PARUL UNIVERSITY

FACULTY OF ENGINEERING AND TECHNOLOGY.

DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

Subject: Mathematics – II (303191151)

Semester: 2nd Sem. B.Tech Programme (All Branches)
Lecture Note : Unit – 2 Power Series
❖ Series Solutions of Differential Equations
➢ Introduction
In mathematics, the Power Series Method is used to seek a power series solution to

certain differential equations. In general, such a solution assumes a power series with unknown

coefficients, then on substituting that solution into the differential equation to find a recurrence

relation for the coefficients. In this way a power series solution is obtained.

In this unit, we will learn two methods to obtain power series solution.

(𝑖) 𝑃𝑜𝑤𝑒𝑟 𝑠𝑒𝑟𝑖𝑒𝑠 𝑚𝑒𝑡ℎ𝑜𝑑

(𝑖𝑖)𝐹𝑟𝑜𝑏𝑒𝑛𝑖𝑜𝑢𝑠 𝑀𝑒𝑡ℎ𝑜𝑑.

➢ Definition:-Power Series

A power series in power of (𝑥 − 𝑥0 ) 𝑖𝑠 𝑎𝑛 𝑖𝑛𝑓𝑖𝑛𝑖𝑡𝑒 𝑠𝑒𝑟𝑖𝑒𝑠 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑜𝑟𝑚

∑ 𝑎𝑘 (𝑥 − 𝑥0 )𝑘 = 𝑎0 + 𝑎1 (𝑥 − 𝑥0 ) + 𝑎2 (𝑥 − 𝑥0 )2 + ⋯ … … (3)
𝑘=0

𝑤ℎ𝑒𝑟𝑒 𝑎0 , 𝑎1 , 𝑎2 … .. are constants, called the coefficients of the series 𝑥0 is a constant called the

centre of the series and 𝑥 is a variable. If in particular 𝑥0 = 0 we obtain a power series in power of 𝑥.

∑ 𝑎𝑘 𝑥 𝑘 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ … … . (4)
𝑘=0

➢ Definition: Analytic function

A function 𝑓(𝑥) is said to be analytic at 𝑥0 𝑖𝑓 𝑓(𝑥) has Taylor’ series expansion about 𝑥0 given by
∞
𝑓 𝑛 (𝑥0 )
𝑓(𝑥) = ∑ (𝑥 − 𝑥0 )𝑛
𝑛!
𝑛=0

Exists and converges to 𝑓(𝑥) for all 𝑥 in some open interval including 𝑥0 . If a function 𝑓(𝑥) is not

analytic 𝑎𝑡 𝑥0 then it is called Singular at 𝑥0 .

1 | P a g e Lecture Notes -Unit-II Power Series Mathematics – II (303191151)

 PARUL UNIVERSITY
FACULTY OF ENGINEERING AND TECHNOLOGY.
DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

➢ Existence of Power Series solutions

Every differential equation of the form

𝑑2𝑦 𝑑𝑦
𝑃0 (𝑥) 2
+ 𝑃1 (𝑥) + 𝑃2 (𝑥)𝑦 = 0 … … … … (1)
𝑑𝑥 𝑑𝑥

does not have series solution Assuming 𝑃0 (𝑥) ≠ 0,the above equation is written in the standard
form as

𝑑2𝑦 𝑑𝑦
+ 𝑃(𝑥) + 𝑄(𝑥)𝑦 = 0 … … … … . (2)
𝑑𝑥 2 𝑑𝑥

𝑃1 (𝑥) 𝑃2 (𝑥)
𝑤ℎ𝑒𝑟𝑒 𝑃(𝑥) = 𝑎𝑛𝑑 𝑄(𝑥) =
𝑃0 (𝑥) 𝑃0 (𝑥)

The behaviour of solutions of (2) near a point 𝑥0 depends on the behavior of its coefficient functions
𝑃(𝑥) 𝑎𝑛𝑑 𝑄(𝑥) near this point 𝑥0 .

➢ Definition: Ordinary Point

A point 𝑥 = 𝑥0 is said to be an ordinary point of differential equation (2) if both 𝑃(𝑥) and 𝑄(𝑥) are
analytic at 𝑥0 ; that is, if both 𝑃(𝑥) 𝑎𝑛𝑑 𝑄(𝑥) have Taylor Series representations but 𝑥 = 𝑥0

➢ Definition: Singular Point

A point 𝑥0 is said to be a singular point of (2) if either 𝑃(𝑥) 𝑜𝑟 𝑄(𝑥) 𝑜𝑟 𝑏𝑜𝑡ℎ are not analytic at 𝑥0

(OR) A point 𝑥 = 𝑥0 that is not an ordinary point of (1) is called a singular point.

❖ Classification of Singularities

➢ Definition: Regular Singular Point (RSP)

A point 𝑥 = 𝑥0 of the equation

𝑑2𝑦 𝑑𝑦
+ 𝑃(𝑥) + 𝑄(𝑥)𝑦 = 0 … … … … (2)
𝑑𝑥 2 𝑑𝑥

Is said to be regular singular point if both the following terms are analytic at 𝑥0 .

(𝒊)( 𝑥 − 𝑥0 )𝑃(𝑥) (𝒊𝒊) ( 𝑥 − 𝑥0 )2 𝑄(𝑥)

• NOTE: If either of the above terms or both are not analytic at 𝑥0 , then 𝑥0 is
called 𝐀𝐧 𝐈𝐫𝐫𝐞𝐠𝐮𝐥𝐚𝐫 𝐒𝐢𝐧𝐠𝐮𝐥𝐚𝐫 𝐏𝐨𝐢𝐧𝐭.

2 | P a g e Lecture Notes -Unit-II Power Series Mathematics – II (303191151)

 PARUL UNIVERSITY
FACULTY OF ENGINEERING AND TECHNOLOGY.
DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

Question 1. Find ordinary point, singular point of given below two equations.

𝒅𝟐 𝒚 𝒅𝒚
(𝒊) (𝟏 − 𝐱 𝟐 ) 𝟐
− 𝟔𝒙 − 𝟒𝒚 = 𝟎
𝒅𝒙 𝒅𝒙
𝑃 (𝑥) −6𝑥 −4
Solution: 𝑃(𝑥) = 𝑃1 (𝑥) = (1−x2 ) 𝑎𝑛𝑑 𝑄(𝑥) = (1−x2 ).
0

In this example the points 𝑥 = −1 𝑎𝑛𝑑 𝑥 = 1 are singular points of the equation. Except 𝑥 =
−1 𝑎𝑛𝑑 1 all other points are ordinary points.

