5.

1 Power Series Method

Section 5.1 p1
 5.1 Power Series Method

The power series method is the standard method for

solving linear ODEs with variable coefficients.
It gives solutions in the form of power series.
These series can be used for computing values, graphing
curves, proving formulas, and exploring properties of
solutions. In this section we begin by explaining the idea of
the power series method.

Section 5.1 p2
 5.1 Power Series Method

From calculus we remember that a power series (in powers

of x x0) is an infinite series of the form

(1) m
m 2
a ( x x0
) a0
a1
( x x 0
) a 2
( x x 0
) .
m0
Here, x is a variable. a0, a1, a2, are constants, called the
coefficients of the series. x0 is a constant, called the center
of the series. In particular, if x0 = 0, we obtain a power series
in powers of x

(2) m
a
m0
x m
a0
a1
x a 2
x 2
a 3
x 3
.
We shall assume that all variables and constants are real.

Section 5.1 p3
 5.1 Power Series Method

We note that the term power series usually refers to a

series of the form (1) [or (2)] but does not include series of
negative or fractional powers of x.
We use m as the summation letter, reserving n as a standard
notation in the Legendre and Bessel equations for integer
values of the parameter.

Section 5.1 p4
 5.1 Power Series Method
Idea and Technique of the Power Series Method
For a given ODE
(4) y + p(x)y + q(x)y = 0
we first represent p(x) and q(x) by power series in powers of
x (or of x x0 if solutions in powers of x x0 are wanted).
Often p(x) and q(x) are polynomials, and then nothing needs
to be done in this first step. Next we assume a solution in
the form of a power series (2) with unknown coefficients
and insert

it as well as (3) and (5) into the ODE (4).
(2) m
a x
m 0
m
a0
a1
x a 2
x 2
a 3
x 3
.

(3) y a1 2a2 x 3a3 x 2
mam x m1
m1

(5) y 2 a2 3 2 a3 x 4 3a4 x 2 m( m 1)am x m2
m 2

Section 5.1 p5
 5.1 Power Series Method

Idea and Technique of the Power Series Method

(continued)

Then we collect like powers of x and equate the sum of the

coefficients of each occurring power of x to zero, starting
with the constant terms, then taking the terms containing x,
then the terms in x2, and so on.
This gives equations from which we can determine the
unknown coefficients of (3) successively.

Section 5.1 p6
 5.1 Power Series Method

Theory of the Power Series Method

The nth partial sum of (1) is

(6) sn ( x) a0 a1 ( x x0 ) a2 ( x x0 )2 an ( x x0 )n
where n = 0, 1, .
If we omit the terms of sn from (1), the remaining expression
is
(7) R n (x)=an+1 (x-x0 )n+1 +an+2 (x-x0 )n+2 + .
This expression is called the remainder of (1) after the term
an(x x0)n.

Section 5.1 p7
 5.1 Power Series Method

Theory of the Power Series Method (continued)

In this way we have now associated with (1) the sequence of
the partial sums s0(x), s1(x), s2(x), . If for some x = x1 this
sequence converges, say,
lim sn ( x1 ) s( x1 ),
n
then the series (1) is called convergent at x = x1, the number
s(x1) is called the value or sum of (1) at x1, and we write

s( x1 ) am ( x1 x0 )m .
m 0
Then we have for every n,
(8) s( x1 ) sn ( x1 ) Rn ( x1 ).
If that sequence diverges at x = x1, the series (1) is called
divergent at x = x1.
Section 5.1 p8
 5.1 Power Series Method

Theory of the Power Series Method (continued)

Where does a power series converge? Now if we choose
x = x0 in (1), the series reduces to the single term a0 because
the other terms are zero. Hence the series converges at x0.
In some cases this may be the only value of x for which (1)
converges. If there are other values of x for which the series
converges, these values form an interval, the convergence
interval. This interval may be finite, as in Fig. 105, with
midpoint x0. Then the series (1) converges for all x in the
interior of the interval, that is, for all x for which
(10) |x x0| < R
and diverges for |x x0| > R. The interval may also be
infinite, that is, the series may converge for all x.

