POWER SERIES

Series Solution of Linear Differential Equations

1.1 CLASSIFICATION OF SINGULARITIES
1.1.1 Analytic Function
1.2 ORDINARY AND SINGULAR POINTS
1.3 POWER SERIES
1.4 POWER-SERIES SOLUTION ABOUT THE
ORDINARY POINT 𝑥 = 𝑥0
1.5 FROBENIUS METHOD
POWER SERIES
Example 2. Find the solution in series of 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 𝑦 = 0
Solution:
𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 𝑦 = 0 1
Compare 1 with 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0
here 𝑃 𝑥 = 𝑥, 𝑄 𝑥 = 𝑥2
Since 𝑃(𝑥) and 𝑄(𝑥) are both analytic at 𝑥 = 0, we have
𝑥 = 0 is an ordinary point.
Consider 𝑦 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + … = σ∞ 𝑐
𝑛=0 𝑛 𝑥 𝑛
POWER SERIES

Example 2. Find the solution in series of 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 𝑦 = 0

𝑦 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + … = σ∞ 𝑐
𝑛=0 𝑛 𝑥 𝑛 2
Differentiating twice in succession we get.
𝑦 ′ = σ∞
𝑛=0 𝑛𝑐𝑛 𝑥 𝑛−1 and 𝑦 ′′ = σ∞ 𝑛 𝑛 − 1 𝑐 𝑥 𝑛−2
𝑛=0 𝑛 3
substituting the above values 𝑦, 𝑦 ′ and 𝑦 ′′ in 1 , we get
σ∞
𝑛=0 𝑛 𝑛 − 1 𝑐𝑛 𝑥 𝑛−2 + 𝑥 σ∞ 𝑛𝑐 𝑥 𝑛−1 + 𝑥 2 σ∞ 𝑐 𝑥 𝑛 = 0
𝑛=0 𝑛 𝑛=0 𝑛
σ∞
𝑛=2 𝑛 𝑛 − 1 𝑐𝑛 𝑥 𝑛−2
+ σ∞
𝑛=1 𝑛𝑐𝑛 𝑥 𝑛
+ σ∞
𝑐
𝑛=0 𝑛 𝑥 𝑛+2
=0
∞ ∞ ∞

2𝑐2 + 6𝑐3 𝑥 + ෍ 𝑛 𝑛 − 1 𝑐𝑛 𝑥 𝑛−2 + 𝑐1 𝑥 + ෍ 𝑛𝑐𝑛 𝑥 𝑛 + ෍ 𝑐𝑛 𝑥 𝑛+2 = 0

𝑛=3 𝑛=2 𝑛=0
 POWER SERIES

Example 2. Find the solution in series of 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 𝑦 = 0

∞ ∞ ∞

2𝑐2 + 6𝑐3 𝑥 + ෍ 𝑛 𝑛 − 1 𝑐𝑛 𝑥 𝑛−2 + 𝑐1 𝑥 + ෍ 𝑛𝑐𝑛 𝑥 𝑛 + ෍ 𝑐𝑛 𝑥 𝑛+2 = 0

𝑛=4 𝑛=2 𝑛=0
∞ ∞ ∞

2𝑐2 + 6𝑐3 + 𝑐1 𝑥 + ෍ 𝑛 + 2 𝑛 + 1 𝑐𝑛+2 𝑥 𝑛 + ෍ 𝑛𝑐𝑛 𝑥 𝑛 + ෍ 𝑐𝑛−2 𝑥 𝑛 = 0

𝑛=2 𝑛=2 𝑛=2

2𝑐2 + 6𝑐3 + 𝑐1 𝑥 + σ∞
𝑛=2 𝑛 + 2 𝑛 + 1 𝑐𝑛+2 + 𝑛𝑐𝑛 + 𝑐𝑛−2 𝑥 𝑛 =0 4
Equating the constant term and the coefficients of various powers of
𝑥 to zero, we get
2𝑐2 = 0, → 𝑐2 = 0
POWER SERIES

Example 2. Find the solution in series of 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 𝑦 = 0

