MA2001N Differential Equations

Lecture Notes for Weeks 7 and 8

[7. Series solutions of 2nd order linear !o"o#eneous ode$s% 7. Series solutions of 2nd order, linear, homogeneous odes &' to no( (e !a)e *een a*le to o*tain t!e co"'lete for" of certain #eneral solutions #ettin# *ot! y1 and y 2 t!at is t!e t(o linearl+ inde'endent 'arts of (!at is called t!e funda"ental set of solutions. E,a"'les t!at !a)e *een studied are -i. t!e case of 2nd order ode$s (it! constant coefficients and -ii. t!e case of Euler$s equation. We !a)e also seen !o( t!e "et!od of /eduction of 0rder can *e used to find t!e 'articular inte#ral y P and also y 2 'ro)ided t!at one solution of t!e !o"o#eneous for" t!at is y1 is kno(n. 1!is of course raises t!e question2 (!at if t!e for" for y1 is not kno(n3 1!e "et!od de)elo'ed !ere in t!is section of t!e notes section 7 can !o(e)er *e a''lied to a #eneral 2nd order linear !o"o#eneous ode for (!ic! neit!er y1 nor y 2 is kno(n. 1!is "et!od t!e series solution "et!od can t!ere*+ 'ro)ide eit!er a co"'lete #eneral solution or )alua*le infor"ation a*out t!e for" for y1 . 7.1 Series solutions: the general idea 1!e *asic idea is to re'resent t!e solution of a #eneral 2nd order linear !o"o#eneous ode *+ a 'o(er series e,'ansion. 4onsider t!e #eneral for" of t!e equation to *e2
P- x . y + Q - x . y + R - x . y = 0

-56.

(!ere P - x . Q - x . and R - x . are continuous functions in t!e do"ain of

x.

7f x = x 0 is a 'oint a*out (!ic! a series e,'ansion is required t!en t!e central assu"'tion underl+in# t!e "et!od is t!at y t!e solution of -56. can *e (ritten as a series in 'o(ers of - x x0 . . 1!is is (ritten2
y = a 0 + a1 - x x 0 . + a 2 - x x 0 . 2 + + a n - x x 0 . n +

or in su""ation for"
y = a n - x x 0 .
n =0 n

-57. .

MA2001N2 Lecture Notes for Weeks 7 and 8 -continued.

7.1 Series solutions2 t!e #eneral idea -continued. 8or t!e reader$s con)enience equation -57. is re'roduced at t!e !ead of t!is 'a#e2
y = a 0 + a1 - x x 0 . + a 2 - x x 0 . 2 + + a n - x x 0 . n +

or in su""ation for"
y = a n - x x 0 . n .
n =0

-57.

7n -57. (!ic!e)er (a+ it is (ritten it is i"'ortant to realise t!at x 0 is a #i)en constant (!ereas t!e coefficients a 0 a1 a n and so on all need to *e found. 7t s!ould also *e 'ointed out t!at t!e )alue #i)en to t!e constant x 0 is often 9ero (!ic! si"'l+ #i)es 'o(ers of x . 1o find t!ese coefficients y fro" -57. is su*stituted into -56.. 1!e detail of t!e 'rocess (ill *eco"e clear s!ortl+ in section 7.:. 7.2 Expansion points ;efore continuin# !o(e)er it is necessar+ to distin#uis! *et(een2 -i. and -ii. a sin#ular 'oint of e,'ansion. 1o deter"ine (!et!er a 'articular e,'ansion 'oint x 0 is an ordinar+ 'oint or a sin#ular 'oint (e "ust su*stitute x0 into P - x . (!ere P - x . is t!e ter" "ulti'l+in# y in -56.. =a)in# "ade t!is su*stitution (e find t!at t!ere are t(o 'ossi*ilities and (e t!en conclude as follo(s2 -i. and -ii. if P - x 0 . 0 t!en x 0 is an ordinar+ 'oint< if P - x 0 . = 0 t!en x 0 is a sin#ular 'oint. an ordinar+ 'oint of e,'ansion<

=ere for *re)it+ (e (ill consider onl+ series solutions a*out an ordinar+ 'oint. Series solutions a*out certain (ell defined sin#ular 'oints can also *e useful and interestin# to stud+ *ut t!e "ain idea is adequatel+ co)ered *+ >ust stud+in# t!ose solutions (!ic! are occurrin# a*out an ordinar+ 'oint. 7.3 Series solutions about an ordinary point Series solutions de'end to a lar#e e,tent on detailed al#e*raic a''lication. 1!e 'rocess is *est illustrated *+ (orked e,a"'le. 1(o (orked e,a"'les are #i)en !ere2 Worked E,a"'le -a. and Worked E,a"'le -*.. 2

MA2001N2 Lecture Notes for Weeks 7 and 8 -continued.

