University of Sindh, Jamshoro

Differential Equations
MATH-504
Dr. Zain-ul-Abdin Khuhro
Professor
Institute of Mathematics and Computer Science (IMCS)
University of Sindh, Jamshoro
Case-II
Example:
Find the general
3 y  ysolution
0 of x y
Solution The method of frobenius provide only one solution to this equation, namely,

y1  

2 1 1
x n  1  x  x2  x3  
1
(9)
n0 n!(n  2)! 3 24 360
From (8) we obtain a second solution
 p ( x)dx
e dx
y2  y1 (x) y1 (x) dx = y1 (x)  x3[1 1 x  1 x2  1 x3  ]2
2

3 24 360
dx
= y1(x) 
2 7 1
x3[1 x  x2  x3  ]
3 36 30

= y1 (x)  x1 [1 32 x  41 x
3 2 19
 270
x3  ]dx

1 2
 y1(x)  2x 2 3x 4ln x  x  ... 
1 19

270
1 1  1 2 19  (*)
 4 y (x) ln x  y 1(x)  2x2 3x  270
x  ... 

 1 2
1  (**)
 y  c1 y1 (x)  c2  4 y1 (x) ln x  y1 (x) 2x2 3x  270x ...  
19

 
 Case-II

Example :
Find the general solution of
x y + 3 y   y0
Solution :

y 2  y 1ln x  b x n2 (10)

n0 n

2
y  xn (11
1 n
 0 n!(n  2)!
)
differentiate (10)
gives y
y 2  1  y1ln x  (n  2)bn x n3
x n 0

2y1   

 y2  y 1
y1 ln x   (n  2)(n  3)bn n4
2 x x n 0
x
so that

   y   2y1 2y1   (n  2)(n  3)bn n3
xy2 3y 2y  ln
2 x xy  3y1 
 x x n0
1 1

 
3 (n  2)bn xn3  b x n2
n0 
n0 n
 
2y
 2y1  1   (n  2)nbn xn3  b x n2 (12)
x n 0 
n 0 n
 Case-II
where we havecombined the1st twosummations and used thefact

that xy1  3y1  y1  0

Differentiate(11) wecan write(12) as
   
4
 4n
n0
x n1   x n1
n0 n!(n  2)! 
 (n  2)nbn x n3   bn x n2
n0 n0

n!(n 
2)!

4(n  1) n1  
= 0(2)b0 x 3  (b 0  b 1)x 2  x   (n  2)nbn xn3   bn x n2
n0 n!(n  n2 n1

2)!


(b0  b1 )x2    4(k 1)  k (k  k 2  b kx1  k1. (13)
k 0 
 k !(k  2)!2)b 

Setting (13) equal to zero then gives b1  b 0 and

4(k 
 k (k  2)bk 2  bk 1  0, For k=0, 1, 2, (14)
1) 
k!(k
…
1)!
 Case-II

When k=0 in equation (14) we have 2+0  2b2  b1  0 so that but

b1  2, b0  2, but b2 is arbitrary Rewriting equation (14) as

4(k 
bk 2  bk 1  (15)
k (k  2) k!(k 1)2)!k (k 
2) for k=1,2,…
and evaluating
gives
b 4
b3 23 9

1 1 1 25
b4 8b 3 32 b 24 2  288
and so on. Thus we can finally write
y  y ln x  b x 2  b x 1  b  b x    
2 1 0 1 2
3

 b2 4
= y ln x  2x 2  2x 1  b   x  (16)
1 
 
2
3 9
Where b2 is arbitrary.
 Case-III
(3) If r1 = r2, there exists two linearly independent
solutions of the form:

y1 ( x )   cn x n  r1
, c0  0 (21)
n 0

y2 ( x )  y1 ( x ) ln x   bn x n  r2
(22)
n 0
 Case-III
Example :
(18
Find the general solution of xy  y  4 y  0
 )
Solution :The assumption y= c x nr leads to
 nn=0
  

xy  y  4 y   (n+r)(n+r-1)c x n
nr
1   (n+r)c n x nr
1

4 nr

n=0 n=0 cx n=0 n

 
=  (n+r)2c nx nr
1 4 c x nr

n=0 
n=0 n

  

 x  r2c x 1  (n+r) 2c nx
r n1
4 c x n

 0 
n=1 
n=0 n 
 
 x r  r21c 0x   (k+r+1)2c 
 k=0 k+1  4c k xk  0

Therefore r 2 =0, and so the indicial roots are equal: r 1 r 20. Moreover we have
(k  r  1)2 c  4c  0, k=0,1,2,… (19)
k 1 k

Clearly the roots r1  0 will yield one solution corresponding to the coefficients
defined by the iteration of
4ck
ck  k=0,1,2,…
1 (k  1)2
 Case-III

The result is

4 n x n, x   (20)
y1  c0 n0 (n!) 2

1
  )dx
e x dx
y2 y (x)
1  y1 (x)
2
dx y1(x) 
2
 16 
x1  4x  4x2  9 x3   


 y1(x) x1 x  dx

1 1472 3
8x  40x2 
  9
 

 y1 (x)  x 8  40x  9 x 2  ...dx

1 1472

 
 Case-III

 y1 (x) ln x  8x  20x2  27 x3 

1472



Thus on the interval (0,  ) the general solution of (18)

is
  8x  20x2  1472 x 3 ...  
y  c1y1 (x)  c2 y1 (x) ln x  y1 (x)  27 
  
where y1 (x) is defined by (20)
In caseII we can also determine y2 (x) of example9 directly from assumption (4b)
Exercise
In problem 1-10 determine the singular points of each differential equation. Classify each
the singular point as regular or irregular.
1 x3y  4x2 y  3y  0

2 xy (x  3)2 y  0

3 (x2 1 9) y  (x1  3)y  20 y  0

4 y  x y  (x 
1)3
5 (x3  4x) y  2xy  6 y  0 )

6 x2 (x  5)2 y  4xy  (x  2) y  0

7 (x2  x  6)2 y  (x  3) y  (x  2) y  0

8 x(x2  1)2 y  y  0

9 x3 (x2  25)(x  2)2 y  3x(x  2) y  7(x  5) y  0

10 (x3  2x2  3x)2 y  x(x  3)2 y  (x  1) y  0

In problem 11-22 show that the indicial roots do not differ by an integer. Use the method
of frobenius to obtain two linearly independent series solutions about the regular singular
point x0  0 Form the general solution on (0,  )

11. 2xy  y  2 y  0
12. 2xy  5 y  xy  0
1
13. 4xy  y  y  0
2
 2
2x2 y  xy (x2  1) y  0
2
14.
16. x y   x  9  y  xy 
THE END