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Chapter 1 Tutorial

This document provides an overview of solving second order linear differential equations using power series solutions near ordinary and regular singular points. It begins by classifying ordinary points, regular singular points, and irregular singular points. It then discusses three cases for power series solutions near ordinary points depending on whether the roots of the characteristic equation differ by nonintegers, are equal, or differ by integers. It also discusses power series solutions near infinity. Examples are provided to demonstrate identifying point types and applying the appropriate solution methods.
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
27 views

Chapter 1 Tutorial

This document provides an overview of solving second order linear differential equations using power series solutions near ordinary and regular singular points. It begins by classifying ordinary points, regular singular points, and irregular singular points. It then discusses three cases for power series solutions near ordinary points depending on whether the roots of the characteristic equation differ by nonintegers, are equal, or differ by integers. It also discusses power series solutions near infinity. Examples are provided to demonstrate identifying point types and applying the appropriate solution methods.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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CHAPTER 1

CHAPTER 1 : SERIES SOLUTIONS FOR SECOND ORDER LINEAR


DIFFERENTIAL EQUATIONS

SUMMARY

T
H
; ;
is an ordinary point. is a regular singular point.

IG
R
METHOD OF FROBENIUS
PY
O

Case 1: The roots Case 2: The equal Case 3: The roots


differ by noninteger. roots. differ by integer.
C

3B: ;
3A: ;
am is another Let
arbitrary.

1
CHAPTER 1

SERIES X NEAR INFINITY

Let

T
H
;
IG ;
R
is an ordinary point. is a regular singular point.
PY

Common steps in power series solution

Step 1: Verify the point given.


O

Step 2: Apply the formula power series or Frobenius method.


C

Step 3: Determine recurrence relation.

Step 4: Obtain two linearly independent solutions.

2
CHAPTER 1

1.1 CLASSIFICATION OF ORDINARY POINTS, REGULAR SINGULAR POINTS AND


IRREGULAR SINGULAR POINTS

Question 1

Locate and classify all the ordinary points, regular singular points and irregular singular points
for the following differential equation:

 
xx  3 y  6xy  x 2  9 y  0
2

T
Solution

Px   xx  3
2

H
Ordinary points :
P(x)  0

IG
x  0, x  3 and x   are ordinary points.

Singular points :

x  0, x  3 are singular points.


R
For x = 0

lim
x  06x  
xx  3 
PY

x 0 2

lim
x  02  x 2  9 
xx  3 
x 0 2


O

Since both limits exist, x = 0 is a regular singular point.

For x  3
C

lim
x  36x  
xx  3
x 3 2


limit does not exist

3
CHAPTER 1

lim
x  32   x 2  9 
xx  3
x  3 2

One of the limits does not exist.


 x  3 is an irregular singular point.

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  1y  xx  1 y  0
2 2 4

Solution


Px   x 2  1

Ordinary points :

P(x)  0

2

IG
R
x  1, x  1 and x   are ordinary points.

Singular points :
PY

x  1, x  1 are singular points.

For x  1

lim
x  1 x  1 
x 1
x  1
2 2
O


limit does not exist.

x  12 xx  14 


C

lim 
x 1
x 2
1  2

So, x  1 is an irregular singular point.

4
CHAPTER 1

For x  1

lim
x  1 x  1 
x 1
x  1
2 2

x  12 xx  14 

T
lim 
x 1
x 2
1 2

H

Both limits exist ,  x  1 is a regular singular point.

Question 3

IG
Determine all the ordinary points, regular singular points and irregular singular points for the
following differential equation:

3xx  2 y  4y  x  2 y  0


R
2 2

Solution

Px  3xx  2
PY

Ordinary points :

Singular points :

For x  0
O

lim
x  0  4 
3x x  2
x 0 2
C

lim
x  02 x  22 
3x x  2
x 0 2

Both limit exist, x = 0 is a regular singular point.

5
CHAPTER 1

For x  2

lim
x  2  4 
3x x  2
x 2 2

x  22 x  22

T
lim 
3x x  2
x 2 2

H
One of the limits does not exist.

 x  2 is an irregular singular point.

1.2 SERIES SOLUTIONS NEAR ORDINARY POINT


IG
R
Question 4
PY

Given the following ordinary differential equation

(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
4n  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
n1
n
n1 (i)


y   n(n  1)a x
n2
n
n2

6
CHAPTER 1

Substitute (i) into equation ,

Expand :-

T
H
Equate to xn :-

n0

n 1 
 
IG
a 2  a0
R
3
a3  a1
8
PY

Recurrence relation, n  2
O

 n  4 an
C

an 2 
4n  1

b) Substitute

1
n2  a4   a4  a0
6

7
CHAPTER 1

3
n3  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  9x  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  t2

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 

n1
na n t n1 (i)

T
y   n(n  1)a n t n2
n2

H
Substitute (i) into equation ,

Equate to tn :-

IG
R
1
PY

n0  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

n2 
O

2
a 4  a1
9

y a t
C

n
n
n0

 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 

Substitute (i) into the above equation, IG


R
PY

Equate to tn :
O

n0  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

n2 

1 2 7
a4   a1  a0
12 3 24

n3 

T
H
1 19 1
a5  a0  a1 
5 40 30

y

a t
n0
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

a) Express the function f x   sin(3x) as a power series up to the term x 3 .


b) Use part a) to find the general series solution of the differential equation

x  1y  xy  6 y  sin(3x)


up to the term x 3 with initial conditions y0   2 and y0   3.

