Chapter 4 Series Solutions

Chia-Hsiang Lin

Intelligent Hyperspectral Computing Laboratory

Department of Electrical Engineering
National Cheng Kung University

Web: https://sites.google.com/view/chiahsianglin/home
 Ch. 4 Series
Solutions
Enjoy Math...(round 7)
C.-H. Lin

Power Series
Solutions

Frobenius
Solutions

Prisoner’s dilemma (game theory)?

 Ch. 4 Series
Solutions

C.-H. Lin
So far the IVP we solved has the solution in closed form (i.e., a finite
Power Series
Solutions
algebraic combination of elementary functions).
Frobenius
Solutions Example 4.1
1
y ′ + 2xy =
1−x
2
R
Integrating factor: e 2xdx = ex
2 Rx 2
eξ 2
⇒ y(x) = e−x 0 1−ξ dξ + ce−x

While this solution has no closed form expression, we can try

▶ Numerical approximation.
▶ Express the solution in series expression.

The second option is extremely useful when solving linear ODEs with
variable coefficients. It gives solutions in the form of power series. These
series can be used for computing values, graphing curves, providing
formulas, and exploring properties of solutions.
 Ch. 4 Series
Solutions
4.1 Power Series Solutions
C.-H. Lin

Power Series
Solutions From calculus, a power series is an infinite series of the form
Frobenius
Solutions ∞
X
an (x − x0 )n .
n=0

Here x is a variable; a0 , a1 , · · · are constants, call the coefficients of the

series; x0 is a constant, called the center of the series.

If a function f (x) has a power series representation in some interval

(x0 − h, x0 + h), we say it is analytic at x0 .

The coefficients an ’s can usually obtained by Taylor coefficients given by

1 (n)
an = f (x0 ).
n!

P∞ (−1)n 2n+1
Example: (1) sin(x) = n=0 (2n+1)! x at 0; (2)
1
P ∞ n
1−x = 0 x , |x| < 1.
 Ch. 4 Series
Solutions
Power Series Solutions (cont’d)
C.-H. Lin

Power Series
Solutions

Frobenius
Solutions
For an IVP with variable coefficients, if the coefficients are analytic, we
are able to express its solution in power series.
Theorem 4.1
1. (First-order IVP) If p and q are analytic at x0 , then the problem

y ′ + p(x)y = q(x); y(x0 ) = y0

has a unique solution that is analytic at x0 .

2. (Second-order IVP) If p, q, and f are analytic at x0 , then the problem

y ′′ + p(x)y ′ + q(x)y = f (x); y(x0 ) = A, y ′ (x0 ) = B

has a unique solution that is analytic at x0 .

 Ch. 4 Series
Solutions
Example 4.1
C.-H. Lin

Power Series
Solutions 1
y ′ + 2xy =
Frobenius
Solutions 1−x

Solution
P∞ P∞
Try a series solution y = n=0 an xn and y ′ = n=1 nan xn−1
Substituting the series into the differential equation yields
∞ ∞ ∞
X X 1 |x|<1 X n
nan xn−1 + 2an xn+1 = = x .
n=1 n=0
1−x n=0

Rewrite the series so that they all contain xn by change of variables in

the summation index.
∞
X ∞
X
nan xn−1 = a1 + 2a2 x + 3a3 x2 + · · · = (n + 1)an+1 xn
n=1 n=0
X∞ ∞
X
2an xn+1 = 2an−1 xn
n=0 n=1
 Ch. 4 Series
Solutions
Example 4.1 (cont’d)
C.-H. Lin

Power Series
Solutions

Frobenius
Solutions

∞
X ∞
X ∞
X
(n + 1)an+1 xn + 2an−1 xn − xn = 0
n=0 n=1 n=0
∞
X
(n + 1)an+1 + 2an−1 − 1 xn = 0


