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Week 14 - Frobenius Method

This document discusses methods for solving second-order ordinary differential equations (ODEs) with singular points, including the Frobenius method. It explains how to apply reduction of order to convert a second-order ODE into a first-order ODE. The Frobenius method involves assuming a power series solution near a singular point and determining the exponents from an indicial equation. Examples demonstrate applying these methods to solve ODEs involving Bessel functions and with regular or irregular singular points.
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0% found this document useful (0 votes)
474 views20 pages

Week 14 - Frobenius Method

This document discusses methods for solving second-order ordinary differential equations (ODEs) with singular points, including the Frobenius method. It explains how to apply reduction of order to convert a second-order ODE into a first-order ODE. The Frobenius method involves assuming a power series solution near a singular point and determining the exponents from an indicial equation. Examples demonstrate applying these methods to solve ODEs involving Bessel functions and with regular or irregular singular points.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

KIX 1001 Engineering Mathematics

Week 14 – FROBENIUS METHOD


Dr. Hanee Farzana Hizaddin
hanee@um.edu.my
Learning Outcomes
At the end of this week, you should be able to:

• Apply reduction of order method to solve 2nd order ODE with


nonconstant coefficients.
• Apply Frobenius method to solve 2nd order ODE with regular singular
point(s).

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14.1 SOLUTIONS ABOUT SINGULAR POINTS
• The power series method for solving linear differential equations with
variable coefficients no longer works when solving the differential
equation about a singular point.
• It appears that some features of the solutions of such equations of
the most importance for applications are largely determined by their
behavior near their singular points.
• Frobenius method is usually used to solve the differential equation
about a regular singular point.
• This method does not always yield two infinite series solutions. When
only one solution is found, a certain formula can be used to get the
second solution.

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Reduction of Order
• The “reduction of order method” is a method for converting any
linear differential equation to another linear differential equation of
lower order, and then constructing the general solution to the original
differential equation using the general solution to the lower-order
equation.

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Reduction of Order for Homogeneous Linear Second-
Order Equations
• This method is for finding a general solution to some homogeneous
linear second-order differential equation

𝑎𝑎𝑦𝑦 ′′ + 𝑏𝑏𝑦𝑦 ′ + 𝑐𝑐𝑐𝑐 = 0


• where a, b, and c are known functions with a(x) never being zero on
the interval of interest. Then assume that there is already one
nontrivial particular solution 𝑦𝑦1 𝑥𝑥 to this generic differential
equation.

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Steps in Reduction of Order for Homogeneous 2nd
Order ODE
• Step 1: Let 𝑦𝑦 = 𝑦𝑦1 𝑢𝑢. , using the product rule, derive y’ and y’’.
• Step 2: Plug the formulas just computed for y , y′ and y′′ into the
differential equation, group together the coefficients for u and each of its
derivatives, and simplify as far as possible (𝐴𝐴𝑢𝑢′′ + 𝐵𝐵𝑢𝑢′ = 0).
• Step 3: Find the general solution to the second-order differential equation
just obtained for u: 𝐴𝐴𝑢𝑢′′ + 𝐵𝐵𝑢𝑢′ = 0 via the substitution method.
• Step 4:Finally, plug the formula just obtained for u(x) into the first
substitution 𝑦𝑦 = 𝑦𝑦1 𝑢𝑢 used to convert the original differential equation for y
to a differential equation for u. The resulting formula for y(x) will be a
general solution for that original differential equation.

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Example 1
𝑥𝑥 2 𝑦𝑦 ′′ − 3𝑥𝑥𝑦𝑦 ′ + 4𝑦𝑦 = 0; supposed that 𝑦𝑦1 𝑥𝑥 = 𝑥𝑥 2

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13.2 FROBENIUS METHOD
If 𝑥𝑥 = 𝑥𝑥0 is a singular point of the differential equation, then there
exists at least one solution of the form
∞ ∞

𝑦𝑦 𝑥𝑥 = 𝑥𝑥 − 𝑥𝑥0 𝑟𝑟 � 𝑎𝑎𝑛𝑛 𝑥𝑥 − 𝑥𝑥0 𝑛𝑛 = � 𝑎𝑎𝑛𝑛 𝑥𝑥 − 𝑥𝑥0 𝑛𝑛+𝑟𝑟

𝑛𝑛=0 𝑛𝑛=0

where the number 𝑟𝑟 is a constant to be determined. The series will


converge at least on some interval 0 < 𝑥𝑥 − 𝑥𝑥0 < 𝑅𝑅.

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An Introduction to the Method of Frobenius
• Before actually starting the method, there are two “pre-steps”:
• Pre-step 1: Choose a value for x0. If conditions are given for y(x) at some
point, then use that point for x0. Otherwise, choose x0 as convenient —
which usually choose x0 = 0.
• Pre-step 2: Get the differential equation into the form

𝐴𝐴(𝑥𝑥)𝑦𝑦 ′′ + 𝐵𝐵(𝑥𝑥)𝑦𝑦 ′ + 𝐶𝐶(𝑥𝑥)𝑦𝑦 = 0

• where A, B, and C are polynomials.

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Frobenius Method – Solution Procedure

10
Frobenius Method – Solution Procedure

11
Frobenius Method – Solution Procedure

12
Frobenius Method – Solution Procedure

13
Frobenius Method – Solution Procedure

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Frobenius Method – Solution Procedure

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Frobenius Method – Solution Procedure

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Example 2
Solve the following Bessel equation of order ½ using Frobenius
method:

𝑑𝑑2 𝑦𝑦 1 𝑑𝑑𝑑𝑑 1
2
+ + 1 − 2 𝑦𝑦 = 0
𝑑𝑑𝑑𝑑 𝑥𝑥 𝑑𝑑𝑑𝑑 4𝑥𝑥

17
Example 3
Apply the power series method to the following differential equation:

1 ′ 1
𝑦𝑦 ′′ + 𝑦𝑦 + 𝑦𝑦 = 0
2𝑥𝑥 4𝑥𝑥

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Example 4
Solve the following differential equation using power series method:

𝑥𝑥 𝑥𝑥 − 1 𝑦𝑦 ′′ + 3𝑥𝑥 − 1 𝑦𝑦 ′ + 𝑦𝑦 = 0

19
Summary
Vocabularies:

• Reduction of Order
• Frobenius method
• Indicial equations, indicial roots

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