Professional Documents
Culture Documents
© Solutions Manual Copyright 2012 The McGraw-Hill Companies. All rights reserved. No
part of this manual may be displayed, reproduced, or distributed in any form or by any
means without the written permission of the publisher or used beyond the limited
distribution to teachers or educators permitted by McGraw-Hill for their individual course
preparation. Any other reproduction or translation of this work is unlawful. This work is only
for non-profit use by instructors in courses for which the textbook has been adopted. Any
other use without publisher's consent is unlawful.
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 – 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: ∑
∑ ∑
b) Given: ∑
∑ ∑
5–6
a) Given: ∑
( )
∑ ∑ ∑
( ) ( )
( )
∑ ∑ ( ) ∑( )
5 – 7 Given: ∑ ( ) ∑ ∑ ( )
∑( ) ∑ ∑( )
Cancelling out and combining the terms under the same summation yields
∑[( ) ] ∑( )
( )
or
5–8
a) Given: ∑
( ) ( )
| | | | | | | | | |
The radius of convergence, which is half the length of this interval, is determined to be .
∑ ( )
∑ ( )
Therefore the given power series converges in the semi – open interval , or [ ).
b) Given: ∑
( )
( ) | |
| | | | | | | |
( )
| |
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 .
∑ ( )
∑ ( )
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.
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
( ) ( ) ( ) ( )
∑ ( )
∑ ( ) ∑
To equate the power of in both summations, we shift the index of first summation by ,
yielding
∑( )( ) ∑
or
∑[( )( ) ]
( )( )
( )( )
( )
( )
.
.
.
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
( ) ( ) ( )
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.
( ) ( ) ( )
( )
( ) ( ) ( )
Check for :
( ) ( )
( ) ( )
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: ,
Differentiating,
and
∑ ( )
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
( )( )
( )
( )( )
for
for
for
for
. .
. .
Hence,
or
( ) ( )
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: ; ( ) , ( )
Differentiating,
and
∑ ( )
∑ ( ) ∑ ∑
or
∑ ( ) ∑ ∑
∑ ( )( ) ∑ ∑
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
( )( )
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 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:
( ) ( ) [ ( ( ) )]
[ ( ( ) ( ) )] [ ]
( )
(c) Recurrence relation: Noting that ( ) and ( ) , Eq. 5-67 with gives
( ) ( ) ( )
( ) ( )
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
( ) ∑ ∑
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
( [ ( )] ) [ ( )]
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
(b) Given: ( )
Solution: The differential equation can be put into the standard form by dividing each term by
,
( )
Thus we have
( ) ( )
( )
( ) ( )
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
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 .
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
( ) ( )
whose roots are and , which differ by a positive integer. We now assume a series
solution of the form
∑ ∑
∑( )
∑( )( )
∑( )( ) ∑( ) ∑
[∑( )( ) ( ) ]
This equation will be satisfied for all if and only if the coefficients of each power of zero,
[( )( ) ( ) ]
[ ]
or
[ ( )]
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
( )
(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
∑ ∑
∑( )
∑( )( )
∑( )( ) ∑( )( ) ∑
∑( )( ) ∑( )( ) ∑
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,
( )
( )( ) ( )( )
( )( ) ( )( )
for
for
for
for
. .
. .
( ) ∑ ( )
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
( ) ∑
( )( ) ( )( )
for
for
for
for
. .
. .
( ) ∑ ( )
or
( ) ( )
( ) ( ) ( )
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
∑ ∑
∑( )
∑( )( )
∑[ ]
This equation will be satisfied for all if and only if the coefficients of each power of zero,
[ ]
[ ( )]
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,
( )
(b) Given:
Solution:
Standard Method: Taking and substituting it and its derivatives and
( ) into the given differential equation yields
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
∑ ∑
∑( )
∑( )( )
∑ ( )( ) ∑( ) ∑
∑[ ]
This equation will be satisfied for all if and only if the coefficients of each power of zero,
[ ]
[ ( )]
Thus,
since no integer can make the terms in the brackets zero. Then taking , the first
solution becomes
©2012 McGraw-Hill. This work is only for non-profit use by instructors in
courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
∑
The second linearly independent solution of the Euler equation is obtained by repeating the
same procedure for , where the recurrence relation reduces to
[ ( )]
Thus,
( )
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
( )
( )
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.
