Series Solutions of Linear

5 Differential Equations

EXERCISES 5.1
Solutions About Ordinary Points

3. By the ratio test,

(x − 5)n+1 /10n+1

lim


= lim 1 |x − 5| = 1 |x − 5|.
n→∞ (x − 5)n /10n
n→∞ 10 10

1
The series is absolutely convergent for 10 |x − 5| < 1, |x − 5| < 10, or on (−5, 15). The radius of convergence is
∞ ∞
R = 10. At x = −5, the series n=1 (−1) (−10)n /10n = n=1 1 diverges by the nth term test. At x = 15, the
n
∞ ∞
series n=1 (−1)n 10n /10n = n=1 (−1)n diverges by the nth term test. Thus, the series converges on (−5, 15).
  
x2 x3 x4 x2 x4 x3 x4
6. e−x cos x = 1−x+ − + − ··· 1− + − ··· = 1 − x + − + ···
2 6 24 2 24 3 6
9. Let k = n + 2 so that n = k − 2 and
∞
 ∞

ncn xn+2 = (k − 2)ck−2 xk .
n=1 k=3

∞
 ∞
 ∞

12. n(n − 1)cn xn + 2 n(n − 1)cn xn−2 + 3 ncn xn
n=2 n=2 n=1
∞
 ∞
 ∞

= 2 · 2 · 1c2 x0 + 2 · 3 · 2c3 x1 + 3 · 1 · c1 x1 + n(n − 1)cn xn +2 n(n − 1)cn xn−2 +3 ncn xn
n=2 n=4 n=2
     
k=n k=n−2 k=n
∞
 ∞
 ∞

= 4c2 + (3c1 + 12c3 )x + k(k − 1)ck xk + 2 (k + 2)(k + 1)ck+2 xk + 3 kck xk
k=2 k=2 k=2
∞
= 4c2 + (3c1 + 12c3 )x + k(k − 1) + 3k ck + 2(k + 2)(k + 1)ck+2 xk
k=2
∞
= 4c2 + (3c1 + 12c3 )x + k(k + 2)ck + 2(k + 1)(k + 2)ck+2 xk
k=2

15. The singular points of (x2 − 25)y  + 2xy  + y = 0 are −5 and 5. The distance from 0 to either of these points
is 5. The distance from 1 to the closest of these points is 4.

75
5.1 Solutions About Ordinary Points

∞
18. Substituting y = n=0 cn xn into the differential equation we have
∞
 ∞
 ∞
 ∞

y  + x2 y = n(n − 1)cn xn−2 + cn xn+2 = (k + 2)(k + 1)ck+2 xk + ck−2 xk
n=2 n=0 k=0 k=2
   
k=n−2 k=n+2
∞

= 2c2 + 6c3 x + [(k + 2)(k + 1)ck+2 + ck−2 ]xk = 0.
k=2

Thus
c2 = c3 = 0
(k + 2)(k + 1)ck+2 + ck−2 = 0
and
1
ck+2 = − ck−2 , k = 2, 3, 4, . . . .
(k + 2)(k + 1)
Choosing c0 = 1 and c1 = 0 we find
1
c4 = −
12
c5 = c6 = c7 = 0
1
c8 =
672
and so on. For c0 = 0 and c1 = 1 we obtain
c4 = 0
1
c5 = −
20
c6 = c7 = c8 = 0
1
c9 =
1440
and so on. Thus, two solutions are
1 4 1 8 1 5 1 9
y1 = 1 − x + x − ··· and y2 = x − x + x − ··· .
12 672 20 1440
∞
21. Substituting y = n=0 cn xn into the differential equation we have
∞
 ∞
 ∞

y  + x2 y  + xy = n(n − 1)cn xn−2 + ncn xn+1 + cn xn+1
n=2 n=1 n=0
     
k=n−2 k=n+1 k=n+1
∞
 ∞
 ∞

= (k + 2)(k + 1)ck+2 xk + (k − 1)ck−1 xk + ck−1 xk
k=0 k=2 k=1
∞

= 2c2 + (6c3 + c0 )x + [(k + 2)(k + 1)ck+2 + kck−1 ]xk = 0.
k=2

Thus

c2 = 0
6c3 + c0 = 0
(k + 2)(k + 1)ck+2 + kck−1 = 0

76
 5.1 Solutions About Ordinary Points

and
c2 = 0
1
c3 = − c0
6
k
ck+2 = − ck−1 , k = 2, 3, 4, . . . .
(k + 2)(k + 1)

Choosing c0 = 1 and c1 = 0 we find

1
c3 = −
6
c4 = c5 = 0
1
c6 =
45
and so on. For c0 = 0 and c1 = 1 we obtain
c3 = 0
1
c4 = −
6
c5 = c6 = 0
5
c7 =
252
and so on. Thus, two solutions are
1 1 1 5 7
y1 = 1 − x3 + x6 − · · · and y2 = x − x4 + x − ··· .
6 45 6 252
∞
24. Substituting y = n=0 cn xn into the differential equation we have
∞
 ∞
 ∞
 ∞

