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Special Functions: Series Solutions of Differential Equations: Some Basic Definitions

The document discusses special functions used in solving differential equations, including: 1. Power series solutions of differential equations about ordinary points using Taylor series expansions. The method involves determining coefficients to obtain two linear independent solutions. 2. The Frobenius method for obtaining power series solutions about regular singular points. It involves assuming a trial solution and determining coefficients from an indical equation. 3. Rodrigue's formula for expressing Legendre polynomials in terms of derivatives. 4. Recurrence relations, generating functions, and orthogonal properties of Legendre polynomials. 5. Bessel's equation and its solutions involving Bessel functions Jn(x).

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25 views

Special Functions: Series Solutions of Differential Equations: Some Basic Definitions

The document discusses special functions used in solving differential equations, including: 1. Power series solutions of differential equations about ordinary points using Taylor series expansions. The method involves determining coefficients to obtain two linear independent solutions. 2. The Frobenius method for obtaining power series solutions about regular singular points. It involves assuming a trial solution and determining coefficients from an indical equation. 3. Rodrigue's formula for expressing Legendre polynomials in terms of derivatives. 4. Recurrence relations, generating functions, and orthogonal properties of Legendre polynomials. 5. Bessel's equation and its solutions involving Bessel functions Jn(x).

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dashingrj005
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SPECIAL FUNCTIONS:

Series Solutions of Differential Equations:

Some Basic Definitions:

1. Power Series: An infinite series of the form

(1)

is called a power series in (x – x0).

In particular, a power series in x is an infinite series

(2)

Where c0, c1, … … … … are constants.


For example, the exponential function ex has the power
series

The power series (1) converges for , where


, provided the limit exists. … … … … (3)

R is said to be the radius of convergence of power series (1).


The interval (-R, R) is said to be the interval of
convergence.
Since R = ∞ for power series (2), hence the interval of
convergence of (2) is (-∞, ∞).
Note:

(I) A power series represents a continuous function within


its interval of convergence.
(II) A power series can be differentiated term wise within
its interval of convergence.
Analytic Function: A function f(x) defined on an interval
containing the point x = x0 is called analytic at x0 if its
Taylor series.

exists and converges to f(x) for all x in the interval of

convergence of (1).
NOTE:
(I) All polynomial functions, ex, sinx, cosx, sinhx and coshx
are analytic anywhere.
(II) A rational function is analytic except at those values of x
at which its denominator is zero.
Ordinary and Singular Points (Definitions):
A point x = x0 is called an ordinary point of the differential
equation
y// + P(x)y/ + Q(x)y = 0 … … … … … … … … (2)
if both the function P(x) and Q(x) are analytic at x = x0.
If the point x = x0 is not ordinary point of the differential
equation (2) then it is called singular point of the
differential equation (2).
Type of Singular Points:
(I) Regular Singular Points: A singular point x = x0 of
differential equation (2) is called a regular singular
point of the differential equation (2) if both (x – x 0)
P(x) and (x – x0)2Q(x) are analytic at x = x0.
(II) Irregular Singular Points: A singular point which is
not regular is called irregular singular point.

Example1: Determine whether x = 0 is an ordinary point


or a regular singular point of the differential equation
POWER SERIES SOLUTION IN POWERS OF (X – X0) OR
THE POWER SERIES SOLUTION NEAR THE ORDINARY
POINT X = X0 OR POWER SERIES SOLUTION ABOUT THE
ORDINARY POINT X = X0.
WORKING RULE:
Let the given differential equation
y// + P(x)y/ + Q(x)y = 0 … … … … … … … (1)
If x = xo is an ordinary point of (1), then (1) has two no –
trivial linear independent power series solutions of the form

… … … … … … … … (2)
Step I: In order to get the coefficients Cn’s, we take

… … … … … … … … (3)

Step II: Differentiating twice succession, (3) gives

… … … … … (4)

Step III: Putting the values of y, y/ and y// in the equation (1), we get an
equation of the form

… … … … (5)
Where A0, A1, A2, … … … , ect. are now functions of the
coefficients C0, C1, C2, … … , etc.

Step IV: Equate all the coefficients A0, A1, A2, … …. etc. to
zero. i.e.

