MA 207 Autumn 2022

Tutorial Sheet 1
Rishabh Ravi & Anurag Pendse & Shashwat Chakraborty

October 2022

1. We are given that there are non-zero real coefficients a0 , a1 , a2 , . . . such that
∞
X ∞
X
an xn = nan xn−1 for all x ∈ R.
n=0 n=1

If we are told that a0 = 2, determine the coefficients an for n ≥ 1. Furthermore, do you recognise the function
represented by the above power series?
Sol.The RHS of the equation can be rewritten as
∞
X
(n + 1)an+1 xn
n=0

Since these are two equal power series, their coefficients must be equal.
Equating coefficients we get the following recursive relations

an = (n + 1)an+1 for all x ∈ R

Which on further simplification gives

a0
an =
n!
The series thus becomes
∞
X a0 n
x = a0 ex
n!
n=0

Finally the initial condition that a2 =2 in the question gets us a0 =4. ■

2. In the lectures, we constructed a series solution centered at the origin for the Airy’s equation

y ′′ − xy = 0.

Note that the coefficients in the Airy’s equation are real-analytic everywhere on R. The objective of this question
is to build power series solution centered at 1. More precisely, we look for a solution of the form
∞
X
y(x) = an (x − 1)n
n=0

(2a) Write a deduce a series representation for y ′′ (x) whose generic term is (x − 1)n .
(2b) Rewriting x as 1 + (x − 1), deduce a series representation for xy(x) whose generic term is (x − 1)n .
(2c) Substituting your expressions from (2a) and (2b) in the Airy’s equation, arrive at a recurrence relation
for the coefficients an and hence determine these coefficients.
(2d) Using the coefficients an determined in (2c), write down the expression for your series solution centered
at 1. Further, show that it has the structure of a linear combination of two linearly independent solutions.

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(2e) Using ratio test, show that the series representations of your two linearly independent solutions converge
for all x ∈ R.
(2f) Recall that the series solutions (centered at the origin) for the Airy’s equation that we obtained in lectures
were
X∞
x3n
y1 (x) = 1 +
2 · 3 · · · (3n − 1) · (3n)
n=1
and
∞
X x3n+1
y2 (x) = x + .
3 · 4 · · · (3n) · (3n + 1)
n=1
Show, using ratio test, that both these series converge for all x ∈ R.

Sol.
(2a) We need solutions of the form X
y= an (x − 1)n
n≥0
The second derivative looks like
X X
y ′′ = n(n − 1)an (x − 1)n−2 = (n + 2)(n + 1)an+2 (x − 1)n
n≥2 n≥0

(2b) Let’s rewrite the given differential equation as y ′′ = y + (x − 1)y. Now we plug in the power series (define
a−1 ≡ 0)
X X X
n(n − 1)an (x − 1)n−2 = an (x − 1)n + an (x − 1)n+1
n≥2 n≥0 n≥0
X X X
n n
(n + 2)(n + 1)an+2 (x − 1) = an (x − 1) + an−1 (x − 1)n
n≥0 n≥0 n≥0

(2c) Recurrence relation:

an + an−1
an+2 =
(n + 2)(n + 1)
The first few coefficients are
a0
a2 =
2×1
a1 + a0
a3 =
3×2
a2 + a1
a4 =
4×3
and so on. We have two degrees of freedom here (a0 and a1 ) that are fixed by the initial conditions. Let’s
take a1 = 0 and a0 ̸= 0.
a0
a2 =
2!
a0
a3 =
3!
a0
a4 =
4!
4a0
a5 =
5!
5a0
a6 =
6!
9a0
a7 =
7!
29a0
a8 =
8!

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 and so on.
Similarly, take a0 = 0 and a1 ̸= 0.

a2 = 0
a1
a3 =
3!
2a1
a4 =
4!
a1
a5 =
5!
3a1
a6 =
6!
11a0
a7 =
7!

(2d) The general solution can be written as

a0 a0 a1 2a1
y = a0 (1 + (x − 1)2 + (x − 1)3 + · · · ) + a1 (x − 1 + (x − 1)3 + (x − 1)4 + · · · )
2! 3! 3! 4!
Clearly, it has the stucture of a linear combination of two independent solutions, say y1 and y2 , where
a0 a0
y1 = 1 + (x − 1)2 + (x − 1)3 + · · ·
2! 3!
a1 2a1
y2 = x − 1 + (x − 1)3 + (x − 1)4 + · · ·
3! 4!

