Solve

This is not a differential equation with constant coefficients.

This is not Cauchy-Euler equation.

We need a way to find the solution of the given differential equation.

Chapter 6:
Series Solutions of
Linear Equations
Section 6.2: Solutions About Ordinary Points
Review on Power Series
Recall
  that a power series in (or centered at ) is a series of the form
∞
 
∑ 𝑐 𝑛 ( 𝑥 − 𝑎 )𝑛=𝑐 0 +𝑐 1 ( 𝑥 −𝑎 ) +𝑐 2 ( 𝑥 − 𝑎 )2 +… .
𝑛=0

 As a special case, when we get the series

∞
 
∑ 𝑐 𝑛 𝑥 𝑛=𝑐 0+ 𝑐 1 𝑥+ 𝑐2 𝑥2 +… . We obtain the interval of
𝑛=0
convergence of a power series
Each power series has an interval of convergence. either by the ratio or root tests.

The
  interval of convergence is the set of all real numbers for which the series converges.

 The half length of the interval of convergence is called the radius of convergence.

 • If then the power series converges for and diverges for . (remember that we check the end points)

 • If then the power series converges only when .

 • If then the power series converges for all real numbers .

Review on Power Series

Differentiation and Integration of a power series

Remember that differentiating and integrating a power series term by term will result a new power series with the same
radius of convergence as the original one.

Reindexing (Shifting the summation index)

∞
  𝑛+ 𝛽
In order to shift the index of the series 𝑐
∑ 𝑛 𝑥
𝑛=𝛼

 To have the exponent on to be the number , we replace every by then the series becomes

 ∞ 𝑛+ 𝛽
∞

∑ 𝑐𝑛 𝑥 = ∑ 𝑐𝑛 − 𝛽 𝑥 𝑛
𝑛=𝛼 𝑛=𝛼 + 𝛽
  subtract

  add
Review on Power Series

Differentiation and Integration of a power series

Remember that differentiating and integrating a power series term by term will result a new power series with the same
radius of convergence as the original one.

Reindexing (Shifting the summation index)

∞
  𝑛− 𝛽
In order to shift the index of the series 𝑐
∑ 𝑛 𝑥
𝑛=𝛼

 To have the exponent on to be the number , we replace every by then the series becomes

 ∞ 𝑛−𝛽
∞

∑ 𝑐𝑛 𝑥 = ∑ 𝑐𝑛 +𝛽 𝑥 𝑛   add
𝑛=𝛼 𝑛=𝛼 − 𝛽

  subtract
Analyticity
 
Definition: A function is said to be analytic at a point if it can be represented by a power series in with either a
positive or infinite radius of convergence.

Example:  The function is analytic at and it can be represented as

The given power series has infinite radius of convergence.

 Remark: If has derivatives for all order at (i.e. infinitely differentiable at ) then can be represented by Taylor series
∞ (𝑛 )
  𝑓 (𝑎 ) 𝑛
𝑓 ( 𝑥 )= ∑ ( 𝑥 − 𝑎)
𝑛=0 𝑛!
 and hence is analytic at .

Example: 1. Every polynomial is analytic at any real number.

 2. The functions are analytic at any real number.

 3. The functions is not analytic at because it is discontinuous at that number.
Consider the second-order differential equation
′′ ′
𝑎
  2 ( 𝑥 ) 𝑦 + 𝑎 1 ( 𝑥 ) 𝑦 +𝑎 0 ( 𝑥 ) 𝑦 =0. ( 1 )

 Dividing by gives the standard form

′′ ′
  𝑦 + 𝑃 ( 𝑥 ) 𝑦 +𝑄 ( 𝑥 ) 𝑦 =0. ( 2 )
 Definition:

A point is called an ordinary point of (1) if both and , in the standard form (2), are analytic at .

A point that is not an ordinary point is called a singular point.

 The DE  has no singular point since and are analytic at every

 number , that is, all numbers (real and complex) are ordinary points of the DE.
Consider the second-order differential equation
′′ ′
𝑎
  2 ( 𝑥 ) 𝑦 + 𝑎 1 ( 𝑥 ) 𝑦 +𝑎 0 ( 𝑥 ) 𝑦 =0 . ( 1 )

 Dividing by gives the standard form

′′ ′
  𝑦 + 𝑃 ( 𝑥 ) 𝑦 +𝑄 ( 𝑥 ) 𝑦 =0 . ( 2 )
 Definition:

A point is called an ordinary point of (1) if both and , in the standard form (2), are analytic at .

A point that is not an ordinary point is called a singular point.

