Hypergeometric Equations
Hypergeometric Equations
Equations
Department of Mathematics
BITS Pilani K K Birla Goa Campus, Goa
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 1 / 22
Gauss’s Hypergeometric Equation (GHE)
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 2 / 22
Gauss’s Hypergeometric Equation (GHE)
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 2 / 22
Gauss’s Hypergeometric Equation (GHE)
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 2 / 22
Gauss’s Hypergeometric Equation
From the equation, We have
c − (a + b + 1)x −ab
P(x) = and Q(x) = .
x(1 − x) x(1 − x)
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 3 / 22
Gauss’s Hypergeometric Equation
From the equation, We have
c − (a + b + 1)x −ab
P(x) = and Q(x) = .
x(1 − x) x(1 − x)
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 3 / 22
Gauss’s Hypergeometric Equation
From the equation, We have
c − (a + b + 1)x −ab
P(x) = and Q(x) = .
x(1 − x) x(1 − x)
−abx
x 2 Q(x) = = −abx(1 + x + x 2 + · · · ) = −abx − abx 2 − · · ·
1−x
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 4 / 22
General solution of GHE at x = 0
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 4 / 22
General solution of GHE at x = 0
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 4 / 22
General solution of GHE at x = 0
Calculation of the Frobenius series solution for m = 0:
∞
X ∞
X
Substituting y = an x n , y ′ = nan x n−1 ,
n=0 n=1
∞
X
y ′′ = n(n − 1)an x n−2 into GHE and equating the coefficients of
n=2
x n to zero, we obtain the following recursive relations:
(a + n)(b + n)
an+1 = an
(n + 1)(c + n)
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 5 / 22
General solution of GHE at x = 0
Calculation of the Frobenius series solution for m = 0:
∞
X ∞
X
Substituting y = an x n , y ′ = nan x n−1 ,
n=0 n=1
∞
X
y ′′ = n(n − 1)an x n−2 into GHE and equating the coefficients of
n=2
x n to zero, we obtain the following recursive relations:
(a + n)(b + n)
an+1 = an
(n + 1)(c + n)
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 5 / 22
General solution of GHE at x = 0
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 6 / 22
General solution of GHE at x = 0
ab a(a + 1)b(b + 1) 2
y =1+ x+ x + ···
c 2c(c + 1)
or
∞
X a(a + 1) · · · (a + n − 1)b(b + 1) · · · (b + n − 1)
y =1+ xn
n!c(c + 1) · · · (c + n − 1)
n=1
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 6 / 22
General solution of GHE at x = 0
ab a(a + 1)b(b + 1) 2
y =1+ x+ x + ···
c 2c(c + 1)
or
∞
X a(a + 1) · · · (a + n − 1)b(b + 1) · · · (b + n − 1)
y =1+ xn
n!c(c + 1) · · · (c + n − 1)
n=1
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 6 / 22
A few Remarks
In special case, when a = 1 and c = b, we obtain the geometric series
1
F (1, b, b, x) = 1 + x + x 2 + · · · = .
1−x
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 7 / 22
A few Remarks
In special case, when a = 1 and c = b, we obtain the geometric series
1
F (1, b, b, x) = 1 + x + x 2 + · · · = .
1−x
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 7 / 22
A few Remarks
In special case, when a = 1 and c = b, we obtain the geometric series
1
F (1, b, b, x) = 1 + x + x 2 + · · · = .
1−x
an+1 (a + n)(b + n)
= → 1 as n → ∞.
an (n + 1)(c + n)
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 8 / 22
General solution of GHE at x = 0
Calculation of second Frobenius series solution for m = 1 − c:
Note: If 1 − c is not an integer (or c is not an integer), then we can find
the second independent Frobenius series solution of GHE near x = 0.
This solution can be found directly, by substituting
y = x 1−c (a0 + a1 x + a2 x 2 + · · · )
into GHE and calculating the coefficients.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 8 / 22
General solution of GHE at x = 0
Calculation of second Frobenius series solution for m = 1 − c:
Note: If 1 − c is not an integer (or c is not an integer), then we can find
the second independent Frobenius series solution of GHE near x = 0.
This solution can be found directly, by substituting
y = x 1−c (a0 + a1 x + a2 x 2 + · · · )
into GHE and calculating the coefficients.
