Contents

5 Power Series Solutions and Special Functions 1

5.1 Some Basics of Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
5.2 Power series solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
5.2.1 Ordinary and regular singular points . . . . . . . . . . . . . . . . . . . . . . 6
5.2.2 Power series solution about ordinary point . . . . . . . . . . . . . . . . . . . 7
5.2.3 Power series solution about regular singular point (Frobenius power series
solution) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
5.3 Gauss’s Hypergeometric Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
5.4 Misc. Practice Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

1
Chapter 5

Power Series Solutions and Special

Functions

Note: These lecture notes aim to present a clear and crisp presentation of some topics in Ordinary
Differential Equations. Comments/suggestions are welcome on the e-mail: [email protected] to
Dr. Suresh Kumar.

5.1 Some Basics of Power Series

An infinite series of the form
∞
X
an (x − x0 )n = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + ........ (5.1)
n=0

is called a power series in x − x0 .

m
X
The power series (5.1) is said to converge at a point x if lim an (x − x0 )n exists finitely, and
m→∞
n=0
the sum of the series is defined as the value of the limit. Obviously the power series (5.1) converges
at x = x0 , and in this case its sum is a0 . If R is the largest positive real number such that the
power series (5.1) converges for all x with |x − x0 | < R, then R is called radius of convergence of
the power series, and (x0 − R, x0 + R) is called the interval of convergence. If the power series
converges only for x = x0 , then R = 0. If the power series converges for every real value of x, then
R = ∞.
We can derive a formula for R by using ratio test. For, by ratio test the power series (5.1)
converges if
an+1 an
lim |x − x0 | < 1, that is, if |x − x0 | < R where R = lim .
n→∞ an n→∞ an+1

Similarly, by Cauchy’s root test the power series (5.1) converges if lim |an |1/n |x − x0 | < 1,
n→∞
that is, if |x − x0 | < R where R = lim |an |−1/n .
n→∞
∞
X
Ex. xn (R = 1. So the power series converges for −1 < x < 1.
n=0
∞
X xn
Ex. (R = ∞. So the power series converges for all x.)
n=0
n!

2
 ∞
X
Ex. n!xn (R = 0. So the power series converges only for x = 0.)
n=0

Now suppose that the power series (5.1) converges to f (x) for |x − x0 | < R, that is,
∞
X
f (x) = an (x − x0 )n = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + a3 (x − x0 )3 + ........ (5.2)
n=0

Then it can be proved that f (x) possesses derivatives of all orders in |x − x0 | < R. Also, the series
can be differentiated termwise in the sense that
∞
X
f ′ (x) = nan (x − x0 )n−1 = a1 + 2a2 (x − x0 ) + 3a3 (x − x0 )2 + ........,
n=1

∞
X
′′
f (x) = n(n − 1)an (x − x0 )n−2 = 2a2 + 3.2a3 (x − x0 ) + ........,
n=2

and so on, and each of the resulting series converges for |x − x0 | < R. The successive differentiated
series suggest that an = f (n) (0)/n!. Also, the power series (5.2) can be integrated termwise provided
the limits of integration lie inside the interval of convergence.
X∞
If we have another power series bn (x − x0 )n converging to g(x) for |x − x0 | < R, that is,
n=0

∞
X
g(x) = bn (x − x0 )n = b0 + b1 (x − x0 ) + b2 (x − x0 )2 + b3 (x − x0 )3 + ........, (5.3)
n=0

then (5.2) and (5.3) can be added or subtracted termwise, that is,
∞
X
f (x) ± g(x) = (an ± bn )(x − x0 )n = (a0 ± b0 ) + (a1 ± b1 )(x − x0 ) + (a2 ± b2 )(x − x0 )2 + ........
n=0

The two series can be multiplied also in the sense that

∞
X
f (x)g(x) = (a0 bn + a1 bn−1 + ....... + an b0 )(x − x0 )n
n=0
= a0 b0 + (a0 b1 + a1 b0 )(x − x0 ) + (a0 b2 + a1 b1 + a2 b0 )(x − x0 )2 + ......
If f (x) possesses derivatives of all orders in |x − x0 | < R, then by Taylor’s formula

