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Raising a new Generation of Leaders

MAT 317
MATHEMATICAL METHOD
III
By
Mrs G.O. Alao
Series Representation of Solution of an ODE
in Neighborhood of an Ordinary Point

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Any homogeneous second-order linear ODE can be
written in the form :
y  p  x  y  q  x  y  0 1
dy
where y  , p  x  and q  x  are given functions of x.
dx
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The general form of the solution to 1 is
y  x   c1 y1  x   c2 y2  x 
where y1  x  and y2  x  are linearly independent
solutions of 1 and c1 and c2 are constants that
are fixed by the boundary conditions (if supplied).

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Ordinary Point
The point x0 is called an ordinary point of 1 if the
coefficient functions p  x  and q  x  are all analytic
in a neighborhood of x0 .
Example : y  e y  0
x

x
Every point x0 is an ordinary point because e is an
entire function.
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 Singular Point
The point x0 is called a singular point of 1 if at least
one of the coefficient functions p  x  , q  x  or both are
not analytic in a neighborhood of x0 .
Example
x y  xy   x  1 y  0
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has a singular point at zero.

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 Types of Singular Point
1. Regular Singular Point
The point x0 is called a regular singular point of 1 if not
all of p  x  and q  x  are analytic but if all of  x  x0  p  x 
and  x  x0  q  x  are analytic in a neighborhood of x0 .
2

Example
x y  xy  y  0
2
has a regular singular point at zero.
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 Types of Singular Point (cont.)
2. Irregular Singular Point
The point x0 is called an irregular singular point of 1 if
its neither an ordinary point nor a regular singular point
Example
x y   xy    x  1 y  0 has an irregular singular point at zero.
3

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Theorem
 
Suppose that:  a x  b x
n0
n
n

n0
n
n
 x

Then
an  bn  n0

Suppose also that: a x
n0
n
n
0

Then an  0  n0
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Example (on series solution)
Show that x  0 is an ordinary point of the
differential equation:
y  y  0
and hence find its series solution about this point.

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Solution
By comparing the given equation with equation 1 above
we have that
p  x   0 and q  x   1
These two functions are analytic for all values of x and in
particular for x  0.
Hence, x  0 is an ordinary point of the equation.

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We shall therefore assume a solution

y  x    an x n

n 0

to the differential equation with its derivatives. That is,


y    nan x n 1

n 0

y    n  n  1 an x n2

n 0

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Substituting these into the given equation, we have
 

  n
n n
n 0
 1 a x n2
  n 0
a x n

n 0

We shall make the powers of x the same in the two summands by

letting n  2  k in the first and n  k in the second.
 

 n  n  1 a x
n 0
n
n2
   k  2  k  1 a
k 2
k 2 x k


   k  2  k  1 ak  2 x k

k 0

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since the first two terms corresponding to
k  2 and k  1 are both zero, we have that
 

  k  1 k  2  a
k 0
k 2 x   ak x
k

k 0
k
0

These combine to give



  k  1 k  2  a
k 0
k 2  ak 
x
k
0

Hence, we get the recurrence relation

 k  1 k  2  ak  2  ak  0 , k 0

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This yields
 ak
ak  2  , k 0
 k  1 k  2 
 1 a0
2
 a0  a0  a1  a1  a2
a2   , a3   , a4   ,
1.2 2! 2.3 3! 3.4 4!
 1 a1  1 a0  1 a1
2 3 3
 a3  a4  a5
a5   , a6   , a7  
4.5 5! 5.6 6! 6.7 7!
    

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In general, we have that
 1 a0  1 a1
n n

a2 n  , a2 n 1  , n 1
 2 n !  2n  1!
But,

y  x    an x n  a0  a1 x  a2 x 2  a3 x 3  a4 x 4  
n 0

 a0   a2 x  a4 x     a1 x   a3 x  a5 x   
2 4 3 5

 
 a0   a2 n x 2n
 a1 x   a2 n 1 x 2 n 1

n 1 n 1

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That is,
 1 a0 x  1 a1 x
n 2n n 2 n 1
 
y  x   a0    a1 x  
n 1  2 n ! n 1  2n  1!
   2n     2 n 1 
n n

 1 x 
 1 x
 a0 1     a1  x   

 n 1  2 n  ! 
 
 n 1  2 n  1  ! 

 1 x  
n n 2 n 1
 2n 
 1 x
 a0   a1 
n 0  2 n ! n 0  2n  1!

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  1 x
n 2n

Let a0  1 and a1  0, we get y1  x     cos x
n 0  2 n !
 1 x
n 2 n 1

Also by setting a0  0 and a1  1, we get y2  x     Sin x
n  0  2n  1!

Thus,
y  c1 y1  x   c2 y2  x   c1 cos x  c2 sin x
is the general solution of the given DE.

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Example/Exercise
Find the series solutions of the following
differential equations
1. y   y  0
2. y   x y   y  0
2

3. y   x y   xy  0
2

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