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
∑ ∑ ∑
∑( )
∑ ( )
∑ ( ) ∑( ) ∑ ∑
Shifting the index of third summation by , and combining the summation starting at
gives
∑ ( ) ∑
∑[ ( ) ]
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
. .
. .
∑ ( )
( ( ) ( ) ( ) )
It is customary to take
( )
which is the desired solution. The Bessel’s function of the first kind of order is given by Eq. 5-
125 to be
( )
( ) ∑
( )
( )
( ) ∑
( )
5-31
(a) Given: ∫ ( )
∫ ( ) ( )
(b) Given: ∫ ( )
∫ ( )
( )
∫ ( ) ( )
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 – 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.
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.
∑ ( ) ( ) ( )
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.
( )
( )
( )
( )
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: ∑ ( )
b) Given: ∑
∑ ∑
5 – 42
a) Given: ∑ ( )
∑( ) ∑( )
b) Given: ∑ ( )
∑( ) ∑( )
5 – 43
a) Given: ∑ ( )
( )
∑( ) ∑ (( ) ) ∑( )
b) Given: ∑
( )
∑ ∑ ∑
5 – 44
a) Given: ∑ ( )
∑( ) ∑ (( ) ) ∑( )
b) Given: ∑ ( )
( )
∑( ) ∑ (( ) ) ∑( )
5 – 45
a) Given:∑ ( )
∑( ) ∑ (( ) ) ∑( )
b) Given: ∑
( )
∑ ∑ ∑
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 :
©2012 McGraw-Hill. This work is only for non-profit use by instructors in
courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
5 – 46
a) Given: ∑ ( )
∑( ) ∑ (( ) ) ∑
b) Given: ∑ ( )
∑( ) ∑ (( ) ) ∑( )
5 – 47
a) Given: ∑
( )
∑ ∑ ∑
b) Given: ∑ ( )
( ) ( )
∑( ) ∑ (( ) ) ∑( )
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.
( ) ∑ ∑ ( ) ∑ ( )
∑ ∑( ) ∑( )
Expanding up to , and collecting the terms under the same summation we obtain
( ) ∑ ∑( ) ∑( )
∑[ ( ) ( ) ]
or
∑[ ( ) ( ) ]
5 – 49 Given: ( ) ∑ ∑ ( ) ∑
( ) ∑ ∑( ) ∑
∑ ∑( ) ∑
∑ ( ) ∑ ( ) ∑
∑( ) ∑( ) ∑
∑( ) ∑( ) ∑
Collecting the terms under the same summation, and rearranging we obtain
( ) ∑( ) ∑( ) ∑
∑ [( ) ( ) ]
or
∑ [( ) ( ) ]
5 – 50 Given: ( ) ∑ ( ) ( ) ∑ ∑
( ) ∑( ) ( ) ∑ ∑
∑ ( ) ( ) ∑ ( ) ∑ ( )
∑( ) ( ) ∑( ) ∑( )
Expanding up to , and collecting the terms under the same summation we obtain
( ) ∑( ) ( ) ∑( ) ∑( )
∑[( ) ( ) ( ) ( )]
or
∑[( ) ( ) ( ) ( )]
5 – 51 Given: ∑ ∑ ( )
Solution: Cancelling from both sides and shifting the summation on the left by we have
∑ ( ) ∑( )
or
∑( ) ∑( )
5 – 52 Given: ∑ ∑
∑ ∑
∑ ∑
5 – 53 Given: ∑ ( ) ∑ ( )
∑ ( ) ∑ ( )
or
∑ ( ) ∑ ( )
5 – 54 Given: ∑ ( ) ∑ ( )
∑ ( ) ∑( )
or
∑( ) ∑( )
5 – 55 Given: ∑ ∑ ( )
∑ ( ) ∑( )
or
∑( ) ∑( )
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: ∑ ( )
( )
( ) ( )
| | | | | | | |
( )
The radius of convergence, which is half the length of this interval, is determined to be .
( )
b) Given: ∑
( )
( )
| | | | | | | | | |
( )
The radius of convergence, which is half the length of this interval, is determined to be .
( )
∑ ( )
( )
∑ ( )
5 – 57
a) Given: ∑
( )
| | | | | | | | | |
The radius of convergence, which is half the length of this interval, is determined to be .
