Chapter 1 Tutorial
Chapter 1 Tutorial
SUMMARY
T
H
; ;
is an ordinary point. is a regular singular point.
IG
R
METHOD OF FROBENIUS
PY
O
3B: ;
3A: ;
am is another Let
arbitrary.
1
CHAPTER 1
Let
T
H
;
IG ;
R
is an ordinary point. is a regular singular point.
PY
2
CHAPTER 1
Question 1
Locate and classify all the ordinary points, regular singular points and irregular singular points
for the following differential equation:
xx 3 y 6xy x 2 9 y 0
2
T
Solution
Px xx 3
2
H
Ordinary points :
P(x) 0
IG
x 0, x 3 and x are ordinary points.
Singular points :
lim
x 06x
xx 3
PY
x 0 2
lim
x 02 x 2 9
xx 3
x 0 2
O
For x 3
C
lim
x 36x
xx 3
x 3 2
limit does not exist
3
CHAPTER 1
lim
x 32 x 2 9
xx 3
x 3 2
Question 2
T
Determine all the ordinary points, regular singular points and irregular singular points for the
following differential equation:
H
x 1 y x 1y xx 1 y 0
2 2 4
Solution
Px x 2 1
Ordinary points :
P(x) 0
2
IG
R
x 1, x 1 and x are ordinary points.
Singular points :
PY
For x 1
lim
x 1 x 1
x 1
x 1
2 2
O
limit does not exist.
lim
x 1
x 2
1 2
4
CHAPTER 1
For x 1
lim
x 1 x 1
x 1
x 1
2 2
T
lim
x 1
x 2
1 2
H
Question 3
IG
Determine all the ordinary points, regular singular points and irregular singular points for the
following differential equation:
Solution
Px 3xx 2
PY
Ordinary points :
Singular points :
For x 0
O
lim
x 0 4
3x x 2
x 0 2
C
lim
x 02 x 22
3x x 2
x 0 2
5
CHAPTER 1
For x 2
lim
x 2 4
3x x 2
x 2 2
x 22 x 22
T
lim
3x x 2
x 2 2
H
One of the limits does not exist.
(4 x 2 )y xy 8y 0
a) Show that the recurrence relation at the ordinary point x = 0 is given by
n 4 an
an 2 , for n 2
4n 1
O
b) Find solution of the above equation up to the term x 5 subject to the conditions
y(0) 1, y(0) 2.
C
Solution
a) Let y a x
n 0
n
n
y na x
n1
n
n1 (i)
y n(n 1)a x
n2
n
n2
6
CHAPTER 1
Expand :-
T
H
Equate to xn :-
n0
n 1
IG
a 2 a0
R
3
a3 a1
8
PY
Recurrence relation, n 2
O
n 4 an
C
an 2
4n 1
b) Substitute
1
n2 a4 a4 a0
6
7
CHAPTER 1
3
n3 a5 a5 a1
128
y a x
n 0
n
n
a 0 a1x a 2 x 2 a 3 x 3 ...
T
1 3 3 5
a0 1 x 2 x 4 ... a1 x x 3 x ...
H
6 8 128
Substitute x = 0, y = 1 therefore a0 =
Substitute x = 0, y’ = 2 therefore a1 =
y IG
R
Question 5
PY
d2 y
x 2 9x 2 y x
2 dy
Find the series solution of the differential equation 3 2
dx dx
at the ordinary point x 2 up to the term x 2 .
4
Solution
O
Substitute t x 2 x t2
dy
C
dx
d2 y
dx 2
8
CHAPTER 1
d2 y dy
New equation : 3 2
t2 9t y t 2
dt dt
Let y
n 0
an t n
y
n1
na n t n1 (i)
T
y n(n 1)a n t n2
n2
H
Substitute (i) into equation ,
Equate to tn :-
IG
R
1
PY
n0 3(2)(1)a 2 2 a2
3 Please refer this
video to help
n 1 3(3)(2)a 3 9a 0 1 you solving the
1 1 question.
a3 a 3 a0
2 18
n2
O
2
a 4 a1
9
y a t
C
n
n
n0
a 0 a1t a 2 t 2 a 3 t 3 ...
1 2 1 1
a 0 1 (x 2) 3 ... a1 (x 2) (x 2) 4 ... (x 2) 2 (x 2) 3 ...
