Solving ODE using Series

Hadiyanto
 Power series method

 Method for solving linear differential equations with

variable co-efficient.

y ''  p( x) y '  q( x) y  f ( x)

p(x) and q(x) are variable co-effecients.

 Power series method (Cont’d)

 Solution is expressed in the form of a power series.

Let y   am x m  a0  a1 x  a2 x 2  a3 x 3  ..........
m 0


so, y '   mam x m 1  a1  2a2 x  3a3 x 2  ..........
m 1


y ''   m(m  1)am x m  2  2a2  3.2a3 x  4.3a4 x 2 ..........
m2
 Power series method (Cont’d)
' ''
 Substitute y, y , y

 Collect like powers of x

 Equate the sum of the co-efficients of each occurring power

of x to zero.

 Hence the unknown co-efficients can be determined.

ex-2
 Examples

Example 1: Solve y y0

'

Example 2: Solve y  2 xy
'

Example 3: Solve y  y0

''
 Power series method (Cont’d)

• The general representation of the power series

solution is,

y   am ( x  x0 ) m  a0  a1 ( x  x0 )  a2 ( x  x0 ) 2  ......
m 0
 Theory of power series method

 Basic concepts
A power series is an infinite series of the form

(1) a
m 0
m ( x  x0 ) m  a0  a1 ( x  x0 )  a2 ( x  x0 ) 2  ......

x is the variable, the center x0, and the coefficients a0,a1,a2 are
real.
Theory of power series method (Cont’d)

(2) The nth partial sum of (1) is given as,

sn ( x)  a0  a1 ( x  x0 )  a2 ( x  x0 ) 2  ......  an ( x  x0 ) n
where n=0,1,2..

(3) The remainder of (1) is given as,

n 1 n2
Rn ( x)  an 1 ( x  x0 )  an  2 ( x  x0 )  ......
 Convergence Interval. Radius of
convergence


• Theorem: Let y   am ( x  x0 ) m  a0  a1 ( x  x0 )  a2 ( x  x0 ) 2  ......

m 0
be a power series ,then there exists some number ∞≤R≤0 ,called its radius of
convergence such that the series is convergent for

( x  x0 )  R and divergent for ( x  x0 )  R

• The values of x for which the series converges, form an interval, called the
convergence interval
 Convergence Interval. Radius of
convergence
What is R?
The number R is called the radius of convergence. It can be obtained as,

R 1 or R 1
am1 lim m am
lim m 
m  a
m
 Examples (Calculation of R)
n
nx
Example 1:
 2 n1
Answer

(n  1)term (n  1) x n 1 2 n 1 (n  1) x
  
(n)term 2n2 ( n) x n
2.n

As n→∞, (n  1) x x

2.n 2
 Examples (Calculation of R) Cont’d

Hence R2
• The given series converges for

( x  0)  2

• The given series diverges for

( x  0)  2
 Examples

• Example 2:
Find the radius of convergence of the following series,

 n
x

n 0 n.2
n
 Examples

• Example 3:
Find the radius of convergence of the following series,


xn

n 0 n.(n  1).( n  2).( n  3)...1
Operations of Power series: Theorems
(1) Equality of power series

 
If
 n
a ( x  x a ) n
 n
b ( x  x a ) n
, with
R0
n 0 n 0

then
an  bn ,for all n

Corollary


If
 a ( x  x )  0,
n 0
n a
all an=0, for all n ,R>0
 Theorems (Cont’d)
(2) Termwise Differentiation


If y   an x n is convergent, then
n 0
derivatives involving y(x) such as ' ''
y ( x), y ( x), etc
are also convergent.

(3) Termwise Addition

 
If
 an x
n 0
n and
 n
b
n 0
x n are convergent

in the same domain x, then the sum also converges in that domain.
 Existence of Power Series Solutions.
Real Analytic Functions

• The power series solution will exist and be unique

provided that the variable co-efficients p(x), q(x), and
f(x) are analytic in the domain of interest.

What is a real analytic function ?

A real 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 radius of convergence R>0.
 Example

• Let’s try this

y ( x)  xy ( x)  y( x)  0
'' '
 BESSEL’S EQUATION.
BESSEL FUNCTIONS Jν(x)
 Application

• Heat conduction
• Fluid flow
• Vibrations
• Electric fields
 Bessel’s equation

• Bessel’s differential equation is written as

x 2 y ''  xy'  ( x 2  n 2 ) y  0
or in standard form,

2
1 n
y ''  y '  (1  2 ) y  0
x x
 Bessel’s equation (Cont’d)

• n is a non-negative real number.

• x=0 is a regular singular point.
• The Bessel’s equation is of the type,
p( x) ' q( x) f ( x)
y 
''
y  y
r ( x) r ( x) r ( x)
and is solved by the Frobenius method
Non-Analytic co-efficients –Methods of
Frobenius
• If x is not analytic, it is a singular point.
r ( x) y ''  p( x) y '  q( x) y  f ( x)

p( x) ' q( x) f ( x)
→ y 
''
y  y
r ( x) r ( x) r ( x)

The points where r(x)=0 are called as singular points.

Non-Analytic co-efficients –Methods of
Frobenius (Cont’d)
• The solution for such an ODE is given as,

y  x r  am x m
m 0

Substituting in the ODE for values of y(x),

y ' ( x), y '' ( x) , equating the co-efficient of xm and obtaining the roots gives the
indical solution
Non-Analytic co-efficients –Methods of
Frobenius (Cont’d)
We solve the Bessel’s equation by Frobenius
method.
Substituting a series of the form,

y   am x m  r
m 0

Indical solution

r1  n(n  0) r2  n
 General solution of Bessel’s equation

• Bessel’s function of the first kind of order n

is given as,

(1) m x 2 m
J n ( x)  x  2 m  n
n

m 0 2 m!(n  m)!
Substituting –n in place of n, we get


( 1) m 2m
x
J  n ( x)  x  2 m  n
n

m 0 2 m!(n  m  1)!
 Example

• Compute

J 0 ( x)

• Compute

J1 ( x )
 General solution of Bessel’s equation

• If n is not an integer, a general solution of Bessel’s

equation for all x≠0 is given as

y ( x)  c1.J n ( x)  c2 .J n ( x)
 Properties of Bessel’s Function

J0(0) = 1
Jn(x) = 0 (n>0)
J-n(x) = (-1)n Jn(x)


d n
dx

x J n ( x)   x  n J n 1 ( x)

d n
dx
 
x J n ( x)   x n J n 1 ( x)
Properties of Bessel’s Function
(Cont’d)
d
J n ( x)  J n1 ( x)  J n1 ( x)
1
dx 2

x.J n1 ( x)  2.n.J n ( x)  x.J n1 ( x)

 J ( x))dx  x n J n ( x)  C
n
( x
n 1

 J
n
( x ( x))dx   x  n J n ( x)  C
n 1
 Properties of Bessel’s Function
(Cont’d)
J n1 ( x)  J n1 ( x)  2.J n' ( x)
J n1 ( x)  J n1 ( x)  J n ( x)
2.n
x
2
J 1 ( x)  sin x
2 x
2
J  1 ( x)  cos x
2 x
 Examples

• Example : Using the properties of Bessel’s functions

compute,

1. J 3 ( x)

 J ( x))dx
2. 2
( x
2

3. J 3 ( x)
2