𝒅𝟐 𝒚 𝒅𝒚
(𝒊𝒊) (𝐱 𝟐 + 𝟒) 𝟐
+ 𝟐𝒙 − 𝟏𝟐𝒚 = 𝟎
𝒅𝒙 𝒅𝒙
𝑃 (𝑥) 2𝑥 −12
Solution:𝑃(𝑥) = 𝑃1 (𝑥) = (4+x2 ) 𝑎𝑛𝑑 𝑄(𝑥) = (4+x2 )
0

Singular points need not be real numbers. It has singular points 𝑥 = ±2𝑖.

Other than 𝑥 = ±2𝑖 all other points are ordinary points.

Question 2. Find singular points and classify them into regular singular point or irregular
singular point.

𝒅𝟐 𝒚 𝒅𝒚
(𝒊) 𝒙𝟐 − 𝒙 − 𝟑𝒚 = 𝟎
𝒅𝒙𝟐 𝒅𝒙
Solution: The point x = 0 is a singular point of the equation. Since the factor (𝑥 − 0) occurs to only
𝑥 1
the first power in the denominator 𝑜𝑓 𝑃(𝑥) = − 𝑥 2 = − 𝑥 and to only the second power in 𝑄(𝑥) =
3
− 𝑥 2 , we conclude that 𝑥 = 0 is a regular singular point

(𝒊𝒊) 𝟐𝒙(𝒙 − 𝟐)𝟐 𝒚′′ + 𝟑𝒙𝒚′ + (𝒙 − 𝟐)𝒚 = 𝟎

3 1
Solution: 𝑃(𝑥) = 2(𝑥−2)2 , 𝑄(𝑥) = 2𝑥(𝑥−2)

𝑃(𝑥)𝑜𝑟 𝑄(𝑥) 𝑜𝑟 𝑏𝑜𝑡ℎ are infinite at x = 0 and 2. They are not analytic at x = 0 and 2.
𝑇ℎ𝑢𝑠 𝑥 = 0 𝑎𝑛𝑑 2 𝑎𝑟𝑒 𝑠𝑖𝑛𝑔𝑢𝑙𝑎𝑟 𝑝𝑜𝑖𝑛𝑡 𝑜𝑓 𝑡ℎ𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛.
3𝑥 𝑥
Now, 𝑥𝑃(𝑥) = 2(𝑥−2)2 and 𝑥 2 𝑄(𝑥) = 2(𝑥−2)

Thus both 𝑥𝑃(𝑥) and 𝑥 2 𝑄(𝑥) are analytic at 𝑥 = 0.

The point 𝑥 = 0 is a regular singular point.
3 𝑥−2
Now, (𝑥 − 2)𝑃(𝑥) = 2(𝑥−2) and (𝑥 − 2)2 𝑄(𝑥) = 2𝑥

Thus (𝑥 − 2)𝑃(𝑥) is an irregular singular point.

3 | P a g e Lecture Notes -Unit-II Power Series Mathematics – II (303191151)

 PARUL UNIVERSITY
FACULTY OF ENGINEERING AND TECHNOLOGY.
DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

(𝒊𝒊𝒊) 𝒙(𝒙 + 𝟏)𝟐 𝒚′′ + (𝟐𝒙 − 𝟏)𝒚′ + 𝒙𝟐 𝒚 = 𝟎

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

Since 𝑃(𝑥)𝑜𝑟 𝑄(𝑥) 𝑜𝑟 𝑏𝑜𝑡ℎ are undefined at 𝑥 = 0 𝑎𝑛𝑑 𝑥 = −1, they are singular point of the given

equation.

2𝑥−1 𝑥3
Again (𝑥 − 0)𝑃(𝑥) = 𝑥(𝑥+1)2 and (𝑥 − 0)2 𝑄(𝑥) = (𝒙+𝟏)𝟐

(𝑥 − 0)𝑃(𝑥) and (𝑥 − 0)2 𝑄(𝑥) are analytic at x=0.Thus x=0 is a regular singular point.
2𝑥−1
Again (𝑥 + 1)𝑃(𝑥) = 𝑥(𝑥+1) , (𝑥 + 1)2 𝑄(𝑥) = 𝑥 3

But (𝑥 + 1)𝑃(𝑥) is not analytic at 𝑥 = −1. Thus 𝑥 = −1 is an irregular singular point.

❖ POWER SERIES SOLUTION NEAR AN ORDINARY POINT

Let 𝑥 = 0 be an ordinary point of the equation
𝑑2𝑦 𝑑𝑦
𝑃0 (𝑥) 2
+ 𝑃1 (𝑥) + 𝑃2 (𝑥)𝑦 = 0 … … … … (𝑖)
𝑑𝑥 𝑑𝑥
𝑑2𝑦 𝑑𝑦
Or
2
+ 𝑃(𝑥) + 𝑄(𝑥)𝑦 = 0
𝑑𝑥 𝑑𝑥
𝑃1 (𝑥) 𝑃2 (𝑥)
𝑤ℎ𝑒𝑟𝑒 𝑃(𝑥) = 𝑎𝑛𝑑 𝑄(𝑥) = , (𝑃0 (𝑥) ≠ 0).
𝑃0 (𝑥) 𝑃0 (𝑥)
Let a solution of (𝑖) be given as
∞

𝑦 = ∑ 𝑎𝑘 𝑥 𝑘 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ … … … … (𝑖𝑖)
𝑘=0
∞
𝑑𝑦
∴ = ∑ 𝑘𝑎𝑘 𝑥 𝑘−1 = 𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥 2 + ⋯
𝑑𝑥
𝑘=1
∞
𝑑2𝑦
𝑎𝑛𝑑 = ∑ 𝑘(𝑘 − 1)𝑎𝑘 𝑥 𝑘−2 = 2𝑎2 + 3 ⋅ 2 𝑎3 𝑥 + 4 ⋅ 3𝑎4 𝑥 2 + ⋯
𝑑𝑥 2
𝑘=2

Substituting these values in (𝑖), and equating coefficients of various powers of 𝑥 to 0.

Equating the coefficient of 𝑥 𝑛 , we obtain the recurrence relation.
Assigning different values to 𝑛 in this recurrence relation, we can determine the unknown
coefficients, in (𝑖𝑖) successively and 𝑎𝑖 ′𝑠 in terms of 𝑎0 and 𝑎1 .
Using these values of 𝑎𝑖 ′𝑠 in (𝑖) we can obtain series solution of given differential equation.

4 | P a g e Lecture Notes -Unit-II Power Series Mathematics – II (303191151)

 PARUL UNIVERSITY
FACULTY OF ENGINEERING AND TECHNOLOGY.
DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

Question 1. Solve the equation 𝒚′ − 𝒚 = 𝟎 by the power series method.