(x + 2)y  + xy  − y = n(n − 1)cn xn−1 + 2n(n − 1)cn xn−2 + ncn xn − cn xn
n=2 n=2 n=1 n=0
       
k=n−1 k=n−2 k=n k=n
∞
 ∞
 ∞
 ∞

= (k + 1)kck+1 xk + 2(k + 2)(k + 1)ck+2 xk + kck xk − ck xk
k=1 k=0 k=1 k=0
∞

= 4c2 − c0 + (k + 1)kck+1 + 2(k + 2)(k + 1)ck+2 + (k − 1)ck xk = 0.
k=1

Thus
4c2 − c0 = 0

(k + 1)kck+1 + 2(k + 2)(k + 1)ck+2 + (k − 1)ck = 0, k = 1, 2, 3, . . .

and
1
c2 = c0
4
(k + 1)kck+1 + (k − 1)ck
ck+2 =− , k = 1, 2, 3, . . . .
2(k + 2)(k + 1)

Choosing c0 = 1 and c1 = 0 we find

1 1 1
c1 = 0, c2 = , c3 = − , c4 = 0, c5 =
4 24 480

77
5.1 Solutions About Ordinary Points

and so on. For c0 = 0 and c1 = 1 we obtain

c2 = 0
c3 = 0
c4 = c5 = c6 = · · · = 0.
Thus, two solutions are
 
1 1 1 5
y1 = c0 1 + x2 − x3 + x + ··· and y2 = c1 x.
4 24 480
∞
27. Substituting y = n=0 cn xn into the differential equation we have
∞
 ∞
 ∞
 ∞

x2 + 2 y  + 3xy  − y = n(n − 1)cn xn + 2 n(n − 1)cn xn−2 + 3 ncn xn − cn xn
n=2 n=2 n=1 n=0
       
k=n k=n−2 k=n k=n
∞
 ∞
 ∞
 ∞

= k(k − 1)ck xk + 2 (k + 2)(k + 1)ck+2 xk + 3 kck xk − ck xk
k=2 k=0 k=1 k=0
∞

= (4c2 − c0 ) + (12c3 + 2c1 )x + 2(k + 2)(k + 1)ck+2 + k 2 + 2k − 1 ck xk = 0.
k=2

Thus

4c2 − c0 = 0
12c3 + 2c1 = 0
2(k + 2)(k + 1)ck+2 + k 2 + 2k − 1 ck = 0

and
1
c2 = c0
4
1
c3 = − c1
6
k 2 + 2k − 1
ck+2 = − ck , k = 2, 3, 4, . . . .
2(k + 2)(k + 1)
Choosing c0 = 1 and c1 = 0 we find
1
c2 =
4
c3 = c5 = c7 = · · · = 0
7
c4 = −
96
and so on. For c0 = 0 and c1 = 1 we obtain
c2 = c4 = c6 = · · · = 0
1
c3 = −
6
7
c5 =
120
and so on. Thus, two solutions are
1 7 1 7 5
y1 = 1 + x2 − x4 + · · · and y2 = x − x3 + x − ··· .
4 96 6 120

78
 5.1 Solutions About Ordinary Points

∞
30. Substituting y = n=0 cn xn into the differential equation we have
(x+1)y  − (2 − x)y  + y
∞
 ∞
 ∞
 ∞
 ∞

= n(n − 1)cn xn−1 + n(n − 1)cn xn−2 − 2 ncn xn−1 + ncn xn + cn xn
n=2 n=2 n=1 n=1 n=0
         
k=n−1 k=n−2 k=n−1 k=n k=n
∞
 ∞
 ∞
 ∞
 ∞

= k
(k + 1)kck+1 x + (k + 2)(k + 1)ck+2 x − 2k
(k + 1)ck+1 x + k k
kck x + ck xk
k=1 k=0 k=0 k=1 k=0
∞

= 2c2 − 2c1 + c0 + [(k + 2)(k + 1)ck+2 − (k + 1)ck+1 + (k + 1)ck ]xk = 0.
k=1

Thus
2c2 − 2c1 + c0 = 0
(k + 2)(k + 1)ck+2 − (k + 1)ck+1 + (k + 1)ck = 0

and
1
c2 = c1 − c0
2
1 1
ck+2 = ck+1 − ck , k = 1, 2, 3, . . . .
k+2 k+2
Choosing c0 = 1 and c1 = 0 we find
1 1 1
c2 = − , c3 = − , c4 = ,
2 6 12
and so on. For c0 = 0 and c1 = 1 we obtain
1
c2 = 1, c3 = 0, c4 = − ,
4
and so on. Thus,
   
1 1 1 1
y = C1 1 − x2 − x3 + x4 + · · · + C2 x + x2 − x4 + · · ·
2 6 12 4
and  
1 1
y  = C1 −x − x2 + x3 + · · · + C2 1 + 2x − x3 + · · · .
2 3
The initial conditions imply C1 = 2 and C2 = −1, so
   
1 1 1 1
y = 2 1 − x2 − x3 + x4 + · · · − x + x2 − x4 + · · ·
2 6 12 4
1 5
= 2 − x − 2x2 − x3 + x4 + · · · .
3 12
∞
33. Substituting y = cn xn into the differential equation we have
n=0