2 9 3 18
9
CHAPTER 1
Question 6
d2 y dy
Find the solution of the differential equation 2x y (x 1) 2 at the ordinary point
dx 2 dx
x 1 up to the term (x 1)5 .
Solution
Substitute t x 1 x t 1
T
New equation :
H
Let y an t n
n 0
y
(i)
y
Equate to tn :
O
n0 2a 2 2a 1 a 0 0
- a 0 2a 1
a2
C
2
1
a2 a 0 a1
2
n 1
1 5
a3 a 0 a1
3 6
10
CHAPTER 1
n2
1 2 7
a4 a1 a0
12 3 24
n3
T
H
1 19 1
a5 a0 a1
5 40 30
y
a t
n0
n
n
a0 a1t a 2 t 2 a3 t 3 a 4 t 4 ... IG
R
PY
1 1 7 1
a 0 1 (x 1) 2 (x 1) 3 (x 1) 4 (x 1) 5 ...
2 3 24 5
5 2 19
a1 (x 1) (x 1) 2 (x 1) 3 (x 1) 4 (x 1) 5 ...
O
6 3 40
1 1
(x 1) 4 (x 1) 5 ...
12 30
C
11
CHAPTER 1
Question 7
Solution
T
a) f x sin(3x) f 0
H
f x f 0
f x f 0
f x
f x f 0
1!
IG
2!
3!
f 0
9 3
3x x ...
PY
Px x 1
P0 1 x 0 is an ordinary point.
O
y a x n
n
C
n 0
y
(i)
y
12
CHAPTER 1
Expand
Equate to xn :
T
H
n0 a 2 3a 0
n 1
IG a3 a0
5
6
a1
1
2
R
y a x
n 0
n
n
PY
a0 a1x a 2 x 2 a3 x 3 ...
5 1
ao 1 3x 2 x 3 .... a1 x x 3 .... x 3 ....
6 2
O
Given y(0) = 2
a0 2
C
Given y’(0) = 3
y
a1 3
13
CHAPTER 1
5 1
y 2 1 3x 2 x 3 .... 3 x x 3 .... x 3 ....
6 2
Question 8
a) Show that the Taylor series expansion at x0 0 of f(x) e2x up to third term is
1 2x 2x 2 ....
T
d2 y dy
b) Hence, find the general series solution of the differential equation 2
e 2x 4y 2 up to
dx dx
H
term x about an ordinary point x0 0 .
3
Solution
a) f(x)
f (x)
e2x f (0)
f (0) IG
R
f (x) f (0)
PY
Therefore:
f (0) f (0) 2
f(x) f(0) x x ...
1! 2!
O
1 2x 2x 2 ...
C
b) Let y a xn 0
n
n
y
(i)
y
14
CHAPTER 1
d2 y dy
Substitute (i) into equation 2
e 2x 4y 2 ,
dx dx
Expand
T
H
Equate to xn :
IG
R
n0
1
a2 a1 2a 0 1
2
PY
n 1
O
1 2 1
a3 a1 a 0
6 3 3
C
y a x
n 0
n
n
2 1 1 1
a 0 1 2x 2 x 3 ... a1 x x 2 x 3 ... x 2 x 3 ...
3 2 6 3
15
CHAPTER 1
Question 9
T
2
b) find the first 3 non-zero terms in each of the two linearly independent
series solution of the differential equation.
H
Solution
lim
x 0 x
IG
x 0 2x 2
lim
x 02 x 2
x 0 2x 2
R
Indicial equation : r r 1 ar b 0
PY
1
r or r2
2
Let y
a n x n r
O
b.
n 0
y
(n r )a n x nr 1
C
(i)
n 0
y
n 0
(n r 1)(n r )a n x nr 2
16
CHAPTER 1
Expand
T
H
Recurrence relation, n ≥ 1
an IG an1
(n r 2)2(n r) 1
R
1 a n1
r1 an
2 5
2n n
PY
2
n 1 a1
O
1
n2 a2 a2 a0
6
C
1
a x
n
y1 n
2
n 0
1
x 2 ao a1x a 2 x 2 a3 x 3 ...
17
CHAPTER 1
1
1 1 2
ao x 2
1 3 x 6 x ...
r2 2 an
T
1
n 1 a1 a0
7
H
1
n2 a2 a0
126
a x
IG
n 2
y2 n
n 0
x 2 ao a1x a2 x2 a3 x3 ...