Solution: given equation
𝑦 ′ − 𝑦 = 0 … … … … (𝑖)
Differentiating the power series
∞

𝑦 = ∑ 𝑎𝑘 𝑥 𝑘 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ … … … … (𝑖𝑖)
𝑘=0

term by term, we get

∞
′ (𝑥)
∴𝑦 = ∑ 𝑘𝑎𝑘 𝑥 𝑘−1 = 𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥 2 + ⋯ … … … … (𝑖𝑖𝑖)
𝑘=1

writing (i) as 𝑦 ′ = 𝑦 𝑎𝑛𝑑 𝑐𝑜𝑚𝑝𝑎𝑟𝑖𝑛𝑔 (𝑖𝑖𝑖) with, we get

𝑎1 = 𝑎0 , 2𝑎2 = 𝑎1 , 3𝑎3 = 𝑎2 … … … 𝑎𝑛𝑑 𝑠𝑜 𝑜𝑛.
𝐼𝑛 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑤𝑒 ℎ𝑎𝑣𝑒
(𝑘 + 1)𝑎𝑘+1 = 𝑎𝑘 , 𝑘 = 0,1,2,3 …
Therefore we can express 𝑎𝑘+1 in terms of 𝑎𝑘 as
1
𝑎𝑘+1 = 𝑎 , 𝑘 = 0,1,2,3 …
𝑘+1 𝑘
Let us compute the first few coefficients explicitly
1 1 1 1 1
𝑎1 = 𝑎 , 𝑎2 = 𝑎1 = 𝑎 , 𝑎3 = 𝑎2 = 𝑎 ……
1 0 2 2∙1 0 3 3∙2∙1 0
𝐹𝑟𝑜𝑚 ℎ𝑒𝑟𝑒 𝑖𝑡 𝑖𝑠 𝑐𝑙𝑒𝑎𝑟 𝑡ℎ𝑎𝑡
1
𝑎𝑘 = 𝑎
𝑘! 0
∞ ∞
1 𝑥𝑘 𝑥2 𝑥3 𝑥4
𝑦(𝑥) = ∑ 𝑎0 𝑥 𝑘 = 𝑎0 ∑ = 𝑎0 (𝑥 + + + + ⋯ ) = 𝑎0 𝑒 𝑥
𝑘! 𝑘! 2! 3! 4!
𝑘=0 𝑘=0

𝒅𝟐 𝒚
Question 2. Solve the equation 𝒅𝒙𝟐 + 𝒚 = 𝟎 by the power series method.

Solution:
Let the series solution be
∞

𝑦(𝑥) = ∑ 𝑎𝑘 𝑥 𝑘 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ … … … … (𝑖)
𝑘=0
∞
𝑑𝑦(𝑥)
∴ = ∑ 𝑘𝑎𝑘 𝑥 𝑘−1 = 𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥 2 + ⋯
𝑑𝑥
𝑘=1

5 | P a g e Lecture Notes -Unit-II Power Series Mathematics – II (303191151)

 PARUL UNIVERSITY
FACULTY OF ENGINEERING AND TECHNOLOGY.
DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

∞
𝑑2 𝑦(𝑥)
𝑎𝑛𝑑 2
= ∑ 𝑘(𝑘 − 1)𝑎𝑘 𝑥 𝑘−2 = 2𝑎2 + 3 ⋅ 2 𝑎3 𝑥 + 4 ⋅ 3𝑎4 𝑥 2 + ⋯
𝑑𝑥
𝑘=2

Substituting in given equation, we get

∞ ∞
𝑘−2
∑ 𝑘(𝑘 − 1)𝑎𝑘 𝑥 + ∑ 𝑎𝑘 𝑥 𝑘 = 0.
𝑘=2 𝑘=0

𝑖. 𝑒. (2𝑎2 + 3 ⋅ 2 𝑎3 𝑥 + 4 ⋅ 3𝑎4 𝑥 2 + ⋯ ) + (𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ ) = 0

𝑖. 𝑒. (2𝑎2 + 𝑎0 ) + (3 ⋅ 2 𝑎3 + 𝑎1 )𝑥 + (4 ⋅ 3𝑎4 + 𝑎2 )𝑥 2 + ⋯
+((𝑛 + 2)(𝑛 + 1)𝑎𝑛+2 + 𝑎𝑛 )𝑥 𝑛 + ⋯ = 0
Comparing the coefficients, we get
2𝑎2 + 𝑎0 = 0,
3 ⋅ 2 𝑎3 + 𝑎1 = 0,
4 ⋅ 3𝑎4 + 𝑎2 = 0,
…
(𝑛 + 2)(𝑛 + 1)𝑎𝑛+2 + 𝑎𝑛 = 0
Solving these equations, we get
𝑎0 𝑎1 𝑎2 𝑎0
𝑎2 = − , 𝑎3 = − , 𝑎4 = − = , …,
2! 3! 4 ⋅ 3 4!
𝑎𝑛
𝑎𝑛+2 = − … … … … (𝑖𝑖)
(𝑛 + 2)(𝑛 + 1)
𝑎 𝑎1
Using (𝑖𝑖), for 𝑛 = 3𝑎5 = − 5⋅43 = 5!

Substituting these values in (𝑖), we get

𝑥2 𝑥4 𝑥6 𝑥3 𝑥5 𝑥7
𝑦 = 𝑎0 (1 − + − + ⋯ ) + 𝑎1 (𝑥 − + − + ⋯ )
2! 4! . 6! 3! 5! 7!

Which is the required series solution of given differential equation.

• Note: For above solution, considering the Maclaurin’s series:

𝑥3 𝑥5 𝑥7 𝑥2 𝑥4 𝑥6
sin 𝑥 = 𝑥 − + − + ⋯ ; cos 𝑥 = 1 − + − +⋯
3! 5! 7! 2! 4! . 6!

We get

𝑦 = 𝑎0 cos 𝑥 + 𝑎1 sin 𝑥

6 | P a g e Lecture Notes -Unit-II Power Series Mathematics – II (303191151)

 PARUL UNIVERSITY
FACULTY OF ENGINEERING AND TECHNOLOGY.
DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

Question 3. Find a power series solution in powers of 𝒙 of 𝒚′ + 𝟐𝒙𝒚 = 𝟎.

