6.

1 Power Series Solution About Ordinary Point Definition: (Power Series)

1) A power series in x or centered at 0 is given by:
n 2 n cn x = c0 + c1x + c2 x + ... + cn x + ...

n =0

2) A power series in x - a or centered at a is given by:

n 2 n cn ( x a ) = c0 + c1( x a ) + c2 ( x a ) + ... + cn ( x a ) + ...

n =0

where c1 , c2 , .., cn are constants and x is a variable

Polynomial Coefficients
Consider a homogeneous linear second order differential equation with polynomial coefficients:

a2 ( x) y + a1 ( x) y + a0 ( x) y = 0
Then x = x0 is called : an ordinary point if a2(x0) 0 a singular point if a2(x0) = 0

Theorem: Existence of Power Series Solutions

If x = x0 is an ordinary point of the DE :

y + p( x ) y + q( x ) y = 0
we can always find two linearly independent solutions in the form of:

y = cn ( x x0 ) n
n =0

For simplicity, we choose the ordinary point to be x = 0 , so that the two linearly independent solutions are in the form of a power series centered at 0 on which:

y=

n=0

cn x n

Example 1:
Find two linearly independent power series solutions about x = 0 for the given differential equation:

y 2 xy = 0
(Write down only the first three non-zero terms for each solution)

Example 1 method of solution using power series:

Let the two solutions of the given DE in the form of:

y= y = y =

n =0

cn x n ncn x n 1
n=2

n =1

n( n 1)cn x n 2

Then substitute y, y and y into the given DE: y 2 xy = 0

Example 1 - solution:

y 2 xy = 0
n=2

n( n 1)cn x n( n 1)cn x

n2

2x ncn x n 1 = 0
n =1

n2

n=2

2 ncn x n = 0
n =1

To substract or add the two series, both series must start with the same index and the power of x also are the same.

Example 1 - solution:
To make the power of x for both power series are the same.

n=2

n( n 1)cn x

n2

2 ncn x n = 0
n =1

Let k = n 2, n = k + 2

Let k = n n = k
k

k =0

( k + 2)( k + 1)ck + 2 x

2 kck x k = 0
k =1

next, both power series must start with the same index (k =1)

Example 1 - solution:
( k + 2)( k + 1)ck + 2 x
Take out the first term from this power series (k = 0)
k

k =0

2 kck x k = 0
k =1

2c2 + ( k + 2)( k + 1)ck + 2 x 2 kck x k = 0

k =1 k =1

Both power series start with the same index

Example 1 - solution:
n=2

n( n 1)cn x

n2

2 ncn x n = 0
n =1

Let k = n 2, n = k + 2
k =0

Let k = n n = k
k

( k + 2)( k + 1)ck + 2 x

2 kck x k = 0
k =1

2c2 + ( k + 2)( k + 1)ck + 2 x 2 kck x k = 0

k =1 k =1

Combine the two power series:

2c2 + [( k + 2)( k + 1)ck + 2 2kck ]x k = 0

k =1

Example 1 - solution:

2c2 + [( k + 2)( k + 1)ck + 2 2kck ]x k = 0

k =1
By comparing the coefficients on both sides:

2c2 = 0 c2 = 0 ( k + 2)( k + 1)ck + 2 2kck = 0 ( k + 2)( k + 1)ck + 2 = 2kck ck + 2 = 2kck , k = 1, 2, 3, ... ( k + 2)( k + 1)

Recurrence formula

Example 1 - solution:
2c2 = 0 c2 = 0 ( k + 2)( k + 1)ck + 2 2kck = 0 ( k + 2)( k + 1)ck + 2 = 2kck ck + 2 =
By iteration:
c1 2c1 k = 1 : c3 = = (1 + 2)(1 + 1) 3 k = 2 : c4 = k = 3 : c5 = 4c2 c = 2 = 0 = c6 = c8 = ..... ( 2 + 2)( 2 + 1) 3 6c3 3c c = 3= 1 (3 + 2)(3 + 1) 10 30

2kck , k = 1, 2, 3, ... ( k + 2)( k + 1)

Example 1 - solution:
The power series solutions of the DE:

y = cn x n
n=0

y = c0 + c1x + c2 x 2 + c3 x3 + c4 x 4 + c5 x5 + c1 3 c1 5 y = c0 + c1x + x + x + 3 30 1 3 1 5 y = c0 + c1[ x + x + x + ] 3 30

y2

Example 1 - solution:
The power series solutions of the DE:

y = cn x n
n=0

y = c0 + c1x + c2 x 2 + c3 x3 + c4 x 4 + c5 x5 + c1 3 c1 5 y = c0 + c1x + x + x + 3 30 1 3 1 5 y = c0 + c1[ x + x + x + ] 3 30

The two linearly independent power series solutions about x = 0 for the given DE are:

1 1 5 y1( x ) = 1 , y2 ( x ) = x + x3 + x + 3 30

Example 2:
Find two linearly independent power series solutions about x = 0 for the given differential equation:

y y + xy = 0
(Write down only the first three non-zero terms for each solution)

