalize.
 Although the denominator can be represented by a modified factorial, e.g. for even coefficient, the
2 3
denominator is 𝑛!, while it is is 𝑛!, it is not so for the numerator. So we just write out each terms.

Remember: associated with each coefficients an is the power term xn.

Then, the general solution is:
𝟏 𝟏 𝟔 𝟏 𝟑 𝟏
𝑦(𝑥) = 𝒂𝟎 (𝟏 − 𝒙𝟐 + 𝒙𝟒 − 𝒙 + ⋯ ) + 𝒂𝟏 (𝒙 − 𝒙𝟑 + 𝒙𝟓 − 𝒙𝟕 + ⋯ )
𝟒 𝟔𝟎 𝟐 𝟒 𝟏𝟔𝟖𝟎
3. y’’ - 4xy’ - 4y = ex

The DE is analytic at x = 0. We can use power series to solve.

𝒙𝒏
Note that 𝑒 𝑥 = ∑∞
𝒏=𝟎 𝒏!

Substituting y, y’, y” and ex series into the equation.

∞ ∞ ∞ ∞
𝒏−𝟐 𝒏−𝟏
𝒙𝒏 𝒏
∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙 − 𝟒𝒙 ∑ 𝒂𝒏 𝒏𝒙 − 𝟒 ∑ 𝒂𝒏 𝒙 = ∑
𝒏!
𝒏=𝟐 𝒏=𝟏 𝒏=𝟎 𝒏=𝟎
∞ ∞ ∞ ∞
𝒏−𝟐
𝒙𝒏 𝒏 𝒏
∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙 − ∑ 𝟒𝒂𝒏 𝒏𝒙 − ∑ 𝟒𝒂𝒏 𝒙 = ∑
𝒏!
𝒏=𝟐 𝒏=𝟏 𝒏=𝟎 𝒏=𝟎

Shift the index so that all series have power term xn.
∞ ∞ ∞ ∞
𝒏
𝒙𝒏 𝒏 𝒏
∑ 𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐)𝒙 − ∑ 𝟒𝒂𝒏 𝒏𝒙 − ∑ 𝟒𝒂𝒏 𝒙 = ∑
𝒏!
𝒏=𝟎 𝒏=𝟏 𝒏=𝟎 𝒏=𝟎

Take out zeroth terms of the 1st, 3rd, and 4th series so that all series start at n = 1.
∞ ∞ ∞ ∞
𝒏 𝒏 𝒏
𝒙𝒏
𝟐𝒂𝟐 + ∑ 𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐)𝒙 − ∑ 𝟒𝒂𝒏 𝒏𝒙 − 𝟒𝒂𝟎 − ∑ 𝟒𝒂𝒏 𝒙 = 𝟏 + ∑
𝒏!
𝒏=𝟏 𝒏=𝟏 𝒏=𝟏 𝒏=𝟏
∞ ∞
𝒙𝒏
−𝟒𝒂𝟎 + 𝟐𝒂𝟐 + ∑[(𝒏 + 𝟏)(𝒏 + 𝟐)𝒂𝒏+𝟐 − 𝟒(𝒏 + 𝟏)𝒂𝒏 ]𝒙𝒏 =𝟏+∑
𝒏!
𝒏=𝟏 𝒏=𝟏

Equate the terms with same power of x:

𝟏+𝟒𝒂𝟎 𝟏
 −𝟒𝒂𝟎 + 𝟐𝒂𝟐 = 𝟏 => 𝒂𝟐 = = 𝟐 + 𝟐𝒂𝟎
𝟐
𝟏 𝟏 𝟒
 (𝒏 + 𝟏)(𝒏 + 𝟐)𝒂𝒏+𝟐 − 𝟒(𝒏 + 𝟏)𝒂𝒏 = 𝒏! => 𝒂𝒏+𝟐 = (𝒏+𝟏)(𝒏+𝟐)𝒏! + 𝒏+𝟐 𝒂𝒏 ,n1
𝟏 𝟒
 𝒂𝒏+𝟐 = (𝒏+𝟐)! + 𝒏+𝟐 𝒂𝒏 , n  1, the recurrence formula

Plug in n to find a few coefficients and observe for possible patterns.