Solution:
Here 𝑦 ′ + 2𝑥𝑦 = 0 clearly 𝑥 = 0 is an ordinary point,
Let the series solution be
∞

𝑦 = ∑ 𝑎𝑘 𝑥 𝑘 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ … … … … (𝑖)
𝑘=0
∞

∴ 𝑦 ′ = ∑ 𝑘𝑎𝑘 𝑥 𝑘−1 = 𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥 2 + ⋯

𝑘=1
′
now, 𝑦 + 2𝑥𝑦 = 0
Substituting the expression of 𝑦 ′ 𝑎𝑛𝑑 𝑦, we get
∞ ∞

∑ 𝑘𝑎𝑘 𝑥 𝑘−1 + 2𝑥 ∑ 𝑎𝑘 𝑥 𝑘 = 0.
𝑘=1 𝑘=0
∞ ∞

𝑖. 𝑒. ∑ 𝑘𝑎𝑘 𝑥 𝑘−1 + ∑ 2𝑎𝑘 𝑥 𝑘+1 = 0

𝑘=1 𝑘=0

Changing the index to get the same power in each term, we get
∞ ∞
𝑘+1
∑ (𝑘 + 2)𝑎𝑘+2 𝑥 + ∑ 2𝑎𝑘 𝑥 𝑘+1 = 0
𝑘=−1 𝑘=0

𝑘 = −1 ⟹ 𝑎1 = 0
𝑘 ≥ 0 ⟹ 𝑎𝑘+2 + 2𝑎𝑘 = 0
2𝑎𝑘
⟹ 𝑎𝑘+2 = −
𝑘+2
2𝑎0
𝑘 = 0 ⟹ 𝑎2 = − = −𝑎0
2
2𝑎1
𝑘 = 1 ⟹ 𝑎3 = − =0
3
2𝑎2 𝑎0
𝑘 = 2 ⟹ 𝑎4 = − =
4 2
∞

𝑛𝑜𝑤, 𝑦 = ∑ 𝑎𝑘 𝑥 𝑘
𝑘=0

= 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + ⋯
𝑎0
= 𝑎0 + 0 − 𝑎0 𝑥 2 + 0 + 𝑥 4 + ⋯
2
𝑥4
= 𝑎0 (1 − 𝑥 2 + +⋯)
2

7 | P a g e Lecture Notes -Unit-II Power Series Mathematics – II (303191151)

 PARUL UNIVERSITY
FACULTY OF ENGINEERING AND TECHNOLOGY.
DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

Question 4. Solve the differential equation (𝟏 − 𝒙𝟐 )𝒚” − 𝟐𝒙𝒚′ + 𝟐𝒚 = 𝟎 using power series
method.
Solution:
Here 𝑥 = 0 is an ordinary point, and except 𝑥 = −1 and 𝑥 = 1 all other points are regular points.
Let the series solution be
∞

𝑦 = ∑ 𝑎𝑘 𝑥 𝑘 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ … … … … (𝑖)
𝑘=0
∞

∴ 𝑦′ = ∑ 𝑘𝑎𝑘 𝑥 𝑘−1 = 𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥 2 + ⋯

𝑘=1
∞

𝑎𝑛𝑑 𝑦" = ∑ 𝑘(𝑘 − 1)𝑎𝑘 𝑥 𝑘−2 = 2𝑎2 + 3 ⋅ 2 𝑎3 𝑥 + 4 ⋅ 3𝑎4 𝑥 2 + ⋯

𝑘=2

Substituting in given equation, we get

∞ ∞ ∞
2) 𝑘−2 𝑘−1
(1 − 𝑥 ∑ 𝑘(𝑘 − 1)𝑎𝑘 𝑥 − 2𝑥 ∑ 𝑘𝑎𝑘 𝑥 + 2 ∑ 𝑎𝑘 𝑥 𝑘 = 0.
𝑘=2 𝑘=1 𝑘=0
∞ ∞
𝑘−2
𝑖. 𝑒. ∑ 𝑘(𝑘 − 1)𝑎𝑘 𝑥 − ∑[𝑘(𝑘 − 1) + 2𝑘 − 2]𝑎𝑘 𝑥 𝑘 = 0
𝑘=2 𝑘=0
𝑛
Collecting and comparing the coefficient of 𝑥 , we get
(𝑛 + 2)(𝑛 + 1)𝑎𝑛+2 = (𝑛 + 2)(𝑛 − 1)𝑎𝑛
(𝑛 + 1)𝑎𝑛+2 = (𝑛 − 1)𝑎𝑛
𝑛−1
𝑎𝑛+2 = 𝑎
𝑛+1 𝑛
For 𝑛 = 0, 𝑎2 = −𝑎0 ,
𝑛 = 1, 𝑎3 = 0, which gives 𝑎3 = 𝑎5 = 𝑎7 = 𝑎9 = ⋯ = 0
Now, for even values of 𝑛, let 𝑛 = 2𝑚.
2𝑚 − 1
∴ 𝑎2𝑚+2 = 𝑎 𝑓𝑜𝑟 𝑚 = 0,1,2, …
2𝑚 + 1 2𝑚
For 𝑚 = 0, 𝑎2 = −𝑎0
1 1
For 𝑚 = 1, 𝑎4 = 3 𝑎2 = − 3 𝑎0 ,
3 1
For 𝑚 = 2, 𝑎6 = 5 𝑎4 = − 5 𝑎0 , etc.

Substitution in (𝑖) gives

1 1 1
𝑦 = 𝑎1 𝑥 + 𝑎0 (1 − 𝑥 2 − 𝑥 4 − 𝑥 6 − 𝑥 8 + ⋯ )
3 5 7
Which is the required series solution of the given differential equation.

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 PARUL UNIVERSITY
FACULTY OF ENGINEERING AND TECHNOLOGY.
DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

H.W. Examples.

1. Solve the equation 𝒚′ − 𝟐𝒚 = 𝟎 by the power series method.

2. Solve the equation 𝒚′′ = 𝒚′ by the power series method.

3. Solve the equation 𝒚′′ − 𝒙𝒚′ + (𝟐𝒙𝟐 + 𝟏)𝒚 = 𝟎 by the power series method.

❖ Frobenius Method for Solution near a Regular Singular Point:

Just as the power series method, the Frobenius method is useful for solving second order differential

equations with variable coefficients about a regular singular point of the equation.

𝑑2𝑦 𝑑𝑦 𝑑2𝑦 𝑑𝑦
𝑃0 (𝑥) 2 + 𝑃1 (𝑥) + 𝑃2 (𝑥)𝑦 = 0 … … … . (1) 𝑂𝑅 2
+ 𝑃(𝑥) + 𝑄(𝑥)𝑦 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑃1 (𝑥) 𝑃2 (𝑥)
𝑤ℎ𝑒𝑟𝑒 𝑃(𝑥) = 𝑎𝑛𝑑 𝑄(𝑥) =
𝑃0 (𝑥) 𝑃0 (𝑥)

➢ Method of Solution

Let 𝑥 = 0 be a regular singular point of equation (1), its solution can be represented in the form
∞ ∞

𝑦 = 𝑥 𝑚 ∑ 𝑎𝑘 𝑥 𝑘 = ∑ 𝑎𝑘 𝑥 𝑘+𝑚 = 𝑥 𝑚 (𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ ), 𝑎0 ≠ 0 … … … . (2)