Wor ed Example !a" 8ind t!e series solution a*out t!e 'oint x0 = 0 of t!e ode
y + y = 0 .

-58.

S!o( t!at t!is series solution is equi)alent to t!e linear co"*ination of t(o 1a+lor$s series e,'ansions one of sin x and t!e ot!er of cos x . ????????????????????????????????????????????????????????? Ste' 12 4!eck t!e e,'ansion 'oint Since P - x . =1 in -58. P - x . is in fact non@9ero (!ate)er t!e )alue of follo(s

x . 7t

t!erefore t!at x0 = 0 is an ordinar+ 'oint of -58.. -Note2 t!is is a tri)ial c!eck *ut t!e 'rinci'le t!at is t!e need to 'erfor" t!e c!eck is an i"'ortant one.. Ste' 22 8or" t!e series Su*stitutin# x0 = 0 into -57. no( #i)es
y = a0 + a1 x + a 2 x 2 + a: x : + a A x A + + a n x n + a n +1 x n +1 + a n +2 x n +2

or in su""ation for"
y = an x n .
n =0

-55.

Ste' :2 8or" t!e first and second deri)ati)es Differentiatin# -55. #i)es
y = a1 + 2 a 2 x + : a: x 2 + A a A x : + + n a n x n 1 + -n + 1. a n +1 x n + -n + 2. a n +2 x n +1

or in su""ation for"
y = n a n x n 1 .
n= 1

-100.

Differentiatin# a#ain #i)es fro" -100.

y = 1 2 a 2 + 2 : a : x + : A a A x 2 + + -n 1. n a n x n 2 + n -n + 1. a n +1 x n 1 + -n + 1. -n + 2. a n +2 x n

or in su""ation for"
y = -n 1. n a n x n 2 .
n =2

-101.

MA2001N2 Lecture Notes for Weeks 7 and 8 -continued.

Worked E,a"'le -a. -continued. Ste' A2 Su*stitute into t!e ori#inal equation 1!e t(o e,'ressions for y and y fro" -101. and -55. res'ecti)el+ no( need to *e su*stituted into t!e equation (e are tr+in# to sol)e (!ic! is -58.. 1o do t!is (it! t!e full+ e,'anded for"s is a len#t!+ 'rocess. Ne)ert!eless for co"'leteness t!is can and 'er!a's s!ould *e done to !el' (it! understandin# t!e a''roac!. So t!e full 'rocess is s!o(n on t!e !andout2 BNotes on su*stitutin# series e,'ansions$. 8ro" t!is !andout t!e su""ation for" of equation -58. is no( quoted as follo(s2

( a
n =0

+ - n +1. -n + 2. a n +2 ) x n = 0 .

-102.

7t (ould *e )er+ con)enient if so"e!o( equation -102. could *e #enerated directl+ (it!out t!e need to (rite out so "an+ ter"s. 8ortunatel+ t!is can *e done *+ usin# a tec!nique called2 s!iftin# t!e inde, of su""ation. 1!is uses t!e su""ation for"s for y and its deri)ati)es (!ic! !a)e *een #i)en as alternati)es after t!e e,'anded for"s in -101. and -55.. So in su""ar+ (e !a)e fro" -55.
y = an x n
n =0

and fro" -101.

y = -n 1. n a n x n 2 .
n =2

Su*stitutin# t!e a*o)e su""ation for"s -t!at is t!ose fro" -101. and -55.. into -58. #i)es

-n 1. n a
n =2

x n 2 + a n x n = 0 .
n =0

-10:. As t!e+ stand t!e t(o su""ations in -10:. cannot *e co"*ined. 1!is is *ecause t!e ter"s in x are raised to different 'o(ers. =o(e)er it is 'ossi*le to ad>ust t!e first ter" in -10:. arran#in# for t!e 'o(er of x to *e t!e sa"e t!at is de#ree x n in *ot! ter"s. We do t!is *+ s!iftin# t!e inde, of su""ation of t!e first ter" in -10:.. -continued o)erleaf. A

MA2001N2 Lecture Notes for Weeks 7 and 8 -continued.