𝟏 𝟒
n = 1, 𝒂𝟑 = 𝟑! + 𝟑 𝒂𝟏
𝟏 𝟒 𝟏 𝟏 𝟏𝟑
n = 2, 𝒂𝟒 = 𝟒! + 𝟒 𝒂𝟐 = 𝟒! + (𝟐 + 𝟐𝒂𝟎 ) = + 𝟐𝒂𝟎
𝟒!
𝟏 𝟒 𝟏 𝟒 𝟏 𝟒 𝟏𝟕 𝟏𝟔
n = 3, 𝒂𝟓 = 𝟓! + 𝟓 𝒂𝟑 = 𝟓! + 𝟓 (𝟑! + 𝟑 𝒂𝟏 ) = + 𝟏𝟓 𝒂𝟏
𝟓!
𝟏 𝟒 𝟏 𝟒 𝟏𝟑 𝟐𝟔𝟏 𝟑
n = 4, 𝒂𝟔 = 𝟔! + 𝟔 𝒂𝟒 = 𝟔! + 𝟔 ( 𝟒! + 𝟐𝒂𝟎 ) = 𝟔!
+ 𝟐 𝒂𝟎
𝟏 𝟒 𝟏 𝟒 𝟏𝟕 𝟏𝟔 𝟒𝟎𝟗 𝟔𝟒
n = 5, 𝒂𝟕 = 𝟕! + 𝟕 𝒂𝟓 = 𝟕! + 𝟕 ( 𝟓! + 𝟏𝟓 𝒂𝟏 ) = 𝟕!
+ 𝟏𝟎𝟓 𝒂𝟏

Observations:

 Each even coefficient is expressed in terms of a0 and each odd coefficient is expressed in terms of a1.
 There is no clear discernable pattern in an. So we just write out each terms.
Then, the general solution is:
𝟑 𝟒 𝟏𝟔 𝟔𝟒 𝟏 𝟏
 𝑦(𝑥) = 𝒂𝟎 (𝟏 + 𝟐𝒙𝟐 + 𝟐𝒙𝟒 + 𝟐 𝒙𝟔 + ⋯ ) + 𝒂𝟏 (𝒙 + 𝟑 𝒙𝟑 + 𝟏𝟓 𝒙𝟓 + 𝟏𝟎𝟓 𝒙𝟕 + ⋯ ) + (𝟐 𝒙𝟐 + 𝟑! 𝒙𝟑 +
𝟏𝟑 𝟏𝟕 𝟐𝟔𝟏 𝟒𝟎𝟗
𝒙𝟒 + 𝒙𝟓 + 𝒙𝟔 + 𝒙𝟕 … )
𝟒! 𝟓! 𝟔! 𝟕!

i.e. y(x) = a0y1 + a1y2 + yp, where yp (the last series) is the particular solution for this non-homogeneous
equation.
4. y” + (1 - x)y’ + 2y = 1 − x2

The DE is analytic at x = 0. We can use power series to solve.

Substituting y, y’, and y” power series into the equation.
∞ ∞ ∞
𝒏−𝟐 𝒏−𝟏
∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙 + (𝟏 − 𝒙) ∑ 𝒂𝒏 𝒏𝒙 + 𝟐 ∑ 𝒂𝒏 𝒙𝒏 = 𝟏 − 𝒙𝟐
𝒏=𝟐 𝒏=𝟏 𝒏=𝟎
∞ ∞ ∞ ∞
𝒏−𝟐 𝒏−𝟏
∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙 + ∑ 𝒂𝒏 𝒏𝒙 − ∑ 𝒂𝒏 𝒏𝒙 + ∑ 𝟐𝒂𝒏 𝒙𝒏 = 𝟏 − 𝒙𝟐
𝒏

𝒏=𝟐 𝒏=𝟏 𝒏=𝟏 𝒏=𝟎

Shift the index so that all series have power term xn.
∞ ∞ ∞ ∞

∑ 𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐)𝒙 + ∑ 𝒂𝒏+𝟏 (𝒏 + 𝟏)𝒙 − ∑ 𝒂𝒏 𝒏𝒙 + ∑ 𝟐𝒂𝒏 𝒙𝒏 = 𝟏 − 𝒙𝟐

