UNIT 1

Series Solutions of Linear

Differential Equations
Contents
 The Sturm –Liouville Problem
 Orthogonality of Eigen Functions
 Bessel’s and legendre’s equations
 Power Series Solutions
 Method of Frobenius
Ordinary and singular point

 Suppose the linear DE 𝑎2 𝑥 𝑦 ″ + 𝑎1 𝑥 𝑦 ′ + 𝑎0 𝑥 𝑦 = 0 (1)

is put into 𝑦 ″ + 𝑃(𝑥)𝑦 ′ + 𝑄(𝑥)𝑦 = 0
(2)

where 𝑃(𝑥) = 𝑎1(𝑥)/𝑎2(𝑥), 𝑄(𝑥) = 𝑎0(𝑥)/𝑎2(𝑥)

DEFINITION

A point x0 is said to be an ordinary point of (1) if both

P and Q in (2) are finite at x0. A point that is not an
ordinary point is said to be a singular point.
 Regular Singular point –
If (𝑥 − x0)P(x) and (𝑥 − x0)2 𝑄(𝑥) both are finite than 𝑥 =
x0 is a regular singular point otherwise irregular singular
point .

2 𝑑2 𝑦 𝑑𝑦
 𝐸𝑋. 2𝑥 + 7𝑥 𝑥 + 1 − 3𝑦 = 0 𝐶ℎ𝑒𝑐𝑘 𝑡ℎ𝑒 𝑛𝑎𝑡𝑢𝑟𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡
𝑑𝑥 2 𝑑𝑥
𝑥 = 0 𝑎𝑛𝑑 𝑥 = 1 .
Sol. Write the given equation as in eq. (2)
𝑑 2 𝑦 7𝑥 𝑥 + 1 𝑑𝑦 3
2
+ 2
− 2 𝑦=0
𝑑𝑥 2𝑥 𝑑𝑥 2𝑥
7𝑥 𝑥+1 3
Here 𝑃 𝑥 = ,𝑄 𝑥 = −
2𝑥 2 2𝑥 2
 7𝑥 𝑥+1 3
𝑃 𝑥 = ,𝑄 𝑥 = −
2𝑥 2 2𝑥 2
7𝑥 𝑥+1 7
(i) For 𝑥 = 0 , 𝑃 0 = = not finite
2𝑥 2 0
∴ 𝑥 = 0 𝑖𝑠 𝑎 𝑠𝑖𝑛𝑔𝑢𝑙𝑎𝑟 𝑝𝑜𝑖𝑛𝑡.
𝑁𝑜𝑤 𝑡𝑜 𝑐ℎ𝑘 𝑤ℎ𝑒𝑡ℎ𝑒𝑟 𝑥 = 0 𝑖𝑠 𝑎 𝑟𝑒𝑔𝑢𝑙𝑎𝑟 𝑠. 𝑝. 𝑜𝑟 𝑖𝑟𝑟𝑒𝑔𝑢𝑙𝑎𝑟 𝑠. 𝑝.

7𝑥 𝑥+1
𝑥 − 0 P(x) = 𝑥 . =finite
2𝑥 2
3
𝑥−0 2𝑄 𝑥 = 𝑥2 .(− 2 )= 𝑓𝑖𝑛𝑖𝑡𝑒
2𝑥
So 𝑥 = 0 𝑖𝑠 𝑎 𝑟𝑒𝑔𝑢𝑙𝑎𝑟 𝑠. 𝑝.
 (ii) For 𝑥 = 1
7𝑥 𝑥+1 3
𝑃 𝑥 = ,𝑄 𝑥 = −
2𝑥 2 2𝑥 2
𝑃 1 = 𝑓𝑖𝑛𝑖𝑡𝑒 , 𝑄 1 = 𝑓𝑖𝑛𝑖𝑡𝑒
Here 𝑥 = 1 is an ordinary point.
2 𝑑2 𝑦 𝑑𝑦
𝐸𝑥 2. (𝑥 −1) + 𝑥 −𝑦 =0 𝐶ℎ𝑒𝑐𝑘 𝑡ℎ𝑒 𝑛𝑎𝑡𝑢𝑟𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡
𝑑𝑥 2 𝑑𝑥
𝑥 = 0 𝑎𝑛𝑑 𝑥 = 1 .
2
2 2 𝑑 𝑦 𝑑𝑦
𝐸𝑥 3. (𝑥 + 1) + (𝑥 2 −1) + 2𝑦 =
.𝑥
𝑑𝑥 2 𝑑𝑥
0 𝐶ℎ𝑒𝑐𝑘 𝑡ℎ𝑒 𝑛𝑎𝑡𝑢𝑟𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡
𝑥 = 0 𝑎𝑛𝑑 𝑥 = 1 .
Ans. 2 𝑥 = 0 𝑜. 𝑝. 𝑎𝑛𝑑 𝑥 = 1(𝑠. 𝑝. ) .
Ans. 3 𝑥 = 0 𝑠. 𝑝. 𝑎𝑛𝑑 𝑥 = 1(0. 𝑝. )
 Power Series
 Power Series- An infinite series of the form

σ∞ 𝑛 2
𝑛=0 𝑐𝑛 (𝑥 − 𝑎) = 𝑐0 + 𝑐1 (𝑥 − 𝑎) + 𝑐2 (𝑥 − 𝑎) + ⋯
(1)
is called a power series in (𝑥 − 𝑎). The constants 𝑐0 , 𝑐1 ,
𝑐2 … … . . 𝑎𝑟𝑒 𝑘𝑛𝑜𝑤𝑛 𝑎𝑠 𝑡ℎ𝑒 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑠 𝑎𝑛𝑑 since n takes only positive integral
values , the power series (1) does not contain negative or fractional powers.

 σ∞ 𝑐
𝑛=0 𝑛 𝑥 𝑛 = 𝑐 + 𝑐 𝑥 + 𝑐 𝑥2 + ⋯
0 1 2
is called a power series in 𝑥.
Working Rule-
 Arithmetic of Power Series
Power series can be combined through the operations of addition,
multiplication and division.

𝑒 𝑥 sin 𝑥
𝑥2 𝑥3 𝑥4 𝑥3 𝑥5 𝑥7
= 1+𝑥+ + + +⋯ 𝑥− + − −⋯
2 6 24 6 120 5040
1 1 3 1 1 4 1 1 1
= (1)𝑥 + (1)𝑥 2 + − + 𝑥 + − + 𝑥 + − + 𝑥5 + ⋯
6 2 6 6 120 12 24
𝑥 3 𝑥 5
= 𝑥 + 𝑥2 + − −⋯
3 30
 Example 1
Write the given power series as one power series.
∞ ∞
Solution
Since
෍ 𝑛(𝑛 − 1)𝑐𝑛 𝑥 𝑛−2 + ෍ 𝑐𝑛 𝑥 𝑛+1
𝑛=2 𝑛=0

we let k = n – 2 for the first series and k = n + 1 for the second series,

   

 n
n=2
( n − 1) c n x n−2
+ n
c
n =0
x n +1
= 2．1c 2 x 0
+  n
n =3
( n − 1) c n x n−2
+ n
c
n =0
x n +1
 Example 1 (2)
then we can get the right-hand side as

 
2c2 +  (k + 2)(k + 1)ck +2 x k +  ck −1x k
k =1 k =1
EX.1