∞  
1 1 5
y  + (sin x)y = n(n − 1)cn xn−2 + x − x3 + x − · · · c0 + c1 x + c2 x2 + · · ·
n=2
6 120
   
1
= 2c2 + 6c3 x + 12c4 x + 20c5 x + · · · + c0 x + c1 x + c2 − c0 x + · · ·
2 3 2 3
6
 
1
= 2c2 + (6c3 + c0 )x + (12c4 + c1 )x2 + 20c5 + c2 − c0 x3 + · · · = 0.
6

79
5.1 Solutions About Ordinary Points

Thus

2c2 = 0
6c3 + c0 = 0
12c4 + c1 = 0
1
20c5 + c2 − c0 = 0
6

and c2 = 0
1
c3 = − c0
6
1
c4 = − c1
12
1 1
c5 = − c2 + c0 .
20 120
Choosing c0 = 1 and c1 = 0 we find
1 1
c2 = 0, c3 = − , c4 = 0, c5 =
6 120
and so on. For c0 = 0 and c1 = 1 we obtain
1
c2 = 0, c3 = 0, c4 = − , c5 = 0
12
and so on. Thus, two solutions are
1 1 5 1 4
y1 = 1 − x3 + x + ··· and y2 = x − x + ··· .
6 120 12

EXERCISES 5.2
Solutions About Singular Points

3. Irregular singular point: x = 3; regular singular point: x = −3

6. Irregular singular point: x = 5; regular singular point: x = 0
9. Irregular singular point: x = 0; regular singular points: x = 2, ±5
12. Writing the differential equation in the form
x+3 
y  + y + 7xy = 0
x
we see that x0 = 0 is a regular singular point. Multiplying by x2 , the differential equation can be put in the
form
x2 y  + x(x + 3)y  + 7x3 y = 0.
We identify p(x) = x + 3 and q(x) = 7x3 .

80
 5.2 Solutions About Singular Points

∞
15. Substituting y = n=0 cn xn+r into the differential equation and collecting terms, we obtain
∞

2xy  − y  + 2y = 2r2 − 3r c0 xr−1 + [2(k + r − 1)(k + r)ck − (k + r)ck + 2ck−1 ]xk+r−1 = 0,
k=1

which implies
2r2 − 3r = r(2r − 3) = 0
and
(k + r)(2k + 2r − 3)ck + 2ck−1 = 0.
The indicial roots are r = 0 and r = 3/2. For r = 0 the recurrence relation is
2ck−1
ck = − , k = 1, 2, 3, . . . ,
k(2k − 3)
and
4
c1 = 2c0 , c2 = −2c0 , c3 = c0 ,
9
and so on. For r = 3/2 the recurrence relation is
2ck−1
ck = − , k = 1, 2, 3, . . . ,
(2k + 3)k
and
2 2 4
c1 = − c0 , c2 = c0 , c3 = − c0 ,
5 35 945
and so on. The general solution on (0, ∞) is
   
4 3 2 2 2 4 3
y = C1 1 + 2x − 2x + x + · · · + C2 x
2 3/2
1− x+ x − x + ··· .
9 5 35 945
∞
18. Substituting y = n=0 cn xn+r into the differential equation and collecting terms, we obtain
2x2 y  − xy  + x2 + 1 y = 2r2 − 3r + 1 c0 xr + 2r2 + r c1 xr+1
∞

+ [2(k + r)(k + r − 1)ck − (k + r)ck + ck + ck−2 ]xk+r
k=2

= 0,
which implies

2r2 − 3r + 1 = (2r − 1)(r − 1) = 0,

2r2 + r c1 = 0,

and
[(k + r)(2k + 2r − 3) + 1]ck + ck−2 = 0.
The indicial roots are r = 1/2 and r = 1, so c1 = 0. For r = 1/2 the recurrence relation is
ck−2
ck = − , k = 2, 3, 4, . . . ,
k(2k − 1)
and
1 1
c2 = − c0 , c3 = 0, c4 = c0 ,
6 168
and so on. For r = 1 the recurrence relation is
ck−2
ck = − , k = 2, 3, 4, . . . ,
k(2k + 1)

81
5.2 Solutions About Singular Points

and
1 1
c2 = − c0 , c3 = 0, c4 = c0 ,
10 360
and so on. The general solution on (0, ∞) is
   
1 1 4 1 1 4
y = C1 x1/2 1 − x2 + x + · · · + C2 x 1 − x2 + x + ··· .
6 168 10 360
∞
21. Substituting y = n=0 cn xn+r into the differential equation and collecting terms, we obtain
∞

