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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 ..........

m2

**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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ex-2 .

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Examples Example 1: Solve y y0 ' Example 2: Solve y 2 xy ' Example 3: Solve y y0 '' .

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

and the coefficients a0. 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 . the center x0..a2 are real...a1... x is the variable. .

n 1 n2 Rn ( x) an 1 ( x x0 ) an 2 ( x x0 ) . an ( x x0 ) n where n=0...Theory of power series method (Cont’d) (2) The nth partial sum of (1) is given as. (3) The remainder of (1) is given as.2..1..... sn ( x) a0 a1 ( x x0 ) a2 ( x x0 ) 2 .... ..

. called the convergence interval .. m 0 be a power series .then there exists some number ∞≤R≤0 .. Radius of convergence • Theorem: Let y am ( x x0 ) m a0 a1 ( x x0 ) a2 ( x x0 ) 2 . Convergence Interval.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... form an interval.

R 1 or R 1 am1 lim m am lim m m a m . It can be obtained as. Radius of convergence What is R? The number R is called the radius of convergence. Convergence Interval.

Examples (Calculation of R) n nx Example 1: 2 n1 Answer (n 1)term (n 1) x n 1 2 n 1 (n 1) x (n)term 2n2 ( n) x n 2.n 2 .n As n→∞. (n 1) x x 2.

Examples (Calculation of R) Cont’d Hence R2 • The given series converges for ( x 0) 2 • The given series diverges for ( x 0) 2 .

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

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

for all n Corollary If a ( x x ) 0. for all n .R>0 . with R0 n 0 n 0 then an bn . n 0 n a all an=0.Operations of Power series: Theorems (1) Equality of power series If n a ( x x a ) n n b ( x x a ) n .

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

q(x). and f(x) are analytic in the domain of interest. . 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. Real Analytic Functions • The power series solution will exist and be unique provided that the variable co-efficients p(x). Existence of Power Series Solutions.

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 .

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

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. • x=0 is a regular singular point. • The Bessel’s equation is of the type.

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. . it is a singular point.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). equating the co-efficient of xm and obtaining the roots gives the indical solution . y '' ( x) .Non-Analytic co-efficients –Methods of Frobenius (Cont’d) • The solution for such an ODE is given as.

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

General solution of Bessel’s equation • Bessel’s function of the first kind of order n is given as. (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. 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 ) .

J n ( x) .J n ( x) c2 . a general solution of Bessel’s equation for all x≠0 is given as y ( x) c1. 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 ( x) x.Properties of Bessel’s Function (Cont’d) d J n ( x) J n1 ( x) J n1 ( x) 1 dx 2 x.J n1 ( x) 2.J n1 ( 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 .

J n' ( x) J n1 ( x) J n1 ( x) J n ( x) 2.n x 2 J 1 ( x) sin x 2 x 2 J 1 ( x) cos x 2 x . Properties of Bessel’s Function (Cont’d) J n1 ( x) J n1 ( x) 2.

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

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