Equating the constant term and the coefficients of various powers of
𝑥 to zero, we get
2𝑐2 = 0, → 𝑐2 = 0
1
6𝑐3 + 𝑐1 = 0 → 𝑐3 = − 𝑐1
6
𝑛 + 2 𝑛 + 1 𝑐𝑛+2 + 𝑛𝑐𝑛 + 𝑐𝑛−2 = 0
𝑛𝑐𝑛 +𝐶𝑛−2
→ 𝐶𝑛+2 = − 𝑛>2 5
𝑛+1 𝑛+2
POWER SERIES

Example 2. Find the solution in series of 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 𝑦 = 0

𝑛𝑐𝑛 +𝐶𝑛−2
𝐶𝑛+2 = − 𝑛>2 5
𝑛+1 𝑛+2
𝑛𝑐𝑛 +𝐶𝑛−2 2𝑐2 +𝐶0 𝑐0
Putting 𝑛 = 2 in 5 , 𝐶𝑛+2 = −
𝑛+1 𝑛+2
→ 𝑐4 = − 3 4 = − 12
1
𝑛𝑐𝑛 +𝐶𝑛−2 3𝑐3 +𝐶1 3 −6 𝑐1 +𝑐1
Putting 𝑛 = 3 in 5 , 𝐶𝑛+2 = − → 𝑐5 = − =−
𝑛+1 𝑛+2 4 5 20
𝑐1
𝑐5 = −
40
𝑐
𝑛𝑐𝑛 +𝐶𝑛−2 4𝑐4 +𝐶2 4 −120 +0
Putting 𝑛 = 4 in 5 , 𝐶𝑛+2 = − → 𝑐6 = − = −
𝑛+1 𝑛+2 5 6 30
𝑐0
𝑐6 = − …..
90
POWER SERIES

Example 2. Find the solution in series of 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 𝑦 = 0

Substituting 𝑐𝑛 𝑠 to equation 2
𝑦 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + 𝑐3 𝑥 3 + ⋯ . .
1 𝑐0 𝑐1
= 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥2 + − 𝑐1 𝑥3 + − 𝑥4 + − 𝑥5 + ⋯ .
6 12 40
1 4 1 6 1 3 1 5
𝑦 = 𝑐0 1 − 𝑥 + 𝑥 − ⋯ . + 𝑐1 𝑥 − 𝑥 − 𝑥 −⋯. ans.
12 90 6 40
POWER SERIES
Example 3. Find the power-series solution of the equation
𝑥 2 + 1 𝑦 ′′ + 𝑥𝑦 ′ − 𝑥𝑦 = 0 in power of 𝑥.
Solution: Dividing by 𝑥 2 + 1 can be written as
𝑥 𝑥
𝑦 ′′ + 𝑦′ − 𝑦=0 1
𝑥 2 +1 𝑥 2 +1
Compare 1 with 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0
𝑥 𝑥
here 𝑃 𝑥 = , 𝑄 𝑥 =
𝑥 2 +1 𝑥 2 +1
Both 𝑃(𝑥) and 𝑄(𝑥) are analytic at 𝑥 = 0, so 𝑥 = 0 is an
ordinary point.
Consider 𝑦 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + … = σ∞ 𝑐
𝑛=0 𝑛 𝑥 𝑛 2
 POWER SERIES

Example 3. Find the solution in series of 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 𝑦 = 0

Differentiating twice in succession we get.
𝑦 ′ = σ∞𝑛=0 𝑛𝑐 𝑛 𝑥 𝑛−1 and 𝑦 ′′ = σ∞ 𝑛 𝑛 − 1 𝑐 𝑥 𝑛−2 3
𝑛=0 𝑛

substituting the above values 𝑦, 𝑦 ′ and 𝑦 ′′ in 1 , we get

𝑥 2 + 1 σ∞
𝑛=0 𝑛 𝑛 − 1 𝑐𝑛 𝑥 𝑛−2 + 𝑥 σ∞ 𝑛𝑐 𝑥 𝑛−1 − 𝑥 σ∞ 𝑐 𝑥 𝑛 = 0
𝑛=0 𝑛 𝑛=0 𝑛

σ∞ 𝑛 ∞
𝑛=2 𝑛 𝑛 − 1 𝑐𝑛 𝑥 + σ𝑛=0 𝑛 𝑛 − 1 𝑐𝑛 𝑥
𝑛−2 + σ∞ 𝑛𝑐 𝑥 𝑛 − σ∞ 𝑐 𝑥 𝑛+1 = 0
𝑛=1 𝑛 𝑛=0 𝑛

