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James Miller

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**Solution of linear differential equations by power series. Solutions about ordinary points and singular points.
**

Introduction. Not every differential equation can be solved ² a solution may not exist. There may be no function that satisfies the differential equation. If a solution does exist it may not be possible to express it in closed form in terms of the elementary functions familiar from calculus (i.e. the algebraic, trigonometric, exponential, etc. functions). There are differential equations of great importance in higher mathematics and engineering that cannot be solved in terms of elementary functions. In such cases one must turn to approximate methods such as power series. The solutions to many differential equations are expressible in terms of a power series of the form 1) y = a0 + a1x + a2x2 + a3x3 + ....... .

We will now consider methods for finding solutions in terms of a power series. We remark, however, that an equation may be solvable but yet not solvable in terms of a series of the form 1). In such a case we must seek a solution in some other form. One such form is 2) y = xc(a0 + a1x + a2x2 + a3x3 + ....... )

which is a generalization of 1), since 2) gives 1) when c = 0. For example, if a particular differential equation had the solution

an assumption of a solution of type 1) would not give the solution but an assumption of a solution of type 2) would give it since 3) is a special case of 2) with c = 1/2, a0 = a1 = .... = 1. A series of type 2) is called a Frobenius type series.

**Solution of linear equations by power series
**

Def. Ordinary point, singular point. Given a linear differential equation with polynomial

coefficients

a point x = x0 is called an ordinary point if b0(x0) a singular point.

0. If b0(x0) = 0 the point is called

**Theorem 1. Let x = 0 be an ordinary point of the linear equation
**

1) b0(x)y" + b1(x)y' + b2(x)y = 0

with polynomial coefficients. Then there is a solution of the form 2) y = a0 + a1x + a2x2 + a3x3 + .......

containing two arbitrary coefficients a0 and a1 which converges inside a circle with center at x = 0 that extends out to the nearest singular point. Solution 2) is a solution of 1) but it is not the only solution. The complete solution of 1) is given in the following theorem:

**Theorem 2. Let x = 0 be an ordinary point of the linear equation
**

1) b0(x)y" + b1(x)y' + b2(x)y = 0

with polynomial coefficients. Then this equation can be solved in series about point x = 0 as 3) y = A{series in x} + B{series in x}

in which A and B are arbitrary constants and the two ³series in x´ are two different series to be determined. The two series are linearly independent and both are convergent in a region surrounding x = 0. The solution 3) is the complete solution of 1).

**Theorem 3. The complete solution of the linear equation
**

4) b0(x)y" + b1(x)y' + b2(x)y = G(x)

consists of its complementary function plus any particular solution. The complementary function of 4) consists of the complete solution of the homogeneous equation b0(x)y" + b1(x)y' + b2(x)y = 0

********************************************************************** **********************************************************************

Methods of solution

Method of Undetermined Coefficients. The Method of Undetermined Coefficients is the most common method of solving a differential equation by power series. Suppose we wish to solve the equation with polynomial coefficients

about an ordinary point x = 0 using a power series. We proceed as follows:

**Step 1. Assume a solution of the form
**

2) y = a0 + a1x + a2x2 + a3x3 + .......

where a0, a1, .... ,an-1 are arbitrary constants and the remaining a¶s are constants to be determined.

Step 2. Substitute the assumed series 2) into the differential equation 1). This substitution will yield an equation of form

3) A0(a0, a1, a3, ... ) + A1(a0, a1, a3 ... ) x + A2(a0, a1, a3 ... ) x2 + A3(a0, a1, a3 ... ) x3 + ....... 0

This equation represents an identity and for this power series to vanish identically over any interval each coefficient must be zero. Thus A0( a0, a1, a3 ... ) = 0 A1(a0, a1, a3 . .. ) = 0 A2(a0, a1, a3 ... ) = 0 .............................. .............................. An(a0, a1, a3 ... ) = 0 ..............................

