Power Series Method For The Solution Of Ordinary Differential Equation

Introduction :
In mathematics, the power series method is used to seek a power series solution to certain differential equations. In general, such a solution assumes a power series with unknown coefficients, then substitutes that solution into the differential equation to find a recurrence relation for the coefficients. A number of methods for obtaining analytical closed form solution of first order differential equations, some of which methods could be applied even to non liner equations. The study of equations of second order and higher, and found them more difficult. Restricting the discussion to linear equations, even we are successful in developing solutions for the (important) cases of equations with constant co-efficient and Cauchy and Euler equations. We also found that we can solve non constant co-efficient equations if we can factor the differential operator, but such factorization can be accomplished only in exceptional cases. To restrict the discussion to linear equations, we study nonconstant coefficient equations. That case is so much more difficult than the constant coefficient case we do two things: consider only second order equations and give up on the prospect of finding solutions in closed form seek solution in the form of infinite series.

Ordinary Differential equation:

Differential equations that involve only one independent variable are called ordinary differential equations. An equation which contains the derivatives of a yet to be determined function y(x) (a function of one variable) is called an ordinary differential equation in y(x). Below are some examples of ordinary differential equation in y(x) (1) (2) (3) x3 ( ) is the highest

An ordinary differential equation in y(x) said to be of order N if order derivative of y(x) present in the ordinary differential equation.

In the example of above, (1) is an ordinary differential equation of order 1 (or the 1st order ordinary differential equation); (2) is of order 2; and (3) is of order 3.

Type of Ordinary differential equation:

There are three types of ordinary differential equation. (1) Linear ordinary differential equation. (2) Non linear ordinary differential equation. (3) Quasi-linear ordinary differential equation.

(1)

Linear ordinary differential equation:

A order linear ordinary differential equations have the general form of

Where

are all functions of

This differential equation is homogeneous if homogeneous differential equation.

. Otherwise, it is a non-

(2)

Non linear ordinary differential equation:

Differential equations that do not satisfy the definition of linear are non-linear.

(3)

Quasi-linear ordinary differential equation:

For a non-linear differential equation, if there are no multiplications among all dependent variables and their derivatives in the highest derivative term, the differential equation is considered to be quasi-linear.

Solving Of Ordinary Differential Equation:

Given an ordinary differential equation in y(x), we are interested in finding functions y(x) that satisfy the equation, that is, we are interested in solving the ordinary differential equation. For the purpose of illustration, let us consider solving the ordinary differential equation. Y Which may be written as We may solve the ordinary differential equation above by integrating it twice with respect to x, that is, ) y=( Here C and D which may have any values (arbitrary constant).

Thus we find that y(x)=x3+Cx+D (where C and D are arbitrary constant) satisfies the ordinary differential equation Y .

General Solution:
From the above example it appears that solving an ordinary Differential Equation is really undoing the derivatives in the ordinary differential equation. If an ordinary differential equation is of order N, we are required to integrate it N times to solve it. Consequently, N arbitrary constants appear in the solution obtained. Thus we may regard y (x) =x3+Cx+D as a general solution of the ordinary differential equation.

Particular Solution:
If some or all of the arbitrary constant in a general solution of an ordinary differential equation assume specific values, we obtain a particular solution of the ordinary differential equation. Examples of particular solution of the ODE y-6x=0 are y(x)=x3+Cx+D, Y(x)=x3+Cx+2, and y(x)=x3+3x.

Exact Solution:
We regard a solution of ordinary differential equation as exact if the solution can be directly expressed in terms of elementary functions. Thus, the general solution y(x)=x3+Cx+D of the ODE y-6x=0 is exact. If the values of C and D are given, we may readily evaluate y(x)=x3+Cx+D for any values of by using an ordinary hand calculator. We may not be able to find exact solution of some ODEs For example,
( )

Whose solution is theoretically given by Y=

( )

Classification of Singularities:
Consider a homogeneous linear second order differential equation with variable co Efficient: ao Assuming a0 (x) ( ) Where P(x)=
( ) ( )

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (1) the above equation is written in the standard form as ( ) and Q(x)= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (2)
( ) ( )

( )

Analytic: A function f(x) is said to be analytic at a0 if f(x) has Taylors series expression about x0 given by

( )n Exists and converges to f(x) for all x in some open interval including x0. If a function f(x) is not analytic at x0 then it is said to be a singular point at x0.

