INTRODUCTION

A homogeneous linear DE whose coefficients are constant can be solved by

algebraic methods, and the solutions are elementary functions known from
calculus. However, if those coefficients are not constant but depend on x, the
situation is more complicated and the solutions may be non-elementary functions.

Two Standard Methods of Solution:

1) Power Series Method
2) Frobenius Method – an extension of Power Series Method
3) Sturm-Liouville Theory – special function

POWER SERIES METHOD (PSM)

This is the standard basic method for solving linear DE’s with variable
coefficients. It gives solutions in the form of Power Series.

Review on Calculus:
Infinite Series

 a m ( x  x 0 ) m  a 0  a1 ( x  x 0 )  a 2 ( x  x 0 ) 2   …
m0

where: a 0 , a1, a 2  … = are constants (coefficients of the

series)
x0
= constant (center of the series)
x = variable
x
If 0  0 , we obtain a power series in powers of x

 a m x m  a 0  a1x  a 2 x 2  a 3 x 3   …
m 0

Examples of Power Series are the Maclaurin Series


1
  xm  1 x  x 2   …
1  x m 0

xm x2 x3
ex   m !  1 x  2 !  3 !   …
m0

(-1)m x 2m x2 x4
cos x    1    …
m0 ( 2m) ! 2! 4!

(-1)m x 2m1 x3 x5
sin x    x   …
m0 ( 2m  1) ! 3! 5!
Idea of the Power Series:

y  f (x)   a m x m  a 0  a 1x  a 2 x 2  a 3 x 3   …
m 0

y   f ( x )   ma m x m1  a1  2a 2 x  3a 3 x 2   …
m0

y   f ( x )   m(m  1)a m x m2  2a 2  6a 3 x   …
m 0

Example 10: Solve y   y  0

THEORY OF THE POWER SERIES METHOD

1. Basic Concepts (Taylor Series)

f (m ) ( x 0 )
f (x)  
m 0
m !
( x  x 0 )m

( x  x 0 )2 ( x  x 0 )3
= f ( x 0 )  f ( x 0 )( x  x 0 )  f ( x 0 )  f ( x 0 )  …
2! 3!
…………………………………………………..
= a 0  a1 ( x  x 0 )  a 2 ( x  x 0 ) 2  a 3 ( x  x 0 ) 3   …

2. Convergence Interval. Radius of Convergence

a) The series (1) always converges at x = x 0 because then all its terms
except for the first, a0, are zero.
b) If there are further values of x for which the series converges, these
values form an interval, called convergence interval. If this interval is
finite, it has the midpoint x0, so that it is of the form x  x 0  R and
the series (1) converges for all x and diverges when x  x 0  R . The
number R is called the radius of convergence of (1). If they are infinite,
then (1) converges only at the center x0.
c) Within its interval of convergence, the function (1) is differentiable
and integrable.

3. Operations of Power Series

a) Termwise Differentiation – a power series may be differentiated term
by term.

y( x )   a m ( x  x 0 )m
m 0


y ( x )   ma m ( x  x 0 )m1
m0

y ( x )   m(m  1)a m ( x  x 0 )m2
m0
 b) Termwise Addition – two power series may be added term by term
 
 a m ( x  x 0 )m and  b m ( x  x 0 )m
m0 m 0

then

 (a m  b m )( x  x 0 )m
m 0

c) Termwise Multiplication – two power series may be multiplied term

by term.
d) Vanishing of all Coefficients – if a power series has a positive R and
a sum that is identically zero throughout its interval of convergence,
then each coefficient of the series is zero.
e) Shifting Summation Indices – this is needed in writing the sum of
two or three series as a single series.

EXISTENCE OF POWER SERIES SOLUTIONS

Definition of Real Analytic Function: A real function f(x) is called analytic at a
point x = x0 if it can be represented by a power series in powers of x – x0 with
R>0.
Std. Form: y   p( x )y   q( x )y  0 (homogeneous)

1) Ordinary Point (OP). x0 is an OP of the LDE if p(x) and q(x) of the std form
are both analytic at x = x0.
2) Regular Singular Point (RSP): x0 is a RSP of the LDE if at least one of p(x)
and q(x) is not analytic (divergence) at x = x0, but if the products (x-x0) p(x)
and (x-x0)2q(x) are both analytic.
3) Irregular Singular Point (ISP): x0 is an ISP if at least one of the products
(x-x0) p(x) and (x-x0)2 q(x) is not analytic.

NOTE:
1) All polynomials are analytic.
2) All exponential functions are analytic.
3) Products, sums, and difference of analytic functions are analytic.
4) Trigonometric functions are analytic.
5) Quotients of analytic function are analytic except at the divisions of
zeros.

NOTE

 A power series may converge for all values of the variable x, or for no
values except zero, but usually it will converge for all values in some interval
 of definite length greater than zero, and diverge for all values outside that
interval.

 The circle of convergence has its center at the origin (arbitrary) and passes
through the singularity nearest the origin.
Radius of Convergence = nearest SP – x0

Example: RSP’s are 0, 1, -1.

Any x  0, 1, -1 is an OP.
x0 = ¾ an OP.

-1 0 3/4 +1
RSP RSP OP RSP

 To solve an equation “about the point x = x0” means to obtain solutions

valid in a region surrounding the point, solutions expressed in powers of (x –
x0).

Power Series Solution to an Ordinary Point

1. Substitute the series and its derivatives into L D E.
2. Shifting of Summation Indices to common lowest power.
3. Collect the coefficient of each unique power of x.
4. Equate each collection to zero.
5. Obtain the recurrence relation.
6. Express the solution.
FROBENIUS METHOD (Extended Power Series Method)
- is a method for solving L D E’s with variable
coefficients for Singular Point of an equation.

y  a m ( x  x 0 )m r
m0

y   am (m  r )( x  x 0 )mr 1
m0

y    a m (m  r )(m  r  1)( x  x 0 )mr 2
m 0

Solution to a Singular Point

1. Substitute the series and its derivatives into L D E.
2. Shifting of Summation Indices to common lowest power.
3. Get Indicial Equation. The indicial equation always comes from the
m = 0 term.
Three Cases (depending on the roots)
Case I Distinct roots not differing by an integer (r1 and r2)

y1   a m ( x  x 0 ) m r1

m 0

y2   b m ( x  x 0 )mr 2

m0

Case II Double root (r1 = r2 = r)


y1   a m ( x  x 0 ) m r
m 0

a m
y 2  y 1n( x  x 0 )   r
( x  x 0 ) m r
m 0
Case III Roots differing by an integer (r1 – r2)>0
a. Roots differing by an integer, no logarithmic term
Let r2 = lower root

y  a m ( x  x 0 )m r r r2
m 0

b. Roots differing by an integer, logarithmic term

Let r2 = lower root
(same as CASE II but r = r2)

Examples: Find the SP’s and indicate whether RSP or ISP?

1) y  xy  y  0
2) e x y   2y   xy  0

3) x 2 y   2 y  0

4) x 2 y   y   y  0

5) (1  x 2 )y  y  y  0

6) x 2 (1  x )y  (1  x )y  y  0