𝒏 𝒏 𝒏

𝒏=𝟎 𝒏=𝟎 𝒏=𝟏 𝒏=𝟎

Take out all the zeroth terms of 1st, 2nd, and 4th series so that so all series start at n = 1.
∞ ∞ ∞ ∞

𝟐𝒂𝟐 + ∑ 𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐)𝒙𝒏 + 𝒂𝟏 + ∑ 𝒂𝒏+𝟏 (𝒏 + 𝟏)𝒙𝒏 − ∑ 𝒂𝒏 𝒏𝒙𝒏 + 𝟐𝒂𝟎 + ∑ 𝟐𝒂𝒏 𝒙𝒏

𝒏=𝟏 𝒏=𝟏 𝒏=𝟏 𝒏=𝟏
= 𝟏 − 𝒙𝟐
∞

𝟐𝒂𝟐 + 𝒂𝟏 + 𝟐𝒂𝟎 + ∑[𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐) + 𝒂𝒏+𝟏 (𝒏 + 𝟏) − 𝒂𝒏 𝒏 + 𝟐𝒂𝒏 ]𝒙𝒏 = 𝟏 − 𝒙𝟐

𝒏=𝟏

As there is a x2 term on the RHS, we must find the corresponding term on the LHS to equate them. This
implies we have to take out n = 1 and n = 2 terms of the power series.
𝟐𝒂𝟐 + 𝒂𝟏 + 𝟐𝒂𝟎 + (𝟔𝒂𝟑 + 𝟐𝒂𝟐 + 𝒂𝟏 )𝒙 + (𝟏𝟐𝒂𝟒 + 𝟑𝒂𝟑 )𝒙𝟐
∞

+ ∑[𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐) + 𝒂𝒏+𝟏 (𝒏 + 𝟏) − (𝒏 − 𝟐)𝒂𝒏 ]𝒙𝒏 = 𝟏 − 𝒙𝟐

𝒏=𝟑

Equate the terms with same power of x:

𝟏 𝒂𝟏
 𝟐𝒂𝟐 + 𝒂𝟏 + 𝟐𝒂𝟎 = 𝟏 => 𝒂𝟐 = 𝟐 − − 𝒂𝟎
𝟐
𝟏 𝟏 𝟏 𝟏
 𝟔𝒂𝟑 + 𝟐𝒂𝟐 + 𝒂𝟏 = 𝟎 => 𝒂𝟑 = − 𝟑 𝒂𝟐 − 𝟔 𝒂𝟏 = − 𝟔 + 𝟑 𝒂𝟎
𝟏 𝟏 𝟏 𝟏
 𝟏𝟐𝒂𝟒 + 𝟑𝒂𝟑 = −𝟏 => 𝒂𝟒 = − 𝟒 𝒂𝟑 − 𝟏𝟐 = − 𝟏𝟐 𝒂𝟎 − 𝟐𝟒

 𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐) + 𝒂𝒏+𝟏 (𝒏 + 𝟏) − (𝒏 − 𝟐)𝒂𝒏 = 𝟎, n3

𝟏 (𝒏−𝟐)
=> 𝒂𝒏+𝟐 = − 𝒏+𝟐 𝒂𝒏+𝟏 + (𝒏+𝟏)(𝒏+𝟐) 𝒂𝒏 , n  3, the recurrence formula

Plug in n to find a few coefficients and observe for possible patterns.

𝟏 𝟏 𝟏
n = 3, 𝒂𝟓 = − 𝟓 𝒂𝟒 + (𝟒)(𝟓) 𝒂𝟑 = 𝟑𝟎 𝒂𝟎

𝟏 𝟏 𝟏 𝟏
n = 4, 𝑎6 = − 𝟔 𝒂𝟓 + (𝟓)(𝟔) 𝒂𝟒 = − 𝟑𝟔𝟎 𝒂𝟎 − 𝟕𝟐𝟎
Observations:

