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Frobenius Method

The document discusses Frobenius series solutions to ordinary differential equations (ODEs) with regular singular points. It defines Frobenius series as power series solutions of the form Σan(x-a)m+n, where a is the singular point. It describes using the Frobenius method to find power series solutions by substituting a trial solution into the ODE and solving the resulting indicial equation. The method yields one or two power series solutions depending on whether the roots of the indicial equation are distinct or equal. Examples are provided to demonstrate solving second-order linear ODEs with regular singular points at x=0 using the Frobenius series method.

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U SANKAR TEJO
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373 views14 pages

Frobenius Method

The document discusses Frobenius series solutions to ordinary differential equations (ODEs) with regular singular points. It defines Frobenius series as power series solutions of the form Σan(x-a)m+n, where a is the singular point. It describes using the Frobenius method to find power series solutions by substituting a trial solution into the ODE and solving the resulting indicial equation. The method yields one or two power series solutions depending on whether the roots of the indicial equation are distinct or equal. Examples are provided to demonstrate solving second-order linear ODEs with regular singular points at x=0 using the Frobenius series method.

Uploaded by

U SANKAR TEJO
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Frobenius series

Series of the form


σ∞ 𝑎
𝑛=0 𝑛 (𝑥 − 𝑎) 𝑚+𝑛
= 𝑎 0 (𝑥 − 𝑎) 𝑚
+𝑎1 (𝑥 − 𝑎) 𝑚+1
+𝑎 2 (𝑥 − 𝑎) 𝑚+2
+⋯

where 𝑚 is some real number. Assume 𝑎0 ≠ 0. (𝑚 is chosen such


that 𝑎0≠ 0 .)

At 𝑥 = 0, the Frobenius series is

σ∞ 𝑎
𝑛=0 𝑛 𝑥 𝑚+𝑛 = 𝑎 𝑥 𝑚 + 𝑎 𝑥 𝑚+1 + 𝑎 𝑥 𝑚+2 + ⋯, with 𝑎 ≠ 0.
0 1 2 0
Regular singular points
Consider the DE, 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0. ……(1)
Suppose 𝑥 = 𝑎 is a singular point of (1).
It is called ‘regular singular’ if both if both (𝑥 − a)𝑃(𝑥) and
(𝑥 − 𝑎)2𝑄(𝑥)can be expanded as power series about 𝑥 = 𝑎.
Ex 1: 𝑥 = 0 is a regular singular point of the DE
𝑥 2𝑦 ′′ + 2𝑥𝑦 ′ + (𝑥 2+1)𝑦 = 0.
Ex 2: 𝑥 = 0 is an irregular singular point of the DE
𝑥 3𝑦 ′′ + 2𝑥𝑦 ′ + (𝑥 2+1)𝑦 = 0.
Frobenius series method

Consider the DE, 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0 ……..(1)


Suppose 𝑥 = 𝑎 is a regular singular point of (1).
Then DE (1) has a Frobenius series solution of the form
𝑦 = σ∞ 𝑎
𝑛=0 𝑛 (𝑥 − 𝑎) 𝑚+𝑛 , with 𝑎 ≠ 0 .
0
If the power series expansions of both (𝑥 − 𝑎)𝑃 𝑥 and(𝑥 − 𝑎)2𝑄(𝑥)
converges in the interval 𝑥 − 𝑎 < 𝑅, then the series solution
converges in 0 < 𝑥 − 𝑎 < 𝑅.
Substituting 𝑦 = 𝑦(𝑥, 𝑚) = σ∞ 𝑎
𝑛=0 𝑛 (𝑥 − 𝑎) 𝑚+𝑛
in equation (1) and
equating the coefficient of the lowest power of (𝑥 − 𝑎) to zero, we get
the ‘indicial equation’. This is a quadratic equation and let 𝑚1 and 𝑚2
be the roots of the indicial equation.
Case (1): When 𝑚1 and 𝑚2 are distinct and the difference is not an
integer. Then there exists two Frobenius series solutions and the
general solution on (1) is

𝑦 = 𝑐1𝑦 𝑥, 𝑚 ቤ + 𝑐2𝑦(𝑥, 𝑚) ቤ .
𝑚 = 𝑚1 𝑚 = 𝑚2
Case (2): When 𝑚1 and 𝑚2 are equal. Then (1) has only one Frobenius
series solution and it is given by 𝑦1 = 𝑦(𝑥, 𝑚) ቤ . Second
𝑚 = 𝑚1
independent solution can be obtained by some other methods.
Case (3): When 𝑚1 and 𝑚2 are distinct, but the difference is an
integer. Then there exists a Frobenius series solution corresponding the
bigger root.