Worked E,a"'le -a. -continued. 4onsider t!e first ter" in -10:. (!ic! is effecti)el+ t!e y ter"2
y = -n 1. n a n x n 2 .
n =2

-10A.

No( re'lace t!e inte#er n (!ere)er it occurs in -10A. *+ - n + 2. . Doin# t!is consistentl+ -10A. *eco"es
y =

- n +2 . =2

--n + 2. 1. -n + 2. a

- n +2 .

x - n +2 . 2

or after si"'lif+in#
y = - n +1. - n + 2. a n +2 x n .
n =0

-10C.

No( usin# e,'ression -10C. for y in equation -10:. in 'lace of t!e first ter" #i)es

-n +1. -n + 2. an +2 x n + a n x n = 0 .
n =0 n =0

-106.

Notice !o( t!e ter"s in -106. are no( ali#ned so t!at *ot! are of de#ree x n . Notice also !o( *ot! su""ations no( start at t!e sa"e lo(er li"it t!at is at t!e )alue n = 0 . Since t!is !as !a''ened t!at is *ot! t!e ali#n"ent of t!e de#ree of x and t!e ali#n"ent of t!e lo(er li"it t!e ter"s in -106. can *e co"*ined under one su""ation to #i)e

( a
n =0

+ - n +1. -n + 2. a n +2 ) x n = 0 .

-107.

1!is is e,actl+ t!e sa"e as -102.. 7n su""ar+ t!is tec!nique t!at is Bs!iftin# t!e inde, of su""ation$ !as ena*led us to (ork directl+ (it! su""ations (it!out !a)in# to #o t!rou#! t!e len#t!+ 'rocess of (ritin# out eac! e,'ansion in full. Ste' C2 0*tainin# t!e /ecurrence /elation 1!e ne,t ste' is to use t!e series e,'ansion for" of t!e equation (e are tr+in# to sol)e t!at is equation -107. to #enerate (!at is called a /ecurrence /elation. -continued o)erleaf. C

MA2001N2 Lecture Notes for Weeks 7 and 8 -continued.

Worked E,a"'le -a. -continued. 8or t!e reader$s con)enience equation -107. is re'roduced at t!e !ead of t!is 'a#e2

( a
n =0

+ - n +1. -n + 2. a n +2 ) x n = 0 .

-107.

8or equation -107. to *e )alid for all x eac! and e)er+ coefficient of x n "ust *e 9ero. So to e,'ress t!is as a recurrin# relations!i' for all )alues of n (e (rite
-n + 1. - n + 2. a n +2 + a n = 0

for n = 0 1

-108.

;ecause of its nature equation -108. is called a recurrence relation. 1!e recurrence relation -108. relatin# t!e coefficient a n +2 to coefficient a n can *e rearran#ed to "ake t!e coefficient a n +2 t!e su*>ect2
a n +2 = an -n +1. -n + 2.

for n = 0 1

-105.

7t is "ore con)enient to (rite -105. as follo(s2

an = a n 2 - n 1. n

for n = 2 :

-110.

7t is )er+ i"'ortant to understand !o( -110. arises fro" -105.. 7t arises *+ s+ste"aticall+ re'lacin# n (!ere)er it occurs in -105. *+ -n 2. . So -105. first *eco"es2
a - n 2 . +2 = a - n 2 . --n 2. +1. --n 2. + 2.

for - n 2. = 0 1

1!en after si"'lif+in# (e can see at once t!at -110. is o*tained. &sin# -110. to de)elo' a fe( ter"s no( #i)es t!e follo(in# sequence2
n=2 2
n =: 2
a a2 = 0 12 a a: = 1 2 : a aA = 2 : A a aC = : A C

n=A 2
n =C 2

sequence -111. -continued o)erleaf.

MA2001N2 Lecture Notes for Weeks 7 and 8 -continued.

Worked E,a"'le -a. -continued. Note t!at in sequence -111. all t!e Be)en$ ter"s are related to one anot!er< and also all t!e Bodd$ ter"s are related. So it is natural to s'lit t!e ter"s in sequence -111. into t(o 'arts as follo(s2 E)en ter"s2 n = 2 A
n=2 2
a a2 = 0 12 a aA = 2 : A a a6 = A C 6

n=A 2
n =6 2

n =2 k

a2 k =

a 2 k 2 - 2 k 1. 2 k

sequence

-112. Note t!at *+ 'uttin# n = 2 k into -110. it is 'ossi*le to #enerate t!e #eneral Be)en$ ter" in -112. directl+. 0dd ter"s2 n = : C
n =: 2
a1 2 : a aC = : A C a a7 = C 6 7 a: =

n =C 2
n =7

n = 2 k +1

a 2 k +1 =

a 2 k 1 2 k - 2 k +1.

sequence -11:.