 Consider the DE

 Its standard form is

 Since the function is not analytic at , the point is a singular point of the DE.
 ′′ ′
𝑎
  2 ( 𝑥 ) 𝑦 + 𝑎1 ( 𝑥 ) 𝑦 +𝑎 0 ( 𝑥 ) 𝑦=0 . ( 1 )

 From now on, we consider the coefficients and to be polynomials (with no common factors) and hence

The functions and of the standard form

′′ ′
  𝑦 + 𝑃 ( 𝑥 ) 𝑦 +𝑄 ( 𝑥 ) 𝑦 =0 , ( 2 )

  ( 𝑥) = 𝑎1 ( 𝑥 )  𝑄 ( 𝑥 ) = 𝑎0 ( 𝑥 ) .
becomes 𝑃 and
𝑎2 ( 𝑥 ) 𝑎2 ( 𝑥 )

 We conclude that a number is an ordinary point of (1) if whereas is a singular point of (1) if

 Find all the ordinary and singular points of the DE

 The singular points are and . All other numbers (real or complex) are ordinary points.
 ′′ ′
𝑎
  2 ( 𝑥 ) 𝑦 + 𝑎1 ( 𝑥 ) 𝑦 +𝑎 0 ( 𝑥 ) 𝑦=0 . ( 1 )

 From now on, we consider the coefficients and to be polynomials (with no common factors) and hence

The functions and of the standard form

′′ ′
  𝑦 + 𝑃 ( 𝑥 ) 𝑦 +𝑄 ( 𝑥 ) 𝑦 =0 , ( 2 )

  ( 𝑥) = 𝑎1 ( 𝑥 )  𝑄 ( 𝑥 ) = 𝑎0 ( 𝑥 ) .
becomes 𝑃 and
𝑎2 ( 𝑥 ) 𝑎2 ( 𝑥 )

 We conclude that a number is an ordinary point of (1) if whereas is a singular point of (1) if

 Find all the ordinary and singular points of the DE

 The singular points are and . All other numbers (real or complex) are ordinary points.
 ′′ ′
𝑎
  2 ( 𝑥 ) 𝑦 + 𝑎1 ( 𝑥 ) 𝑦 +𝑎 0 ( 𝑥 ) 𝑦=0 . ( 1 )

  𝑐 0 𝑦1 +𝑐 1 𝑦2
¿

 Remark: The distance in the above theorem is the minimum value for the radius of convergence.

 Find the minimum radius of convergence of power series solution of the DE

(a) about (b) about

 (a) The minimum radius of convergence is that is .

 (b) The minimum radius of convergence is that is .
 ′′ ′
𝑎
  2 ( 𝑥 ) 𝑦 + 𝑎1 ( 𝑥 ) 𝑦 +𝑎 0 ( 𝑥 ) 𝑦=0 . ( 1 )

  𝑐 0 𝑦1 +𝑐 1 𝑦2
¿

 Remark: The distance in the above theorem is the minimum value for the radius of convergence.

 Find the minimum radius of convergence of power series solution of the DE

(a) about (b) about

 (a) The minimum radius of convergence is that is .

 (b) The minimum radius of convergence is that is .
 ′′ ′
𝑎
  2 ( 𝑥 ) 𝑦 + 𝑎1 ( 𝑥 ) 𝑦 +𝑎 0 ( 𝑥 ) 𝑦 =0. ( 1 )

  𝑐 0 𝑦1 +𝑐 1 𝑦2
¿

 Remark: The distance in the above theorem is the minimum value for the radius of convergence.

Remark 2: The above theorem guarantees that the both power series solutions converge in a certain interval and it does
not say that the series solutions diverge outside the interval.
 ′′ ′
𝑎
  2 ( 𝑥 ) 𝑦 + 𝑎1 ( 𝑥 ) 𝑦 +𝑎 0 ( 𝑥 ) 𝑦=0 . ( 1 )

 For simplicity, we only find power series solutions of an ODE about the ordinary point .

 To find a power series solution about an ordinary point , we let and find a series solution of the new equation of the form
∞
  𝑛
𝑦=∑ 𝑐 𝑛 𝑡
𝑛 =0

 and then we resubstitute

 ′′ ′
𝑎
  2 ( 𝑥 ) 𝑦 + 𝑎1 ( 𝑥 ) 𝑦 +𝑎 0 ( 𝑥 ) 𝑦=0 . ( 1 )

 
Solve  The recurrence relation is

 where
 ′′ ′
𝑎
  2 ( 𝑥 ) 𝑦 + 𝑎1 ( 𝑥 ) 𝑦 +𝑎 0 ( 𝑥 ) 𝑦=0 . ( 1 )

 
Solve  The recurrence relation is

  where
 ′′ ′
𝑎
  2 ( 𝑥 ) 𝑦 + 𝑎1 ( 𝑥 ) 𝑦 +𝑎 0 ( 𝑥 ) 𝑦=0 . ( 1 )

 
Solve  The recurrence relation is

  where
Continue reading the solution from the textbook.
Final Exam, Semester 181