MATH2351 Introduction to Ordinary Dierential Equations, Fall 2011-12

Hints to Week 10 Wksht: Series solutions

For problems 1 and 2, solve the following dierential equation by means of a power series about x = 0. Find
the recurrence relation; also nd the rst four terms in each of two linearly independent solutions.
1. (Demonstration) (5.2, page 259, problem 2) y

xy

y = 0
Hints: For this equation, each point is an ordinary point. We assume that
y =

n=0
a
n
x
n
Substituting the series of y

and y

n=1
na
n
x
n1
, y

n=2
n(n 1)a
n
x
n2
into the DE and rearranging yields

n=2
n(n 1)a
n
x
n2

n=1
na
n
x
n

n=0
a
n
x
n
= 0
or

n=0
(n + 2)(n + 1)a
n+2
x
n

n=1
na
n
x
n

n=0
a
n
x
n
= 0
Then we can get two recurrence relations:
2a
2
a
0
= 0 a
2
=
a
0
2
, for n = 0
(n + 2)(n + 1)a
n+2
(n + 1)a
n
= 0 a
n+2
=
a
n
n + 2
, for n 1
So we have the general recurrence relation:
a
n+2
=
a
n
n + 2
for n 0
Since a
n+2
is given in terms of a
n
, the as are determined in steps of two. There exist two sequences
depending on the non-zero, but otherwise arbitray, values of a
0
and a
1
separately.
For the sequence a
0
, a
2
, a
4
, . . . in the recurrence relation:
a
2
=
a
0
2
, a
4
=
a
2
4
=
a
0
2 4
=
a
0
8
, a
6
=
a
4
6
=
a
0
2 4 6
=
a
0
48
For the sequence a
1
, a
3
, a
5
, . . . in the recurrence relation:
a
3
=
a
1
3
, a
5
=
a
3
5
=
a
1
3 5
=
a
1
15
, a
7
=
a
5
7
=
a
1
3 5 7
=
a
1
105
So the solution is:
y =a
0

1 +
1
2
x
2
+
1
8
x
4
+
1
48
x
6
+

+a
1

x +
1
3
x
3
+
1
15
x
5
+
1
105
x
7
+

2. (Class work) (5.2, page 259, problem 4) y

+k
2
x
2
y = 0; k a constant.
Hints: For this equation, each point is an ordinary point. We assume that
y =

n=0
a
n
x
n
Substituting the series of y

and y

into the DE and rearranging yields

n=2
n(n 1)a
n
x
n2
+

n=0
k
2
a
n2
x
n+2
= 0
or

n=0
(n + 2)(n + 1)a
n+2
x
n
+

n=2
k
2
a
n
x
n
= 0
Then we can get three recurrence relations:
2a
2
= 0 a
2
= 0, for n = 0
6a
3
= 0 a
3
= 0, for n = 1
(n + 2)(n + 1)a
n+2
+k
2
a
n2
= 0 a
n+2
=
k
2
a
n2
(n + 2)(n + 1)
, for n 2
So we have the general recurrence relation:
a
n+4
=
k
2
a
n
(n + 4)(n + 3)
for n 0
Since a
n+4
is given in terms of a
n
, the as are determined in steps of four. There exist two sequences
depending on the non zero, but otherwise arbitrary, values of a
0
and a
1
separately. The other two
sequences whose values are all zeros.
For the sequence a
0
, a
4
, a
8
, . . . in the recurrence relation:
a
4
=
k
2
a
0
4 3
, a
8
=
k
2
a
4
8 7
=
(k
2
)
2
a
0
8 7 4 3
, a
12
=
k
2
a
8
12 11
=
(k
2
)
3
a
0
12 11 8 7 4 3
For the sequence a
1
, a
5
, a
9
, . . . in the recurrence relation:
a
5
=
k
2
a
1
5 4
, a
9
=
k
2
a
5
9 8
=
(k
2
)
2
a
1
9 8 5 4
, a
13
=
k
2
a
9
13 12
=
(k
2
)
3
a
1
13 12 9 8 5 4
For the sequence a
2
, a
6
, a
10
, . . . and a
3
, a
7
, a
11
, . . . in the recurrence relation:
a
2
= a
3
= a
6
= a
7
= a
10
= a
11
= 0
So the solution is:
y =a
0