∑ ( )
∑ ( )
Therefore the given power series converges in the semi – open interval , or [ ).
b) Given:∑ ( )
( ) ( )
| | | | | | | | | |
( )
The radius of convergence, which is half the length of this interval, is determined to be .
∑ ( )
∑ ( )
Therefore the given power series converges in the semi – open interval , or[ ).
5 – 58
a) Given: ∑
( )
( ) ( )
| | | | | |
( )( )
( )
The radius of convergence, which is half the length of this interval, is determined to be .
b) Given:∑
( ) ( )
| | | | | | | |
Thus we have , and this power series will never converge except at . The radius of
convergence is simply in this case.
∑ ∑ ( )
∑ ( ) ∑
To equate the power of in both summations, we shift the index of first summation by ,
yielding
∑( )( ) ∑
or
∑[( )( ) ]
( )( )
(b) Given: ( )
Solution: Differentiating given power series twice term by 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
∑[( ) ( )( ) ]
( ) ( )( )
( ) ( )
( )( )
5 – 60
(a) Given:
∑ ∑ ( )
∑ ( ) ∑ ∑
or
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
∑[( )( ) ]
( )
( )( )
(b) Given:
∑ ( )
∑ ( ) ∑ ∑
or
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
( ) ∑[( )( ) ( ) ]
( )( ) ( )
( )
( )( )
5 – 61
(a) Given:
∑ ( ) ∑ ∑
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
∑[( )( ) ( ) ]
( )
( )( )
(b) Given: ( )
∑ ( )
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
∑[ ( ) ( )( ) ]
( ) ( )( )
( )
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.
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
( ) ( )( ) ( )( ) ( )
∑ ( )
∑ ( ) ∑
To equate the power of in both summations, we shift the index of first summation by ,
yielding
or
∑[( )( ) ]
This equation will be satisfied for all if and only if the coefficient of each power of is zero.
Therefore we have
( )( )
( )( )
Substituting these coefficients into the assumed power series solution, and factoring out and
yields the desired solution
( ) ∑
or
( ) ( ) ( )
(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
( ) ( )( ) ( )( ) ( )
∑ ( )
∑ ( ) ∑
To equate the power of in both summations, we shift the index of first summation by ,
yielding
or
∑[( )( ) ]
This equation will be satisfied for all if and only if the coefficient of each power of is zero.
Therefore we have
( )( )
( )( )
Substituting these coefficients into the assumed power series solution, and factoring out and
yields the desired solution
( ) ∑
or
( ) ( ) ( )
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
( ) ( ) ( )
∑ ( )
∑ ( ) ∑
To equate the power of in both summations, we shift the index of first summation by ,
yielding
or
∑[( ) ]
This equation will be satisfied for all if and only if the coefficient of each power of is zero.
Therefore we have
( )
( )
.
.
Substituting these coefficients into the assumed power series solution yields the desired
solution
( ) ∑
or
( ) ( )
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.
∑ ( )
∑ ( ) ∑
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
©2012 McGraw-Hill. This work is only for non-profit use by instructors in
courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
∑[( )( ) ]
This equation will be satisfied for all if and only if the coefficient of each power of is zero.
Therefore we get
and
( )( )
( )( )
( )
( )
.
.
Substituting these coefficients into the assumed power series solution yields the desired
solution
( ) ∑
or
( ) ( ) ( )
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
( ) ( ) ( ) ( ) ( )
∑ ( )
∑ ( ) ∑ ∑
To equate the power of in both summations, we shift the indexes of first and second
summations by 2 and 1, respectively, yielding
∑( )( ) ∑ ( ) ∑
or
∑[( )( ) ( ) ]
( )( ) ( )
( )
( )( )
.
.
Substituting these coefficients into the assumed power series solution yields the desired
solution
( ) ∑
( ) ( ) ( )
( ) ( )
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 ,
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 :
( ) ( )
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
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.
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 :
( ) ( ) ( )
( )
( )
( ) ( ) ( )
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
( ) ( )
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
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
( ) ( )
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
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 .
( ) ( ) ( ) ( )
∑ ( )
( ) ( ) ( )
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: ( ) ,
Differentiating,
∑ ( )
( )∑ ( ) ∑
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
( ) ( )( )
( )
( )( )
for
for
for
. .