 Coefficients are expressed in terms of a0 and some of a1, with other constants terms.
 There is no clear discernable pattern in an. So we just write out each terms.
Then, the general solution is:
𝟏 𝟏 𝟒 𝟏 𝟓 𝟏 𝟔 𝟏
𝑦(𝑥) = 𝒂𝟎 (𝟏 − 𝒙𝟐 + 𝒙𝟑 − 𝒙 + 𝒙 − 𝒙 + ⋯ ) + 𝒂𝟏 (𝒙 − 𝒙𝟐 )
𝟑 𝟏𝟐 𝟑𝟎 𝟑𝟔𝟎 𝟐
𝟏 𝟐 𝟏 𝟑 𝟏 𝟒 𝟏 𝟔
+( 𝒙 − 𝒙 − 𝒙 − 𝒙 +⋯)
𝟐 𝟔 𝟐𝟒 𝟕𝟐𝟎

i.e. y(x) = a0y1 + a1y2 + yp, where yp (the last series) is the particular solution for this non-homogeneous
equation.
5. (x2 – 4)y’’ + 3xy’ + y = 0

Solution

The only singular points of the equation are 2 and -2. So x = 0 is an ordinary point and we can find the
series solution of the equation near zero. The series will have radius of convergence of 2.
∞ ∞ ∞ ∞

𝒙𝟐 ∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙𝒏−𝟐 − 𝟒 ∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙𝒏−𝟐 + 𝟑𝒙 ∑ 𝒂𝒏 𝒏𝒙𝒏−𝟏 + ∑ 𝒂𝒏 𝒙𝒏 = 𝟎

𝒏=𝟐 𝒏=𝟐 𝒏=𝟏 𝒏=𝟎
∞ ∞ ∞ ∞

∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙𝒏 − ∑ 𝟒𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙𝒏−𝟐 + ∑ 𝟑𝒂𝒏 𝒏𝒙𝒏 + ∑ 𝒂𝒏 𝒙𝒏 = 𝟎

𝒏=𝟐 𝒏=𝟐 𝒏=𝟏 𝒏=𝟎

Shift the index so that all series have power term xn.
∞ ∞ ∞ ∞

∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙𝒏 − ∑ 𝟒𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐)𝒙𝒏 + ∑ 𝟑𝒂𝒏 𝒏𝒙𝒏 + ∑ 𝒂𝒏 𝒙𝒏 = 𝟎

𝒏=𝟐 𝒏=𝟎 𝒏=𝟏 𝒏=𝟎

Take out all zeroth and 1st terms so that so all series start at n = 2.
∞ ∞ ∞

∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙 − 𝟖𝒂𝟐 − 𝟐𝟒𝒂𝟑 𝒙 − ∑ 𝟒𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐)𝒙 + 𝟑𝒂𝟏 𝒙 + ∑ 𝟑𝒂𝒏 𝒏𝒙𝒏 + 𝒂𝟎 + 𝒂𝟏 𝒙
𝒏 𝒏

𝒏=𝟐 𝒏=𝟐 𝒏=𝟏

∞

+ ∑ 𝒂𝒏 𝒙𝒏 = 𝟎
𝒏=𝟐

Collect like terms,

∞

𝒂𝟎 − 𝟖𝒂𝟐 − 𝟐𝟒𝒂𝟑 𝒙 + 𝟒𝒂𝟏 𝒙 + ∑[𝒂𝒏 𝒏(𝒏 − 𝟏) − 𝟒𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐) + 𝟑𝒂𝒏 𝒏 + 𝒂𝒏 ]𝒙𝒏 = 𝟎

𝒏=𝟐
∞

𝒂𝟎 − 𝟖𝒂𝟐 + (𝟒𝒂𝟏 − 𝟐𝟒𝒂𝟑 )𝒙 + ∑[−𝟒𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐) + (𝒏(𝒏 − 𝟏) + 𝟑𝒏 + 𝟏)𝒂𝒏 ]𝒙𝒏 = 𝟎

𝒏=𝟐
∞

𝒂𝟎 − 𝟖𝒂𝟐 + (𝟒𝒂𝟏 − 𝟐𝟒𝒂𝟑 )𝒙 + ∑[−𝟒𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐) + (𝒏 + 𝟏)𝟐 𝒂𝒏 ]𝒙𝒏 = 𝟎

𝒏=𝟐

Equate the terms with same power of x:

𝟏
 𝒂𝟎 − 𝟖𝒂𝟐 = 𝟎 => 𝒂𝟐 = 𝟖 𝒂𝟎
𝟏
 𝟒𝒂𝟏 − 𝟐𝟒𝒂𝟑 = 𝟎 => 𝒂𝟑 = 𝟔 𝒂𝟏
 −𝟒𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐) + (𝒏 + 𝟏)𝟐 𝒂𝒏 = 𝟎

𝒏+𝟏
 𝒂𝒏+𝟐 = 𝟒(𝒏+𝟐) 𝒂𝒏 , n  2, the recurrence formula

Plug in n to find a few coefficients and observe for possible patterns.

