05-Differential Equation and Special Function Notes

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Differential equation and
Special Functions
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Sk Jahiruddin
Assistant Professor
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Sister Nibedita Govt. College, Kolkata
Author was the topper of IIT Bombay M.Sc Physics 2009-2011 batch
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He ranked 007 in IIT JAM 2009 and 008 (JRF) in CSIR NET June
2011
He has been teaching CSIR NET aspirants since 2012

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1
©Sk Jahiruddin, 2020 Diff eq and Sp funs
Contents
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1 Introduction 6
2 ODE of First Order 7
2.1 First-degree first-order equations . . . . . . 7
2.2
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Separable-variable equations . . . . . . . . . 8
2.3 Exact Equation: . . . . . . . . . . . . . . . . 9

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2.4 Inexact equation : . . . . . . . . . . . . . . . 10
2.5 Linear Equation . . . . . . . . . . . . . . . . 12

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2.6 Homogenous Equation . . . . . . . . . . . . 13
2.7 Bernoulli’s equation . . . . . . . . . . . . . . 14

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2.8 First order Higher Degree equations . . . . . 16

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2.9 Exercises . . . . . . . . . . . . . . . . . . . . 22
2.9.1 Ans Keys . . . . . . . . . . . . . . . 25
jahir@physicsguide.in 2 physicsguide CSIR NET, GATE

2.9.2 Solutions . . . . . . . . . . . . . . . . 27
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3 ODE of second and higher order 47
3.1 Linear equations with constant coefficients . 48
3.2 Variable coefficients and other forms . . . . 57
3.2.1
3.2.2
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Euler and Legendre form . . . . . . .
Variable coefficient of order 2 . . . .

57
59
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3.2.3 Dependent variable y missing. . . . . 61
3.2.4 Independent variable x missing. . . . 62

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3.2.5 Variation of parameters . . . . . . . 63
3.2.6 Wronskian: Linear independence of

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functions and Second solution . . . . 68
3.3 Exercises . . . . . . . . . . . . . . . . . . . . 73
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3.3.1 Ans Keys . . . . . . . . . . . . . . . 75
3.3.2 Solutions . . . . . . . . . . . . . . . . 76

4 Series solution and special function 92
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4.1 Basic Concepts and simple series solution . . 92
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4.1.1 Ordinary and regular singular points 92
4.1.2 Series solution about an ordinary point 94
4.1.3 Series Solution about a regular singu-

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lar point . . . . . . . . . . . . . . . . 98
4.2 Special equations and functions . . . . . . . 108

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4.2.1 Legendre equation and Polynomials . 108
4.2.2 Associate Legendre equation and Poly-

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nomials . . . . . . . . . . . . . . . . 113
4.2.3 Spherical Harmonics . . . . . . . . . 115

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4.2.4 Bessel equation and functions . . . . 117
4.2.5 Spherical Bessel functions . . . . . . 131

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4.2.6 Hermite equation and function . . . . 134
4.3 Exercises . . . . . . . . . . . . . . . . . . . . 136

4.3.1 Ans keys . . . . . . . . . . . . . . . . 142
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4.3.2 Solutions . . . . . . . . . . . . . . . . 144
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5 More Exercises 168
5.1 Ans Keys . . . . . . . . . . . . . . . . . . . 170
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1 Introduction
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Differential equations are the group of equations
that contain derivatives.
Order: The order of an ODE is simply the order of the

highest derivative it contains. Thus equations containing
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dy/dx, but no higher derivatives, are called first order, those
containing d2 y/dx2 are called second order and so on.
Degree: The degree of an ODE is the power to which

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the highest-order derivative is raised, after the equation has
been rationalised to contain only integer powers of deriva-
tives. Hence the ODE
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3/2
d3 y dy
3
+ x + x2 y = 0
dx dx
ys
is of third order and second degree, since it contains the

2
term d3 y/dx3
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Boundary Condition : The general solution to an

ODE is the most general function y(x) that satisfies the
equation; it will contain constants of integration which may

be determined by the boundary conditions. For example,
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say the solution y(x) = 0 when x = 1 this allows us to
determine the value of the constant of integration. The
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general solutions to n th-order ODEs will contain n essen-
tial arbitrary constants of integration and therefore need n
boundary conditions if these constants are to be determined
2 ODE of First Order

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2.1 First-degree first-order equations
First-degree first-order ODEs contain only dy/dx equated

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to some function of x and y, and can be written in either of

two equivalent standard forms,
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dy
= F (x, y), A(x, y)dx + B(x, y)dy = 0
dx
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2.2 Separable-variable equations
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A separable-variable equation is one which may be written
in the conventional form
dy
= f (x)g(y)
dx
Example Solve:
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dy
dx
= x + xy
Z Z
dy
Solution: Write the equation as = xdx
gu
1+y
Integrate to find
x2
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ln(1 + y) = +c
2
ys
x2 x2

1 + y = exp +c = A exp
2 2
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where c and hence A is an arbitrary constant.

2.3 Exact Equation:
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An exact first-degree first-order ODE can be written as
A(x, y)dx + B(x, y)dy = 0

∂A ∂B
with the condition =
∂y ∂x
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The solution can be written as
Z
gu
U (x, y) = A(x, y)dx + F (y)
Example : Solve
ics
dy
x + 3x + y = 0
dx
ys
Solution: Write the equation as (3x + y)dx + xdy = 0
i.e. A(x, y) = 3x + y and B(x, y) = x. since ∂A/∂y =

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1 = ∂B/∂x, the equation is exact.
So the solution is
Z
U (x, y) = (3x + y)dx + F (y) = c1

Hence
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3x2
U (x, y) = + yx + F (y) = c1
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2
Differentiate U (x, y) with respect to y and equate it to

B(x, y) = x. So we get dF/dy = 0, which integrates to give
F (y) = c2 . Now let c = c1 − c2 , the solution to the original
ODE is. ide
3x2
2
+ xy = c
gu
2.4 Inexact equation :
Equations which are written like the following form are

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called inexact equation.

∂A ∂B
A(x, y)dx + B(x, y)dy = 0 but with 6=
∂y ∂x
ys

1 ∂A ∂B
Now for this type of equations if you see that −
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B ∂y ∂x

is a function of x alone, i.e B1 ∂A ∂B
∂y − ∂x = f (x) then there
exist an integrating factor the value of which is µ(x) =
R
exp f (x)dx


1 ∂B ∂A
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Similarly if you findA −
∂x is a function of y alone,
∂y

i.e g(y) = A1 ∂B ∂A
∂x − ∂y then there exist an integrating fac-
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tor the value of which is µ(y) = exp g(y)dy .
Example Solve
dy 2 3y
=− −
dx y 2x
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Solution Write the equation as 4x + 3y 2 dx + 2xydy = 0
Now we see A(x, y) = 4x + 3y 2 and B(x, y) = 2xy

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We also check that ∂A ∂y = 6y,
∂B
∂x = 2y . —So the
equation is not exact. We follow the procedure to see that
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1 ∂A ∂B 2
− = = f (x)
B ∂y ∂x x
. Hence the integrating factor

ys
Z
dx
µ(x) = exp 2 = exp(2 ln x) = x2
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Now multiply the equation by µ(x) = x2 we get

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4x3 + 3x2 y 2 dx+2x3 ydy = 4x3 dx+ 3x2 y 2 dx + 2x3 ydy = 0

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or d(x4 + y 2 x3 ) = 0 =⇒ x4 + y 2 x3 = c
2.5 Linear Equation

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Linear equations are the equations which can be written like
gu
dy
+ P (x)y = Q(x)
dx
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We multiply the equation by an integrating factor µ(x) =

R
exp P (x)dx
ys
dy
Example Solve + 2xy = 4x
dx
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Solution: The integrating factor is

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µ(x) = exp 2xdx = exp x2

Multiply the ODE by µ(x) = exp x2 and integrate.
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dy
exp x2 + 2x exp x2 y = 4x exp x2
dx
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d(exp x2 y) = 4x exp x2
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y exp x2 = 4 x exp x2 dx = 2 exp x2 + c
2.6 ide
Homogenous Equation
A homogenous function of degree n is the function which

follows f (λx, λy) = λn f (x, y)
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For example, if A = 2x2 y − 3xy 2 and B = 3x3 + 4y 3
then we see that A and B are both homogeneous functions
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of degree 3. In general, we need the sum of the powers in x

and y in each term of A and B to be the same.
ys
Homogeneous equation are ODEs that can be written as

dy A(x, y) y
= =F
dx B(x, y) x
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The RHS of a homogeneous ODE can be written as a

function of y/x. The equation can be solved by doing the
dy dv
substitution y = vx, =⇒ = v + x dx = F (v)
dx
dy y y
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Example: Solve = + tan
dx x x
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Solution : Substituite y = vx
dv
So the eq now v + x = v + tan v
dx
Rearrange and integrate
Z Z
dx
cot vdv = ide
x
= ln x + c1
cos v
R R
We know that cot vdv = sin v dv = ln(sin v) + c2
gu
Hence the solution is y = x sin−1 Ax, (A is a con-
stant. )
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2.7 Bernoulli’s equation

ys
dy
+ P (x)y = Q(x)y n where n 6= 0, 6= 1
dx
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This type of Equations are called Bernoulli’s equation.
You need to substituite v = y 1−n so that

n
dy y dv
=
dx 1 − n dx
Substituite this to the main equation and divide by y n , we
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get
dv
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+ (1 − n)P (x)v = (1 − n)Q(x)
dx
THis is a linear equation and can be solved easily.
dy y
Example Solve + = 2x3 y 4
dx x
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Solution : Put v = y 1−4 = y −3 We get
dy y 4 dv
=−
dx 3 dx
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Substituite and rearrange to get
dv 3v
− = −6x3
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dx x
This is linear equation and the integrating factor is
Z
dx 1
ys
exp −3 = exp(−3 ln x) = 3
x x
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The solution is v
x3 = −6x+c. SO we get y −3 = −6x4 +cx3

2.8 First order Higher Degree equations
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Higher-degree first-order equations can be written as
F (x, y, dy/dx) = 0
The most general standard form is
pn + an−1 (x, y)pn−1 + · · · + a1 (x, y)p + a0 (x, y) = 0

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where for ease of notation we write p = dy/dx. If the
equation can be solved for one of x, y or p then either an
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explicit or a parametric solution can sometimes be obtained.
We discuss the main types of such equations now.
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Example Solve
x3 + x2 + x + 1 p2 − 3x2 + 2x + 1 yp + 2xy 2 = 0

ys
dy
p=
dx
Solution: This equation can be factorized to be written
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as
x2 + 1 p − 2xy = 0

[(x + 1)p − y]
Equating each bracket to zero we get

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dy
(x + 1) −y =0
dx
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dy
x2 + 1 − 2xy = 0
dx
Hence the solutions

y − c x2 + 1 = 0

y − c(x + 1) = 0 and
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The constants in the two solutions can be taken to be the
same, since only one constant is required for a first-order
equation. So the general solution is
[y − c(x + 1)] y − c x2 + 1 = 0

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Example:
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dy
Solve: 6y 2 p2 + 3xp − y = 0 ; p=
dx
Solution : Rearrange and write 3x = (y/p) − 6y 2 p.

ys
Differentiate both sides with respect to y.

dx 3 1 y dp dp
3 = = − 2 − 6y 2 − 12yp
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dy p p p dy dy
Factorize to get

dp
1 + 6yp2 2p + y

=0
dy

dp
= 0, gives py 2 = c. Now
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The second factor 2p + y dy
substituite this value to the main differential equation you
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get
y 3 = 3cx + 6c2
This is called the general solution. Mind that the general
solution can be obtained by considering the factor which do
contain dp/dy.
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Now consider the first factor 1 + 6yp2 = 0. We get
6p2 y = −1
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Substituite this to the main differentiual equation to get
8y 3 + 3x2 = 0
This second solution which was achived by considering

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the first factor (which did not contain dp/dy) is called sin-
gular solution. The singular solution contains no arbitrary
constants and cannot be found from the general solution by
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any choice of the constant c.
Example:
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dy
Solve xp2 + 2xp − y = 0 ; p=
dx
Solution : This equation can be solved for y explicitly to

give y = xp2 + 2xp. Differentiating both sides with respect
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to x, we find
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dy dp dp
= p = 2xp + p2 + 2x + 2p
dx dx dx
Factorizing we get
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(p + 1) p + 2x
dp
dx

=0

dp
First we consider the factor containing dp/dx.( p + 2x dx =
gu
0) This has the solution xp2 = c. Now put this value of
p2 = c/x into the main equation and eleminate p. Thus we
find that the general solution which is (y − c)2 = 4cx.
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If we consider the other factor we get solution p = −1

Substituting this into the main equation we get x + y = 0,
ys
which is the singular solution.

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Clairaut’s equation It has the form
y = px + F (p)

We need to Differentiate the eq with respect to x, we get
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dy dp dF dp
=p=p+x +
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dx dx dp dx
Hence
dp dF
+x =0
dx dp
Consider the first the factor containing dp/dx, you get
dp
=
d2 y
dx dx2
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=0 ⇒ y = c1 x + c2
Substituite this into the main equation. Since p = dy/dx =

gu
c1 , you get c1 x + c2 = c1 x + F (c1 ). So, the constant c2 is
then F (c1 ). So the general solution is
y = c1 x + F (c1 )
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dF
Now, consider the second factor, dp + x = 0, we get
ys
dF
dp+x = 0. This is used to eliminate p from main differential
equation to give a singular solution.
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Example
Solve y = px + p2
Solution: From the general form of solution of Clariot’s
form y = c1 x + F (c1 ) we get the solution is y = cx + c2 . But

from dF
dp + x = 0 we also have 2p + x = 0. Hence p = −x/2.
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Substituting this into main equation we find the solution
x2 + 4y = 0.
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In this example we will discuss orthogonal trajectories
Find the orthogonal trajectory of the curve y = kxn
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Solution: dy/dx = knxn−1 = n(kxn )/x = ny/x. We
need to know that the slope of the orthogonal trajectory
curve to be the negative reciprocal of the slope of the given
gu
function. So for orthogonal trajectory
dy x
=− =⇒ −nydy = xdx
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dx ny
Integrate to get the solution which is
x2 + ny 2 = C
ys
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2.9 Exercises
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2.1. Show that the following equations are exact or can be
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made exact, and solve.
(a) y 2x2 y 2 + 1 y 0 + x y 4 + 1 = 0

(b) 2xy 0 + 3x + y = 0;
(c) cos2 x + y sin 2x y 0 + y 2 = 0

a exact differential

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2.2. Find the values of α and β that make the following eq

1 α β

dF (x, y) = + dx + xy + 1 dy
x2 + 2 y
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For the values of α, β solve F (x, y) = 0
2.3. Find, in the form of an integral, the solution of the
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dy
equation α + y = f (t) for a general function f (t). Find
dt
the specific solutions for
ys
(a) f (t) = H(t)

(b) f (t) = δ(t)
(c) f (t) = β −1 e−t/β H(t) with β < α
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For case (c), what happens if β → 0?

2.4.
dy
Solve (y − x) + 2x + 3y = 0
dx
2.5.
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dy x+y
Solve =−
dx 3x + 3y − 4
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2.6. Find a parametric solution of the differential equation
bellow by following step by step predure.
2
dy dy
x + −y =0
dx dx
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(a) Write an equation for y in terms of p = dy/dx and
show that
dp
p = p2 + (2px + 1)
dx
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(b) Using p as the independent variable, arrange this as
a linear first-order equation for x .
(c) Find an appropriate integrating factor to obtain x =
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ln p − p + c
which, together with the expression for y ob-
(1 − p)2
tained in (a), gives a parameterisation of the solution.
2.7. Using the substitutions u = x2 and v = y 2 , reduce the
ys
equation
2
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dy dy
xy − x2 + y 2 − 1 + xy = 0
dx dx
to Clairaut’s form. Hence show the equation represents a

family of conics and the four sides of a square.