 
2xy − (3 + 2x)y + y = 2r − 5r c0 x
2 r−1
+ [2(k + r)(k + r − 1)ck
k=1

− 3(k + r)ck − 2(k + r − 1)ck−1 + ck−1 ]xk+r−1

= 0,
which implies
2r2 − 5r = r(2r − 5) = 0
and
(k + r)(2k + 2r − 5)ck − (2k + 2r − 3)ck−1 = 0.
The indicial roots are r = 0 and r = 5/2. For r = 0 the recurrence relation is
(2k − 3)ck−1
ck = , k = 1, 2, 3, . . . ,
k(2k − 5)
and
1 1 1
c1 = c0 , c2 = − c0 , c3 = − c0 ,
3 6 6
and so on. For r = 5/2 the recurrence relation is
2(k + 1)ck−1
ck = , k = 1, 2, 3, . . . ,
k(2k + 5)
and
4 4 32
c1 =c0 , c2 = c0 , c3 = c0 ,
7 21 693
and so on. The general solution on (0, ∞) is
   
1 1 2 1 3 4 4 2 32 3
y = C1 1 + x − x − x + · · · + C2 x 5/2
1+ x+ x + x + ··· .
3 6 6 7 21 693
∞
24. Substituting y = n=0 cn xn+r into the differential equation and collecting terms, we obtain
∞

2x2 y  + 3xy  + (2x − 1)y = 2r2 + r − 1 c0 xr + [2(k + r)(k + r − 1)ck + 3(k + r)ck − ck + 2ck−1 ]xk+r = 0,
k=1

which implies
2r2 + r − 1 = (2r − 1)(r + 1) = 0
and
[(k + r)(2k + 2r + 1) − 1]ck + 2ck−1 = 0.
The indicial roots are r = −1 and r = 1/2. For r = −1 the recurrence relation is
2ck−1
ck = − , k = 1, 2, 3, . . . ,
k(2k − 3)

82
 5.2 Solutions About Singular Points

and
4
c1 = 2c0 , c2 = −2c0 , c3 = c0 ,
9
and so on. For r = 1/2 the recurrence relation is
2ck−1
ck = − , k = 1, 2, 3, . . . ,
k(2k + 3)
and
2 2 4
c1 = − c0 , c2 = c0 , c3 = − c0 ,
5 35 945
and so on. The general solution on (0, ∞) is
   
−1 4 3 2 2 2 4 3
y = C1 x 1 + 2x − 2x + x + · · · + C2 x
2 1/2
1− x+ x − x + ··· .
9 5 35 945
∞
27. Substituting y = n=0 cn xn+r into the differential equation and collecting terms, we obtain
∞

xy  − xy  + y = r2 − r c0 xr−1 + [(k + r + 1)(k + r)ck+1 − (k + r)ck + ck ]xk+r = 0
k=0

which implies
r2 − r = r(r − 1) = 0
and
(k + r + 1)(k + r)ck+1 − (k + r − 1)ck = 0.
The indicial roots are r1 = 1 and r2 = 0. For r1 = 1 the recurrence relation is
kck
ck+1 = , k = 0, 1, 2, . . . ,
(k + 2)(k + 1)
and one solution is y1 = c0 x. A second solution is
  
 − −1 dx  x 
e e 1 1 2 1 3
y2 = x dx = x dx = x 1 + x + x + x + · · · dx
x2 x2 x2 2 3!
    
1 1 1 1 1 2 1 1 1 2 1 3
=x + + + x + x + · · · dx = x − + ln x + x + x + x + · · ·
x2 x 2 3! 4! x 2 12 72
1 1 1
= x ln x − 1 + x2 + x3 + x4 + · · · .
2 12 72
The general solution on (0, ∞) is
y = C1 x + C2 y2 (x).
∞
30. Substituting y = n=0 cn xn+r into the differential equation and collecting terms, we obtain
∞

xy  + y  + y = r2 c0 xr−1 + [(k + r)(k + r − 1)ck + (k + r)ck + ck−1 ]xk+r−1 = 0
k=1

which implies r2 = 0 and

(k + r)2 ck + ck−1 = 0.
The indicial roots are r1 = r2 = 0 and the recurrence relation is
ck−1
ck = − , k = 1, 2, 3, . . . .
k2

83
5.2 Solutions About Singular Points

One solution is
  ∞
1 2 1 3 1 4 (−1)n n
y1 = c0 1 − x + 2x − x + x − · · · = c0 x .
2 (3!)2 (4!)2 n=0
(n!)2
A second solution is

 
e− (1/x)dx
dx
y2 = y 1 dx = y1
y12 x 1−x+ 1 2
− 1 3
+ ···
2
4x 36 x

dx
= y1
x 1 − 2x + 32 x2 − 59 x3 + 288 x − ···
35 4

  
1 5 2 23 3 677 4
= y1 1 + 2x + x + x + x + · · · dx
x 2 9 288
  
1 5 23 677 3
= y1 + 2 + x + x2 + x + · · · dx
x 2 9 288
 
5 23 677 4
= y1 ln x + 2x + x2 + x3 + x + ···
4 27 1,152
 
5 2 23 3 677 4
= y1 ln x + y1 2x + x + x + x + ··· .
4 27 1,152
The general solution on (0, ∞) is
y = C1 y1 (x) + C2 y2 (x).

