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Solutions Manual© to Accompany

Differential Equations for Engineers and Scientists


By
Y. Cengel and W. Palm III

Solutions to Problems in Chapter Five

Solutions prepared by:

Tahsin Engin, University of Sakarya


And
William Palm III, University of Rhode Island

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CHAPTER 5
Section Review Problems
5 – 1C A power series is an infinite series whose terms are of the form . Polynomials
represent a special case of the power series, and they are essentially power series with a finite
number of terms.

5 – 2C The index of summation of a power series which serves as a counter is a dummy


parameter just like the dummy variable in a definite integral. Therefore it makes no difference
whether we denote it by or .

5 – 3C If a quantity does not depend on the index of summation, it can be readily moved out of
summation sign, as we often do in integration processes.

5 – 4C The power series are identical if they represent the same function.

5–5
a) Given: ∑

Solution: The series can be equivalently expressed as

∑ ∑

b) Given: ∑

Solution: The series can be equivalently expressed as

∑ ∑

5–6
a) Given: ∑

Solution: By replacing every occurrence of with we obtain

( )
∑ ∑ ∑
( ) ( )

which is the desired expression.

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b) Given: ∑

Solution: By replacing every occurrence of with we obtain

( )
∑ ∑ ( ) ∑( )

which is the desired expression

5 – 7 Given: ∑ ( ) ∑ ∑ ( )

Solution: Given equality can be expressed as

∑( ) ∑ ∑( )

Cancelling out and combining the terms under the same summation yields

∑[( ) ] ∑( )

from which we have

( )

or

since . Therefore the equality holds for any value.

5–8
a) Given: ∑

Solution: Applying the ratio test,

( ) ( )
| | | | | | | | | |

Thus we have | |, and this power series will converge for | | or .

The radius of convergence, which is half the length of this interval, is determined to be .

Now, we must check the endpoints of the interval.

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Left endpoint: At this point , and the given series becomes

∑ ( )

Right endpoint: At this point , and the given series becomes

∑ ( )

Therefore the given power series converges in the semi – open interval , or [ ).

b) Given: ∑

Solution: Applying the ratio test,

( )
( ) | |
| | | | | | | |
( )

| |
Thus we have | | , and this power series will converge for or .

The radius of convergence, which is half the length of this interval, is determined to be .

Now, we must check the endpoints of the interval.

Left endpoint: At this point , and the given series becomes

∑ ( )

Right endpoint: At this point , and the given series becomes

∑ ( )

Therefore the given power series converges in the semi – open interval , or [ ).

5 – 9C Series solution method is not limited to differential equations with variable coefficients,
and they can be used to solve the differential equations with constant coefficients. This is,
however, not so preferable since the series solutions are laborious compared to other methods
used for solving the differential equations with constant coefficients. The series solutions
methods are quite favorable when no viable method exists to handle the existing problem.

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5 – 10
Given:

Solution: This is a linear second order homogeneous differential equation with constant
coefficients, and it solution can be determined using the method described in Chapter 3 to be

( )

The series expansion of this solution function about can be determined from Eq. 5 – 9 to
be

( ) ( ) ( ) ( )

Now, we seek a series solution of the form

Differentiating twice term by term

∑ ( )

Substituting and into the differential equation,

∑ ( ) ∑

To equate the power of in both summations, we shift the index of first summation by ,
yielding

∑( )( ) ∑

or

∑[( )( ) ]

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This equation will be satisfied for all if and only if the coefficient of each power of is zero.
Therefore we have

( )( )

from which we obtain the recurrence relation

( )( )

When is even ( ), the recurrence relation gives

( )

( )
.
.
.
When is odd ( ), the recurrence relation gives

( )

( )
.
.
.

Substituting these coefficients into the assumed power series solution, and factoring out and
yields the desired solution

( ) ∑

or

( ) ( ) ( )

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which is identical with Eq. 1 with and .

5 – 11C When solving linear differentia equations with variable coefficients, the interval in
which the solution is applicable is rarely the entire axis. This is because of the fact that the
solutions of differential equations with variable coefficients, in general, converges in an interval
only. It is therefore unavoidable to talk about the solutions about a point which will refer to a
solution in an interval which contains that point.

5 – 12C A linear second order homogeneous differential equation can be expressed in standard
for as

( ) ( )

A given point is said to be ordinary point of this differential equation if both of the functions
( ) and ( ) are analytic at this point. Otherwise, the point is called a singular point of the
differential equation.

5 – 13
(a) Given:

Solution: The differential equation is already in the standard form, and hence we have

( ) ( )

both of which are continuous for all values. Therefore every single point in the interval
( ) is an ordinary point, and there is no singular point.

(b)

Solution: The differential equation can be expressed in the standard form by dividing each term
by ,

Thus we have
( ) ( )

Then we write

from which we determine the singular points of the differential equation to be and
. All other points are the ordinary points. Now we check if these singular points are regular.

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Check for :

( ) ( ) ( )

( )
( ) ( ) ( )

Check for :

( ) ( )

( ) ( )

Therefore we conclude that is a regular singular point, whereas is an irregular


singular point of the differential equation.

5 – 14 Given: ,

Solution: This is a second order linear homogeneous differential equation with constant
coefficients. Therefore its series solution converges for all , thus the radius of convergence of
the series solution is infinity ( ).

5 – 15C The solution of a third order differential equation with variable coefficients about an
ordinary point will involve three arbitrary constants. Theorem 5-2 tells us that the radius of
convergence of this series solution is at least as large the distance from the point about which we
seek a series solution to the nearest real or complex singular point of the differential equation.

5 – 16 Given: ,

Solution: We assume a power series solution of the form ∑ ( ) . Since ,


we have

Differentiating,

and

∑ ( )

Substituting and in the given differential equation yields

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∑ ( ) ∑ ∑

or

∑ ( ) ∑ ∑

We now shift the indices of summation so that they sum over the same power of .

∑ ( )( ) ∑ ∑

or

∑( )( ) ∑ ∑

Separating out the terms corresponding to and combining the rest under one summation
gives

∑[( )( ) ]

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( )( )

From which we have

( )
( )( )

for
for

for

for

. .
. .

Hence,

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( ) ∑

or

( ) ( )

which is the desired solution.

The given differential equation is already in the standard form, and we have

( ) ( )

both of which are polynomials. Therefore there is no singular point of this differential equation,
and hence the radius of convergence of the series solution is . Then we conclude that the
interval of convergence is ( ).

5 – 17 Given: ; ( ) , ( )

Solution: We assume a power series solution of the form ∑ ( ) . Since ,


we have

Differentiating,

and

∑ ( )

Substituting and in the given differential equation yields

∑ ( ) ∑ ∑

or

∑ ( ) ∑ ∑

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We now shift the indices of summation so that they sum over the same power of .

∑ ( )( ) ∑ ∑

or

∑( )( ) ∑ ∑

where we started the index of second summation from with no effect on the summation.
Then we have

∑[( )( ) ]

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( )( )

from which we have

for

for

for

for

. .
. .

Hence,

( ) ∑

( ) ( ) ( ) ( )

or

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( ) ( ) ( )

which is the general solution of the differential equation. The assumed power series solution
suggests that ( ) and ( ) . Therefore the solution of the given initial-
value problem can be readily acquired by simply replacing by , and by in the general
solution. Then the solution of the initial-value problem is obtained to be

( ) ( ) ( )

or
( )

Maple Solution:
>

>

>
>

5 – 18C A series solution of Legendre’s equation is called a Legendre function of order . When
is a nonnegative integer, some Legendre functions reduce to polynomials, which are termed as
Legendre polynomials.

5 – 19C In Example 5-17, we have demonstrated that the series solution of the Legendre’s
equation about the point converges in the interval . Therefore the solution
obtained for will not be valid for .

5 – 20 Given: We are to determine the Legendre polynomial ( ) using (a) the series
expansion, (b) the Rodrigues formula, and (c) the recurrence relation.

Solution:

(a) Series expansion method: Taking , Eq. 5-62 gives

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( )
( ) ( )
( ) ∑ ( ) ( )
( ) ( )

(b) Rodrigues formula: Taking , Eq. 5-63 gives

( ) ( ) [ ( ( ) )]

[ ( ( ) ( ) )] [ ]

( )

(c) Recurrence relation: Noting that ( ) and ( ) , Eq. 5-67 with gives

( ) ( ) ( )

( ) was already determined in Example 5-19 to be

( ) ( )
Therefore we obtain

( ) ( ( )) ( ) ( )

5 – 21C When solving a linear homogeneous equation with variable coefficients using the power
series method, we assume a power series solution of the form

( ) ∑

The solution function assumed for the method of Frobenius is in the form of a product of an
unknown power of and the a power series in , that is

( ) ∑ ∑

This is the only difference between two methods.

5 – 22C For a second order linear homogeneous differential equation with variable coefficients,
the indicial equation is a quadratic equation in which involves the values of functions ( )
and ( ) at . In other words, if the differential equation is

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( ) ( )

then the indicial equation is

( [ ( )] ) [ ( )]

Once the roots and of indicial equation are determined, on can seek a power series solution
of the form

( ) ∑

5 – 23
(a) Given:

Solution: The differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since both
functions blow up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are √ and √ .

(b) Given: ( )

Solution: The differential equation can be put into the standard form by dividing each term by
,

( )
Thus we have
( ) ( )
( )

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By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are and .

5 – 24
(a) Given:

Solution: The differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since both
functions blow up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these
values into the Eq. 5-75 yields

whose roots are and , which differ by a positive integer. That is, ,
where in this case. Then according to Theorem 5-3, the given differential equation has
two linearly independent series solutions, which are of the form

( ) ∑ ( ) ( ) ∑

where and , whereas the constant may be zero. Since is the only singular
point for the given differential equation, the series solution converges for all .

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(b) Given: ( )

Solution: The differential equation can be put into the standard form by dividing each term by ,

( )
Thus we have
( ) ( )
( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are and , which differ by a positive integer. That is, ,
where in this case. Then according to Theorem 5-3, the given differential equation has
two linearly independent series solutions, which are of the form

( ) ∑ ( ) ( ) ∑

where and , whereas the constant may be zero. The series solution will converge
for any .

5 – 25
(a) Given:

Solution: This is an Euler equation, and can be put into the standard form by dividing each term
by ,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since both
functions blow up at this point. In addition, we observe that

( ) ( )

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which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these
values into the Eq. 5-75 yields

whose roots are and , which differ by a positive integer. We now assume a series
solution of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

Substituting into the differential equation,

∑( )( ) ∑( ) ∑

or collecting under the same summation, we have

[∑( )( ) ( ) ]

This equation will be satisfied for all if and only if the coefficients of each power of zero,

[( )( ) ( ) ]

For , the recurrence relation above reduces to

[ ]

or

since we have assumed . This is the indicial equation obtained above.

For , the recurrence relation above reduces to

[ ( )]

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Thus,

since no integer can make the terms in the brackets zero. Then taking , the first
solution becomes

The second linearly independent solution of the Euler equation is obtained by repeating the
same procedure for , where the recurrence relation reduces to

[ ( )]

Thus,

since no integer can make the terms in the brackets zero. Then taking , the second
solution becomes

Thus the general solution to the given differential equation is obtained to be

( )

(b) Given: ( )

Solution: The differential equation can be put into the standard form by dividing each term by ,

( )
Thus we have
( ) ( )
( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that
( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

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whose roots are and , which differ by a positive integer. We now assume a series
solution of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

The differential equation can be expressed more conveniently such that

Then substituting and into the differential equation,

∑( )( ) ∑( )( ) ∑

Now, we shift the index of first summation by by replacing by so that exponent of in


all summations is identical.

∑( )( ) ∑( )( ) ∑

Separating out the terms corresponding to , and combining the summations we get

( ) ∑[( )( ) ( )( ) ]

This equation will be satisfied for all if and only if the coefficients of each power of zero,

( )

( )( ) ( )( )

since we have assumed . For , the recurrence relation above reduces to

( )( ) ( )( )

from which we obtain


( )

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which is the recurrence relation.

for

for

for

for

. .
. .

Then taking the fist solution becomes

( ) ∑ ( )

or
( ) ( ( ) ( ) ( ) ( ) )

or
( )

Considering that there is a good chance that in Eq. 5-82b, we assume the second linearly
solution to be of the of

( ) ∑

Then for , the recurrence relation above reduces to

( )( ) ( )( )

from which we obtain

which is the recurrence relation.

for
for
for

for

. .
. .