′ f ′′ (x0 ) 2 f (n) (x0 )

f (x) = f (x0 ) + f (x0 )(x − x0 ) + (x − x0 ) + ........ + (x − x0 )n + Rn ,
2! n!
f (n+1) (ξ)
where Rn = (x − x0 )n+1 , ξ is some number between x0 and x. Obviously the power series
(n + 1)!
∞
X f (n) (x0 )
(x − x0 )n converges to f (x) for those values of x ∈ (x0 − R, x0 + R) for which Rn → 0
n=0
n!
as n → ∞. Thus for a given function f (x), the Taylor’s formula enables us to find the power series

3
that converges to f (x). On the other hand, if a convergent power series is given, then it is not
always possible to find/recognize its sum function. In fact, very few power series have sums that
are elementary functions.
∞
X f (n) (x0 )
If the power series (x − x0 )n converges to f (x) for all values of x in some neigh-
n=0
n!
bourhood of x0 (open interval containing x0 ), then f (x) is said to be analytic at x0 and the power
series is called Taylor series of f (x) at x0 . Notice that f (x) is analytic at each point in the interval
∞
X f (n) (x0 )
of convergence (x0 − R, x0 + R) of the power series (x − x0 )n .
n=0
n!

4
5.2 Power series solution
The exact methods that we have learned in Chapter 2 and Chapter 3 are applicable to only se-
lected class of DE. There are DE such as the Bessel DE, which can not be solved by exact methods.
Solutions of such DE can be found in the form of power series. We start with a simple example.

Ex. Find power series solution of y ′ − y = 0 about x = 0.

Sol. Assume that
∞
X
y= an xn = a0 + a1 x + a2 x2 + a3 x3 + ........, (5.4)
n=0

is a power series solution of the given DE. So

∞
X
′
y = nan xn−1 = a1 + 2a2 x + 3a3 x2 + ........, (5.5)
n=0

Substituting the y and y ′ into the given DE, we get

∞
X ∞
X
n−1
nan x − an xn = 0, (5.6)
n=1 n=0

which must be an identity in x since (5.4) is, by assumption, a solution of the given DE. So
coefficients of all powers of x must be zero. In particular, equating to 0 the coefficient of xn−1 , the
lowest degree term in x, we obtain
1
nan − an−1 = 0 or an = an−1 .
n
Substituting n = 1, 2, 3, ...., we get
a1 = a0 ,
1 1
a2 = a1 = a0 ,
2 2!
1 1
a3 = a2 = a0 ,
3 3!
and so on. Plugging the values of a1 , a2 , ..... into (5.4), we get
1 1
y = a0 + a0 x + a0 x2 + a0 x3 + ........,
2! 3!
x2 x3
 
= a0 1 + x + + + ..............
2! 3!
2 3
Let us examine the validity of this solution. We know that the power series 1 + x + x2! + x3! +
.............. converges for all x. It implies that the term by term differentiation carried out in (5.5)
is valid for all x. Similarly, the difference
 of the two series (5.4)and (5.5) considered in (5.6) is
2 3
valid for all x. It follows that y = a0 1 + x + x2! + x3! + .............. is a valid solution of the given
x2 x3
DE for all x. Also, we know that ex = 1 + x + 2!
+ 3!
+ ............... So y = a0 ex is general solution
of the DE y ′ − y = 0, as expected.

5
5.2.1 Ordinary and regular singular points
Consider a second order homogeneous LDE

y ′′ + p(x)y ′ + q(x)y = 0. (5.7)

If the functions p(x) and q(x) are analytic at x = x0 , then x0 is called an ordinary point of the DE
(5.7).
If p(x) and/or q(x) fail to be analytic at x0 but (x − x0 )p(x) and (x − x0 )2 q(x) are analytic at
x0 , then x0 is called a regular singular point.

If x0 is neither an ordinary point nor a regular singular point, then it is called an irregular
singular point.

Caution: In the corresponding video lecture, limit approach is used to explain the nature of
points, which is not given in the text book. So DO NOT follow the limit approach in solving the
problems. To show analyticity of a function f (x) at a point x = x0 , express it in the form of a
power series in x − x0 :

f (x) = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + ..........