𝑘=0 𝑘=0

∞ ∞
𝑑𝑦 𝑑2𝑦
𝑇ℎ𝑒𝑛, = ∑(𝑘 + 𝑚)𝑎𝑘 𝑥 𝑘+𝑚−1 𝑎𝑛𝑑 = ∑(𝑘 + 𝑚)(𝑘 + 𝑚 − 1)𝑎𝑘 𝑥 𝑘+𝑚−2 ,
𝑑𝑥 𝑑𝑥 2
𝑘=0 𝑘=0

𝑑𝑦 𝑑2 𝑦
Substitute the value of 𝑦, 𝑎𝑛𝑑 𝑖𝑛 (1)
𝑑𝑥 𝑑𝑥 2

∴ [𝑚(𝑚 − 1) 𝑎0 𝑥 𝑚−2 + (𝑚 + 1)𝑚 𝑎1 𝑥 𝑚−1 + (𝑚 + 2)(𝑚 + 1) 𝑎2 𝑥 𝑚 + ⋯ ]

+ [𝑝0 𝑥 + 𝑝1 𝑥 2 + ⋯ ] ∙ [𝑚 𝑎0 𝑥 𝑚−1 + (𝑚 + 1) 𝑎1 𝑥 𝑚 + (𝑚 + 2) 𝑎2 𝑥 𝑚+1 + ⋯ ]

+ [𝑞0 + 𝑞1 𝑥 + ⋯ ] ∙ [𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚+1 + 𝑎2 𝑥 𝑚+2 + ⋯ ] = 0

9 | P a g e Lecture Notes -Unit-II Power Series Mathematics – II (303191151)

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DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

Equate to zero the coefficient of lowest power of x. This gives quadratic equation in m, which is
called the indicial equation of the differential equation (1).Equate to zero the coefficients of various
powers of 𝑥 and express 𝑎1 , 𝑎2 , 𝑎3 … …in terms of 𝑎0 .

Substitute the values𝑜𝑓 𝑎1 , 𝑎2 , 𝑎3 𝑖𝑛 (2)𝑡𝑜 get solution of (1) having 𝑎0 as arbitrary constant. One of
the two solutions will always be the form (2), where m is a root of an indicial equation.

Let 𝑚1 𝑎𝑛𝑑 𝑚2 be the roots of an indicial equation, then we have the following

• Distinct roots not differing by an integer.

𝑚1 ≠ 𝑚2 𝑎𝑛𝑑 𝑚1 − 𝑚2 𝑖𝑠 𝑛𝑜𝑡 𝑎𝑛 𝑖𝑛𝑡𝑒𝑔𝑒𝑟. 𝑇ℎ𝑒 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑖𝑠

𝑦 = 𝑐1 (𝑦)𝑚1 + 𝑐2 (𝑦)𝑚2

Question 1. Find the series solution of the differential equation

𝒅𝟐 𝒚 𝒅𝒚
𝟒𝒙 𝟐
+𝟐 +𝒚=𝟎
𝒅𝒙 𝒅𝒙

Solution: Clearly 𝑥 = 0 is a regular singular point.

∞ ∞

𝑦 = 𝑥 ∑ 𝑎𝑘 𝑥 = ∑ 𝑎𝑘 𝑥 𝑘+𝑚 = 𝑥 𝑚 (𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ . . ) … … … . (1)

𝑚 𝑘

𝑘=0 𝑘=0

be the series solution of given equation.

∞ ∞
𝑑𝑦 𝑑2𝑦
𝑇ℎ𝑒𝑛 = ∑(𝑘 + 𝑚)𝑎𝑘 𝑥 𝑘+𝑚−1 , = ∑(𝑘 + 𝑚)(𝑘 + 𝑚 − 1)𝑎𝑘 𝑥 𝑘+𝑚−2
𝑑𝑥 𝑑𝑥 2
𝑘=0 𝑘=0

𝑑𝑦 𝑑2 𝑦
substituting the values of 𝑦, 𝑑𝑥 𝑎𝑛𝑑 𝑑𝑥 2 in the given equation, we get

∞ ∞ ∞

4𝑥 ∑(𝑘 + 𝑚)(𝑘 + 𝑚 − 1)𝑎𝑘 𝑥 𝑘+𝑚−2 + 2 ∑(𝑘 + 𝑚)𝑎𝑘 𝑥 𝑘+𝑚−1 + ∑ 𝑎𝑘 𝑥 𝑚+𝑘 = 0

𝑘=0 𝑘=0 𝑘=0

𝑜𝑟 4𝑥[𝑚(𝑚 − 1)𝑎0 𝑥 𝑚−2 + (𝑚 − 1)𝑚𝑎1 𝑥 𝑚−1 + (𝑚 + 2)(𝑚 + 1)𝑎2 𝑥 𝑚 + (𝑚 + 3)(𝑚 + 2)𝑎3 𝑥 𝑚+1 + ⋯ ]
+ 2[𝑚𝑎0 𝑥 𝑚−1 + (𝑚 + 1)𝑎1 𝑥 𝑚 + (𝑚 + 2)𝑎2 𝑥 𝑚+1 + (𝑚 + 3)𝑎3 𝑥 𝑚+2 + ⋯ . ]
+ [𝑎0 𝑥 𝑚 + 𝑎1 𝑥 𝑚+1 + 𝑎2 𝑥 𝑚+2 + 𝑎3 𝑥 𝑚+3 + ⋯ … ] = 0
The lowest power of 𝑥 𝑖𝑠 𝑥 𝑚−1 . Equating to zero the coefficient of 𝑥 𝑚−1 , we get

𝑎0 [4𝑚(𝑚 − 1) + 2𝑚] = 0,

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DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

1
Its roots are 𝑚 = 0 𝑎𝑛𝑑 𝑚 = 2, which are distinct and not differing by an integer.

Equating the coefficient of 𝑥 𝑘+𝑚 , gives

𝑎𝑘
𝑎𝑘+1 = − ( ) , 𝑘 = 0,1,2,3 ….
(2𝑚 + 2𝑘 + 2)(2𝑚 + 2𝑘 + 1)
1
First solution:-The solution corresponding to m= 2is obtained from the recurrence relation.

𝑎𝑘
𝑎𝑘+1 = − ( )
(2𝑘 + 3)(2𝑘 + 2)
Hence,
𝑎0 𝑎1 𝑎2
𝑎1 = − , 𝑎2 = − , 𝑎3 = − , 𝑒𝑡𝑐,
3.2 5.4 7.6
𝑎0 𝑎0 𝑎0
∴ 𝑎1 = − , 𝑎2 = , 𝑎3 = − … ….
3! 5! 7!
(−1)𝑛
and in general 𝑎𝑛 = (2𝑛+1)! 𝑎𝑠 (𝑛 = 0,1,2,3 … ), The first solution is

1 1 1 2
𝑦1 (𝑥) = 𝑎0 𝑥 2 (1 − 𝑥 + 𝑥 − ⋯….)
6 120

Second solution:-The solution corresponding to 𝑚 = 0 is obtained from the recurrence relation.