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Then taking the second linearly independent solution becomes

( ) ∑ ( )

or

( ) ( )

Thus the general solution to the given differential equation is obtained to be

( ) ( ) ( )

5 – 26
(a) Given:

Solution:
Standard Method: Taking and substituting it and its derivatives and
( ) into the given differential equation yields

( )
or

since and cannot be zero. The roots of this equation are . Therefore the
general solution of the differential equation is,

( )

Method of Frobenius: The roots of this equation are and . We now assume a
series solution of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

Then substituting and into the differential equation,


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∑( )( ) ∑( ) ∑

or collecting under the same summation, we have

∑[ ]

This equation will be satisfied for all if and only if the coefficients of each power of zero,

[ ]

For , the recurrence relation above reduces to

[ ( )]
Thus,

since no integer can make the terms in the brackets zero. Then taking , the first
solution becomes

The second linearly independent solution of the Euler equation is obtained by repeating the
same procedure for , where the recurrence relation reduces to

[ ( )]

Thus,

Then taking , the second solution becomes

Thus the general solution to the given differential equation is obtained to be

( )

(b) Given:

Solution:
Standard Method: Taking and substituting it and its derivatives and
( ) into the given differential equation yields

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( )
or

since and cannot be zero. The roots of this equation are and .
Therefore the general solution of the differential equation is,

( )

Method of Frobenius: The roots of this equation are and . We now assume a
series solution of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

Then substituting and into the differential equation,

∑ ( )( ) ∑( ) ∑

or collecting the terms under the same summation, we have

∑[ ]

This equation will be satisfied for all if and only if the coefficients of each power of zero,

[ ]

For , the recurrence relation above reduces to

[ ( )]
Thus,

since no integer can make the terms in the brackets zero. Then taking , the first
solution becomes
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The second linearly independent solution of the Euler equation is obtained by repeating the
same procedure for , where the recurrence relation reduces to

[ ( )]

Thus,

Then taking , the second solution becomes

Thus the general solution to the given differential equation is obtained to be

( )

5-27C When the last term of the Bessel’s equation of order is negative, the Bessel’s equation is
called the modified Bessel’s equation which can be expressed as

( )

5-28C The Bessel’s differential equation of order is given as

( )

When solving this equation about for , if is a positive integer, then the roots of the
related indicial equation differ by an integer since and in this case. This is also
the case for the indicial equations of Bessel’s equations of order one-half.

5-29C
Similarities:
1. Both ( ) and functions start from , that is ( ) and ( )
2. Both ( ) and functions oscillate around axis in a similar way.
3. Both functions have infinite number of zeros.
Differences:
1. The interval between zeros of is constant and equals to . The interval of zeros of
( ) starts from and approaches to when .
2. The amplitude of is constant and equals to , whereas ( ) oscillates around axis
with decreasing amplitude as increases.

5-30 Given: Bessel’s equation of order 1 is to be solved.

Solution: The Bessel’s equation of order 1 can be expressed as


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( )

This differential equation can be put into the standard form by dividing each term by ,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are and , which differ by a positive integer. We now assume a series
solution of the form

∑ ∑ ∑

Differentiating twice with respect to ,

∑( )

∑ ( )

Substituting into the differential equation,

∑ ( ) ∑( ) ∑ ∑

Shifting the index of third summation by , and combining the summation starting at
gives

∑ ( ) ∑

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Separating out the terms corresponding to and , and combining the rest under one
summation

∑[ ( ) ]

This equation will be satisfied if and only if the coefficients of each power of zero,

( )
from which we obtain

( )

for

for

for

for

for
. .
. .

Substituting these expression in gives

∑ ( )

( ( ) ( ) ( ) )

It is customary to take

then we get the first linearly independent solution to be

( )

which is the desired solution. The Bessel’s function of the first kind of order is given by Eq. 5-
125 to be

( )
( ) ∑
( )

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Taking and writing out the first few terms we obtain

( )
( ) ∑
( )

which nicely agrees with the solution ( ) obtained above.

5-31

(a) Given: ∫ ( )

Solution: Taking , Eq. 5-145 gives

∫ ( ) ( )

(b) Given: ∫ ( )

Solution: The integral can be expressed as

∫ ( )

Then taking Eq. 5-146 gives

( )
∫ ( ) ( )

End-of-Chapter Problems
5.1 Review of Power Series

5 – 32C We would need to shift the index of summation, especially when combining series whose
general terms are not of the same power. The Index can be shifted forward or backward by
any amount so long as the equality is maintained.

5 – 33C The index of a summation can be forwarded by by replacing every occurrence of ,


including the ones under and above the summation sign, by , where is the summation
index of the original summation.

5 – 34C The recurrence relation is a relation which relates two or more coefficients of a power
series to each other.

5 – 35C If each coefficient of a power series equals zero, then the power series is identically
equal to zero for all in some open interval.

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5 – 36C This is because of the fact that a power series representation is of little use if the series
does not converge to the function it represents. Therefore, it is often necessary to determine if
the power series converges in the specified solution interval when using the method of power
series solution to solve the differential equations.

5 – 37C The easiest way to check the convergence of the power series is to apply the ratio test,
which is based on comparing the th and ( )th terms of the series and taking the limit as
. If this limit is less than , then the power series converges to the function it represents.
The ratio test fails when the limit equals to . If the limit is larger than , then the power series is
said to be divergent at the given value.

5 – 38C A power series about the point is an expression of the form

∑ ( ) ( ) ( )

On the axis, the open interval in which this power series converges is called the interval of
convergence, and this interval can be determined from the ratio test. The interval of
convergence is often described in terms of the radius of convergence ( ), which can
be viewed as the distance between the center of the series and the closest point at which the
series diverges.

5 – 39C If two power series converges in an interval, then their sum, difference and product will
also converge in that interval. The quotient of these two series will also converges in that
interval so long as the power series in the denominator of fraction is not identically zero.

5 – 40C If a function ( ) is infinitely differentiable at a point , its Taylor series expansion


exists at that point. Also, if the Taylor series expansion of this function at a point and its
immediate vicinity exists, then that function is said to be analytic at that point. Therefore, any
function which is analytic at can be expressed as a power series of center with a nonzero
radius of convergence. Some examples of analytical functions are

( )

( )

( )

( )

In Problems 5 – 41 and 5 – 42, we are to write the first three terms of the series while keeping the
rest of the terms under the summation.

5 – 41
a) Given: ∑ ( )

Solution: The series can be equivalently expressed as

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∑( ) ∑( )

b) Given: ∑

Solution: The series can be equivalently expressed as

∑ ∑

5 – 42
a) Given: ∑ ( )

Solution: The series can be equivalently expressed as

∑( ) ∑( )

b) Given: ∑ ( )

Solution: The series can be equivalently expressed as

∑( ) ∑( )

5 – 43
a) Given: ∑ ( )

Solution: By replacing every occurrence of with we obtain

( )
∑( ) ∑ (( ) ) ∑( )

which is the desired expression.

b) Given: ∑

Solution: By replacing every occurrence of with we obtain

( )
∑ ∑ ∑

which is the desired expression.


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In Problems 5 – 44 and 5 –45, we are to shift the index of the given summation such that the power
of in series is :

5 – 44
a) Given: ∑ ( )

Solution: By replacing every occurrence of with we obtain

∑( ) ∑ (( ) ) ∑( )

which is the desired expression.

b) Given: ∑ ( )

Solution: By replacing every occurrence of with we obtain

( )
∑( ) ∑ (( ) ) ∑( )

which is the desired expression.

5 – 45
a) Given:∑ ( )

Solution: By replacing every occurrence of with we obtain

∑( ) ∑ (( ) ) ∑( )

which is the desired expression.

b) Given: ∑

Solution: By replacing every occurrence of with we obtain

( )
∑ ∑ ∑

which is the desired expression.

In Problems 5 – 46 and 5 – 47, we are to shift the index of the given summation such that the power
of in series is :
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5 – 46
a) Given: ∑ ( )

Solution: By replacing every occurrence of with we obtain

∑( ) ∑ (( ) ) ∑

which is the desired expression.

b) Given: ∑ ( )

Solution: By replacing every occurrence of with we obtain

∑( ) ∑ (( ) ) ∑( )

which is the desired expression.

5 – 47
a) Given: ∑

Solution: By replacing every occurrence of with we obtain

( )
∑ ∑ ∑

which is the desired expression.

b) Given: ∑ ( )

Solution: By replacing every occurrence of with we obtain

( ) ( )
∑( ) ∑ (( ) ) ∑( )

which is the desired expression.

In Problems 5 – 48 through 5 – 50, we are to combine the three series in the given question into
a single summation in by shifting the index of summation whenever necessary and
performing the indicated additions and subtractions.

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5 – 48 Given: ( ) ∑ ∑ ( ) ∑

Solution: The function ( ) can be expressed as

( ) ∑ ∑ ( ) ∑ ( )

∑ ∑( ) ∑( )

Expanding up to , and collecting the terms under the same summation we obtain

( ) ∑ ∑( ) ∑( )

∑[ ( ) ( ) ]

or

∑[ ( ) ( ) ]

which is the desired result.

5 – 49 Given: ( ) ∑ ∑ ( ) ∑

Solution: The function ( ) can be expressed as

( ) ∑ ∑( ) ∑

∑ ∑( ) ∑

∑ ( ) ∑ ( ) ∑

∑( ) ∑( ) ∑

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∑ ( ) ∑ ( )

∑( ) ∑( ) ∑

Collecting the terms under the same summation, and rearranging we obtain

( ) ∑( ) ∑( ) ∑

∑ [( ) ( ) ]

or

∑ [( ) ( ) ]

which is the desired result.

5 – 50 Given: ( ) ∑ ( ) ( ) ∑ ∑

Solution: The function ( ) can be expressed as

( ) ∑( ) ( ) ∑ ∑

∑ ( ) ( ) ∑ ( ) ∑ ( )

∑( ) ( ) ∑( ) ∑( )

Expanding up to , and collecting the terms under the same summation we obtain

( ) ∑( ) ( ) ∑( ) ∑( )

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∑( ) ( ) ∑( ) ∑( )

∑[( ) ( ) ( ) ( )]

or

∑[( ) ( ) ( ) ( )]

which is the desired result.

In Problems 5 – 51 through 5 – 55, we are to determine if the given equality is correct.

5 – 51 Given: ∑ ∑ ( )

Solution: Cancelling from both sides and shifting the summation on the left by we have

∑ ( ) ∑( )

or

∑( ) ∑( )

Therefore the equality holds for any value.

5 – 52 Given: ∑ ∑

Solution: Given equality can be expressed as

∑ ∑

Cancelling out from both sides, we have

∑ ∑

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Therefore the equality holds for any value since both sides of the equality have the same terms
when expanded.

5 – 53 Given: ∑ ( ) ∑ ( )

Solution: Taking into the first summation we have

∑ ( ) ∑ ( )

or

∑ ( ) ∑ ( )

which are identical.

5 – 54 Given: ∑ ( ) ∑ ( )

Solution: Shifting the summation on the left by gives

∑ ( ) ∑( )

or

∑( ) ∑( )

which are identical.

5 – 55 Given: ∑ ∑ ( )

Solution: Shifting the summation on the left by gives

∑ ( ) ∑( )

or

∑( ) ∑( )

Cancelling out, we get

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( )

Since the equality is not satisfied, we conclude that the given equality is not correct.

In Problems 5 – 56 through 5 – 58, we are to determine the interval of convergence and the radius
of convergence of given power series.

5 – 56
a) Given: ∑ ( )

Solution: Applying the ratio test,

( )
( ) ( )
| | | | | | | |
( )

Thus we have , and this power series will converge for .

The radius of convergence, which is half the length of this interval, is determined to be .

( )
b) Given: ∑

Solution: Applying the ratio test,

( )
( )
| | | | | | | | | |
( )

Thus we have | | , and this power series will converge for | | or .

The radius of convergence, which is half the length of this interval, is determined to be .

Now, we must check the endpoints of the interval.

Left endpoint: At this point , and the given series becomes

( )
∑ ( )

Right endpoint: At this point , and the given series becomes

( )
∑ ( )

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Therefore the given power series converges in the semi – open interval , or ( ].

5 – 57
a) Given: ∑

Solution: Applying the ratio test,

( )
| | | | | | | | | |

Thus we have | |, and this power series will converge for | | or .

The radius of convergence, which is half the length of this interval, is determined to be .

Now, we must check the endpoints of the interval.

Left endpoint: At this point , and the given series becomes

∑ ( )

Right endpoint: At this point , and the given series becomes

∑ ( )

Therefore the given power series converges in the semi – open interval , or [ ).

b) Given:∑ ( )

Solution: Applying the ratio test,

( ) ( )
| | | | | | | | | |
( )

Thus we have | | , and this power series will converge for | | or .

The radius of convergence, which is half the length of this interval, is determined to be .

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Now, we must check the endpoints of the interval.

Left endpoint: At this point , and the given series becomes

∑ ( )

Right endpoint: At this point , and the given series becomes

∑ ( )

Therefore the given power series converges in the semi – open interval , or[ ).

5 – 58
a) Given: ∑
( )

Solution: Applying the ratio test,

( ) ( )
| | | | | |
( )( )
( )

Thus we have , and this power series will converge for .

The radius of convergence, which is half the length of this interval, is determined to be .

b) Given:∑

Solution: Applying the ratio test,

( ) ( )
| | | | | | | |

Thus we have , and this power series will never converge except at . The radius of
convergence is simply in this case.

In Problems 5 – 59 through 5 – 61, taking ∑ , we are to obtain the recurrence


relation for the unknown coefficients for given differential equation.