33. (a) From t = 1/x we have dt/dx = −1/x2 = −t2 . Then

dy dy dt dy
= = −t2
dx dt dx dt
and      
d2 y d dy d dy d2 y dt dy dt d2 y dy
2
= = −t2 = −t2 2
− 2t = t4 2
+ 2t3 .
dx dx dx dx dt dt dx dt dx dt dt
Now  
d2 y 1 d2 y dy d2 y 2 dy
x4 + λy = 4 t4 + 2t3 + λy = + + λy = 0
dx2 t dt2 dt dt2 t dt
becomes
d2 y dy
t +2 + λty = 0.
dt2 dt
∞ n+r
(b) Substituting y = n=0 cn t into the differential equation and collecting terms, we obtain

d2 y dy
t +2 + λty = (r2 + r)c0 tr−1 + (r2 + 3r + 2)c1 tr
dt2 dt
∞

+ [(k + r)(k + r − 1)ck + 2(k + r)ck + λck−2 ]tk+r−1
k=2

= 0,
which implies

r2 + r = r(r + 1) = 0,
r2 + 3r + 2 c1 = 0,

84
 5.2 Solutions About Singular Points

and
(k + r)(k + r + 1)ck + λck−2 = 0.
The indicial roots are r1 = 0 and r2 = −1, so c1 = 0. For r1 = 0 the recurrence relation is
λck−2
ck = − , k = 2, 3, 4, . . . ,
k(k + 1)
and
λ
c2 = − c0
3!
c3 = c5 = c7 = · · · = 0
λ2
c4 = c0
5!
..
.
λn
c2n = (−1)n c0 .
(2n + 1)!
For r2 = −1 the recurrence relation is
λck−2
ck = − , k = 2, 3, 4, . . . ,
k(k − 1)
and
λ
c2 = − c0
2!
c3 = c5 = c7 = · · · = 0
λ2
c4 = c0
4!
..
.
λn
c2n = (−1)n c0 .
(2n)!
The general solution on (0, ∞) is
∞ ∞
(−1)n √ (−1)n √
y(t) = c1 ( λ t)2n + c2 t−1 ( λ t)2n
n=0
(2n + 1)! n=0
(2n)!
  ∞ ∞ 
1 (−1)n √ (−1)n √
= C1 ( λ t)2n+1 + C2 ( λ t)2n
t n=0
(2n + 1)! n=0
(2n)!

1 √ √
= [C1 sin λ t + C2 cos λ t ].
t
(c) Using t = 1/x, the solution of the original equation is
√ √
λ λ
y(x) = C1 x sin + C2 x cos .
x x

85
5.2 Solutions About Singular Points
5.3 Special Functions

EXERCISES 5.3
Special Functions

3. Since ν 2 = 25/4 the general solution is y = c1 J5/2 (x) + c2 J−5/2 (x).

6. Since ν 2 = 4 the general solution is y = c1 J2 (x) + c2 Y2 (x).
2
9. We identify α = 5 and ν = 3 . Then the general solution is y = c1 J2/3 (5x) + c2 J−2/3 (5x).
√
12. If y = x v(x) then
1
y  = x1/2 v  (x) + x−1/2 v(x)
2
1
y  = x1/2 v  (x) + x−1/2 v  (x) − x−3/2 v(x)
4
and
   
2  1 5/2  3/2  1 1/2 1
x y + α x −ν +
2 2 2
y=x v (x) + x v (x) − x v(x) + α x − ν +
2 2 2
x1/2 v(x)
4 4 4
= x5/2 v  (x) + x3/2 v  (x) + (α2 x5/2 − ν 2 x1/2 )v(x) = 0.

Multiplying by x−1/2 we obtain

x2 v  (x) + xv  (x) + (α2 x2 − ν 2 )v(x) = 0,

√ √
whose solution is v(x) = c1 Jν (αx) + c2 Yν (αx). Then y = c1 x Jν (αx) + c2 x Yν (αx).
15. Write the differential equation in the form y  − (1/x)y  + y = 0. This is the form of (18) in the text with a = 1,
c = 1, b = 1, and p = 1, so, by (19) in the text, the general solution is

y = x[c1 J1 (x) + c2 Y1 (x)].

18. Write the differential equation in the form y  + (4 + 1/4x2 )y = 0. This is the form of (18) in the text with
a = 12 , c = 1, b = 2, and p = 0, so, by (19) in the text, the general solution is

y = x1/2 [c1 J0 (2x) + c2 Y0 (2x)].

21. Using the fact that i2 = −1, along with the definition of Jν (x) in (7) in the text, we have
∞  2n+ν
(−1)n ix
Iν (x) = i−ν Jν (ix) = i−ν
n=0
n!Γ(1 + ν + n) 2
∞
 (−1)n  x 2n+ν
= i2n+ν−ν
n=0
n!Γ(1 + ν + n) 2
∞
 (−1)n  x 2n+ν
= (i2 )n
n=0
n!Γ(1 + ν + n) 2
∞
 (−1)2n  x 2n+ν
=
n=0
n!Γ(1 + ν + n) 2
∞
 1  x 2n+ν
= ,
n=0
n!Γ(1 + ν + n) 2

86
 5.3 Special Functions

which is a real function.