Ex. Test the nature of x = 0 for the DE x2 y ′′ + xy ′ + 2y = 0.

First, see whether x = 0 is an ordinary point.

Here p(x) = 1/x and q(x) = 2/x2 . These are not defined at x = 0, and hence not analytic at
x = 0. So x = 0 is not an ordinary point of the given DE.

Next,

xp(x) = 1 = 1 + 0(x − 0) + 0(x − 0)2 + .......

x2 q(x) = 2 + 0(x − 0) + 0(x − 0)2 + ........

So xp(x) and x2 q(x) both are analytic at x = 0. Hence x = 0 is a regular singular point of the
given DE.

Ex. Test the nature of x = 0 for the DE x2 y ′′ + sin xy ′ + y = 0.

Here p(x) = sin x/x2 , q(x) = 1/x2 . These are clearly not analytic at x = 0. But

xp(x) = sin x/x = 1 − x2 /3! + x4 /5! − .......

x2 q(x) = 1

This shows that xp(x) and x2 q(x) are analytic at x = 0. Hence x = 0 is a regular singular point.

6
Ex. Test the nature of x = 0 for the DE x3 y ′′ + x4 y ′ + y = 0.

Here q(x) = 1/x3 . It is not defined at x = 0, and hence not analytic at x = 0. So x = 0 is not
an ordinary point of the given DE.

Next, x2 q(x) = 1/x is also not defined at x = 0, and hence not analytic at x = 0. So x = 0 is
not a regular singular point of the given DE. It is an irregular singular point.

5.2.2 Power series solution about ordinary point

The following theorem gives a criterion for the existence of the power series solution near an ordi-
nary point.

Theorem: If a0 , a1 are arbitrary constants, and x0 is an ordinary point of a DE y ′′ +p(x)y ′ +q(x)y =

0, then there exists a unique solution y(x) of the DE that is analytic at x0 such that y(x0 ) = a0
and y ′ (x0 ) = a1 . Furthermore, the power series expansion of y(x) is valid in |x − x0 | < R provided
the power series expansions of p(x) and q(x) are valid in this interval.

The above theorem asserts that there exists a unique power series solution of the form
∞
X
y(x) = an (x − x0 )n = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + a3 (x − x0 )3 + ........,
n=0

about the ordinary point x0 satisfying the initial conditions y(x0 ) = a0 and y ′ (x0 ) = a1 . The con-
stants a2 , a3 and so on are determined in terms of a0 or a1 as illustrated in the following examples.

Ex. Find power series solution of y ′′ − y = 0 about x = 0.

Sol. Here p(x) = 0 and q(x) = −1, both are analytic at x = 0. So x = 0 is an ordinary point of
the given DE. So there exists a power series solution
∞
X
y= an xn = a0 + a1 x + a2 x2 + a3 x3 + ........, (5.8)
n=0

where the constants a2 , a3 , ..... are to be determined.

Substituting the power series solution into the given DE, we get
∞
X ∞
X
n−2
an n(n − 1)x − an xn = 0.
n=2 n=0
n−2
Comparing coefficients of x , the lowest degree term in x, we obtain
1
n(n − 1)an − an−2 = 0 or an = an−1 .
n(n − 1)

Substituting n = 2, 3, ...., we get

1 1
a2 = a0 = a0 ,
2 2!

7
 1 1
a3 = a1 = a1 ,
3.2 3!
1 1
a4 = a2 = a0 ,
4.3 4!
1 1
a5 = a4 = a1 ,
5.4 5!
and so on. Plugging the values of a3 , a4 , a5 ..... into (5.8), we get
1 1 1 1
y = a0 + a1 x + a0 x2 + a1 x3 + a0 x4 + a1 x5 + ........,
 2! 3! 4! 5! 
1 2 1 4 1 3 1 5
= a0 1 + x + x + .............. + a1 x + x + x + .............. ,
2! 4! 3! 5!

the required power series solution of the given DE. We know that (ex + e−x )/2 = 1 + 2!1 x2 + 4!1 x4 +
.............. and (ex − e−x )/2 = x + 3!1 x3 + 5!1 x5 + ................ So the power series solution becomes
y = c1 ex + c2 e−x , where c1 = (a0 + a1 )/2 and c1 = (a0 − a1 )/2, which is the same solution of
y ′′ − y = 0 as we obtain by exact method.