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  

f 0x f 0x 2 f 0x 3


 ...
R

9 3
 3x  x  ...
PY

b) x  1y  xy  6y  3x  9 x 3  ...


2

Px   x  1
P0   1  x  0 is an ordinary point.
O


y a x n
n
C

n 0

y 
(i)
y 

Substitute (i) into equation above,

12
CHAPTER 1

Expand

Equate to xn :

T
H
n0   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
n0 

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

1.3 SERIES SOLUTIONS NEAR REGULAR SINGULAR POINT

Question 9

At a regular singular point x = 0 of the differential equation

2x2 y  xy  x  2y  0


1
a) prove that the indicial roots are  and 2 .

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  02 x  2 
x 0 2x 2
R
Indicial equation : r r  1  ar  b  0
PY

1
r or r2
2

Let y 
 a n x n r
O

b.
n 0

y 
 (n  r )a n x nr 1
C

(i)
n 0

y  

n 0
(n  r  1)(n  r )a n x nr 2

Substitute (i) into equation above,

16
CHAPTER 1

Expand

Equate to smallest power: xn+r

T
H
Recurrence relation, n ≥ 1

2(n  r  1)(n  r)an  (n  r)an  an1  2an  0

an  IG  an1
(n  r  2)2(n  r)  1
R
1  a n1
r1    an 
2  5
2n n  
PY

 2

n 1  a1 
O

1
n2  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
n2  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

Given the following differential equation: 3xy  x  2y  y  0

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 n1
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

[3r(r  1)  2r] a0  0 since a0  0


O

1
r  0 and r 
3
C

Recurrence relation, n  1

3(n  r  1)(n  r)an  (n  r  1)an1  2(n  r)an  an1  0

19
CHAPTER 1

2  (n  r )
an  a
n  r 3(n  r)  1 n1
Substitute r1  0 into recurrence relation,

2n
an  a n1
n(3n  1)

T
1
n 1  a1   a1  a0
2

H
n2  a2   a2  0


y1 
n 0


a n x n0

 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
n2  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

At a regular singular point x = 0 of the differential equation

IG
4x2 x  1y  5xy  2y  0

a) show that the equation of indicial roots is 4r 2  9r  2  0 .


b) find the first three non-zero terms in each of the two linearly independent series solution of the
R
differential equation.

Solution
PY

Let y 

n 0
a n x n r

y 
(i)
y 
O

Substitute (i) into equation above,


C

Expand and simplify:

21
CHAPTER 1

Equate to smallest power: x nr

Indicial equation when n = 0,

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

Equation of indicial roots:


O
C

4r 2  9r  2  0

b) r  24r  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 n1

T
1
Substitute r1  into recurrence relation,
4

H
 4n  3
an  an1
4n

IG
1
n 1  a1   a0
4

5
n2  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

Substitute r2  2 into recurrence relation,

 4(n  1)
an  an1
4n  7

23
CHAPTER 1

8
n 1  a1   a0
11

32
n2  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:

x3 y  x 2 (x  5)y  4xy  0


PY

a) Show that the two roots of the indicial equations are r1  r2  2 .

b) Given that the recurrence relation of the above differential equation is


(n  r  1)
an   an1 , for n  1
(n  r  2) 2
O

find the series solution of the equation up to the term x 2.

Solution
C

a) lim
x  0x 2 (x  5) 
x 0 x3

lim
x  02 4x  
x 0 x3

Indicial equation : r r  1  ar  b  0

24
CHAPTER 1

r1  r2  2

(n  r  1)
b) an   an1
(n  r  2) 2

r
n 1  a1  a0
(r  3)2

T
n2  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 r12 
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 r12
 
 
 

 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 2x  2y  3y  x  2y  0,

a) show that the recurrence relation is given by

1
an  an2 , 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

a) Use substitution t  x  2  x t2

New equation:

26
CHAPTER 1

Let y  a t
n0
n
n r


y   (n  r)a t n
nr 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

Equate to smallest power: tn+r – 1


C

Indicial equation when n  0 ,

2(r  1)(r)  3(r)a0  0 since a0  0, then

27
CHAPTER 1

r 2r  1  0
1
 r1   and r 2 0 r1  r2  Z 
2

When n  1,

2(r  1)(r)  3(r  1)a1  0


1
a1  0 for r1   and r2  0
2

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
n2n  1
O

1
n2  a2    a0
6
C

n3  a3  0

1
n4  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

 