𝑎𝑘
𝑎𝑘+1 = − ( )
(2𝑘 + 3)(2𝑘 + 2)

Hence,
𝑎0 𝑎1 𝑎2
𝑎1 = − , 𝑎2 = − , 𝑎3 = − , 𝑒𝑡𝑐,
2.1 4.3 6.5
𝑎0 𝑎0 𝑎0
∴ 𝑎1 = − , 𝑎2 = , 𝑎3 = − … ….
2! 4! 6!
(−1)𝑛
and in general 𝑎𝑛 = 𝑎𝑠 (𝑛 = 0,1,2,3 … ),
2𝑛!

The second solution is

𝑥 𝑥2
𝑦2 = 𝑎0 (1 − + − ⋯ … . + ⋯ . ),
2 24
Hence general solution is
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2
1 1 1 2 𝑥 𝑥2
= 𝐴𝑥 2 (1 − 𝑥+ 𝑥 − ⋯ … . ) + 𝐵 (1 − + − ⋯ … . + ⋯ . ),
6 120 2 24
𝑤ℎ𝑒𝑟𝑒 𝐴 = 𝑐1 𝑎0 𝑎𝑛𝑑 𝐵 = 𝑐2 𝑎0

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DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

Question 2. Find the series solution of the differential equation

𝟑𝒙𝒚′′ − (𝒙 − 𝟐)𝒚′ + 𝟐𝒚 = 𝟎
Solution: We have 3𝑥𝑦 ′′ − (𝑥 − 2)𝑦′ + 2𝑦 = 0

Dividing by 3𝑥
(𝑥 − 2) ′ 2
𝑦 ′′ − 𝑦 + 𝑦 = 0 … … … (𝑖)
3𝑥 3𝑥
(𝑥 − 2) 2
𝐻𝑒𝑟𝑒, 𝑃(𝑥) = − 𝑎𝑛𝑑 𝑄(𝑥) = 𝑎𝑟𝑒 𝑛𝑜𝑡 𝑎𝑛𝑎𝑙𝑦𝑡𝑖𝑐 𝑎𝑡 𝑥 = 0
3𝑥 3𝑥

(𝑥 − 2) 2
𝑥𝑃(𝑥) = − 𝑎𝑛𝑑 𝑥𝑄(𝑥) = 𝑎𝑟𝑒 𝑎𝑛𝑎𝑙𝑦𝑡𝑖𝑐 𝑎𝑡 𝑥 = 0
3 3

Therefore 𝑥 = 0 is a regular singular point

∞

Let 𝑦 = ∑ 𝑎𝑘 𝑥 𝑚+𝑘 𝑏𝑒 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 (𝑖)

𝑘=0
∞ ∞

𝑇ℎ𝑒𝑟𝑒𝑓𝑜𝑟𝑒 𝑦 ′ = ∑(𝑚 + 𝑘)𝑎𝑘 𝑥 𝑚+𝑘−1 𝑎𝑛𝑑 𝑦 ′′ = ∑(𝑚 + 𝑘)(𝑚 + 𝑘 − 1)𝑎𝑘 𝑥 𝑚+𝑘−2

𝑘=0 𝑘=0

Now, 3𝑥𝑦 ′′ − (𝑥 − 2)𝑦 ′ + 2𝑦 = 0

Therefore 3𝑥𝑦 ′′ − 𝑥𝑦 ′ + 2𝑦 ′ − 2𝑦 = 0

Substituting the expression of 𝑦, 𝑦 ′ 𝑎𝑛𝑑 𝑦 ′′ , 𝑖𝑛 (𝑖), 𝑤𝑒 𝑔𝑒𝑡

∞ ∞
𝑚+𝑘−2
3𝑥 ∑(𝑚 + 𝑘)(𝑚 + 𝑘 − 1)𝑎𝑘 𝑥 − 𝑥 ∑(𝑚 + 𝑘)𝑎𝑘 𝑥 𝑚+𝑘−1
𝑘=0 𝑘=0

∞ ∞
𝑚+𝑘−1
+2 ∑(𝑚 + 𝑘)𝑎𝑘 𝑥 + 2 ∑ 𝑎𝑘 𝑥 𝑚+𝑘 = 0
𝑘=0 𝑘=0

∞ ∞
𝑚+𝑘−1
∴ ∑ 3(𝑚 + 𝑘)(𝑚 + 𝑘 − 1)𝑎𝑘 𝑥 − ∑(𝑚 + 𝑘)𝑎𝑘 𝑥 𝑚+𝑘
𝑘=0 𝑘=0
∞ ∞

+ ∑ 2(𝑚 + 𝑘)𝑎𝑘 𝑥 𝑚+𝑘−1 + ∑ 2𝑎𝑘 𝑥 𝑚+𝑘 = 0

𝑘=0 𝑘=0

Changing the index to get same power in each term

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∞ ∞
𝑚+𝑘
∴ ∑ 3(𝑚 + 𝑘 + 1)(𝑚 + 𝑘)𝑎𝑘+1 𝑥 − ∑(𝑚 + 𝑘)𝑎𝑘 𝑥 𝑚+𝑘
𝑘=−1 𝑘=0
∞ ∞
𝑚+𝑘
+ ∑ 2(𝑚 + 𝑘 + 1)𝑎𝑘+1 𝑥 + ∑ 2𝑎𝑘 𝑥 𝑚+𝑘 = 0
𝑘=−1 𝑘=0