The other way of finding the solution is to change the dependent
variable in GHE from y to z by y = x 1−c z.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 8 / 22
General solution of GHE at x = 0
Calculation of second Frobenius series solution for m = 1 − c:
Note: If 1 − c is not an integer (or c is not an integer), then we can find
the second independent Frobenius series solution of GHE near x = 0.
This solution can be found directly, by substituting
y = x 1−c (a0 + a1 x + a2 x 2 + · · · )
into GHE and calculating the coefficients.
The other way of finding the solution is to change the dependent
variable in GHE from y to z by y = x 1−c z.
With necessary computations the GHE becomes
x(1 − x)z ′′ + (2 − c) − ([a − c + 1] + [b − c + 1] + 1)x z ′
From the previous part, we have the power series solution near origin
is
z = F (a − c + 1, b − c + 1, 2 − c, x)
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 9 / 22
General solution of GHE at x = 0
Calculation of second Frobenius series solution for m = 1 − c:
From the previous part, we have the power series solution near origin
is
z = F (a − c + 1, b − c + 1, 2 − c, x)
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 9 / 22
General solution of GHE at x = 1
The simplest procedure is to obtain this solution from the one already
we have found, by introducing the new independent variable
t = 1 − x.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 10 / 22
General solution of GHE at x = 1
The simplest procedure is to obtain this solution from the one already
we have found, by introducing the new independent variable
t = 1 − x.
This makes x = 1 correspond to t = 0 and transforms the GHE into
t(1 − t)y ′′ + (a + b − c + 1) − (a + b + 1)t y ′ − aby = 0
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 10 / 22
General solution of GHE at x = 1
The simplest procedure is to obtain this solution from the one already
we have found, by introducing the new independent variable
t = 1 − x.
This makes x = 1 correspond to t = 0 and transforms the GHE into
t(1 − t)y ′′ + (a + b − c + 1) − (a + b + 1)t y ′ − aby = 0
General solution at x = 0:
y = c1 F (a, b, c, x) + c2 x 1−c F (a − c + 1, b − c + 1, 2 − c, x), |x| < 1
General solution at x = 1:
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), |x − 1| < 1
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 11 / 22
In a Nutshell
Hypergeometric equation:
x(1 − x)y ′′ + [c − (a + b + 1)x]y ′ − aby = 0
General solution at x = 0:
y = c1 F (a, b, c, x) + c2 x 1−c F (a − c + 1, b − c + 1, 2 − c, x), |x| < 1
General solution at x = 1:
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), |x − 1| < 1
Hypergeometric function/Series:
∞
X a(a + 1) · · · (a + n − 1)b(b + 1) · · · (b + n − 1)
F (a, b, c, x) = 1+ xn
n!c(c + 1) · · · (c + n − 1)
n=1
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 11 / 22
Gauss’s Hypergeometric Equation
Example: Solve the following differential equation (near the regular
singular points) in terms of the hypergeometric function
′′ 3
x(1 − x)y + − 2x y ′ + 2y = 0
2
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 12 / 22
Gauss’s Hypergeometric Equation
Example: Solve the following differential equation (near the regular
singular points) in terms of the hypergeometric function
′′ 3
x(1 − x)y + − 2x y ′ + 2y = 0
2
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 12 / 22
Gauss’s Hypergeometric Equation
Example: Solve the following differential equation (near the regular
singular points) in terms of the hypergeometric function
′′ 3
x(1 − x)y + − 2x y ′ + 2y = 0
2
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 12 / 22
Gauss’s Hypergeometric Equation
Exercise: Consider the differential equation
where p is a constant.
(a) If p is not an integer, find the general solution near x = 0 in terms of
hypergeometric functions.
(b) Write the general solution found in (a) in terms of elementary
functions.
(c) When p = 1, the differential equation becomes
and the solution in (b) is no longer the general solution. Find the
general solution in this case by the method of the use of known
solution to find another.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 13 / 22
Gauss’s Hypergeometric Equation
Exercise: Find the general solution of (1 − e x )y ′′ + 12 y ′ + e x y = 0 near
x = 0 by changing the independent variable to t = e x .
Solution: The transformation t = e x implies
dt dy dy dt dy d 2y 2
2 d y dy
= t, = · =t ; 2
= t 2
+t .
dx dx dt dx dt dx dt dt
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 14 / 22
Gauss’s Hypergeometric Equation
Exercise: Find the general solution of (1 − e x )y ′′ + 12 y ′ + e x y = 0 near
x = 0 by changing the independent variable to t = e x .