 𝟑 𝟑 𝟑
n = 2, 𝒂𝟒 = 𝟒(𝟒) 𝒂𝟐 = 𝟒(𝟒)𝟖 𝒂𝟎 = 𝟏𝟐𝟖 𝒂𝟎

𝟒 𝟒 𝟏
n = 3, 𝒂𝟓 = 𝟒(𝟓) 𝒂𝟑 = 𝟒(𝟓)𝟔 𝒂𝟏 = 𝟑𝟎 𝒂𝟏

𝟓 𝟓 𝟑 𝟓
n = 4, 𝒂𝟔 = 𝟒(𝟔) 𝒂𝟒 = 𝟒(𝟔) 𝟏𝟐𝟖 𝒂𝟎 = 𝟏𝟎𝟐𝟒 𝒂𝟎

𝟔 𝟔 𝟏 𝟏
n = 5, 𝒂𝟔 = 𝟒(𝟕) 𝒂𝟓 = 𝟒(𝟕) 𝟑𝟎 𝒂𝟏 = 𝟏𝟒𝟎 𝒂𝟏

Notice that each even coefficient is expressed in terms of a0 and each odd coefficient is expressed in terms
of a1.

Then, the general solution is:

𝟏 𝟑 𝟒 𝟓 𝟏 𝟏 𝟓 𝟏 𝟕
𝑦(𝑥) = 𝒂𝟎 (𝟏 + 𝒙𝟐 + 𝒙 + 𝒙𝟔 + ⋯ ) + 𝒂𝟏 (𝒙 + 𝒙𝟑 + 𝒙 + 𝒙 +⋯)
𝟖 𝟏𝟐𝟖 𝟏𝟎𝟐𝟒 𝟔 𝟑𝟎 𝟏𝟒𝟎
6. Use power series to solve this initial value problem.

(x – 1)y’’ - xy’ + y = 0 y(0) = 2, y’(0) = 6

Solution
The only singular points of the equation is x = 1. So x = 0 is an ordinary point and we can find the series
solution of the equation near zero. The series will have radius of convergence of 1.
∞ ∞ ∞ ∞

𝒙 ∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙𝒏−𝟐 − ∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙𝒏−𝟐 − 𝒙 ∑ 𝒂𝒏 𝒏𝒙𝒏−𝟏 + ∑ 𝒂𝒏 𝒙𝒏 = 𝟎

𝒏=𝟐 𝒏=𝟐 𝒏=𝟏 𝒏=𝟎
∞ ∞ ∞ ∞

∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙𝒏−𝟏 − ∑ 𝒂𝒏 𝒏(𝒏 − 𝟏)𝒙𝒏−𝟐 − ∑ 𝒂𝒏 𝒏𝒙𝒏 + ∑ 𝒂𝒏 𝒙𝒏 = 𝟎

𝒏=𝟐 𝒏=𝟐 𝒏=𝟏 𝒏=𝟎

Shift the index so that all series have power term xn.
∞ ∞ ∞ ∞

∑ 𝒂𝒏+𝟏 (𝒏 + 𝟏)(𝒏)𝒙𝒏 − ∑ 𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐)𝒙𝒏 − ∑ 𝒂𝒏 𝒏𝒙𝒏 + ∑ 𝒂𝒏 𝒙𝒏 = 𝟎

𝒏=𝟏 𝒏=𝟎 𝒏=𝟏 𝒏=𝟎

Take out all zeroth terms of the 2nd and 4th series so that so all series start at n = 1.
∞ ∞ ∞ ∞

∑ 𝒂𝒏+𝟏 (𝒏 + 𝟏)(𝒏)𝒙 − 𝟐𝒂𝟐 − ∑ 𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐)𝒙 − ∑ 𝒂𝒏 𝒏𝒙 + 𝒂𝟎 + ∑ 𝒂𝒏 𝒙𝒏 = 𝟎