σ∞
𝑛=2 𝑛 𝑛 − 1 𝑐𝑛 𝑥 𝑛
+ σ ∞
𝑛=0 𝑛 + 2 𝑛 + 1 𝑐𝑛+2 𝑥 𝑛
+ σ ∞
𝑛=1 𝑛𝑐𝑛 𝑥 𝑛
− σ ∞
𝑛=1 𝑐𝑛−1 𝑥 𝑛
=0
 POWER SERIES

Example 3. Find the solution in series of 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 𝑦 = 0

σ∞
𝑛=2 𝑛 𝑛 − 1 𝑐𝑛 𝑥 𝑛
+ σ ∞
𝑛=0 𝑛 + 2 𝑛 + 1 𝑐𝑛+2 𝑥 𝑛
+ σ ∞
𝑛=1 𝑛𝑐𝑛 𝑥 𝑛
− σ ∞
𝑐
𝑛=1 𝑛−1 𝑥 𝑛
=0

2𝑐2 + 6𝑐3 + 𝑐1 − 𝑐0 𝑥 + ෍ 𝑛 𝑛 − 1 𝑐𝑛 + 𝑛 + 2 𝑛 + 1 𝑐𝑛+2 + 𝑛𝑐𝑛 + 𝑐𝑛−1 𝑥 𝑛 = 0

𝑛=2

Equating the constant term and the coefficients of various powers of 𝑥 to zero,
we get
2𝑐2 = 0 → 𝑐2 = 0
1
6𝑐3 + 𝑐1 − 𝑐0 = 0 → 𝑐3 = 𝑐0 − 𝑐1
6

𝑛 𝑛 − 1 𝑐𝑛 + 𝑛 + 2 𝑛 + 1 𝑐𝑛+2 + 𝑛𝑐𝑛 − 𝑐𝑛−1 = 0 note: 𝑛 ≥ 2

POWER SERIES

Example 3. Find the solution in series of 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 𝑦 = 0

𝑛 𝑛 − 1 𝑐𝑛 + 𝑛 + 2 𝑛 + 1 𝑐𝑛+2 + 𝑛𝑐𝑛 − 𝑐𝑛−1 = 0 note: 𝑛 ≥ 2
𝑐𝑛−1 −𝑛2 𝑐𝑛
𝑐𝑛+2 = 5
𝑛+1 𝑛+2

The above relation 5 is known as 𝑟𝑒𝑐𝑢𝑟𝑟𝑒𝑛𝑐𝑒 𝑟𝑒𝑙𝑎𝑡𝑖𝑜𝑛.

1
Putting 𝑛 = 2 in 5 𝑐4 = 𝑐 as 𝑐2 = 0
12 1
−9𝑐3 9 𝑐0 −𝑐1 3
Putting 𝑛 = 3 in 5 𝑐5 = = − = − 𝑐0 − 𝑐1
4∙5 20 6 40

Substituting the above values of 𝑐2 , 𝑐3 , 𝑐4 , 𝑐5 … in 2

𝑦 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + 𝑐3 𝑥 3 + ⋯ … . .
POWER SERIES

Example 3. Find the solution in series of 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 𝑦 = 0

Substituting the above values of 𝑐2 , 𝑐3 , 𝑐4 , 𝑐5 … in 2
𝑦 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + 𝑐3 𝑥 3 + ⋯ … . .
1 1 3
𝑦 = 𝑐0 + 𝑐1 𝑥 + 𝑐0 − 𝑐1 𝑥3 + 𝑐1 𝑥 4 − 𝑐0 − 𝑐1 𝑥 5 + ⋯ … . .
6 12 40
1 3 5 1 1 4 3 5
𝑦 = 𝑐0 1 + 𝑥 3 − 𝑥 + ⋯ . + 𝑐1 𝑥 − 𝑥 3 + 𝑥 + 𝑥 + ⋯ ans
6 40 6 12 40