Hence,
( ) ∑
or
( ) ( ) ( )
The given differential equation can be put into the standard form by dividing each term by
,
Thus we have
( ) ( )
Maple solution:
> restart; Order := 10;
> ode := (x^2-1)*(diff(y, x, x))-y = 0;
Differentiating,
and
∑ ( )
( )∑ ( ) ∑ ∑
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
( )
( )( )
for
for
for
. .
. .
Hence,
( ) ∑
( ) ( )
or
( ) ( ) ( )
The given differential equation can be put into the standard form by dividing each term by
,
Thus we have
( ) ( )
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
( )
Differentiating,
and
∑ ( )
∑ ( ) ( )∑
or
∑ ( ) ∑ ∑
We now shift the indices of summations 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
( )( )
and
( ) ( )
( )( )
for
for
for
. .
. .
Hence,
( ) ∑
( ) ( ) ( ) ( )
or
( ) ( ) ( )
( ) ( ( ) ( ) ( ) ( ) )
(( ) ( ) ( ) ( ) )
or equivalently,
( ) ( )
( )
5 – 82 Given: ( ) ,
Differentiating,
and
∑ ( )
( )∑ ( ) ∑
Expanding first term and shifting the index of first summation by , we obtain
∑ ( )( ) ∑ ( ) ∑
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
( )( ) ( )
( )
( )( )
for
for
for
. .
. .
Hence,
( ) ∑
( ) ( ) ( )
or
( ) ( ) ( )
Thus we have
( ) ( )
5 – 83 Given: ,
( )
( ) ( )
Differentiating,
and
∑ ( )
( )∑ ( ) ∑
Expanding first term and shifting the indices of second and third summation by 1 and 2,
respectively, we obtain
∑ ( ) ∑ ( )( )
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
( ) ( ) ( )( )
( ) ( )
( )( )
for
for
for
. .
. .
Hence,
( ) ∑
( ) ( )
or
( ) ( ) ( )
The given differential equation is already in the standard form, thus we have
( ) ( )
( )
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
( )
Differentiating,
and
∑ ( )
( )∑ ( ) ∑
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
( ) ( )( )
for
for
for
. .
. .
Hence,
( ) ∑
( ) ( ) ( )
( )
or
( ) ( ) ( )
( ) ( ( ) ( ) ( ) ( ) )
(( ) ( ) ( ) ( ) )
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
∑ ( ) ∑ ( )
( )
Differentiating,
and
∑ ( )
( )∑ ( ) ∑ ∑
or
∑ ( ) ∑ ( ) ∑ ∑
We now shift the indices of summations so that they sum over the same power of .
∑ ( )( ) ∑ ( )( )
∑ ∑
or
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
( ) ( )( )
for
for
for
for
. .
. .
Hence,
( ) ∑
( ) ( ) ( ) ( )
or
( ) ( )
( ) ( ( ) ( ) ( ) ( ) ) ( )
or equivalently,
©2012 McGraw-Hill. This work is only for non-profit use by instructors in
courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
( ) ( ) ( )
5 – 86 Given: ,
Differentiating,
and
∑ ( )
∑ ( ) ∑
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
( )( )
and
( )( )
for
for
for
for
. .
. .
Hence,
( ) ∑
( ) ( ) ( )
or
( ) ( ) ( )
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: ( ) ( ) ,
Differentiating,
and
∑ ( )
( ) ∑ ( ) ( )∑ ∑
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
∑ ∑( ) ∑
or
∑[ ( ) ( ) ( )( ) ( ) ]
In order for the power series to be zero, all coefficients must be zero. Therefore we obtain
( ) ( ) ( )( ) ( )
and
( ) ( )
( )( )
for
for
for
. .
. .
Hence,
( ) ∑
( ) ( ) ( ) ( )
or
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;
5 – 88 Given: ,
Solution: The differential equation can be equivalently expressed as
( )
Differentiating,
and
∑ ( )
( )∑ ( ) ∑
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
( ) ( )( )
( )
( )( )
for
for
. .
. .
Hence,
( ) ∑
( ) ( ) ( )
or
( ) ( ) ( )
The given differential equation is already in the standard form, thus we have
( ) ( )
5 – 89 Given: ,
Differentiating,
and
∑ ( )
∑ ( ) ∑ ∑
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
( )( ) ( )
( )
( )( )
for
for
for
. .
