Matekk (Series Solution Method)

CHEMICAL ENGINEERING
MATHEMATICS
(Series Solution Method)
Chemical Engineering Program

Department of Industrial and Process Technology

0 + 1 0 + + 0 += 0
=0
Power Series around the point x0

= = 0 + 1 0 + + 0 + = 0
=0

1 1
= 1 + 22 0 + + . 0 += . 0

=0

2 2 2
= 22 + 63 0 + + . 1 . 0 += . 1 . 0
2
=0
week 1 week 2 week 3 week 4 week 5 week 6 week 7 week 9 week 10 week 11 week 12 week 13 week 14 week 15
0 = 0 = (0 )
Differentiate this equation.....

1 = = (0 )
= () = 0 0
=0
0
=
!

f n ( x0 )
y f ( x) ( x x 0) n
n 0 n!
Taylor Series
A function which can be represented by a Taylor series or the completely
equivalent power series about xo is said to be regular at x = xo.
Boas, 1983, developed the ratio test to determine the values of x,
which lead to convergent series
+1 1
= lim 0 = 0 = lim
+1
> 1, divergence
< 1, convergence 0 <
= 1, test fail
Range of Convergence
radius of convergence
0 < < 0 +
2
2
+ 1 + 2 = 0

2nd ODE standard form
1. x0 is termed an ordinary point of the differential equation if both a1(x) and a2(x)
can be represented by convergent power series which include x = xo in the interval
of convergence, i.e., if a1(x) and a2(x) are regular at x = x0.
2. x0 is termed a singular point of the differential equation if either a1(x) or a2(x)
fails to prove regular at x = x0.
3. x0 is termed a regular singular point of the differential equation if 2 holds but
the products (x x0)a1(x) and (x x0)2a2(x) both prove to be regular at x = x0
4. x0 is termed an irregular singular point of the differential equation if 2 holds but
3 fails.
General Form
1
2
1 = () &
2
+ + =0
2 1
2 = 2 ()

Assume Q(x) & P(x) convergent around x0 = 0 with R
= 0 + 1 + 2 2 +
= 0 + 1 + 2 2 +
convergent for |x| < R

General Solution = +
=0
General Solution
to find suitable values for c (indicial relation)
to find relation for an (recurrence relation)

= +
=0

= ( + ) +1

=0
2

= + ( + 1) +2
2
=0

+ 1 + + + 0 + 1 +
=0

+ + + 0 + 1 + + = 0
=0 =0
n=0 0 1 + 0 . + 0 = 0
2 + 0 1 + 0 = 0
Indicial Relationship
1 0 0 1 2 40
1,2 =
2
Case I The values of c are distinct and do not differ by an integer
Case II The values of c are equal
Case III The values of c are distinct but differ by an integer
(two situations are arise in this category (III a or III b)
Distinct Roots (Not Differing By Integer, Case I)
2
4 2 + 6 =0

. x/4
2
2
6
2
+ =0
4 4
P(x) Q(x)
P0 = 6/4, P1 = P2 = Pn = 0, and Q0 = 0, Q1 = -1/4, Q2 = Q3 = Qn = 0

Firstly,
+

= = ( + ) +1

=0 =0
2

2
= + ( + 1) +2

=0

+
6 +
1
+ +1 + + ++1 = 0
4 4
=0 =0 =0
6
n=0 0 1 + = 0
4
Indicial Relationship
1
1 = 0, 2 =
2

6 1
+1 + 1 + + + +1 + 1 + ++1 = 0
4 4
=0
Recurrence Relation
c=0

+1 =
4 + 4 + 6 + 1 +
c = -1/2

c=0 +1 = =
4 + 6 + 1 2 + 3 2 + 2
1
=
2 + 1 ! 0
2
1
1 = 0 = 0 1 + + +
2 + 1 ! 3! 5!
=0

c = -1/2 +1 = =
2 + 1 2 + 2 2 + 1
4 + 4
2
1
=
0 2 !
2
0 1 0
2 = = 1+ + +
=0 2 ! 2! 4!
General Form
2
2

2
+ + =0

General Solution = + 0 0
=0
Step by step
1. Indicial equation was found by inspecting the coefficients of the lowest power
of x
2. Recurrence relation was found by progressively removing terms rezeroing
summations until all coefficients multiplied a common power on x
3. Three general cases would arise on inspecting the character of the roots
c = c1, c = c2, where c2 c1 = j
Case I The values of c are distinct (not equal) and do not differ
by an integer, then the two linearly independent solutions
are obtained by adding the solutions containing c1 and c2,
respectively
Case II The values of c are equal (c1 = c2), one solution is
obtained directly using c1 and the second is obtained from
,
2 =
=1
where
, = +
=0
which does not in general satisfy the indicial eq.

