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Slide Matek Series
Slide Matek Series
Power series around the point 𝑥0 . In the case of the power series in Eq. 3.15
If a series is convergent, it must approach a 𝑎𝑛+1 1
finite value. 𝜀 = lim 𝑥 − 𝑥0 = 𝑥 − 𝑥0
𝑛→∞ 𝑎𝑛 𝑅
𝑥, 𝑥0 , 𝑎𝑛 : real variables
Where
To determine the value of 𝑥, which lead to 𝑎𝑛+1
convergent series, we can apply ratio test 𝑅 = lim
𝑛→∞ 𝑎𝑛
which states:
For convergence, 𝜺 < 𝟏, therefore
“If the absolute value of the ratio of 𝑥 − 𝑥0 < 𝑅
𝑛 + 1 𝑠𝑡 term to 𝑛th term approaches a
limit 𝜀 as 𝑛 → ∞ then the series If we can find a value of 𝑅, then the range
converges when 𝜺 < 𝟏 and diverges when of convergence series is given by
𝜺 > 𝟏. The test fails if 𝜺 = 𝟏.” 𝑥0 − 𝑅 < 𝑥 < (𝑥0 + 𝑅)
𝑅 = radius of convergence
Properties of Infinite Series (2)
Case 2 Case 3
By considering a following convergent series Consider a following binomial series
𝑝(𝑝 − 1) 2 𝑝(𝑝 − 1)(𝑝 − 2) 3
𝑥2 𝑥𝑛 𝑥 𝑛+1 (1 + 𝑥)𝑝 = 1 + 𝑝𝑥 + 𝑥 + 𝑥 +⋯
exp 𝑥 = 1 + 𝑥 + + ⋯+ + +⋯ (1)(2) (1)(2)(3)
2! 𝑛! (𝑛 + 1)!
The 𝑛 th term is given by
Radius of convergent is given by
𝑝 𝑝 − 1 𝑝 − 2 … (𝑝 − 𝑛 + 1)
𝑎𝑛+1 𝑛+1 ! 𝑎𝑛 =
𝑅 = lim
𝑛→∞ 𝑎𝑛
= lim
𝑛→∞ 𝑛!
= lim 𝑛 + 1 = ∞
𝑛→∞
𝑛!
Radius of convergent can be written as
For any finite 𝑥, 𝑎𝑛+1 𝑛+1
𝑅 = lim = lim
1 𝑛→∞ 𝑎𝑛 𝑛→∞ 𝑝 − 𝑛
𝜀= 𝑥 − 𝑥0 < 1
𝑅
Dividing numerator and denumerator by 𝑛
Since 𝑅 → ∞, series is convergent in the region 1 + 1ൗ𝑛
𝑅 = lim 𝑝 →1
−∞ < 𝑥 < ∞ 𝑛→∞ ൗ𝑛 − 1
𝒙
Therefore, to insure 𝜺 = 𝑹 < 𝟏, then 𝑥 < 1,
so the binomial series around the point 𝑥0 = 0
is convergent provided 𝒙 < 𝟏
Method of Frobenius
In solving transport phenomena problems,
always give rise to the equation form:
2
𝑑2𝑦 𝑑𝑦
𝑥 + 𝑥𝑃 𝑥 +𝑄 𝑥 𝑦 =0
𝑑𝑥 2 𝑑𝑥 For general case, we start with the
which contain variable coefficients. On expansion:
comparing with the general second order,
∞
variable coefficient case, we see that:
𝒚 = 𝒂𝒏 𝒙𝒏+𝒄
𝑃(𝑥) 𝑄(𝑥) 𝒏=𝟎
𝑎1 𝑥 = ; 𝑎0 𝑥 = 2
𝑥 𝑥
Assume: P x and 𝑄 𝑥 are convergent around 𝑐 is a variable index and 𝑎0 ≠ 0
the point 𝑥0 = 0 with radius of convergence 𝑅 - First stage: Find suitable values for
𝒄 through the indicial equation.