𝒏 𝒏 𝒏

𝒏=𝟏 𝒏=𝟏 𝒏=𝟏 𝒏=𝟏

∞

−𝟐𝒂𝟐 + 𝒂𝟎 + ∑[𝒂𝒏+𝟏 (𝒏 + 𝟏)(𝒏) − 𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐) − 𝒂𝒏 𝒏 + 𝒂𝒏 ]𝒙𝒏 = 𝟎

𝒏=𝟏

Equate the terms with same power of x:

𝟏
 −𝟐𝒂𝟐 + 𝒂𝟎 = 𝟎, => 𝒂𝟐 = 𝟐 𝒂𝟎
 𝒂𝒏+𝟏 (𝒏 + 𝟏)(𝒏) − 𝒂𝒏+𝟐 (𝒏 + 𝟏)(𝒏 + 𝟐) − (𝒏 − 𝟏)𝒂𝒏 = 𝟎
𝒏 𝒏−𝟏
=> 𝒂𝒏+𝟐 = 𝒏+𝟐 𝒂𝒏+𝟏 − (𝒏+𝟏)(𝒏+𝟐) 𝒂𝒏 ,n1

Plug in n to find a few coefficients and observe for possible patterns.

𝟏 𝟏 𝟏
n = 1, 𝒂𝟑 = 𝟑 𝒂𝟐 − 𝟎 = (𝟐)(𝟑) 𝒂𝟎 = 𝟑! 𝒂𝟎

𝟐 𝟏 𝟐𝟏 𝟏 𝟏
n = 2, 𝒂𝟒 = 𝟒 𝒂𝟑 − (𝟑)(𝟒) 𝒂𝟐 = 𝟒 𝟔 𝒂𝟎 − (𝟐)(𝟑)(𝟒) 𝒂𝟎 = 𝟒! 𝒂𝟎

𝟑 𝟐 𝟑 𝟏 𝟐 𝟏 𝟏
n = 3, 𝒂𝟓 = 𝟓 𝒂𝟒 − (𝟒)(𝟓) 𝒂𝟑 = 𝟓 𝟐𝟒 𝒂𝟎 − (𝟒)(𝟓) 𝟔 𝒂𝟎 = 𝟓! 𝒂𝟎

𝟒 𝟑 𝟒 𝟏 𝟑 𝟏 𝟏
n = 4, 𝒂𝟔 = 𝟔 𝒂𝟓 − (𝟓)(𝟔) 𝒂𝟒 = 𝟔 (𝟐)(𝟑)(𝟒)(𝟓) 𝒂𝟎 − (𝟓)(𝟔) (𝟐)(𝟑)(𝟒) 𝒂𝟎 = 𝟔! 𝒂𝟎

Notice that coefficient are basically all expressed in terms of a0 with just a single term with a1.

Then, the general solution is:

 ∞
𝟏 𝟏 𝟏 𝟏 𝟏 𝟏
𝑦(𝑥) = 𝒂𝟎 (𝟏 + 𝒙𝟐 + 𝒙𝟑 + 𝒙𝟒 + 𝒙𝟓 + 𝒙𝟔 … ) + 𝒂𝟏 𝒙 = 𝒂𝟎 (𝟏 + ∑ 𝒙𝒏 ) + 𝒂𝟏 𝒙
𝟐! 𝟑! 𝟒! 𝟔! 𝟕! 𝒏!
𝒏=𝟐

Applying initial conditions,

y(0) = 2, => 𝑦(0) = 𝒂𝟎 = 𝟐
𝟏 𝟏 𝟏 𝟏 𝟏
𝑦′(𝑥) = 𝟐 (𝟐 𝒙 + 𝟑 𝒙𝟐 + 𝟒 𝒙𝟑 + 𝟓 𝒙𝟒 + 𝟔 𝒙𝟓 … ) + 𝒂𝟏
𝟐! 𝟑! 𝟒! 𝟔! 𝟕!
y’(0) = 6, => y’(0) = 6 = a1
So the solution is,
∞
𝟏 𝒏
𝑦(𝑥) = 2 (𝟏 + ∑ 𝒙 ) + 𝟔𝒙
𝒏!
𝒏=𝟐