( )(

Regular or Ordinary Point:

A point x0 is said to be a regular point of the differential equation (2), equivalently (1), if both P(x) and Q(x) are analytic at x0

Singular Point:
A point x0 is said to be a singular point of (2) if either of P(x) or Q(x) or both are not analytic at x0 . Singular point are classified as regular point and irregular point as Follows: 1. Regular Singular point. 2. Irregular Singular point.

1. Regular Singular point:

If both (x-x0)P(x) and (x-x0)2Q(x) are analytical at x=x0 then the point x=x0 is called a regular Singular point of the equation (1) On the other hand, if either (x-x0)P(x) or (x-x0)2Q(x) or both (x-x0)P(x) and (x2 x0) Q(x) are not analytic at x=x0 then the point x=x0 is called irregular singular point.

Power Series Solution:

A series of the form ( ) is called power series of the variable x about x0 ) ]. Here a1, a2,a3, . . . . . . . . . .are co efficient. [or in power of ( A power series of the variable x, about then point X=0; is given by, ... ( ) ( ) ( )2 . . . . . . . . . . . . . An expression of the form c0+c1(x-x0)+c2 (x-x0)2+. . . . . . . +cn(x-x0) Or in the summation form ( ) . . . . . . . . . . . .(3) is known as a power series of the variable x in the power of ( ) . The constants c0, c1, c2, c3, . . . . . . . . . are known as the coefficients and x0 is known as the center of the power series. Since n takes only positive integral values . If the equation ( ) the power series convergence on where other than x=x0 then the series is no where convergence. If the series ( ) convergence for all values of X then the series is said to be convergence everywhere. The set of all values of x for which the series is convergence is known as region range of convergence.

Power Series Method:

Theorem:
If x0 is a regular (or ordinary) point of the differential equation of (2) then a general solution of (2) is obtained as a linear combination of two nearly independent power series solution of the form ( ) . . . . . . . . . . . .(3) And these power series both converge in some interval |x-x0| <R (with R>0) If P(x) and Q(x) are analytic at x0 then every solution of Y+P(x)y+Q(x)y=0. . . . . . . . . . . . . . . .(4) Is too and can therefore be found in the form Y(x) ( ) Let us consider an ordinary differential equation, Y+P(x)y+Q(x)y=0 at x0 =0 Solution : Step 1: To solve the equation P(x0 and Q(x). Step 2: If p(x) and Q(x) are analytical at x0 =0, then x=0 is an ordinary point of the given equation. Step 3: To solve the equation assume that y ( ) . . . . . . . . . . (5) be the solution of the given equation . Step 4: Then differentiate the equation (5) twice in succession we get Y ( ) . . . . . . . . . . . .(6)

Y ( ) ( ) . . . . . . . . . .(7) Step 5: Substitute y, y ,y obtained by differentiate the equation (5) twice in succession. Collect the coefficient of power like of ( ) . this converts the equation into the form K0+k1( ) +k2( ) 2+ . . . . . . .=0 . . . . . . . . . . (8) Here ki(i= 0, 1, 2, 3, 4, 5, . . . . . . . . ) are the functions of certain coefficient Cn . Step 6: If (5) be the solution of the given equation, all ki must be zero. Solve k0=0, k1=0, k2=0 . . . . . for the unknown coefficient Cn. Generally this leads to a recurrence relation between Cns , which helps to determine the unknown coefficients in the terms of the other known coefficients. Thus Cns are determined by equating to zero each power of (X-X0) in (8).