𝑘 = −1 ⟹ 3𝑚(𝑚 − 1)𝑎0 + 2𝑚𝑎0 = 0

⟹ (3𝑚2 − 3𝑚 + 2𝑚)𝑎0 = 0
⟹ (3𝑚2 − 𝑚)𝑎0 = 0
⟹ 𝑚(3𝑚 − 1)𝑎0 = 0
1
⟹ 𝑚 = 0, 𝑚 =(∵ 𝑎0 ≠ 0)
3
1
Taking 𝑚1 = 0 𝑎𝑛𝑑 𝑚2 =
3
1
Here, 𝑚1 ≠ 𝑚2 𝑎𝑛𝑑 𝑚1 − 𝑚2 = − ∉ℤ
3
∴ 𝑠𝑜 𝑐𝑎𝑠𝑒 1 𝑤𝑖𝑙𝑙 𝑏𝑒 𝑎𝑝𝑝𝑙𝑖𝑐𝑎𝑏𝑙𝑒
𝑘 ≥ 0 ⟹ 3(𝑚 + 𝑘 + 1)(𝑚 + 𝑘)𝑎𝑘+1 − (𝑚 + 𝑘)𝑎𝑘 + 2(𝑚 + 𝑘 + 1)𝑎𝑘+1 + 2𝑎𝑘 = 0
⟹ [3(𝑚 + 𝑘 + 1)(𝑚 + 𝑘) + 2(𝑚 + 𝑘 + 1)]𝑎𝑘+1 = (𝑚 + 𝑘 − 2)𝑎𝑘
⟹ (𝑚 + 𝑘 + 1)(3𝑚 + 3𝑘 + 2)𝑎𝑘+1 = (𝑚 + 𝑘 − 2)𝑎𝑘
(𝑚 + 𝑘 − 2)𝑎𝑘
⟹ 𝑎𝑘+1 =
(𝑚 + 𝑘 + 1)(3𝑚 + 3𝑘 + 2)
For the first solution taking 𝑚 = 0
(𝑘 − 2)𝑎𝑘
⟹ 𝑎𝑘+1 =
(𝑘 + 1)(3𝑘 + 2)
2
𝑘 = 0 ⟹ 𝑎1 = − 𝑎 = −𝑎0
(1)(2) 0
1 1 1
𝑘 = 1 ⟹ 𝑎2 = − 𝑎1 = − 𝑎1 = 𝑎
(2)(5) 10 10 0
∞

𝑦1 = 𝑥 ∑ 𝑎𝑘 𝑥 𝑘
𝑚

𝑘=0
𝑎0 2
𝑦1 = 𝑥 0 (𝑎0 − 𝑎0 𝑥 + 𝑥 + ⋯ ) (∵ 𝑚 = 0)
10
1 2
𝑦1 = 𝑎0 (1 − 𝑥 + 𝑥 +⋯)
10
1
For the second solution taking 𝑚 =
3

13 | P a g e Lecture Notes -Unit-II Power Series Mathematics – II (303191151)

 PARUL UNIVERSITY
FACULTY OF ENGINEERING AND TECHNOLOGY.
DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

1
(3 + 𝑘 − 2) 𝑎𝑘 (3𝑘 − 5)𝑎𝑘
⟹ 𝑎𝑘+1 = =
1 (3𝑘 + 4)(3𝑘 + 3)
(3 + 𝑘 + 1) (1 + 3𝑘 + 2)
5 5
𝑘 = 0 ⟹ 𝑎1 = − 𝑎0 = − 𝑎0
(4)(3) 12
2 1 1 5 5
𝑘 = 1 ⟹ 𝑎2 = − 𝑎1 = − 𝑎1 = (− ) 𝑎0 = ( )𝑎
(7)(6) 21 21 12 252 0
∞

𝑦2 = 𝑥 𝑚 ∑ 𝑎𝑘 𝑥 𝑘
𝑘=0
𝑚 (𝑎
𝑦2 = 𝑥 0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ )
1 5 5
𝑦2 = 𝑥 3 (𝑎0 − 𝑎0 𝑥 + 𝑎 𝑥2 + ⋯ )
12 252 0
The general solution is
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2
1 2 1 5 5 2
𝑦 = 𝑐1 𝑎0 (1 − 𝑥 + 𝑥 + ⋯ ) + 𝑐2 𝑎0 𝑥 3 (1 − 𝑥 + 𝑥 +⋯)
10 12 252
1 2 1 5 5 2
𝑦 = 𝐴 (1 − 𝑥 + 𝑥 + ⋯ ) + 𝐵𝑥 3 (1 − 𝑥+ 𝑥 + ⋯ ) 𝑊ℎ𝑒𝑟𝑒 𝐴 = 𝑐1 𝑎0 & 𝐵 = 𝑐2 𝑎0
10 12 252
H.W.
Question. Solve in series the differential equation 𝒙𝟐 𝒚′′ + 𝒙𝒚′ + (𝒙𝟐 − 𝟒)𝒚 = 𝟎
➢ LEGENDRE POLYNOMIALS

𝑁
(2𝑛 − 2𝑟)!
𝑃𝑛 (𝑥) = ∑(−1)𝑟 𝑥 𝑛−2𝑟
2𝑛 𝑟! (𝑛 − 𝑟)! (𝑛 − 2𝑟)!
𝑟=0

𝑛 𝑛−1
Where, 𝑁= , 𝑤ℎ𝑒𝑛 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛, 𝑁 = 𝑤ℎ𝑒𝑛 𝑛 𝑖𝑠 𝑜𝑑𝑑
2 2

From 2 we get the following set of polynomials:

𝑃0 (𝑥) = 1, 𝑃1 (𝑥) = 𝑥,
1 1
𝑃2 (𝑥) = (3𝑥 2 − 1), 𝑃3 (𝑥) = (5𝑥 3 − 3𝑥),
2 2
1 1
𝑃4 (𝑥) = (35𝑥 4 − 30𝑥 2 + 3) , 𝑃5 (𝑥) = (63𝑥 5 − 70𝑥 3 + 15𝑥), 𝑒𝑡𝑐.
8 8
Each satisfies a Legendre differential equation in which n has the value indicated by the subscript.

1 𝑑𝑛
Note: Rodrigue’s Formula, 𝑃𝑛 (𝑥) = 𝑛 (𝑥 2 − 1)𝑛
2 (𝑛!) 𝑑𝑥 𝑛

14 | P a g e Lecture Notes -Unit-II Power Series Mathematics – II (303191151)

 PARUL UNIVERSITY
FACULTY OF ENGINEERING AND TECHNOLOGY.
DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

𝟐 𝟑
Example 1: show that 𝒙𝟑 = 𝟓 𝑷𝟑 (𝒙) + 𝟓 𝑷𝟏 (𝒙).

Solution: we know that

1 𝑑𝑛
𝑃𝑛 (𝑥) = 𝑛 𝑛
(𝑥 2 − 1)𝑛 … … … … (1)
2 (𝑛!) 𝑑𝑥

Putting, 𝑛 = 1 𝑎𝑛𝑑 𝑛 = 3 𝑖𝑛 1 𝑤𝑒 𝑔𝑒𝑡,

1 𝑑 2
𝑃1 (𝑥) = (𝑥 − 1) = 𝑥
2 𝑑𝑥

1 𝑑3
𝑃3 (𝑥) = (𝑥 2 − 1)3
23 (3!) 𝑑𝑥 3

1 𝑑3 6 4 4
1
= (𝑥 − 3𝑥 + 3𝑥 − 1) = [ (5𝑥 3 − 3𝑥)]
48 𝑑𝑥 3 2

2 3 2 1 3 1 3
∴ 𝑃3 (𝑥) + 𝑃1 (𝑥) = [ (5𝑥 3 − 3𝑥)] + (𝑥) = (5𝑥 3 − 3𝑥) + 𝑥 = 𝑥 3
5 5 5 2 5 5 5
𝟏
Example 2: show that 𝒙𝟒 = 𝟑𝟓 [𝟖𝑷𝟒 (𝒙) + 𝟐𝟎𝑷𝟐 (𝒙) + 𝟕𝑷𝟎 (𝒙)].