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5 – 59
(a) Given:

Solution: Differentiating given power series twice term by term,

∑ ∑ ( )

Substituting into the differential equation,

∑ ( ) ∑

To equate the power of in both summations, we shift the index of first summation by ,
yielding

∑( )( ) ∑

or

∑[( )( ) ]

from which we obtain


( )( )

since . Then the recurrence relation is determined to be

( )( )

(b) Given: ( )
Solution: Differentiating given power series twice term by term,

∑ ( )

Substituting and into the differential equation,

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( )∑ ( ) ∑ ∑

or expanding first term

∑ ( ) ∑ ( ) ∑ ∑

where we replace by on the third sum with no effect on the sum. To equate the
power of in both summations, we shift the index of first summation by , and the index of
second summation by , yielding

∑( ) ∑( )( ) ∑ ∑

where we again replace by on the first sum with no effect on the sum. Then we have

∑[( ) ( )( ) ]

from which we obtain

( ) ( )( )

since . Then the recurrence relation is determined to be

( ) ( )
( )( )

5 – 60
(a) Given:

Solution: Differentiating given power series twice term by term,

∑ ∑ ( )

Substituting and into the differential equation,

∑ ( ) ∑ ∑

or

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∑ ( ) ∑ ∑

To equate the power of in both summations, we shift the index of first summation by ,
yielding

∑( )( ) ∑ ∑

where we replace by on the second sum with no effect on that sum. Combining
under one summation, we get

∑[( )( ) ]

from which we obtain


( )( )

since . Then the recurrence relation is determined to be

( )
( )( )

(b) Given:

Solution: Differentiating given power series twice term by term,

∑ ( )

Substituting and into the differential equation,

∑ ( ) ∑ ∑

or

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∑ ( ) ∑ ∑

To equate the power of in both summations, we shift the index of first summation by , the
index of second summation by , yielding

∑( )( ) ∑( ) ∑

Separating the terms corresponding and in the first and third summations, and
combining the rest under one summation, we have

∑( )( ) ∑( ) ∑

or

( ) ∑[( )( ) ( ) ]

Setting the coefficients equal to zero gives

and the recurrence relation

( )( ) ( )

from which we obtain

( )
( )( )

5 – 61
(a) Given:

Solution: Differentiating given power series twice term by term,

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∑ ( )

Substituting and into the differential equation,

∑ ( ) ∑ ∑

To equate the power of in both summations, we shift the index of first summation by , and the
index of second summation by , yielding

∑( )( ) ∑( ) ∑

or

∑[( )( ) ( ) ]

from which we obtain


( )( ) ( )

since . Then the recurrence relation is determined to be

( )
( )( )

(b) Given: ( )

Solution: Differentiating given power series twice term by term,

∑ ( )

Substituting and into the differential equation,

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( )∑ ( ) ∑

or

∑ ( ) ∑ ( ) ∑

To equate the power of in both summations, we shift the index of second summation by ,
yielding

∑ ( ) ∑( )( ) ∑

Separating the terms corresponding and in the third summation, and combining the
rest under one summation, we have

∑[ ( ) ( )( ) ]

Setting the coefficients equal to zero gives

and the recurrence relation

( ) ( )( )

from which we obtain

( )

5.2 Introduction to Power Series Solutions

5 – 62C Yes, this is done by determining the recurrence relation which relates any coefficient to
ones before it. Once first two coefficients and are determined from the specified initial –
conditions, then the remainder of the coefficients of the solution series can be computed from
the recurrence relation.

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In Problems 5 – 63 through 5 – 65, we are to solve the given differential equation using two
different methods, one being the method of power series.

5 – 63
(a) Given:

Solution: This is a linear second order homogeneous differential equation with constant
coefficients, and it solution can be determined using the method described in Chapter 3 to be

( )

The series expansion of this solution function about can be determined from Eq. 5 – 9 to
be

( ) ( ) ( ) ( ) ( )

or

( ) ( )( ) ( )( ) ( )

Now, we seek a series solution of the form

Differentiating twice term by term

∑ ( )

Substituting and into the differential equation,

∑ ( ) ∑

To equate the power of in both summations, we shift the index of first summation by ,
yielding

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∑( )( ) ∑

or

∑[( )( ) ]

This equation will be satisfied for all if and only if the coefficient of each power of is zero.
Therefore we have

( )( )

from which we obtain the recurrence relation

( )( )

Substituting these coefficients into the assumed power series solution, and factoring out and
yields the desired solution

( ) ∑

or

( ) ( ) ( )

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which is identical with Eq. 1 with and .

(b) Given:

Solution: This is a linear second order homogeneous differential equation with constant
coefficients, and it solution can be determined using the method described in Chapter 3 to be

( )

The series expansion of this solution function about can be determined from Eq. 5 – 9 to
be

( ) ( ) ( ) ( ) ( ) ( )

( ) ( )

or

( ) ( )( ) ( )( ) ( )

Now, we seek a series solution of the form

Differentiating twice term by term

∑ ( )

Substituting and into the differential equation,

∑ ( ) ∑

To equate the power of in both summations, we shift the index of first summation by ,
yielding

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∑( )( ) ∑

or

∑[( )( ) ]

This equation will be satisfied for all if and only if the coefficient of each power of is zero.
Therefore we have

( )( )

from which we obtain the recurrence relation

( )( )

Substituting these coefficients into the assumed power series solution, and factoring out and
yields the desired solution

( ) ∑

or

( ) ( ) ( )

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which is identical with Eq. 1 with and ( ) .

5 – 64
(a) Given:

Solution: This is a linear second order homogeneous differential equation with constant
coefficients, and it solution can be determined using the method described in Chapter 3 to be

( )

The series expansion of this solution function about can be determined from Eq. 5 – 9 to
be

( ) ( ) ( )

or

( ) ( ) ( )

Now, we seek a series solution of the form

Differentiating twice term by term

∑ ( )

Substituting and into the differential equation,

∑ ( ) ∑

To equate the power of in both summations, we shift the index of first summation by ,
yielding

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∑( ) ∑

or

∑[( ) ]

This equation will be satisfied for all if and only if the coefficient of each power of is zero.
Therefore we have

( )

from which we obtain the recurrence relation

( )
.
.

Substituting these coefficients into the assumed power series solution yields the desired
solution

( ) ∑

or

( ) ( )

which is identical with Eq. 1 with and .

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(b) Given:

Solution: This is a linear second order homogeneous differential equation with variable
constant coefficients, and it solution cannot be determined in terms of elementary functions.

We seek a series solution of the form

Differentiating twice term by term

∑ ( )

Substituting and into the differential equation,

∑ ( ) ∑

or

∑ ( ) ∑

To equate the power of in both summations, we shift the index of first summation by ,
yielding

∑( )( ) ∑

Separating the term associated with , and combining the rest under one summation we
have

( )( ) ∑[( )( ) ]

or
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∑[( )( ) ]

This equation will be satisfied for all if and only if the coefficient of each power of is zero.
Therefore we get

and
( )( )

from which we obtain the recurrence relation

( )( )

( )

( )

.
.

Substituting these coefficients into the assumed power series solution yields the desired
solution

( ) ∑

or

( ) ( ) ( )

which is the desired series solution.

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5 – 65 Given:

Solution: This is a linear second order homogeneous differential equation with constant
coefficients, and it solution can be determined using the method described in Chapter 3 to be

( )

The series expansion of this solution function about can be determined from Eq. 5 – 9 to
be

( ) ( ) ( ) ( ) ( )

Now, we seek a series solution of the form

Differentiating twice term by term

∑ ( )

Substituting and into the differential equation,

∑ ( ) ∑ ∑

To equate the power of in both summations, we shift the indexes of first and second
summations by 2 and 1, respectively, yielding

∑( )( ) ∑ ( ) ∑

or

∑[( )( ) ( ) ]

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This equation will be satisfied for all if and only if the coefficient of each power of is zero.
Therefore we have

( )( ) ( )

from which we obtain the recurrence relation

( )
( )( )

.
.

Substituting these coefficients into the assumed power series solution yields the desired
solution

( ) ∑

( ) ( ) ( )

( ) ( )

which is identical with Eq. 1 with

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5.3 Ordinary versus Singular Points

5 – 66C A linear second order homogeneous differential equation can be expressed in standard
for as

( ) ( )

A given point is said to be regular singular point of this differential equation if both of the
functions

( ) ( ) ( ) ( )

are analytic at this point. Otherwise, the point is called an irregular singular point of the
differential equation. Before attempting to solve a differential equation with variable
coefficients, we have to determine the kind of the given point about which the solution is
sought. If is a singular point, we must further distinguish if it is regular of irregular. The
reason is that regular singularity is relatively weak and we can handle it with confidence.
Irregular singularity, on the other hand, is rather severe and difficult handle.

5 – 67C For a linear second order differential equation whose leading coefficient is one and
the other two coefficients are polynomials, any point is an ordinary point, and hence there
will be no singular point.

5 – 68C One way of determining the radius of convergence of an infinite series solution is to
apply a convergence test directly to this series solution. A more practical way is to determine the
radius of convergence of the functions ( ) and ( ), and then to use the Theorem 5-1.

In Problems 5 – 69 through 5 – 72, we are to identify the ordinary and singular points of the given
differential equation. We are also to determine whether the singular points are regular or
irregular.

5 – 69
(a) Given:

Solution: The differential equation is already in the standard form, thus we have

( ) ( )

both of which are polynomials. Therefore all points are ordinary points of the differential
equation since polynomials are analytic everywhere.

(b) Given: ( ) ( )

Solution: The differential equation can be expressed in the standard form by dividing each term
by ,

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Thus we have
( ) ( )

Then we write

from which we determine the singular points of the differential equation to be and
. All other points are the ordinary points. Now we check if these singular points are regular.

Check for :

( ) ( ) ( )

( )
( ) ( ) ( )

Check for :

( ) ( ) ( )

( )
( ) ( ) ( )

Therefore we conclude that both and are the regular singular points of the
differential equation.

5 – 70
(a) Given:

Solution: The differential equation is already in the standard form, thus we have

( ) ( )
from which we determine the singular point of the differential equation to be . All other
points are the ordinary points. Now we check if is a regular singular point.

Check for :

( ) ( )

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( ) ( )

Therefore we conclude that both is a regular singular point of the differential equation.

(b) Given:

Solution: The differential equation can be expressed in the standard form by dividing each term
by ,

Thus we have
( ) ( )

from which we determine the singular point of the differential equation to be . All other
points are the ordinary points. Now we check if is a regular singular point.

Check for :

( ) ( )

( ) ( )

Therefore we conclude that both is an irregular singular point of the differential equation.

5 – 71
(a) Given: ( )

Solution: The differential equation can be expressed in the standard form by dividing each term
by ,

Thus we have
( ) ( )

Then we write

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from which we determine the singular points of the differential equation to be and
. All other points are the ordinary points. Now we check if these singular points are regular.

Check for :

( ) ( ) ( )

( )
( ) ( ) ( )

Check for :

( ) ( ) ( )

( )
( ) ( ) ( )

Therefore we conclude that both and are the regular singular points of the
differential equation.

(b) Given: ( ) ( )

Solution: The differential equation is already in the standard form, thus we have

( ) ( )

both of which are polynomials. Therefore all points are ordinary points of the differential
equation since polynomials are analytic everywhere.

5 – 72
(a) Given:

Solution: The differential equation is already in the standard form, thus we have

( ) ( )

both of which are constants. Therefore all points are ordinary points of the differential equation
since ( ) and ( ) are analytic everywhere.

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(b) Given: ( )

Solution: The differential equation can be expressed in the standard form by dividing each term
by ,

( )

Thus we have
( ) ( )
( )

Then we write

( )

from which we determine the singular points of the differential equation to be and
. All other points are the ordinary points. Now we check if these singular points are regular.

Check for :

( ) ( )
( )

( ) ( )

Check for :

( ) ( ) ( )
( )

( )
( ) ( ) ( )

Therefore we conclude that is a regular singular point, whereas is an irregular


singular point of the differential equation.

In Problems 5 – 73 through 5 – 77, we are to determine the radius of convergence of the series
solution of the given differential equations about the specified ordinary point.

5 – 73 Given: ( ) ,

Solution: We first express the differential equation in the standard form, such that

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Thus we have

( ) ( )

Both of which are expressed as the ratio of polynomials. By inspection, we see that the
denominators of both functions becomes zero at and Therefore and
are the singular points of this differential equation.

Considering the Theorem 5-1, the distance between the specified point and the closest
singular point is . Therefore the radius of convergence of the series solution of the given
differential equation is .

5 – 74 Given: ( ) ,

Solution: Solution: We first express the differential equation in the standard form, such that

( )( )

Thus we have

( ) ( )
( )( )

Both of which are expressed as the ratio of polynomials. By inspection, we see that the
denominators of both functions becomes zero at , and . Therefore ,
and are the singular points of this differential equation.

Considering the Theorem 5-1, we observe that the distance between the specified point
and the singular points , and are identical, and equals to . Therefore the
radius of convergence of the series solution of the given differential equation is .

5 – 75 Given: ,

Solution: We first express the differential equation in the standard form, such that

( )

Thus we have

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( ) ( )
( )

Both of which are expressed as the ratio of polynomials. By inspection, we see that the
denominators of both functions becomes zero at , and . Therefore ,
and are the singular points of this differential equation.

Considering the Theorem 5-1, we observe that the distance between the specified point
and the closest singular point is . Therefore the radius of convergence of the series
solution of the given differential equation is .