2.8. Find the general solutions of the following:
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dy xy
(a) + 2 = x; (b) y 0 − y tan x = 1, y(π/4) = 3
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dx a + x 2
2.9. Find the complete solution of

2
dy y dy A
− + =0
dx x dx x
(A is a positive constant)
2.10.
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dy
Solve (5x + y − 7) = 3(x + y + 1)
gu
dx
2.11.
dy y2
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Solve x + y − 3/2 = 0 ; y(1) = 1

dx x
2.12.
dy
ys
Solve (2 sin y − x) = tan y ; y(0) = π/2

dx
2.13. Find the family of solutions of the following equations
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which satisfies y(0) = 0

2
d2 y

dy dy
+ + =0
dx2 dx dx

2.9.1 Ans Keys
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2.1.. (a) exact, x2 y 4 + x2 + y 2 = c;
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(b) IF = x−1/2 , x1/2 (x + y) = c;
(c) IF = sec2 x, y 2 tan x + y = c
2.2.. α = −1 and β = −2 ide

x 1 x
F (x, y) = − + y + √ tan−1 √ = constant
gu
y 2 2
2.3..
ics
t
f (t0 ) et/α 0
Z
−t/α
y(t) = e dt
α
e−t/α e−t/α −e−t/β

(a) 1 − e−t/α , (b) α , (c)
ys
α−β
2.4..
Ph

y + x
B x + (y + x)2 = exp 4 tan−1
2
x
2.5.. ln(x + y − 2) = k − 21 (x + 3y)

dp
2.6.. (a) p2 + (2xp + 1) dx
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(b) df = p(1 − p)dx − (2xp + 1)dp = 0
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(c) x = (c + ln p − p)(1 − p)−2 and, y = p + p2 x
q
2.7.. v = uq + q−1
a2 +x2 A
2.8.. (a) y = +
(b) y = tan x +
√
3
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2 sec x
(a2 +x2 )
1/2
A
√
2.9.. y = cx + and y = 2 Ax
gu
c
2.10.. (x − y − 5)3 = B(3x + y − 3)
5x3/2
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2.11.. y = 2+3x5/2
2.12.. x = − cos y cot y

ys
dy −x
2.13.. dx = ln C−e
C−1
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2.9.2 Solutions
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Solution: 2.1.. In general, given an equation expressed in
the form Adx + Bdy = 0, we consider the function

1 ∂A ∂B
h(x, y) = −
B ∂y ∂x
If this expression is zero, then the equation is exact and
Z
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can be integrated as it stands to give a solution of the form
f (x, y) = c. Even if h(x, y) is non-zero,
if it is a function of x
alone then µ(x) = exp g(x)dx provides an integrating
gu
factor (IF) that will make the equation exact.
Similar considerations apply if h(x, y) is a function of y

alone. If h does actually depend on both x and y, then, in
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general, no further progress can be made using this method.
(a) Following the above procedure we get

ys

1 ∂ ∂
xy 4 + x − 2x2 y 3 + y

h(x, y) = 2 3
2x y + y ∂y ∂x
3 3
4xy − 4xy
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= =0
2x2 y 3 + y
It follows that the equation is exact and can be inte-

grated as it stands:

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Z
2x2 y 3 + y dy + g(x)

c = f (x, y) =
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1 1
= x2 y 4 + y 2 + g(x), where
2 2
∂f 1
xy 4 + x = = xy 4 + 0 + g 0 (x), ⇒ g(x) = x2 + k
∂x 2
1 2 4
x y + y 2 + x2

⇒ c = f (x, y) =
2
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The common factor of 21 on the RHS can, of course, be
absorbed into the constant on the LHS and has no particular
significance.
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(b) Following similar procedure

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1 ∂ ∂ 1
h(x, y) = (3x + y) − (2x) = −
2x ∂y ∂x 2x
This is non-zero and implies that the equation is not exact.

ys
However, it is a function of x alone and so there is an IF

given by
Ph
Z
1 1 1
µ(x) = exp − dx = exp − ln x = 1/2
2x 2 x
The exact equation is thus

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1/2 1/2 −1/2
2x dy + 3x + yx dx = 0
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and this can now be integrated:
Z
c = f (x, y) = 2x1/2 dy + g(x)
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= 2x1/2 y + g(x), where
∂f
3x1/2 +yx−1/2 = = x−1/2 y+g 0 (x), ⇒ g(x) = 2x3/2 +k
gu
∂x

1/2 3/2
⇒ c = f (x, y) = 2 x y + x
ics
Again, the overall numerical multiplicative factor on the

RHS has no particular significance.
ys
Ph

(c) Following the same procedure
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1 ∂ ∂
y2 − cos2 x + y sin 2x

h(x, y) =
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2
cos x + y sin 2x ∂y ∂x
1
= (2y + sin 2x − 2y cos 2x)
cos2 x + y sin 2x
4y sin2 x + 2 sin x cos x
=
cos2 x + y sin 2x
2 sin x(2y sin x + cos x)
= ide
cos x(cos x + 2y sin x)
= 2 tan x
This is non-zero and implies that the equation is not

gu
exact. However, it is a function of x alone and so there is
an IF given by
ics
Z
1
µ(x) = exp 2 tan xdx = exp(−2 ln cos x) =
cos2 x
ys
The exact equation is thus

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(1 + 2y tan x)dy + y 2 sec2 xdx = 0
and this can now be integrated:

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Z
c = f (x, y) = (1 + 2y tan x)dy + g(x)
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= y + y 2 tan x + g(x), where
∂f
y 2 sec2 x = = 0 + y 2 sec2 x + g 0 (x), ⇒ g(x) = k
∂x
⇒ c = f (x, y) = y + y 2 tan x
∂

1
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Solution: 2.2.. For the differential to be exact we need
α

∂ β

+ = xy + 1
∂y x2 + 2 y ∂x
α
gu
− 2 = yβ
y
Thus if α = −1 and β = −2 then dF will be an exact

ics
differential. Integrating the equation then leads to

Z
0 x
c = F (x, y) = + 1 dy + g(x)
ys
y2
x
= − + y + g(x)
y
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Where
1 1 ∂F 1
2
− = = − + g 0 (x)
x +2 y ∂x y

This implies
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1 x
g(x) = √ tan−1 √ + c00
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2 2
Combining these results together, we can give the solu-

tion as
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x 1
c = F (x, y) = − + y + √ tan−1
y 2

x
√
2

Solution: 2.3.. The IF needed for the standard form is

gu
exp[ α−1 dt], i.e. et/α . The equation then
R
t/α dy yet/α f (t)et/α

e + =
dt dt α
ics
d
t/α
f (t)et/α
ye =
dt αZ
t
−t/α f (t0 ) et/α 0
y(t) = e dt
ys
α
We now apply this general result to the three specific cases.
Ph
(a) f (t) = H(t), the Heaviside function. This is zero for

t < 0 and so we can take the integral as running from 0 to
t . The value of H(t) for t > 0 is unity. Hence,

T
t 0
et /α 0
Z h i
−t/α −t/α
y(t) = e dt = e e − 1 = 1 − e−t/α
t/α
NE
0 α
(b) With f (t) = δ(t), the integration will be trivial:
t 0
y(t) = e −t/α
Z
ide δ (t0 ) et /α 0
α
dt = e−t/α 1
× =
α
e−t/α
α
(c) For f (t) = β −1 e−t/β H(t), with β < α, we have

gu
Z t t0 /α −t0 /β
−t/α e e
y(t) = e dt0
0 αβ
" #t
(α−1 −β −1 )t0
ics
e
= e−t/α
αβ (α−1 − β −1 )
0
−t/β −t/α
e e
= −
ys
β−α β−α
e−t/α − e−t/β
=
α−β
Ph
As β → 0, f (t) becomes very strongly peaked near t = 0,

but with the area under the peak remaining constant at
unity. In the limit, the input f (t) becomes a δ -fuction, the

same as that in case (b) . It can also be seen that in the
T
same limit the solution y(t) for case (c) tends to that for
case (b), as is to be expected.
NE
Solution: 2.4.. We see that the equation is homoge-
∂y ∂v
neous in x and y and so we set y = vx, with ∂x = v + x ∂x ,
and obtain
∂v
=−
v+x
ide
2 + 3v
∂x v−1
∂v −2 − 3v − v 2 + v v 2 + 2v + 2
x = =−
gu
∂x v−1 v−1
dx (1 − v)dv
= 2
x v + 2v + 2
2 v+1
ics
= −
(v + 1)2 + 1 (v + 1)2 + 1
1
⇒ ln Ax = 2 tan−1 (v + 1) − ln 1 + (v + 1)2

2
ys
−1
2 2

ln Bx 1 + (v + 1) = 4 tan (v + 1)
On setting v = y/x this becomes

Ph

y + x
B x + (y + x)2 = exp 4 tan−1
2
x
Solution: 2.5.. As x and y only appear in the combi-

nation x + y we set v = x + y with dv/dx = 1 + dy/dx . The
T
equation and its solution then become
NE
dv v
=1−
dx 3v − 4
3v − 4 3 2
dx = dv = + dv
2v − 4 2 2v − 4
3 ide 3
⇒ x + k = v + ln(v − 2) = (x + y) + ln(x + y − 2)
2
1
2
ln(x + y − 2) = k − (x + 3y)
2
gu
Solution: 2.6.. (a) Writing p = dy/dx, the equation
becomes
y = xp2 + p
ics
dy
p= = p2 + 2xpp0 + p0
dx
dp
= p2 + (2xp + 1)
ys
dx
(b) In differential form, this equation becomes

Ph
df = p(1 − p)dx − (2xp + 1)dp = 0
(c) We now apply the standard test for the existence of

an IF for f (x, p)dx + g(x, p)dp :

T

1 ∂g ∂f 1 1
− = [−2p − (1 − 2p)] = −
NE
f ∂x ∂p p(1 − p) p(1 − p)
As this is a function of p alone, an IF exists and is given

by
exp
Z
−1

ide
dp = exp
Z
1
− −
1

dp
p(1 − p) p 1−p
1−p
= exp[− ln p + ln(1 − p)] =
gu
p
With this IF, the equation becomes

ics
(2xp + 1)(1 − p)
(1 − p)2 dx − dp = 0
p
dp
d (1 − p)2 x −

+ dp = 0
ys
p
(1 − p)2 x − ln p + p = c
Ph
This gives x = (c + ln p − p)(1 − p)−2 and, together with

y = p + p2 x, gives a full parameterisation, x = x(p), y =
y(p), of the solution.

Solution: 2.7.. Writing dy/dx = p and dv/du = q, we
T
have
NE
du dv dv yp x
= 2x, = 2yp, q= = , p= q
dx dx du x y
Making the substitution gives
x2 2 x
xy q − (u + v − 1) q + xy = 0
y2 y
We now multiply by y
x
ideand substitute again:
uq 2 − (u + v − 1)q + v = 0
v(1 − q) − uq + q + uq 2 = 0
gu
q
v = uq + , Clairaut’s form
q−1
ics
As the equation now has Clairaut’s form it has two solutions.
(i) The first is

ys
c c
v = cu + or y 2 − cx2 =
c−1 c−1
Ph
In all cases α > β > 0
• For c > 1, this is a hyperbola of the form y 2 − α2 x2 = β 2 .

• For 1 > c > 0, it is a hyperbola of the form x2 − α2 y 2 = β 2 .
• For c < 0, the conic is an ellipse of the form y 2 + α2 x2 = β 2

(ii) The second (singular) solution is given by
T

d q
+u=0
NE
dq q − 1
−1
or +u=0
(q − 1)2
1
or q = 1 ± √
u
ide
Substituting this into thje equation converted in Clariot
form, expressed in terms of x and y then gives
1 ± x1

gu
2 2 1
y =x 1± +
x ± x1
= x2 ± x ± x + 1
ics
= (x ± 1)2
y = ±(x ± 1)
These lines are the four sides of the square that has corners
ys
at (0, ±1) and (±1, 0)
Solution: 2.8..
Ph
(a) With dy/dx appearing in the first term and y in the

second (and nowhere else), this is a linear first-order ODE
and therefore has an IF given by

T
Z
x 1
ln a2 + x2

µ(x) = exp dx = exp
a2 + x2
NE
2
1/2
= a2 + x2
When multiplied through by this, the equation becomes

d h 2 2 1/2
i 1/2
y = x a2 + x2

dx
⇒
a +x
a2 + x2
1/2
y=
ide
21 2
a + x2
3/2
+A
32
a2 + x 2 A
⇒ y= +
gu
3 (a2 + x2 )1/2
(b) Again, an IF is needed; this time given by

ics
Z
µ(x) = exp − tan xdx = exp(ln cos x) = cos x
ys
The equation now becomes

d
(y cos x) = cos x ⇒ y cos x = sin x + A
Ph
dx
√ √
The given boundary condition is that 3/ 2 = 1/ 2 + A,
√
establishing A as 2 . The final answer is therefore y =
√
tan x + 2 sec x

Solution: 2.9.. At first sight this non-linear equation
T
may appear to be homogeneous, but the term A/x rules this
out. since it is non-linear, we set dy/dx = p and rearrange
NE
the equation to make y, which then appears only once, the
subject:
y A
p2 − p + = 0
x x
A
xp − y + = 0
ide
p
y = xp +
A
p
gu
This is now recognised as Clairaut’s equation with F (p) =
A/p. Its general solution is therefore given by y = cx + Ac
for arbitrary c
ics
It also has a singular solution (containing no arbitrary

constants) given by
ys
r
d A A
+ x = 0, ⇒ p =
dp p x
Ph
Hence
√
r
A A
y=x +p = 2 Ax
x A/x

The final result was obtained by substituting for p in y =
T
xp + A/p
NE
Solution: 2.10.. The equation is not homogeneous and
the two variables x and y appear in different linear com-
binations on the two sides of the equation. We therefore
seek shifts in their origins that will make the expression for
the derivative homogeneous, i.e. remove the constant terms
ide
from both its numerator and denominator. To do this we
set
x = X + α and y = Y + β
gu
We then require
3α + 3β + 3 = 0 and 5α + β − 7 = 0
ics
These have the straightforward solution α = 2 and β = −3;

with these values the original equation reduces to
ys
This is now homogeneous and to solve it we set Y = vX

and obtain
Ph

T
dY dv
=v+X
dX dX
NE
dv dY 3X + 3Y
X = −v = −v
dX dX 5X + Y
3 + 3v − 5v − v 2
=
5+v
We now separate the variables and use method (iii) for

ide
a partial fraction expansion, obtaining
dX 5+v A B
= = +
gu
X 3 − 2v − v 2 3+v 1−v
1 3
= +
2(3 + v) 2(1 − v)
1 3
ics
⇒ ln X = ln(3 + v) − ln(1 − v) + k
2 2
Re-substituting for v, X and Y, gives

ys
1/2 −3/2
y+3 y+3
x−2=A 3+ 1−
x−2 x−2
Ph
(3x + y − 3)1/2 (x − 2)
=A
(x − y − 5)3/2
Finally, this result can be re-written as

T
(x − y − 5)3 = B(3x + y − 3)
NE
Solution: 2.11.. After being divided through by x, this
equation is in the form of a Bernoulli equation with n = 2,
i.e. it is of the form
dy
+ P (x)y = Q(x)y n
dx ide
Here, P (x) = x−1 and Q(x) = x−5/2 . So we set v =
y 1−2 = y −1 and obtain
gu

dy d 1 1 dv
= =− 2
dx dx v v dx
ics
The equation becomes

1 dv 1 1
− + =
v 2 dx vx v 2 x5/2
ys
dv v 1
− = − 5/2 , for which the IF is 1/x
dx x x
d v
1
= − 7/2
Ph
dx x x

T
v 2 1 3
= + , using y(1) = 1
x 5 x5/2 5
NE
1 2 1 3x
= 3/2
+
y 5x 5
5x3/2
y=
2 + 3x5/2
Solution: 2.12.. Since x appears only in the combina-

ide
tion xdy/dx it will probably make the solution simpler to
take y as the independent variable and x as the dependent
one. With this in mind, we re-arrange the equation as
gu
dx
tan y + x = 2 sin y
dy
In stanadard form
ics
dx
+ x cot y = 2 cos y
dy
ys
The IF is clearly exp(ln sin y) = sin y, and the equation

can be written
Ph
d
(x sin y) = sin 2y
dy
1
x sin y = − cos 2y + k
2
If y(0) = π/2 then k = − 21 and the solution is
T
−1 − cos 2y −2 cos2 y
x= = = − cos y cot y
NE
2 sin y 2 sin y
Solution: 2.13.. As the equation contains only deriva-

tives, we write dy/dx = p and d2 y/dx2 = dp/dx; this will
reduce the equation to one of first order:
ide
dp
dx
+ p2 + p = 0
Separating the variables we get

gu
dp
= −dx
p(p + 1)
ics
We now integrate and express the integrand in partial frac-

tions: Z Z
1 1
− dp = − dx
p p+1
ys
ln(p) − ln(p + 1) = A − x
p
⇒ = Be−x
Ph
p+1
e−x
⇒ p=
C − e−x
Now p = dy/dx and so

T
dy e−x
=
NE
dx C − e−x
y = ln C − e−x + D

= ln C − e−x − ln(C − 1), since we require y(0) = 0,

C − e−x
= ln
C −1
ide
This is as far as y can be determined since only one
boundary condition is given for a second-order equation.
As C is varied the solution generates a family of curves
gu
satisfying the original equation.
A variety of other forms of solution are possible and

ics
equally valid, the actual form obtained depending on where

in the calculation the boundary condition is incorporated.
They include
ys
ey = F 1 − e−x + 1, y = ln G − (G − 1)e−x

Ph
y = ln e−K + 1 − e−x + K


3 ODE of second and higher order
T
NE
A linear ODE of general order n has the form
dn y dn−1 y dy
an (x) + a n−1 (x) + · · · + a 1 (x) + a0 (x)y = f (x)
dxn dxn−1 dx
(3.1)
If f (x) = 0 then the equation is called homogeneous;

ide
otherwise it is inhomogeneous.
In order to solve any equation of this form we must first

find the general solution of the complementary equation, i.e.
gu
the equation formed by setting f (x) = 0.
dn y dn−1 y dy
an (x) n + an−1 (x) n−1 + · · · + a1 (x) + a0 (x)y = 0
ics
dx dx dx
If the n solutions of the equation are y1 (x), y2 (x), . . . , yn (x),

then the general solution is given by the linear superposition
ys
yc (x) = c1 y1 (x) + c2 y2 (x) + · · · + cn yn (x)

Ph
If the equation has f (x) 6= 0 (i.e. it is inhomogeneous)

then yc (x) is only one part of the solution. The general
solution is then given by y(x) = yc (x) + yp (x)

where yp (x) is the particular integral, which can be any
T
function that satisfies the equation (3.1), provided it is lin-
early independent of yc (x) .
NE
3.1 Linear equations with constant coeffi-
cients
ide
If the am in equation ( 3.1 ) are constants rather than func-
tions of x then we have
dn y dn−1 y
gu
dy
an n + an−1 n−1 + · · · + a1 + a0 y = f (x) (3.2)
dx dx dx
This is called linear equation with constant coefficient and
ics
are very common in Physics.
Finding CF: We do find the CF by putting y = Aeλ x.