1 +
k
2
4 3
x
4
+
(k
2
)
2
8 7 4 3
x
8
+
(k
2
)
3
12 11 8 7 4 3
x
12
+

+a
1

x +
k
2
5 4
x
5
+
(k
2
)
2
9 8 5 4
x
9
+
(k
2
)
3
13 12 9 8 5 4
x
13
+

3. (5.2, page 260, problem 21) The equation

y

2xy

+y = 0, < x < ,
where is a constant, is known as the Hermite equation.
(a) Find the rst four terms in each of two linearly independent solutions about x = 0.
(b) Observe that if is a nonnegative even integer, then one or the other of the series solutions
terminates and becomes a polynomial . Find the polynomial solutions for = 0, 2, 4, 6. Note that
each polynomial is determined only up to a multiplicative constant.
(c) The Hermite polynomial H
n
(x) is denes as the polynomial solution of the Hermite equation with
= 2n for which the coecient of x
n
is 2
n
. Find H
0
(x), H
1
(x), H
2
(x), H
3
(x).
Hints: For this equation, each point is an ordinary point. We assume that
y =

n=0
a
n
x
n
Substituting the series of y

and y

into the DE and rearranging yields

n=2
n(n 1)a
n
x
n2

n=1
2na
n
x
n
+

n=0
a
n
x
n
= 0
or

n=0
(n + 2)(n + 1)a
n+2
x
n

n=1
2na
n
x
n
+

n=0
a
n
x
n
= 0
Then we can get two recurrence relations:
2a
2
+a
0
= 0 a
2
=
a
0
2
, for n = 0
(n + 2)(n + 1)a
n+2
2na
n
+a
n
= 0 a
n+2
=
(2n )a
n
(n + 2)(n + 1)
, for n 1
So we have the general recurrence relation:
a
n+2
=
(2n )a
n
(n + 2)(n + 1)
for n 0
Since a
n+2
is given in terms of a
n
, the as are determined in steps of four. There exist two sequences
depending on the non zero, but otherwise arbitrary, values of a
0
and a
1
separately.
For the sequence a
0
, a
2
, a
4
, . . . in the recurrence relation:
a
2
=
a
0
2
, a
4
=
(4 )a
2
4 3
=
(4 )a
0
4!
, a
6
=
(8 )a
4
6 5
=
(4 )(8 )a
0
6!
For the sequence a
1
, a
3
, a
5
, . . . in the recurrence relation:
a
3
=
(2 )a
1
3!
, a
5
=
(6 )a
3
5 4
=
(2 )(6 )a
1
5!
, a
7
=
(10 )a
5
7 6
=
(2 )(6 )(10 )a
1
7!
(a) So the solution is:
y =a
0

1 +

2
x
2
+
(4 )
4!
x
4
+
(4 )(8 )
6!
x
6
+

+a
1

x +
2
3!
x
3
+
(2 )(6 )
5!
x
5
+
(2 )(6 )(10 )
7!
x
7
+

(b) If = 0, 4 or a double of an even integer, then the series solutions y

1
(x) associates with a
0
becomes
a polynomial. From the expression of the series solutions associates with a
0
, the rst two polynomial
solutions are y
1
(x) = a
0
for = 0 and y
1
(x) = a
0
(1 2x
2
) for = 4.
If = 2, 6 or double of an odd integer, the series solutions y
2
(x) associates with a
1
becomes a polynomial.
From the expression of series solutions associates with a
1
, the rst two polynomial solutions are y
2
(x) =
a
1
x for = 2 and y
1
(x) = a
1
(x
2
3
x
3
) for = 6.
(c) The coecient of x
n
is 2
n
for Hermite polynomial H
n
(x). So we can get the values of a
0
or a
1
for
each respectively.
H
0
(x) = 1, H
1
(x) = 2x
H
2
(x) = 2(1 2x
2
), H
3
(x) = 12(x
2
3
x
3
)
4. (5.3, page 265, problem 10) The Chebyshev dierential equation is
(1 x
2
)y