5 – 76 Given: ( ) ,

Solution: We first express the differential equation in the standard form, such that

Thus we have

( ) ( )

By inspection, we see that the denominator of ( ) becomes zero at √ and


√ Therefore √ and √ are the singular points of this differential
equation.

Considering the Theorem 5-1, the distance between the specified point and the closest
singular point √ (or √ ) is

√ (√ )

Therefore the radius of convergence of the series solution of the given differential equation is
.

5 – 77 Given: ( ) ,

Solution: We first express the differential equation in the standard form, such that

( ) ( )( )

Thus we have

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( ) ( )
( ) ( )( )

Both of which are expressed as the ratio of polynomials. By inspection, we see that the
denominators of both functions becomes zero at , , and . Therefore
, , and are the singular points of this differential equation.

Considering the Theorem 5-1, we observe that the distance between the specified point
and the closest singular point is . Therefore the radius of convergence of the series
solution of the given differential equation is .

5.4 Power Series Solutions About an Ordinary Point

5 – 78C If ( ) and ( ) are continuous in an interval [ ], then the differential equation, of


which is an ordinary point in that interval,

( ) ( ) ( ) ( )

has two linearly independent solutions ( ) and ( ), each of the form

∑ ( )

and the general solution of this differential can be expressed as

( ) ( ) ( )

which is defined for all in [ ].

In Problems 5–79 through 5–89, we are to solve the linear second order differential equation about
the specified ordinary point using the power series method. We are also to determine the interval of
convergence of the solution.

5 – 79 Given: ( ) ,

Solution: We assume a power series solution of the form ∑ ( ) . Since ,


we have

Differentiating,

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and

∑ ( )

Substituting and in the given differential equation yields

( )∑ ( ) ∑

Expanding first term and shifting the index of second summation by , we obtain

∑ ( ) ∑ ( )( ) ∑

∑ ( ) ∑( )( ) ∑

Separating out the terms corresponding to and , and combining the rest under one
summation gives

∑[ ( ) ( )( ) ] ( )

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( ) ( )( )

From which we have

( )
( )( )

for

for

for
. .

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. .

Hence,

( ) ∑

or

( ) ( ) ( )

which is the desired solution.

The given differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection we see that ( ) becomes infinity at . Therefore and are the


singular points of this differential equation. The distance between the specified point and
the closest singular point or is . Thus the interval of the convergence of the
series solution of the differential equation is .

Maple solution:
> restart; Order := 10;
> ode := (x^2-1)*(diff(y, x, x))-y = 0;

> dsolve(ode, y(x), type = series);

> y := collect(collect(convert(collect(collect(subs(y(0) = C[0], (D(y))(0) = C[1], rhs(%)), C[0]), C[1]),


polynom), C[0]), C[1]);

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5 – 80 Given: ( ) ,

Solution: We assume a power series solution of the form ∑ ( ) . Since ,


we have

Differentiating,

and

∑ ( )

Substituting and in the given differential equation yields

( )∑ ( ) ∑ ∑

Expanding first term and shifting the index of second summation by , and the index of last
summation by we obtain

∑ ( ) ∑ ( )( ) ∑ ∑

∑ ( ) ∑( )( ) ∑ ∑

Separating out the terms corresponding to and , and combining the rest under one
summation gives

∑[ ( ) ( )( ) ] ( )

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

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( ) ( )( )

from which we have

( )
( )( )

for

for

for
. .
. .

Hence,

( ) ∑

( ) ( )

or

( ) ( ) ( )

which is the desired solution.

The given differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection we see that ( ) becomes infinity at . Therefore and are the


singular points of this differential equation. The distance between the specified point and
the closest singular point or is . Thus the interval of the convergence of the
series solution of the differential equation is .

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5 – 81 Given: ,

Solution: is not a singular point of the given differential equation. Thus we can assume as
power series solution of the form

∑ ( ) ∑ ( )

We can, however, simplify the computation of the coefficients by shifting the center of the
expansion from to . This is done by the substitution . Setting ( )
( ), we find via the chain rule of derivative

Hence, the differential equation becomes

( )

We now seek a general solution of the form

Differentiating,

and

∑ ( )

Substituting in the given differential equation yields

∑ ( ) ( )∑

or

∑ ( ) ∑ ∑

We now shift the indices of summations so that they sum over the same power of .

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∑ ( )( ) ∑ ∑

or

∑( )( ) ∑ ∑

Separating out the terms corresponding to , and combining the rest under one summation
gives

∑[( )( ) ]

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( )( )

from which we have

and
( ) ( )
( )( )

for

for

for

. .
. .

Hence,

( ) ∑

( ) ( ) ( ) ( )

or

( ) ( ) ( )

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Thus, restoring we have

( ) ( ( ) ( ) ( ) ( ) )

(( ) ( ) ( ) ( ) )

or equivalently,

( ) ( )

( )

which is the desired solution.

5 – 82 Given: ( ) ,

Solution: We assume a power series solution of the form ∑ ( ) . Since ,


we have

Differentiating,

and

∑ ( )

Substituting and in the given differential equation yields

( )∑ ( ) ∑

Expanding first term and shifting the index of first summation by , we obtain

∑ ( )( ) ∑ ( ) ∑

or

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∑( )( ) ∑ ( ) ∑

Separating out the terms corresponding to and , and combining the rest under one
summation gives

∑[( )( ) ( ) ] ( )

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( )( ) ( )

from which we have

( )
( )( )

for

for

for
. .
. .

Hence,

( ) ∑

( ) ( ) ( )

or

( ) ( ) ( )

which is the desired solution.

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The given differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection we see that ( ) becomes infinity at . Therefore and are the


singular points of this differential equation. The distance between the specified point and
the closest singular point or is . Thus the interval of the convergence of the
series solution of the differential equation is .

5 – 83 Given: ,
( )

Solution: The differential equation can be equivalently expressed as

( ) ( )

Then we assume a power series solution of the form ∑ ( ) . Since , we


have

Differentiating,

and

∑ ( )

Substituting and in the given differential equation yields

( )∑ ( ) ∑

Expanding first term and shifting the indices of second and third summation by 1 and 2,
respectively, we obtain

∑ ( ) ∑ ( )( )

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∑ ( )( ) ∑

or

∑ ( ) ∑ ( ) ∑( )( ) ∑

Separating out the terms corresponding to and , and combining the rest under one
summation gives

∑[ ( ) ( ) ( )( ) ]

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( ) ( ) ( )( )

from which we have

( ) ( )
( )( )

for

for

for
. .
. .

Hence,

( ) ∑

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( ) ( ) ( )

( ) ( )

or

( ) ( ) ( )

which is the desired solution.

The given differential equation is already in the standard form, thus we have

( ) ( )
( )

By inspection we see that ( ) becomes infinity at . Therefore is the singular point of


this differential equation. The distance between the specified point and the singular point
is . Thus the interval of the convergence of the series solution of the differential equation is
.

5 – 84 Given: ,

Solution: is not a singular point of the given differential equation. Thus we assume as
power series solution of the form

∑ ( ) ∑ ( )

We can, however, simplify the computation of the coefficients by shifting the center of the
expansion from to . This is done by the substitution . Setting ( )
( ), we find via the chain rule of derivative

Hence, the differential equation becomes

( )

We now seek a general solution of the form

Differentiating,

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and

∑ ( )

Substituting in the given differential equation yields

( )∑ ( ) ∑

or

∑ ( ) ∑ ( ) ∑

We now shift the indices of summation so that they sum over the same power of .

∑ ( )( ) ∑ ( )( ) ∑

or

∑ ( ) ∑ ( )( ) ∑

where we started the index of first summation from with no effect on the summation.
Combining the terms under one summation gives

∑[ ( ) ( )( ) ]

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( ) ( )( )

from which we have


( )
( )( )

for

for

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for

for
. .
. .

Hence,

( ) ∑

( ) ( ) ( )

( )

or

( ) ( ) ( )

Thus, restoring we have

( ) ( ( ) ( ) ( ) ( ) )

(( ) ( ) ( ) ( ) )
or equivalently,

( ) ( )

( )
which is the desired solution.

5 – 85 Given: ( ) ,

Solution: is not a singular point of the given differential equation. Thus we can assume as
power series solution of the form

∑ ( ) ∑ ( )

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We can, however, simplify the computation of the coefficients by shifting the center of the
expansion from to . This is done by the substitution . Setting ( )
( ), we find via the chain rule of derivative

Hence, the differential equation becomes

( )

We now seek a general solution of the form

Differentiating,

and

∑ ( )

Substituting in the given differential equation yields

( )∑ ( ) ∑ ∑

or

∑ ( ) ∑ ( ) ∑ ∑

We now shift the indices of summations so that they sum over the same power of .

∑ ( )( ) ∑ ( )( )

∑ ∑

or

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∑ ( ) ∑( )( ) ∑ ∑

where we started the indices of first and third summations from with no effect on the
summations. Combining the terms under one summation gives

∑[ ( ) ( )( ) ]

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( ) ( )( )

from which we have


( ) ( )
( )( )

for

for

for

for
. .
. .

Hence,

( ) ∑

( ) ( ) ( ) ( )

or

( ) ( )

Thus, restoring we have

( ) ( ( ) ( ) ( ) ( ) ) ( )

or equivalently,
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( ) ( ) ( )

which is the desired solution.

5 – 86 Given: ,

Solution: We assume a power series solution of the form ∑ ( ) . Since ,


we have

Differentiating,

and

∑ ( )

Substituting in the given differential equation yields

∑ ( ) ∑

or

∑ ( ) ∑

We now shift the indices of summation so that they sum over the same power of .

∑ ( )( ) ∑

or

∑( )( ) ∑

Separating out the terms corresponding to and combining the rest under one summation
gives

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∑[( )( ) ]

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( )( )

from which we have

and

( )( )

for

for

for

for
. .
. .

Hence,

( ) ∑

( ) ( ) ( )

or

( ) ( ) ( )

which is the desired solution.

The given differential equation is already in the standard form, and we have

( ) ( )

both of which are polynomials. Therefore there is no singular point of this differential equation,
and hence the radius of convergence of the series solution is . Then we conclude that the
interval of convergence is ( ).

5 – 87 Given: ( ) ( ) ,

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Solution: We assume a power series solution of the form ∑ ( ) . Since ,
we have

Differentiating,

and

∑ ( )

Substituting and in the given differential equation yields

( ) ∑ ( ) ( )∑ ∑

or

( ) ∑ ( ) ( )∑ ∑

Expanding first and second terms and shifting the index of first summations to obtain the same
power of , we have

∑ ( ) ∑ ( )( )

∑ ( )( ) ∑ ∑ ( ) ∑

or

∑ ( ) ∑ ( ) ∑( )( )

∑ ∑( ) ∑

where we start the index of first summation from with no effects on the summation.
Separating out the terms corresponding to , and combining the rest under one summation
gives

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∑ ( ) ∑ ( ) ∑( )( )

∑ ∑( ) ∑

or

∑[ ( ) ( ) ( )( ) ( ) ]

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( ) ( ) ( )( ) ( )

from which we have

and
( ) ( )
( )( )

for

for

for
. .
. .

Hence,

( ) ∑

( ) ( ) ( ) ( )

or

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( ) ( ) ( )

which is the desired solution.

The given differential equation can be put into the standard form by dividing each term by
( ) ,

( )
Thus we have
( ) ( )
( )

Both of which are blowing up at . Therefore are the singular point of this differential
equation. The distance between the specified point and the singular point is .
Thus the interval of the convergence of the series solution of the differential equation is
.

Maple Solution:
> restart; Order := 8;

> ode := (x-1)^2*(diff(y(x), x, x))+(x-1)*(diff(y(x), x))+y(x) = 0;

> dsolve(ode, y(x), type = series):


> y := sort(collect(collect(convert(collect(collect(subs(y(0) = C[0], (D(y))(0) = C[1], rhs(%)), C[0]),
C[1]), polynom), C[0]), C[1]));

5 – 88 Given: ,
Solution: The differential equation can be equivalently expressed as

( )

Then we assume a power series solution of the form ∑ ( ) . Since , we


have

Differentiating,

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and

∑ ( )

Substituting and in the given differential equation yields

( )∑ ( ) ∑

Expanding first summation and shifting the index of first summations to obtain the same power
of , we have

∑ ( )( ) ∑ ( )( )

or

∑ ( ) ∑ ( )( ) ∑

Separating out the terms corresponding to , and combining the rest under one summation
gives

∑[ ( ) ( )( ) ]

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( ) ( )( )

from which we have

( )
( )( )

for

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for

for
. .
. .

Hence,

( ) ∑

( ) ( ) ( )

or

( ) ( ) ( )

which is the desired solution.

The given differential equation is already in the standard form, thus we have

( ) ( )

By inspection we see that ( ) becomes infinity at . Therefore is the singular point


of this differential equation. The distance between the specified point and the singular
point is . Thus the interval of the convergence of the series solution of the differential
equation is .

5 – 89 Given: ,

Solution: We assume a power series solution of the form ∑ ( ) . Since ,


we have

Differentiating,

and

∑ ( )

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Substituting and in the given differential equation yields

∑ ( ) ∑ ∑

or

∑ ( ) ∑ ∑

We now shift the indices of summation so that they sum over the same power of .

