Equations with regular-singular points (Sect. 5.5).

I Equations with regular-singular points.

I Examples: Equations with regular-singular points.
I Method to find solutions.
I Example: Method to find solutions.

Recall:
The point x0 ∈ R is a singular point of the equation

P(x) y 00 + Q(x) y 0 + R(x) y = 0

iff holds that P(x0 ) = 0.

Equations with regular-singular points.

Definition
A singular point x0 ∈ R of the equation

P(x) y 00 + Q(x) y 0 + R(x) y = 0

is called a regular-singular point iff the following limits are finite,

(x − x0 ) Q(x) (x − x0 )2 R(x)
lim , lim ,
x→x0 P(x) x→x0 P(x)

and both functions

(x − x0 ) Q(x) (x − x0 )2 R(x)
, ,
P(x) P(x)

admit convergent Taylor series expansions around x0 .

Equations with regular-singular points.

Remark:
I If x0 is a regular-singular point of

P(x) y 00 + Q(x) y 0 + R(x) y = 0

and P(x) ' (x − x0 )n near x0 , then near x0 holds

Q(x) ' (x − x0 )n−1 , R(x) ' (x − x0 )n−2 .

I The main example is an Euler equation, case n = 2,

(x − x0 )2 y 00 + p0 (x − x0 ) y 0 + q0 y = 0.

Equations with regular-singular points.

Example
Show that the singular point of every Euler equation is a
regular-singular point.

Solution: Consider the general Euler equation

(x − x0 )2 y 00 + p0 (x − x0 ) y 0 + q0 y = 0,
where p0 , q0 , x0 , are real constants. This is an equation
Py 00 + Qy 0 + Ry = 0 with
P(x) = (x − x0 )2 , Q(x) = p0 (x − x0 ), R(x) = q0 .
Therefore, we obtain,

(x − x0 ) Q(x) (x − x0 )2 R(x)
lim = p0 , lim = q0 .
x→x0 P(x) x→x0 P(x)

We conclude that x0 is a regular-singular point. C

Equations with regular-singular points.

Remark: Every equation Py 00 + Qy 0 + Ry = 0 with a

regular-singular point at x0 is close to an Euler equation.
Proof:
For x 6= x0 divide the equation by P(x),
Q(x) 0 R(x)
y 00 + y + y = 0,
P(x) P(x)
and multiply it by (x − x0 )2 ,
h (x − x )Q(x) i h (x − x )2 R(x) i
2 00 0 0 0
(x − x0 ) y + (x − x0 ) y + y = 0.
P(x) P(x)

The factors between [ ] approach constants, say p0 , q0 , as x → x0 ,

(x − x0 )2 y 00 + (x − x0 )p0 y 0 + q0 y = 0.

Equations with regular-singular points (Sect. 5.5).

I Equations with regular-singular points.

I Examples: Equations with regular-singular points.
I Method to find solutions.
I Example: Method to find solutions.
Examples: Equations with regular-singular points.
Example
Find the regular-singular points of the differential equation
(1 − x 2 ) y 00 − 2x y 0 + α(α + 1) y = 0,
where α is a real constant.
Solution: Find the singular points of this equation,
(
x0 = 1,
0 = P(x) = (1 − x 2 ) = (1 − x)(1 + x) ⇒
x1 = −1.
Case x0 = 1: We then have
(x − 1) Q(x) (x − 1)(−2x) 2x
= = ,
P(x) (1 − x)(1 + x) 1+x

(x − 1)2 α(α + 1)
   
(x − 1)2 R(x) (x − 1) α(α + 1)
= = ;
P(x) (1 − x)(1 + x) 1+x
both functions above have Taylor series around x0 = 1.

Examples: Equations with regular-singular points.

Example
Find the regular-singular points of the differential equation
(1 − x 2 ) y 00 − 2x y 0 + α(α + 1) y = 0,
where α is a real constant.

Solution: Recall:
 
(x − 1) Q(x) 2x (x − 1)2 R(x) (x − 1) α(α + 1)
= , = .
P(x) 1+x P(x) 1+x

Furthermore, the following limits are finite,

(x − 1) Q(x) (x − 1)2 R(x)

lim = 1, lim = 0.
x→1 P(x) x→1 P(x)

We conclude that x0 = 1 is a regular-singular point.