𝑃 𝑥 = 𝑃0 + 𝑃1 𝑥 + 𝑃2 𝑥 2 + ⋯ - Second stage: Find the relation for
𝑄 𝑥 = 𝑄0 + 𝑄1 𝑥 + 𝑄2 𝑥 2 + ⋯ 𝒂𝒏 from the recurrence relation
First, perform the differentiation of Eq. (3.7): 𝑥 𝑐 , 𝑥 𝑐+1 , 𝑥 𝑐+𝑛 must be identically zero
∞
𝑑𝑦 𝑎0 𝑐 − 1 𝑐 + 𝑃0 𝑐 + 𝑄0 𝑥 𝑐 = 0
= 𝑎𝑛 𝑛 + 𝑐 𝑥 𝑛+𝑐−1 = 𝑦 ′ … (3.9)
𝑑𝑥
𝑛=0 𝑐 𝑐 − 1 + 𝑃0 𝑐 + 𝑄0 = 0
𝑑2𝑦
∞ 𝑐 2 + 𝑃0 − 1 𝑐 + 𝑄0 = 0
= 𝑎𝑛 𝑛 + 𝑐 − 1 (𝑛 + 𝑐)𝑥 𝑛+𝑐−2 = 𝑦" … (3.10)
𝑑𝑥 2
𝑛=0
𝑦 = 𝑎𝑛 𝑥 𝑛+𝑐 𝑎0 4𝑐 𝑐 − 1 + 6𝑐 𝑥 𝑐−1 = 0
𝑛=0
4 𝑎𝑛 𝑛 + 𝑐 𝑛 + 𝑐 − 1 𝑥 𝑛+𝑐−1 + when 𝑛 = 0,
𝑎0
𝑛=1 𝑎1 =
∞ ∞ 3 (2)
6 𝑎𝑛 𝑛 + 𝑐 𝑥 𝑛+𝑐−1 − 𝑎𝑛 𝑥 𝑛+𝑐 = 0 To find a general relation for the (𝑛 + 1)th
𝑛=1 𝑛=0 or 𝑛th coefficient, in terms of a0 (which we
treat as an arbitrary constant of integration,
or by increment 𝑛 upward (replace 𝑛 with 𝑛 + 1)
∞ so that it is always the lead term), write the
4𝑎𝑛+1 𝑛 + 1 + 𝑐 𝑛 + 𝑐 + 6𝑎𝑛+1 𝑛 + 1 + 𝑐 − 𝑎𝑛 𝑥 𝑛+𝑐 = 0 series of products
𝑛=0 𝑎𝑛+1 𝑎𝑛+1 𝑎𝑛 𝑎1
= . … … (3.16)
The recurrence relation is obviously the 𝑎0 𝑎𝑛 𝑎𝑛−1 𝑎0
bracketed terms set to zero. The general
result for any value of 𝑐: Inserting recurrence relation (3.16) to (3.15)
𝑎0 𝑎𝑛+1 1 1 1
𝑎𝑛+1 = … (3.14) = . …
(4𝑛 + 4𝑐 + 6)(𝑛 + 1 + 𝑐) 𝑎0 (2𝑛 + 3)(2𝑛 + 2) (2𝑛 + 1)(2𝑛) (3)(2)
Method of Frobenius
Case 1: Distinct Roots (Not differing by an integer) (2)
𝑎𝑛+1 1 1 1 The series is the hyperbolic sine series, so
= . … that
𝑎0 (2𝑛 + 3)(2𝑛 + 2) (2𝑛 + 1)(2𝑛) (3)(2) 𝑦1 = 𝑎0 sinh 𝑥 / 𝑥
It is clear this defines a factorial
For second linearly independent solution,
𝑎𝑛+1 1 1
take 𝑐 = − 2. Take recurrence relation
=
𝑎0 2𝑛 + 3 ! from Eq. (3.14)
To find 𝑎𝑛 , increment downward (replace 𝑛 with 𝑛 − 1)
𝑏𝑛 𝑏𝑛
𝑎𝑛 1 𝑏𝑛+1 =
2𝑛 + 1
=
= (4𝑛 + 4) (2𝑛 + 2)(2𝑛 + 1)
𝑎0 2𝑛 + 1 ! 2
0 𝑏
First solution: We first note that 𝑏1 = (2)(1); Next, form
∞ the 𝑛 + 1 product
1 𝑛
𝑥 𝑥
𝑦1 = 𝑎0 𝑥 = 𝑎0 1 + + + ⋯ 𝑏𝑛+1 𝑏𝑛+1 𝑏𝑛 𝑏1
2𝑛 + 1 ! 3! 5! = . …
𝑛=0 𝑏0 𝑏𝑛 𝑏𝑛−1 𝑏0
If it is written in terms of 𝑥
3 5
𝑎0 𝑥 𝑥
𝑦1 = 𝑥+ + +⋯
𝑥 3! 5!
Method of Frobenius
Case 1: Distinct Roots (Not differing by an integer) (3)
𝑏𝑛+1 1 1 1
= . …
𝑏0 (2𝑛 + 2)(2𝑛 + 1) (2𝑛)(2𝑛 − 1) 2 1
This again produces a factorial The series is the hyperbolic cosine series,
𝑏𝑛+1 1 operating on the argument 𝑥
=
𝑏0 2𝑛 + 2 ! 𝑦2 = 𝑏0 cosh 𝑥 / 𝑥
Incrementing downward then yields the
Which is linearly independent of the first solution
required result
𝑏𝑛 1
= Two linearly independent solutions by Frobenius
𝑏0 2𝑛 !
method can be written as
So that, we have the second solution
∞ 𝑠𝑖𝑛 𝑥/ 𝑥 and 𝑐𝑜𝑠 𝑥/ 𝑥
2
𝑏0 1 𝑏0 𝑥 𝑥
𝑦2 = 𝑥𝑛 = 1+ + +⋯
𝑥 2𝑛 ! 𝑥 2! 4!
𝑛=0