R
Please refer this video to
help you solving the
1 1 2
a0 x 2 1 x x
PY
question.
7 126
Question 10
a) Show that the recurrence relation of the above differential equation at the regular singular
O
point x = 0 is given by
C
2 (n r )
an a for n 1.
n r 3(n r) 1 n1
b) Hence, find the first 3 non-zero terms in each of the two linearly independent series
solution of the differential equation.
18
CHAPTER 1
Solution
a) y
n 0
a n x n r
y
(i)
y
T
Substitute (i) into equation above,
H
Equate to smallest power: xn+r–1
IG
R
Indicial equation when n 0 ,
PY
1
r 0 and r
3
C
Recurrence relation, n 1
19
CHAPTER 1
2 (n r )
an a
n r 3(n r) 1 n1
Substitute r1 0 into recurrence relation,
2n
an a n1
n(3n 1)
T
1
n 1 a1 a1 a0
2
H
n2 a2 a2 0
y1
n 0
a n x n0
x0 ao a1x a2 x2 a3 x3 ... IG
R
=
PY
1
a 0 1 x
2
1
Substitute r into recurrence relation,
3
O
5
n
an a
3
n 1
1
3n n
3
C
1
n 1 a1 a1 a0
6
1
n2 a2 a2 a0
252
20
CHAPTER 1
1
a x
n
y2 n
3
n 0
a
1
x 3
o a1x a 2 x 2 a3 x 3 ...
1
1 1 2
x 3 a 0 1 x x ...
T
6 252
H
Question 11
IG
4x2 x 1y 5xy 2y 0
Solution
PY
Let y
n 0
a n x n r
y
(i)
y
O
21
CHAPTER 1
4r r 1 a0 5ra 0 2a 0 0
T
H
or alternatively
lim
x 0
x 5x
4x 2 x 1
IG
R
x 2 2
lim
x 0 4x 2 x 1
PY
4r 2 9r 2 0
b) r 24r 1 0
1
r1 and r 2 2 r1 r2 Z
4
22
CHAPTER 1
Recurrence relation, n 1
4(n r 1)
an a
4(n r) 1 n1
T
1
Substitute r1 into recurrence relation,
4
H
4n 3
an an1
4n
IG
1
n 1 a1 a0
4
5
n2 a2 a0
32
R
1
n
y1 an x 4
PY
n 0
a
1
x4 o a1x a 2 x 2 a3 x 3 ...
O
1
1 5 2
x 4 a 0 1 x x ...
4 32
C
4(n 1)
an an1
4n 7
23
CHAPTER 1
8
n 1 a1 a0
11
32
n2 a2 a0
55
y2 a x n
n 2
T
n 0
x 2 ao a1x a2 x2 a3 x3 ...
H
8
x 2a0 1 x
11
Question 12
32 2
55
x ...
IG
R
Given x = 0 is a regular singular point of the differential equation:
Solution
C
a) lim
x 0x 2 (x 5)
x 0 x3
lim
x 02 4x
x 0 x3
Indicial equation : r r 1 ar b 0
24
CHAPTER 1
r1 r2 2
(n r 1)
b) an an1
(n r 2) 2
r
n 1 a1 a0
(r 3)2
T
n2 a2
H
r(r 1)
a2 a0
(r 4) 2 (r 3) 2
y
n 0
a n x n r
x r a o a1x a 2 x 2 a 3 x 3 ...
IG
R
PY
r r(r 1)
a0 x r 1 x x 2
...
2
2
2
r 3 r 4 r 3
y1 y r12
O
1
y1 a0 x 2 1 2x x 2 ...
C
2
y
a0 x r
r
25
CHAPTER 1
y
a0 x 2
r r12
9
y 2 y1lnx a0 x 2 5x x 2 ...
T
4
H
IG
R
Question 13
PY
At a regular singular point x 2 of the differential equation 2x 2y 3y x 2y 0,
1
an an2 , for n 2
(n r)2(n r) 1
O
b) find the first three non-zero terms in each of the two linearly independent series solution of
the differential equation.