The auxiliary equation then
ys
an λn + an−1 λn−1 + · · · + a1 λ + a0 = 0
Ph
This equation have n roots. We then have three main

possibilities.

(i) All roots real and distinct. The CF is then.
T
yc (x) = c1 eλ1 x + c2 eλ2 x + · · · + cn eλn x
NE
(ii) Some roots complex. If one of the roots of the
auxiliary equation is complex, say α + iβ, then its complex
conjugate α − iβ is also a root. The solution for that par-
ticular two roots
ide
y = Ae(α+iβ)x + Be(α−iβ)x = eαx Aeiβx + Be−iβx

This can also be written as in two other very useful form

gu
y = eαx (c1 sin βx + c2 cos βx) ; y = ceαx sin(βx + γ)
ics
(iii) Some roots repeated If, for example, λ1 occurs k

times (k ≥ 1) as a root of the auxiliary equation, then we
need to find k − 1 solutions that are linearly independent of
ys
those already found and also of each other. Complementary

function is then
Ph
yc (x) = c1 + c2 x + · · · + ck xk−1 eλ1 x +ck+1 eλk+1 x +ck+2 eλk+2 x +· · ·

Example: Solve y 00 − 6y 0 + 9y = 0

Solution: We write the equation as
T
D2 − 6D + 9 y = 0

or (D − 3)(D − 3)y = 0
NE
Since the roots of the auxiliary equation are equal, we
write the result
y = (Ax + B)e3x
ide
Finding PI: There are many methods to find the PI.
(i) Substutution of trial functions.

gu
(ii) D operator method.
(iii) Variation of parameter.

ics
(iv) Inverse laplace and fourier transformation.
(v) Green’s function method.

ys
Among these the first two methods are useful for some
particular functions in the RHS, not for all. The last three
Ph
methods are more powerful and can be applied for many

different types of functions in the RHS of the differential
equation.

Firstly, we discuss the trial solution method.
T
We are attempting to solve equations like this
NE
dn y dn−1 y dy
an n + an−1 n−1 + · · · + a1 + a0 y = f (x)
dx dx dx
(1) If f (x) = aerx then try

ideyp (x) = berx
(2) If f (x) = a1 sin rx + a2 cos rx (a1 or a2 may be zero

gu
) then try
yp (x) = b1 sin rx + b2 cos rx
ics
(3) If f (x) = a0 + a1 x + · · · + aN xN (some am may be

zero) then try
yp (x) = b0 + b1 x + · · · + bN xN
ys
(4) If f (x) is the sum or product of any of the above

Ph
then try yp (x) as the sum or product of the corresponding

individual trial functions.
Now we go into more details with examples

Case − 1 We are trying to solve eq like
T
(D − a)(D − b)y = F (x) = kecx
NE
Take PI

cx
 Ce
 if c is not equal to either a or b
Cxecx if c equals a or b, a 6= b (3.3)
 Cx2 ecx

if c = a = b
ide
( − 2 To find a particular solution of (D − a)(D −
Case
k sin αx
b)y =
gu
k cos αx
First solve (D − a)(D − b)y = keiαx , then take real or

ics
imaginary part.
Case − 3 A particular solution yp of (D − a)(D − b)y =

ecx Pn (x) where Pn (x) is a polynomial of degree n is
ys
Ph

cx
 e Qn (x)
 if c is not equal to either a or b
yp = xecx Qn (x) if c equals a or b, a 6= b
 x2 ecx Q (x)

if c = a = b
n
(3.4)

where Qn (x) is a polynomial of the same degree as Pn (x)
T
with undetermined coefficients to be found to satisfy the
given differential equation.
NE
Example: Solve
y 00 + y 0 − 2y = 18xex
ide
Solution: We write the eq as (D − 1)(D + 2)y = 18xex
We have a = 1, b = −2, c = 1; also Pn (x) = 18x = P1 (x)

is a polynomial of degree 1. We also see that c = a 6= b. So
gu
follow equation (3.4) to see that the form of the solution is
yp = xex (Ax + B) = ex Ax2 + Bx

ics
We substitute this into the diff eq to find A and B
yp0 = ex Ax2 + Bx + 2Ax + B

ys
yp00 = ex Ax2 + Bx + 4Ax + 2B + 2A

yp00 + yp0 − 2yp = ex (6Ax + 3B + 2A) = 18xex

Ph
So we must have
6A = 18, 3B + 2A = 0, or A = 3, B = −2,

Hence the solution
T
yp = 3x2 − 2x ex

NE
Example Solve y 00 + y 0 − 2y = x2 − x
Solution: We take yp = Ax2 + Bx + C, substituite the

trial function into the diff equation and get the particular
solution ide1
yp = − x2 + 1
2

Example Solve
gu
d2 y
2
+ 4y = x2 sin 2x
dx
ics
Solution: CF is easy m2 + 4 = 0
yc (x) = c1 e2ix + c2 e−2ix = d1 cos 2x + d2 sin 2x

ys
we first guess at a suitable trial function for this case

Ph
should be
ax2 + bx + c sin 2x + dx2 + ex + f cos 2x


However, we see that this trial function contains terms
T
in sin 2x and cos 2x, both of which already appear in the
complementary function.
NE
We must then multiply the trial function by the smallest
integer power of x which ensures that none of the resulting
terms appears in CF. So the new trial function is

ide
ax3 + bx2 + cx sin 2x + dx3 + ex2 + f x cos 2x

gu
Put the trial function into the diff equation and get
x3 x2 x
yp (x) = − cos 2x + sin 2x + cos 2x
12 16 32
ics
The general solution is then
y(x) = yc (x) + yp (x)

ys
x3 x2 x
= d1 cos 2x + d2 sin 2x − cos 2x + sin 2x + cos 2x
12 16 32
Ph
Example: Solve
y 00 + y 0 − 2y = (D − 1)(D + 2)y
= (ex ) + (4 sin 2x) + (x2 − x)

We see the solutions separately. Then add.
T
NE
1
(D − 1)(D + 2)y = ex has PI yp1 = xex
3
(D − 1)(D + 2)y = 4 sin 2x
has PI
1 3
yp2 = − cos 2x − sin 2x
5 5
ide
(D − 1)(D + 2)y = x2 − x has PI yp3 = −
1 2
2
x +1

Adding these three solutions, we see that

gu
yp = yp1 + yp2 + yp3
1 1 3 1 2
= xex − cos 2x − sin 2x −

x +1
3 5 5 2
ics
Example: Solve
(D2 + 2D + 17)y = 60e−4x sin 5x

ys
Solution: The Complementary function is easy m2 +

Ph
2m + 17 = 0. Hence C.F = e−x (A sin 4x + B cos 4x)
To get the particular integral solve (D2 + 2D + 17)y =

60e(−4x+i5x) first and then take only the imaginary part of

the solution. Now as know
T
f (D)y = eax =⇒ y = eax /f (a); When f (a) 6= 0
NE
Hence the P.I is the imaginary part of
e−4x+i5x
(x(−4 + 5i))2 + 2(x(−4 + 5i)) + 17
Do some algebra to arrive at the answer.
ide
3.2 Variable coefficients and other forms
gu
3.2.1 Euler and Legendre form
ics
n
nd y dy
an (αx + β) + · · · + a1 (αx + β) + a0 y = f (x) (3.5)
dxn dx
This type of equation called Legendre form. ( α, β and

ys
the an are constants )
This type of equation can be solved by making the sub-

Ph
stitution αx + β = et . We then have
dy dt dy α dy
= =
dx dx dt αx + β dt
and
T
d2 y α2 d2 y dy

d dy
= = −
dx2 dx dx (αx + β)2 dt2 dt
NE
A special case of Legendre’s linear equation, for which
α = 1 and β = 0, is Euler’s equation,
n
nd y dy
an x + · · · + a1 x + a0 y = f (x) (3.6)
dxn dx
ide
it may be solved in a similar manner to the above by
substituting x = et . And if f (x) = 0 you can substitute
y = xλ which will give you same solution. We will give you
gu
an example now
Example Solve
ics
2
2d y dy
x +x − 4y = 0
dx2 dx
ys
Solution: First we make the substitution x = et , which,

after cancelling et , gives an equation with constant coeffi-
cients,
Ph
d2 y

d d dy
−1 y+ − 4y = 0 ⇒ − 4y = 0
dt dt dt dt2
The general solution is then,
T
y = c1 e2t + c2 e−2t = c1 x2 + c2 x−2
NE
Since f (x) = 0 here, you can substitute y = xλ which
gives
ide
λ(λ − 1)xλ + λxλ − 4xλ = 0 =⇒ λ2 − 4 xλ = 0

This has the solutions λ = ±2, so we get the same gen-

gu
eral solution
y = c1 x2 + c2 x−2
ics
3.2.2 Variable coefficient of order 2

ys
Consider the equation

d2 y dy
2
+ a1 (x) + a0 (x)y = f (x)
dx dx
Ph
We focus special case when the coefficients a0 (x) and

a1 (x) are upto order 2, means they are algebric functions
and can contain terms upto x2 not of higher orders.

TO solve the equation,
T
NE
Z
1
substituite y = u(x)v(x); u(x) = exp − a1 (z)dz
2
Solve for unkonwn v, then put the value of v in the value

of y.
Example: Solve
ide
2
2d y dy
+ x2 − 1 y = 0

4x + 4x
gu
dx2 dx
Solution: Divide the equation by 4x2 . We get

ics
d2 y 1 dy 1 2

+ + x − 1 y=0
dx2 x dx 4x2
ys

We get a1 (x) = 1/x and a0 (x) = x2 − 1 /4x2 and
f (x) = 0. Now substituite
Z
Ph
1 Av
y = vu = v exp − dx = √
2x x
We get
d2 v v
+ =0
dx2 4
This equation is easily solvable.
T
1 1
v = c1 sin x + c2 cos x
NE
2 2
So the solution is
v c1 sin 21 x + c2 cos 12 x
y=√ = √
x x
3.2.3
ide
Dependent variable y missing.
gu
Put y 0 = p, y 00 = p0
Then the equation reduces to first order.
ics
Example:
d2 y dy
Solve + 2 = 4x
dx2 dx
ys
Solution: This is transformed by the substitution p =

Ph
dy/dx to the first-order equation

dp
+ 2p = 4x
dx

This is now linear equation. Solution is
T
dy
p= = ae−2x + 2x − 1
NE
dx
where a is a constant. Thus by direct integration the

solution to the original equation
y(x) = c1 e−2x + x2 − x + c2
ide
3.2.4 Independent variable x missing.
gu
dp dp dy dp
Put y 0 = p, y 00 = = =p
dx dy dx dy
ics
Example:
2
d2 y

dy
Solve 1+y 2 + =0
dx dx
ys
Solution: Put dy/dx = p and d2 y/dx2 = p(dp/dy) and

Ph
hence get the first order equation

dp
1 + yp + p2 = 0
dy

This is separable. The technique to solve has been dis-
T
cussed before. Solution is
NE
1 + p2 y 2 = c 1

Using p = dy/dx we get

s
dy c21 − y 2
p= =±
dx y2
Simplifying we get
ide
(x + c2 )2 + y 2 = c21
gu
3.2.5 Variation of parameters

ics
Variation of parameter is a very powerful technique in find-

ing particular integrals for linear ODEs with variable (and
ys
constant) coefficients. We need to know all of the comple-

mentary functions to use variation of parameters to find the
Ph
PI.
General technique. We need to find the solution of,

dn y dy
an (x) n + · · · + a1 (x) + a0 (x)y = f (x)
dx dx
The CF is
T
yc (x) = c1 y1 (x) + c2 y2 (x) + · · · + cn yn (x)
NE
We transfer the constants to unknown functions and thus
assume PI of this particular form
yp (x) = k1 (x)y1 (x) + k2 (x)y2 (x) + · · · + kn (x)yn (x)
We choose ide
k10 (x)y1 (x) + k20 (x)y2 (x) + · · · + kn0 (x)yn (x) = 0
k10 (x)y10 (x) + k20 (x)y20 (x) + · · · + kn0 (x)yn0 (x) = 0
gu
And so on ....
(n−2) (n−2) (n−2)
k10 (x)y1 (x) + k20 (x)y2 (x) + · · · + kn0 (x)yn (x) = 0
ics
(n−1) (n−1) (n−1) f (x)

k10 (x)y1 (x) + k20 (x)y2 (x) + · · · + kn0 (x)yn (x) =
an (x)
ys
So, remember that the unknown coefficients will be al-

ways as derivatives. The order of derivatives of the CF’s will
be increased by every equation. Notice the last equation
Ph
carefully. RHS has been changed ...! We will give example

of 2nd order differential equation. Say you have
d2 y dy
2
+ P (x) + Q(x)y = f (x)
dx dx
The CF of the equation is
T
yc (x) = c1 y1 (x) + c2 y2 (x)
NE
We then take the PI as
yp (x) = k1 (x)y1 (x) + k2 (x)y2 (x)
Then we get two equations

ide
k10 (x)y1 (x) + k20 (x)y2 (x) = 0
k10 (x)y10 (x) + k20 (x)y20 (x) = f (x)
gu
Now you can find the k( x)0 and k20 (x) from these two
equations and thereafter by integrating find k1 and k2 .
ics
Example: Use the variation of parameters method to

solve
d2 y
+ y = cosec x
ys
dx2
subject to the boundary conditions y(0) = y(π/2) = 0
Ph
Solution: The CF is yc (x) = c1 sin x + c2 cos x
We assume the PI
yp (x) = k1 (x) sin x + k2 (x) cos x

Now look at the general procedure to solve
T
k10 (x) sin x + k20 (x) cos x = 0
NE
k10 (x) cos x − k20 (x) sin x = cosecx
Solving these equations for k10 (x) and k20 (x) gives
k10 (x) = cos x csc x = cot x

ide
k20 (x) = − sin x csc x = −1
Hence, ignoring the constants of integration, k1 (x) and

k2 (x) are given by
gu
k1 (x) = ln(sin x)
ics
k2 (x) = −x

ys
y(x) = [c1 + ln(sin x)] sin x + (c2 − x) cos x
Apply the boundary conditions y(0) = y(π/2) = 0 we

Ph
find c1 = c2 = 0 and so
y(x) = ln(sin x) sin x − x cos x

T
Example: Given that one solution of the following
differential equation is x
NE
(x3 D2 + xD − 1)y = 0
Find the other solution.
Solution: Solution: We need to substitute y =

ide
u(x)v(x) as another solution. So, we get y 0 = xv 0 + v, y 00 =
xv 00 + 2v 0 . So the differential equation becomes
gu
x3 (xv 00 + 2v 0 ) + x (xv 0 + v) − xv = 0 or
x4 v 00 + 2x3 + x2 v 0 = 0

ics
Separating the variables and integrating, we get

ys
dv 0

2 1 1
=− + dx, ln v 0 = −2 ln x + + ln K
v0 x x2 x
Ph
Solving for v 0 , integrating again, and writing y = uv

gives

T
K 1/x
v0 = e , v = −Ke1/x , y = −Kxe1/x
x2
NE
Thus the general solution of the given equation is y =
Ax + Bxe1/x
We can find the second solution in another way using

Wronskian which will learn now.
ide
3.2.6 Wronskian: Linear independence of functions
and Second solution
gu
If f1 (x), f2 (x), · · · , fn (x) have derivatives of order n−1, and

if the determinant
ics
f1 (x) f2 (x) ··· fn (x)

ys
f10 (x) f20 (x) ··· fn0 (x)

W = f100 (x) f200 (x) ··· fn00 (x) 6≡ 0 (3.7)
.. .. ..
Ph
. . ... .
(n−1) (n−1) (n−1)
f1 (x) f2 (x) · · · fn (x)
Then the functions are linearly independent. The deter-

minant W is called the Wronskian of the functions.
T
It should be noted, that W = 0 does not guarantee that
NE
the functions are linearly dependent. Only if the Wronskian
is zero over the entire range of the variable, then the func-
tions are linearly dependent over this range
Example: Show that the functions 1, x, sin x are lin-

early independent. ide
Solution: We write and evaluate the Wronskian,
1 x sin x
gu
W = 0 1 cos x = − sin x
0 0 − sin x
ics
since − sin x is not identically equal to zero, the functions

are linearly independent.
ys
Example: Check linear dependency of the three func-

tions ϕ1 = ex , ϕ2 = e−x , and ϕ3 = cosh x Solution:
ex e−x cosh x
Ph
W = ex −e−x sinh x = 0
ex e−x cosh x
The determinant vanishes for all x because the first

and third rows are identical. Hence ex , e−x , and cosh x are
T
linearly dependent
NE
Getting a second solution by Wronskian
Suppose we have an ODE

y 00 + P (x)y 0 + Q(x)y = 0
ide
If y1 and y2 be two independent solutions. Then the
Wronskian is
W = y1 y20 − y10 y2
gu
Take derivative of the Wronskian.
W 0 = y1 y200 − y100 y2
ics
Now as y1 and y2 are the solutions of the differential

equation. then
y100 + P (x)y10 + Q(x)y1 = 0
ys
and
y200 + P (x)y20 + Q(x)y2 = 0
Ph
Multiply the first equation by y2 and the second by y1 , the

subtract. You get
y2 y100 − y1 y200 = −P (x) (y2 y10 − y1 y20 )

Hence we get
T
W 0 = P (x)W
NE
From here we get
dW
= −P dx
W
we integrate over the variable x, from a to x, to obtain
Z x
ln
W (x)
W (a)
=−ide a
P (x1 ) dx1
Z x
W (x) = W (a) exp − P (x1 ) dx1
a
gu
Now again we see

d y2
W (x) = y1 y20 − y10 y2 = y12
ics
dx y1
Combining these two results of Wronskian

ys
Rx
exp − a P (x1 ) dx1

d y2
= W (a)
dx y1 y12
Integrating from x2 = b to x2 = x we get
Ph
x
Rx
exp − a 2 P (x1 ) dx1
Z
y2 (x) = y1 (x)W (a) dx2
b [y1 (x2 )]2
Here a and b are arbitrary constants and y1 (x)y2 (b)/y1 (b)
T
has been dropped, because it is a constant multiple of y1
NE
Now W (a) is a constant and our solutions for the homo-
geneous differential equation always contain an arbitrary
normalizing factor, we set W (a) = 1 and write
x
Rx
exp − 2 P (x1 ) dx1
Z
y2 (x) = y1 (x) ide [y1 (x2 )]2
dx2
Note that the lower limits x1 = a and x2 = b have

gu
been omitted. They simply make a contribution equal to
a constant times the known first solution, y1 (x), and hence
add nothing new. If we have the important special case
ics
P (x) = 0, then the Wronskian,

Z x
dx2
y2 (x) = y1 (x)
[y1 (x2 )]2
ys
So we have now learned to find a second solution y2 (x),

Ph
if one solution y1 (x) is known.