Hence,
( ) ∑
( ) ( ) ( ) ( )
or
( ) ( ) ( )
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
( )
Differentiating,
and
∑ ( )
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
( ) ( )( )
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
( ) ( ) ( )
or
( )
5 – 91 Given: ( ) , ( )
Differentiating,
and
∑ ( )
∑ ( ) ∑
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
( )( )
( )( )
for
for
for
for
. .
. .
Hence,
( ) ∑
( ) ( ) ( )
or
( ) ( ) ( )
( ) ( ) ( )
or
( )
5 – 92 Given: ( ) ( ) , ( )
Solution: We assume a power series solution of the form ∑ ( ) . Since ,
we have
Differentiating,
and
∑ ( )
( )∑ ( ) ∑ ∑
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 one summation gives
∑[ ( ) ( )( ) ]
In order for the power series to be zero, all coefficients must be zero. Therefore we obtain
( ) ( )( )
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
( ) ( ) ( )
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:
( ) ( )
( ) ( ) ∑
( ) ( )
⏟
( )
( ) ( ) ( )
Knowing from the series expansion of Eq. 5-62 that ( ) for all nonnegative integers , we
conclude that
( ) ( )
[( ) ] ( ) ( )
[( ) ] ( ) ( )
[( ) ] ( ) ( )
where prime denotes the derivative with respect to . Now we multiple (2) by and integrate
from to which yields
∫ [( ) ] ( )∫
[( ) ] ∫ ( ) ( )∫
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
∫ ( ) ( )∫ ( )
[ ( ) ( )] ∫
or
[ ( ) ( )] ∫ ( ) ( )
∫ ( ) ( )
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
( )
( )( ) ( )( )( )( )
( )
( )( )( )( )( )( )
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
( ) ( ) ( )
5 – 98 We are to determine the Legendre polynomial ( ) using (a) the series expansion,
(b) the Rodrigues formula, and (c) the recurrence relation.
©2012 McGraw-Hill. This work is only for non-profit use by instructors in
courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
Solution:
( ) ( )
( ) ∑ ( )
( ) ( )
( )
( ) ( )
[ ( ( ) )]
[ [ ( ) ( ) ]]
[ ( ) ( ) ]
( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ( )) ( ( ))
or simplifying,
( ) ( )
Solution:
( )
( ) ( )
( ) ∑ ( )
( ) ( )
( )
( ) ( )
[ [ ( ) ]]
[ [ ( ) ( ) ]]
[ [ ( ) ( ) ]]
[ [ ( ) ( ) ( ) ]]
[ ( ) ( ) ]
( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ( )) ( ( ))
( ) ( )
5 – 100C This is the case when the related indicial equation has two folded roots, that is
.
( ) ∑
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
©2012 McGraw-Hill. This work is only for non-profit use by instructors in
courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
( ) ( )
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
√ √
(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
5 – 105
(a) Given: ( )
Solution: The differential equation can be put into the standard form by dividing each term by
,
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
(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
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
(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
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
(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
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
(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
©2012 McGraw-Hill. This work is only for non-profit use by instructors in
courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
( ) ( )
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
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 .
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
( ) ∑ ( ) ( ) ∑
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
( ) ( )
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
( ) ∑ ( ) ( ) ∑
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
( ) ∑ ( ) ( ) ∑
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 .
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
( ) ( )
√ √
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
( ) ∑ ( ) ( ) ∑
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
∑ ∑
∑( )
∑( )( )
∑( )( ) ∑ ( ) ∑
∑[( )( ) ( ) ]
This equation will be satisfied for all if and only if the coefficients of each power of zero,
[( )( ) ( ) ]
[ ]
or
[ ( √ )]
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
∑ √ √
( ) √ √
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
∑ ∑
∑( )
∑( )( )
∑( )( ) ∑( )( ) ∑( )
∑( ) ∑
∑ ( )( ) ∑( )( )
∑ ( ) ∑( ) ∑
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,
( ) ( )
for
for
for
. .
. .