Section 5.1 p9
 5.1 Power Series Method

Theory of the Power Series Method (continued)

Fig. 105. Convergence interval (10) of a power series with center x0

The quantity R in Fig. 105 is called the radius of

convergence (because for a complex power series it is the
radius of disk of convergence).
Section 5.1 p10
 5.1 Power Series Method

Theory of the Power Series Method (continued)

If the series converges for all x, we set R = (and 1/R = 0).
The radius of convergence can be determined from the
coefficients of the series by means of each of the formulas
am 1
(11) (a) R 1 lim am m (b) R 1 lim
m m a
m

provided these limits exist and are not zero. [If these limits
are infinite, then (1) converges only at the center x0.]

Section 5.1 p11

 5.1 Power Series Method

Theory of the Power Series Method (continued)

When do power series solutions exist?
Answer: if p, q, r in the ODEs
(12) y + p(x)y + q(x)y = r(x)
have power series representations (Taylor series). More
precisely, a function f(x) is called analytic at a point x = x0 if
it can be represented by a power series in powers of x x0
with positive radius of convergence.
Using this concept, we can state the following basic
theorem, in which the ODE (12) is in standard form, that is,
it begins with the y. If your ODE begins with, say, h(x)y,
divide it first by h(x) and then apply the theorem to the
resulting new ODE.

Section 5.1 p12

 5.1 Power Series Method

Theorem 1
Existence of Power Series Solutions
If p, q, and r in (12) are analytic at x = x0, then every solution of
(12) is analytic at x = x0 and can thus be represented by a power
series in powers of x x0 with radius of convergence R > 0.

Section 5.1 p13

 5.1 Power Series Method

Further Theory: Operations on Power Series

In the power series method we differentiate, add, and
multiply power series, and we obtain coefficient recursions
(as, for instance, in Example 3) by equating the sum of the
coefficients of each occurring power of x to zero. These four
operations are permissible in the sense explained in what
follows.

Section 5.1 p14

 5.1 Power Series Method

Further Theory: Operations on Power Series (continued)

1. Termwise Differentiation.
A power series may be differentiated term by term.
More precisely: if
y( x ) a m ( x x 0 ) m
m0

converges for |x x0| < R where R > 0, then the series

obtained by differentiating term by term also converges for
those x and represents the derivative y of y for those x:

y( x) mam ( x x0 )m1 ( x x0 R).
m1

Section 5.1 p15

 5.1 Power Series Method

Further Theory: Operations on Power Series (continued)

2. Termwise Addition.
Two power series may be added term by term. More precisely:
if the series

(13) am ( x x0 )
m0
m
and m
b
m0
( x x 0
) m

have positive radii of convergence and their sums are f(x)

and g(x), then the series

m m
(
m0
a b )( x x 0
) m

converges and represents f (x) + g(x) for each x that lies in

the interior of the convergence interval common to each of
the two given series.

Section 5.1 p16

 5.1 Power Series Method

Further Theory: Operations on Power Series (continued)

3. Termwise Multiplication.
Two power series may be multiplied term by term. More
precisely: Suppose that the series (13) have positive radii of
convergence and let f(x) and g(x) be their sums. Then the
series obtained by multiplying each term of the first series
by each term of the second series and collecting like powers
of x x0, that is,
a0 b0 ( a0 b1 a1b0 )( x x0 ) ( a0 b2 a1b1 a2 b0 )( x x0 )2

( a0 bm a1bm1 amb0 )( x x0 )m
m0

converges and represents f(x)g(x) for each x in the interior of

the convergence interval of each of the two given series.
Section 5.1 p17
 5.1 Power Series Method

Further Theory: Operations on Power Series (continued)

4. Vanishing of All Coefficients
(Identity Theorem for Power Series.)
If a power series has a positive radius of convergent convergence
and a sum that is identically zero throughout its interval of
convergence, then each coefficient of the series must be zero.

Section 5.1 p18