⇒a1 − 1 +
n=1
(
a1 − 1 = 0
⇒
(n + 1)an+1 + 2an−1 − 1 = 0 for n = 1, 2, 3, · · ·
(
a1 = 1
⇒ 1
an+1 = n+1 (1 − 2an−1 ) for n = 1, 2, 3, · · ·

The recurrence relation for an+1 allows us to compute as many terms as

we want.
 Ch. 4 Series
Solutions
4.2 Frobenius Solutions
C.-H. Lin

Power Series
Solutions
Sometime there is no power series solution. When this might happen and
Frobenius
how we deal with it?
Solutions

Consider the second-order differential equation

P (x)y ′′ + Q(x)y ′ + R(x)y = F (x). (1)

If P (x) ̸= 0, we have the (normalized) standard form

y ′′ + p(x)y ′ + q(x)y = f (x) (2)

If P (x0 ) = 0, we call x0 a singular point of the differential equation.

Example: Bessel equation of order n

x2 y ′′ + xy ′ + (x2 − n2 )y = 0 → singular point x = 0

Legendre equation

(1 − x2 )y ′′ − 2xy ′ + n(n + 1)y = 0 → singular point x = ±1

 Ch. 4 Series
Solutions
Differential Equations with Singular Points
C.-H. Lin

Power Series
Solutions

Frobenius
Solutions
Some important features of the solutions of the differential equations are
largely determined by the behavior near their singular points.

Intuition: a differential equation with a singular

P∞ point at x0 will not have
a power series solution of the form y = n=0 an (x − x0 )n , so the
straightforward method of the previous section fails in this case.

A closer look: the form that the solution of such equation might take
If x = x0 is an ordinary point (as opposed to a singular point), both
p(x) = Q(x) R(x)
P (x) and q(x) = P (x) are analytic at x = x0 ⇒ they both have a
power series expansion around x0 .
In fact, each of p(x) and q(x) is either analytic or approach ±∞ as
x → x0 .
Consequently, x = x0 being a singular point implies either p(x) or q(x)
(or both) approach ±∞ as x → x0 .
 Ch. 4 Series
Solutions
Types of Singular Points
C.-H. Lin

Power Series
Solutions

Frobenius
Suppose x0 is a singular point. Let A(x) = (x − x0 ) Q(x)
P (x) ,
Solutions R(x)
B(x) = (x − x0 )2 P (x)
▶ regular: if A(x) and B(x) are analytical at x0 .
▶ irregular: if either (or both) of A(x) or B(x) is not analytic.

Example 4.3
x3 (x − 2)2 y ′′ + 5(x + 2)(x − 2)y ′ + 3x2 y = 0 has singular points at 0 and
2.  
Q(x) 5x(x + 2)(x − 2) 5 x+2
(x − 0) = = 2
P (x) x3 (x − 2)2 x x−2
is not analytic (or even defined) at 0, so 0 is an irregular singular point.

Q(x) 5(x + 2) R(x) 3

(x − 2) = or (x − 2)2 =
P (x) x3 P (x) x

are both analytic at 2, so 2 is a regular singular point.

 Ch. 4 Series
Solutions
The Method of Frobenius
C.-H. Lin

Power Series
Solutions We need a new approach to solve a second-order linear differential
Frobenius equation near a regular singular point x = 0 (a singular point is easily
Solutions
transform by the substitution t = x − c into one having the corresponding
singular point at 0).

Example: x2 y ′′ + p0 xy ′ + q0 y = 0 where p0 and q0 are constants.

We can see that the simplest power function y(x) = xr is a solution if
and only if r is a root of the quadratic equation

r(r − 1) + p0 r + q0 = 0.

When the coefficients p(x) and q(x) are polynomials rather than
constants, it is reasonable to conjecture that the differential equation
might have a solution of the form
∞
X ∞
X
y(x) = xr cn x n = cn xn+r
n=0 n=0

with c0 ̸= 0.
 Ch. 4 Series
Solutions
Example 4.4
C.-H. Lin

Power Series Consider x2 y ′′ + 5xy ′ + (x + 4)y = 0.