(2e) ??
(2f) Series solutions (centered at origin) for the Airy’s equation are lectures were
∞
X x3n
y1 (x) = 1 +
2 · 3 · · · (3n − 1) · (3n)
n=1

and
∞
X x3n+1
y2 (x) = x + .
3 · 4 · · · (3n) · (3n + 1)
n=1

Ratio test:
y1 :

x3n+3 x3n
L = lim | / |
n→∞ 2 · 3 · · · (3n − 1) · (3n) · (3n + 1) · (3n + 2) · (3n + 3) 2 · 3 · · · (3n − 1) · (3n)

x3
= lim | |
n→∞ (3n + 1) · (3n + 2) · (3n + 3)

= 0 for all x ∈ R

y2 :

x3n+4 x3n+1
L = lim | / |
n→∞ 3 · 4 · · · (3n) · (3n + 1) · (3n + 2) · (3n + 3) · (3n + 4) 3 · 4 · · · (3n) · (3n + 1)

x3
= lim | |
n→∞ (3n + 2) · (3n + 3) · (3n + 4)

= 0 for all x ∈ R

Therefore both the solutions y1 and y2 converge ∀x ∈ R.

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 ■
3. We are given that the radius of convergence of the following power series is R ∈ (0, ∞):
∞
X
an xn
n=0

(3a) Show that the radius of convergence of the power series

∞
X
an x2n
n=0
√
is R.
(3b) Show that the radius of convergence of the power series
∞
X
a2n xn
n=0

is R2 .
While answering (3b), you may recall the root test for convergence of an infinite series
∞
X
αn
n=0

which says that the series converges if the following limit (when it exists) is strictly less than one and that
the series diverges if the following limit (when it exists) is strictly larger than one
1
lim |αn | n
n→∞

Applying this root test to a general power series

∞
X
an (x − c)n ,
n=0

we find that it converges if

1
|x − c| < 1
lim |an | n
n→∞

Disclaimer: Root test is usually given in terms of lim sup. But, we have chosen not to consider this subtle
n→∞
point.

Sol.
3a We will directly use the following formula for the radius of convergence.
1
R= 1
limsup|an | n

Now, in this series, let us call the coefficients bn . We have


am , ifn = 2m
bn =
0, otherwise

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 Applying the formula here, we get
1
R′ = 1
limsup|an | 2n
! 12
1
= 1
limsup|an | n
√
= R
√
Thus, the radius of convergence of the given series is R.

3b This part follows trivially from the formula for radius of convergence.
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4. Consider the differential equation
x2 y ′′ − (1 + x)y = 0.
Determine the coefficients an in the following power series supposing that the power series solves the above
differential equation
X∞
y(x) = an xn
n=0

Sol.Double differentiating the power series and multiplying x2 we obtain

∞
X
2 ′′ 2 3 4
x y = 1 · 2a2 x + 2 · 3a3 x + 3 · 4a4 x ... = n · (n − 1)an xn
n=2

∞
X
= n · (n − 1)an xn
n=0

Similarly we get
∞
X
xy = a0 x + a1 x2 + a2 x3 ... = an−1 xn
n=1

Putting this in the equation

x2 y ′′ − (1 + x)y = 0.
We get the following reccursive relation between the coefficients
∞
X
[n · (n − 1)an − an − an−1 ]xn − a0 x0 = 0
n=1

Notice that the series is written from n=1, and the terms for n=0 are/is included separately. Now by equating
coefficients for each power of x we get a0 = 0 as it is the only term with x0 . Hence for all n¿0 we get

n · (n − 1)an − an − an−1 = 0 for all n ∈ N

This gives an =0 for all n∈ N. We thus see that x=0 is the only solution to this differential equation. ■
5. Consider the differential equation
(1 − x2 )y ′′ − xy ′ + p2 y = 0,
where p is a constant.
(5a) Find two linearly independent series solutions valid for |x| < 1
(5b) Show that if p = n where n is a non-negative integer, then there is a polynomial solution of degree n.

(5c) Determine the polynomial solutions from (5b) for n = 0, 1, 2, 3, 4.

Sol.
(5a) We seek solutions of the form X
y= an xn
n≥0

The derivatives of y look like X

y′ = nan xn−1
n≥1

and X
y ′′ = n(n − 1)an xn−2
n≥2

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 Let’s write down the three terms of the given differential equation in power series form.
X X
(1 − x2 )y ′′ = (n + 2)(n + 1)an+2 xn − n(n − 1)an xn
n≥0 n≥0
X
′ n
xy = nan x
n≥0
X
p2 y = p2 an xn
n≥0

Substituting the above expressions in the differential equation gives

X
((n + 2)(n + 1)an+2 xn − n(n − 1)an xn − nan xn + p2 an xn ) = 0
n≥0

Recurrence relation:
n 2 − p2
an+2 = an
(n + 2)(n + 1)
Clearly, we have two degrees of freedom, a0 and a1 . To find the two linearly independent solutions, let’s
first put a1 = 0 =⇒ a2k+1 = 0 ∀k ∈ N. The even numbered coefficients are:

0 − p2
a2 = a0
2×1
4 − p2 0 − p2
a4 = . a0
4×3 2×1
and so on =⇒
(4(k − 1)2 − p2 )(4(k − 2)2 − p2 )...(0 − p2 )
a2k = a0
(2k)!