Ex. Find power series solution of (1 + x2 )y ′′ + xy ′ − y = 0 about x = 0.

Sol. Here x = 0 is an ordinary point of the given DE. So there exists a power series solution
∞
X
y= an xn = a0 + a1 x + a2 x2 + a3 x3 + ......... (5.9)
n=0

Substituting the power series solution (5.9) into the given DE, we get
∞
X ∞
X ∞
X
2 n−2 n−1
(1 + x ) an n(n − 1)x +x an nx − an xn = 0.
n=2 n=1 n=0
∞
X ∞
X
=⇒ an n(n − 1)xn−2 + an [n(n − 1) + n − 1]xn = 0.
n=2 n=0
∞
X ∞
X
n−2
=⇒ an n(n − 1)x + an (n − 1)(n + 1)xn = 0.
n=2 n=0

Equating to 0 the coefficient of xn−2 , we obtain

n(n − 1)an + (n − 3)(n − 1)an−2 = 0.

3−n
=⇒ an = an−2 provided n ̸= 1.
n
Substituting n = 2, 3, ...., we get
1
a2 = a0 ,
2
a3 = 0,
1 1
a4 = − a2 = − a0 ,
4 4.2

8
 a5 = 0,
3 3
a6 = − a4 = a0 ,
6 6.4.2
and so on.
Plugging the values of a2 , a3 , a4 , a5 , a6 and so on into (5.9), we get
1 1 3
y = a0 + a1 x + a0 x2 + 0.x3 − a0 x4 + 0.x5 + a0 x6 + ........,
 2 4.2  6.4.2
1 2 1 4 3 6
= a0 1 + x − x + x .............. + a1 x,
2 4.2 6.4.2
the required power series solution of the given differential equation.

5.2.3 Power series solution about regular singular point (Frobenius

power series solution)
The following theorem by Frobenius gives a criterion for the existence of the power series solution
near a regular singular point.

Theorem: If x0 is a regular singular point of a DE y ′′ +p(x)y ′ +q(x)y = 0, then there exists at least
X∞
one power series solution of the form y = an (x − x0 )n+r (a0 ̸= 0), where r is some root of the
n=0
quadratic equation r2 + (p0 − 1)r + q0 = 0, known as indicial equation, with p0 = lim (x − x0 )p(x)
x→x0
and q0 = lim (x − x0 )2 q(x).
x→x0

Remark:P∞ The above n+r theorem by Frobenius guarantees at least one power series solution of the
form n=0 an (x − x0 ) (a0 ̸= 0) of the DE y ′′ + p(x)y ′ + q(x)y = 0, which we call Frobenius
solution. If the roots of the indicial equation do not differ by an integer, we get two LI Frobenious
solutions. In case, there exists only one Frobenious solution, it corresponds to larger root of the
indicial equation. The other LI solution depends on the nature of roots of the indicial equation as
illustrated in the following examples.

Ex. Find power series solutions of 2x2 y ′′ + xy ′ − (x2 + 1)y = 0 about x = 0.

Sol. Here x = 0 is a regular singular point of the given DE. So there exists at least one Frobenius
solution of the form
∞
X
y= an xn+r = xr (a0 + a1 x + a2 x2 + a3 x3 + ........). (5.10)
n=0

Substituting (5.10) into the given DE, we obtain

∞
X ∞
X
n+r
an (n + r − 1)(2n + 2r + 1)x − an xn+r+2 = 0. (5.11)
n=0 n=0

Equating to 0 the coefficient of xr , the lowest degree term in x, we obtain

a0 (r − 1)(2r + 1) = 0 or (r − 1)(2r + 1) = 0.

9
Therefore, roots of the indicial equation are r = 1, −1/2, which do not differ by an integer. So we
shall get two LI Frobenius solutions.
Next equating to 0 the coefficient of xr+1 , we find

a1 r(2r + 3) = 0 or a1 = 0 for r = 1, −1/2.

