CHAPTER 3

SERIES SOLUTION METHODS AND SPECIAL FUNCTIONS

Prof. Dwiwahju Sasongko

Dr. Vita Wonoputri
Introduction to series methods (1)
You have learned that all linear differential To solve eq. (3.1)
equations with constant coefficient of the ∞
type, for example: 𝑦′ = ෍ 𝑎𝑛 (𝑛)𝑥 𝑛−1 … (3.5)
𝑑2𝑦 𝑑𝑦 𝑛=0
− 2 + 𝑦 = 0 … (3.1) ∞
𝑑𝑥 2 𝑑𝑥
𝑦 " = ෍ 𝑎𝑛 (𝑛)(𝑛 − 1)𝑥 𝑛−2 … (3.6)
With complementary solutions: exp(𝑟𝑥) 𝑛=0
Characteristic roots : 𝑟 2 − 2𝑟 + 1 = 0 Insert (3.5) and (3.6) to (3.1)
∞ ∞
Alternative solution: power series ෍ 𝑎𝑛 𝑛 𝑛 − 1 𝑥 𝑛−2 − 2 ෍ 𝑎𝑛 𝑛 𝑥 𝑛−1 +
Exponential function can be represented by 𝑛=0 𝑛=0
infinite series as followed: ∞
𝑟𝑥 2 𝑟𝑥 3 ෍ 𝑎𝑛 𝑥 𝑛 = 0
exp 𝑟𝑥 = 1 + 𝑟𝑥 + + + ⋯ (3.2)
2! 3! 𝑛=0
∞
(𝑟𝑥)𝑛 The first two terms can be neglected, so
exp 𝑟𝑥 = ෍ … (3.3)
𝑛! we can increment the indices 𝑛 upward
𝑛=0
twice
∞ ∞
𝑟𝑛
𝑛
𝑦 = ෍ 𝑎𝑛 𝑥 ; 𝑎𝑛 = … (3.4) ෍ 𝑎𝑛+2 (𝑛 + 2)(𝑛 + 1)𝑥 𝑛
𝑛!
𝑛=0 𝑛=0
Introduction to series methods (2)
The second series has zero for its first term, Where r satisfies 𝑟 2 − 2𝑟 + 1 = 0 which
so we increment 𝑛 upward once has a double root at 𝑟 = 1, first solution is
∞ ∞
𝑥𝑛
෍ 𝑎𝑛+1 (𝑛 + 1)𝑥 𝑛 𝑦 𝑥 = 𝑎0 ෍
𝑛!
= 𝑎0 exp(𝑥)
𝑛=0
𝑛=0
Since all series have xn, the general result is: By multiplying first solution by x, the
∞
complete complementary solution is
෍ 𝑎𝑛+2 𝑛 + 2 𝑛 + 1 − 2 𝑛 + 1 𝑎𝑛+1 + 𝑎𝑛 𝑥 𝑛 = 0 ∞ ∞
𝑛=0 𝑥𝑛 𝑥𝑛
𝑦 = 𝑎0 ෍ + 𝑏𝑜 𝑥 ෍
𝑛! 𝑛!
𝑛=0 𝑛=0
Non-trivial generalization
or explicitly
𝑎𝑛+2 𝑛 + 2 𝑛 + 1 − 2𝑎𝑛+1 𝑛 + 1 + 𝑎𝑛 = 0
𝑦 = 𝑎0 exp 𝑥 + 𝑏0 𝑥 exp(𝑥)
The structure similar to Euler ODE as given by:
𝑥 2 𝑦" − 2𝑥𝑦′ + 𝑦 = 0 More general form for series representation

Solution (recurrence relation): 𝑦 = ෍ 𝑎𝑛 𝑥 𝑛+𝑐

𝑟𝑛
𝑎𝑛 = 𝑎0 c is a variable index.
𝑛!
Used in the method of Forbenius
Properties of Infinite Series (1)
Case 1 ∞
𝑛 𝑛
𝑎0 + 𝑎1 𝑥 − 𝑥0 + ⋯ + 𝑎𝑛 𝑥 − 𝑥0 + ⋯ = ෍ 𝑎𝑛 𝑥 − 𝑥0 … (3.15)
𝑛=0