( ) ∑ ( )
or
( ) ( )
or
( )
∑ ( )
( )( ∑ ( ) )
( )( ∑ ) ( ∑ )
( )( ∑ ) (∑ )
The logarithmic term drops out is a solution to the given differential equation. Rearranging
the rest of the equation we get
∑ ( ) ∑ ( ) ∑ ∑
∑ ( ) ∑ ( )( ) ∑
∑ ( ) ∑
or
∑ ( ) ∑( ) ∑
∑( ) ∑
or
∑[( ) ] ∑
or
∑[( ) ]
( )
Writing out the first few terms of the summation, and combining like terms we get
( ) ( ) ( ) ( )
( ) ( )
( )
( )
( ) ( )
( ) ( )
Substituting the above values for ’s, we obtain the second linearly independent solution to the
given differential equation to be
( ) [ ]
[ ]
( ) ( ) ( )
[ ]
[ ]
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
∑ ∑
∑( )
∑( )( )
∑( )( ) ∑( ) ∑( ) ∑
∑( )( ) ∑( )
∑( ) ∑
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
for
√
for
√
for
. .
. .
©2012 McGraw-Hill. This work is only for non-profit use by instructors in
courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
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
. .
. .
√
√
( ) ∑ ( )
√
√
√ √
√
( ) ( ) ( )
√ √
(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. The first one is of the form
∑ ∑
∑( )
∑( )( )
∑( )( ) ∑( )( )
∑( ) ∑
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
∑[( )( ) ( )( ) ( ) ]
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,
( )
for
for
for
for
. .
. .
( ) ∑ ( )
or
( )
∑ ∑
∑( )
( )[ ∑ ( ) ]
[ ∑( ) ] [ ∑ ]
[( ) ] ( )( ) ( )∑ ( )
( ) ∑( ) ∑
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
( )( ) ∑( )( ) ∑ ( )
∑( ) ∑
( )( )
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
( )( )
for
for
for
for
. .
. .
or
( )
( )
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
∑ ∑
∑( )( )
∑( )( ) ∑ ( ) ∑
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
( √ )
for
√
for
√
√
for
√
( √ )( √ )
for
( √ )( √ )
. .
. .
( ) ∑
√ √ √ ( √ )( √ )
( )
√ √ ( √ )( √ )
The second linearly independent solution is obtained by repeating the same procedure for
√
, for which the recurrence relation reduces to
( √ )
(√ )
for
√
for
√
√
for
√
( √ )( √ )
for
( √ )( √ )
. .
. .
( ) ∑
√ √ √ ( √ )( √ )
( ) ( )
√ √ ( √ )( √ )
√ √ √
(
√ √
( √ )( √ )
)
( √ )( √ )
(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
∑ ∑
∑( )
∑( )( ) ∑ ( ) ∑
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
[ ]
( )
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
( )
or
( )
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
∑ ∑
∑( )
∑( )( )
∑ ( )( ) ∑ ( ) ∑
or
∑[ ]
( )
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
√ √
∑
( )
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
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
∑ ∑ ∑
∑ ( )
∑ ( )( )
( )∑ ( )( ) ∑ ( ) ∑
Expanding and writing out the first few terms of the summations, and combining like terms we
get
( ) ( ) ( )
( ) ( )
( )
∑ ( )
[ ( ) ( ) ( ) ( )
( ) ]
( ) [ ]
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
∑ ∑
∑ ( )
∑ ( )( )
( )[ ∑ ( )( ) ]
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
[ ]
( ( ) ( ) ( )
√
( ) )
or
[ ]
[ ]
√
[ ]
where and are arbitrary. Since the factor multiplying is the first solution ( ), the
second linearly independent solution can be obtained by choosing and :
[ ]
[ ]
√
( )
( ) [ ]
[ ]
[ ]
which is the desired solution.
