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Ordinary Differential Equations (Odes) : Part A P1
Ordinary Differential Equations (Odes) : Part A P1
A
Ordinary Differential
Equations (ODEs)
(1) m
m 2
a ( x x 0
) a0
a1
( x x0
) a 2
( x x 0
) .
m0
m1
(5) y 2 a2 3 2 a3 x 4 3a4 x 2 m( m 1)am x m2
m2
provided these limits exist and are not zero. [If these limits
are infinite, then (1) converges only at the center x0.]
Theorem 1
Existence of Power Series Solutions
If p, q, and r in (12) are analytic at x = x0, then every solution of
(12) is analytic at x = x0 and can thus be represented by a power
series in powers of x − x0 with radius of convergence R > 0.
1. Termwise Differentiation.
A power series may be differentiated term by term.
More precisely: if
y( x) am ( x x0 )m
m0
2. Termwise Addition.
Two power series may be added term by term. More precisely:
if the series
(13) am ( x x0 ) m
m m
and b ( x x0
)
m0 m0
have positive radii of convergence and their sums are f(x)
and g(x), then the series
m m
( a
m0
b )( x x 0
) m
3. Termwise Multiplication.
Two power series may be multiplied term by term. More
precisely: Suppose that the series (13) have positive radii of
convergence and let f(x) and g(x) be their sums. Then the
series obtained by multiplying each term of the first series
by each term of the second series and collecting like powers
of x − x0, that is,
a0 b0 ( a0 b1 a1b0 )( x x0 ) (a0 b2 a1b1 a2 b0 )( x x0 )2
( a0 bm a1bm1 am b0 )( x x0 )m
m0
(2) y( x) am x m
m0
and its derivatives into (1), and denoting the constant
n(n + 1) simply by k, we obtain
(1 x ) m( m 1)am x
2 m2
2 x mam x m1
k am x m 0.
m 2 m1 m0
By writing the first expression as two separate series we
have
the equation
m
m 2
( m 1) a m
x m 2
m( m
m2
1) a m
x m
m m 0.
2 ma x m
ka x
m1
m
m0
Section 5.2 p28 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
5.2 Legendre’s Equation. Legendre Polynomials Pn(x)
(
s 0
s 2)( s 1) a s
s 2
x
s 2
s( s 1) as
x s
s s 0.
2 sa x
s1
ka x s s
s 0
Theorem 1
Frobenius Method
Let b(x) and c(x) be any functions that are analytic at x = 0. Then
the ODE
b( x) c( x )
(1) y x y x 2 y 0
has at least one solution
that can be represented in the form
(2) y( x) x am x x ( a0 a1x a2 x )
r m r 2
( a0 0)
m0
where the exponent r may be any (real or complex) number
(and r is chosen so that a0 ≠ 0).
The ODE (1) also has a second solution (such that these two
solutions are linearly independent) that may be similar to (2)
(with a different r and different coefficients) or may contain a
logarithmic term. (Details in Theorem 2 below.)
Section 5.3 p40 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
5.3 Extended Power Series Method: Frobenius Method
Theorem 2
Frobenius Method. Basis of Solutions. Three Cases
Suppose that the ODE (1) satisfies the assumptions in
Theorem 1. Let r1 and r2 be the roots of the indicial equation (4).
Then we have the following three cases.
Theorem 2 (continued)
Frobenius Method. Basis of Solutions. Three Cases
(continued)
Case 2. Double Root r1 = r2 = r
A basis is
(7) y1(x) = xr(a0 + a1x + a2 x2 + …) [r = (1 − b0)]
(of the same general form as before) and
(8) y2(x) = y1(x) ln x + xr(A1x + A2 x2 + …) (x > 0)
Theorem 2 (continued)
Frobenius Method. Basis of Solutions. Three Cases
(continued)
Case 3. Roots Differing by an Integer.
A basis is
(9) y1 ( x) x r1 ( a0 a1 x a2 x 2 )
( m r )(m r 1)am x
m0
m r
( m r )am x mr
m0
am x m r 2
2
m 0.
a x m r
m0 m0
(14) 2 n
Jn ( x)
~ cos( x )
x 2 4
where ~ is read “asymptotically equal” and means that for
fixed n the quotient of the two sides approaches 1 as x → ∞.
Theorem 1
Derivatives, Recursions
The derivative of Jν(x) with respect to x can be expressed by Jν−1(x)
or Jν+1(x) by the formulas
(a) [ x J
( x )] x J 1 ( x)
(21)
[ x J ( x)] x J 1 ( x).
(b)
Furthermore, Jν(x) and its derivative satisfy the recurrence
relations 2
J 1 ( x) J 1 ( x) J ( x)
(c) x
(21)
(d) J 1 ( x) J 1 ( x) 2 J ( x).
1
(23) ( )
2
Theorem 1
General Solution of Bessel’s Equation
A general solution of Bessel’s equation for all values of ν
(and x > 0) is
(9) y(x) = C1Jν(x) + C2Υν(x).
(2) y( x) am ( x x0 )m a0 a1 ( x x0 ) a2 ( x x0 )2 .
m0