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MA417 Lecture 12

IIT

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7 views8 pages

MA417 Lecture 12

IIT

Uploaded by

Jittu Yadav
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MA-417-ODE

Lecture 12

Debanjana Mitra

Department of Mathematics
Indian Institute of Technology Bombay
Powai, Mumbai - 76

August 30, 2021


Power series method
Qn. If the coefficients of the linear ODE are analytic on a common
interval, can the ODE have an analytic solution?
P∞ {an }n∈N of real numbers (can be complex
Power series: Given a sequence
number also), the series n=0 an x n is called a power series.
What about the convergence of the series? In general the series can be
convergent or divergent depending on the choice of x.
Radius of convergence:
I If the series is not convergent for any x ∈ R, then define the radius
convergence R = 0.
I If the series is convergent everywhere i.e., for all x ∈ R, then define
the radius convergence R = ∞.
I If the series is neither nowhere convergent nor everywhere
convergent, there exists a positive real number R ∈ (0, ∞) such that
the series is convergent for all |x| < R and the series is divergent for
all |x| > R. This R is called the radius of convergence of the series.
Qn. How to determine the radius of convergence? Cauchy-Hadamard
test.
Root test and Ratio test

P∞ n
Let n=0 an x : Find radius of convergence of the series:
1
Root test Set µ = limsup|an | n .
1. If µ = 0, the series is everywhere convergent absolutely, i.e., R = ∞.
2. If 0 < µ < ∞, the series is absolutely convergent for all x satisfying
|x| < µ1 and is divergent for all x satisfying |x| > µ1 . Thus, R = µ1 .
3. If µ = ∞, the series is nowhere convergent, i.e., R = 0.

an+1
Ratio test Set µ = limsup an .
1. If µ = 0, the series is everywhere convergent absolutely, i.e., R = ∞.
2. If 0 < µ < ∞, the series is absolutely convergent for all x satisfying
|x| < µ1 and is divergent for all x satisfying |x| > µ1 . Thus, R = µ1 .
3. If µ = ∞, the series is nowhere convergent, i.e., R = 0.
Examples.

P∞
1. n=0 nn x n , R = 0. Nowhere convergent.
xn
P∞
2. n=0 n! , R = ∞. Exponential series. Everywhere convergent.
P∞
3. n=0 x n , R = 1.
xn
P∞
4. n=0 n , R = 1.
xn
P∞
5. n=0 n2 , R = 1.
Analytic function
Analytic function: A function f : I → R, where x0 ∈ I and I is an interval
in R, is analytic at x0 if f can be represented by a power series about x0
with a positive radius of convergence, i.e, there exists a R > 0 such that
∞
X
f (x) = cn (x − x0 )n , ∀ |x − x0 | < R,
n=0

where {cn }∞
n=0 are constants.

Theorem P∞ n
Suppose f (x) = n=0 cn x , ∀ |x| < R is convergent. Then the
followings hold.
1. For any  > 0, the series is uniformly convergent on [−R + , R − ].
2. The function f is continuous and differentiable in (−R, R) and
∞
X
f 0 (x) = ncn x (n−1) , ∀ |x| < R.
n=1
Corollary.
P∞ If f has a convergent power series expansion
f (x) = n=0 cn x n , on |x| < R, then all order of derivatives of f exist on
|x| < R, and
f (k) (0) = k!ck , ∀ k = 0, 1, 2, · · · , ...

Qn. Is the converse true? i.e., if all order of derivatives of f exist on


|x| < R, does it imply that f is analytic on |x| < R?
 −1
e x 2 , x 6= 0,
Ans. No. Check f (x) = , all derivatives exist but does
0, x = 0.
not have a convergent power series expansion on any interval containing
0 with nonzero length.

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