Substitute r2  0 into recurrence relation,

an 

an 
1
a
n  02n  0  1 n2
IG
R
1
n2  a2   a0
PY

10

n3  a3  0

n4  a4 
O


y2  a t n0
C

n
n 0

 1 1 
 a 0 1  (x  2) 2  (x  2) 4  ... 
 10 360 

29
CHAPTER 1

Question 14

Given x = 0 is a regular singular point of the differential equation:

x1  x y  4 y  2y  0

a) Show that the indicial equation is given by r 2  5r  0

b) Show that the recurrence relation of the above differential equation is


an 
n  r  3 a , for n  1
n1

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

Equate to smallest power: x nr 1


O
C

Indicial equation when n  0 ,

since a0  0, then r 2  5r  0

30
CHAPTER 1

Alternative Method

lim
x  0 4 
x 0 x(1  x)

lim
x  02 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  an1 , for n  1
(n  r  5)

Substitute r1  0 into recurrence relation,


O

(n  3)
an  an1
(n  5)

n 1  a1   a1 
C

n2  a2   a2 

n3  a3   a3 

31
CHAPTER 1

n4  a4   a4 

0
n5  a5   a5  a 5 is another arbitrary
0

n6  a6   a6 

n7  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

Given x = 0 is a regular singular point of the differential equation:

x 3 y   x 2 (2  x )y   x 2 y  0
O

a) Show that the recurrence relation of the above differential equation is

an 
n  r  2 a n1 , for n  1
C

(n  r )(n  r  1)

b) Find the general series solution of the equation up to the term x 2.

32
CHAPTER 1

Solution

a) Let y 
 n 0
a n x n r

y 

n 0
(n  r )a n x nr 1 (i)

y  

n 0
(n  r  1)(n  r )a n x nr 2

T
Substitute (i) into equation above,

H
Equate to smallest power: xn+r+ 1

Indicial equation when n = 0,


IG
R
since ao  0  r2 + r  0

r = 0, r = –1
PY

Recurrence relation:
O

(n  r  2)
an  a n1 , for n  1
(n  r )(n  r  1)
C

Substitute r = -1
an 

n 1  a1   case 3B

Substitute ao = bo(r – r1)

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
n2  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  
 r2 r  3r  22

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

Substitute into above equation to find new equation in terms of z :


O

d 2y
 z  4y  0
dy
C

z2 2
 5z
dz dz

P(z) =

Substitute z = 0 into the above equation,

P(0) =

z = 0 is

35
CHAPTER 1

lim  5
z0

lim  4
z0

So, z = 0 is

T

Hence, y  a zn0
n
n r

H

(n  r)a z
dy nr 1
 n
dz
n 0 (i)

(n  r)(n  r  1)a z


IG
2
d y n r  2
 n
2
dz n 0

Substitute (i) into equation ,


R
PY

Equate to smallest power:


O

   

 (n  r)(n  r  1)a z n
n r
  5(n  r)a z n
n r
 a n1z
n r
  4a z n
n r
0
C

n 0 n 0 n1 n 0

Indicial equation when n = 0,

[r(r  1)  5r  4] ao  0 since ao  0

36
CHAPTER 1

Recurrence relation, n ≥ 1

 an1
an 
(n  r  2)2

T
 a0
n 1  a1 
(3  r )2

H
n2  a2 

IG
a0

(3  r ) 2 ( 4  r ) 2

n3  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 =

Please refer this video to


y2 = help you solving the
R
question.

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
 y0
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

P0   1

IG
 z  0 is an ordinary point

Hence, y 
n 0
an zn


dy

 na n z n1 (i)
R
dz
n1


2
d y
 n(n  1)a n z n2
PY

2
dz
n 2

Substitute (i) into new equation,


O

Equate to zn :-
C

n0  ( 2)(1)a 2  2a 1  0  a 2  a 1

39
CHAPTER 1

n 1  (2)(3)a3  3a1  2(2)a2  3a0  0


a3 

1 1
 a1  a0
6 2

Recurrence relation, n ≥ 2

n(n  1)an  n  1n  2an 2  3nan  2n  1an1  3an1  0

T
H
n 2 3
a n 2  an  a n 1  a
n  1 n2 n  1n  2 n1
Substitute

n2 
2 2
a 4   a 2  a3 
3 4
3
3( 4)
a1
IG
R
PY

n3  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

Substitute to find new equation in z:

IG
R
d2 y dy
z2 2
 z(2  3z 2 )  2y  0
dz dz
PY

P(0) = 0 → z = 0 is a singular point

lim
z  0  z2  3z 2  
z0 z2

z  02  2
O

lim 
z0 z2

z = 0 is a regular singular point.


C


Hence, y  a z
n 0
n
n r

(n  r)a z
dy nr 1
 n
dz (i)
n 0

41
CHAPTER 1

(n  r)(n  r  1)a z


d2 y n r  2
 n
2
dz n 0

Substitute (i) into equation,

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

(n  r )(n  r  1)an  2(n  r )an  3(n  r  2)a n 2  2an  0


O
C

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 n2
n(n  3)

n2  a2 

a2 =

T
n3  a3 
0
a3   a3 is another arbitrary

H
0

3( 4  4)
n4  a4  a2
4( 4  3)

n5 
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

 a0z2    a3z2  
 3   3 
 a0 x 2 1  2   a3 x 2 1  .. 
   
5
x 10 x

43

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