4)

**Step 3. From equations 4) we can compute the values of the a¶s. We will now give an example
**

that will clarify details of the procedure.

.x2)y" . Solution. Solve the equation 1) (1 ..1)anxn -2 n(n . We wish to write down the equation that is obtained when 2) is substituted into 1). Obtain basic equation. Let us write 1) as 3) y" .x2y" .1)anxn 6nanxn 4anxn The equation obtained by substituting 2) into 1) is then Combining terms we get We now factor the coefficient in the second series to get .4y = 0 near the ordinary point x = 0. We can do this by inspection. Problem 1. Step 1. valid for |x| < 1.4y = 0 Then substitution of anxn into 3) gives y" x2y" 6xy' 4y n(n ...6xy' .e substitute the general term anxn of 2) into 1)..6xy' ..Technique for finding solutions near an ordinary point by the Method of Undetermined Coefficients. Simply apply 1) to the general term anxn of 2) i. Thus there will be a solution 2) y = a0 + a1x + a2x2 + a3x3 + . This equation has singular points at x = 1 and x = -1.

2 = 0. In this particular case each a is determined by the a with a subscript two lower than its own. ) = 0 discussed above. or n = 2. We have As expected. Let us now write out 6) for different values of n. We now shift the index in the second series by replacing n everywhere with (n . Get recurrence relation. The object of the index shift is to make the exponents of x in both series the same.2). a1. Step 3. For n = 0 and n = 1 the second series has not yet started and we get contributions only from the first series.. The n = 0 in the summation sign then becomes n . a3 .Step 2. We wish to alter 4) into an equivalent equation through a device called an index shift. We can rewrite the last equation above as Equation 8) is called a recurrence relation. we see that a0 and a1 are arbitrary. It gives an in terms of preceding a¶s. Do index shift. With this index shift 4) becomes We now note that the equation corresponds to the equation An(a0.. Equation 5) represents an identity and in order the series to vanish identically the coefficients in the series must be zero. Thus all the . We wish now to do an index shift on 4).

in the second column.... 6. Multiplying the equations together we get . The device consists simply of this: Multiply all equations of the column together and then perform cancellations and simplifications on the result. Multiplying the equations together we get Cancellation and simplification in 9) gives 10) a2k = (k + 1)a0 k = 1.a¶s are ultimately expressible in terms of either a0 or a1 according to whether the a has an even or odd subscript. 4. 2.. We now obtain expressions for the values of the a¶s utilizing a multiplication device that we shall shortly explain. .... . We now do the same thing with the second column. 7. Step 4. We now employ our multiplication device on the first column to obtain an expression for a2k.. 5. in the first column and n = 3. Let us list the iterated instances of 8) in two columns (two columns because the subscripts in 8) differ by two) listing n = 2. .. Set up columns and use multiplication device to obtain an expression for the a¶s. 3.

4(x . To solve an equation about a point x = a means to obtain a solution valid in a region surrounding the point a with the solution expressed in powers of (x . We now substitute the expressions for the coefficients into series 2). on simplification. setting x . Solve the equation 1) y" + (x . We first translate the axes. The solution will be of the form Substituting the values of a2k and a2k+1 into 13) we get as the general solution In this example the equation was homogeneous and of second order. Raising the order introduces nothing except additional labor. x . Thus when v = 0.a). With this translation 1) becomes In a pure translation.1)2y' .1)y = 0 about the ordinary point x = 1. one with even subscripts and the other with odd subscripts. the following holds . Problem 2.which. x = 1. Because of the nature of the expressions for the a¶s the final solution will be written as the sum of two series.a = v. A nonhomogeneous equation with right member G(x) that is an analytic function is no worse to handle than a homogeneous equation. Solution.1 = v. gives Step 5. Substitute the expressions for the coefficients into the assumed series 2) to obtain the solution.