24. Write the differential equation in the form y  + (4/x)y  + (1 + 2/x2 )y = 0. This is the form of (18) in the text
with
3
1 − 2a = 4 =⇒ a = −
2
2c − 2 = 0 =⇒ c = 1
b2 c2 = 1 =⇒ b = 1
1
a2 − p2 c2 = 2 =⇒ p = .
2
Then, by (19), (23), and (24) in the text,
   
−3/2 −3/2 2 2 1 1
y=x [c1 J1/2 (x) + c2 J−1/2 (x)] = x c1 sin x + c2 cos x = C1 2 sin x + C2 2 cos x.
πx πx x x

27. (a) The recurrence relation follows from

∞
 (−1)n ν  x 2n+ν ∞
(−1)n  x 2n+ν−1
−νJν (x) + xJν−1 (x) = − +x
n=0
n!Γ(1 + ν + n) 2 n=0
n!Γ(ν + n) 2
∞
 (−1)n ν  x 2n+ν  (−1)n (ν + n)
∞  x   x 2n+ν−1
=− + ·2
n=0
n!Γ(1 + ν + n) 2 n=0
n!Γ(1 + ν + n) 2 2

(−1)n (2n + ν)  x 2n+ν

∞
= = xJν (x).
n=0
n!Γ(1 + ν + n) 2

(b) The formula in part (a) is a linear first-order differential equation in Jν (x). An integrating factor for this
equation is xν , so
d ν
[x Jν (x)] = xν Jν−1 (x).
dx
30. From (20) we obtain J0 (x) = −J1 (x), and from (21) we obtain J0 (x) = J−1 (x). Thus J0 (x) = J−1 (x) = −J1 (x).
33. Letting

2 k −αt/2
s= e ,
α m
we have      
dx dx ds dx 2 k  α  −αt/2 dx k −αt/2
= = − e = − e
dt ds dt dt α m 2 ds m
and   

    
d2 x d dx dx α k −αt/2 d dx k −αt/2
2
= = e + − e
dt dt dt ds 2 m dt ds m
     
dx α k −αt/2 d2 x ds k −αt/2
= e + 2 − e
ds 2 m ds dt m
    
dx α k −αt/2 d2 x k −αt
= e + 2 e .
ds 2 m ds m
Then 
d2 x d2 x mα k −αt/2 dx
m 2 + ke−αt x = ke−αt 2 + e + ke−αt x = 0.
dt ds 2 m ds

87
5.3 Special Functions

Multiplying by 22 /α2 m we have


22 k −αt d2 x 2 k −αt/2 dx 22 k −αt
e + e + 2 e x=0
α2 m ds2 α m ds α m

or, since s = (2/α) k/m e−αt/2 ,
d2 x dx
s2 +s + s2 x = 0.
ds2 ds
36. The general solution of the differential equation is

y(x) = c1 J0 (αx) + c2 Y0 (αx).

In order to satisfy the conditions that limx→0+ y(x) and limx→0+ y  (x) are finite we are forced to define c2 = 0.
Thus, y(x) = c1 J0 (αx). The second boundary condition, y(2) = 0, implies c1 = 0 or J0 (2α) = 0. In order to
have a nontrivial solution we require that J0 (2α) = 0. From Table 5.1 in the text, the first three positive zeros
of J0 are found to be
2α1 = 2.4048, 2α2 = 5.5201, 2α3 = 8.6537

and so α1 = 1.2024, α2 = 2.7601, α3 = 4.3269. The eigenfunctions corresponding to the eigenvalues λ1 = α12 ,
λ2 = α22 , λ3 = α32 are J0 (1.2024x), J0 (2.7601x), and J0 (4.3269x).
45. The recurrence relation can be written
2k + 1 k
Pk+1 (x) = xPk (x) − Pk−1 (x), k = 2, 3, 4, . . . .
k+1 k+1
3 2 1
k = 1: P2 (x) = x −
2 2
 
5 3 2 1 2 5 3
k = 2: P3 (x) = x x − − x = x3 − x
3 2 2 3 2 2
   
7 5 3 3 3 3 2 1 35 4 30 2 3
k = 3: P4 (x) = x x − x − x − = x − x +
4 2 2 4 2 2 8 8 8
   
9 35 4 30 2 3 4 5 3 3 63 5 35 3 15
k = 4: P5 (x) = x x − x + − x − x = x − x + x
5 8 8 8 5 2 2 8 4 8
   
11 63 5 35 3 15 5 35 4 30 2 3 231 6 315 4 105 2 5
k = 5: P6 (x) = x x − x + x − x − x + = x − x + x −
6 8 4 8 6 8 8 8 16 16 16 16
   
13 231 6 315 4 105 2 5 6 63 5 35 3 15
k = 6: P7 (x) = x x − x + x − − x − x + x
7 16 16 16 16 7 8 4 8
429 7 693 5 315 3 35
= x − x + x − x
16 16 16 16