Solution: The transformation t = e x implies
dt dy dy dt dy d 2y 2
2 d y dy
= t, = · =t ; 2
= t 2
+t .
dx dx dt dx dt dx dt dt
We substitute all these in given equation to get
d 2y
3 dy
t(1 − t) 2 + −t + y = 0.
dt 2 dt
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 14 / 22
Gauss’s Hypergeometric Equation
Exercise: Find the general solution of (1 − e x )y ′′ + 12 y ′ + e x y = 0 near
x = 0 by changing the independent variable to t = e x .
Solution: The transformation t = e x implies
dt dy dy dt dy d 2y 2
2 d y dy
= t, = · =t ; 2
= t 2
+t .
dx dx dt dx dt dx dt dt
We substitute all these in given equation to get
d 2y
3 dy
t(1 − t) 2 + −t + y = 0.
dt 2 dt
Thus a = 1, b = −1, c = 32 and the general solution at t = 1 (or x=0) is
given by
1 3 5 1 5
y = c1 F 1, −1, − , 1 − t + c2 (1 − t) 2 F , , ,1 − t
2 2 2 2
1 x x 32 5 1 5 x
y = c1 F 1, −1, − , 1 − e + c2 (1 − e ) F , , ,1 − e
2 2 2 2
for |1 − e x | < 1.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 14 / 22
Gauss’s Hypergeometric Equation
Consider the class of the equation of this type:
where A ̸= B.
If we change the independent variable from x to t by means of
x −A
t= ,
B −A
then x = A corresponds to t = 0 and x = B to t = 1.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 15 / 22
Gauss’s Hypergeometric Equation
Consider the class of the equation of this type:
where A ̸= B.
If we change the independent variable from x to t by means of
x −A
t= ,
B −A
then x = A corresponds to t = 0 and x = B to t = 1.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 15 / 22
Gauss’s Hypergeometric Equation
Consider the class of the equation of this type:
where A ̸= B.
If we change the independent variable from x to t by means of
x −A
t= ,
B −A
then x = A corresponds to t = 0 and x = B to t = 1.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 16 / 22
Gauss’s Hypergeometric Equation
Examples: Find the general solution of each of the following differential
equations near the indicated singular point in terms of hypergeometric
function.
(a) (2x 2 + 2x)y ′′ + (1 + 5x)y ′ + y = 0, x = 0;
(b) (x 2 − 1)y ′′ + (5x + 4)y ′ + 4y = 0, x = −1;
(c) (x 2 − x − 6)y ′′ + (5 + 3x)y ′ + y = 0, x = 3.
Solution: (A):
Step-1: Take t = −x since A = 0, B = −1.
Step-2: The converted equation is
′′ 1 5 1
t(1 − t)y + − t y′ − y = 0
2 2 2
1
Step-3: Evaluate a = 1, b = c = 2 and then write the solution.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 16 / 22
Gauss’s Hypergeometric Equation
Solution: (C):
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 17 / 22
Gauss’s Hypergeometric Equation
Solution: (C):
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 17 / 22
Gauss’s Hypergeometric Equation
Solution: (C):
dy −1 dy d 2y 1 d 2y
Step-2: Notice that = and = .
dx 5 dt dx 2 25 dt 2
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 17 / 22
Gauss’s Hypergeometric Equation
Solution: (C):
dy −1 dy d 2y 1 d 2y
Step-2: Notice that = and = .
dx 5 dt dx 2 25 dt 2
Step-3: The above transformation reduces the equation into
′′ 14
t(1 − t)y + − 3t y ′ − y = 0.
5
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 17 / 22
Gauss’s Hypergeometric Equation
Solution: (C):
dy −1 dy d 2y 1 d 2y
Step-2: Notice that = and = .
dx 5 dt dx 2 25 dt 2
Step-3: The above transformation reduces the equation into
′′ 14
t(1 − t)y + − 3t y ′ − y = 0.
5
14
Step-4: Evaluate a = 1 = b, c = 5 and then write the solution.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 17 / 22
Gauss’s Hypergeometric Equation
Solution: (C):
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 18 / 22
Gauss’s Hypergeometric Equation
Examples: Find the general solution (at x = 1) of the Chebyshev’s
equation
(1 − x 2 )y ′′ − xy ′ + p 2 y = 0,
where p is a non-negative constant.