Now equating to 0 the coefficient of xn+r , we have the recurrence relation

1
an (n + r − 1)(2n + 2r + 1) − an−2 = 0 or an = an−2 .
(n + r − 1)(2n + 2r + 1)

where n = 2, 3, 4....
For r = 1, we have
1 1 1 1 1
an = an−2 , a2 = a0 , a3 = a1 = 0, a4 = a2 = a0 , .......
n(2n + 3) 2.7 3.9 4.11 2.7.4.11

For r = −1/2, we have

1 1 1 1 1
an = an−2 , a2 = a0 , a3 = a1 = 0, a4 = a2 = a0 , .......
n(2n − 3) 2.1 3.3 4.5 2.1.4.5

Thus, two LI Frobenious solutions of the given DE are

x2 x4
 
y 1 = a0 x 1 + + + ....... ,
2.7 2.7.4.11

x2 x4
 
−1/2
y 2 = a0 x 1+ + + ....... .
2.1 2.1.4.5
Ex. Find power series solutions of xy ′′ + y ′ − xy = 0 about x = 0.
Sol. Here x = 0 is a regular singular point of the given DE. So there exists at least one Frobenius
solution of the form
∞
X
y= an xn+r = xr (a0 + a1 x + a2 x2 + a3 x3 + ........). (5.12)
n=0

Substituting (5.12) into the given DE, we obtain

∞
X ∞
X
2 n+r−1
an (n + r) x − an xn+r+1 = 0. (5.13)
n=0 n=0

Equating to 0 the coefficient of xr−1 , the lowest degree term in x, we obtain

a0 r2 = 0 or r2 = 0.

Therefore, roots of the indicial equation are r = 0, 0, which are equal. So we shall get only one
Frobenious series solution.
Next equating to 0 the coefficient of xr , we find

a1 (r + 1)2 = 0 or a1 = 0 for r = 0.

10
Now equating to 0 the coefficient of xn+r−1 , we have the recurrence relation
1
an (n + r)2 − an−2 = 0 or an = an−2 .
(n + r)2
where n = 2, 3, 4....
Therefore, we have
1 1 1 1
a2 = a0 , a3 = a1 = 0, a4 = a2 = a0 , .......
(r + 2)2 (r + 3)2 (r + 4) 2 (r + 2) (r + 4)2
2

Plugging these values in (5.12), we get

x2 x4
 
r
y = a0 x 1 + + + ....... (5.14)
(r + 2)2 (r + 2)2 (r + 4)2
Taking r = 0, we get the following Frobenius solution
x2 x4
 
y1 = a0 1 + 2 + 2 2 + .......
2 2 .4
Ex. Find power series solutions of x(1 + x)y ′′ + 3xy ′ + y = 0 about x = 0.
Sol. Here x = 0 is a regular singular point of the given DE. So there exists at least one Frobenius
solution of the form
∞
X
y= an xn+r = xr (a0 + a1 x + a2 x2 + a3 x3 + ........). (5.15)
n=0

Substituting (5.15) into the given DE, we obtain

∞
X ∞
X
an (n + r)(n + r − 1)xn+r−1 − an [(n + r)(n + r + 2) + 1]xn+r = 0. (5.16)
n=0 n=0

Equating to 0 the coefficient of xr−1 , the lowest degree term in x, we obtain

a0 r(r − 1) = 0 or r(r − 1) = 0.

Therefore, roots of the indicial equation are r = 0, 1, which differ by an integer. So we shall get
only one Frobenious solution and that corresponds to the larger root r = 1.
Now equating to 0 the coefficient of xn+r−1 , we have the recurrence relation
n+r
an (n + r − 1) + an−1 (n + r) = 0 or an = − an−1 .
n+r−1
where n = 1, 2, 3, 4....
Therefore, we have
r+1 r+2 r+3
a1 = − a0 , a2 = − a0 , a3 = a0 , .......
r r r
For r = 1, we get a1 = −2a0 , a2 = 3a0 , a3 = −4a0 , ... So the Frobenious series solution is

y = xr (a0 + a1 x + a2 x2 + a3 x3 + ........) = a0 (x − 2x2 + 3x3 − 4x4 + .....). (5.17)