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 CHAPTER 5 REVIEW EXERCISES

CHAPTER 5 REVIEW EXERCISES

3. x = −1 is the nearest singular point to the ordinary point x = 0. Theorem 5.1 guarantees the existence of two
∞
power series solutions y = n=1 cn xn of the differential equation that converge at least for −1 < x < 1. Since
− 12 ≤ x ≤ 12 is properly contained in −1 < x < 1, both power series must converge for all points contained in
− 12 ≤ x ≤ 1
2 .
6. We have
x3 x5
sin x x− + − ··· x3 2x5
f (x) = = 6 120 =x+ + + ··· .
cos x 2 4 3 15
x x
1− + − ···
2 24
∞
9. Substituting y = n=0 cn xn+r into the differential equation we obtain
∞

2xy  + y  + y = 2r2 − r c0 xr−1 + [2(k + r)(k + r − 1)ck + (k + r)ck + ck−1 ]xk+r−1 = 0
k=1

which implies
2r2 − r = r(2r − 1) = 0
and
(k + r)(2k + 2r − 1)ck + ck−1 = 0.
1
The indicial roots are r = 0 and r = 2. For r = 0 the recurrence relation is
ck−1
ck = − , k = 1, 2, 3, . . . ,
k(2k − 1)
so
1 1
c1 = −c0 , c2 = c0 , c3 = − c0 .
6 90
1
For r = 2 the recurrence relation is
ck−1
ck = − , k = 1, 2, 3, . . . ,
k(2k + 1)
so
1 1 1
c1 = − c0 , c2 = c0 , c3 = − c0 .
3 30 630
Two linearly independent solutions are
1 1
y1 = 1 − x + x2 − x3 + · · ·
6 90
and  
1 1 1 3
y2 = x1/2 1 − x + x2 − x + ··· .
3 30 630
∞
12. Substituting y = n=0 cn xn into the differential equation we obtain
∞

y  − x2 y  + xy = 2c2 + (6c3 + c0 )x + [(k + 3)(k + 2)ck+3 − (k − 1)ck ]xk+1 = 0
k=1

89
CHAPTER 5 REVIEW EXERCISES

which implies c2 = 0, c3 = −c0 /6, and

k−1
ck+3 = ck , k = 1, 2, 3, . . . .
(k + 3)(k + 2)
Choosing c0 = 1 and c1 = 0 we find
1
c3 = −
6
c4 = c7 = c10 = · · · = 0
c5 = c8 = c11 = · · · = 0
1
c6 = −
90
and so on. For c0 = 0 and c1 = 1 we obtain

c3 = c6 = c9 = · · · = 0
c4 = c7 = c10 = · · · = 0
c5 = c8 = c11 = · · · = 0

and so on. Thus, two solutions are

1 1
y1 = 1 − x3 − x6 − · · · and y2 = x.
6 90
∞ n
15. Substituting y = n=0 cn x into the differential equation we have
∞
 ∞
 ∞

y  + xy  + 2y = n(n − 1)cn xn−2 + ncn xn + 2 cn xn
n=2 n=1 n=0
     
k=n−2 k=n k=n
∞
 ∞
 ∞

k k
= (k + 2)(k + 1)ck+2 x + kck x + 2 ck xk
k=0 k=1 k=0
∞

= 2c2 + 2c0 + [(k + 2)(k + 1)ck+2 + (k + 2)ck ]xk = 0.
k=1

Thus

2c2 + 2c0 = 0
(k + 2)(k + 1)ck+2 + (k + 2)ck = 0

and
c2 = −c0
1
ck+2 = − ck , k = 1, 2, 3, . . . .
k+1
Choosing c0 = 1 and c1 = 0 we find
c2 = −1
c3 = c5 = c7 = · · · = 0
1
c4 =
3
1
c6 = −
15

90
 CHAPTER 5 REVIEW EXERCISES

and so on. For c0 = 0 and c1 = 1 we obtain

c2 = c4 = c6 = · · · = 0
1
c3 = −
2
1
c5 =
8
1
c7 = −
48
and so on. Thus, the general solution is
   
1 1 1 1 1
y = C0 1 − x2 + x4 − x6 + · · · + C1 x − x3 + x5 − x7 + · · ·
3 15 2 8 48
and    
4 2 3 5 7
y  = C0 −2x + x3 − x5 + · · · + C1 1 − x2 + x4 − x6 + · · · .
3 5 2 8 48
Setting y(0) = 3 and y  (0) = −2 we find c0 = 3 and c1 = −2. Therefore, the solution of the initial-value problem
is
1 1 1
y = 3 − 2x − 3x2 + x3 + x4 − x5 − x6 + x7 + · · · .
4 5 24
18. While we can find two solutions of the forms

y1 = c0 [1 + · · · ] and y2 = c1 [x + · · · ],

the initial conditions at x = 1 give solutions for c0 and c1 in terms of infinite series. Letting t = x − 1 the
initial-value problem becomes
d2 y dy
2
+ (t + 1) + y = 0, y(0) = −6, y  (0) = 3.
dt dt
∞ n
Substituting y = n=0 cn t into the differential equation, we have
∞ ∞ ∞ ∞
d2 y dy
+ (t + 1) + y = n(n − 1)cn t n−2
+ nc n t n
+ nc n t n−1
+ cn tn
dt2 dt n=2 n=1 n=1 n=0
       
k=n−2 k=n k=n−1 k=n
∞
 ∞
 ∞
 ∞

= (k + 2)(k + 1)ck+2 tk + kck tk + (k + 1)ck+1 tk + ck tk
k=0 k=1 k=0 k=0
∞

= 2c2 + c1 + c0 + [(k + 2)(k + 1)ck+2 + (k + 1)ck+1 + (k + 1)ck ]tk = 0.
k=1

Thus 2c2 + c1 + c0 = 0
(k + 2)(k + 1)ck+2 + (k + 1)ck+1 + (k + 1)ck = 0

c1 + c0
and c2 = −
2
ck+1 + ck
ck+2 =− , k = 1, 2, 3, . . . .
k+2
Choosing c0 = 1 and c1 = 0 we find
1 1 1
c2 = − , c3 = , c4 = ,
2 6 12