C
Solution
New equation:
26
CHAPTER 1
Let y a t
n0
n
n r
y (n r)a t n
nr 1
T
n 0
y (n r 1)(n r)a t
n 0
n
n r 2
H
dy dy dy dt dy
IG
dt dx dt dx dt
d2 y d2 y
dt 2 dx 2
R
dy d2 y
Substitute y, and 2 into equation above,
PY
dt dt
O
27
CHAPTER 1
r 2r 1 0
1
r1 and r 2 0 r1 r2 Z
2
When n 1,
T
Recurrence relation, n ≥ 2
H
IG
1
an an 2
(n r)2(n r) 1
1
Substitute r1 into recurrence relation,
R
2
an
PY
1
an an 2
n2n 1
O
1
n2 a2 a0
6
C
n3 a3 0
1
n4 a4 a0
168
28
CHAPTER 1
1
a t
n
y1 n
2
n 0
T
1
1
H
1
a 0 (x 2) 2
1 6 (x 2) 168 (x 2) ...
2 4
an
an
1
a
n 02n 0 1 n2
IG
R
1
n2 a2 a0
PY
10
n3 a3 0
n4 a4
O
y2 a t n0
C
n
n 0
1 1
a 0 1 (x 2) 2 (x 2) 4 ...
10 360
29
CHAPTER 1
Question 14
x1 x y 4 y 2y 0
T
(n r 5)
c) Find the general series solution of the equation up to the term x 7.
H
Solution
a) Let y
a n x n r
IG
n 0
y
(i)
y
R
Substitute (i) into equation above,
PY
since a0 0, then r 2 5r 0
30
CHAPTER 1
Alternative Method
lim
x 0 4
x 0 x(1 x)
lim
x 02 2
x 0 x(1 x)
T
H
r 2 5r 0
b) r r 5 0
r1 0 or r2 5
Recurrence relation, n 1 : IG
r1 r2 Z
R
PY
(n r 3)
an an1 , for n 1
(n r 5)
(n 3)
an an1
(n 5)
n 1 a1 a1
C
n2 a2 a2
n3 a3 a3
31
CHAPTER 1
n4 a4 a4
0
n5 a5 a5 a 5 is another arbitrary
0
n6 a6 a6
n7 a7 a7
T
H
y a n x n r
n 0
x 0 ao a1x a2 x 2 a3 x 3 ...
IG
R
1 1
y a0 1 x x2 .... a5 x5 3x6 6x7 .....
2 6
PY
Question 15
x 3 y x 2 (2 x )y x 2 y 0
O
an
n r 2 a n1 , for n 1
C
(n r )(n r 1)
32
CHAPTER 1
Solution
a) Let y
n 0
a n x n r
y
n 0
(n r )a n x nr 1 (i)
y
n 0
(n r 1)(n r )a n x nr 2
T
Substitute (i) into equation above,
H
Equate to smallest power: xn+r+ 1
r = 0, r = –1
PY
Recurrence relation:
O
(n r 2)
an a n1 , for n 1
(n r )(n r 1)
C
Substitute r = -1
an
n 1 a1 case 3B
ao = bo(r + 1)
33
CHAPTER 1
(1 r 2)
n 1 a1 a0
(1 r )(1 r 1)
(r - 1)
.b 0 (r 1)
(r 1)(r 2)
(r - 1)
b0
(r 2)
T
H
n2 a2
r(r - 1)
IG b0
R
(r 3)(r 2) 2
y a x n r
PY
n
n 0
1
x ao a1x a2 x 2 ...
r 1 r r 1
b0 x r r 1 x x 2
r2 r 3r 22
O
Substitute r = -1,
y1 x 1
C
bo x 1 2x x 2 ...
34
CHAPTER 1
y
r
y 2 y 1 ln x b0 x 1
y 2 y 1 ln x b0 x 1 1 3x - 4x 2 ...