Solutions

Frobenius
Solutions Solution
x = 0 is a (regular) singular point. Substitute y = ∞ n+r
P
n=0 cn x to obtain
∞
X ∞
X
(n + r)(n + r − 1)cn xn+r + 5(n + r)cn xn+r
n=0 n=0
∞
X ∞
X
+ cn xn+r+1 + 4cn xn+r = 0
n=0 n=0

Shifting the indices in the third summation yields

∞
X ∞
X
(n + r)(n + r − 1)cn xn+r + 5(n + r)cn xn+r
n=0 n=0
∞
X ∞
X
+ cn−1 xn+r + 4cn xn+r = 0
n=1 n=0

⇒[r(r − 1) + 5r + 4]c0 xr
∞
X
+ [(n + r)(n + r − 1)cn + 5(n + r)cn + cn−1 + 4cn ]xn+r = 0
n=1
 Ch. 4 Series
Solutions
Example 4.4 (cont’d)
C.-H. Lin

Power Series Since c0 ̸= 0, r(r − 1) + 5r + 4 = 0, which is called the indicial equation

Solutions
with the repeated roots r = −2. The indicial equation allows us to solve
Frobenius
Solutions for r.

By setting the coefficient of xn+r to zero, we have

[(n + r)(n + r − 1)cn + 5(n + r)cn + cn−1 + 4cn = 0
r=−2
⇒ (n − 2)(n − 3)cn + 5(n − 2)cn + cn−1 + 4cn = 0
1
⇒cn = − cn−1 for n = 1, 2, · · ·
(n − 2)(n − 3) + 5(n − 2) + 4
1
⇒cn = − 2 cn−1 for n = 1, 2, · · ·
n
Solve for some coefficients:
1 1
c1 = −c0 , c2 = − c1 = c0
4 4
1 1
c3 = − c2 = − c0
9 (2 · 3)2
1 1
c4 = − c3 = c0
4 (2 · 3 · 4)2
 Ch. 4 Series
Solutions
Example 4.4 (cont’d)
C.-H. Lin

Power Series
Solutions

Frobenius
Solutions
1
In general, cn = (−1)n (n!) 2 c0 for n = 1, 2, · · · .

The Frobenius solutions

∞
X 1 n−2
y(x) = c0 (−1)n x for x ̸= 0 Q.E.D.
n=0
(n!)2

Recall Theorem 2.4: every solution of a homogeneous second-order

differential equation is a combination of two linearly independent
solutions. Since an equation with a regular singular point may have only
one Frobenius solution about that point, how to find the second linearly
independent solution?
 Ch. 4 Series
Solutions
Frobenius Theorem
C.-H. Lin

Power Series
Solutions Theorem 4.2
Frobenius
Solutions Suppose the indicial equation has real roots r1 and r2 with r1 ≥ r2 .

(1) If r1 − r2 ̸= 0 and r1 − r2 ̸= N ∈ N, then there are two linearly independent

Frobenius solutions
∞
X
y1 (x) = |x − x0 |r1 cn (x − x0 )n , c0 ̸= 0
n=0
X∞
y2 (x) = |x − x0 |r2 dn (x − x0 )n , d0 ̸= 0
n=0

(2) If r1 − r2 = 0, then there are two linearly independent Frobenius solutions

∞
X
y1 (x) = |x − x0 |r1 cn (x − x0 )n , c0 ̸= 0
n=0
X∞
y2 (x) = |x − x0 |r1 dn (x − x0 )n + y1 (x) ln |x − x0 |, d0 ̸= 0
n=1
 Ch. 4 Series
Solutions
Frobenius Theorem (contd’)
C.-H. Lin