3.3 Exercises
T
3.1. The function f (t) satisfies the differential equation
NE
d2 f df
2
+ 8 + 12f = 12e−4t
dt dt
For the following sets of boundary conditions determine
whether it has solutions, and, if so, find them:
ide √
(a) f (0) = 0, f 0 (0) = 0, f (ln 2) = 0
√
(b) f (0) = 0, f 0 (0) = −2, f (ln 2) = 0
3.2.
gu
d3 y dy
Solve 3
− 12 + 16y = 32x − 8
dx dx
3.3.
ics

d 1 dy 1 dy
Solve + (2a coth 2ax) = 2a2
dx y dx y dx
ys
3.4.
2
2d y dy
Solve (x + 1) + 3(x + 1) + y = x2
dx2 dx
Ph
3.5.
d2 y dy 4y
Solve (x − 2) + 3 + =0
dx2 dx x2

3.6. Use the method of variation of parameters to solve
T
d2 y ex
(i) − y = xn ; (ii) y 00 − 2y 0 + y =
NE
dx 2 x
3.7.
d3 y d2 y
Solve x 3 + 2 2 = Ax
dx dx
3.8.
Solve
d2 y
dx2
+
ide
4x
dy
dx
+ 4x 2
+ 6

y = e −x2
sin 2x
by expressing the equation in canonical form

gu
3.9.
2 2 2
dy d3 y dy dy
ics
Solve − 2 + =0
dx dx3 dx2 dx
With the boundary condition y(0) = ∞

Rz
ys
Hint: Use cosech udu = − ln(cosech z + coth z)·

Ph

3.3.1 Ans Keys
T
NE
3.1. (a) Inconsistent (b) consistant
3.2. y(x) = (A + Bx)e2x + Ce−4x + 2x + 1
3.3. y = C(sinh 2ax)1/2 (| tanh ax|)D (C and D are con-

stants )
3.4. y = A+B ln(x+1)

x+1
ide+ x2
9 − 5x
18 + 11
18
1 2 1

3.5. y(x) = (x−2)2 k 3x − 2 + cx2
gu
xm
n!
Pn
3.6. (i) y = 2 m=0 m! [1 + (−1)n+m ]
(ii) c1 ex + c3 xex + xex ln |x|

ics
Ax3
3.7. y = 18 − B ln x + Cx + D
2
A − 41 x cos 2x + B sin 2x e−x

3.8.
ys
3.9. cosech(By + C) + coth(By + C) = e−x

Ph

3.3.2 Solutions
T
NE
3.1. Three boundary conditions have been given, and, as
this is a second-order linear equation for which only two in-
dependent conditions are needed, they may be inconsistent.
The plan is to solve it using two of the conditions and then
test whether the third one is compatible
ide
The auxiliary equation for obtaining the CF is
gu
m2 + 8m + 12 = 0 ⇒ m = −2 or m = −6
⇒ f (t) = Ae−6t + Be−2t
ics
Do either in operator method or with trial solution Ce−4t

to get the solution.
ys
f (t) = Ae−6t + Be−2t − 3e−4t

Ph
(a) For boundary conditions

√
f (0) = 0, f 0 (0) = 0, f (ln 2) = 0

T
f (0) = 0 ⇒ A + B − 3 = 0
f 0 (0) = 0 ⇒ −6A − 2B + 12 = 0
NE
3 3
⇒A= , B=
2 2
3 −6t 3 −2t
Hence, f (t) = e + e − 3e−4t
2 2
−(ln
√
2)
√
Recalling that e ide = 1/ 2, we evaluate
√ 31 31 1 3
f (ln 2) = + −3 = 6= 0
28 22 4 16
gu
Thus the boundary conditions are inconsistent and there
is no solution.
ics
(b) For boundary conditions

√
f (0) = 0, f 0 (0) = −2, f (ln 2) = 0
ys
we proceed as before:
Ph
f (0) = 0 ⇒ A + B − 3 = 0
f 0 (0) = 0 ⇒ −6A − 2B + 12 = −2
⇒ A = 2, B=1
Hence, f (t) = 2e−6t + e−2t − 3e−4t

We again evaluate
T
√ 1 1 1
f (ln 2) = 2 + − 3 = 0
NE
8 2 4
This time the boundary conditions are consistent and

there is a unique solution as given above.
3.2.
ide
(a) As this is a third-order equation, we expect three
terms in the CF
gu
Since it is linear with constant coefficients, we can make
use of the auxiliary equation, which is
ics
m3 − 12m + 16 = 0
By inspection, m = 2 is one root; the other two can be
ys
found by factorisation:
m3 − 12m + 16 = (m − 2) m2 + 2m − 8

Ph
= (m − 2)(m + 4)(m − 2) = 0
Thus we have one repeated root (m = 2) and one other

(m = −4) leading to a CF of the form

T
y(x) = (A + Bx)e2x + Ce−4x
NE
As the RHS contains no exponentials, we try y(x) =
Dx + E for the PI. We then need 16D = 32 and −12D +
16E = −8, giving D = 2 and E = 1.
The general solution now is

ide
y(x) = (A + Bx)e2x + Ce−4x + 2x + 1
gu
3.3. The equation is already arranged in the form
dg(y)
+ h(x)g(y) = j(x)
dx
ics
and so needs only an integrating factor to allow the first

integration step to be made. For this equation the IF is
ys
Z
Ph
exp 2a coth 2axdx = exp(ln sinh 2ax) = sinh 2ax
After multiplication through by this factor, the equation

can be written

T

d 1 dy 1 dy
sinh 2ax + (2a cosh 2ax) = 2a2 sinh 2ax
NE
dx y dx y dx

d 1 dy
sinh 2ax = 2a2 sinh 2ax
dx y dx
Integrating this gives
sinh 2ax
1 dy
y dx
=
2a
ide
2a2
cosh 2ax + A
1 dy A
⇒ = a coth 2ax +
y dx sinh 2ax
gu
Integrating again
ics
Z
1 A
ln y = ln(sinh 2ax) + dx + B
2 sinh 2ax
1 A
= ln(sinh 2ax) + ln(| tanh ax|) + B
2 2a
ys
y = C(sinh 2ax)1/2 (| tanh ax|)D

Ph
3.4. This is Legendre’s linear equation and, as a first

step, we set x + 1 = et with
2

dx d d d d d
= et , = e−t , 2
= e−t e−t
dt dx dt dx dt dt

We get after the substitutions
T
NE

d
2t −t −t dy dy 2
e e e + 3et e−t + y = et − 1
dt dt dt
d2 y

dy dy 2
et e−t 2 − e−t + 3 + y = et − 1
dt dt dt
2
dy dy t
2
idedt2
+ 2
dt
+ y = e − 1
This reduced equation with constant coefficients has the

characteristic equation m2 + 2m + 1 = 0, which has a re-
gu
peated root and gives the CF as y(t) = (A + Bt)e−t . This
is not the same function as that in the equation’s RHS
(which contains a constant and t -dependent terms e2t and
ics
et ); we may therefore try substituting the simplest PI of

Ce2t + Det + E to obtain
ys
4Ce2t + Det + 4Ce2t + 2Det + Ce2t + Det + E = e2t − 2et + 1

Ph
Clearly C = 91 , D = − 21 and E = 1 and, after re-

substituting for t, we have the general solution of the original
equation as

T
A + B ln(x + 1) (x + 1)2 x + 1
y(x) = + − +1
NE
x+1 9 2
A + B ln(x + 1) x2 5x 11
= + − +
x+1 9 18 18
As expected, since the differential equation is second-

order, its solution contains two arbitrary constants.
ide
3.5. This equation is not of any plausible standard form,
and the only solution method is to try to make it into an
gu
exact equation. If this is possible the order of the equation
will be reduced by one.
We first multiply through by x2 and then note that the

ics
resulting factor 3x2 in the second term can be written as

2 0
x (x − 2) +4x, i.e. as the derivative of the function multi-
plying y 00 together with another simple function. This latter
ys
can be combined with the undifferentiated term and allow

the whole equation to be written as an exact equation:
Ph

T

d dy dy
x2 (x − 2) + 4x + 4y = 0
dx dx dx
NE

d dy d(4xy)
x2 (x − 2) + =0
dx dx dx
dy
⇒ x2 (x − 2) + 4xy = k
dx
Either by inspection or by use of the standard formula,

ide
the IF is (x − 2)/x4 and leads to
d (x − 2)2 k(x − 2)
y =
dx x2 x4
gu
(x − 2)2

1 2
⇒ y =k − 2 + 3 +c
x2 2x 3x

1 k 2k 2
⇒ y= − + + cx
ics
(x − 2)2 2 3x
3.6.
ys
(i) The CF is y(x) = Aex + Be−x
We take the PI
Ph
y(x) = k1 (x)ex + k2 (x)e−x
The two simultaneous equations generated using the method

of variation of parameters are
T
NE
k10 ex + k20 e−x = 0
k10 ex − k20 e−x = xn
Solving for k10 and integrating gives
xn e−x
k10 =
ide
2 n −x x Z x n−1
x e nx
k1 = − + e−x dx
gu
2 2
−x
e
xn + nxn−1 + n(n − 1)xn−2 + · · · + n!

=−
2
−x n
xm
ics
e X
=− n!
2 m=0
m!
ys
Similarly, k2 is given by
Ph

T
xn ex
k20=−
2 n x x Z
NE
x e nxn−1 x
k2 = − − e dx
2 2
ex n
x − nxn−1 + n(n − 1)xn−2 − · · · + (−1)n n!

=−
2
n
ex n
X (−x)m
= − n!(−1)
2 m=0
ide
m!
The full PI, k1 (x)ex + k2 (x)e−x , has no explicit exponen-

tial factors, since each term in it contains the product ex e−x .
gu
It takes the form
ics
n n
n! X xm n! n
X (−x)m
y(x) = − − (−1)
2 m=0 m! 2 m=0
m!
n
n! X xm
1 + (−1)n+m

=−
ys
2 m=0 m!
This n− h order polynomial is added to the CF, y(x) =
Ph
Aex + Be−x , to give the general solution.
(ii) The CF is y(x) = c1 ex + c2 xex
Then we take the solution yp = k1 ex + k2 xex

We get
T
k10 (ex ) + k20 (xex ) = 0
ex
NE
0 x 0 x x
k1 (e ) + k2 (e + xe ) =
x
Solving this set of equations simultaneously, we obtain

k10 = −1 and k20 = 1/x. Thus,
Z
ide
k1 =
Z
Z
k10 dx =
Z
−1dx = −x
1
k2 = k20 dx = dx = ln |x|
x
gu
Substituting these values we obtain
yp = −xex + xex ln |x|

ics

ys
y = yh + yp = c1 ex + c2 xex − xex + xex ln |x|

= c1 ex + c3 xex + xex ln |x| (c3 = c2 − 1)
Ph
3.7. This third-order equation is one in which y does not

appear and so we set dy/dx = p and rewrite the equation
as one of second order.

T
d2 p dp
x 2 +2 = Ax
NE
dx dx
d2 p dp
x2 2 + 2x = Ax2 , using the obvious IF,
dx dx
d 2 dp
x = Ax2
dx dx
ide
Successive integrations then give
2 dp Ax3
x = +B
gu
dx 3
dp Ax B
= + 2
dx 3 x
2
Ax B
ics
p= − +C
6 x
3
Ax
y= − B ln x + Cx + D
18
ys
Recall that A is given in the question; there are only

three arbitray constants, B C and D, as is to be expected
Ph
for the solution of a third-order equation.
3.8.
In the standard shortened notation, we have

T
2
a1 (x) = 4x, a0 (x) = 4x2 + 6, f (x) = e−x sin 2x
NE
Then, with y(x) expressed as y(x) = u(x)v(x), in order
to have an equation with no v 0 term in it, we choose u(x) as
u(x) = exp −
1
2
Z x ide
a1 (z)dz

= exp −
1
2
Z x
4zdz

= e−x
2
The equation is then reduced to

gu
d2 v
+ g(x)v = h(x)
dx2
where
ics
1 1
g(x) = a0 (x) − [a1 (x)]2 − a01 (x) = 4x2 + 6 − 4x2 − 2 = 4
ys
4 2
and Z
1
h(x) = f (x) exp a1 (z)dz
Ph
2
Z
2
−x
1
= e sin 2x exp 4zdz
2
2 2
−x
= e sin 2x ex = sin 2x

For this particular case the reduced equation is
T
v 00 + 4v = sin 2x
NE
This has CF, A cos 2x + B sin 2x but, because the RHS
is contained in the CF, we need to try as a PI y(x) =
C(x) cos 2x + D(x) sin 2x. Substituting this shows that C
and D must satisfy ide
3.9. Since y does not appear in the equation (the same
is true of x) we set dy/dx = p and reformulate it. The
gu
required derivatives are
d2 y dp dp dy dp
= = = p
ics
dx2 dx dy dx dy
2
d3 y 2

dy d dp dp 2d p
= p =p +p 2
dx3 dx dy dy dy dy
ys
and the re-formulated equation is

Ph
2
2
2
dp
2 3d p 2 dp
0=p + p 2 − 2p + p2
dy dy dy
2
d2 p

dp
0=p 2− +1
dy dy
This non-linear equation can be simplified by setting
T
dp/dy = q with, in the same way as above, d2 p/dy 2 =
qdq/dp.
NE
dq qdq dp
pq − q2 + 1 = 0 =⇒ =
dp q2 − 1 p
1
ln q 2 − 1 = ln p + A

ide =⇒ q 2 − 1 = B 2 p2
2
gu
Now set Bp = sinh θ, with
dp cosh θ dθ
q= =
dy B dy
ics
to obtain 2
cosh2 θ dθ
2
− 1 = sinh2 θ
B dy
2
cosh2 θ dθ
ys
2
= cosh2 θ
B dy
⇒ θ = By + C
Ph
Now
dy
B =Bp = sinh(By + C)
dx
Bdy
dx =
sinh(By + C)
⇒ x + c = − ln[cosech(By + C) + coth(By + C)]
T
since y(0) = ∞
NE
0 + c = − ln[0 + 1] ⇒ c=0
So the final ans is
cosech(By + C) + coth(By + C) = e−x

ide
gu
ics
ys
Ph

4 Series solution and special func-
T
tion
NE
4.1 Basic Concepts and simple series so-
lution
4.1.1 ide
Ordinary and regular singular points
Suppose you are working with this type of equation

gu
y 00 + P (x)y 0 + Q(x)y = 0
Points x0 for which P (x) and Q(x) are finite are termed
ics
ordinary points of the ODE.
However, if either P (x) or Q(x) diverge as x → x0 , the

ys
point x0 is called a singular point. Singular points are fur-

ther classified as regular or irregular (the latter also some-
times called essential singularities):
Ph
A singular point x0 is regular if either P (x) or Q(x)

diverges there, but (x − x0 ) P (x) and (x − x0 )2 Q(x) remain
finite.

A singular point x0 is irregular if P (x) diverges faster
T
than 1/ (x − x0 ) so that (x − x0 )P (x) goes to infinity as
x → x0 , or if Q(x) diverges faster than 1/ (x − x0 )2 so that
NE
(x − x0 )2 Q(x) goes to infinity as x → x0
Example: Show that x = 0 is an ordinary point and

x = ±1 are regular singular points of this equation.
ide
1 − x2 y 00 − 2xy 0 + `(l + 1)y = 0

Solution: Firstly, divide through by 1 − x2 to put the

gu
equation into standard form
2x 0 `(` + 1)
y 00 − y + y=0
1 − x2 1 − x2
ics
By comparing we get
−2x −2x
p(x) = 2
=
1−x (1 + x)(1 − x)
ys
`(` + 1) `(` + 1)
q(x) = =
1 − x2 (1 + x)(1 − x)
Ph
p(x) and q(x) are analytic at x = 0, which is an ordinary

point, but both diverge for x = ±1, which are thus singular
points.