Step 7: Substituting of these Cns in (5) gives the required power series Solution of the given equation. For Example: (1-X2)Y+2xy-y=0 at about x=0 Solution: (1-X2)Y+2xy-y=0 . . . . . . . . . . . . (1) Y+ yy =0 and Q(x)=

Where P(x) =

Both P(x) and Q(x) are analytic at x=0 Therefore x=0 is an ordinary point of the equation (1) To solve the equation (1) we take, Y= . . . . . . . . . . . (2)

Differentiating the equation (2) twice in succession We have , Y= . . . . . . . . . .(3)

Y=

. . . . . . . . . (4)

Substituting the values of y, y, y in the equation no (1) We have , (1-X2) ( ) 2x =0

+2 =0

Replacing n by (m+2) in the first term

)(

+2 =0

Replacing by n in the first term ( )( ) ( ) +2 =0

2C2+6C3x+ ( ( )

)( ) 2C1x+2

C0 +C1x -

=0

(2 C2 - C )+(6 C3+ C1)x+ +2 -

( =0

)(

- (

) ) n+2n

)( (2 C2 C0 )+(6 C3+ C1)x+ {( ) n - n}x . . . . . . . . . . . . . . . . . . . . (5)

Since equation (5) is an identity, equating the constant and like power of x equal to zero, We Have, 2 C2 C=0 C2= C0 . . . . . . . . . . . . . . . . . (6) 6 C3+ C1=0 C3= C1 . . . . . . . . . . . . . . . . . (7) And ( ( ( )( )( )( ) ) ) ( ) n+2n
n

n=0 n=0

(n2 n 2n+1) ( n2 3n+1)

n=0

8
( ( )( ) )

For n=2 (8) => C4 =

n+2

;n

. . . . . . . . . . . (8)

C2
0

For n=3 (8) => C5=

3

C3

= = ( For n=4 (8) => C6= = =- C0 Now Substituting the values of C2, C3, C4, C5, in equation (2) We have Y=C0+C1x+C2x2+C3x3+C4x4+C5X5 . . . . . . . . . .. = C0+C1x+ C0x2 - C1 x3 = C0(1+ 4 0x

C4 C0

( )x5 - C0x6+ . . . . . . . . . . . . )

)+ C1(x -

Which is the required solution of the given equation.

Frobenius Method:

A power series solution ( ) was obtained for differential equation only when X0 is an ordinary point. Solution near regular singular point X0 can be obtain by an expression of the power series method known as Frobenius Method. In this method we

consider a series of the form

|x - X0|r

) . . . . . . . . . . . . . . . . (1)

Known as Frobenius Series . Here r is an unknown constant to be determined.

Theorem:
Let X0 be a regular singular point of the differential equation ( ) ( ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (2)

Then (2) has at least one nontrivial solution of the form Y=|x - X0|r ( ) . . . . . . . . . . . . . . . . (3)

Which is convergent in some deleted interval about x0 , 0<|x Xo|<R

Frobenius Method:
Step 1: Assume a solution of the form Y=(x - X0)r ( ) . . . . . . . . . . . . . . . . (4)

For the differential equation(2) with X0 as a regular singular point . The series (4) is valid 0<x x0<R. Here the exponent r is chosen so that C0 , which simply means that the Highest power of x is factored out. Step 2: Differentiating (4) obtaining Y== And Y== ( )( ) ( ) . . . . . . . . . . . . . . (6) ( ) ( ) . . . . . . . . . . . .(5)

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Substituting (4), (5), (6) in the differential equation (2) . Collecting the coefficients of like powers of ( ), equation (2) takes the form C0 + C1( )r+k + C2( )r+k-1+C3( )r+k-2+C4( )r+k-3+. . . . . . . .+=0

Here the coefficient Ci for i=0, 1, 2, 3, 4, .. . . . . . . . . . are functions of the exponent r and the constant coefficient Cn . Also k is an integer. Step 3: Since (4) is assumed to be the solution of (2) we must have C0=C1=C2= . . . . . =0 Here K0 is the coefficient of the lowest power r+k of (x x0) . The equation K0=0 is a quadratic equation in r , known as the indicial equation of the differential equation (2) Step 4: Now that r is known, solving the equation K1=0, K2=0, K3=0. . . .we determine completely the unknown constant coefficients Cns. Step 5: Now Let Y1(x) and Y2(x) be the two nontrivial linearly independent solution of the differential equation (2). Then the general solution of the equation (2) is Y(x)=Ay1(x)+By2(x), A and b are arbitrary constant. Then with the known exponent r and the known coefficients C n, y1(x), one of the two solution of (2) is of form (4). The form of second order solution Y 2(x) may be similar to (4) or may contain a logarithmic term. The form of y2(x) will be indicated by the indicial equation. There are three cases:

Case 1: Distinct roots not differing by an integer 1, 2, 3 ,

Suppose r1-r2 N, where N is a non negative integer. Then Y1(x)=(x - X0)r1 And Y2(x)=(x - X0)r2 Here C0
,

) . . . . . . . . . . . . (7)

) . . . . . . . . . . . .(8)

Case 2: Roots differing by an integer 1, 2, 3, :

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Suppose r1-r2 N, where N is a non negative integer. Then Y1(x)=(x - X0)r1 And Y2(x)=(x - X0)r2 Here C0 ,b0 ( ) +AY1(x)ln|x X0| . . . . . . . . (9) ( ) . . . . . . . . . . . . (7)

and A may or may not be Zero.

Case:3 Double root: r1 =r2:

Suppose r1- r2=0. Then Y1(x)=(x - X0)r1 With c0 and ( ) +AY1(x)ln|x X0| . . . . . . . .(10) ( ) . . . . . . . . . . . . (7)

Y2(x)=(x - X0)r1+1

For Example:
X2y+xy+(x2-n2)y=0 ; n taking 2n is not intger

Solution:
X2y+xy+(y=0. . . . . . . . . . . . (1) Y+ y + y =0 . . . . . . . . . . (2)

There for P(x)= ; and Q(x)=

Both P(x) and Q(x) are not analytic at x=0 X=0 is a singular point of equation (1) Both xP(x) and x2Q(x) are analytic at x=0 X=0 is a regular singular point of (1) Let, y = ; C . . . . . . . . . (3)

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Y= Y=

( (

) )( )

Substituting the values of y, y, y, in the equation (1) X 2 ( n2 ( 2 n ( )( =0 )( =0 *( )( )

m+(m+k)Cm

)( )

) + +

+X (

( )

) + +

+(x2-n2) -

=0

* ( ) + 0xk +{(1+k)k+(1+k)-n2}C1Xk+1 + Cm-2 n2Cm}Xm+k =0 . . . . . . . . . . .(4)

This equation is identical

Now equating the coefficients of the least power xk equals to zero. We get the idicial equation

* (

)
=0

+ 0= 0
[C0 ]

K2 = n2 K= K= n,-n Since 2n is not an integer therefore the roots of the indicial equation are distinct and not differ by integer. Now equating to zero the coefficient of x i.e. xk+1 We get

{(1+k)k+(1+k)-n2}C1 = 0
{(k2+2k+1)- n2}C1 = 0 {(k+1)2- n2}C1 = 0 (k+1- n)(k+1+n)C1 = 0

13 C1= 0 [k ( )] . . . . . . . . . . . . . . (5)

Now to obtain the relation we equate the coefficients of Xm+k is zero

)(

) Cm +(m+k)Cm + Cm-2 n2Cm =0

{(m+k)2 n2} Cm+Cm-2 = 0

Cm =(

)(

. . . . . . . . . . . (6)

In view of equation (5) we have formed equation (6) C1= C3=C5=C7= . . . . . . . .=0 Substituting m=2, 4, 6, . . . . . . in the equation (60 we get C2=( C4=( C6=(
)( )

)(

)(

)(

)(

)(

)(

)(

)(

Thus we have from equation (3) y= Y = C0xk+C1xk+1+C2xk+2+C3xk+3 . . . . . . . . . . . . . Y = C0xk+( +( Case 1: Putting k= -n and replacing C0 by a we get one independent solution of equation (1) Y = ax-n[1 Y =au(say) Case 2: Putting k= n and replacing C0 by b we get one independent solution of equation (1)
( ) )( )( )( ) )( )( ( )( )( ) )( )( )

..........

)(

14

Y = bx-n[1 Y = bv(say)

)(

The general solution of the equation (1) is Y = au+bv; where a and b are two arbitrary constants.

Reference: (1) Higher Engineering Mathematics, B.V.Ramana. (2) Advanced Engineering Mathematics, Michael Greenberg.