11
5.3 Gauss’s Hypergeometric Equation
A DE of the form

x(x − 1)y ′′ + [(a + b + 1)x − c]y ′ + aby = 0, (5.18)

where a, b and c are constants, is called Hypergeometric Equation. We observe that x = 0 is a

regular singular point of (5.18). So there exists at least one Frobenius solution of the form
∞
X
y= an xn+r = xr (a0 + a1 x + a2 x2 + a3 x3 + ........). (5.19)
n=0

Substituting (5.19) into (5.18), we obtain

∞
X ∞
X
an (n + r)(c + n + r − 1)xn+r−1 − an (n + r + a)(n + r + b)xn+r = 0. (5.20)
n=0 n=0

Comparing coefficients of xr−1 , the lowest degree term in x, we obtain

a0 r(c + r − 1) = 0 or r(c + r − 1) = 0.

Therefore, roots of the indicial equation are r = 0, 1 − c. Now comparing the coefficient of xn+r−1 ,
we have the recurrence relation
(a + n − 1 + r)(b + n − 1 + r)
an (n+r)(c+n+r−1)−an−1 (n−1+r+a)(n−1+r+b) = 0 or an = an−1 .
(n + r)(c + n − 1 + r)
where n = 1, 2, 3, 4....
For r = 0, we have
(a + n − 1)(b + n − 1) a.b (a + 1)(b + 1) a(a + 1)b(b + 1)
an = an−1 , a1 = a0 a2 = a1 = a0 , .......
n(c + n − 1) 1.c 2(c + 1) 1.2c(c + 1)
So the Frobenius solution corresponding to r = 0 reads as
 
a.b a(a + 1)b(b + 1) 2
y = a0 1 + x+ x + .......... ,
1.c 1.2c(c + 1)
This series with a0 = 1 is called hypergeometric series and is denoted by F (a, b, c, x). Thus,
∞
X a(a + 1)...(a + n − 1)b(b + 1)...(b + n − 1)
F (a, b, c, x) = 1 + xn .
n=1
n!c(c + 1)...(c + n − 1)

In case a = 1 and b = c, we get

F (1, b, b, x) = 1 + x + x2 + .........

the familiar geometric series. Thus, F (a, b, c, x) generalizes the geometric series. That is why it is
named as hypergeometric series. Further, we find
an+1 (a + n)(b + n)
lim |x| = lim |x| = |x| ,
n→∞ an n→∞ (n + 1)(c + n)

12
provided c is not zero or negative integer. Therefore, F (a, b, c, x) is analytic function-called the
hypergeometric function-on the interval |x| < 1. It is the simplest particular solution of the
hypergeometric equation.
Next we find the series solution corresponding to the indicial root r = 1 − c. The series solution
in this case is given by

y = x1−c (a0 + a1 x + a2 x2 + a3 x3 + ........),

where the constants a1 , a2 and so on can be determined using the recurrence relation. Alternatively,
we substitute y = x1−c z into the given DE (5.18) and obtain

x(x − 1)z ′′ + [((a − c + 1) + (b − c + 1) + 1)x − (2 − c)]z ′ + (a − c + 1)(b − c + 1)z = 0, (5.21)

which is the hypergeometric equation with the constants a, b and c replaced by a − c + 1, b − c + 1

and 2 − c. Therefore, (5.21) has the power series solution

z = F (a − c + 1, b − c + 1, 2 − c, x).

So the second power series solution (5.18) is

y = x1−c F (a − c + 1, b − c + 1, 2 − c, x).

Thus, general solution of (5.18) near the regular singular point x = 0 is

y = c1 F (a, b, c, x) + c2 x1−c F (a − c + 1, b − c + 1, 2 − c, x), (5.22)

provided c is not an integer.

Next we solve the DE (5.18) near the regular singular point x = 1. Assuming t = 1 − x, we
find that x = 1 corresponds to t = 0 and (5.18) transforms to

t(t − 1)y ′′ + [(a + b + 1)t − (a + b − c + 1)]y ′ + aby = 0,

where the prime denotes the derivative with respect to t. It is a hypergeometric equation with c
replaced by a + b − c + 1. So its solution with t replaced by 1 − x in view of (5.22) reads as

y = c1 F (a, b, a + b − c + 1, 1 − x) + c2 (1 − x)c−a−b F (c − b, c − a, c − a − b + 1, 1 − x),

provided c − a − b is not an integer.