Power Series
Solutions

Frobenius
Solutions

Theorem 4.2
(3) If r1 − r2 = N ∈ N, then there are two linearly independent Frobenius
solutions
∞
X
y1 (x) = |x − x0 |r1 cn (x − x0 )n , c0 ̸= 0
n=0
X∞
y2 (x) = |x − x0 |r2 dn (x − x0 )n + ky1 (x) ln |x − x0 |, d0 ̸= 0
n=0
 Ch. 4 Series
Solutions
Example 4.8: r1 − r2 = N ∈ N
C.-H. Lin

Power Series Solve xy ′′ − y = 0

Solutions

Frobenius Solution
Solutions
x = 0: regular singular point.
P∞
Substitute y = n=0 cn xn+r to obtain
∞
X ∞
X
cn (n + r)(n + r − 1)xn+r−1 − cn xn+r = 0
n=0 n=0
X∞ X∞
⇒ cn (n + r)(n + r − 1)xn+r−1 − cn−1 xn+r−1 = 0
n=0 n=1
∞
X
⇒(r2 − r)c0 xr−1 + [(n + r)(n + r − 1)cn − cn−1 ]xn+r−1 = 0
n=1

From the indicial equation r2 − r = 0, two roots r1 = 1 and r2 = 0.

Hence r1 − r2 = 1 is a positive integer. The general recurrence relation
for r = 1 is
1 1
cn = cn−1 = c0 , n = 1, 2, · · ·
n(n + 1) n!(n + 1)!
 Ch. 4 Series
Solutions
Example 4.8 (cont’d)
C.-H. Lin

Power Series
Solutions

Frobenius
We have the first Frobenius solution for r1 = 1
Solutions
∞
X 1
y1 (x) = c0 xn+1
n=0
n!(n + 1)!

For r2 = 0, the general recurrence relation is

n(n − 1)cn − cn−1 = 0, n = 1, 2, · · · .

Notice that if n = 1, c0 = 0, resulting in no second solution obtained as a

Frobenius series. For convenience, let c0 = 1.
According to (3) in Theorem 4.2, the second solution is of the form
∞
X
y2 (x) = ky1 ln(x) + dn xn .
n=0

Substituting this into the DE yields

 Ch. 4 Series
Solutions
Example 4.8 (cont’d)
C.-H. Lin

Power Series
Solutions

Frobenius
∞
Solutions 1 1 X
x ky1′′ ln(x) + 2ky1′ − ky1 2 + n(n − 1)dn xn−2
 
x x n=2
∞
X
− ky1 ln(x) − dn xn = 0
n=0

In the above equation, k ln(x)[xy1′′ − y1 ] = 0 since y1 is a solution.

Substituting y1 into the remaining equation yields (c0 = 1)
∞ ∞ ∞ ∞
X 1 X 1 X X
2k 2
xn − k xn + dn n(n − 1)xn−1 − dn xn = 0
n=0
(n!) n=0
n!(n + 1)! n=2 n=0
∞ ∞ ∞ ∞
X 1 X 1 X X
⇒2k 2
xn − k xn + dn+1 n(n + 1)xn − dn xn = 0
n=0
(n!) n=0
n!(n + 1)! n=1 n=0
∞ h
X 2k k i
⇒(2k − k − d0 ) + − + n(n + 1)dn+1 − dn xn = 0.
n=1
(n!)2 n!(n + 1)!

1
 (2n+1)k 
This implies d0 = k and dn+1 = n(n+1) dn − n!(n+1)! for n = 1, 2, · · · .
 Ch. 4 Series
Solutions
Enjoy Math...(round 8)
C.-H. Lin

Power Series
Solutions

Frobenius
Solutions

P∞ P∞
If i=1Pai is finite, but i=1 |ai | = ∞, then {ai }∞
i=1 can be rearranged
∞
so that i=1 ai converges to any prespecified number.

For example, considering the prespecified number π, there exists {bi }∞

i=1
that is “one-to-one” associated with {ai }∞
i=1 , such that

∞
X
bi = π.
i=1