However, at x = 1 we see that both (x − 1)p(x) and
T
(x−1)2 q(x) are analytic and hence x = 1 is a regular singular
point. Similarly, at x = −1 both (x+1)p(x) and (x+1)2 q(x)
NE
are analytic, and it is also a regular singular point.
4.1.2 Series solution about an ordinary point
Put
ide
y(x) =
∞
X
an xn
n=0
gu
Example: Find the series solutions, about x = 0, of
ics
2
y 00 − y=0
(1 − x)2
Solution: By inspection, x = 0 is an ordinary point,

ys
and therefore we may find two independent solutions by

substituting y = ∞ n
P
n=0 an x .
Ph
P∞ n
Now using y(x) = n=0 an x , we get

T
∞
X ∞
X
0 n−1
y = nan x = (n + 1)an+1 xn
NE
n=0 n=0
∞
X ∞
X
00 n−2
y = n(n − 1)an x = (n + 2)(n + 1)an+2 xn
n=0 n=0
Using this and multiplying by (1 − x)2

ide
∞ ∞
2
X n−2
X
1 − 2x + x n(n − 1)an x −2 an x n = 0
gu
n=0 n=0
This leads to
ics
∞
X ∞
X
n−2
n(n − 1)an x −2 n(n − 1)an xn−1
n=0 n=0
∞ ∞
ys
X X
+ n(n − 1)an xn − 2 an x n = 0
n=0 n=0
Ph
In order to write all these series in terms of the coeffi-

cients of xn , we must shift the summation index in the first
two sums, obtaining

T
∞
X ∞
X
n
(n + 2)(n + 1)an+2 x − 2 (n + 1)nan+1 xn
NE
n=0 n=0
∞
X
n2 − n − 2 an xn = 0

+
n=0
which can be written as

∞
X
ide
(n + 1) [(n + 2)an+2 − 2nan+1 + (n − 2)an ] xn = 0
n=0
gu
By demanding that the coefficients of each power of x
vanish separately, we obtain the three-term recurrence rela-
tion
ics
(n + 2)an+2 − 2nan+1 + (n − 2)an = 0 for n ≥ 0

ys
which determines an for n ≥ 2 in terms of a0 and a1

Ph
. Three-term (or more) recurrence relations are a nuisance

and, in general, can be difficult to solve. This particular
recurrence relation, however, has two straightforward so-
lutions. One solution is an = a0 for all n, in which case

(choosing a0 = 1) we find
T
1
y1 (x) = 1 + x + x2 + x3 + · · · =
NE
1−x
The other solution to the recurrence relation is
a1 = −2a0 , a2 = a0 and an = 0 for n > 2 so that (again
choosing a0 = 1) we obtain a polynomial solution to the
ODE:
ide
y2 (x) = 1 − 2x + x2 = (1 − x)2
The linear independence of y1 and y2 is obvious but can be
checked by computing the Wronskian
gu
1 1
W = y1 y20 −y10 y2 = [−2(1−x)]− 2
(1−x)2 = −3
1−x (1 − x)
ics
since W 6= 0, the two solutions y1 and y2 are indeed

linearly independent. The general solution of the ODE is
ys
therefore
Ph
c1
y(x) = + c2 (1 − x)2
1−x
We observe that y1 (and hence the general solution) is

singular at x = 1, which is the singular point of the ODE

nearest to x = 0, but the polynomial solution, y2 , is valid
T
for all finite x.
NE
4.1.3 Series Solution about a regular singular point
If x = 0 is a regular singular point of the equation
Put
ide
y 00 + P (x)y 0 + Q(x)y = 0
∞
X
σ
y=x an xn
gu
n=0
And if If x = x0 is a regular singular point of the equa-

tion, then put
ics
∞
X
σ
y = (x − x0 ) an (x − x0 )n
n=0
ys
Doing the derivative

Ph
∞
X
0
y = (n + σ)an xn+σ−1
n=0
∞
X
y 00 = (n + σ)(n + σ − 1)an xn+σ−2
n=0

So we get
T
∞
X ∞
X
n+σ−2
(n + σ)(n + σ − 1)an x + s(x) (n + σ)an xn+σ−2
NE
n=0 n=0
∞
X
+ t(x) an xn+σ−2 = 0
n=0
Dividing this equation through by xσ−2 , we find

∞
X ide
[(n + σ)(n + σ − 1) + s(x)(n + σ) + t(x)]an xn = 0
n=0
gu
Setting x = 0, all terms in the sum with n > 0 vanish,
implying that
[σ(σ − 1) + s(0)σ + t(0)]a0 = 0
ics
which, since we require a0 6= 0, gives the indicial equa-

tion
ys
σ(σ − 1) + s(0)σ + t(0) = 0

Ph
This equation is a quadratic in σ and in general has two

roots, the nature of which determines the forms of possible
series solutions.

Now we have three possible cases
T
(i) Distinct roots not differing by an integer
NE
If the roots of the indicial equation, σ1 and σ2 , differ
by an amount that is not an integer then the recurrence
relations corresponding to each root lead to two linearly
independent solutions of the ODE:
ide
(ii) Repeated root of the indicial equation
If the indicial equation has a repeated root, so that σ1 =

gu
σ2 = σ, then obviously only one solution will be found
(iii) Distinct roots differing by an integer

ics
The larger of the two always leads to a solution of the

ODE. However, the recurrence relation corresponding to the
smaller root may or may not lead to a second linearly inde-
ys
pendent solution, depending on the ODE.
Example: Find the power series solutions about x = 0

Ph
of
4xy 00 + 2y 0 + y = 0
Solution: Divide through by 4x to put the equation

into standard form
T
1 0 1
y 00 + y + y=0
2x 4x
NE
So p(x) = 1/(2x) and q(x) = 1/(4x). As x = 0 is a
singular point, but xp(x) = 1/2 and x2 q(x) = x/4 are finite,
then it is a regular singular point. We then put
∞
ide
y=x σ
X
n=0
an xn
and get
∞
gu
∞
X
n+σ−2 1 X
(n + σ)(n + σ − 1)an x + (n + σ)an xn+σ−1
n=0
2x n=0
∞
1 X
an xn+σ = 0
ics
+
4x n=0
Divide by xσ−2 ,
ys
∞
X 1 1
(n + σ)(n + σ − 1) + (n + σ) + x an xn = 0
n=0
2 4
Ph
If we set x = 0 then all terms in the sum with n > 0 vanish,

and we obtain the indicial equation
1
σ(σ − 1) + σ = 0
2
This has roots σ = 1/2 and σ = 0. since these roots do
T
not differ by an integer, we expect to find two independent
solutions to the equation.
NE
The coefficients of xn vanish separately
1 1
(n + σ)(n + σ − 1)an + (n + σ)an + an−1 = 0
ide
2 4
If we choose the larger root, σ = 1/2, of the indicial

equation then previous equation becomes
gu
−an−1
4n2 + 2n an + an−1 = 0 ⇒ an =

2n(2n + 1)
ics
Setting a0 = 1, we find an = (−1)n /(2n + 1)!, and so the

solution becomes
ys
∞
√ X (−1)n n
y1 (x) = x x
(2n + 1)!
Ph
n=0
√ √
√ ( x)3 ( x)5 √
= x− + − · · · = sin x
3! 5!
To obtain the second solution we set σ = 0 (the smaller

root of the indicial equation) which gives
T
an−1
4n2 − 2n an + an−1 = 0

⇒ an = −
2n(2n − 1)
NE
Setting a0 = 1 now gives an = (−1)n /(2n)!, and so the
second (independent) solution becomes
√ 2 √ 4
y2 (x) =
∞
X (−1)n
n=0
(2n)!
ide
xn = 1 −
( x)
2!
+
( 4)
4!
√
− · · · = cos x
gu
We check that y1 (x) and y2 (x) are linearly independent
by computing the Wronskian:
W = y1 y20 − y2 y10
ics
√ √ √ √

1 1
= sin x − √ sin x − cos x √ cos x
2 x 2 x
1 √ √ 1
= − √ sin2 x + cos2 x = − √ 6= 0
ys
2 x 2 x
since W 6= 0, the solutions y1 (x) and y2 (x) are linearly

Ph
independent. Hence, the general solution is
√ √
y(x) = c1 sin x + c2 cos x

Example: Find series solution about x = 0
T
x(x − 1)y 00 + 3xy 0 + y = 0
NE
Solution: Dividing through by x(x−1) to put the equa-
tion into standard form, we obtain
3 1
y 00 + y0 + y=0
(x − 1) x(x − 1)
ide
We see p(x) = 3/(x − 1) and q(x) = 1/[x(x − 1)]. As x = 0
is a singular point but xp(x) = 3x/(x − 1) and x2 q(x) =
x/(x − 1) are finite there, it is a regular singular point
gu
We put
∞
X
σ
y=x an xn
n=0
ics
Take derivative and get

∞ ∞
X 3 X
(n + σ)(n + σ − 1)an xn+σ−2 + (n + σ)an xn+σ−1
ys
n=0
x − 1 n=0
∞
1 X
+ an xn+σ = 0
x(x − 1) n=0
Ph
Divide by xσ−2 , and get

∞
X 3x x
(n + σ)(n + σ − 1) + (n + σ) + an x n = 0
n=0
x−1 x−1

multiply by x − 1 to get
T
∞
X
[(x − 1)(n + σ)(n + σ − 1) + 3x(n + σ) + x]an xn = 0
NE
n=0
If we set x = 0 then all terms in the sum with the ex-

ponent of x greater than zero vanish, and we obtain the
indicial equation
ide
σ(σ − 1) = 0
gu
which has the roots σ = 1 and σ = 0. since the roots dif-
fer by an integer, it may not be possible to find two linearly
independent solutions. We are guaranteed, however, to find
ics
one such solution corresponding to the larger root, σ = 1.
The coefficients of xn vanish separately we get the recur-

ys
rence relation
(n − 1 + σ)(n − 2 + σ)an−1 − (n + σ)(n + σ − 1)an

Ph
+ 3(n − 1 + σ)an−1 + an−1 = 0
simplify to get
(n + σ − 1)an = (n + σ)an−1

On substituting σ = 1 into this expression, we obtain
T

n+1
an = an−1
NE
n
and on setting a0 = 1 we find an = n + 1; so one solution is

given by
y1 (x) = x
∞
X ide
(n + 1)xn = x 1 + 2x + 3x2 + · · ·

n=0
x
=
(1 − x)2
gu
If we attempt to find a second solution (corresponding

ics
to the smaller root of the indicial equation) by setting σ = 0

we find
n
an = an−1
n−1
ys
But we require a0 6= 0, so a1 is formally infinite and the

method fails. We can find a second solution by Wronskian.
Ph
Example: Find a second solution of the above equation

by Wornskian method

Solution: As we have seen the method of obtaining a
T
second solution in subsection 3.2.6
NE
One solution we have already derived
x
y1 (x) =
(1 − x)2
So now using
y2 (x) = y1 (x)
ideZ x
Rx
exp − 2 P (x1 ) dx1
[y1 (x2 )]2

dx2
gu
Z x Z x2
(1 − x2 )4

x 3
y2 (x) = exp − dx1 dx2
(1 − x)2 x22 x1 − 1
ics
Z x
x (1 − x2 )4
= exp[−3 ln(x2 − 1)]dx2
(1 − x)2 x22
Z x
x x2 − 1
= dx2
(1 − x)2 x22
ys

x 1
= ln x +
(1 − x)2 x
Ph

4.2 Special equations and functions
T
NE
4.2.1 Legendre equation and Polynomials
This is the Legendre equation
1 − x2 y 00 − 2xy 0 + `(` + 1)y = 0

ide
x = 0 is an ordinary point. So substitute
∞
X
y= an xn
n=0
gu
You get
∞
X
n(n − 1)an xn−2 − n(n − 1)an xn − 2nan xn + `(` + 1)an xn

ics
n=0
=0
ys
From here
∞
X
{(n + 2)(n + 1)an+2 − [n(n + 1) − `(` + 1)]an } xn = 0
Ph
n=0
We now get the recurrence relation

[n(n + 1) − `(` + 1)]
an+2 = an
(n + 1)(n + 2)
for n = 0, 1, 2, . . . . If we choose a0 = 1 and a1 = 0 then
T
we obtain the solution
NE
x2 x4
y1 (x) = 1 − `(` + 1) + (` − 2)`(` + 1)(` + 3) − · · ·
2! 4!
whereas on choosing a0 = 0 and a1 = 1 we find a second

solution
x3
ide x5
y2 (x) = x−(`−1)(`+2) +(`−3)(`−1)(`+2)(`+4) −· · ·
3! 5!
gu
In many physical applications the parameter ` in Legendre’s
equation is an integer, i.e. ` = 0, 1, 2, . . . . In this case, the
recurrence relation gives
ics
[`(` + 1) − `(` + 1)]

a`+2 = a` = 0
(` + 1)(l + 2)
ys
the series terminates and we obtain a polynomial solu-

tion of order ` .
Ph
These solutions, after normalization, are called the Leg-

endre polynomials of order ` they are written P` (x) and
are valid for all finite x . It is conventional to normalise
P` (x) in such a way that P` (1) = 1 and as a consequence

P` (−1) = (−1)` . The first few Legendre polynomials are
T
easily constructed and are given by
NE
P0 (x) = 1, P1 (x) = x
1
P3 (x) = 12 5x3 − 3x
2

P2 (x) = 2 3x − 1 ,
P4 (x) = 81 35x4 − 30x2 + 3 , P5 (x) = 18 63x5 − 70x3 + 15x

First few Legendre polynomials are shown here graphically.
ide
gu
ics
ys
Ph
Second solution of the Legendre equation is Q` (x) is, an

infinite series that converges only for |x| < 1
T

1 1+x
Q0 (x) = ln
NE
2 1−x
subsequently

1 1+x
Q1 (x) = x ln −1
2 1−x
ide
You can easily verify these second solutions and get the
second solutions for the higher orders by using Wronskian
method.
gu
Rodrigues’ formula : Legendre Polynomials can be
obtained by a general formula called Rodrigues’ formula
1 dl `
ics
2
P` (x) = ` x − 1
2 `! dx`
Orthogonality : Legendre polynomials are orthogonal

ys
Z 1
2
Pl (x)Pm (x)dx = δlm
−1 2l + 1
Ph
Generating function :
∞
2 −1/2
X
Pn (x)hn

G(x, h) = 1 − 2xh + h =
n=0

Generating function is very useful in representing the
T
inverse distance between two points in three-dimensional
space in terms of Legendre polynomials. If two points r and
NE
r0 are at distances r and r0 , respectively, from the origin,
with r0 < r, then
1 1
=
|r − r0 | (r2 + r02 − 2rr0 cos θ)1/2
1
= h ide0 0
r 1 − 2 (r /r) cos θ + (r /r)2
i1/2
∞ 0
1 X r0
= P` (cos θ)
r r
gu
`=0
where θ is the angle between the two position vectors r

and r0 . If r0 > r, however r and r0 must be exchanged, or
ics
the series would not converge. This result may be used, for
example, to write down the electrostatic potential at a point
r due to a charge q at the point r0 . Thus, in the case r0 < r,
ys
this is given by
∞ `
q X r0
Ph
V (r) = P` (cos θ)
4π0 r r
`=0
We note that in the special case where the charge is at

the origin, and r0 = 0 , only the ` = 0 term in the series is

non-zero and the expression reduces correctly to the familiar
T
form V (r) = q/ (4π0 r) .
NE
Recurrence relations : We can prove some relations
0 0
Pn+1 + Pn−1 = Pn + 2xPn0
(n + 1)Pn+1 = (2n + 1)xPn − nPn−1
0
ide
Pn+1
0
Pn−1
= (n + 1)Pn + xPn0
= −nPn + xPn0
1 − x2 Pn0 = n (Pn−1 − xPn )

0 0
gu
(2n + 1)Pn = Pn+1 − Pn−1
You may not remember all of these. Try to prove the

ics
relations by using Rodrigues’ formula and generating func-

tion.
ys
4.2.2 Associate Legendre equation and Polynomi-

als
Ph
This is Associate Legendre equation
m2

2
00 0
1 − x y − 2xy + `(` + 1) − y=0
1 − x2

This has three regular singular points at x = −1, 1, ∞ and
T
reduces to Legendre’s equation when m = 0. In physics
many times you will come across this equation specially
NE
when solving Schroedinger equation in three dimension.
The point x = 0 is an ordinary point and if u(x) is a so-

lution of Legendre’s equation then the solution of associated
Legendre equation is
ide d|m| u
2 |m|/2

y(x) = 1 − x
dx|m|
gu
If ` and m are both integers then the general solution is
y(x) = c1 P`m (x) + c2 Qm

` (x)
ics
where
2 m/2 dm P` 2 m/2 dm Q`
P`m (x) Qm

= 1−x , ` (x) = 1−x
ys
dxm dxm
You should also know that

Ph
(` − m)! m
P`−m (x) = (−1)m P (x)
(` + m)! `

First few associated Legendre polynomials are
T
1/2 1/2
P11 (x) = 1 − x2 , P21 (x) = 3x 1 − x2
NE
1/2
P31 (x) = 23 5x2 − 1 1 − x2

P22 (x) = 3 1 − x2 ,
3/2
P32 (x) = 15x 1 − x2 , P33 (x) = 15 1 − x2
Orthogonality:
Z 1
2δ`lk (l + m)!
−1
ide
P`m (x)Pkm (x)dx =
2` + 1 (` − m)!
The generating function and of recurrence relations of

associated Legendre equation you may not need to mug up.
gu
4.2.3 Spherical Harmonics

ics
Spherical Harmonics are the solutions of angular part of

Schroedinger equation in three dimension in spherical polar
ys
coordinates. They are written as generally

1/2
2` + 1 (` − m)!
Y`m (θ, φ) = (−1)m P`m (cos θ) exp(imφ)
Ph
4π (` + m)!
Most important property to know
Y`−m (θ, φ) = (−1)m [Y`m (θ, φ)]∗

First few spherical harmonics are
T
r
1
Y00 = ,
NE
4π
r
3
Y10 = cos θ
r 4π
3
Y1±1 = ∓ sin θ exp(±iφ)
8π
Y20 =
r
r
5
16π
ide 3 cos2 θ − 1

15
Y2±1 = ∓ sin θ cos θ exp(±iφ)
8π
gu
r
15
Y2±2 = sin2 θ exp(±2iφ)
32π
ics
They are orthogonal

Z 1 Z 2π
0
[Y`m (θ, φ)]∗ Y`m
0 (θ, φ)dφd(cos θ) = δ``0 δmm0
−1 0
ys
The spherical harmonics form a complete set in that any

reasonable function of θ and φ can be expanded as a sum of
Ph
such functions,
∞ X
X l
f (θ, φ) = a`m Y`m (θ, φ)
`=0 m=−`

the constants a`m are
T
NE
Z 1 Z 2π
a`m = [Y`m (θ, φ)]∗ f (θ, φ)dφd(cos θ)
−1 0
This is in exact analogy with a Fourier series
You need know spherical harmonic addition theorem. If

ide
(θ, φ) and (θ0 , φ0 ) denote two different directions in spherical
polar coordinate. Then
gu
`
4π X m ∗
P` (cos γ) = Y` (θ, φ) [Y`m (θ0 , φ0 )]
2` + 1
m=−l
ics
4.2.4 Bessel equation and functions

ys
This is the Bessel equation
x2 y 00 + xy 0 + x2 − v 2 y = 0

Ph
The eq has a regular singular point at x = 0 and an essential

singularity at x = ∞. The parameter v is a given number,
which we may take as ≥ 0 with no loss of generality.