∑ ( )( ) ∑ ( ) ∑

or

∑( )( ) ∑( ) ∑

Separating out the terms corresponding to and combining the rest under one summation
gives

∑[( )( ) ( ) ]

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( )( ) ( )

from which we have

( )
( )( )

for

for

for

. .

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. .

Hence,

( ) ∑

( ) ( ) ( ) ( )

or

( ) ( ) ( )

which is the desired solution.

The given differential equation is already in the standard form, and we have

( ) ( )

both of which are polynomials. Therefore there is no singular point of this differential equation,
and hence the radius of convergence of the series solution is . Then we conclude that the
interval of convergence is ( ).

In Problems 5–90 through 5–92, we are to solve the given linear second order initial–value
problem about the ordinary point using the power series method.

5 – 90 Given: ; ( ) ( )
Solution: The differential equation can be equivalently expressed as

( )

Then we assume a power series solution of the form ∑ ( ) . Since , we


have

Differentiating,

and

∑ ( )

Substituting and in the given differential equation yields


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( )∑ ( ) ∑

Expanding first summation and shifting the index of first summations to obtain the same power
of , we have

∑ ( ) ∑ ( )( ) ∑

or

∑ ( ) ∑( )( ) ∑

where we started the index of first summation from with no effect on the summation.
Combining the terms under one summation gives

∑[ ( ) ( )( ) ]

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( ) ( )( )

from which we have


( )
( )( )

for

for

for

for
. .
. .

Hence,

( ) ∑

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( ) ( ) ( ) ( )

or

( ) ( ) ( )

which is the general solution of the differential equation. The assumed power series solution
suggests that ( ) and ( ) . Therefore the solution of the given initial-
value problem can be acquired by simply plugging in and in the general solution.
Then the solution of the initial-value problem is obtained to be

( ) ( ) ( )

or
( )

5 – 91 Given: ( ) , ( )

Solution: We assume a power series solution of the form ∑ ( ) . Since ,


we have

Differentiating,

and

∑ ( )

Substituting and in the given differential equation yields

∑ ( ) ∑

or

∑ ( ) ∑

We now shift the indices of summation so that they sum over the same power of .

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∑ ( )( ) ∑

or

∑( )( ) ∑

Separating out the terms corresponding to and combining the rest under one summation
gives

∑[( )( ) ]

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( )( )

from which we have

( )( )

for

for

for

for

. .
. .

Hence,

( ) ∑

( ) ( ) ( )

or

( ) ( ) ( )

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which is the general solution of the differential equation. The assumed power series solution
suggests that ( ) and ( ) . Therefore the solution of the given initial-
value problem can be acquired by simply plugging in and in the general solution.
Then the solution of the initial-value problem is obtained to be

( ) ( ) ( )

or
( )

5 – 92 Given: ( ) ( ) , ( )
Solution: We assume a power series solution of the form ∑ ( ) . Since ,
we have

Differentiating,

and

∑ ( )

Substituting and in the given differential equation yields

( )∑ ( ) ∑ ∑

or

∑ ( ) ∑ ( ) ∑ ∑

We now shift the indices of summation so that they sum over the same power of .

∑ ( ) ∑ ( )( ) ∑ ∑

or

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∑ ( ) ∑( )( ) ∑ ∑

where we started the index of first summation from with no effect on the summation.
Combining the terms one summation gives

∑[ ( ) ( )( ) ]

In order for the power series to be zero, all coefficients must be zero. Therefore we obtain

( ) ( )( )

from which we have


( )
( )( )

for
for

for

for

. .
. .

Hence,

( ) ∑

( ) ( ) ( ) ( )

or

( ) ( ) ( )

which is the general solution of the differential equation. The assumed power series solution
suggests that ( ) and ( ) . Therefore the solution of the given initial-
value problem can be acquired by simply plugging in and in the general solution.
Then the solution of the initial-value problem is obtained to be

( ) ( ) ( )

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or
( )

5.5 Legendre’s Equation and Legendre Polynomials

5 – 93C Legendre polynomials can be generated in a systematic manner from the Rodrigues
formula (Eq. 5-63) by successive differentiation.

5 – 94C When the Legendre polynomials ( ) and ( ) are available, the remaining
Legendre polynomials can be readily obtained by three ways: 1) Series expansion, 2) Rodrigues
formula (Eq. 5-63) and 3) Recurrence relation (Eq. 5-67).

5 – 95
Solution: We have obtained first six Legendre polynomials from Eq. 5-62 in the text as follows

( ) ( )

( ) ( ) ( ) ( )

( ) ( ) ( ) ( )

Plugging in we would see that all these polynomials give no matter what the value of
is. Therefore we conclude that ( ) . In a similar fashion, if we put in each
polynomial, we observe that ( ) ( ) .

Alternative solution:

We first observe from Eq. 5-62 that

( ) ( )
( ) ( ) ∑
( ) ( )

( )

from which we have

( ) ( ) ( )

Knowing from the series expansion of Eq. 5-62 that ( ) for all nonnegative integers , we
conclude that
( ) ( )

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5 – 96 Legendre differential equation can be equivalently expressed as

[( ) ] ( ) ( )

Let ( ) and ( ) be two solution of the above equation. Substituting

[( ) ] ( ) ( )

[( ) ] ( ) ( )

where prime denotes the derivative with respect to . Now we multiple (2) by and integrate
from to which yields

∫ [( ) ] ( )∫

Integrating the first integral by parts we have

[( ) ] ∫ ( ) ( )∫

Realizing that the first term goes to zero both at and , we obtain

∫ ( ) ( )∫ ( )

If we multiple (3) by and follow the same way we would end up with the same result

∫ ( ) ( )∫ ( )

Now we subtract (5) from (4) to obtain

[ ( ) ( )] ∫

or

[ ( ) ( )] ∫ ( ) ( )

which yields the ortogonality property of the Legendre polynomials:

∫ ( ) ( )

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5 – 97 Given: We are to solve the Legendre’s equation for , and determine the interval
of convergence of this solution.

Solution: Two linearly independent solutions of the Legendre’s differential equation were
already determined in the text as

( )( ) ( )( )( ) ( )
( ) ∑( )
( )

and

( )( ) ( )( )( ) ( )
( ) ∑( )
( )

Taking , the first linearly independent solution is observed to reduce to a second order
polynomial, that is

( ) ( )
( ) ∑( )
( )

or

( )

as expected. The second linearly independent solution when is determined to be

( )( ) ( )( )( )( )
( )

( )( )( )( )( )( )

or

( )

Therefore the general solution of the second order ( ) Legendre’s equation is obtained by
the linear combination of these two linearly independent solutions to be

( ) ( ) ( )

The interval of convergence of the Legendre solutions is .

5 – 98 We are to determine the Legendre polynomial ( ) using (a) the series expansion,
(b) the Rodrigues formula, and (c) the recurrence relation.
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Solution:

(a) Series expansion method: Taking , Eq. 5-62 gives

( ) ( )
( ) ∑ ( )
( ) ( )

( )

(b) Rodrigues formula: Taking , Eq. 5-63 gives

( ) ( )

[ ( ( ) )]

[ [ ( ) ( ) ]]

[ ( ) ( ) ]

( )

(c) Recurrence relation: Noting that ( ) and ( ) , Eq. 5-67 gives

( ) ( ) ( ) ( )

for and , respectively. Then we obtain, for ,

( ) ( ) ( ) ( ( )) ( ( ))

or simplifying,

( ) ( )

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5 – 99 Given: We are to determine the Legendre polynomial ( ) using (a) the series
expansion, (b) the Rodrigues formula, and (c) the recurrence relation.

Solution:

(a) Series expansion method: Taking , Eq. 5-62 gives

( )
( ) ( )
( ) ∑ ( )
( ) ( )

( )

(b) Rodrigues formula: Taking , Eq. 5-63 gives

( ) ( )

[ [ ( ) ]]

[ [ ( ) ( ) ]]

[ [ ( ) ( ) ]]

[ [ ( ) ( ) ( ) ]]

[ ( ) ( ) ]

( )

(c) Recurrence relation: Noting that ( ) and ( ) , Eq. 5-67 gives

( ) ( ) ( ) ( ) ( ) ( )

for and , respectively. Then we obtain, for ,

( ) ( ) ( ) ( ( )) ( ( ))

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or simplifying,

( ) ( )

5.6 Series Solutions About a Regular Singular Point

5 – 100C This is the case when the related indicial equation has two folded roots, that is
.

5 – 101C When , where is a positive integer, if we assume that solution not


involve a logarithmic term (see Fig. 5-37), then the second linearly independent solution will be
of the form.

( ) ∑

5 – 102C One way of obtaining the indicial equation of a linear second order differential
equation with variable coefficients is to assume a solution of the form

( ) ∑

and substitute it into the differential equation (Eq. 5-74), and finally set the coefficient of
equal to zero. If the differential equation is an Euler equation, then the corresponding indicial
equation is equivalent to characteristic equation of the differential equation. (Recall that, the
characteristic equation of an Euler equation is obtained by substituting into the
differential equation, and setting the coefficient of equal to zero).

5 – 103C In order to shift a regular singular point of a differential equation to the origin, one
needs to apply the transformation , and substitute this into the original equation. Then
the transformed differential will have a regular singular point .

In Problems 5 –104 through 5 – 108, we are to show that the point is a regular singular
point of the given differential equation. We are also to determine the roots of their indicial
equations.

5 – 104
(a) Given:

Solution: The differential equation is already in the standard form. Thus we have

( ) ( )

By inspection, we see that is a singular point of this differential equation since both
functions blow up at this point. In addition, we observe that
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( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are

√ √

(b) Given: ( ) ( )

Solution: The differential equation can be put into the standard form by dividing each term by
( ),

( )
Thus we have
( ) ( )
( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are .

5 – 105
(a) Given: ( )

Solution: The differential equation can be put into the standard form by dividing each term by
,

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Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since both
functions blow up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these
values into the Eq. 5-75 yields

whose roots are


√ √

(b) Given: ( )

Solution: The differential equation can be put into the standard form by dividing each term by
( ),

( ) ( )
Thus we have
( ) ( )
( ) ( )

By inspection, we see that is a singular point of this differential equation since both
functions blow up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these
values into the Eq. 5-75 yields

whose roots are


√ √

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5 – 106
(a) Given:

Solution: The differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since ( ) goes
to infinity at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are


√ √

(b) Given:

Solution: The differential equation is already in the standard form. Thus we have

( ) ( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are and .

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5 – 107
(a) Given:

Solution: The differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since ( ) goes
to infinity at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are


√ √

(b) Given:

Solution: The differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since both
functions go to infinity at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

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whose roots are
√ √

5 – 108
(a) Given:

Solution: The differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since both
functions go to infinity at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these
values into the Eq. 5-75 yields

whose roots are


√ √

(b) Given: ( )

Solution: The differential equation can be put into the standard form by dividing each term by
,

( )
Thus we have
( ) ( )
( )

By inspection, we see that is a singular point of this differential equation since ( ) goes
to infinity at this point. In addition, we observe that
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( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are


√ √

In Problems 5 – 109 through 5 – 113, we are to determine the form of the two linearly independent
solutions of the given linear second order differential equations about the regular singular point
without solving them. We are also to determine the range of values over which this
solution will converge.

5 – 109
(a) Given:

Solution: The differential is already in the standard form, and thus we have

( ) ( )

By inspection, we see that is a singular point of this differential equation since both
functions blow up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are √ and √ , which differ by a positive noninteger. That is,
, where √ in this case. Then according to Theorem 5-3, the given
differential equation has two linearly independent series solutions, which are of the form

( ) ∑ ( ) ∑

where and . Since is the only singular point for the given differential
equation, the series solution converges for all .

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(b) Given: ( ) ( )

Solution: The differential equation can be put into the standard form by dividing each term by
( ),

( )
Thus we have
( ) ( )
( )

By inspection, we see that is a singular point of this differential equation both functions
blow up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are , which are identical. Then according to Theorem 5-3, the given
differential equation has two linearly independent series solutions, which are of the form

( ) ∑ ( ) ( ) ∑

where . It is clear from either ( ) or ( ) that is another singular point of the


given differential equation. Therefore the series will converge for all such that .

5 – 110
(a) Given: ( )

Solution: The differential equation can be put into the standard form by dividing each term by ,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( )

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which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these
values into the Eq. 5-75 yields

whose roots are √ and √ , which differ by a positive noninteger. That is,
, where √ in this case. Then according to Theorem 5-3, the given
differential equation has two linearly independent series solutions, which are of the form

( ) ∑ ( ) ∑

where and . Since is the only singular point for the given differential
equation, the series solution converges for all .

(b) Given: ( )

Solution: The differential equation can be put into the standard form by dividing each term by
( ),

( ) ( )
Thus we have
( ) ( )
( ) ( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are , which are identical. Then according to Theorem 5-3, the given
differential equation has two linearly independent series solutions, which are of the form

( ) ∑ ( ) ( ) ∑

where and . It is clear from either ( ) or ( ) that are two another


singular points of the given differential equation. Therefore the series solution will converge for
all such that .
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5 – 111
(a) Given:

Solution: The differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since Q( ) blows
up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are and , which differ by a positive integer. That is, ,
where in this case. Then according to Theorem 5-3, the given differential equation has
two linearly independent series solutions, which are of the form

( ) ∑ ( ) ( ) ∑

where and , whereas the constant may be zero. The series solution will converge
for any .