. a0 and a1 are arbitrary constants and a2 = 0.a relevant fact in transforming 1) into 2).... We now solve 2) about point v = 0. .. . As usual we assume a solution 3) y = a0 + a1v + a2v2 + a3v3 + . Collecting like terms we get We now do a shift of index from n to (n ..3) in the second series to obtain We now give the expressions for the coefficients: or which is the recurrence relation. The equation obtained by substituting 3) into 2) is [obtained by inspection by substituting the general term anvn of 3) into 2)].

those coming from a0.The a¶s fall into three groups. Since a2 = 0. all a¶s determined by it are zero. We thus have for y Substituting v = x . we note that a4 = a1/4 and all the rest are zero.1 into 7) we obtain the general solution of 1): . those coming from a1 and those coming from a2. We use three columns: Using our multiplication device we multiply the equations of the first column together and obtain As for the a¶s that are determined by a1.

Assume a solution of the form y = a0 + a1x + a2x2 + a3x3 + . Then b0(x0) = 0. Collect in like powers of x 4. 2. 7. If a singular point is not a regular singular point it is called an irregular singular point. 3. Choose a0 = 1. *********************************************************************** Regular and irregular singular points. If the denominator of p(x) does not contain the factor (x ..Summary of procedure.x0).. Derive recurrence relation..x0) to a power higher than two.. 1. the singular point x = x0 of the equation . Ordinary point. and if the denominator of q(x) does not contain the factor (x ..x0) to some power. putting 1) into the form 2) y" + p(x)y' + q(x)y = 0 where p(x) = b1(x)/b0(x) and q(x) = b2(x)/b0(x). then x = x0 is called a regular singular point of 1). Let us now divide 1) by b0(x).. Singular points of equations of higher order are classified in a similar way. which implies that b0(x0) has a factor (x . 8. Substitute assumed solution into differential equation to get basic equation L(y) = 0. Write solution. Set up columns and use multiplication devise to obtain an. Shift index 6. Here p(x) and q(x) are rational functions where at least one and possibly both have denominators containing the factor (x . For example.x0) to a power higher than one. Let x = x0 be a singular point of the equation 1) b0(x)y" + b1(x)y' + b2(x)y = 0 with polynomial coefficients.

The irregular singular points are at x = 0. Theorem 4.3)y" + x3y' + (x + 1)y = 0 Solution. The problem of finding solutions near irregular singular points is substantially more difficult and we won¶t deal with it.. We have The regular singular points are at x = i. Classify the singular points. in the finite plane.a) + a2(x .a)3 + . of the equation x4(x2 + 1)(x . We will consider the problem of finding solutions of the equation 1) b0(x)y" + b1(x)y' + b2(x)y = 0 . We will deal with the problem of finding solutions near regular singular points. -i.x0) does not appear in the denominator of p1(x) to a power higher than one.a)c [a0 + a1(x . solutions of the form 4) may or may not exist. Example 1... ] always exists. Technique for finding solutions in the vicinity of a regular singular point by the Method of Undetermined Coefficients.. 3.3) y"' + p1(x)y" + p2(x)y' + p3(x)y = 0 is called regular if the factor (x . of p2(x) to a power higher than two and of p3(x) to a power higher than three. If the singular point is not regular.a)2 + a3(x . If x = a is an irregular singular point. If x = a is a regular singular point of the differential equation b0(x)y" + b1(x)y' + b2(x)y = 0 a solution of the form 4) y = (x .. it is called irregular..