Example 2 - solution:
Let:

y=

n =0

cn x

, y =

n =1

ncn x

n 1

, y =

n=2

n( n 1)cn x n 2

Substitute into the given DE:

y y + xy = 0

Example 2 - solution:
Let:

y=

n =0

cn x

, y =

n =1

ncn x

n 1

, y =

n=2

n( n 1)cn x n 2

Substitute into the given DE:

y y + xy = 0
n=2

n( n 1)cn x

n2

n =1

ncn x

n 1

+ x cn x n = 0
n =0

Example 2 - solution:
Let:

y=

n =0

cn x

, y =

n =1

ncn x

n 1

, y =

n=2

n( n 1)cn x n 2

Substitute into the given DE:

y y + xy = 0
n=2

n( n 1)cn x n( n 1)cn x

n2

n =1 n2

ncn x ncn x

n 1

+ x cn x n = 0
n=0

n 1

n=2

n =1

+ cn x n +1 = 0
n =0

To substract or add the two series, both series must start with the same index and the power of x also are the same.

Example 2 - solution:
n=2

n(n 1)cn x

n 2

n =1

ncn x

n 1

+ cn xn +1 = 0
n =0

Let k = n 2, n=k+2

Let k = n 1 n = k +1
k

Let k = n + 1 n=k1
k

k =0

(k + 2)(k + 1)ck + 2 x

k =0

(k + 1)ck +1x

+ ck 1xk = 0
k =1

Example 2 - solution:
n =2

n(n 1)cn x

n 2

n=1

ncn x

n1

+ cn xn+1 = 0
n=0

Let k = n 2, n=k+2
k

Let k = n 1 n = k +1
k

Let k = n + 1 n=k1

k =0

k (k + 2)(k +1)ck +2 x (k +1)ck +1x + ck 1x = 0 k =0 k =1

k=0

k=0

2c2 + (k + 2)(k +1)ck +2 x c1 (k +1)ck +1x + ck 1xk = 0

k =1 k =1 k =1

All power series must start with the same index (k = 1):

Example 2 - solution:
n =2

n(n 1)cn x

n 2

n=1

ncn x

n1

+ cn xn+1 = 0
n=0

Let k = n 2, n=k+2
k

Let k = n 1 n = k +1
k

Let k = n + 1 n=k1

k =0

k (k + 2)(k +1)ck +2 x (k +1)ck +1x + ck 1x = 0 k =0 k =1 k k

2c2 + (k + 2)(k +1)ck +2 x c1 (k +1)ck +1x + ck 1xk = 0

k =1 k =1 k =1

Combine all the power series:

2c2 c1 + [(k + 2)(k +1)ck +2 (k +1)ck +1 + kck 1]xk = 0

k =1

Example 2 - solution:
By comparing the coefficients on both sides:

c1 2 c 2 c1 = 0 c 2 = 2 ( k + 2 )( k + 1) c k + 2 ( k + 1) c k +1 + kc k 1 = 0 ( k + 2 )( k + 1) c k + 2 = ( k + 1) c k +1 kc k 1 ck + 2 = ( k + 1) c k +1 kc k 1 , k = 1, 2 , 3, ( k + 2 )( k + 1)

Example 2 - solution:
By comparing the coefficients on both sides:

c1 2 c 2 c1 = 0 c 2 = 2 ( k + 2 )( k + 1) c k + 2 ( k + 1) c k +1 + kc k 1 = 0 ( k + 2 )( k + 1) c k + 2 = ( k + 1) c k +1 kc k 1 ( k + 1) c k +1 kc k 1 ck + 2 = , k = 1, 2 , 3, ( k + 2 )( k + 1) by iteration: iteration: By 2 c 2 c0 c1 c0 c1 c0 = k = 1 : c3 = = 6 6 6 6 3c 2 c1 1 c1 c0 c c c k = 2 : c4 = 3 = ( ) 1 = 1 0 12 4 6 6 6 8 24

Example 2 - solution:
The power series solutions of the DE:

y = cn x n
n=0

y = c0 + c1x + c2 x 2 + c3 x3 + c4 x 4 + c c c c c y = c0 + c1x + 1 x 2 + ( 1 0 ) x3 + ( 1 0 ) x 4 + 2 6 6 8 24 1 4 1 1 1 y = c0 1 x3 x + + c1 x + x 2 + x3 + 24 2 6 6

y1

y2

Example 2 - solution:
The power series solutions of the DE:

y = cn x n
n=0

y = c0 + c1x + c2 x 2 + c3 x3 + c4 x 4 + c c c c c y = c0 + c1x + 1 x 2 + ( 1 0 ) x3 + ( 1 0 ) x 4 + 2 6 6 8 24 1 4 1 1 1 y = c0 1 x3 x + + c1 x + x 2 + x3 + 24 2 6 6
The two linearly independent power series solutions about x = 0:

1 3 1 4 y1( x ) = 1 x x + , 6 24 1 1 y2 ( x ) = x + x 2 + x 3 + 2 6