Solution::
We have: (x − 1)(x + 1)y ′′ + xy ′ − p 2 y = 0
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 19 / 22
Gauss’s Hypergeometric Equation
Examples: Find the general solution (at x = 1) of the Chebyshev’s
equation
(1 − x 2 )y ′′ − xy ′ + p 2 y = 0,
where p is a non-negative constant.
Solution::
We have: (x − 1)(x + 1)y ′′ + xy ′ − p 2 y = 0
Step-1: Take t = 21 (1 − x) (or x = 1 − 2t) since A = 1, B = −1.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 19 / 22
Gauss’s Hypergeometric Equation
Examples: Find the general solution (at x = 1) of the Chebyshev’s
equation
(1 − x 2 )y ′′ − xy ′ + p 2 y = 0,
where p is a non-negative constant.
Solution::
We have: (x − 1)(x + 1)y ′′ + xy ′ − p 2 y = 0
Step-1: Take t = 21 (1 − x) (or x = 1 − 2t) since A = 1, B = −1.
dy −1 dy d 2y 1 d 2y
Step-2: Notice that = and = .
dx 2 dt dx 2 4 dt 2
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 19 / 22
Gauss’s Hypergeometric Equation
Examples: Find the general solution (at x = 1) of the Chebyshev’s
equation
(1 − x 2 )y ′′ − xy ′ + p 2 y = 0,
where p is a non-negative constant.
Solution::
We have: (x − 1)(x + 1)y ′′ + xy ′ − p 2 y = 0
Step-1: Take t = 21 (1 − x) (or x = 1 − 2t) since A = 1, B = −1.
dy −1 dy d 2y 1 d 2y
Step-2: Notice that = and = .
dx 2 dt dx 2 4 dt 2
Step-3: The above transformation
reduces
the equation into
t(1 − t)y ′′ + 1
2 − t y ′ + p 2 y = 0.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 19 / 22
Gauss’s Hypergeometric Equation
Examples: Find the general solution (at x = 1) of the Chebyshev’s
equation
(1 − x 2 )y ′′ − xy ′ + p 2 y = 0,
where p is a non-negative constant.
Solution::
We have: (x − 1)(x + 1)y ′′ + xy ′ − p 2 y = 0
Step-1: Take t = 21 (1 − x) (or x = 1 − 2t) since A = 1, B = −1.
dy −1 dy d 2y 1 d 2y
Step-2: Notice that = and = .
dx 2 dt dx 2 4 dt 2
Step-3: The above transformation
reduces
the equation into
t(1 − t)y ′′ + 1
2 − t y ′ + p 2 y = 0.
Step-4: Evaluate a = p, b = −p, c = 21 and the general solution at
x = 1 (or t = 0) is given by
1/2
1 1−x 1−x 1 1 3 1−x
y = c1 F p, −p, 2 , 2 + c2 2 F p + 2 , −p + 2 , 2 , 2 .
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 19 / 22
Gauss’s Hypergeometric Equation
1 −x 2
(d) cos x = lim F a, a, , 2 .
a→∞ 2 4a
3 −x 2
(e) sin x = x lim F a, a, , 2 .
a→∞ 2 4a
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 20 / 22
Legendre’s Equation
Example: Consider the Legendre’s equation:
(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0 (2)
where n is a non-negative integer.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 21 / 22
Legendre’s Equation
Example: Consider the Legendre’s equation:
(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0 (2)
where n is a non-negative integer.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 21 / 22
Legendre’s Equation
Example: Consider the Legendre’s equation:
(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0 (2)
where n is a non-negative integer.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 21 / 22
Legendre’s Equation
Example: Consider the Legendre’s equation:
(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0 (2)
where n is a non-negative integer.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 22 / 22
Legendre’s Equation
The second independent solution can be obtained via the formula
y2 (t) = y1 (t)v (t) with v (t) is given by
Z
1 − R P(t)dt
v (t) = e dt, P(t) = (1 − 2t)/t(1 − t)
y12
.
On simplification, we have
Z Z
1 1 1 1
v (t) = dt = dt.
y12 t(1 − t) t y12 (1 − t)
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 22 / 22
Legendre’s Equation
The second independent solution can be obtained via the formula
y2 (t) = y1 (t)v (t) with v (t) is given by
Z
1 − R P(t)dt
v (t) = e dt, P(t) = (1 − 2t)/t(1 − t)
y12
.
On simplification, we have
Z Z
1 1 1 1
v (t) = dt = dt.
y12 t(1 − t) t y12 (1 − t)
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 22 / 22