91
CHAPTER 5 REVIEW EXERCISES

and so on. For c0 = 0 and c1 = 1 we find

1 1 1
c2 = − , c3 = − , c4 = ,
2 6 6

and so on. Thus, the general solution is

   
1 2 1 3 1 4 1 2 1 3 1 4
y = c0 1 − t + t + t + · · · + c1 t − t − t + t + · · · .
2 6 12 2 6 6

The initial conditions then imply c0 = −6 and c1 = 3. Thus the solution of the initial-value problem is
 
1 1 1
y = −6 1 − (x − 1) + (x − 1) + (x − 1) + · · ·
2 3 4
2 6 12
 
1 1 1
+ 3 (x − 1) − (x − 1)2 − (x − 1)3 + (x − 1)4 + · · · .
2 6 6

∞ n
21. Substituting y = n=0 cn x into the differential equation we have

∞
 ∞
 ∞

y  + x2 y  + 2xy = n(n − 1)cn xn−2 + ncn xn+1 + 2 cn xn+1
n=2 n=1 n=0
     
k=n−2 k=n+1 k=n+1
∞
 ∞
 ∞

= (k + 2)(k + 1)ck+2 xk + (k − 1)ck−1 xk + 2 ck−1 xk
k=0 k=2 k=1
∞

= 2c2 + (6c3 + 2c0 )x + [(k + 2)(k + 1)ck+2 + (k + 1)ck−1 ]xk = 5 − 2x + 10x3 .
k=2

Thus, equating coefficients of like powers of x gives

2c2 = 5
6c3 + 2c0 = −2
12c4 + 3c1 = 0
20c5 + 4c2 = 10
(k + 2)(k + 1)ck+2 + (k + 1)ck−1 = 0, k = 4, 5, 6, . . . ,

and
5
c2 =
2
1 1
c3 = − c0 −
3 3
1
c4 = − c1
4
 
1 1 1 1 5
c5 = − c2 = − =0
2 5 2 5 2
1
ck+2 = − ck−1 .
k+2

92
 CHAPTER 5 REVIEW EXERCISES

Using the recurrence relation, we find

1 1 1 1
c6 = − c3 = (c0 + 1) = 2 c0 + 2
6 3·6 3 · 2! 3 · 2!
1 1
c7 = − c4 = c1
7 4·7
c8 = c11 = c14 = · · · = 0
1 1 1
c9 = − c6 = − 3 c0 − 3
9 3 · 3! 3 · 3!
1 1
c10 = − c7 = − c1
10 4 · 7 · 10
1 1 1
c12 = − c9 = 4 c0 + 4
12 3 · 4! 3 · 4!
1 1
c13 = − c0 = c1
13 4 · 7 · 10 · 13

and so on. Thus

 
1 3 1 1 1
y = c0 1 − x + 2 x − 3
6 9
x + 4 x − ···
12
3 3 · 2! 3 · 3! 3 · 4!
 
1 1 7 1 1
+ c1 x − x4 + x − x10 + x13 − · · ·
4 4·7 4 · 7 · 10 4 · 7 · 10 · 13
 
5 2 1 3 1 1 1
+ x − x + 2 x − 3
6 9
x + 4 x − ··· .
12
2 3 3 · 2! 3 · 3! 3 · 4!

24. (a) Using formula (5) of Section 3.2 in the text, we find that a second solution of (1 − x2 )y  − 2xy  = 0 is


 2x dx/(1−x2 ) 
e
e− ln(1−x ) dx
2
y2 (x) = 1 · dx =
12
  
dx 1 1+x
= = ln ,
1−x 2 2 1−x

where partial fractions was used to obtain the last integral.

(b) Using formula (5) of Section 3.2 in the text, we find that a second solution of
(1 − x2 )y  − 2xy  + 2y = 0 is


 2x dx/(1−x2 ) 
e− ln(1−x )
2
e
y2 (x) = x · dx = x dx
x2 x2
      
dx 1 1+x 1 x 1+x
=x dx = x ln − = ln − 1,
x2 (1 − x2 ) 2 1−x x 2 1−x

where partial fractions was used to obtain the last integral.

93
CHAPTER 5 REVIEW EXERCISES

(c) y2 y2
2 2

1 1

-1 1x -1 1x

-1 -1

-2 -2

   
1 1+x x 1+x
y2 (x) = ln y2 = ln −1
2 1−x 2 1−x

94