Remark: Any DE of the form

(x − A)(x − B)y ′′ + (C + Dx)y ′ + Ey = 0, (5.23)

where A, B, C, D and E are constants with A ̸= B and D ̸= 0, can be transformed to the

hypergeometric equation

t(t − 1)y ′′ + (Gt + F )y ′ + Hy = 0, (5.24)

where
x−A
t=
B−A

13
and F , G, H are certain combinations of the constants in (5.23). The primes in (5.24) denote
the derivatives with respect to t. This is a hypergeometric equation with a, b and c defined by
F = −c, G = (a + b + 1) and H = ab. Therefore, (5.24) can be solved in terms of hypergeoetric
function near t = 0 and t = 1. It follows that (5.23) can be solved in terms of the same function
near x = A and x = B.

Remark: Most of the familiar functions in elementary analysis can be expressed in terms of
hypergeometric function.
(i) (1 + x)n = F (−n, b, b, −x)
(ii) log(1 + x) = xF (1, 1, 2, −x)
(iii) sin−1 x = xF (1/2, 1/2, 3/2, x2 )
(iv) ex = lim F (a, b, a, x/b)
b→∞

Ex. Solve (x2 − x − 6)y ′′ + (5 + 3x)y ′ + y = 0 near x = 3.

Sol. The given equation can be rewritten as
(x − 3)(x + 2)y ′′ + (5 + 3x)y ′ + y = 0. (5.25)
Here A = 3, B = −2. Therefore,
x−A x−3 x−3
t= = = .
B−A −2 − 3 −5
So the given equation becomes
t(t − 1)y ′′ + (3t − 14/5)y ′ + y = 0,
a hypergeometric equation with c = 14/5, a + b + 1 = 3, ab = 1. This implies a = b = 1. Therefore,
the solution near t = 0, that is, x = 3 is
y = c1 F (a, b, c, t) + c2 t1−c F (a − c + 1, b − c + 1, 2 − c, t),
where
3 x
a = 1, b = 1, c = 14/5, t= − .
5 5
Ex. Find general solution of (1 − ex )y ′′ + (1/2)y ′ + ex y = 0 near x = 0.

Sol. Using 1 − ex = t, the given DE transforms to

d2 y dy
t(t − 1) 2
+ (t + 1/2) − y = 0.
dt dt
It is a hypergeometric equation with a + b + 1 = 1, c = −1/2 and ab = −1. Thus, general solution
of the given DE is
y = c1 F (a, b, c, t) + c2 t1−c F (a − c + 1, b − c + 1, 2 − c, t)
where
a = 1 , b = −1 , c = −1/2 , t = 1 − ex .

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5.4 Misc. Practice Problems
1. Find power series solution of of the Legendre’s DE (1 − x2 )y ′′ − 2xy ′ + n(n + 1)y = 0 about
x = 0, where n is a constant.
Sol. We have

(1 − x2 )y ′′ − 2xy ′ + n(n + 1)y = 0, (5.26)

We observe that x = 0 is an ordinary point of (5.26). So there exists a series solution of the
form
∞
X
y= ak xk = a0 + a1 x + a2 x2 + a3 x3 + ......... (5.27)
k=0

Substituting (5.27) into (5.26), we obtain

∞
X ∞
X
k−2
ak k(k − 1)x + ak (n − k)(n + k + 1)xk = 0. (5.28)
k=0 k=0

Comparing coefficients of xk−2 , we obtain

(n − k + 2)(n + k − 1)
ak k(k − 1) + ak−2 (n − k + 2)(n + k − 1) = 0 or ak = − ak−2 .
k(k − 1)

∴ a2 = − n(n+1)
2!
a0 , a3 = (n−1)(n+2)
3!
a1 a4 = (n−2)n(n+1)(n+3)
4!
a0 , a5 = (n−3)(n−1)(n+2)(n+4)
5!
a1 , .......

Substituting these values into (5.27), we obtain the general solution of (5.26) as

y = c1 y 1 + c2 y 2

where
 
n(n + 1) 2 (n − 2)n(n + 1)(n + 3) 4
y1 = a0 1− x + x − ......... ,
2! 4!
 