... Substitute the assumed series 2) into the differential equation 1). Solving equation 1) in the vicinity of a regular singular point involves solving an equation called an indicial equation that arises at a certain point in the procedure. If we wish to obtain a solution about a point x = a.. . The equation 4) f(c) = 0 . We will now outline of the procedure up to the point where we obtain the indicial equation. A1(c.. a0 )xm + A1(c. 0. a0 ) will vanish only at those values of c for which f(c) = 0.. a0. a3 . a0 ).. a1) xm+1 + A2(a0.. The procedure after that is best explained by example. a1). where a0 Step 2.. A0(c. ) xm+2 + A3(a0... A2(a0... a1. a3 .. ). a0 ).. We will find the notation useful in referring to the left member.. Assume a solution of the form 2) y = xc[a0 + a1x + a2x2 + a3x3 + .. Since a0 0.. must vanish.. a1. Compute roots of indicial equation.. L(x) = A0(c. will be of the form A0(c.. we first translate the origin to that point by a change of variable. Assume solution. collect like terms. Let us denote the left member of 1) by L(y) = b0(x)y" + b1(x)y' + b2(x)y . Once we have the roots of the indicial equation subsequent procedure depends on the nature of the roots of the indicial equation. a0 ) = f(c)a0 where f(c) is an algebraic expression of the second degree in c. Step 3. ] = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + . Step 1... ) xm+3 + 0 This equation is an identity and because of that all of the coefficients A0(c.. Substitute assumed solution into differential equation... and do an index shift in such a way as to bring all the exponents of x down to the smallest one present. Because 3) is an identity this coefficient must vanish. a0. The coefficient of the lowest power of x.. This will yield an equation of form 3) .about a singular point x = 0. Thus the coefficient A0(c. We thus reduce the problem of finding a solution about a point x = a to one of finding a solution about the point x = 0.. the only way for it to vanish is for f(c) to be zero.. a1.. a3 .

1)c + b = 0 Theorem 6. Let x = 0 be a regular singular point of the equation b0(x)y" + b1(x)y' + b2(x)y = 0 . So we now compute its roots c1 and c2.e. . Then the indicial equation is given by c2 + (a .is called the indicial equation. Solutions of our equation will only occur at those values of c. the values of r(x) and s(x) at x = 0. Let r(x) = xP(x) s(x) = x2Q(x) Now let a = r(0) b = s(0) i. *********************************************************************** Theorem 5. Then the equation has a general solution either of the form or of the form where c1 and c2 are roots of the indicial equation and A and B are arbitrary constants. Let x = 0 be a regular singular point of the equation 1) y" + p(x)y' + q(x)y = 0 where p and q are rational functions of x.

and y1 and y2 are evaluated at c = c1 = c2. . Case 2. a'n = an /c.c1 is not an integer. The general solution is of the form y = Ay1 + By2 where A and B are arbitrary constants and y1 and y2 are particular solutions given by where the variable c in the a¶s is carried through to the end.The infinite series that occur in the above general solutions converge in at least the annular region of the complex plane bounded by two circles centered at x = 0. one of arbitrarily small radius. The roots c1 and c2 are distinct and the difference c2 . The form of the general solution of the equation depends on the nature of the roots c1 and c2 of the indicial equation according to the following three cases: Case 1. the other extending to the singular point nearest x = 0. The roots c1 and c2 are equal. The general solution is of the form y = Ay1 + By2 where A and B are arbitrary constants and y1 and y2 are particular solutions given by The ai coefficients are determined by substituting c = c1 into the recurrence relation and the bi coefficients are determined by substituting c = c2 into the recurrence relation.

The general solution may be of the general form or of the form depending on the equation. collect like terms. Assume solution. Assume a solution of the form 2) y = xc[a0 + a1x + a2x2 + a3x3 + .. Substitution of 2) into 1) gives .. Substitute the assumed series 2) into the differential equation 1)..2y = 0 about the point x = 0. ] = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + .. Step 1.. and do an index shift in such a way as to bring all the exponents of x down to the smallest one present.c1 is an integer. Solution.. Solve the equation 1) 2xy" + (1 + x)y' . Substitute assumed solution into differential equation... The roots c1 and c2 are distinct and the difference c2 . where a0 Step 2.Case 3... Roots of indicial equation differ by non-integer. Problem.. 0. This equation has a regular singular point at x = 0.. *********************************************************************** Case 1.