(b) Given:

Solution: The differential is already in the standard form, and thus we have

( ) ( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

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whose roots are and , which differ by a positive integer. That is, , where
in this case. Then according to Theorem 5-3, the given differential equation has two
linearly independent series solutions, which are of the form

( ) ∑ ( ) ( ) ∑

where and , whereas the constant may be zero. The series solution will converge
for any .

5 – 112
(a) Given:

Solution: The differential equation can be put into the standard form by dividing each term by ,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

√ √
whose roots are and , which differ by a positive noninteger. That is,
, where √ in this case. Then according to Theorem 5-3, the given
differential equation has two linearly independent series solutions, which are of the form

( ) ∑ ( ) ∑

where and . Since is the only singular point for the given differential
equation, the series solution converges for all .

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(b) Given:

Solution: The differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since both
functions blow up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are and , which differ by a positive integer. That is, , where
in this case. Then according to Theorem 5-3, the given differential equation has two
linearly independent series solutions, which are of the form

( ) ∑ ( ) ( ) ∑

where and , whereas the constant may be zero. The series solution will converge
for any .

5 – 113
(a) Given:

Solution: The differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since both
functions blow up at this point. In addition, we observe that

( ) ( )

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which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these
values into the Eq. 5-75 yields

√ √
whose roots are and , which differ by a positive noninteger. That is,
, where √ in this case. Then according to Theorem 5-3, the given
differential equation has two linearly independent series solutions, which are of the form

( ) ∑ ( ) ∑

where and . Since is the only singular point for the given differential
equation, the series solution converges for all .

(b) Given: ( )
Solution: The differential equation can be put into the standard form by dividing each term by
,

( )
Thus we have
( ) ( )
( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these
values into the Eq. 5-75 yields

whose roots are and , which differ by a positive integer. That is, ,
where in this case. Then according to Theorem 5-3, the given differential equation has
two linearly independent series solutions, which are of the form

( ) ∑ ( ) ( ) ∑

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where and , whereas the constant may be zero. It is clear from either ( ) or
( ) that are two other singular points of the given differential equation. Therefore the
series solution will converge for all such that .

In Problems 5 – 114 through 5 – 117, we are to determine the general solution of the given
differential equation about the singular point .

5 – 114
(a) Given:

Solution: The differential is already in the standard form, and thus we have
( ) ( )
By inspection, we see that is a singular point of this differential equation since both
functions blow up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are √ and √ , which differ by a positive noninteger. We now


assume a series solution of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

The differential equation can be expressed more conveniently such that

Then substituting and into the differential equation,

∑( )( ) ∑ ( ) ∑

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or collecting under the same summation, we have

∑[( )( ) ( ) ]

This equation will be satisfied for all if and only if the coefficients of each power of zero,

[( )( ) ( ) ]

For , the recurrence relation above reduces to

[ ]

or

since we have assumed . This is the indicial equation obtained above.

For √ , the recurrence relation above reduces to

[ ( √ )]
Thus,

since no integer can make the terms in the brackets zero. Then taking , the first
solution becomes
( √ ) √

The second linearly independent solution of the Euler equation is obtained by repeating the
same procedure for √ , where the recurrence relation reduces to

[ ( √ )]

Thus,

since no integer can make the terms in the brackets zero. Then taking , the second
solution becomes

∑ √ √

Thus the general solution to the given differential equation is obtained to be

( ) √ √

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(b) Given: ( ) ( )

Solution: The differential equation can be put into the standard form by dividing each term by
( ),

( )
Thus we have
( ) ( )
( )

By inspection, we see that is a singular point of this differential equation both functions
blow up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are , which are identical. Then according to Theorem 5-3, the given
differential equation has two linearly independent series solutions. The first one is of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

The differential equation can be expressed more conveniently such that

Then substituting and into the differential equation,

∑( )( ) ∑( )( ) ∑( )

∑( ) ∑

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Now, we shift the indexes of the summations so that the exponent of in all summations is
identical:

∑ ( )( ) ∑( )( )

∑ ( ) ∑( ) ∑

or

∑( )( ) ∑( )( )

∑( ) ∑( ) ∑

Separating out the terms corresponding to and , and combining the summations
we get

( ) ( )

∑[( )( ) ( )( ) ( ) ( )

This equation will be satisfied for all if and only if the coefficients of each power of zero,

( )

( )

( )

( )( ) ( )( ) ( ) ( )

since we have assumed . For , the third relation yields , and the fourth relation
gives the recurrence relation,

( ) ( )

from which we obtain


( )
( )

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for

for

for

for
. .
. .

Then taking the fist solution becomes

( ) ∑ ( )

or
( ) ( )

or
( )

The second linearly independent solution is determined in a similar manner by taking to be of


the form

since . Differentiating with respect to ,

∑ ( )

Substituting into the differential equation,

( )( ∑ ( ) )

( )( ∑ ) ( ∑ )

and combining the logarithmic terms, we have

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[( ) ( ) ] ( )( ∑ ( ) )

( )( ∑ ) (∑ )

The logarithmic term drops out is a solution to the given differential equation. Rearranging
the rest of the equation we get

∑ ( ) ∑ ( ) ∑ ∑

Shifting the indexes of summations to get the same power of gives

∑ ( ) ∑ ( )( ) ∑

∑ ( ) ∑

or

∑ ( ) ∑( ) ∑

∑( ) ∑

or

∑[( ) ] ∑

or

∑[( ) ]

The terms involving can be expressed as

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since

( )

Writing out the first few terms of the summation, and combining like terms we get

( ) ( ) ( ) ( )

( ) ( )

Now we set the coefficients equal to zero:

( )

( )

( ) ( )

( ) ( )

Substituting the above values for ’s, we obtain the second linearly independent solution to the
given differential equation to be

( ) [ ]

[ ]

Then the general solution of the differential equation becomes

( ) ( ) ( )

[ ]

[ ]

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[ ]

5 – 115
(a) Given: ( )

Solution: The differential equation can be put into the standard form by dividing each term by ,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these
values into the Eq. 5-75 yields

whose roots are √ and √ , which differ by a positive noninteger. We now


assume a series solution of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

The differential equation can be expressed more conveniently such that

Then substituting and into the differential equation,

∑( )( ) ∑( ) ∑( ) ∑

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We now shift the index of second summation by to get the same power of in all
summations:

∑( )( ) ∑( )

∑( ) ∑

writing out the terms corresponding to and , and collecting under the same
summation, we have

( ) ( )

∑[( )( ) ( ) ( ) ]

or

( ) ( ) ∑[( ) ( ) ]

This equation will be satisfied for all if and only if the coefficients of each power of zero,

( )

( )

( ) ( )

From the first equation we have since we have assumed . This is the
indicial equation obtained above. The second equation gives . Finally the third equation
lead to

( )

For √ , the recurrence relation above reduces to

( √ )
( √ )

for
for

for

for
. .
. .
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Then taking the fist solution becomes



( ) ∑ ( )

The second linearly independent solution is obtained by repeating the same procedure for
√ , where the recurrence relation reduces to

( √ )
( √ )

for
for

for

for
. .
. .

Then taking the second linearly independent solution becomes



( ) ∑ ( )

Thus the general solution to the given differential equation is obtained to be


√ √

( ) ( ) ( )
√ √

(b) Given: ( )

Solution: The differential equation can be put into the standard form by dividing each term by
( ),

( ) ( )
Thus we have
( ) ( )
( ) ( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

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( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are , which are identical. Then according to Theorem 5-3, the given
differential equation has two linearly independent series solutions. The first one is of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

The differential equation can be expressed more conveniently such that

Then substituting and into the differential equation,

∑( )( ) ∑( )( )

∑( ) ∑

Now, we shift the index of the first summation so that the exponent of in all summations is
identical:

∑( )( ) ∑( )( )

∑( ) ∑

Separating out the terms corresponding to and , and combining the summations we
get

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( )

∑[( )( ) ( )( ) ( ) ]

This equation will be satisfied for all if and only if the coefficients of each power of zero,

( )

( )( ) ( )( ) ( )

since we have assumed . For , the second relation yields , and the third
relation gives the recurrence relation,

( )

from which we obtain

for
for
for
for
. .
. .

Then taking the fist solution becomes

( ) ∑ ( )

or
( )

The second linearly independent solution is determined in a similar manner by taking to be of


the form

∑ ∑

since . Differentiating with respect to ,

∑( )

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∑ ( )

Substituting into the differential equation,

( )[ ∑ ( ) ]

[ ∑( ) ] [ ∑ ]

and combining the logarithmic terms, we have

[( ) ] ( )( ) ( )∑ ( )

( ) ∑( ) ∑

The logarithmic term drops out since is a solution to the given differential equation.
Rearranging the rest of the equation we get

( )( ) ( ) ∑ ( ) ∑ ( )

∑( ) ∑

Shifting the index of the first summation to get the same power of gives

( )( ) ∑( )( ) ∑ ( )

∑( ) ∑

or

( )( ) ∑( )( ) ∑ ( )

∑( ) ∑

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The terms involving can be expressed as

( )( )

since

( )

Thus we get

∑( )( ) ∑ ( ) ∑( ) ∑

Writing out the terms corresponding to and , and combining like terms we get

( ) ∑[( )( ) ]

This equation will be satisfied for all if and only if the coefficients of each power of zero, that
is

( )( )

from which we obtain

for

for

for

for
. .
. .

Then the second linearly independent solution becomes

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or
( )

Therefore the general solution of the differential equation can be expressed as

( )
or

( ) ( )

5 – 116
(a) Given:

Solution: The differential equation can be put into the standard form by dividing each term by ,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

√ √
whose roots are and , which differ by a positive noninteger. We now
assume a series solution of the form

∑ ∑

Differentiating twice with respect to

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∑( )

∑( )( )

The differential equation can be expressed more conveniently such that

Then substituting and into the differential equation,

∑( )( ) ∑ ( ) ∑

We now shift the index of second summation by to get the same power of in all
summations:

∑( )( ) ∑ ( ) ∑

writing out the terms corresponding to , and collecting under the same summation, we
have

( ) ∑[( )( ) ( ) ]

or

( ) ∑[( ) ( ) ]

This equation will be satisfied for all if and only if the coefficients of each power of zero,

( )

( ) ( )

From the first equation we have since we have assumed . This is the
indicial equation obtained above. The second equation gives the recurrence relation to be

( )


For , the recurrence relation above reduces to

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( )

( √ )

for

for


for

( √ )( √ )
for
( √ )( √ )
. .
. .

Then taking the fist solution becomes

( ) ∑

√ √ √ ( √ )( √ )
( )
√ √ ( √ )( √ )

The second linearly independent solution is obtained by repeating the same procedure for

, for which the recurrence relation reduces to

( √ )
(√ )

for

for


for

( √ )( √ )
for
( √ )( √ )
. .
. .

Then taking the second linearly independent solution becomes

( ) ∑

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√ √ √ ( √ )( √ )
( )
√ √ ( √ )( √ )

Thus the general solution to the given differential equation is obtained to be

√ √ √ ( √ )( √ )
( ) ( )
√ √ ( √ )( √ )
√ √ √
(
√ √
( √ )( √ )
)
( √ )( √ )

(b) Given:

Solution: The differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since both
functions blow up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are and , which differ by a positive integer. This is an Euler equation,
and we assume a series solution of the form

∑ ∑

Differentiating twice with respect to ,

∑( )

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∑( )( )

Substituting into the differential equation,

∑( )( ) ∑ ( ) ∑

or

∑[ ]

For the condition gives us the indicial equation one more time:

( )

since The requirement for the coefficients of all remaining power of to vanish gives

[ ]

For , the above relation becomes

( )

Thus,

since no integer can make the terms in the parenthesis zero. Then taking , the first
linearly independent solution is obtained to be

The second linearly independent solution is obtained by repeating the same procedure to be

Then the general solution of the given differential equation becomes

( )
or

( )

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5 – 117
(a) Given:

Solution: The differential equation can be put into the standard form by dividing each term by
,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since both
functions blow up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these
values into the Eq. 5-75 yields

√ √
whose roots are and , which differ by a positive noninteger. We now
assume a series solution of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

Then substituting and into the differential equation,

∑ ( )( ) ∑ ( ) ∑

or

∑[ ]

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For the condition gives us the indicial equation one more time:

( )

since The requirement for the coefficients of all remaining power of to vanish gives

[ ]


For , the above relation becomes

( √ )

Thus,

since no integer can make the terms in the parenthesis zero. Then taking , the first
linearly independent solution is obtained to be

√ √

The second linearly independent solution is obtained by repeating the same procedure to be

√ √

Then the general solution of the given differential equation becomes

( )
or

√ √
( )

(b) Given: ( )

Solution: The differential equation can be put into the standard form by dividing each term by
,

( )
Thus we have
( ) ( )
( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

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( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these
values into the Eq. 5-75 yields

whose roots are and , which differ by a positive integer.