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

- This equation can be solved by Frobenius method

- Such series is convergent for 𝒙 < 𝑹
Method of Frobenius
Indicial equation and Recurrence Relation
∞
2
𝑛+𝑐 𝑑 𝑦 𝑑𝑦
𝑦 = ෍ 𝑎𝑛 𝑥 … (3.7) 𝑥 2 2 + 𝑥𝑃 𝑥 + 𝑄 𝑥 𝑦 = 0 … (3.8)
𝑛=0
𝑑𝑥 𝑑𝑥

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

Substitute (3.9) and (3.10) to (3.8) (1 − 𝑃0 ) ± (𝑃0 − 1)2 −4𝑄0

∞ 𝑐1,2 =
2
෍ 𝑎𝑛 𝑛 + 𝑐 − 1 𝑛 + 𝑐 𝑥 𝑛+𝑐 + (𝑃0 + 𝑃1 𝑥 The solution depends on the character of the
𝑛=0
values 𝑐1 and 𝑐2

- If 𝒄𝟏 and 𝒄𝟐 are distinct and do not differ

by integer, the analysis is straightforward.
- If 𝒄𝟏 and 𝒄𝟐 are equal or differ by an
integer, special techniques are required.
Method of Frobenius
Case 1: Distinct Roots (Not differing by an integer)
𝑑2𝑦 𝑑𝑦 Substitute (3.12) and (3.13) to (3.11)
4𝑥 2 + 6 − 𝑦 = 0 … (3.11) ∞
𝑑𝑥 𝑑𝑥
4 ෍ 𝑎𝑛 𝑛 + 𝑐 𝑛 + 𝑐 − 1 𝑥 𝑛+𝑐−1 +
Multiplying by 𝑥 and divided by 4, we get
𝑛=0
6 ∞ ∞
𝑃0 = , 𝑃1 = 𝑃2 = 𝑃𝑛 = 0
4 6 ෍ 𝑎𝑛 𝑛 + 𝑐 𝑥 𝑛+𝑐−1 − ෍ 𝑎𝑛 𝑥 𝑛+𝑐 = 0
1 𝑛=0 𝑛=0
𝑄0 = 0, 𝑄1 = − , 𝑄2 = 𝑄3 = 𝑄𝑛 = 0
4 Remove the lowest coefficient 𝑥 𝑐−1 and
First, write the differentiation of form the indicial equation
∞

𝑦 = ෍ 𝑎𝑛 𝑥 𝑛+𝑐 𝑎0 4𝑐 𝑐 − 1 + 6𝑐 𝑥 𝑐−1 = 0
𝑛=0

∞ Since 𝑎0 ≠ 0 then we must have

𝑦′ = ෍ 𝑎𝑛 𝑛 + 𝑐 𝑥 𝑛+𝑐−1 = 𝑦 ′ … (3.12) 1
4𝑐 2 + 2𝑐 = 0; 𝑐2 = 0; 𝑐1 = − 2
𝑛=0
∞

𝑦" = ෍ 𝑎𝑛 𝑛 + 𝑐 − 1 (𝑛 + 𝑐)𝑥 𝑛+𝑐−2 … (3.13)

𝑛=0
Method of Frobenius
Case 1: Distinct Roots (Not differing by an integer) (1) 1
Consider the two cases 𝑐 = 0 dan 𝑐 = 2
Now, since the first two summations have had
First, when 𝑐 = 0,
their first terms removed, summing should
𝑎𝑛 𝑎𝑛
begin with 𝑛 = 1, so that we should write 𝑎𝑛+1 = = … (3.15)
(4𝑛 + 6)(𝑛 + 1) (2𝑛 + 3)(2𝑛 + 2)
∞

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