Note t!at in t!is case as (ell *+ 'uttin# n = 2 k +1 into -110. it is 'ossi*le to #enerate t!e #eneral Bodd$ ter" in -11:. directl+. Sequences -112. and -11:. can no( *e de)elo'ed furt!er *+ su*stitutin# for eac! recurrin# coefficient in a "anner (!ic! (ill *eco"e clear *+ stud+in# t!e follo(in# sequence. -continued o)erleaf. 7

MA2001N2 Lecture Notes for Weeks 7 and 8 -continued.

Worked E,a"'le -a. -continued. 8or t!e e)en ter"s2 sequence -112. *eco"es
n=2 2
a a a2 = 0 = 0 12 2 1 aA = a6 =

a0 2D

n=A 2
n =6 2

a2 a 1 a0 = =+ 0 : A A : 2 D AD aA a 1 a0 = + = 0 C 6 6 C A D 6D

and in #eneral t!ese Be)en$ sequences can *e #enerated *+

n =2 k

a2 k

-1. k a 0 = -2 k . D

-11A.

8or t!e odd ter"s2 sequence -11:. *eco"es

n =: 2
a: = aC = a7 =

a1 a = 1 2 : : 2

a1 :D

n =C 2
n =7 2

a: a 1 a1 = =+ 1 A C C A :D CD aC a1 1 a1 + = = 7D 6 7 7 6 C D

and in #eneral t!ese Bodd$ sequences can *e #enerated *+

n = 2 k +1

2 a 2 k +1 =

- 1. k a1 - 2 k +1. D

-11C.

We no( !a)e e,'ressions for eac! and e)er+ coefficient a 2 k and a 2 k + 1 in -11A. and in -11C. in ter"s of a 0 and a1 res'ecti)el+. Ste' 62 0*tainin# t!e Solution 1!e solution is no( #i)en *+ recastin# equation -55.. 8irst to quote -55. (e !a)e
y = an x n
n =0

. -continued o)erleaf. 8

MA2001N2 Lecture Notes for Weeks 7 and 8 -continued.

Worked E,a"'le -a. -continued. So t!at -11A. and -11C. can *e used (e s'lit t!e solution into t(o sequences one in)ol)in# t!e e)en ter"s and t!e ot!er t!e odd ter"s. 1!is #i)es
y = a 2 k x 2 k + a 2 k +1 x 2 k +1 .
k =0 k =0

-116.

7n -116. t!e first su""ation #enerates all t!e e)en ter"s2

a0 + a 2 x 2 +

and so on

(!ereas t!e second su""ation #enerates all t!e odd ter"s2

a1 x + a : x : +

and so on.

4o"*inin# -11A. -11C. and -116. no( #i)es t!e #eneral solution in series e,'ansion for" as follo(s2
y = a0

-2 k . D
k =0

- 1. k

x 2 k + a1
k =0

- 1. k x 2 k +1 . - 2 k +1. D

-117. Note t!at -117. #i)es t(o e,'ansions identical to t(o 1a+lor$s series e,'ansions one for cos x and t!e ot!er for sin x . 7n ot!er (ords t!e solution in -117. is equi)alent to2
y = a 0 cos x + a1 sin x .

1!is is 'recisel+ (!at (e s!ould e,'ect *ecause (e kno( )ia t!e au,iliar+ equation e,actl+ (!at t!e solution s!ould *e. /e"ark to conclude Worked E,a"'le -a. 7n Worked E,a"'le -a. (e !a)e sol)ed a standard 'ro*le" *+ t!e series solution "et!od. 7t !as #i)en us t!e e,'ected ans(er t!us #i)in# us confidence in t!e a''roac!. 1!e "et!od is entirel+ #eneral !o(e)er and so ot!er 'ro*le"s can *e tackled for (!ic! t!ere is no strai#!tfor(ard anal+tical solution. Worked E,a"'le -*. #i)en se'aratel+ on a !andout is an e,a"'le of t!is "ore #eneral a''lication. 1!is (orked e,a"'le s!ould no( *e studied. ????????????????????????????????????????????????????????????????? No( tr+ E,a"'le S!eet 7. 5