We now assume a series solution of the form

∑ ∑ ∑

Differentiating twice with respect to ,

∑ ( )

∑ ( )( )

Substituting into the differential equation ( ) ,

( )∑ ( )( ) ∑ ( ) ∑

Expanding and writing out the first few terms of the summations, and combining like terms we
get

( ) ( ) ( )

( ) ( )

( )

Setting all coefficients equal to zero yields ( )

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Substituting in the gives

∑ ( )

[ ( ) ( ) ( ) ( )

( ) ]

Taking , the first linearly independent solution becomes

( ) [ ]

Since the roots of the indicial equation differ by an integer, it follows from Theorem 5-3 that the
second linearly independent solution is of the form

∑ ∑

since . Differentiating with twice with respect to ,

∑ ( )

∑ ( )( )

Substituting into the differential equation ( ) gives

( )[ ∑ ( )( ) ]

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[ ∑ ( ) ] [ ∑ ]

which simplifies to

( )
∑( ) ∑( ) ∑

( ) ( )

since logarithmic term drops out due to the fact that is a solution to the given differential
equation. We have already determined to be

( ) [ ]

Substituting ( ) expression into the equation above and writing out the first few terms of the
summations, and combining like terms we get

( ) ( ) ( )

( ) ( )

where we multiplied both sides of the equation by to get rid of fractional powers of . Setting
all coefficients equal to zero yields

Substituting into the gives,

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[ ]

( ( ) ( ) ( )

( ) )

or

[ ]

[ ]

[ ]

where and are arbitrary. Since the factor multiplying is the first solution ( ), the
second linearly independent solution can be obtained by choosing and :

[ ]

[ ]

Then the general solution of the differential equation becomes

( )

( ) [ ]

[ ]

[ ]
which is the desired solution.

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In Problems 5 – 118 through 5 – 120, we are to determine the general solution of the given second
order Euler Equation using the standard method and the method of Frobenius about the regular
singular point .

5 – 118
(a) Given:

Solution:
Standard Method: Taking and substituting it and its derivatives and
( ) into the given differential equation yields

( )
or

√ √
since and cannot be zero. The roots of this equation are and .
Therefore the general solution of the differential equation is,

√ √
( )

√ √
Method of Frobenius: The roots of this equation are and . We now
assume a series solution of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

Then substituting and into the differential equation,

∑ ( )( ) ∑ ( ) ∑

or collecting the terms under the same summation, we have

∑[ ]

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This equation will be satisfied for all if and only if the coefficients of each power of zero,

[ ]


For the recurrence relation above reduces to

[ ( √ )]
Thus,

since no integer can make the terms in the brackets zero. Then taking , the first
solution becomes
√ √

The second linearly independent solution of the Euler equation is obtained by repeating the

same procedure for , where the recurrence relation reduces to

[ ( √ )]

Thus,

Then taking , the second solution becomes


√ √

Thus the general solution to the given differential equation is obtained to be

√ √
( )

(b) Given:

Solution:
Standard Method: Taking and substituting it and its derivatives and
( ) into the given differential equation yields

( )
or

since and cannot be zero. The roots of this equation are and . Therefore
the general solution of the differential equation is,

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( )

Method of Frobenius: The roots of this equation are and . We now assume a
series solution of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

Then substituting and into the differential equation,

∑( )( ) ∑

or collecting the terms under the same summation, we have

∑[ ]

This equation will be satisfied for all if and only if the coefficients of each power of zero,

[ ]

For the recurrence relation above reduces to

[ ( )]
Thus,

since no integer can make the terms in the brackets zero. Then taking , the first
solution becomes

The second linearly independent solution of the Euler equation is obtained by repeating the
same procedure for , where the recurrence relation reduces to

[ ( )]

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Thus,

Then taking , the second solution becomes

Thus the general solution to the given differential equation is obtained to be

( )

5 – 119
(a) Given:

Solution:
Standard Method: Taking and substituting it and its derivatives and
( ) into the given differential equation yields

( )
or

since and cannot be zero. The roots of this equation are . Therefore the
general solution of the differential equation is,

( )

Method of Frobenius: The roots of this equation are . We now assume a series
solution of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

Then substituting and into the differential equation,

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∑( )( ) ∑ ( ) ∑

or collecting the terms under the same summation, we have

∑[ ]

This equation will be satisfied for all if and only if the coefficients of each power of zero,

[ ]

For the recurrence relation above reduces to

[ ]
Thus,

since no integer can make the terms in the brackets zero. Then taking , the first
solution becomes

The second linearly independent solution of the Euler equation is obtained in a similar fashion
by taking , in accordance with Theorem 5-3, to be

∑ ∑

Differentiating twice with respect ,

∑( )

∑( )( )

Substituting these expressions and into the differential equation yields

( ∑( )( ) ) ( ∑( ) ) ∑

Writing out the first few terms of the summations, and combining like terms we get

( ) ( ) ( ) ( ) ( )

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This equation will be satisfied if and only if all coefficients are zero, that is for .
Therefore the second linearly independent solution becomes

Then the general solution of the differential equation is obtained to be

( )

(b) Given:

Solution:
Standard Method: Taking and substituting it and its derivatives and
( ) into the given differential equation yields

( )
or

since and cannot be zero. The roots of this equation are and .
Therefore the general solution of the differential equation is,

( )

Method of Frobenius: The roots of this equation are and . We now assume a
series solution of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

Then substituting and into the differential equation,

∑ ( )( ) ∑ ( ) ∑

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or collecting the terms under the same summation, we have

∑[ ]

This equation will be satisfied for all if and only if the coefficients of each power of zero,

[ ]

For the recurrence relation above reduces to

[ ( )]
Thus,

since no integer can make the terms in the brackets zero. Then taking , the first
solution becomes

The second linearly independent solution of the Euler equation is obtained by repeating the
same procedure for , where the recurrence relation reduces to

[ ( )]

Thus,

Then taking , the second solution becomes

Thus the general solution to the given differential equation is obtained to be

( )

5 – 120
(a) Given:

Solution:
Standard Method: Taking and substituting it and its derivatives and
( ) into the given differential equation yields

( )
or
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since and cannot be zero. The roots of this equation are and . Therefore
the general solution of the differential equation is,

( )

Method of Frobenius: The roots of this equation are and . We now assume a
series solution of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

Then substituting and into the differential equation,

∑( )( ) ∑ ( ) ∑

or collecting the terms under the same summation, we have

∑[ ]

This equation will be satisfied for all if and only if the coefficients of each power of zero,

[ ]

For the recurrence relation above reduces to

[ ( )]
Thus,

since no integer can make the terms in the brackets zero. Then taking , the first
solution becomes

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The second linearly independent solution of the Euler equation is obtained by repeating the
same procedure for , where the recurrence relation reduces to

[ ( )]

Thus,

Then taking , the second solution becomes

Thus the general solution to the given differential equation is obtained to be

( )

(b) Given:

Solution:
Standard Method: Taking and substituting it and its derivatives and
( ) into the given differential equation yields

( )
or

since and cannot be zero. The roots of this equation are and .
Therefore the general solution of the differential equation is,

( )

Method of Frobenius: The roots of this equation are and . We now assume
a series solution of the form

∑ ∑

Differentiating twice with respect to

∑( )

∑( )( )

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Then substituting and into the differential equation,

∑ ( )( ) ∑

or collecting the terms under the same summation, we have

∑[ ]

This equation will be satisfied for all if and only if the coefficients of each power of zero,

[ ]

For the recurrence relation above reduces to

[ ( )]
Thus,

since no integer can make the terms in the brackets zero. Then taking , the first
solution becomes

The second linearly independent solution of the Euler equation is obtained by repeating the
same procedure for , where the recurrence relation reduces to

[ ( )]

Thus,

Then taking , the second solution becomes

Thus the general solution to the given differential equation is obtained to be

( )

5.7 Bessel’s Equation and Bessel Functions

5-121C The Bessel’s equation of order zero ( ) is expressed as

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The general solution to this differential equation was determined in Example 5-27 to be

( ) ( ) ( )

where ( ) and ( ) are called the Bessel’s function of the first kind of order zero and the
Bessel’s function of the second kind of order zero, respectively. Therefore these two functions
are the linearly independent solutions of the Bessel’s equation of order zero, and are related to
each other by the equation

( )
( ) [( ) ( ) ∑ ]
( )

5-122C Bessel’s function of order one-half is related to the function by the relation,

( ) √

Both ( ) and oscillate about axis, while the amplitude of is constant whereas the
amplitude of ( ) decreases as increases.

5-123C The gamma function ( ) is defined for all by the improper integral

( ) ∫
where is not integer. The gamma function is related to the factorial by

( ) ( ) ( )
where .

5-124C The ordinary Bessel’s functions ( ) and ( ) oscillate about axis, whereas modified
Bessel’s functions ( ) and do not show any oscillation. In addition, the Bessel’s functions of
the second kind approach to as while the modified Bessel’s functions of the same kind
approach .

5-125 Given: Bessel’s equation of order 2 is to be solved.

Solution: The Bessel’s equation of order can be expressed as

( )

In Example 5-29, we have already demonstrated that the recurrence relation of a Bessel’s
equation of order is

( )
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with (Eq. 5-122). Taking obtain following coefficients:

for
for
for
for
for
. .
. .
The indicial equation is in this case, and thus we have and .
Substituting and the expressions for into gives

∑ ( )

( )

It is customary to take

then we get the first linearly independent solution to be

( )

which is the desired solution. The Bessel’s function of the first kind of order is given by Eq. 5-
125 to be

( )
( ) ∑
( )

Taking and writing out the first few terms we obtain

( )
( ) ∑
( )

which nicely agrees with the solution ( ) obtained above.

5-126 Given: We are to determine the series solution of Bessel’s equation of order three-halves.

Solution: Bessel’s equation of order three-halves can be expressed by taking as

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( )

This differential equation can be put into the standard form by dividing each term by ,

( )

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these
values into the Eq. 5-75 yields

whose roots are and , which differ by a positive integer. We now assume a series
solution of the form

∑ ∑ ∑

Differentiating twice with respect to ,

∑ ( )

∑ ( )( )

Substituting into the differential equation,

∑ ( )( ) ∑ ( ) ( )∑

Expanding and writing out the first few terms of the summations, and combining like terms we
get

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( ) ( ) ( ) ( ) ( )

where we multiplied both sides of the equation by . Setting all coefficients equal to zero
yields ( )

( )

Substituting into the gives

∑ ( )

( )

Taking , the first linearly independent solution becomes

( ) [ ]

Since the roots of the indicial equation differ by an integer, it follows from Theorem 5-3 that the
second linearly independent solution is of the form

∑ ∑

since . Differentiating with twice with respect to ,

∑ ( )

∑ ( )( )

Substituting into the differential equation gives

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[ ∑ ( )( ) ]

[ ∑ ( ) ] ( )[ ∑ ]

which simplifies to

[ ( ) ]

∑( )( ) ∑ ( ) ∑ ∑

The logarithmic term drops out due to the fact that is a solution to the given differential
equation. We have already determined to be

( ) [ ]

Substituting ( ) expression into the equation above and writing out the first few terms of the
summations, and combining like terms we get

( ) ( ) ( ) ( ) ( )

( ) ( ) ( )

where we multiplied both sides of the equation by to get rid of the fractional powers of .
Setting all coefficients equal to zero yields

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Noting that , and substituting where into the gives,

( )

where and are arbitrary. Factoring out and

[ ] [ ]

Since the factor multiplying is the first solution ( ), the second linearly independent
solution can be obtained by choosing and :

[ ]

Then the general solution of the differential equation becomes

( )

( ) [ ]

[ ]

which is the desired solution.

5-127 Given: We are to show that ( ) ( ) ( ) or ( ) ( ) ( )

Solution: The Bessel’s function of the first kind of order is given by Eq. 5-136 to be

( )
( ) ∑
( )

We now change the parameter by letting , yielding,

( )

( ) ( )

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( ) ( )
∑ ∑
( ) ( ) ( ) ( )

Noting that for , we see that the terms of the first


summation are all zero. Then we are left with

( ) ( ) ( )
( ) ∑ ( ) ∑
( ) ( ) ( ) ( )

( )

from which we end up with

( ) ( ) ( )

which completes the desired proof.

5-128 We are to determine the general solution of modified Bessel’s equation of order zero.

Solution: The modified Bessel’s equation of order zero is expressed as

This differential equation can be put into the standard form by dividing each term by ,

Thus we have
( ) ( )

By inspection, we see that is a singular point of this differential equation since ( ) blows
up at this point. In addition, we observe that

( ) ( )

which are analytic at . Therefore is the regular singular point of the differential
equation. From the two relations above, we have and . Substituting these values
into the Eq. 5-75 yields

whose roots are . Then we assume a power series solution of the form

∑ ∑

since . Differentiating twice and substituting into the differential equation,


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∑ ( ) ∑ ∑

Shifting the index of last summation by gives

∑ ( ) ∑ ∑

Separating out the term corresponding to and combining the summations into one,

∑[ ]

This equation will be satisfied for all if and only if the coefficient of each power of is zero.
Therefore,

Thus the recurrence relation is

Therefore all coefficients with even indices will be expressed in terms of , and all coefficients
with odd indices will be zero since . The even indexed coefficients are determined to be

Taking and substituting, the first solution becomes

( )

The second linearly independent solution is determined by taking to be of the form

∑ ∑

since . Differentiating twice

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∑ ( )

Substituting back into the differential equation and combining logarithmic terms,

[ ] ∑ ( ) ∑ ∑

The logarithmic term drops out since is a solution to the given differential equation.
Substituting into the rest of the equation, and writing out the first few terms we have

( ) ( ) ( ) ( ) ( )

( ) ( )

Setting all coefficients equal to zero we obtain

. .