Examples: Equations with regular-singular points.
Example
Find the regular-singular points of the differential equation
(1 − x 2 ) y 00 − 2x y 0 + α(α + 1) y = 0,
where α is a real constant.

Solution:
Case x1 = −1:
(x + 1) Q(x) (x + 1)(−2x) 2x
= =− ,
P(x) (1 − x)(1 + x) 1−x

(x + 1)2 α(α + 1)
   
(x + 1)2 R(x) (x + 1) α(α + 1)
= = .
P(x) (1 − x)(1 + x) 1−x

Both functions above have Taylor series x1 = −1.

Examples: Equations with regular-singular points.

Example
Find the regular-singular points of the differential equation
(1 − x 2 ) y 00 − 2x y 0 + α(α + 1) y = 0,
where α is a real constant.

Solution: Recall:
 
(x + 1) Q(x) 2x (x + 1)2 R(x) (x + 1) α(α + 1)
=− , = .
P(x) 1−x P(x) 1−x
Furthermore, the following limits are finite,

(x + 1) Q(x) (x + 1)2 R(x)

lim = 1, lim = 0.
x→−1 P(x) x→−1 P(x)

Therefore, the point x1 = −1 is a regular-singular point. C

Examples: Equations with regular-singular points.
Example
Find the regular-singular points of the differential equation
(x + 2)2 (x − 1) y 00 + 3(x − 1) y 0 + 2 y = 0.
Solution: Find the singular points: x0 = −2 and x1 = 1.
Case x0 = −2:
(x + 2)Q(x) (x + 2)3(x − 1) 3
lim = lim 2
= lim = ±∞.
x→−2 P(x) x→−2 (x + 2) (x − 1) x→−2 (x + 2)

So x0 = −2 is not a regular-singular point. Case x1 = 1:

 
(x − 1) Q(x) (x − 1) 3(x − 1) 3(x − 1)
= =− ,
P(x) (x + 2)(x − 1) (x + 2)2
(x − 1)2 R(x) 2(x − 1)2 2(x − 1)
= = ;
P(x) (x + 2)2 (x − 1) (x + 2)2
Both functions have Taylor series around x1 = 1.

Examples: Equations with regular-singular points.

Example
Find the regular-singular points of the differential equation
(x + 2)2 (x − 1) y 00 + 3(x − 1) y 0 + 2 y = 0.

Solution: Recall:
(x − 1) Q(x) 3(x − 1) (x − 1)2 R(x) 2(x − 1)
=− , = .
P(x) (x + 2)2 P(x) (x + 2)2

Furthermore, the following limits are finite,

(x − 1) Q(x) (x − 1)2 R(x)

lim = 0; lim = 0.
x→1 P(x) x→1 P(x)

Therefore, the point x1 = −1 is a regular-singular point. C

Examples: Equations with regular-singular points.

Example
Find the regular-singular points of the differential equation

x y 00 − x ln(|x|) y 0 + 3x y = 0.

Solution: The singular point is x0 = 0. We compute the limit

 
xQ(x) x −x ln(|x|) ln(|x|)
lim = lim = lim − 1 .
x→0 P(x) x→0 x x→0
x

xQ(x) − x1
Use L’Hôpital’s rule: lim = lim = lim x = 0.
x→0 P(x) x→0 − 12 x→0
x

x 2 R(x) x 2 (3x)
The other limit is: lim = lim = lim 3x 2 = 0.
x→0 P(x) x→0 x x→0

Examples: Equations with regular-singular points.

Example
Find the regular-singular points of the differential equation

x y 00 − x ln(|x|) y 0 + 3x y = 0.

xQ(x) x 2 R(x)
Solution: Recall: lim = 0 and lim = 0.
x→0 P(x) x→0 P(x)

However, at the point x0 = 0 the function xQ/P does not have a

power series expansion around zero, since

xQ(x)
= −x ln(|x|),
P(x)

and the log function does not have a Taylor series at x0 = 0.

