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Hypergeometric Equations

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42 views60 pages

Hypergeometric Equations

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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter-5: Gauss’s Hypergeometric

Equations

Prof. J.K. Sahoo

Department of Mathematics
BITS Pilani K K Birla Goa Campus, Goa

October 18, 2024

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 1 / 22
Gauss’s Hypergeometric Equation (GHE)

The differential equation

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

where a, b and c are constants, is called Guass’s Hypergeometric equation.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 2 / 22
Gauss’s Hypergeometric Equation (GHE)

The differential equation

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

where a, b and c are constants, is called Guass’s Hypergeometric equation.

Gauss’s hypergeometric equation hasas wide-ranging applications in


Mathematics and Physics.
We will see that many equations are of the form GHE after a suitable
change of independent variable.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 2 / 22
Gauss’s Hypergeometric Equation (GHE)

The differential equation

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

where a, b and c are constants, is called Guass’s Hypergeometric equation.

Gauss’s hypergeometric equation hasas wide-ranging applications in


Mathematics and Physics.
We will see that many equations are of the form GHE after a suitable
change of independent variable.

Next we will discuss the solution of this type equations

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)

Therefore, x = 0 and x = 1 are only regular singular points.

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)

Therefore, x = 0 and x = 1 are only regular singular points.


Further,
c − [a + b + 1]x
xP(x) = = [c − (a + b + 1)x](1 + x + x 2 + · · · )
(1 − x)
= c + [c − (a + b + 1)]x + · · · and

−abx
x 2 Q(x) = = −abx(1 + x + x 2 + · · · ) = −abx − abx 2 − · · ·
1−x

Next, we will discuss the general solutions of GHE at x = 0 and


x = 1.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 3 / 22
General solution of GHE at x = 0

From the expansions of xP(x) and x 2 Q(x), we have p0 = c and


q0 = 0.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 4 / 22
General solution of GHE at x = 0

From the expansions of xP(x) and x 2 Q(x), we have p0 = c and


q0 = 0.
Thus the indicial equation is

m(m − 1) + mc = m[m − (1 − c)] = 0 ,

and the exponents (roots) are m1 = 0 and m2 = 1 − c.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 4 / 22
General solution of GHE at x = 0

From the expansions of xP(x) and x 2 Q(x), we have p0 = c and


q0 = 0.
Thus the indicial equation is

m(m − 1) + mc = m[m − (1 − c)] = 0 ,

and the exponents (roots) are m1 = 0 and m2 = 1 − c.

Note: If 1 − c ≤ 0 or the difference (1 − c) − 0 = 1 − c is not a positive


integer then (by Theorem A), we have a Frobenius series solution for
m = 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)

We can see that


ab (a + 1)(b + 1) a(a + 1)b(b + 1)
a1 = a0 ; a2 = a1 = a0
c 2(c + 1) 2c(c + 1)

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 (continued...):

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 6 / 22
General solution of GHE at x = 0

Calculation of the Frobenius series solution for m = 0 (continued...):


With these coefficients and by letting a0 = 1, the solution becomes

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

Calculation of the Frobenius series solution for m = 0 (continued...):


With these coefficients and by letting a0 = 1, the solution becomes

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

This is known as the hypergeometric series, and is denoted by the symbol


F (a, b, c, x). It is called by this name because it generalise the familiar
geometric series as follows:

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

If either a or b is either zero or negative integer, the hypergeometric


series breaks off and is a polynomial.

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

If either a or b is either zero or negative integer, the hypergeometric


series breaks off and is a polynomial.

If c is neither zero nor negative integer, then F (a, b, c, x) is


convergent for all |x| < 1 since

an+1 (a + n)(b + n)
= → 1 as n → ∞.
an (n + 1)(c + n)

In addition, F (a, b, c, x) is an analytic function called the


hypergeometric function on the interval |x| < 1.

F (a, b, c, x) = F (b, a, c, x).


Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 7 / 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.

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 ′
 

−(a − c + 1)(b − c + 1)z = 0

which is the hypergeometric equation with the constants a, b and c are


replaced by a − c + 1, b − c + 1 and 2 − c.
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:

From the previous part, we have the power series solution near origin
is
z = F (a − c + 1, b − c + 1, 2 − c, x)

So, the second independent Frobenious series solution is

y = x 1−c z = x 1−c 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)

So, the second independent Frobenious series solution is

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

Hence, the general solution of the GHE at x = 0 is given by

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

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
 

where the derivatives of y are with respect to t.

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
 

where the derivatives of y are with respect to t.


Since the above is a hypergeometric equation, its general solution
near t = 0 can be written as
y = c1 F (a, b, a + b − c + 1, t) + c2 t c−a−b F (c − b, c − a, c − a − b + 1, t)

Replacing t by 1 − x, we get the general solution of GHE at x = 1 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).

Note: It is necessary to assume that c − a − b is not an integer.


Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 10 / 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

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

Solution: The general solution at x = 0 is given by


   
4 − 21 3 3 1
y = c1 1 − x + c2 x F , − , , x , |x| < 1
3 2 2 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

Solution: The general solution at x = 0 is given by


   
4 − 21 3 3 1
y = c1 1 − x + c2 x F , − , , x , |x| < 1
3 2 2 2

The general solution at x = 1 is given by


 
1 5 1 3
y = c1 (1 − 4(1 − x)) + c2 (1 − x) 2 F , − , , 1 − x , |x − 1| < 1
2 2 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

x(1 − x)y ′′ + [p − (p + 2)x]y ′ − py = 0

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

x(1 − x)y ′′ + (1 − 3x)y ′ − y = 0

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:

(x − A)(x − B)y ′′ + (C + Dx)y ′ + Ey = 0 (1)

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:

(x − A)(x − B)y ′′ + (C + Dx)y ′ + Ey = 0 (1)

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.

After changing the independent variable, the equation (1) reduced to

t(1 − t)y ′′ + (F + Gt)y ′ + Hy = 0,

where the derivatives are with respect to t.

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:

(x − A)(x − B)y ′′ + (C + Dx)y ′ + Ey = 0 (1)

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.

After changing the independent variable, the equation (1) reduced to

t(1 − t)y ′′ + (F + Gt)y ′ + Hy = 0,

where the derivatives are with respect to t.

Identifying a, b, c, we can obtain the solution in terms of t and then


x−A
replace t as B−A .
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 15 / 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.

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):

We have: (x − 3)(x + 2)y ′′ + (5 + 3x)y ′ + y = 0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 17 / 22
Gauss’s Hypergeometric Equation

Solution: (C):

We have: (x − 3)(x + 2)y ′′ + (5 + 3x)y ′ + y = 0


3−x
Step-1: Take t = 5 (or x = −5t + 3) since A = 3, B = −2.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 17 / 22
Gauss’s Hypergeometric Equation

Solution: (C):

We have: (x − 3)(x + 2)y ′′ + (5 + 3x)y ′ + y = 0


3−x
Step-1: Take t = 5 (or x = −5t + 3) since A = 3, B = −2.

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):

We have: (x − 3)(x + 2)y ′′ + (5 + 3x)y ′ + y = 0


3−x
Step-1: Take t = 5 (or x = −5t + 3) since A = 3, B = −2.

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):

We have: (x − 3)(x + 2)y ′′ + (5 + 3x)y ′ + y = 0


3−x
Step-1: Take t = 5 (or x = −5t + 3) since A = 3, B = −2.

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):

Step-5: The general solution at t = 0 or x = 3 is given by

y =c1 F (a, b, c, t) + c2 t 1−c F (a − c + 1, b − c + 1, 2 − c, t)


   
14 − 95 −4 −4 −4
=c1 F 1, 1, , t + c2 t F , , ,t
5 5 5 5
 9 
3 − x −5
   
14 3 − x −4 −4 −4 3 − x
=c1 F 1, 1, , + c2 F , , , .
5 5 5 5 5 5 5
 
3−x
since t = 5

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

Exercise: Verify the following identities:

(a) (1 + x)p = F (−p, b, b, −x)


 
x x
(b) e = lim F a, b, a,
b→∞ b

(c) log (1 + x) = xF (1, 1, 2, −x)

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.

Find a bounded solution near x = 1.


Find the general solution at the regular singular point x = 1.

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.

Find a bounded solution near x = 1.


Find the general solution at the regular singular point x = 1.
Solution:
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 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.

Find a bounded solution near x = 1.


Find the general solution at the regular singular point x = 1.
Solution:
Step-1: Take t = 21 (1 − x) (or x = 1 − 2t) since A = 1, B = −1.
Step-2: The above transformation reduces the equation into
t(1 − t)y ′′ + (1 − 2t)y ′ + n(n + 1)y = 0

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.

Find a bounded solution near x = 1.


Find the general solution at the regular singular point x = 1.
Solution:
Step-1: Take t = 21 (1 − x) (or x = 1 − 2t) since A = 1, B = −1.
Step-2: The above transformation reduces the equation into
t(1 − t)y ′′ + (1 − 2t)y ′ + n(n + 1)y = 0
Step-3: Evaluate a = −n, b = n + 1, c = 1 and the bounded solution
at x = 1 (or t = 0) is given by
 
1−x
y = F − n, n + 1, 1, = Pn (x),
2
called the n-th Legendre polynomial.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 21 / 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
.

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)

Since y1 is a polynomial with constant term 1, the bracket expression


on right is an analytic function and can be written as
1 + a1 t + a2 t 2 + · · · . This yields v (t) = log t + a1 t + · · · .
Hence, the second solution is of the form
1−x 1−x
y2 = y1 (log t + a1 t + · · · ) = Pn (x)(log + a1 + · · · ).
2 2

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) October 18, 2024 22 / 22

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