Suppose 𝑚1 > 𝑚2 . One solution is 𝑦1 = 𝑦 𝑥, 𝑚 ቤ .


𝑚 = 𝑚1
Frobenius series solution corresponding to root 𝑚2 may or may not
exist.
Example 1:

Use Frobenius method to solve: 2𝑥 2𝑦 ′′ + 𝑥 2𝑥 + 1 𝑦 ′ − 𝑦 = 0 …(1)


Here 𝑥 = 0 is a regular singular point.
Let 𝑦 = σ∞ 𝑎
𝑛=0 𝑛 𝑥 𝑚+𝑛 , with 𝑎 ≠ 0 be a FS solution of (1).
0
Substituting in (1) we get
σ∞𝑛=0 2𝑎 𝑛 (𝑚 + 𝑛)(𝑚 + 𝑛 − 1)𝑥 𝑚+𝑛+ σ∞ 2𝑎 (𝑚 + 𝑛)𝑥 𝑚+𝑛+1 +
𝑛=0 𝑛
σ∞ 𝑎
𝑛=0 𝑛 (𝑚 + 𝑛)𝑥 𝑚+𝑛 − σ∞ 𝑎 𝑥 𝑚+𝑛 = 0.
𝑛=0 𝑛
σ∞𝑛=0 2𝑎 𝑛 (𝑚 + 𝑛)(𝑚 + 𝑛 − 1)𝑥 𝑚+𝑛 σ∞
+ 𝑛=1 2𝑎 𝑛−1 (𝑚 + 𝑛 − 1)𝑥 𝑚+𝑛
+
σ∞ 𝑎
𝑛=0 𝑛 (𝑚 + 𝑛)𝑥 𝑚+𝑛 − σ∞ 𝑎 𝑥 𝑚+𝑛 = 0. ……..(2)
𝑛=0 𝑛
For 𝑛 = 0, equating the coefficient to zero,
2𝑎0 𝑚 𝑚 − 1 + 𝑎0 𝑚 − 𝑎0 = 0
Now, 𝑎0 ≠ 0 gives,
2𝑚 𝑚 − 1 + 𝑚 − 1 = 0 ( this is the indicial equation).
Roots of indicial equation are, 𝑚 = 1, −1/2.
There exists two FS solutions.
Using (2) we have,
2𝑎𝑛 𝑚 + 𝑛 𝑚 + 𝑛 − 1 + 2𝑎𝑛−1 𝑚 + 𝑛 − 1 + 𝑎𝑛 𝑚 + 𝑛 − 𝑎𝑛 = 0,
for 𝑛 = 1,2, …
2𝑎𝑛 𝑚 + 𝑛 + 2𝑎𝑛−1 + 𝑎𝑛 = 0
Hence we get,
2𝑎𝑛−1
𝑎𝑛 = − , 𝑛 = 1,2, … …..(3)
2 𝑚+𝑛 +1
2𝑎𝑛−1 2𝑎𝑛−1
Put 𝑚 = 1, 𝑎𝑛 = − =− , 𝑛 = 1,2, …
2 1+𝑛 +1 2𝑛+3
2 2 4
𝑎1 = − 𝑎0, 𝑎2 = − 𝑎1 = 𝑎0, etc..
5 7 35
One FS solution is 𝑦1 = 𝑎0𝑥 𝑚 + 𝑎1𝑥 𝑚+1
+ 𝑎2𝑥 𝑚+2 + ⋯
2 4
= 𝑎0 𝑥 − 𝑎0 𝑥 + 𝑎0 𝑥 3 + ⋯
1 2
5 35
Now put 𝑚 = −1/2 in (3)
2𝑎𝑛−1 2𝑎𝑛−1 𝑎𝑛−1
𝑎𝑛 = − 1 = − = − , 𝑛 = 1,2, …
2 −2+𝑛 +1 2𝑛 𝑛
𝑎1
1
𝑎1 = −𝑎0, 𝑎2 = −= 𝑎0,….
22
Second FS solution is 𝑦2 = 𝑎0𝑥 𝑚 + 𝑎1𝑥 𝑚+1 + 𝑎2𝑥 𝑚+2 +⋯
−1/2 1
= 𝑎0 𝑥 − 𝑎0𝑥 + 𝑎0𝑥 3/2 − ⋯
1/2
2
General solution of (1) is
𝑦 = 𝑐1𝑦1 + 𝑐2 𝑦2 where 𝑐1 , 𝑐2 are arbitrary constants.
Examples