We will do the root c = 1/2 first. Compute roots of indicial equation.1)an + (n + c . Substituting c = 1/2 into the second equation of 5) we obtain (n + 1/2)(2n + 1 .3)an-1 = 0 n 1 .c1 is not an integer. The equations for determining c and the a¶s are 5) n = 0: c(2c . In this case our method will always give two linearly independent solutions of the form 2). We note that the difference c2 .or We now shift the index to bring all exponents down to the smallest one present by replacing all n¶s in the second summation by (n -1) Step 3. Step 4. Computation of solution corresponding to the first root.1) = 0 Its roots are c1 = 0 and c2 = 1/2.1)a0 = 0 n 1: (n + c)(2n + 2c . one for each root of c. We are thus dealing with the nonintegral case.3)an-1 = 0 The indicial equation is then given by c(2c . Derive recurrence relation for first root.1)an + (n + 1/2 . The total coefficient of each power of x in 4) must vanish. At these values of c and only at these values will solutions to the equation exist since only at these values will the n = 0 coefficient be zero.

Write solution. for different values of n a0 arbitrary ------------- Multiplying these equations together and simplifying we get which can be simplified to Step 6. Substituting into 6) we get. Using a0 = 1.which gives the recurrence relation Step 5. . Set up column and use multiplication devise to obtain an. the an from 7) and c = 1/2. the solution is given by Computation of solution corresponding to the second root.

y1 and y2. Substituting c = 0 into the second equation of 5) we obtain (n)(2n. Set up column and use multiplication devise to obtain bn.In computing the solution for the second root it is obvious that the a¶s will be different from those of the first root. we obtain for b1 and b2 b1 = 2 b2 = 1/3 The second solution is then The solutions we have derived. are linearly independent particular solutions to the equation and the general solution is given by .3)bn-1 = 0 which gives the recurrence relation n 1 Step 8. Using b0 = 1. Step 7. Substituting into 9) we get. Derive recurrence relation for second root. for different values of n b0 arbitrary ------------- We note that b3 and all subsequent b¶s are zero.1)bn + (n . To avoid confusion let us therefore change notation and use b¶s in place of a¶s.

y = Ay1 + By2 Summary of procedure. 9. Solve the equation 1) x2y" + 3xy' + (1 . 10. Repeat steps 6 . 8. Collect in like powers of x 4. Roots of indicial equation equal. Choose a0 = 1.2x)y = 0 .. 1.. Shift index 5. Derive recurrence relation using first root. Problem. Compute roots of indicial equation..... 3.. 7. Substitute assumed solution into differential equation to get basic equation L(y) = 0. ] = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + .8 using second root to obtain second solution y2. 2.. Assume a solution of the form y = xc[a0 + a1x + a2x2 + a3x3 + . Write solution. Set up column and use multiplication devise to obtain an(c). Difference of indicial roots a non-integer. 6..... General solution is y = Ay1 + By2 where A and B are arbitrary constants ******************************************************************** Case 2.

.. a0 ) = (c+1)2a0 . ] = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + .. Substitution of 2) into 1) gives or or We now shift the index to bring all exponents down to the smallest one present by replacing all n¶s in the second summation by (n -1) Step 3. The coefficient of the lowest power of x. n = 0.about the point x = 0.. Substitute assumed solution into differential equation. collect like terms.... Assume solution.. Compute roots of indicial equation. and do an index shift in such a way as to bring all the exponents of x down to the smallest one present. is A0(c.. Step 1.. Solution. Assume a solution of the form 2) y = xc[a0 + a1x + a2x2 + a3x3 + . 0. a0 ). A0(c. Substitute the assumed series 2) into the differential equation 1).. where a0 Step 2. This equation has a regular singular point at x = 0..