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
∑ ∑
∑( )
∑( )( )
∑ ( )( ) ∑ ( ) ∑
∑[ ]
[ ]
√
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,
√ √
( )
(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
∑ ∑
∑( )
∑( )( )
∑( )( ) ∑
∑[ ]
This equation will be satisfied for all if and only if the coefficients of each power of zero,
[ ]
[ ( )]
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
[ ( )]
( )
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
∑ ∑
∑( )
∑( )( )
∑[ ]
This equation will be satisfied for all if and only if the coefficients of each power of zero,
[ ]
[ ]
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
∑ ∑
∑( )
∑( )( )
( ∑( )( ) ) ( ∑( ) ) ∑
Writing out the first few terms of the summations, and combining like terms we get
( ) ( ) ( ) ( ) ( )
( )
(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
∑ ∑
∑( )
∑( )( )
∑ ( )( ) ∑ ( ) ∑
∑[ ]
This equation will be satisfied for all if and only if the coefficients of each power of zero,
[ ]
[ ( )]
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,
( )
5 – 120
(a) Given:
Solution:
Standard Method: Taking and substituting it and its derivatives and
( ) into the given differential equation yields
( )
or
©2012 McGraw-Hill. This work is only for non-profit use by instructors in
courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
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
∑ ∑
∑( )
∑( )( )
∑( )( ) ∑ ( ) ∑
∑[ ]
This equation will be satisfied for all if and only if the coefficients of each power of zero,
[ ]
[ ( )]
Thus,
since no integer can make the terms in the brackets zero. Then taking , the first
solution becomes
[ ( )]
Thus,
( )
(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
∑ ∑
∑( )
∑( )( )
∑ ( )( ) ∑
∑[ ]
This equation will be satisfied for all if and only if the coefficients of each power of zero,
[ ]
[ ( )]
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,
( )
( ) ( ) ( )
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 .
( )
In Example 5-29, we have already demonstrated that the recurrence relation of a Bessel’s
equation of order is
( )
©2012 McGraw-Hill. This work is only for non-profit use by instructors in
courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
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
( )
which is the desired solution. The Bessel’s function of the first kind of order is given by Eq. 5-
125 to be
( )
( ) ∑
( )
( )
( ) ∑
( )
5-126 Given: We are to determine the series solution of Bessel’s equation of order three-halves.
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
∑ ∑ ∑
∑ ( )
∑ ( )( )
∑ ( )( ) ∑ ( ) ( )∑
Expanding 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 . Setting all coefficients equal to zero
yields ( )
( )
∑ ( )
( )
( ) [ ]
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
∑ ∑
∑ ( )
∑ ( )( )
[ ∑ ( ) ] ( )[ ∑ ]
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
( )
[ ] [ ]
Since the factor multiplying is the first solution ( ), the second linearly independent
solution can be obtained by choosing and :
[ ]
( )
( ) [ ]
[ ]
Solution: The Bessel’s function of the first kind of order is given by Eq. 5-136 to be
( )
( ) ∑
( )
( )
∑
( ) ( )
( ) ( ) ( )
( ) ∑ ( ) ∑
( ) ( ) ( ) ( )
⏟
( )
( ) ( ) ( )
5-128 We are to determine the general solution of modified Bessel’s equation of order zero.
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
∑ ∑
∑ ( ) ∑ ∑
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,
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
( )
∑ ∑
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
( ) ( ) ( ) ( ) ( )
( ) ( )
. .
. .
( )
[ ]
( ( ) ( ) ( ) )
[ ]
( )
Then the general solution of the modified Bessel’s equation of order zero becomes
( )
( ) ( )[ ] [ ]
[ ]
In Problems 5-129 and 5-130 we are to determine the integral involving Bessel functions:
5-129
(a) Given: ∫ ( )
∫ ( ) ( )
[ ( )] ∫ ( ) ( ) ∫ ( )
The integral in the result cannot be evaluated in finite form in terms of any of the known Bessel’s
functions.