The equation arises from physical situations similar to
T
Legendre’s equation but when cylindrical polar coordinates
are used.
NE
Solution of Bessel equation: This is important. I
request to do this by hand.
Write the equation in standard form

00 1 0 ide

y + y + 1− 2 y =0
x
v2
x

As x = 0 is a regular singular point, use

gu
∞
X
σ
y=x an xn
n=0
ics
You get
∞
X
0
y = (n + σ)an xn+σ−1
n=0
ys
X∞
y 00 = (n + σ)(n + σ − 1)an xn+σ−2
n=0
Ph
Substitute this and multiply by x2−σ , you get

∞
X X∞
2 n
an xn+2 = 0

(σ + n)(σ + n − 1) + (σ + n) − v an x +
n=0 n=0

simplifying you get
T
∞
X ∞
X
2 2 n
an xn+2 = 0

(σ + n) − v an x +
NE
n=0 n=0
Considering the coefficient of x0 , you get the indicial

equation
σ2 − v2 = 0
ide
and so σ = ±v. For coefficients of higher powers of x we
find
gu
(σ + 1)2 − v 2 a1 = 0

(σ + n)2 − v 2 an + an−2 = 0

for n ≥ 2
ics
Substituting σ = ±v you get

ys
(1 ± 2v)a1 = 0
n(n ± 2v)an + an−2 = 0 for n ≥ 2
Ph
We consider now the form of the general solution to

Bessel’s equation for two cases:
(i) v is not an integer

(ii) v is an integer (including ZERO)
T
(i) v is not an integer
NE
We need to set
1
an = − an−2
n(n ± 2v)
=0
ide
It is a general convention (have physical insight which
you will learn while doinf advanced electrostatics problems)
gu
to set
1
a0 = ±v
2 Γ(1 ± v)
Then we write the solution as
ics
1
Jv (x) =
Γ(v + 1)
x v 1 x 2 1 1 x 4

ys
1− + − ···
2 v+1 2 (v + 1)(v + 2) 2! 2
∞
X (−1)n x v+2n
=
Ph
n=0
n!Γ(v + n + 1) 2
(4.1)
We replace v by −v which give us J−v (x)

The functions Jv (x) and J−v (x) are called Bessel func-
T
tions of the first kind, of order v .
NE
You must know that Bessel functions of half-integer or-
der are expressible in closed form in terms of trigonometric
functions.
Example: Calculate J±1/2 (x).

ide
Solution: Use the general formula of Bessel function for
non integer v as derived above. You get
∞
(−1)n x2n
gu
X
±1/2
J±1/2 (x) = x
22n±1/2 n!Γ 1 + n ± 12

n=0
1
√
Using the fact that Γ(x + 1) = xΓ(x) and Γ = π, we
ics
2
find that, for v = 1/2
ys
Ph

T
1
1/2 1
5/2 1
9/2
2 x x x
J1/2 (x) = − 2 5 + 2 7 − · · ·
NE
3
Γ 2 1!Γ 2 2!Γ 2
1
1/2 1
5/2 1
9/2
2x 2x x
= 1 √ − 3 1 √ +
5
2 3 1 √ − ···
2 π 1! 2 2 π 2! 2 2 2 π
1
1/2
2 4

2x x x
= 1 √ 1− + − ···
3! 5!
=
2
1
2
1
x
1/2
√
π
sin x
ide
=
r
2
sin x
2 π x πx
gu
For v = −1/2 we get
1
−1/2 1
3/2 1
7/2
2 x 2 x 2 x
ics
J−1/2 (x) = − + − ···

Γ 12 1!Γ 23 2!Γ 52

1
−1/2 r
x2 x4

2 x 2
= √ 1− + − ··· = cos x
π 2! 4! πx
ys
(ii) v is an integer
Ph
Firstly, let us consider the case v = 0, so that the two

solutions to the indicial equation are equal, and we clearly
obtain only one solution in the form of a Frobenius series.

Use equation 4.1 to get
T
∞
X (−1)n x2n
J0 (x) =
NE
n=0
22n n!Γ(1 + n)
x2 x4 x6
= 1 − 2 + 2 2 − 2 2 2 + ···
2 24 246
In general, however, if v is a positive integer then the

ide
solutions of the indicial equation differ by an integer. For
the larger root, σ1 = v, we may find a solution Jv (x), for
v = 1, 2, 3, . . . , in the form of the Frobenius series.
gu
First three Bessel functions are plotted below
ics
ys
Ph

For the smaller root, σ2 = −v, the recurrence relation
T
(n(n ± 2v)an + an−2 = 0 for n ≥ 2) becomes
NE
n(n − m)an + an−2 = 0 for n ≥ 2
m = 2v is now an even positive integer, i.e. m =

2, 4, 6, . . . . Starting with a0 6= 0 we can calculate a2 , a4 , a6 , . . . ,
but when n = m the coefficient an is infinite, and the
ide
method fails to produce a second solution.
Replace v by −v in the definition of Jv (x) given in equa-

tion 4.1, you will be able to show that, for integer v,
gu
J−v (x) = (−1)v Jv (x)
So, Jv (x) and J−v (x) are linearly dependent. In this case,
ics
we cannot write the general solution to Bessel’s equation in

the form y(x) = c1 Jv (x) + c2 J−v (x)
ys
So we define the function

Ph
Jv (x) cos vπ − J−v (x)

Yv (x) = (4.2)
sin vπ
This is called a Bessel function of the second kind of

order v. It is also called Weber or Neumann function. As

Bessel’s equation is linear, Yv (x) is clearly a solution, since
T
it is just the weighted sum of Bessel functions of the first
kind.
NE
It can be shown that the Wronskian of Jv (x) and Yv (x)
is non-zero for all values of v. Hence Jv (x) and Yv (x) always
constitute a pair of independent solutions.
ide
Example: If n is an integer, show that
Yn+1/2 (x) = (−1)n+1 J−n−1/2 (x)

gu
Solution: From equation 4.2
Jn+1/2 (x) cos n + 21 π − J−n−1/2 (x)

Yn+1/2 (x) =
ics
sin n + 12 π

1 1

If n is an integer, cos n + 2 π = 0 and sin n + 2 π=
ys
(−1)n
So we get Yn+1/2 (x) = (−1)n+1 J−n−1/2 (x)

Ph
The Neumann function (equation 4.2 ) becomes an in-

determinate form 0/0 when v is an integer, as for integer
v we have cos vπ = (−1)v and J−v (x) = (−1)v Jv (x). This

indeterminate form can be evaluated using l’Hôpital’s rule
T
. Therefore, for integer v, we set
NE

Jµ (x) cos µπ − J−µ (x)
Yv (x) = lim
µ→v sin µπ
which gives a linearly independent second solution for

this case. Thus, we may write the general solution of Bessel’s
equation, valid for all v aside
y(x) = c1 Jv (x) + c2 Yv (x)
gu
The functions Y0 (x), Y1 (x) and Y2 (x) are plotted in figure
below
ics
ys
Ph

T
NE
ide
gu
ics
Finally, in some applications, it is convenient to work

with complex linear combinations of Bessel functions of the
ys
first and second kinds given by
Hv(1) (x) = Jv (x) + iYv (x), Hv(2) (x) = Jv (x) − iYv (x)
Ph
these are called, respectively, Hankel functions of the first

and second kind of order v.

Orthogonality:
T
Z b
xJv (αx)Jv (βx)dx = 0 for α 6= β
NE
a
Recurrence relations: Try to prove these relations.

You may not need to remember all. But prove yourself at
least once.
(i)
ide
d v
dx
[x Jv (x)] = xv Jv−1 (x)
d −v
x Jv (x) = −x−v Jv+1 (x)

(ii)
dx
gu
(iii) xJv0 (x) + vJv (x) = xJv−1 (x)
(iv) xJv0 (x) − vJv (x) = −xJv+1 (x)
(v) Jv−1 (x) − Jv+1 (x) = 2Jv0 (x)
ics
2v
(vi) Jv−1 (x) + Jv+1 (x) = Jv (x)
x
Relation (i) and (ii) can also be written as integral form
ys
R v
x J (x)dx = xv Jv (x)
R −v v−1
x Jv+1 (x)dx = −x−v Jv (x)
Ph
How to prove these? Let me give you some hints.
Relation (i) and (ii) comes directly from the definition

of Bessel function. The prove of relation (i) is the following.
T
∞
d v d X (−1)n x2v+2n
[x Jv (x)] =
NE
dx dx n=0 2v+2n n!Γ(v + n + 1)
∞
X (−1)n x2v+2n−1
=
n=0
2v+2n−1 n!Γ(v + n)
∞
v
X (−1)n x(v−1)+2n
=x
2(v−1)+2n n!Γ((v − 1) + n + 1)
ide n=0
= xv Jv−1 (x)
Expand out the derivative on the LHS of (i) and divide

gu
by xv−1 , you obtain relation (iii)
Similarly,expand the derivative on the LHS of (ii) and

ics
divide by xv+1 , you get relation (iv)
Add relation (iii) and (iv) to get (v)

ys
Subtract (iv) from (iii) to get (vi)
Example: You are told that J1/2 (x) = (2/πx)1/2 sin x

Ph
and J−1/2 (x) = (2/πx)1/2 cos x,. Now express J3/2 (x) and
J−3/2 (x) in trigonometric functions.
Solution: From relation (iv)

T
1 0
J3/2 (x) = J1/2 (x) − J1/2 (x)
2x
NE
1/2 1/2 1/2
1 2 2 1 2
= sin x − cos x + sin x
2x πx πx 2x πx
1/2
2 1
= sin x − cos x
πx x
From relation (iii)

ide
1
gu
0
J−3/2 (x) = − J−1/2 (x) + J−1/2 (x)
2x
1/2 1/2 1/2
1 2 2 1 2
=− cos x − sin x − cos x
2x πx πx 2x πx
ics
1/2
2 1
= − cos x − sin x
πx x
ys
We see that, by repeated use of these recurrence rela-

tions, all Bessel functions Jv (x) of half integer order may
be expressed in terms of trigonometric functions. So as the
Ph
Yv (x).
Generating function: The Bessel functions Jv (x),

where v = n is an integer, can be described by a generating

function in a way similar to that discussed for Legendre
T
polynomials
NE
∞
x 1 X
G(x, h) = exp h− = Jn (x)hn (4.3)
2 h n=−∞
Integral representations: Bessen function can be
1 π
Z
ide
written as integral for n an integer.
Jn (x) = cos(nθ − x sin θ)dθ

π 0
gu
Special case n = 0
Z 2π Z 2π
1 1
J0 (x) = exp(ix sin θ)dθ = exp(ix cos θ)dθ
ics
2π 0 2π 0
4.2.5 Spherical Bessel functions

ys

When solving Helmholtz’ equation ∇2 + k 2 u = 0 in spher-
ical polar coordinates, the radial part R(r) of the solution
Ph
satisfy the equation
r2 R00 + 2rR0 + k 2 r2 − `(` + 1) R = 0

(4.4)

where ` is an integer. You see that This equation looks
T
very much like Bessel’s equation and can be reduced to it
by writing R(r) = r−1/2 S(r), (Do this !) in which case S(r)
NE
then satisfies
" 2 #
1
r2 S 00 + rS 0 + k 2 r2 − ` + S=0
2
ide
Doing change of variable x = kr and letting y(x) = S(kr),
we obtain
" 2 #
1
gu
x2 y 00 + xy 0 + x2 − ` + y=0
2
where the primes now denote d/dx. This is Bessel’s equa-

ics
tion of order ` + 12 and has as its solutions y(x) = J`+1/2 (x)

and Y`+1/2 (x). The general solution of spherical Bessel equa-
tion (4.4) can then be written
ys
R(r) = r−1/2 c1 J`+1/2 (kr) + c2 Y`+1/2 (kr)

Ph
The functions x−1/2 J`+1/2 (x) and x−1/2 Y`+1/2 (x), after
normalization, are called spherical Bessel functions of the

first and second kind, respectively, and are defined as fol-
T
lows: r
π
NE
j` (x) = J`+1/2 (x)
2x
r
π
n` (x) = Y`+1/2 (x)
2x
For ` = 0
j0 (x) =
ide
sin x
n0 (x) = −
cos x
x x
gu
Recurrence relations: the ` th spherical Bessel func-
tion is given by
0
1 d
ics
` 0
f` (x) = (−1) x f0 (x)
x dx
where f` (x) denotes either j` (x) or n` (x)

ys
First two spherical Bessel functions are

Ph
j1 (x) = sin x cos x 3 1

x − 3 cos x

x 2 − x , j2 (x) = x 3 − x sin x 2
n1 (x) = − cos x sin x 3 1 3 sin x

x 2 − x , n 2 (x) = − x 3 − x cos x − x2

4.2.6 Hermite equation and function
T
NE
Hermite equation is
y 00 − 2xy 0 + 2vy = 0
This has an essential singularity at x = ∞. The parameter

v is a given real number, although it nearly always takes an
ide
integer value in physical applications.
The Hermite equation appears in the description of the

wavefunction of the harmonic oscillator. Any solution of
gu
Hermite equation is called a Hermite function.
Do the series solution about x = 0 yourself. First few

Hermite polynomials are
ics
H0 (x) = 1, H3 (x) = 8x2 − 12x

H1 (x) = 2x, H4 (x) = 16x4 − 48x2 + 12
ys
H2 (x) = 4x2 − 2, H5 (x) = 32x5 − 160x3 + 120x
Rodrigues’ formula: The Rodrigues’ formula for the

Ph
Hermite polynomials is given by
dn −x2
n x2
Hn (x) = (−1) e e
dxn
Orthogonality:
T
Z ∞
2 √
Hm (x)Hn (x)e−x dx = δmn 2n n! π
NE
−∞
Generating function:
∞
2hx−h2
X Hn (x)
G(x, h) = e = hn
n!
ide n=0
Recurrence relations:
Hn+1 (x) = 2xHn (x) − 2nHn−1 (x)

gu
Hn0 (x) = 2nHn−1 (x)
ics
ys
Ph

4.3 Exercises
T
4.1. Find a series solution of Hermite equation about x = 0
NE
y 00 − 2xy 0 + 2vy = 0
choose a0 = (−1)n/2 n!/(n/2)!, for odd n take

1
a1 = (−1)(n−1)/2 2n!/ (n − 1) !
ide 2
4.2. Solve Laguerre’s equation about x = 0
xy 00 + (1 − x)y 0 + vy = 0
gu
choose a0 = 1
4.3. Find power solutions in z of the differential equation
ics
about z = 0
zy 00 − 2y 0 + 9z 5 y = 0
ys
Identify closed forms for the two series, calculate their Wron-
skian, and verify that they are linearly independent. Com-
pare the Wronskian with that calculated from the differen-
Ph
tial equation.
4.4. Investigate solutions of Legendre’s equation at one of
its singular points as follows.