Solution: we know that

1
𝑃4 (𝑥) = (35𝑥 4 − 30𝑥 3 + 3)
8
1
𝑃2 (𝑥) = (3𝑥 2 − 1), 𝑃0 (𝑥) = 1.
2

1 1
∴ [8𝑃4 (𝑥) + 20𝑃2 (𝑥) + 7𝑃0 (𝑥)] = [(35𝑥 4 − 30𝑥 3 + 3) + 10(3𝑥 2 − 1) + 7] = 𝑥 4
35 35

Example 3: Express 𝒇(𝒙) = 𝒙𝟒 + 𝟑𝒙𝟑 − 𝒙𝟐 + 𝟓𝒙 − 𝟐 is terms of Legendre’s polynomials.

➢ BESSEL FUNCTION:

The differential equation

𝑑2 𝑦 𝑑𝑦
𝑥2 2
+𝑥 + (𝑥 2 − 𝑛2 )𝑦 = 0 − − − − − −(1)
𝑑𝑥 𝑑𝑥

Is called Bessel’s equation of order n and its particular solutions are called Bessel functions of order n.

Application: In vibration problems, electric fields, heat conduction, fluid flow.

15 | P a g e Lecture Notes -Unit-II Power Series Mathematics – II (303191151)

 PARUL UNIVERSITY
FACULTY OF ENGINEERING AND TECHNOLOGY.
DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

A) Bessel Function of the first kind of order 𝒏 .

∞
(−1)𝑘 𝑥 𝑛+2𝑘
𝐽𝑛 (𝑥) = ∑ ( )
𝑘! 𝛤(𝑛 + 𝑘 + 1) 2
𝑘=0

where n is a positive real number or zero.

B) Bessel function of the first kind of order – 𝒏 .

∞
(−1)𝑘 𝑥 −𝑛+2𝑘
𝐽−𝑛 (𝑥) = ∑ ( )
𝑘! 𝛤(𝑛 + 𝑘 + 1) 2
𝑘=0

Hence the complete solution of Bessel’s equation (1) may be expressed as

𝑦 = 𝐴𝐽𝑛 (𝑥) + 𝐵𝐽−𝑛 (𝑥)

𝑊ℎ𝑒𝑟𝑒 𝐴 & 𝐵 𝑎𝑟𝑒 𝑎𝑟𝑏𝑖𝑡𝑟𝑎𝑟𝑦 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠.

C) Bessel equation the first kind of order zero.

∞
(−1)𝑘 𝑥 2𝑘
𝐽0 (𝑥) = ∑ ( )
(𝑘!)2 2
𝑘=0

𝑠𝑖𝑛𝑐𝑒 𝛤(𝑘 + 1) = 𝑘!

EXAMPLE 1 : Bessel functions 𝐽0 (𝑥)𝑎𝑛𝑑 𝐽1 (𝑥).

Solution:
∞
(−1)𝑘 𝑥 𝑛+2𝑘
Since , 𝐽𝑛 (𝑥) = ∑ ( )
𝑘! 𝛤(𝑛 + 𝑘 + 1) 2
𝑘=0
∞
(−1)𝑘 𝑥 2𝑘
So, 𝐽0 (𝑥) = ∑ ( )
𝑘! 𝛤(𝑘 + 1) 2
𝑘=0

∞
(−1)𝑘 𝑥 2𝑘
=∑ ( ) as , 𝛤(𝑘 + 1) = 𝑘!
(𝑘!)2 2
𝑘=0

𝑥 2 1 𝑥 4 1 𝑥 6
= 1−( ) + ( ) − ( ) + ⋯.
2 (2!)2 2 (3!)2 2

𝑥2 𝑥4 𝑥6
∴ 𝐽0 (𝑥) = 1 − + − + ⋯.
22 22 . 42 22 . 42 . 62

16 | P a g e Lecture Notes -Unit-II Power Series Mathematics – II (303191151)

 PARUL UNIVERSITY
FACULTY OF ENGINEERING AND TECHNOLOGY.
DEPARTMENT OF APPLIED SCIENCE & HUMANITIES.

∞ ∞
(−1)𝑘 𝑥 1+2𝑘 (−1)𝑘 𝑥 2𝑘
𝐽1 (𝑥) = ∑ ( ) =∑ ( )
𝑘! 𝛤(𝑘 + 2) 2 𝑘! (𝑘 + 1)! 2
𝑘=0 𝑘=0

𝑥 1 𝑥 3 1 𝑥 5
= − ( ) + ( ) − ⋯ + ⋯.
2 2! 2 2! 3! 2

𝑥 𝑥3 𝑥5
∴ 𝐽1 (𝑥) = − 2 + 2 2 − ⋯+ ⋯
2 2 .4 2 .4 .6

In particular 𝐽0 (0) = 1 and 𝐽1 (0) = 0

EXAMPLE 2 : Prove that ∴ 𝑱′𝟎 (𝒙) = −𝑱𝟏 (𝒙)

Solution: we have

𝑥2 𝑥4 𝑥6
𝐽0 (𝑥) = 1 − 2 + 2 2 − 2 2 2 + ⋯.
2 2 .4 2 .4 .6

x x3 x5
𝑎𝑛𝑑 𝐽1 (𝑥) = − 2 + 2 2 − ⋯ + ⋯.
2 2 .4 2 .4 .6

𝑑 ′
𝑥 𝑥3 𝑥5
Now 𝐽 (𝑥) = 𝐽0 (𝑥) = 0 − + 2 − 2 2 + ⋯.
𝑑𝑥 0 2 2 .4 2 .4 .6

𝑥 4𝑥 3 𝑥5
= −( − 2 + 2 2 + ⋯.)
2 2 .4 2 .4 .6
∴ 𝐽′0 (𝑥) = −𝐽1 (𝑥)

Recurrence relations for 𝑱𝒏 :

𝑛
1. (𝐽𝑛′ (𝑥) + ( ) 𝐽𝑛 (𝑥) = 𝐽𝑛−1 (𝑥)
𝑥
𝑛
2. 𝐽𝑛′ (𝑥) − ( ) 𝐽𝑛 (𝑥) = −𝐽𝑛+1 (𝑥)
𝑥
3. 2𝐽𝑛 ‘(𝑥) = 𝐽𝑛−1 (𝑥) − 𝐽𝑛+1 (𝑥)
2𝑛
4. ( ) 𝐽𝑛 (𝑥) = 𝐽𝑛−1 (𝑥) + 𝐽𝑛+1 (𝑥)
𝑥

17 | P a g e Lecture Notes -Unit-II Power Series Mathematics – II (303191151)