Solve 2𝑥 1 − 𝑥 𝑦 ′′ + 1 − 𝑥 𝑦 ′ + 3𝑦 = 0.
𝑥 = 0 is regular singular point.
𝑚 = 0, ½. There exists two FS solutions.
2𝑚+2𝑛−5
𝑎𝑛 = 𝑎𝑛−1, n = 1, 2, 3,….
2𝑚+2𝑛−1
Get general solution.
Solve 2𝑥 2𝑦 ′′ − 𝑥𝑦 ′ + 1 − 𝑥 2 𝑦 = 0.

𝑚 = 1,1/2. There are two FS solutions.

Get solution!!!
Solve 𝑥 2𝑦 ′′ − 3𝑥𝑦 ′ + (3 − 𝑥)𝑦 = 0 ……(1)
Here 𝑥 = 0 is a regular singular point.
Let 𝑦 = σ∞ 𝑛=0 𝑛𝑎 𝑥 𝑚+𝑛
, with 𝑎0 ≠ 0 be a FS solution of (1).
Substituting in (1) we get
σ∞ 𝑎
𝑛=0 𝑛 (𝑚 + 𝑛)(𝑚 + 𝑛 − 1)𝑥 𝑚+𝑛 − σ∞ 3𝑎 (𝑚 + 𝑛)𝑥 𝑚+𝑛 +
𝑛
∞ ∞ 𝑛=0

෍ 3𝑎𝑛 𝑥 𝑚+𝑛 − ෍ 𝑎𝑛 𝑥 𝑚+𝑛+1 = 0.


𝑛=0 𝑛=0
σ∞
𝑛=0 𝑎𝑛 (𝑚 + 𝑛)(𝑚 + 𝑛 − 1)𝑥 𝑚+𝑛 σ∞
− 𝑛=0 3𝑎𝑛 (𝑚 + 𝑛)𝑥 𝑚+𝑛
+
∞ ∞

෍ 3𝑎𝑛 𝑥 𝑚+𝑛 − ෍ 𝑎𝑛−1 𝑥 𝑚+𝑛 = 0.


𝑛=0 𝑛=1
For n=0, equating coefficient to zero,
𝑎0 𝑚 𝑚 − 1 − 3𝑎0 𝑚 + 3𝑎0 = 0.
𝑚 𝑚 − 1 − 3𝑚 + 3 = 0
Roots are 𝑚1 = 3, 𝑚2 = 1. Difference is an integer. There exists a FS solution
corresponding to larger root; 𝑚1 = 3.
For n = 1, 2, 3,……
𝑎𝑛 𝑚 + 𝑛 𝑚 + 𝑛 − 1 − 3𝑎𝑛 𝑚 + 𝑛 + 3𝑎𝑛 − 𝑎𝑛−1 = 0
𝑎𝑛−1
𝑎𝑛 = , n = 1,2, … .
(𝑚 + 𝑛 − 1)(𝑚 + 𝑛 − 3)
Put 𝑚 = 3,
𝑎𝑛−1 𝑎𝑛−1
𝑎𝑛 = = ,
(3 + 𝑛 − 1)(3 + 𝑛 − 3) 𝑛+2 𝑛
1 1 1
Hence, 𝑎1 = 𝑎0 , 𝑎2 = 𝑎1 = 𝑎0 , etc..
3 8 24
One FS solution is 𝑦1 = 𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚+1 + 𝑎2 𝑥 𝑚+2 + ⋯
1 1
= 𝑎0 𝑥 + 𝑎0 𝑥 + 𝑎0 𝑥 5 + ⋯
3 4
3 24
3
1 4 1 5
= 𝑎0 ( 𝑥 + 𝑥 + 𝑥 + ⋯ ).
3 24

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