(n − 1)(n + 2) 3 (n − 3)(n − 1)(n + 2)(n + 4) 5
y 2 = a1 x− x + x − ......... .
3! 5!
Note: Here y1 reduces to a polynomial of degree n when n is an even integer. Likewise,
y2 reduces to a polynomial of degree n when n is an odd integer. If we fix the values of a0
and a1 demanding the value of the polynomials to be 1 at x = 1, then such polynomials,
denoted by Pn (x), are called Legendre polynomials. We will study more details about
these polynomials in Chapter 8.

2. Find power series solutions of x2 y ′′ + x3 y ′ + (x2 − 2)y = 0 about x = 0.

Sol. Here
−(n + r − 1)
r = 2, −1. an = an−2 .
(n + r)(n + r − 1) − 2

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 Corresponding to r = 2, we get
 
2 3 2 3 4
y = a0 x 1 − x + x − ............ .
10 56

Corresponding to r = −1, we get

 
−1 2 3 2 3 4
y = a0 x + a3 x 1 − x + x − ............ .
10 56

It is the general solution. Notice that the solution corresponding to r = 2 is a particular case
of the general solution.

3. Find power series solutions of x2 y ′′ + 6xy ′ + (x2 + 6)y = 0 about x = 0.

Sol. Here
1
r = −2, −3. an = − an−2
n(n + 1)
For r = −3, we find that a1 is arbitrary. In this case, r = −3 provides the general solution
y = a0 y1 + a1 y2 , where
 
−3 1 2 1 4
y1 = x 1 − x + x − ............ ,
2! 4!
 
−3 1 3 1 5
y2 = x x − x + x − ............ .
3! 5!
Note that corresponding to the larger root r = −2, you will get the Frobenious solution, a
constant multiple of y2 . (Find and see!)

4. Find a power series solution of 2x2 y ′′ + (2x2 − x)y ′ + y = 0 about x = 0 corresponding to

smaller root of the indicial equation.
Sol. Comparing the given differential equation with y ′′ + p(x)y ′ + q(x)y = 0, we get
2x − 1 1
p(x) = and q(x) = .
2x 2x2

We see that xp(x) and x2 q(x) are analytic at x = 0. Therefore, x = 0 is a regular singular
point of the given differential equation, and hence there exists at least one Frobenius solution
of the form
∞
X
y= an xn+r = xr (a0 + a1 x + a2 x2 + a3 x3 + ........), (a0 ̸= 0). (1)
n=0

Substituting (1) into the given differential equation, we obtain

∞
X ∞
X ∞
X
2 n+r−2 2 n+r−1
2x an (n + r)(n + r − 1)x + (2x − x) an (n + r)x + an xn+r = 0.
n=0 n=0 n=0

16
 ∞
X ∞
X
n+r
=⇒ an [2(n + r)(n + r − 1) − (n + r) + 1]x + an .2(n + r)xn+r+1 = 0.
n=0 n=0

∞
X ∞
X
n+r
=⇒ an (n + r − 1)(2n + 2r − 1)x + an .2(n + r)xn+r+1 = 0.
n=0 n=0

Equating to 0 the coefficient of xr , we obtain

a0 (r − 1)(2r − 1) = 0 or (r − 1)(2r + 1) = 0.

Therefore, roots of the indicial equation are r = 1, 1/2 where the smaller root is r = 1/2.
Now equating to 0 the coefficient of xn+r , we have the recurrence relation
−2
an (n + r − 1)(2n + 2r − 1) + an−1 .2(n + r − 1) = 0 or an = an−1 ,
2n + 2r − 1
provided n + r − 1 ̸= 0.
For r = 1/2, we have
1 1 1 1 1
an = − an−1 , a1 = −a0 , a2 = − a1 = a0 , a3 = − a2 = − a0 , .......
n 2 2 3 3.2
Plugging these values into (1), we get

x2 x3
 
1/2 x
y 2 = a0 x 1− + − + ....... ,
1! 2! 3!

the required series solution of the given differential equation.

Python programs link: Some python programs for finding power series solutions are available
at the link: https://github.com/surgithub/M3/blob/master/chap5.ipynb

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