Similarly, if we take a0 = 0 and a1 ̸= 0, we get

(2k − 1)2 − p2 )((2k − 3)2 − p2 )...(1 − p2 )

a2k+1 = a1
(2k + 1)!

Therefore, the general solution can be written as

X (4(k − 1)2 − p2 )...(0 − p2 ) X (2k − 1)2 − p2 )...(1 − p2 )
y = a0 x2k + a1 x2k+1
(2k)! (2k + 1)!
k≥0 k≥0

(5b) p = n ∈ N. Let’s take a look at the recurrence relation

k2 − n2
ak+2 = ak
(k + 2)(k + 1)

It is easy to observe that all coefficients of one of the two independent solutions (either odd or even) vanish
beyond k = n. Thus, we get a a polynomial solution of degree = n.
(5c) For n = 0: we get y = a0 (constant function) as the polynomial solution, since the coefficients a2 , a4 , ...
all vanish.
Similarly, for n = 1: y = a1 x; for n = 2: y = a0 − 2a0 x2 (using the recurrence relation); for n = 3:
y = a1 x − (4/3)a1 x3 , and for n = 4: y = a0 − 8a0 x2 + 8a0 x4 .
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6. Consider the differential equation
y ′′ − 2xy ′ + 2py = 0,
where p is a constant.

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(6a) Find two linearly independent series solutions valid for all x
(6b) Show that if p = n where n is a non-negative integer, then there is a polynomial solution of degree n.

(6c) Determine the polynomial solutions from (6b) for n = 0, 1, 2, 3, 4, 5.

Sol.
6a Let us assume a solution of the form
y = Σ∞
n=0 an x
n

Plugging this into the differential equation, we get

Σ∞ n
n=0 ((n + 2)(n + 1)an+2 − 2(n − p)an )x = 0

Thus,
(n + 2)(n + 1)an+2 − 2(n − p)an = 0, n ∈ N
Thus, we obtain
2(n − p)
an+2 = an
(n + 2)(n + 1)
Thus, the two linearly independent solutions can be obtained by setting

a0 = 1, a1 = 0

and
a0 = 0, a1 = 1
For the first case, we get
(−2)n p(p − 2)...(p − (2n − 2))
a2n = a0
(2n)!
For the second, we get
(−2)n (p − 1)(p − 3)...(p − (2n − 1))
a2n+1 = a1
(2n + 1)!

6b If p ∈ N, we can find some n = p. Thus, an+2 = 0 for that n. This means that the series terminates
at some finite n meaning that the solution is a polynomial of degree n (Only considering the linearly
independent part containing n, we get a polynomial of degree n. We disregard the other part)
6c (a) p=n=0 a2 = 0. Thus,
y = a0
(b) p=n=1:
a3 = 0.Thus,
y = a1 x
(c) p=n=2:
a4 = 0. Thus,
y = a0 − 2a0 x2
(d) p=n=3:
a5 = 0. Thus,
2a1 3
y = a1 x − x
3
(e) p=n=4:
a6 = 0. Thus,
4a0 4
y = a0 − 4a0 x2 + x
3

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 (f) p=n=5:
a7 = 0. Thus,
4a1 3 4a1 5
y = a1 x − x + x
3 15
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7. Arrive at a recurrence relation involving the coefficients of the power series
∞
X
an xn
n=0

when you plug it in the following differential equation

(1 − x2 )y ′ = y

Sol.
Taking a general expression of a power as a solution of the differential equation, we obtain the following
∞
X
y= an xn
n=0

∞
X ∞
X
′ 0 1 2 n−1
y = 1a1 x + 2a2 x + 3a3 x ... = nan x = (n + 1)an+1 xn
n=1 n=0
∞
X ∞
X
x2 y ′ = 1a1 x2 + 2a2 x3 + 3a3 x4 ... = nan xn+1 = (n − 1)an−1 xn
n=0 n=1

Thus putting it in the equation

(1 − x2 )y ′ = y
we get
∞
X ∞
X
[(n + 1)an+1 − (n − 1)an−1 ]xn + a1 x0 = an xn
n=1 n=0

Equating coefficients we get the following relations

a1 = a0

(n + 1)an+1 − (n − 1)an−1 = an for all n ∈ N

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