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Series Solution of ODEs

The document summarizes the series solution method for solving second-order linear differential equations. It describes seeking a series solution around an ordinary point xo=0 using a power series. For a regular singular point at xo=0, the method of Frobenius is used by seeking a solution as the product of x^r and a power series, where r satisfies the indicial equation. Depending on whether the roots r1 and r2 of the indicial equation are distinct or not, one or two independent solutions may be obtained.

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SakshamPahwa
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29 views1 page

Series Solution of ODEs

The document summarizes the series solution method for solving second-order linear differential equations. It describes seeking a series solution around an ordinary point xo=0 using a power series. For a regular singular point at xo=0, the method of Frobenius is used by seeking a solution as the product of x^r and a power series, where r satisfies the indicial equation. Depending on whether the roots r1 and r2 of the indicial equation are distinct or not, one or two independent solutions may be obtained.

Uploaded by

SakshamPahwa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Summary of Series Solution Method

y 00 (x) + p(x)y 0 (x) + q(x) = 0

(1)

We seek a series solution about some point xo . We take xo = 0 without loss of generality. (If the
expansion point xo 6= 0, then let x0 = x xo , so the expansion point becomes x0o = 0.)

xo = 0 is an ordinary point

Seek a solution of the form


y(x) =

an xn ,

a0 6= 0

power series method

n=0

Substitute into Eq. (1) and collect terms with the same powers of x to obtain

bn xn = 0,

where

bn (an , an1 , . . .)

n=0

Set bn = 0 and solve for a2 , a4 , a6 , . . . in terms of a0 and for a3 , a5 , a7 , . . . in terms of a1 .

xo = 0 is an regular singular point

Seek a solution of the form


y(x, r) = x

an xn ,

a0 6= 0

method of Frobenius

n=0

Substitute into Eq. (1) and collect terms with the same power of x. The term with the lowest power
of x is
a0 (r r1 )(r r2 )xr = 0 indicial equation r1 r2 .
Setting the coefficients of the higher powers of x to zero gives a recurrence realtion
am+2 = f (m, r, ..)am ,

m = 0, 1, 2, . . .

2.1 CASE r1 6= r2 and r1 r2 6= integer:


Two independent solutions are y1 (x) = y(x, r1 ) and y2 (x) = y(x, r2 ).
2.2 CASE r1 = r2 :
One solution is y1 (x) = y(x, r1 ). A second independent solution is found from

X
y(x, r)
dan (r)
bn xn where bn =
y2 (x) =
= y1 (x) ln x + xr1
.
r
dr r1
r1
n=1
2.3 CASE r1 r2 = integer:
One solution is y1 (x) = y(x, r1 ). A second independent solution may be y(x, r2 ). If y(x, r2 ) is not
an accepatable solution, then a second solution is given by

d


r2
y2 (x) =
[(r r2 )y(x, r)] = Cy1 (x) ln x + x
[(r r2 )an (r)] ,
bn xn where bn =
r
dr
r2
r2
n=0
where the constant C may be zero.

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