(b) Given: ∫ ( )
∫ ( )
5-130
(a) Given: ∫ ( )
∫ [ ( )]
∫ ( ) ( )
[ ( )] ∫ ( ) ( ) [ ( ) ( )]
or
( ) ( ) ( )
(b) Given: ∫ ( ) ∫ ( )
Solution: We have,
∫ ( ) ∫ ( ) ∫[ ( ) ( )]
∫[ ( ) ( )] ( )
In Problems 5-131 through 5-154 we are to solve given problem using any software
>
>
In MuPAD:
eqn131a:=ode([y''(x)-y(x)=0],[y(x)]):
solve(eqn131a)
( ) ( ) ( )
(b) In Maple:
>
>
In MuPAD:
eqn131b:=ode([y'(x)-4*y(x)=0],[y(x)]):
solve(eqn131b)
( ) ( ) ( )
>
>
In MuPAD:
eqn132a:=ode([y''(x)+2*y'(x)=0],[y(x)]):
solve(eqn132a)
( ) ( )
(b) In Maple:
>
>
In MuPAD:
eqn132b:=ode([y'(x)-2*x*y(x)=0],[y(x)]):
solve(eqn132b)
( ) ( ) ( )
5-133 In Maple:
>
>
In MuPAD:
eqn133:=ode([y''(x)+4*y'(x)-12*y(x)=0],[y(x)]):
( ) ( ) ( ) ( )
( ) ( )
5-134 In Maple:
>
>
In MuPAD:
eqn134:=ode([(x^2-1)*y''(x)-y(x)=0],[y(x)]):
solve(eqn134)
( ) ( ) ( )
5-135 In Maple:
>
>
( ) ( ) ( )
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)
( ) ( )
( )
5-137 In Maple:
>
>
In MuPAD:
eqn137:=ode([(1-x^2)*y''(x)+4*y(x)=0],[y(x)]):
solve(eqn137)
5-138 In Maple:
>
>
In MuPAD:
eqn138:=ode([y''(x)-(1/(x-1)^2)*y(x)],[y(x)]):
solve(eqn138)
( ) ( ) ( )
5-139 In Maple:
>
>
The Maple solution is given in terms of the BesselJ and BesselY functions .
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 .
( ) ( )
( )
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)
( ) ( ) ( )
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.
( ) ( ) ( )
5-142 In Maple:
>
>
eqn142:=ode([(x-1)^2*y''(x)+(x-1)*y'(x)+y(x)=0],[y(x)]):
solve(eqn142)
( ) ( ) ( )
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.
( ) ( ) ( )
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.
( ) ( ) ( )
5-145 In Maple:
>
>
©2012 McGraw-Hill. This work is only for non-profit use by instructors in
courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
>
>
In MuPAD:
eqn145:=ode([y''(x)-1/(x^2-1)*y(x)=0, y(0)=0,y'(0)=0],[y(x)]):
solve(eqn145)
( ) ( ) ( )
( )
5-146 In Maple:
>
>
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.
( )
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)
( ) ( ) ( )
or
( )
>
>
In MuPAD:
eqn148a:=ode([y''(x)-(3/x)*y'(x)+(1/x^2)*y(x)=0],[y(x)]):
solve(eqn148a)
( ) √ √
(b) 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)
√
√ √
√
( ) ( ) ( )
√ √
(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.
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(%)
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(%)
( ) ( )
>
>
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.
√ √ √ ( √ )( √ )
( ) ( )
√ √ ( √ )( √ )
√ √ √
(
√ √
( √ )( √ )
)
( √ )( √ )
(b) In Maple:
>
>
In MuPAD:
eqn150b:=ode([x^2*y''(x)-2*x*y'(x)+2*y(x)=0],[y(x)]):
solve(eqn150b)
>
>
In MuPAD:
eqn151a:=ode([2*x^2*y''(x)-3*x*y'(x)-y(x)=0],[y(x)]):
solve(eqn151a)
(b) In Maple:
>
In MuPAD:
eqn151b:=ode([(x^2-4)*y''(x)-4*y'(x)-(3/x^2)*y(x)=0],[y(x)]):
solve(eqn151b)
( ) [ ]
[ ]
[ ]
>
>
In MuPAD:
eqn152a:=ode([2*x^2*y''(x)+6*x*y'(x)-y(x)=0],[y(x)]):
solve(eqn152a)
√ √
( )
(b) In Maple:
>
>
In MuPAD:
eqn152b:=ode([y''(x)-(12/x^2)*y(x)=0],[y(x)]):
solve(eqn152b)
( )
>
>
In MuPAD:
eqn153a:=ode([x^2*y''(x)+5*x*y'(x)+4*y(x)=0],[y(x)]):
solve(eqn153a)
(b) In Maple:
>
>
In MuPAD:
eqn153b:=ode([3*x^2*y''(x)+2*x*y'(x)-4*y(x)=0],[y(x)]):
solve(eqn153b)
( )
>
>
In MuPAD:
eqn154a:=ode([x^2*y''(x)-2*x*y'(x)-10*y(x)=0],[y(x)]):
solve(eqn154a)
( )
>
>
In MuPAD:
eqn154b:=ode([x^2*y''(x)-(3/4)*y(x)=0],[y(x)]):
solve(eqn154b)
( )