Case III If the roots c1 and c2 are distinct, but differ by an integer such
that c2 c1 = j, then the coefficient aj will sustain one of the
two behavior patterns: aj tends to ~ (a discontinuity) or aj
becomes indeterminate. These subsets are treated as follows
Case IIIa When aj ~ , the singularity causing the bad behavior (the
smallest root, c1) is removed, and the second solution is
generated using

2 = 1 , =1

where u(x,c) is defined as in Case II
Case IIIb When aj is indeterminate, then the complete solution is
obtained using the smallest root c1, taking a0 and aj as the two
arbitrary constants of integration
General Equation
2
2
2 2
2
+ + =0

Bessel functions of
Or equivalently order p

+ 2 2 = 0

Two linearly independent solutions
= +
If 2p is not integer (or zero) Gamma function

2+ ++1 = + !
1
1
= 2
! + + 1
=0
2
1
1
= 2
! + 1
=0
+ 1 = !
If p is zero
2
1 1 2 1 4
1
0 = 2 =1 2 + 2
! ! 1! 2 2! 2
=0
2+2
1+1
1 1 1
2 = 0 0 ln 2 1 + + +
+1 ! 2 2 +1
=0
Neumann Form
Weber Form
2+2
1 +1
2 1 2 1
0 = ln + 0 2 +1
2 +1 ! 2
=0
1 1
+ 1 = 1 + + +
2 +1
1 1 1
= lim 1 + + + + ln = 0,5772
2 3
Solution if p = 0
= 0 + 0
When p is integer k
= +
2+2
1
2 1 2 1 +1
= ln + 2 +1
2 +1 ! 2
=0
1 2+
++1 = + !
1 2
=
! + + 1
=0
2
2
2 2
+ + =0
2 Modified
When p is not integer or zero
= + = +
Since i2 = -1
When p is integer k or zero
= + = +
The modified Bessel functions can be computed from the general result for any p
Where
1 2+

= 2 p is integer k, then replace (n+k+1) = (n+k)!
! + + 1
=0
d2y r dy
x 2
x ( a 2bx ) ( c dx 2s
b (1 a r ). x r
b 2
. x 2r
)y 0
dx 2 dx
d d
General Solution: yx (1 a ) / 2 ( b. x r / r )
e AZ p s
.x BZ p s
.x
s s

1 1 a
2
p c
s 2
d / s = real p 0 p integer Z P J P , ZP J P
d / s = real p0 p integer = k Z P J k , ZP Yk
d / s = imaginer p0 p integer Z P I P , ZP I P
d /s = imaginer p=0, p = integer = k Z P I n , ZP Kn
Plots of J0(x), J1(x), Y0(x), I0(x), and K0(x)
k = 0, J0(0) = I0(0) = 1
k > 0 (integer), Jk(0) = Ik(0) = 0
p > 0, J-P(0) = I-P(0) infinite
Approximations for small x values
and for integer or zero orders
modified functions for small x
Approximations for very large x values
JP(x) and YP(x) behave in a transcendental manner :
2 p 2 p
J P ( x) cos x Yn ( x) sin x
.x 4 2 .x 4 2
Where p can be any real value including integer or zero. It is also clear in the
limit x infinite that JP(x) and YP(x) tend to zero. The oscillatory behavior
causes JP(x) and YP(x) to pass through zero [called zeros of JP(x)] and these are
separated by for large x
The modified functions sustain exponential type behavior and become
independent of order (p may be integer or zero)
ex
I P ( x) K n ( x) .e x
2x 2x
It is easy to show by variables transformation that Bessel functions of order are
expressible in terms of elementary functions :
2 2
J 1 / 2 ( x) sin x J 1 / 2 ( x) cos x
x x
2 2
I 1 / 2 ( x) sinh x I 1 / 2 ( x) cosh x
x x
2n 1
J n 1 / 2 ( x) J n 1 / 2 ( x) J n 3 / 2 ( x)
x
2n 1
I n 1/ 2 ( x) I n 1/ 2 ( x) I n 3 / 2 ( x)
x

Matekk (Series Solution Method)

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CHEMICAL ENGINEERING

Chemical Engineering Program

Power Series around the point x0

convergent for |x| < R

P0 = 6/4, P1 = P2 = Pn = 0, and Q0 = 0, Q1 = -1/4, Q2 = Q3 = Qn = 0

which does not in general satisfy the indicial eq.

If 2p is not integer (or zero) Gamma function

When p is integer k or zero

and for integer or zero orders

modified functions for small x

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