5) L(y) = (c+1)2a0xc Step 4. We proceed as follows. We thus have the case of equal indicial roots..and so the indicial equation is (c+1)2 = 0 . By what method might we obtain another linearly independent solution? Luckily someone has discovered a method. Substituting into 6) we get. a0 ). a0. Set up column and use multiplication devise to obtain an. The roots of the indicial equation are c1 = -1. Derive recurrence relation.. a1. 2. the A0(c. a0 ) coefficient of the n = 0 term. . For n 1 we have (n + c + 1)2an .2an -1 = 0 or n 1 Step 5.e. Using the method of the previous case we can get from two equal roots only one particular solution. for different values of n a0 arbitrary ------------- . With what we have done the function L(y) of 4) reduces to a single term. We refrain from choosing a value for c for the present and remove. term i. ) of the various powers of x in 4) except for the A0(c. We set equal to zero all the coefficients Ai(c. the requirement that the function L(y) equal zero. Now we know that the general solution of our differential equation consists of a linear combination of two linearly independent particular solutions. c2 = -1. for the present. We now derive the recurrence relation retaining the variable c in the relation. n = 0. 1.

To obtain a particular solution we choose a0 = 1 and. We get .Multiplying these equations together and simplifying we get Step 6. Let us now take the partial derivative of both sides of 9) with respect to c. Write function y(x. from these a¶s. c). c)] = (c+1)2xc A solution of the original differential equation is a function y for which L(y) = 0. write down the function y(x. We note that a choice of c = -1 yields a solution since it makes the right member of 9) zero. c): where Now by 5) above 9) L[y(x.

Thus whenever we have two equal indicial roots we can expect this squared factor. Thus we can expect L[y(x. The factor (c + 1) occurs squared in 9) and the fact that it is squared is an automatic consequence of the equality of the roots of the indicial equation. We now make the following observation. c)] / c provide us with that second linearly independent solution that we desire? Indeed it will. Might L[y(x. c) from 7) and we need y(x.We make the observation that the value c = -1 will also reduce the right side of this equation to zero. Moreover we know from calculus that when a function contains a factor to a certain power the derivative of that function contains the same factor to a power one lower than the original. Taking the partial derivative with respect to c of 7) we get which simplifies to where . c) /c. It can be shown that Proof As a consequence of all this it can be seen that two solutions of the equation L(y) = 0 are We have y(x. c)] / c to provide us with a second solution whenever the indicial roots are equal.

Then Proof Theorem 8. We know that The following theorems are often useful in evaluating an'(c).The solutions y1 and y2 will be obtained by putting c = -1 in equations 7) and 13) i. Let differentiation with respect to x be denoted by primes.e. Let where each of the u¶s is a function of x. Theorem 7. they are given by Thus we need to evaluate an(c) and an'(c) at c = -1. Let Then .

........ (c + n + 1)-1] [ (c + 2)-1 (c + 3)-1 ....Proof Writing 16) as an(c) = 2n [(c + 2)-1 (c + 3)-1 .. (c + n + 1)-1] and applying Theorem 8 we get Substituting c = -1 into 16) gives and A frequently used notation for the partial sum of a harmonic series is Using this notation 18) can be written more simply as The desired solutions are then .

... is given by Summary of procedure for equal roots. valid for all finite x y = Ay1 + By2 where A and B are arbitrary constants. Set up column and use multiplication devise to obtain an(c).The general solution. Derive expression for an'(c) from an(c) 9. Substitute assumed solution into differential equation to get basic equation L(y) = 0. Derive recurrence relation 7. 3.. Shift index 5. Choose a0 = 1. 1... Solutions are given by ******************************************************************** . ] = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + . Assume a solution of the form y = xc[a0 + a1x + a2x2 + a3x3 + ...... 6. 0. Compute roots of indicial equation.. 8. 2. Collect in like powers of x 4.