We conclude that x0 = 0 is not a regular-singular point. C
Equations with regular-singular points (Sect. 5.5).

I Equations with regular-singular points.

I Examples: Equations with regular-singular points.
I Method to find solutions.
I Example: Method to find solutions.

Method to find solutions.

Recall: If x0 is a regular-singular point of

P(x) y 00 + Q(x) y 0 + R(x) y = 0,

(x − x0 )Q(x) (x − x0 )2 R(x)
with limits lim = p0 and lim = q0 ,
x→x0 P(x) x→x0 P(x)
then the coefficients of the differential equation above near x0 are
close to the coefficients of the Euler equation

(x − x0 )2 y 00 + p0 (x − x0 ) y 0 + q0 y = 0.

Idea: If the differential equation is close to an Euler equation, then

the solutions of the differential equation might be close to the
solutions of an Euler equation.

Recall: One solution of an Euler equation is y (x) = (x − x0 )r .

Method to find solutions.
Summary: Solutions for equations with regular-singular points:
(1) Look for a solution y of the form
∞
X
y (x) = an (x − x0 )(n+r ) ;
n=0

(2) Introduce this power series expansion into the differential

equation and find both a the exponent r and a recurrence
relation for the coefficients an ;
(3) First find the solutions for the constant r . Then, introduce this
result for r into the recurrence relation for the coefficients an .
Only then, solve this latter recurrence relation for the
coefficients an .

Equations with regular-singular points (Sect. 5.5).

I Equations with regular-singular points.

I Examples: Equations with regular-singular points.
I Method to find solutions.
I Example: Method to find solutions.
Example: Method to find solutions.
Example
Find the solution y near the regular-singular point x0 = 0 of
x 2 y 00 − x(x + 3) y 0 + (x + 3) y = 0.
∞
X
Solution: We look for a solution y (x) = an x (n+r ) .
n=0
The first and second derivatives are given by
X∞ ∞
X
0 (n+r −1) 00
y = (n + r )an x , y = (n + r )(n + r − 1)an x (n+r −2) .
n=0 n=0

In the case r = 0 we had the relation

∞
X X∞
(n−1)
nan x = nan x (n−1) ,
n=0 n=1

but for r 6= 0 this relation is not true.

Example: Method to find solutions.

Example
Find the solution y near the regular-singular point x0 = 0 of
x 2 y 00 − x(x + 3) y 0 + (x + 3) y = 0.

Solution: We now compute the term (x + 3)y ,

∞
X
(x + 3) y = (x + 3) an x (n+r )
n=0
∞
X ∞
X
(n+r +1)
(x + 3) y = an x + 3an x (n+r )
n=0 n=0

∞
X ∞
X
(n+r )
(x + 3) y = a(n−1) x + 3an x (n+r ) .
n=1 n=0
Example: Method to find solutions.
Example
Find the solution y near the regular-singular point x0 = 0 of
x 2 y 00 − x(x + 3) y 0 + (x + 3) y = 0.

Solution: We now compute the term −x(x + 3) y 0 ,

∞
X
0
−x(x + 3) y = −(x + 3x) 2
(n + r )an x (n+r −1)
n=0
∞
X ∞
X
−x(x + 3) y 0 = − (n + r )an x (n+r +1) − 3(n + r )an x (n+r ) ,
n=0 n=0

∞
X ∞
X
0 (n+r )
−x(x +3) y = − (n +r −1)a(n−1) x − 3(n +r )an x (n+r ) .
n=1 n=0

Example: Method to find solutions.

Example
Find the solution y near the regular-singular point x0 = 0 of
x 2 y 00 − x(x + 3) y 0 + (x + 3) y = 0.

Solution: We compute the term x 2 y 00 ,

∞
X
x 2 y 00 = x 2 (n + r )(n + r − 1)an x (n+r −2)
n=0

∞
X
2 00
x y = (n + r )(n + r − 1)an x (n+r ) .
n=0

The guiding principle to rewrite each term is to have the power

function x (n+r ) labeled in the same way on every term.
Example: Method to find solutions.
Example
Find the solution y near the regular-singular point x0 = 0 of
x 2 y 00 − x(x + 3) y 0 + (x + 3) y = 0.