(a) Verify that z = 1 is a regular singular point of Leg-
T
endre’s equation and that the indicial equation for a series
solution in powers of (z − 1) has a double root σ = 0 .
NE
(b) Obtain the corresponding recurrence relation and show
that a polynomial solution is obtained if ` is a positive in-
teger.
(c) Determine the radius of convergence R of the σ = 0
series and relate it to the positions of the singularities of
Legendre’s equation.
ide
4.5. (a) Find series solutions of the equation y 00 −2zy 0 −2y =
0. Identify one of the series as y1 (z) = exp z 2 and verify this
gu
by direct substitution.
(b) By setting y2 (z) = u(z)y1 (z) and solving the resulting
equation for u(z), find an explicit form for y2 (z) and deduce
ics
that Z x ∞
−v 2 −x2
X n!
e dv = e (2x)2n+1
0 n=0
2(2n + 1)!
ys
4.6. Find the radius of convergence of a series solution about

the origin for the equation z 2 + az + b y 00 + 2y = 0 in the

following cases:
Ph
a = 5, b = 6; (b) a = 5, b = 7
Show that if a and b are real and 4b > a2 then the radius
of convergence is always given by b1/2 .

4.7. For the equation y 00 + z −3 y = 0, show the origin be-
T
comes a regular singular point if the independent variable
is changed from z to x = 1/z . Hence find a series solution
NE
of the form y1 (z) = ∞ −n
P
0 an z .By setting y2 (z) = u(z)y1 (z)
and expanding the resulting expression for du/dz in powers
of z −1 , show that y2 (z) is a second solution with asymptotic
form
1 ln z
y2 (z) = c z + ln z − + O
ide 2 z
where c is an arbitrary constant
4.8. Use the explicit expressions of Spherical Harmonics as
gu
given inside the notes to verify for ` = 0, 1, 2 that
`
X 2` + 1
|Y`m (θ, φ)|2 =
4π
ics
m=−`
and so is independent of the values of θ and φ. This is true

for any ` , but a generatly proof is more involved. This result
ys
helps to reconcile intuition with the apparently arbitrary

choice of polar axis in a general quantum mechanical system.
Ph
4.9. Express the function
f (θ, φ) = sin θ sin2 (θ/2) cos φ + i cos2 (θ/2) sin φ +sin2 (θ/2)

as a sum of spherical harmonics.

4.10. Use the generating function for the Legendre polyno-
T
mials Pn (x) to show that
NE
Z 1
(2n)!
P2n+1 (x)dx = (−1)n 2n+1
0 2 n!(n + 1)!
and except n = 0
Z 1
P2n (x)dx = 0
0ide
4.11. Do step by step to prove the result
Z 1
2
In = Pn (z)Pn (z)dz =
gu
−1 2n + 1
(a) Square both sides of the generating-function definition

of the Legendre polynomials,
ics
∞
2 −1/2
X
Pn (z)hn

1 − 2zh + h =
n=0
ys
(b) Express the RHS as a sum of powers of h, obtaining

expressions for the coefficients (c) Integrate the RHS from
Ph
−1 to 1 and use the orthogonality property of the Legendre

polynomials. (d) Similarly integrate the LHS and expand
the result in powers of h. (e) Compare coefficients.

4.12. By substituting y(x) as x1/2 f (x) reduce Stokes’ equa-
T
tion,
d2 y
NE
+ λxy = 0
dx2
to Bessel’s equation. Hence show that a√ solution
that is
finite at x = 0 is a multiple of x1/2 J1/3 23 λx3
4.13. The hypergeometric equation is
ide
x(1 − x)y 00 + [c − (a + b + 1)x]y 0 − aby = 0
Solution of this equation is
ab x a(a + 1)b(b + 1) x2
gu
F (a, b, c; x) = 1 + + + ···
c 1! c(c + 1) 2!
∞
Γ(c) X Γ(a + n)Γ(b + n) xn
=
Γ(a)Γ(b) Γ(c + n) n!
ics
n=0
F (a, b, c; x) is known as the hypergeometric function or hy-

pergeometric series. Now, Identify the series for the fol-
ys
lowing hypergeometric functions, writing them in terms of

better-known functions.
(a) F (a, b, b; z)
Ph
(b) F (1, 1, 2; −x)

(c) F 21 , 1, 23 ; −x2

(d) F 21 , 12 , 32 ; x2


4.14. If y(x, a) is a solution of the equation
T
d2 y

1 2
− x +a y =0
NE
dx2 4
Determine which of the following are also solutions: (i)

y(a, −x), (ii) y(−a, x), (iii) y(a, ix) and (iv) y(−a, ix)
ide
gu
ics
ys
Ph

4.3.1 Ans keys
T
P[n/2] m n! n−2m
NE
4.1. m=0 (−1) m!(n−2m)! (2x) ([n/2] denotes the inte-
ger part of n/2)
Pn m n! m
4.2. m=0 (−1) (m!)2 (n−m)! x
4.3. y1 = a0 sin z 3 and y2 = b0 cos z 3

ide
4.4. the series converges in a circle of radius 2 centred
on z = 1.
gu
2 2
4.5. (b) ex A e−v dv
R
√
4.6. (a) R = 2 (b) R = 7
ics
P∞ (−1)n
4.7. y1 (z) = a0 n=0 (n+1)(n!)2 z n
4.8. This is a proof.

ys
√ 0 q 1 0 q 2 1 q 2 −1
4.9. π Y0 − 3 Y1 − 3 Y1 − 15 Y2
Ph

4.13. (a) (1 − z)−a , (b) 1

ln(1 + x), (c) x−1 tan−1 x, (d)
T
x
x−1 sin−1 x
NE
4.14. (i) Yes (i) No (iii) No (iv) Yes
ide
gu
ics
ys
Ph

4.3.2 Solutions
T
NE
Solution: 4.1. Since x = 0 is an ordinary point of the
equation, put
∞
X
y(x) = am x m
m=0
substituting you get
∞
X
m=0
ide
[(m + 1)(m + 2)am+2 + 2(v − m)am ] xm = 0
Demanding that the coefficient of each power of x vanishes,

gu
we obtain the recurrence relation
2(v − m)
am+2 = − am
(m + 1)(m + 2)
ics
In nearly all physical applications, the parameter v takes in-

teger values. Therefore, if v = n, where n is a non-negative
ys
integer, we see that an+2 = an+4 = · · · = 0, and so one so-

lution of Hermite’s equation is a polynomial of order n. For
even n, it is conventional to choose a0 = (−1)n/2 n!/(n/2)!,
Ph
whereas for odd n one takes

1
a1 = (−1)(n−1)/2 2n!/ (n − 1) !
2

These choices allow a general solution to be written as
T
Hn (x) = (2x)n − n(n − 1)(2x)n−1
NE
n(n − 1)(n − 2)(n − 3)
+ (2x)n−4 − · · ·
2!
[n/2]
X n!
= (−1)m (2x)n−2m
m=0
m!(n − 2m)!
ide
where Hn (x) is called the nth Hermite polynomial and the
notation [n/2] denotes the integer part of n/2. We should
note that Hn (−x) = (−1)n Hn (x) .
gu
Solution: 4.2. Since the point x = 0 is a regular sin-
gularity, put
X∞
y(x) = am xm+σ
ics
m=0
Substitute this into the equation and divide through by
xσ−1 , we get
ys
∞
X
[(m + σ)(m + σ − 1) + (1 − x)(m + σ) + vx]am xm = 0
m=0
Ph
Setting x = 0, so that only the m = 0 term remains, we

obtain the indicial equation σ 2 = 0, which trivially has σ =
0 as its repeated root. Thus, Laguerre’s equation has only

one solution and it, in fact, reduces to a simple power series.
T
Substituting σ = 0 into above equation and demanding that
the coefficient of xm+1 vanishes, we obtain the recurrence
NE
relation
m−v
am+1 = am
(m + 1)2
In nearly all physical applications, the parameter v takes

ide
integer values. Therefore, if v = n, where n is a non-negative
integer, we see that an+1 = an+2 = · · · = 0 , and so our
solution to Laguerre’s equation is a polynomial of order n.
It is conventional to choose a0 = 1, so that the solution is
gu
polynomial
ics
Ln (x)
(−1)n n n2 n−1 n2 (n − 1)2 n−2

= x − x + x − · · · + (−1)n n!
n! 1! 2!
ys
n
X
=
m=0
Ph
Check that first few Laguerre’s polynomials are

L0 (x) = 1 L1 (x) = −x + 1 L2 (x) = x2 − 4x + 2 /2!

Solution: 4.3. Putting the equation in its standard
T
form shows that z = 0 is a singular point of the equation
but, as −2z/z and 9z 7 /z are finite as z → 0, it is a regular
NE
singular point. We therefore substitute a Frobenius type
solution,
∞
X
σ
y(z) = z an z n with a0 6= 0
n=0
We get
∞
X
ide
(n + σ)(n + σ − 1)an z n+σ−1
−2
∞
X
(n + σ)an z n+σ−1
n=0 n=0
∞
gu
X
+9 an z n+σ+5 = 0
n=0
ics
Equating the coefficient of z σ−1 to zero gives the indicial

equation as
ys
σ(σ − 1)a0 − 2σa0 = 0 ⇒ σ = 0, 3
These differ by an integer and may or may not yield two

Ph
independent solutions. The larger root, σ = 3, will give a

solution; the smaller one, σ = 0, may not.
(a) σ = 3

Equating the general coefficient of z m+2 to zero (with
T
σ = 3) gives
NE
(m + 3)(m + 2)am − 2(m + 3)am + 9am−6 = 0
So the recurrence relation is

9am−6
am = −
m(m + 3)
⇒ a6p =−
9 ide
6p(6p + 3)
a6p−6 = −
a6p−6
=
(−1)p a0
2p(2p + 1) (2p + 1)!
The solution is then
gu
∞
3
X (−1)n 6n
y1 (x) = a0 z z
n=0
(2n + 1)!
ics
∞
X (−1)n 3(2n+1)
= a0 z = a0 sin z 3
n=0
(2n + 1)!
ys
(b) σ = 0
Equating the general coefficient of z m−1 to zero (with

Ph
σ = 0) gives
m(m − 1)am − 2mam + 9am−6 = 0

Hence the recurrence relation is
T
9am−6
am = −
NE
m(m − 3)
9 a6p−6 (−1)p a0
⇒ a6p =− a6p−6 = − =
6p(6p − 3) 2p(2p − 1) (2p)!
So the solution
∞
(−1)n
y2 (x) = a0ideX
n=0
(2n)!
z 6n = a0 cos z 3
We see that σ = 0 does, in fact, produce a (different)

gu
series solution. This is because the recurrence relation re-
lates an to an+6 and does not involve an+3 the relevance here
of considering the subscripted index m + 3 is that 3 is the
ics
difference between the two indicial values.
We now calculate the Wronskian of the two solutions,

y1 = a0 sin z 3 and y2 = b0 cos z 3 :
ys
Ph
W (y1 , y2 ) = y1 y20 − y2 y10

= a0 sin z 3 −3b0 z 2 sin z 3 − b0 cos z 3 3a0 z 2 cos z 3

= −3a0 b0 z 2 6= 0

The fact that the Wronskian is non-zero shows that the
T
two solutions are linearly independent.
NE
We can also calculate the Wronskian from the original
equation in its standard form,
2
y 00 − y 0 + 9z 4 y = 0
z
as
Z
W = C exp −
ide
z
−2

du = C exp(2 ln z) = Cz 2
u
gu
This is in agreement with the Wronskian calculated from
the solutions, as it must be.
Solution: 4.4. (a) In standard form, Legendre’s equa-

ics
tion is
2z 0 `(` + 1)
y 00 − y + y=0
1 − z2 1 − z2
ys
This has a singularity at z = 1, but, since
−2z(z − 1) `(` + 1)(z − 1)2

→ 1 and → 0 as z → 1
1 − z2 1 − z2
Ph
both limits are finite, the point is a regular singular point.
We next change the origin to the point z = 1 by writing

u = z − 1 and y(z) = f (u). The transformed equation is
T
2(u + 1) 0 `(` + 1)
f 00 − f + y=0
NE
−u(u + 2) −u(u + 2)
or
−u(u + 2)f 00 − 2(u + 1)f 0 + `(` + 1)f = 0
The point u = 0 is a regular singular point of this equation
and so we set f (u) = uσ ∞ n
P
n=0 an u and obtain
∞
ide
X
−u(u + 2) (σ + n)(σ + n − 1)an uσ+n−2
gu
n=0
∞
X ∞
X
σ+n−1
−2(u + 1) (σ + n)an u + `(` + 1) an uσ+n = 0
n=0 n=0
ics
Equating to zero the coefficient of uσ−1 gives
−2σ(σ − 1)a0 − 2σa0 = 0 ⇒ σ2 = 0

ys
i.e. the indicial equation has a double root σ = 0
(b) To obtain the recurrence relation we set the coeffi-

Ph
cient of um equal to zero for general m :
− m(m − 1)am − 2(m + 1)mam+1 − 2mam

− 2(m + 1)am+1 + `(` + 1)am = 0

simplifying
T
2(m + 1)(m + 1)am+1 = `(` + 1) − m2 + m − 2m am

NE
`(` + 1) − m(m + 1)
⇒ am+1 = am
2(m + 1)2
From this it is clear that, if ` is a positive integer, then
a`+1 and all further an are zero and that the solution is a
polynomial (of degree `) .
ide
(c) The limit of the ratio of successive terms in the series
is given by
gu
an+1 un+1 u[`(` + 1) − m(m + 1)] |u|
= → as m → ∞
an un 2(m + 1)2 2
For convergence this limit needs to be < 1, i.e. |u| < 2.

ics
Thus the series converges in a circle of radius 2 centred on

u = 0, i.e. on z = 1. The value 2 is to be expected, as
it is the distance from z = 1 of the next nearest (actually
ys
the only other) singularity of the equation (at z = −1) ,

excluding z = 1 itself.
Ph
Solution: 4.5. (a) The origin is an ordinary point of

the equation and so power series solutions will be possible.

P∞ n
Substituting y(z) = n=0 an z gives
T
∞
X ∞
X ∞
X
n−2 n
n(n − 1)an z −2 nan z − 2 an z n = 0
NE
n=0 n=0 n=0
Equating to zero the coefficient of z m−2 yields the recurrence

relation
2m − 2 2
am = am−2 = am−2
m(m − 1) m
ide
The solution with a0 = 1 and a1 = 0 is therefore
2z 2 22 z 4 2n z 2n
y1 (z) = 1 + + + ··· + n + ···
2 (2)(4) 2 n!
gu
∞
X z 2n
= = exp z 2
n=0
n!
Putting this result into the original equation, we get

ics
4z 2 + 2 exp z 2 − 2z2z exp z 2 − 2 exp z 2 = 0

ys
shows directly that it is a valid solution.
The solution with a0 = 0 and a1 = 1 takes the form

Ph
2z 3 22 z 5 2n 2n n!z 2n+1
y2 (z) = z + + + ··· + + ···
3 (3)(5) (2n + 1)!
∞
X n!(2z)2n+1
=
n=0
2(2n + 1)!

(b) We now set y2 (z) = u(z)y1 (z) and substitute it into
T
the original equation. As they must, the terms in which u
is undifferentiated cancel and leave
NE
u00 exp z 2 + 2u0 2z exp z 2 − 2zu0 exp z 2 = 0

we get
u00
ide Z x
0 −z 2 2
= −2z ⇒ u = Ae ⇒ u(x) = A e−v dv
u0
gu
Hence, setting the two derived forms for a second solu-
tion equal to each other, we have
ics
∞ x
n!(2x)2n+1
Z
x2 2
X
= y2 (x) = y1 (x)u(x) = e A e−v dv
ys
n=0
2(2n + 1)!
Ph
For arbitrary small x, only the n = 0 term in the series is

significant and takes the value 2x/2 = x, whilst the integral
Rx
is A 1dv = Ax. Thus A = 1 and the following equality
holds for all x.