A0 = 0, A1 = 0, A2 = 0. … … … An = 0. … … … … … (6)

Step V: Solving equation (6), we obtain the coefficients of


(3) in terms of Co and C1. substituting these coefficients
in (3), we obtain the required series solution of (1) in
powers of (x – x0).
Example 1: Find the power series solution of the
differential equation (x2 + 1)y// + xy/ - xy = 0 (i.e. about x =
0).
Solution:
SERIES SOLUTION ABOUT REGULAR SINGULAR POINT
X = 0.

FROBENIUS METHOD:

Consider the differential equation of the form

… … …. … … … (1)
Where the functions F(x) and G(x) are analytic at x = 0.

Here we assume the trial solution

C0 ≠ 0 … … (2)
Differentiating (2) term by term, we get

Since F(x) and G(x) are analytic at x = 0, we can write


Putting the values y, y1, y2, F(x) G(x) in (1) and then
multiplying both sides by x2, we get
… (3)

Since (3) is an identity, we can equate to zero the


coefficients of various powers of x. This will give us system
of equations involving the unknown coefficients Cm . The
smallest power is xr, and the corresponding equation is

Since by assumption c0≠0, we obtain


… … … … … … … (4)
This important equation is known as the indical equation
of (1).
ASSIGMENT (3)
(a) Discuss Frobenius Method.
(b) Working rules for the Frobenius Method.
(c) One example using Frobenius Method.
RODRIGUE’S FORMULA

Statement:

Proof:

… … … … … … … … (4)

Where C is constant.
But V = (x2 – 1 )n = (x + 1) n (x – 1)n
So that
When x = 1

All other terms disappear as (x – 1) is a factor in every terms


except first.
Therefore, when x = 1, (4) implies that

C.2n.n! = Px(1) = 1.

so., C = 1/ 2n.n! … … … … … … … … … … (5)


Substituting the value of C from (5) in (4) we get,
Calculation of Legendre’s Polynomial from Rodrigue’s
Formula:

We have,

Calculate P0(x), P1(x), P2(x), P3(x), P4(x), P5(x), etc. By


putting the values of n = 0, 1, 2, 3, 4, 5, … … …
Ex1. Express the function f(x) = 4x3 + 6x2 + 7x + 2 in terms of
Legendre’s polynomial.

Solution:

Ans: (8/5).P3(x) + 4.P2(x) + (47/5).P1(x) + 4.P0(x)


A Generating Function of Legendre’s Polynomial:
Q: Prove that Pn(x) is the c0-efficient of zn in the expansion
of (1 – 2 xz + z 2) – ½ in ascending powers of z.

OR

Proof:
Ex2. Using Generating function prove that
(i) Pn(1) = 1
(ii) Pn(-1) = (-1)n
Orthogonal Properties of Legendre’s Polynomials:
Q: Prove that

Proof:
RECURRENCE RELATIONS (FORMULAE):

(I) nPn = (2n – 1)xPn-1 – (n – 1) Pn-2 ; n ≥ 2.

(II) (n + 1)Pn+1 = (2n + 1)xPn – nPn-1 ; n ≥ 1.

(III)nPn = xPʹn – Pʹn-1.

(IV) (2n + 1)Pn = Pʹn+1 – Pʹn-1.

(V) (n + 1)Pn = Pʹn+1 – xPʹn .

(VI) Pʹn – xPʹn+1 = nPʹn-1.

(VII)(1 – x2)Pʹn = n(Pn-1 – xPn).

(VIII)(1 – x2)Pʹn = (n+1)(xPn – Pn+1).


Ex1. If Pn(x) is a Legendre’s polynomial of degree n and β is

such that Pn(β) = 0. Show that Pn-1(β) and Pn+1(β) are


opposite signs.

Solution:
Ex2. Prove that

Solution:
BESSEL’S EQUATION & ITS SOLUTION:
The differential equation of the form

is called the Bessel’s Equation.


Solution of Bessel’s equation:

Then the solutions are:


For m = n:
Where a0 is the arbitrary constant.
For m = - n:

BESSEL’S FUNCTIONS, Jn(x).

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