xy

+
2
y = 0, a constant.
(a) Determine two linearly independent solution in powers of x for |x| < 1.
(b) Show that if is a nonnegative integer n, then there is a polynomial solution of degree n.
(c) Find a polynomial solution for each of the cases = n = 0, 1, 2, 3.
Hints: For this equation, the points in domain |x| < 1 are an ordinary point. We assume that
y =

n=0
a
n
x
n
Substituting the series of y

and y

into the DE and rearranging yields

(1 x
2
)

n=2
n(n 1)a
n
x
n2

n=1
na
n
x
n
+

n=0

2
a
n
x
n
= 0
or

n=0
(n + 2)(n + 1)a
n+2
x
n

n=2
n(n 1)a
n
x
n

n=1
na
n
x
n
+

n=0

2
a
n
x
n
= 0
Then we can get three recurrence relations:
2a
2
+
2
a
0
= 0 a
2
=

2
a
0
2
, for n = 0
6a
3
a
1
+
2
a
1
= 0 a
3
=
(1
2
)a
1
6
, for n = 1
(n + 2)(n + 1)a
n+2
(n(n 1) +n
2
)a
n
= 0 a
n+2
=
(n
2

2
)a
n
(n + 2)(n + 1)
, for n 2
So we have the general recurrence relation:
a
n+2
= a
n+2
=
(n
2

2
)a
n
(n + 2)(n + 1)
for n 0
Since a
n+2
is given in terms of a
n
, the as are determined in steps of four. There exist two sequences
which depending on th non zero, but otherwise arbitrary, values of a
0
and a
1
separately.
For the sequence a
0
, a
2
, a
4
, . . . in the recurrence relation:
a
2
=

2
a
0
2
, a
4
=
(4
2
)a
2
4 3
=

2
(2
2

2
)a
0
4!
, a
6
=
(16
2
)a
4
6 5
=

2
(2
2

2
)(4
2

2
)a
0
6!
,
so the general expression of even sequence is a
2n
=
n

i=1
((2i 2)
2

2
))
(2n)!
a
0
for n 1.
For the sequence a
1
, a
3
, a
5
, . . . in the recurrence relation:
a
3
=
(1
2
)a
1
3!
, a
5
=
(3
2

2
)a
3
5 4
=
(1
2
)(3
2

2
)a
1
5!
, a
7
=
(5
2

2
)a
5
7 6
=
(1
2
)(3
2

2
)(5
2

2
)a
1
7!
,
so the general expression of odd sequence is a
2n+1
=
n

i=1
((2i 1)
2

2
))
(2n + 1)!
a
1
for n 1.
(a) So the general solution is:
y =a
0

1 +

n=1
n

i=1
((2i 2)
2

2
))
(2n)!
x
2n

+a
1

x +

n=1
n

i=1
((2i 1)
2

2
))
(2n + 1)!
x
2n+1

(b) If is an nonnegative even integer 2n, then there always exist ai = n+1 to make ((2i2)
2

2
) = 0,
so that the a
0
series solutions y
1
(x) becomes a polynomial with all a
2n+2
= 0, a
2n+4
= 0, , which
means the degress is 2n.
Similarly, if is an nonnegative odd integer 2n + 1, then there always exist a i = n + 1 to make
((2i 1)
2

2
) = 0, so that the a
1
series solutions y
2
(x) becomes a polynomial with all a
2n+3
= 0,
a
2n+5
= 0, , which means the degress is 2n + 1.
(c) It is easy to write the polynomial solutions
P
0
(x) = a
0
for = 0, P
2
(x) = a
0
(1 2x
2
) for = 2
P
1
(x) = a
1
x for = 1, P
3
(x) = a
1
(x
4
3
x
3
) for = 3