Solution. In this case the solution may include a logarithm . This equation has a regular singular point at x = 0. a0 ). The roots of the indicial equation are c1 = 0. Non-logarithmic case. a0 ) = c(c . Substitution of 2) into 1) gives or Step 3.. c2 = 5. The coefficient of the lowest power of x. Assume solution... Substitute assumed solution into differential equation. Substitute the assumed series 2) into the differential equation 1)..5)a0 and so the indicial equation is c(c . n = 0. and do an index shift in such a way as to bring all the exponents of x down to the smallest one present. collect like terms. Step 1. Thus we are dealing with the case where the difference between indicial roots is an integer.5) = 0 .. Difference of indicial roots an integer.(4 + x)y' + 2y = 0 about the point x = 0.. Problem.. 0.Case 3.. where a0 Step 2.. is A0(c. Solve the equation 1) xy" . Compute roots of indicial equation.. A0(c. Assume a solution of the form 2) y = xc[a0 + a1x + a2x2 + a3x3 + ... ] = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + .

n = 1: n = 2: n = 3: n = 4: n = 5: -4a1 + 2a0 = 0 -6a2 + a1 = 0 -6a3 + 0 a2 = 0 -4a4 . We don¶t currently know which we are dealing with. c1. If it happens that both a0 and as turn out to be arbitrary we can obtain the general solution by this method. Otherwise we must use the logarithmic procedure. To find out whether we need to use the nonlogarithmic or logarithmic procedure we proceed as follows: Let s = c2. Write out the relation for the coefficients up through n = . one starting with an x0 term and the other starting with an xs term.a3 = 0 0 a5 . We don¶t yet know.(n . where c2 is the larger of the roots.3)an -1 = 0 Because division by (n . The series we get will then include both solutions.or it may not. Write recurrence relation. we write the relationships out explicitly through the critical one for a5. Substituting c = c1 = 0 into 3) above gives The relationships for the coefficients are n = 0.e. If both a0 and as are arbitrary we assume a solution of the form 2) above and use the smaller root i.c1. c1.c1 substituting in the smallest root. c2 . The two type solutions are handled differently. Choose smallest root.c1.2a4 = 0 Recurrence relation: From the above relationships we derive . for the variable c. It may be possible to obtain two power series solutions. making s positive.5) cannot be accomplished until n > 5. 0 a0 = 0 (a0 arbitrary) n 1: n(n .5)an . Step 4.

. Set up column and use multiplication devise to obtain an.Thus we see that a5 is arbitrary and we can use the non-logarithmic method. for different values of n a5 arbitrary ------------- Multiplying these equations together and simplifying we get The general solution is then where a0 and a5 are arbitrary constants. Step 5. The an for n > 5 will be obtained in the usual way. Substituting into 5) we get.

******************************************************************** Case 4. where a0 Step 2. a0 ) = (c + 1)(c . The coefficient of the lowest power of x. n = 0. Assume solution. Solve the equation 1) x2y" + x(1 . Difference of indicial roots an integer.... and do an index shift in such a way as to bring all the exponents of x down to the smallest one present..x)y' . Substitute assumed solution into differential equation. Problem. Logarithmic case. ] = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + . Step 1. collect like terms. 0. A0(c. is A0(c. Substitution of 2) into 1) gives Doing an index shift gives Step 3.1)a0 ...... Solution.. a0 ).(1 + 3x)y = 0 about the point x = 0. Assume a solution of the form 2) y = xc[a0 + a1x + a2x2 + a3x3 + . Compute roots of indicial equation. This equation has a regular singular point at x = 0.. Substitute the assumed series 2) into the differential equation 1)..