Solution: The differential equation is given by

X∞ ∞
X
(n+r )
(n + r )(n + r − 1)an x − (n + r − 1)a(n−1) x (n+r )
n=0 n=1
X∞ ∞
X ∞
X
(n+r ) (n+r )
− 3(n + r )an x + a(n−1) x + 3an x (n+r ) = 0.
n=0 n=1 n=0

We split the sums into the term n = 0 and a sum containing the
terms with n > 1, that is,
0 = r (r − 1) − 3r + 3 a0 x r +
 
∞ h
X i
(n+r )(n+r −1)an −(n+r −1)a(n−1) −3(n+r )an +a(n−1) +3an x (n+r )
n=1

Example: Method to find solutions.

Example
Find the solution y near the regular-singular point x0 = 0 of
x 2 y 00 − x(x + 3) y 0 + (x + 3) y = 0.
 
Solution: Therefore, r (r − 1) − 3r + 3 = 0 and
h i
(n+r )(n+r −1)an −(n+r −1)a(n−1) −3(n+r )an +a(n−1) +3an = 0.

The last expression can be rewritten as follows,

h  i
(n + r )(n + r − 1) − 3(n + r ) + 3 an − (n + r − 1 − 1)a(n−1) = 0,

h  i
(n + r )(n + r − 1) − 3(n + r − 1) an − (n + r − 2)a(n−1) = 0.
Example: Method to find solutions.
Example
Find the solution y near the regular-singular point x0 = 0 of
x 2 y 00 − x(x + 3) y 0 + (x + 3) y = 0.

Solution: Hence, the recurrence relation is given by the equations

r (r − 1) − 3r + 3 = 0,
(n + r − 1)(n + r − 3)an − (n + r − 2)a(n−1) = 0.

First: solve the first equation for r± .

Second: Introduce the first solution r+ into the second equation
above and solve for the an ; the result is a solution y+ of the
original differential equation;
Third: Introduce the second solution r− into into the second
equation above and solve for the an ; the result is a solution y− of
the original differential equation;

Example: Method to find solutions.

Example
Find the solution y near the regular-singular point x0 = 0 of
x 2 y 00 − x(x + 3) y 0 + (x + 3) y = 0.

Solution: We first solve r (r − 1) − 3r + 3 = 0.

(
1 √ r+ = 3,
r 2 − 4r + 3 = 0

⇒ r± = 4 ± 16 − 12 ⇒
2 r− = 1.

Introduce r+ = 3 into the equation for an :

(n + 2)n an − (n + 1)an−1 = 0.

One can check that the solution y+ is

3 2h 1 2 1 3 i
y+ = a0 x 1 + x + x + x + ··· .
3 4 15
Example: Method to find solutions.
Example
Find the solution y near the regular-singular point x0 = 0 of
x 2 y 00 − x(x + 3) y 0 + (x + 3) y = 0.

Solution: Introduce r− = 1 into the equation for an :

n(n − 2)an − (n − 1)an−1 = 0.

One can also check that the solution y− is

h
2 2 3 1 4 1 5 i
y− = a2 x x + x + x + x + ··· .
3 4 15
Notice:
3 2h 1 2 1 3 i a2
y− = a2 x 1 + x + x + x + · · · ⇒ y− = y+ .
3 4 15 a1

Example: Method to find solutions.

Example
Find the solution y near the regular-singular point x0 = 0 of
x 2 y 00 − x(x + 3) y 0 + (x + 3) y = 0.

Solution: The solutions y+ and y− are not linearly independent.

This Example shows that the method does not provide all solutions
of a differential equation near a regular-singular point, it only
provides at least one solution near a regular-singular point.
Remark: It can be shown the following result:
If the roots of the Euler characteristic polynomial r+ , r− differ by
an integer, then the second solution y− , the solution corresponding
to the smaller root, is not given by the method above.
This solution involves logarithmic terms.
We do not study this type of solutions in these notes. C