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Solving Second Order Linear Differential Equations With Taylor Series

The document discusses solving a second-order linear differential equation using a Taylor series. Specifically, it examines the equation d2x/dt2 + dx/dt + tx = 0. By substituting a Taylor series expansion of x(t) into this equation, two conditions are obtained: c1 = 0 and a recurrence relation between the coefficients ck. This recurrence relation is ck-2 = -ck/k2, providing a relationship to determine the coefficients of the Taylor series solution.

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Chris Harding
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127 views3 pages

Solving Second Order Linear Differential Equations With Taylor Series

The document discusses solving a second-order linear differential equation using a Taylor series. Specifically, it examines the equation d2x/dt2 + dx/dt + tx = 0. By substituting a Taylor series expansion of x(t) into this equation, two conditions are obtained: c1 = 0 and a recurrence relation between the coefficients ck. This recurrence relation is ck-2 = -ck/k2, providing a relationship to determine the coefficients of the Taylor series solution.

Uploaded by

Chris Harding
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Solving Second-order Linear Differential

Equations With Taylor Series


Chris Harding
February 2018

1 Problem Statement
There is a large class of differential equations–the so-called linear ones–for which
we can find solutions using the Taylor series method discussed in the lecture.
One such differential equation is

d2 x dx
t + + tx = 0 (∗)
dt2 dt
It is a particular case of the more general Bessel differential equation, and
one solution of it is given by the Bessel function J0 (t) that we saw in Chapter
1. Notice that (*) involves not only the first derivative dx dt but also the sec-
d2 x
ond derivative dt2 . For this reason, it is said to be a second order differential
equation.
In this problem we will content ourselves with finding a relationship (specifi-
cally, a recurrence relation) on the coefficients of a Taylor series expansion about
t = 0 of a solution to our equation. Hence consider the Taylor series
∞
X
x(t) = ck tk
k=0

Substituting this into (*) will give you two conditions. The first one is c1 = 0.
What is the other one?
Note: this problem involves some nontrivial manipulation of indices in sum-
mation notation. Do not get discouraged if it feels more difficult than other
problems: it is!

1
2 Solution
First, let us expand the given Taylor series

∞
X
x(t) = ck tk = c0 t0 + c1 t1 + c2 t2 + c3 t3 + . . . = c0 + c1 t + c2 t2 + c3 t3 + . . .
k=0

The first derivative of the Taylor series is


∞
0 dx X
x (t) = = c1 + 2c2 t + 3c3 t2 + . . . = kck tk−1
dt
k=1

How did I find the summation values?

Finding Summation Values


k 1 2 3 ...
Coefficient 1 2 3 ...
Coefficient k k k ...
ci 1 2 3 ...
ci k k k ...
ti 1-1 2-1 3-1 ...
ti k-1 k-1 k-1 ...

The second derivative of the Taylor Series is


∞
00 d2 x X
x (t) = 2 = 2c2 + 6c3 t + . . . = k(k − 1)ck tk−2
dt
k=2

Finding Summation Values


k 2 3 ...
Coefficient 2 6 ...
Coefficient 2 ·1 3 ·2 ...
Coefficient k(k-1) k(k-1) . . .
ci 2 3 ...
ci k k ...
ti k-2 k-2 ...

2
Substituting the summation constructs into the second-order linear differen-
tial equation (*)
∞
X ∞
X ∞
X
k−2 k−1
t k(k − 1)ck t + kck t +t ck tk = 0
k=2 k=1 k=0

Dividing through by t, which, because of power law, cause the first derivative
summation

tk−1
= tk−1 · t−1 = tk−1−1 = tk−2
t
and rearranging the starting k values so that we can factor them out of the
equation later. Separate equations into like equations because of the hint in the
problem statement
∞
X ∞
X ∞
X
k(k − 1)ck tk−2 + kck tk−2 + ck−2 tk−2 = 0
k=2 k=1 k=2
∞
X ∞
X
kck tk−2 = kck tk−2
k=1 k=2

Factoring and dividing out the factored components


∞
X
(k 2 ck − kck + kck + ck−2 )tk−2 = 0
k=2

k 2 ck + ck−2 = 0
Answer
ck−2
ck = −
k2

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