the requirement that the function L(y) equal zero. we note that there is no power series solution that starts with and so we suspect the presence of a logarithmic term. We would only get a single solution. We refrain from choosing a value for c for the present and remove. . c2 = 1. Write recurrence relation. Write out the relation for the coefficients up through n = c2 .a-1 = 0 n 1: n(n . And if we did that a2 would be the only arbitrary constant. Substituting c = c1 = -1 into 3) above gives The relationships for the coefficients are n = 0. 0 a0 .1) = 0. that corresponding to the large value of c. c2 = 1.2)an . This represents a case where the difference between indicial roots is an integer. c1. The solution may involve a logarithm or it may not.3a1 = 0 From the above we derive a1 = -2a0 0 a2 = 3a1 = -6a0 The only way these relationships could be satisfied is by choosing a0 = 0. Choose smallest root. We don¶t yet know.2a0 = 0 n = 2: 0 a2 . Step 4. However. We now proceed in the same manner that we did in obtaining a logarithmic solution for the case of equal roots: 1.c1 . c1.(n + 1)an -1 = 0 n = 1: -a1 .and so the indicial equation is (c + 1)(c . for the present. The roots of the indicial equation are c1 = -1. A logarithmic solution is indicated. substituting in the smallest root. for the variable c.

Substituting into 5) we get.. term. We now write from 3) the recurrence relation.2. the A0(c. We set equal to zero all the coefficients Ai(c. retaining the variable c. With what we have done the function L(y) of 3) reduces to a single term. Step 5. ) of the various powers of x in 3) except for the A0(c. n = 0. Set up column and use multiplication devise to obtain an. a0 ) coefficient of the n = 0 term. for different values of n a0 arbitrary ------------- Multiplying these equations together and simplifying we get or . a0 ). a0. . a1..

c1 = -1. 7) becomes for which L(y) = (c+1)2(c-1)xc By the same argument that we used for the case of equal indicial roots we now assert that the following constitute two linearly independent solutions of our equation: These solutions will have the form . if the right member of 8) contained the factor (c + 1)2. Two solutions could be obtained from the smaller root. c2 = 1. a0 is still arbitrary so if we were to take a0 = (c + 1) we would get the desired square in the right member of 8). With a0 = (c + 1). c): or Since all terms in the power series have been made to vanish this function y(x. This is what we do. instead of just (c + 1) to the first power. However. c) must satisfy 8) L(y) = (c+1)(c-1)a0xc Only one solution can be obtained from the larger root.We now write down the function y(x.

the factor (c + 1) does not enter the denominator until the term n = 2. Before obtaining an'(c). Derive an'(c). We rewrite 9) as Step 6. where c1 is the smaller indicial root and an(c) is given by One should perform the cancellation of the factor (c + 1) from the numerator and denominator in the terms of the series in 9). Equal roots´ section. however. we must replace the factor a0 that an(c) contains with the factor (c . However.c1) and perform any cancellations of this factor that may be possible in some of the terms as we did in 13) above. We now derive an'(c). . Thus it is best to write out the terms that far separately.Derivation of y2 solution. n 1 utilizing Theorem 8 from the ³Case 2.

Logarithmic case. ] = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + ... Collect in like powers of x 4. 2... Assume a solution of the form y = xc[a0 + a1x + a2x2 + a3x3 + . 1.. 3..We are now in a position to evaluate y1 and y2 using 11) above at c = -1..... Substitute assumed solution into differential equation to get basic equation L(y) = 0.. Substituting into 11) and using the expressions for an'(c) that we have derived we obtain These results can be written more concisely as Summary of procedure for difference of indicial roots an integer.. Shift index .

Spiegel. Derive recurrence relation 7. Applied Differential Equations. 6. [ Home ] [ Up ] [ Info ] [ Mail ] .c1 where c1 is the smaller of the roots.c1) and perform any cancellations of this factor that may be possible in the various terms before deriving an'(c). 9. Replace the factor a0 that an(c) contains with the factor (c . 8. 2. Elementary Differential Equations. Differential Equations and Applications. Solutions are given by References 1. Differential Equations (Schaum). Choose a0 = c . Scarborough. Murray R.5. Frank Ayres. Compute roots of indicial equation. James B. Derive expression for an'(c) from an(c) 10. Set up column and use multiplication devise to obtain an(c). 4. 3. Earl Rainville.

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