. .

Substituting these expression into gives

( )

[ ]

( ( ) ( ) ( ) )

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Factoring out and rearranging,

[ ]

( )

Then the general solution of the modified Bessel’s equation of order zero becomes

( )

( ) ( )[ ] [ ]

[ ]

We can simply take since will undertake this role.

In Problems 5-129 and 5-130 we are to determine the integral involving Bessel functions:

5-129

(a) Given: ∫ ( )

Solution: Integrating by parts with

∫ ( ) ( )

by Eq. 5-146 with . Then we have,

[ ( )] ∫ ( ) ( ) ∫ ( )

The integral in the result cannot be evaluated in finite form in terms of any of the known Bessel’s
functions.

(b) Given: ∫ ( )

Solution: The integral can be expressed as

∫ ( )

Then taking Eq. 5-146 gives

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( )
∫ ( ) ( )

5-130

(a) Given: ∫ ( )

Solution: If we multiply and divide the integrand by , we have

∫ [ ( )]

and so integrating by parts with

∫ ( ) ( )

by Eq. 5-146 with . Then we have,

[ ( )] ∫ ( ) ( ) [ ( ) ( )]

or

( ) ( ) ( )

since ∫ ( ) ( ) ( ) from the text.

(b) Given: ∫ ( ) ∫ ( )

Solution: We have,

∫ ( ) ∫ ( ) ∫[ ( ) ( )]

Taking in Eq. 5-148, we obtain

∫[ ( ) ( )] ( )

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5.8 Computer Methods

In Problems 5-131 through 5-154 we are to solve given problem using any software

5-131 (a) In Maple:

>
>

In MuPAD:

eqn131a:=ode([y''(x)-y(x)=0],[y(x)]):
solve(eqn131a)

The series solution found in Problem 5-63a is

( ) ( ) ( )

(b) In Maple:

>
>

In MuPAD:

eqn131b:=ode([y'(x)-4*y(x)=0],[y(x)]):
solve(eqn131b)

The series solution found in Problem 5-63b is

( ) ( ) ( )

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5-132 (a) In Maple:

>
>

In MuPAD:

eqn132a:=ode([y''(x)+2*y'(x)=0],[y(x)]):
solve(eqn132a)

The series solution found in Problem 5-64a is

( ) ( )

(b) In Maple:

>
>

In MuPAD:

eqn132b:=ode([y'(x)-2*x*y(x)=0],[y(x)]):
solve(eqn132b)

The series solution found in Problem 5-64b is

( ) ( ) ( )

5-133 In Maple:

>
>

In MuPAD:

eqn133:=ode([y''(x)+4*y'(x)-12*y(x)=0],[y(x)]):

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solve(eqn133)

The series solution found in Problem 5-65 is

( ) ( ) ( ) ( )

( ) ( )

5-134 In Maple:
>
>

The Maple solution is given in terms of the hypergeometric function .

In MuPAD:

eqn134:=ode([(x^2-1)*y''(x)-y(x)=0],[y(x)]):
solve(eqn134)

In MuPAD, the function is the hypergeometric function

The series solution found in Problem 5-79 is

( ) ( ) ( )

5-135 In Maple:

>
>

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Maple gives the solution in terms of the HeunC function.

MuPAD was unable to solve the equation.

The series solution found in Problem 5-80 is

( ) ( ) ( )

5-136 In Maple:

>
>

Maple gives the solution in terms of the AiryAi and AiryBi functions.

In MuPAD:

eqn136:=ode([y''(x)-6*x*y(x)=0],[y(x)]):
solve(eqn136)

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MuPAD gives the solution in terms of the AiryAi and AiryBi functions.

The series solution found in Problem 5-81 is

( ) ( )

( )

5-137 In Maple:

>
>

The Maple solution is given in terms of the hypergeometric function .

In MuPAD:

eqn137:=ode([(1-x^2)*y''(x)+4*y(x)=0],[y(x)]):
solve(eqn137)

In MuPAD, the function is the hypergeometric function

The series solution found in Problem 5-82 is

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( ) ( ) ( )

5-138 In Maple:

>

>

In MuPAD:

eqn138:=ode([y''(x)-(1/(x-1)^2)*y(x)],[y(x)]):
solve(eqn138)

The series solution found in Problem 5-83 is

( ) ( ) ( )

5-139 In Maple:

>

>

The Maple solution is given in terms of the BesselJ and BesselY functions .

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In MuPAD:

eqn139:=ode([x*y''(x)+2*y(x)=0],[y(x)]):
solve(eqn139)

The MuPAD solution is given in terms of the BesselY and BesselJ functions .

The series solution found in Problem 5-84 is

( ) ( )

( )

5-140 In Maple:

>
>

The Maple solution is given in terms of the Ei function, which is the exponential integral :

( ) ∫

In MuPAD:

eqn140:=ode([x*y''(x)+(1-x)*y'(x)+y(x)=0],[y(x)]):
solve(eqn140)

The MuPAD solution is given in terms of an unevaluated integral.

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The series solution found in Problem 5-85 is

( ) ( ) ( )

5-141 In Maple:

>
>

Maple gives the solution in terms of the AiryAi and AiryBi functions.

In MuPAD:

eqn141:=ode([y''(x)-4*x*y(x)=0],[y(x)]):
solve(eqn141)

MuPAD gives the solution in terms of the AiryAi and AiryBi functions.

The series solution found in Problem 5-86 is

( ) ( ) ( )

5-142 In Maple:

>
>

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In MuPAD:

eqn142:=ode([(x-1)^2*y''(x)+(x-1)*y'(x)+y(x)=0],[y(x)]):
solve(eqn142)

The series solution found in Problem 5-87 is

( ) ( ) ( )

5-143 In Maple:

>
>

Maple gives the solution in terms of the WhittakerM and WhittakerW functions.

In MuPAD:

eqn143:=ode([y''(x)+(4*x)/(x+2)*y(x)=0],[y(x)]):
solve(eqn143)

MuPAD gives the solution in terms often unevaluated integral containing the WhittakerW
function.

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The series solution found in Problem 5-88 is

( ) ( ) ( )

5-144 In Maple:

>
>

Maple gives the solution in terms of the AiryAi and AiryBi functions.

In MuPAD:
eqn144:=ode([y''(x)+y'(x)-2*x*y(x)=0],[y(x)]):
solve(eqn144)

MuPAD gives the solution in terms of the AiryAi and AiryBi functions.

The series solution found in Problem 5-89 is

( ) ( ) ( )

5-145 In Maple:

>

>
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>
>

Maple gives the solution in terms of the hypergeometric function.

In MuPAD:

eqn145:=ode([y''(x)-1/(x^2-1)*y(x)=0, y(0)=0,y'(0)=0],[y(x)]):
solve(eqn145)

MuPAD is unable to identify the zero solution.

The general series solution found in Problem 5-90 is

( ) ( ) ( )

The assumed power series solution suggests that ( ) and ( ) .


Therefore the solution of the given initial-value problem can be acquired by simply plugging in
and in the general solution. Then the solution of the initial-value problem is

( )

5-146 In Maple:

>

>

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consent is unlawful.
Maple gives the solution in terms of the AiryAi and AiryBi functions.

In MuPAD:

eqn146:=ode([y''(x)-4*x*y(x)=0, y(0)=1,y'(0)=0],[y(x)]):
solve(eqn146)

MuPAD gives the solution in terms of the AiryAi and AiryBi functions.

The series solution found in Problem 5-91 is

( )

5-147

In Maple:

>

>

In MuPAD:

eqn147:=ode([(x^2-1)*y''(x)+x*y'(x)-2*y(x)=0,y(0)=2,y'(0)=2],[y(x)]):
solve(eqn147)

The general series solution found in Problem 5-92 is

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( ) ( ) ( )

The assumed power series solution suggests that ( ) and ( ) .


Therefore the solution of the given initial-value problem can be acquired by simply plugging in
and in the general solution. Then the solution of the initial-value problem is
obtained to be

( ) ( ) ( )
or

( )

5-148 (a) In Maple:

>

>

In MuPAD:

eqn148a:=ode([y''(x)-(3/x)*y'(x)+(1/x^2)*y(x)=0],[y(x)]):
solve(eqn148a)

The solution found in Problem 5-114(a) is

( ) √ √

(b) In Maple:

>
>

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Maple gives the solution in terms of the HeunC function.

MuPAD was unable to solve the equation.

The solution found in Problem 5-114(b) is

( ) [ ]

[ ]

[ ]

5-149 (a) In Maple:

>
>

Maple gives the solution in terms of the BesselI and BesselK functions.

In MuPAD:

eqn149a:=ode([x*y''(x)+(x^2-1)*y'(x)-(2/x)*y(x)=0],[y(x)]):
solve(eqn149a)

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MuPAD gives the solution in terms of the BesselJ and BesselY functions.

The solution found in Problem 5-115(a) is


√ √

( ) ( ) ( )
√ √

(b) In Maple:

>
>

In MuPAD:

eqn149b:=ode([x*(x^2-1)*y''(x)+y'(x)-(1/x)*y(x)=0],[y(x)]):
solve(eqn149b)

The solutions found from Maple and MuPAD differ, but they are both correct solutions. To prove
this, substitute them into the differential equation. The right hand side should be zero.
This is done in MuPAD, as shown below.

Consider the first function:


( ) ( )

In MuPAD:

y:=A*x+B*x*arctan(1/sqrt(x^2-1)):
D1:=diff(y,x):
D2:=diff(D1,x):
eqn149a:=x*(x^2-1)*D2+D1-(1/x)*y:
simplify(%)

Consider the second function:


( ) (√ )

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In MuPAD:

y:=A*x+B*x*arctan(sqrt(x^2-1)):
D1:=diff(y,x):
D2:=diff(D1,x):
eqn149a:=x*(x^2-1)*D2+D1-(1/x)*y:
simplify(%)

So both functions satisfy the differential equation.

The solution found in Problem 5-115(b) is

( ) ( )

5-150 (a) In Maple:

>
>

Maple gives the solution in terms of the BesselI and BesselK functions.

In MuPAD:

eqn150a:=ode([x*y''(x)-3*x*y'(x)-(4/x)*y(x)=0],[y(x)]):
solve(eqn150a)

MuPAD gives the solution in terms of the BesselI and BesselK functions.

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The solution found in Problem 5-116(a) is

√ √ √ ( √ )( √ )
( ) ( )
√ √ ( √ )( √ )
√ √ √
(
√ √
( √ )( √ )
)
( √ )( √ )

(b) In Maple:

>
>

In MuPAD:

eqn150b:=ode([x^2*y''(x)-2*x*y'(x)+2*y(x)=0],[y(x)]):
solve(eqn150b)

The solution found in Problem 5-116(b) is


( )

5-151 (a) In Maple:

>
>

In MuPAD:

eqn151a:=ode([2*x^2*y''(x)-3*x*y'(x)-y(x)=0],[y(x)]):
solve(eqn151a)

(b) In Maple:

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>

>

Maple was unable to solve the equation.

In MuPAD:

eqn151b:=ode([(x^2-4)*y''(x)-4*y'(x)-(3/x^2)*y(x)=0],[y(x)]):
solve(eqn151b)

MuPAD was unable to solve the equation.

The solution found in Problem 5-117(b) is

( ) [ ]

[ ]

[ ]

5-152 (a) In Maple:

>
>

In MuPAD:

eqn152a:=ode([2*x^2*y''(x)+6*x*y'(x)-y(x)=0],[y(x)]):
solve(eqn152a)

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The solution found in Problem 5-118(a) is

√ √
( )

(b) In Maple:

>

>

In MuPAD:

eqn152b:=ode([y''(x)-(12/x^2)*y(x)=0],[y(x)]):
solve(eqn152b)

The solution found in Problem 5-118(b) is

( )

5-153 (a) In Maple:

>
>

In MuPAD:

eqn153a:=ode([x^2*y''(x)+5*x*y'(x)+4*y(x)=0],[y(x)]):
solve(eqn153a)

The solution found in Problem 5-119(a) is

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( )

(b) In Maple:

>
>

In MuPAD:

eqn153b:=ode([3*x^2*y''(x)+2*x*y'(x)-4*y(x)=0],[y(x)]):
solve(eqn153b)

The solution found in Problem 5-119(b) is

( )

5-154 (a) In Maple:

>
>

In MuPAD:

eqn154a:=ode([x^2*y''(x)-2*x*y'(x)-10*y(x)=0],[y(x)]):
solve(eqn154a)

The solution found in Problem 5-120(a) is

( )

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(b) In Maple:

>
>

In MuPAD:

eqn154b:=ode([x^2*y''(x)-(3/4)*y(x)=0],[y(x)]):
solve(eqn154b)

The solution found in Problem 5-120(b) is

( )

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