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Solving ODE using Series

Hadiyanto

Power series method

 Method for solving linear differential equations with
variable co-efficient.

y ''  p( x) y '  q( x) y  f ( x)

p(x) and q(x) are variable co-effecients.

Power series method (Cont’d)

 Solution is expressed in the form of a power series.

Let y   am x m  a0  a1 x  a2 x 2  a3 x 3  ..........
m 0


so, y '   mam x m 1  a1  2a2 x  3a3 x 2  ..........
m 1


y ''   m(m  1)am x m  2  2a2  3.2a3 x  4.3a4 x 2 ..........
m2

Power series method (Cont’d)
' ''
 Substitute y, y , y

 Collect like powers of x

 Equate the sum of the co-efficients of each occurring power
of x to zero.

 Hence the unknown co-efficients can be determined.

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Examples Example 1: Solve y y0 ' Example 2: Solve y  2 xy ' Example 3: Solve y  y0 '' .

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.. m 0 ..  y   am ( x  x0 ) m  a0  a1 ( x  x0 )  a2 ( x  x0 ) 2  .. Power series method (Cont’d) • The general representation of the power series solution is..

. and the coefficients a0.. the center x0...a2 are real. .. x is the variable. Theory of power series method  Basic concepts A power series is an infinite series of the form  (1) a m 0 m ( x  x0 ) m  a0  a1 ( x  x0 )  a2 ( x  x0 ) 2  .a1.

2.. (3) The remainder of (1) is given as...  an ( x  x0 ) n where n=0.... . n 1 n2 Rn ( x)  an 1 ( x  x0 )  an  2 ( x  x0 )  .....Theory of power series method (Cont’d) (2) The nth partial sum of (1) is given as. sn ( x)  a0  a1 ( x  x0 )  a2 ( x  x0 ) 2  ..1.

....then there exists some number ∞≤R≤0 .called its radius of convergence such that the series is convergent for ( x  x0 )  R and divergent for ( x  x0 )  R • The values of x for which the series converges. called the convergence interval . form an interval. m 0 be a power series . Convergence Interval. Radius of convergence  • Theorem: Let y   am ( x  x0 ) m  a0  a1 ( x  x0 )  a2 ( x  x0 ) 2  ..

R 1 or R 1 am1 lim m am lim m  m  a m . Radius of convergence What is R? The number R is called the radius of convergence. Convergence Interval. It can be obtained as.

Examples (Calculation of R) n nx Example 1:  2 n1 Answer (n  1)term (n  1) x n 1 2 n 1 (n  1) x    (n)term 2n2 ( n) x n 2.n As n→∞. (n  1) x x  2.n 2 .

Examples (Calculation of R) Cont’d Hence R2 • The given series converges for ( x  0)  2 • The given series diverges for ( x  0)  2 .

 n x  n 0 n. Examples • Example 2: Find the radius of convergence of the following series.2 n .

 xn  n 0 n. Examples • Example 3: Find the radius of convergence of the following series.( n  2)..( n  3).(n  1)..1 .

R>0 .Operations of Power series: Theorems (1) Equality of power series   If  n a ( x  x a ) n  n b ( x  x a ) n . with R0 n 0 n 0 then an  bn .for all n Corollary  If  a ( x  x )  0. n 0 n a all an=0. for all n .

. then n 0 derivatives involving y(x) such as ' '' y ( x). (3) Termwise Addition   If  an x n 0 n and  n b n 0 x n are convergent in the same domain x. etc are also convergent. y ( x). then the sum also converges in that domain. Theorems (Cont’d) (2) Termwise Differentiation  If y   an x n is convergent.

. Existence of Power Series Solutions. Real Analytic Functions • The power series solution will exist and be unique provided that the variable co-efficients p(x). What is a real analytic function ? A real function f(x) is called analytic at a point x=x0 if it can be represented by a power series in powers of x-x0 with radius of convergence R>0. and f(x) are analytic in the domain of interest. q(x).

Example • Let’s try this y ( x)  xy ( x)  y( x)  0 '' ' .

BESSEL FUNCTIONS Jν(x) . BESSEL’S EQUATION.

Application • Heat conduction • Fluid flow • Vibrations • Electric fields .

Bessel’s equation • Bessel’s differential equation is written as x 2 y ''  xy'  ( x 2  n 2 ) y  0 or in standard form. 2 1 n y ''  y '  (1  2 ) y  0 x x .

• The Bessel’s equation is of the type. • x=0 is a regular singular point. p( x) ' q( x) f ( x) y  '' y  y r ( x) r ( x) r ( x) and is solved by the Frobenius method . Bessel’s equation (Cont’d) • n is a non-negative real number.

. it is a singular point. r ( x) y ''  p( x) y '  q( x) y  f ( x) p( x) ' q( x) f ( x) → y  '' y  y r ( x) r ( x) r ( x) The points where r(x)=0 are called as singular points.Non-Analytic co-efficients –Methods of Frobenius • If x is not analytic.

y ' ( x).  y  x r  am x m m 0 Substituting in the ODE for values of y(x).Non-Analytic co-efficients –Methods of Frobenius (Cont’d) • The solution for such an ODE is given as. equating the co-efficient of xm and obtaining the roots gives the indical solution . y '' ( x) .

Substituting a series of the form.Non-Analytic co-efficients –Methods of Frobenius (Cont’d) We solve the Bessel’s equation by Frobenius method.  y   am x m  r m 0 Indical solution r1  n(n  0) r2  n .

 (1) m x 2 m J n ( x)  x  2 m  n n m 0 2 m!(n  m)! Substituting –n in place of n. General solution of Bessel’s equation • Bessel’s function of the first kind of order n is given as. we get  ( 1) m 2m x J  n ( x)  x  2 m  n n m 0 2 m!(n  m  1)! .

Example • Compute J 0 ( x) • Compute J1 ( x ) .

a general solution of Bessel’s equation for all x≠0 is given as y ( x)  c1.J n ( x)  c2 .J n ( x) . General solution of Bessel’s equation • If n is not an integer.

Properties of Bessel’s Function J0(0) = 1 Jn(x) = 0 (n>0) J-n(x) = (-1)n Jn(x)  d n dx  x J n ( x)   x  n J n 1 ( x) d n dx   x J n ( x)   x n J n 1 ( x) .

n.J n1 ( x)  J ( x))dx  x n J n ( x)  C n ( x n 1  J n ( x ( x))dx   x  n J n ( x)  C n 1 .Properties of Bessel’s Function (Cont’d) d J n ( x)  J n1 ( x)  J n1 ( x) 1 dx 2 x.J n1 ( x)  2.J n ( x)  x.

Properties of Bessel’s Function (Cont’d) J n1 ( x)  J n1 ( x)  2.n x 2 J 1 ( x)  sin x 2 x 2 J  1 ( x)  cos x 2 x .J n' ( x) J n1 ( x)  J n1 ( x)  J n ( x) 2.

J 3 ( x)  J ( x))dx 2. 2 ( x 2 3. Examples • Example : Using the properties of Bessel’s functions compute. 1. J 3 ( x) 2 .