T
x ∞
n!(2x)2n+1
Z
−v 2 −x2
X
e dv = e
0 2(2n + 1)!
NE
n=0
Solution: 4.6. The two roots of z 2 + az + b = 0 give

the singular points, z1 and z2 , of the equation. The radius
of convergence R of the series solution about the origin is
equal to the smaller of their two moduli.
ide
If 4b > a2 then the roots are necessarily complex conju-
gates and
gu
2 √ !2
−a 4b − a2
R2 = |z1 |2 = |z2 |2 = + =b
2 2
ics
√
⇒ R= b
This is case (b), for which therefore R2 = b = 7

ys
If a2 > 4b the roots are real and the smaller of their two
magnitudes gives the value of R. In case (a) the roots are
Ph
1
√
2 (−5 ± 25 − 24) = −2 or −3, implying that R = 2
Solution: 4.7. With the equation in its original form,

it is clear that, since z 2 /z 3 → ∞ as z → 0, the origin is

an irregular singular point. However, if we set 1/z = ξ and
T
y(z) = Y (ξ), with
NE
dξ 1 d d
= − 2 = −ξ 2 ⇒ = −ξ 2
dz z dz dξ
then
d 2 2 dY
−ξ −ξ + ξ 3Y = 0
dξ dξ
2
2d Y dY
ξ ide
dξ 2
+ 2ξ
2
dξ
+ ξY = 0
1
Y 00 + Y 0 + Y = 0
ξ ξ
By inspection, ξ = 0 is a regular singular point of this equa-
gu
tion, and its indicial equation is
σ(σ − 1) + 2σ = 0 ⇒ σ = 0, −1
ics
We start with the larger root, σ = 0, as this is ’guaranteed’

to give a valid series solution and assume a solution of the
form Y (ξ) = ∞ n
P
n=0 an ξ , leading to
ys
∞
X ∞
X ∞
X
n−1 n−1
n(n − 1)an ξ +2 nan ξ + an ξ n = 0
n=0 n=0 n=0
Ph
Equating to zero the coefficient of ξ m−1 gives the recurrence

relation
−am−1 (−1)m
am = ⇒ am = a0
m(m + 1) (m + 1)(m!)2
and the series solution in inverse powers of z,
T
∞
X (−1)n
y1 (z) = a0
NE
n=0
(n + 1)(n!)2 z n
To find the second solution we set y2 (z) = f (z)y1 (z). As

usual all terms with f undifferentiated vanish when this is
substituted in the original equation. What is left is
ide
0 = f 00 (z)y1 (z) + 2f 0 (z)y10 (z)
Hence
f 00 2y10
=−
gu
f0 y1
This equation, although it contains a second derivative, is in
fact only a first-order equation (for f 0 ). It can be integrated
ics
directly to give
ln f 0 = −2 ln y1 + c
This equation can be written as
ys
−2
df A A 1 1
= 2 = 1− + − ···
dz y1 (z) a20 2 × 12 z 3 × 22 z 2
Ph

A 1 1
= 2 1+ +O 2
a0 z z
where A = ec

Hence, on integrating a second time, we get
T

A 1
f (z) = 2 z + ln z + O
NE
a0 z
this implies

A 1 1 1
y2 (z) = 2 z + ln z + O a0 1 − + − ···
a0 z 2z 12z 2

1
= c z + ln z − + O
2
ide
ln z
z
This is the asymptotic form of the second solution.

gu
Solution: 4.8. We first note that, since every term is
the square of a modulus, factors of the form exp(±miφ)
never appear in the sums. For each value of ` , let us denote
ics
the sum by S` . For ` = 0 and ` = 1, we have

ys
0
X 1
S0 = |Y0m (θ, φ)|2 =
m=0
4π
Ph
1
X 3 3 3
S1 = |Y1m (θ, φ)|2 = cos2 θ + 2 sin2 θ =
m=−1
4π 8π 4π
For ` = 2, the summation is more complicated but doable

T
2
X
S2 = |Y2m (θ, φ)|2
NE
m=−2
5 2 15 15
= 3 cos2 θ − 1 + 2 sin2 θ cos2 θ + 2 sin4 θ
16π 8π 32π
5
9 cos4 θ − 6 cos2 θ + 1 + 12 sin2 θ cos2 θ + 3 sin4 θ

=
16π
=
5
16π
2
ide
6 cos4 θ − 6 cos2 θ + 1 + 6 sin2 θ cos2 θ
2
2 i
+3 cos θ + sin θ
5
gu
6 cos2 θ − sin2 θ + 1 + 6 sin2 θ cos2 θ + 3

=
16π
5
=
4π
ics
All three sums are independent of θ and φ, and are given by

the general formula (2` + 1)/4π. It will, no doubt, be noted
that 2` + 1 is the number of terms in S` i.e. the number of
ys
m values, and that 4π is the total solid angle subtended at

the origin by all space.
Ph
Solution: 4.9. Since every spherical harmonic can only

contain φ as a multiplicative factor of the form e±imφ , we
must decompose the given expression into a sum of terms
containing such factors. Further, as the spherical harmonics

are expressed in term of θ, ( rather than of θ/2) we also
T
express the given function in these terms.
NE

θ θ θ
f (θ, φ) = sin θ sin2 cos φ + i cos2 sin φ + sin2
2 2 2

1 i 1
= sin θ (1 − cos θ) cos φ + (1 + cos θ) sin φ + (1 − cos θ)
2 2 2
1 1
= (1 − cos θ) + (1 − cos θ) sin θ eiφ + e−iφ

2
1
4ide
+ (1 + cos θ) sin θ eiφ − e−iφ

4
gu
1 1 1 1
f (θ, φ) = − cos θ + sin θeiφ − cos θ sin θe−iφ
2 2 2 2
1√
r r r
1 4π 1 8π 1 8π −1
4πY00 − Y10 − Y11 −
ics
= Y
2 2 3 2 3 2 !15 2
r r r
√ 1 0 2 1 2 −1
= π Y00 − Y1 − Y1 − Y
3 3 15 2
ys
R1
Solution: 4.10. Denote 0 Pn (x)dx by an . From the
Ph
generating function for the Legendre polynomials, we have

∞
1 X
= Pn (x)hn
(1 − 2xh + h2 )1/2 n=0

Integrate with respect to x
T
Z 1 ∞ Z 1
dx X
= Pn (x)dx hn
NE
0 (1 − 2xh + h2 )1/2 n=0 0
" 1/2 #1 ∞
− 1 − 2xh + h2 X
= an hn
h n=0
0
∞
1 h
2 1/2
i X
an hn

1+h −1+h =
h
1/2
ide n=0
Now expanding 1 + h2 using the binomial theorem yields

∞ ∞
" #
gu
X 1 X
an hn = 1+ 1/2Cm h2m − 1 + h
n=0
h m=1
∞
X
1/2Cm h2m−1
ics
=1+
m=1
Comparison of the coefficients of hn on the two sides of the

equation shows that all a2r are zero except for a0 = 1. For
ys
n = 2r + 1 we need 2m − 1 = n = 2r + 1 i.e. m = r + 1, and

the value of a2r+1 is 1/2 Cr+1 . Now, the binomial coefficient
Ph

1/2
Cm can be written as
T
1 1 1 1

1/2 2 2 −1
− 2 ·2· · 2 − m + 1
Cm =
NE
m!
1(1 − 2)(1 − 4) · · · (1 − 2m + 2)
=
2m m!
(1)(1)(3) · · · (2m − 3)
= (−1)m−1
2m m!
(2m − 2)!
= (−1)m−1 2m−1
ide
2
= (−1)m−1 2m−1
m!(m − 1)!
(2m − 2)!
2 m!(m − 1)!
gu
Thus, setting m = r + 1 gives the value of the integral
a2r+1 as
ics
(2r)!
a2r+1 =1/2 Cr+1 = (−1)r
22r+1 (r + 1)!r!
ys
Solution: 4.11. We need to evaluate

Z 1
In = Pn (z)Pn (z)dz
Ph
−1

We start with the generating function and apply the steps
T
∞
2 −1/2
X
Pn (z)hn

1 − 2zh + h =
NE
n=0
∞ X∞
1 X
= Pn (z)Pm (z)hm+n
1 − 2zh + h2 n=0 m=0
Z 1 ∞ X ∞ Z ∞
dz X
2
= Pn (z)Pm (z)dzhm+n
−1 1 − 2zh + h
−
1
2h
1
ln 1 − 2zh + h2 −1 =
ide n=0 m=0
X∞ X ∞
−1
Im δmn hm+n
n=0 m=0
using the orthogonality property. Thus

gu
∞
X
2m 1 (1 − h)2
Im h = − ln
m=0
2h (1 + h)2
ics
1 1+h
= ln
h 1−h
∞ ∞
!
n n+1 n+1
1 X (−1) h X (−1)h
= −
ys
h n=0 n + 1 n=0
n+1
∞
X 2hn
=
n+1
Ph
n even
Hence, from equating the coefficients of h2m (i.e. setting

n = 2m), we have
2
Im =
2m + 1
Solution: 4.12. With y(x) = x1/2 f (x)
T
f f f0
y0 = + x 1/2 0
f and y 00
= − + + x1/2 f 00
NE
2x 1/2 4x3/2 x 1/2
and the equation becomes
f f0
− 3/2 + 1/2 + x1/2 f 00 + λx3/2 f = 0
4x x
2 00
ide
0

x f + xf + λx − 3 1
4

f =0
Now, guided by the known form of Bessel’s equation,

gu
change the independent variable to u = x3/2 with f (x) =
g(u) and
ics
du 3 1/2 d 3 d
= x ⇒ = u1/3
dx 2 dx 2 du
ys
Which gives
Ph

T

3 d 3 dg 3 dg 1
u4/3 u1/3 u1/3 + u2/3 u1/3 + λu2 − g =0
2 du 2 du 2 du 4
NE
2

3 5/3 3 1/3 d g 1 −2/3 dg 3 dg 1
u u + u + u + λu2 − g =0
2 2 du2 2 du 2 du 4
9 2 d2 g 9 dg

1
u 2
+ u + λu2 − g =0
4 du 4 du 4
2

d g dg 4 2 1
ide
u2 2 + u +
du du 9
λu −
9
g =0
This is close to Bessel’s equation but still needs a scaling

√
of the variables. So, set 23 λu ≡ µu = v and g(u) = h(v),
gu
obtaining
v 2 2 d2 h v dh

2 1
µ + µ + v − h=0
µ2 dv 2 µ dv
ics
9
This is Bessel’s equation and has a general solution
h(v) = c1 J1/3 (v) + c2 J−1/3 (v)
√ ! √ !
ys
2 λ 2 λ
⇒ g(u) = c1 J1/3 u + c2 J−1/3 u
3 3
√ √
Ph
! !
2 λ 3/2 2 λ 3/2
⇒f (x) = c1 J1/3 x + c2 J−1/3 x
3 3
For a solution that is finite at x = 0, only the Bessel function
with a positive subscript can be accepted. Therefore the

required solution is
T
√ !
2 λ 3/2
y(x) = c1 x1/2 J1/3
NE
x
3
Solution: 4.13.
(a) F (a, b, b; z). In each term the equal factors arising

ide
from the second and third parameters cancel, as one is in
the numerator and the other in the denominator. Thus
a(a + 1) 2 a(a + 1)(a + 2) 3
F (a, b, b; z) = 1 + az + z + z + ···
gu
2! 3!
= (1 − z)−a
ics
(b) F (1, 1, 2; −x). The n + 1 th term is
(n!)(n!) (−1)n xn
(−x)n =
(n + 1)!(n!) n+1
ys
So the series becomes

∞
(−1)n xn x x2 x3 1
Ph
X
=1− + − + · · · = ln(1 + x)
n=0
n+1 2 3 4 x

1 3 2

(c) F 2 , 1, 2 ; −x . Directly from the series:
T
1

1 3 (1)
, 1, ; −x2 = 1 + 2 3 −x2

F
NE
2 2 1! 2
1 3

2 2 (1)(2) 2 2

+ −x + ···
2! 32 52

x2 x4 x6
=1− + − + ···
3 5 7
ide
The coefficients are those of tan−1 x, though the powers of x
are all too small by one. Thus F 21 , 1, 32 ; −x2 = x−1 tan−1 x

1 1 3 2

(d) F 2, 2, 2; x . Again, directly from the series:
gu
1 2 1 2 3 2

1 1 3 2 2
2
2 2 2
x2

F , , ;x =1+ x + + ···
2 2 2 1! 32 2! 32 25
ics
1 3 15 6
= 1 + x2 + 5x4 + x + ···
6 40 336
From the larger standard tables of Maclaurin series it can
ys
be seen that, although the successive coefficients are those

of sin−1 x, the powers of x are all too small by one. Thus
F 21 , 12 ; −x2 = x−1 sin−1 x

Ph
Solution: 4.14. When changing x to µx the second

derivative of y is multiplied by µ−2 and the factor x2 by µ2
. Thus

(i) The equation becomes (−1)−2 y 00 − 14 (−1)2 x2 + a y =

T
0, i.e is unaltered. Thus y(a, −x) is also a solution.
NE
(ii) The equation becomes y 00 − 41 x2 − a y = 0, i.e is a

different equation. Thus y(−a, x) is not a solution.
(iii) The equation becomes i−2 y 00 − 41 i2 x2 + a y =

0. This is the same equation as in part (ii). Thus y(a, ix) is

not a solution. ide
(iv) The equation becomes i−2 y 00 − 14 i2 x2 − a y =

0, i.e is unaltered. Thus y(−a, ix) is a second solution.

gu
5 More Exercises
ics
5.1. Find the equation of the tangent line to the curve

x3 − 3y 3 + xy + 21 = 0 at the point (1, 2).
ys
5.2. For the curve xey + yex = 0 find the equation of the
tangent line at the origin.
Ph
5.3. If yexy = sin x find dy/dx and d2 y/dx2 at (0, 0).

5.4. If xy 3 −yx3 = 6 is the equation of a curve, find the slope

and the equation of the tangent line at the point (1, 2).
T
5.5. Evaluate
d10

NE
(xex )
dx10
5.6. If w = x + y with x3 + xy + y 3 = s and x2 y + xy 2 = t,
find ∂w/∂s, ∂w/∂t
ide
5.7. Express each of the following polynomials as linear
combinations of Legendre polynomials.
(a) 3x2 + x − 1
(b) x5
gu
∂ 2u 1 ∂ 2u
5.8. If u = f (x − ct) + g(x + ct), show that = 2 2
∂x2 c ∂t
5.9. Find the shortest distance from the origin to the sur-
ics
face z = xy + 5.
5.10. Show that the functions x2 and sin x are orthogonal

ys
on (−1, 1)
5.11. An aquarium with rectangular sides and bottom (and
Ph
no top) is to hold 5 gal. Find its proportions of length, width

and height, so that it will use the least amount of material.

5.12. Solve the differential equation
T
dy 3y
= 2/3
NE
dx 3y − x
5.13. Solve the differential equation yy 02 + 2xy 0 − y = 0 by

changing from variables y, x, to r, x, where y 2 = r2 − x2 ;
then yy 0 = rr0 − x
ide
5.1 Ans Keys
gu
5.1. x − 7y + 13 = 0 8 4 3
(b) P5 + P3 + P1
63 9 7
5.2. x + y = 0
5.8.
ics
5.3. 1, 0
5.9. 3
5.4. 2x + 11y − 24 = 0
5.10.
5.5. xex + 10ex
ys
5.11. l = w = 2h
5.6. ∂w/∂s = w/ 3w3 − xy ,
2/3 −1/3
∂w/∂t = (3w−1)/ 3w3 − xy 5.12. x = y + Cy

Ph
5.7. (a) 2P2 + P1 5.13. y 2 = C(C ± 2x)

05-Differential Equation and Special Function Notes

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05-Differential Equation and Special Function Notes

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T

He has been teaching CSIR NET aspirants since 2012

2 ODE of First Order 7

2.1 First-degree first-order equations . . . . . . 7

2.3 Exact Equation: . . . . . . . . . . . . . . . . 9

2.5 Linear Equation . . . . . . . . . . . . . . . . 12

2.6 Homogenous Equation . . . . . . . . . . . . 13

2.7 Bernoulli’s equation . . . . . . . . . . . . . . 14

2.8 First order Higher Degree equations . . . . . 16

2.9.1 Ans Keys . . . . . . . . . . . . . . . 25

jahir@physicsguide.in 2 physicsguide CSIR NET, GATE

3.1 Linear equations with constant coefficients . 48

3.2 Variable coefficients and other forms . . . . 57

Variable coefficient of order 2 . . . .

3.2.4 Independent variable x missing. . . . 62

3.2.5 Variation of parameters . . . . . . . 63

3.2.6 Wronskian: Linear independence of

functions and Second solution . . . . 68

3.3.1 Ans Keys . . . . . . . . . . . . . . . 75

jahir@physicsguide.in 3 physicsguide CSIR NET, GATE

4 Series solution and special function 92

4.1.2 Series solution about an ordinary point 94

4.1.3 Series Solution about a regular singu-

4.2 Special equations and functions . . . . . . . 108

4.2.2 Associate Legendre equation and Poly-

4.2.3 Spherical Harmonics . . . . . . . . . 115

4.2.4 Bessel equation and functions . . . . 117

4.2.5 Spherical Bessel functions . . . . . . 131

4.2.6 Hermite equation and function . . . . 134

4.3 Exercises . . . . . . . . . . . . . . . . . . . . 136

jahir@physicsguide.in 4 physicsguide CSIR NET, GATE

4.3.1 Ans keys . . . . . . . . . . . . . . . . 142

5.1 Ans Keys . . . . . . . . . . . . . . . . . . . 170

jahir@physicsguide.in 5 physicsguide CSIR NET, GATE

Order: The order of an ODE is simply the order of the

Degree: The degree of an ODE is the power to which

is of third order and second degree, since it contains the

Boundary Condition : The general solution to an

jahir@physicsguide.in 6 physicsguide CSIR NET, GATE

be determined by the boundary conditions. For example,

2 ODE of First Order

First-degree first-order ODEs contain only dy/dx equated

to some function of x and y, and can be written in either of

jahir@physicsguide.in 7 physicsguide CSIR NET, GATE

2.2 Separable-variable equations

where c and hence A is an arbitrary constant.

jahir@physicsguide.in 8 physicsguide CSIR NET, GATE

2.3 Exact Equation:

A(x, y)dx + B(x, y)dy = 0

Solution: Write the equation as (3x + y)dx + xdy = 0

i.e. A(x, y) = 3x + y and B(x, y) = x. since ∂A/∂y =

1 = ∂B/∂x, the equation is exact.

jahir@physicsguide.in 9 physicsguide CSIR NET, GATE

Differentiate U (x, y) with respect to y and equate it to

Equations which are written like the following form are

called inexact equation.

jahir@physicsguide.in 10 physicsguide CSIR NET, GATE

Now we see A(x, y) = 4x + 3y 2 and B(x, y) = 2xy

. Hence the integrating factor

Now multiply the equation by µ(x) = x2 we get

jahir@physicsguide.in 11 physicsguide CSIR NET, GATE

2.5 Linear Equation

We multiply the equation by an integrating factor µ(x) =

Solution: The integrating factor is