T
1.4 SERIES SOLUTIONS NEAR INFINITY
Question 16
H
For x near infinity, find the two linearly independent solutions of the differential equation
d2 y dy 1
x 2 2 3x 4 y 0
IG
dx dx x
1
up to the term 3 .
x
Solution
R
Substitute
1 dy
z
x dx
PY
d2 y
dx 2
d 2y
z 4y 0
dy
C
z2 2
5z
dz dz
P(z) =
P(0) =
z = 0 is
35
CHAPTER 1
lim 5
z0
lim 4
z0
So, z = 0 is
T
Hence, y a zn0
n
n r
H
(n r)a z
dy nr 1
n
dz
n 0 (i)
(n r)(n r 1)a z n
n r
5(n r)a z n
n r
a n1z
n r
4a z n
n r
0
C
n 0 n 0 n1 n 0
[r(r 1) 5r 4] ao 0 since ao 0
36
CHAPTER 1
Recurrence relation, n ≥ 1
an1
an
(n r 2)2
T
a0
n 1 a1
(3 r )2
H
n2 a2
IG
a0
(3 r ) 2 ( 4 r ) 2
n3 a3
R
y a z n
n r
PY
n 0
zr a0 a1z a2z2 a3z3 . . .
O
C
1 1 3
y 1 a 0 z 2 1 z z 2 z ....
4 36
37
CHAPTER 1
y
y ln z a 0 z r
r
T
H
3 11 3
y 2 y 1 ln z a0 z 2 2z z 2 z ....
4 108
IG
y1 =
Question 17
PY
For x near infinity, find the first four nonzero terms in each of the two linearly independent series
solutions of the given differential equation.
1 x x
2 2 d2 y
2
2x 2 2x 1 x
dy 3
y0
dx x
dx
O
Solution
C
Let
1
z x
x
38
CHAPTER 1
dy
dx
d 2y
dx 2
d2 y dy
Find the new equation : p( z) q( z) r ( z )y 0
dz 2 dz
T
z dz
2
3z 2 3zy 0
d y dy
H
2
1 2 dz
P0 1
IG
z 0 is an ordinary point
Hence, y
n 0
an zn
dy
na n z n1 (i)
R
dz
n1
2
d y
n(n 1)a n z n2
PY
2
dz
n 2
Equate to zn :-
C
n0 ( 2)(1)a 2 2a 1 0 a 2 a 1
39
CHAPTER 1
1 1
a1 a0
6 2
Recurrence relation, n ≥ 2
T
H
n 2 3
a n 2 an a n 1 a
n 1 n2 n 1n 2 n1
Substitute
n2
2 2
a 4 a 2 a3
3 4
3
3( 4)
a1
IG
R
PY
n3 a5
y
n 0
an zn
O
a 0 a1z a 2 z 2 a 3 z 3 ...
C
1 1 11 5 1 5 73 5
a o 1 z 3 z 4 z ... a1 z z 2 z 3 z 4 z ....
2 4 40 6 6 120
1 1 11 1 1 1 5 73
y a o 1 3 4 ... a 1 ....
2x 4x 40 x 5 x x 2 6x 3 6x 4 120 x 5
40
CHAPTER 1
Question 18
For x near infinity, find the first two nonzero terms of the general series solutions for
d2 y 3 dy
x2 2
2y 0
dx x dx
Solution
T
1 dy
Let z
x dx
H
d2 y
dx 2
IG
R
d2 y dy
z2 2
z(2 3z 2 ) 2y 0
dz dz
PY
lim
z 0 z2 3z 2
z0 z2
z 02 2
O
lim
z0 z2
Hence, y a z
n 0
n
n r
(n r)a z
dy nr 1
n
dz (i)
n 0
41
CHAPTER 1
T
Equate to zn+r :-
H
Indicial eq : when n = 0
[r(r-1) + 2r – 2] a0= 0
a0 ≠ 0 → r2 + r – 2 = 0
IG
R
r1 = -2; r2 = 1
PY
when n = 1
[r(r + 1) + 2(r+1) – 2] a1= 0
a1= 0
Recurrence relation, n ≥ 2
3(n r 2)
an a n 2
(n r 1)(n r 2)
42
CHAPTER 1
When r = -2,
3(n 4)
an a n2
n(n 3)
n2 a2
a2 =
T
n3 a3
0
a3 a3 is another arbitrary
H
0
3( 4 4)
n4 a4 a2
4( 4 3)
n5
a4 = 0
a5
IG
R
3
a5 a3
10
PY
y a z
n 0
n
n r
zr a0 a1z a2z2 a3z3 . . .
3
O
z r a 0 0 z 3a 0 z 2 a 3 z 3 0 z 4 a 3 z 5 ....
10
a0zr a3zr .
C
a0z2 a3z2
3 3
a0 x 2 1 2 a3 x 2 1 ..
5
x 10 x
43