------------------------2-----------------------SERIES SOLUTION OF DIFFERENTIAL EQUATIONS

2.1 Power Series Method

The power series method is the standard basic method for solving linear differential
equations with variable coefficients.
Power Series
Power series is an infinite series of the form

a (x x )
n

a0 a1 ( x x0 ) a2 ( x x0 ) 2

(1)

n 0

The constants a0, a1, . . . , an are called the coefficients of the series, the constant x0 is called the
center of the series and x is a variable.
If in particular x0 = 0, we obtain a power series of x

a x
n

a0 a1 x a2 x 2

n0

Basic Concepts
Convergence Interval. Radius of Convergence
1. The series of eq. 1 always converges at x = x0.
2. If there are farther values of x for which the series converges, these values form an
interval, called the convergence interval. If this interval is finite, it is of th form
/ x-x0 / < R
R is called the radius of convergence and can be obtained from
1

a. R
lim

un 1
un

b. R

1
lim

un

Maclaurin Series
y ( x) y (0) y ' (0) x y" (0)

y ( x) y (0)

(n)

(0)

n 1

x2
xn
y ( n ) (0)

2!
n!

xn
n!

Familiar Maclaurin Series

xn 1 x x2
1 x n0

xn

n! 1 x

ex

n0

x 2 x3

2! 3!

(1) n x 2 n
x2 x4
1

(2n)!
2!
4!
n 0

cos x

sin x

(1) n x 2 n 1
x3 x5
x

(2n 1)!
3!
5!
n0

Differentiation of Power Series

a x
n 0

y'

na x

n 1

n 1

y"

n(n 1)a x

n2

n2

Vanishing of Coefficients
If a power series has a positive radius of convergence and a sum that is identically zero
throughout its interval of convergence, then each coefficient of the series must be zero.
Shifting Summation Indices

n( n 1 )an x

n 0

2nan x
n 1

n 1

n( n 1 )an x

n 0

2( n 1 )an1 x n
n 0

2.2 Linear Equation and Power Series Solution

Consider a second order homogeneous linear differential equation
b0(x)y + b1(x)y + b2(x)y = 0

(1)

Dividing by b0(x) gives

y + p(x)y + q(x)y = 0

(2)

If b0(x) does not vanish at x = 0, and p(x) and q(x) are polynomial coefficients that have power
series representations, then eq. 2 has power series solutions in the form

y ( x)

a x

a0 a1 x a2 x 2

n 0

(3)
By the Maclaurin series

y( x) y(0)

y ( n) (0)

n 1

xn
n!

(4)

the series will converge to y(x) throughout some interval about x = 0 and led to a solution in
power series form.
Ordinary and Singular Points
For a linear differential equation of order n
b0(x)y(n) + b1(x)y(n-1) + . . . + bn-1(x)y + bn(x)y = R(x)
1. The point x = x0 for which b0(x0)

0 is called an ordinary point of eq. 5.

2. The point x = x1 for which b0(x1) = 0 is called a singular point of eq. 5.

Solutions near an ordinary point
Ex. Solve the equation y + 9y = 0 near an ordinary point x = 0.
Solution:

(5)

The equation has a power series solution in the form

a x

n 0

Substitute y and its derivatives in the given equation, and obtain

n( n 1 )an x

n2

n 0

9 an x n 0
n 0

Shift index of the second term to two ,

n(n 1)a x

n 2

n 0

9a n 2 x n 2 0
n 2

when n = 0, 0 a 0 0 , a0 is arbitrary
when n = 1, 0 a1 0 , a1 is arbitrary
Since the coefficient in the series must be zero,
n(n-1)an + 9an-2 = 0 for n 2
9an 2
an
n(n 1)

for n 2
9a0
2 1
9 a2
a4
43
9 a4
a6
65

a2

a2 k

9 a2 k 2
2k (2k 1)

9a1
3 2
9a3
a5
54
9a5
a7
76

a3

a 2 k 1

9a2 k 1
(2k 1)(2k )

Express an in terms of a0 and a1 which are left arbitrary by multiplying the corresponding
members of the equation of the first column. Thus,

a2 k

(1) k (9) k a0
(2k )!

(6)

a2 k 1

(1) k (9) k a1

(2k 1)!

(7)

similarly,

since

n 0

k 1

k 1

y an x n a0 a1 x a2 k x 2 k a2 k 1 x 2 k 1

(8)

(1) k 9k x 2 k
(1)k 9k x 2 k 1
y a0 1

a
x

(2k 1)!
k 1
k 1 (2k )!

(9)

rewrite eq. 9 in the form

(1) k (3x)2 k a1
(1)k (3x)2 k 1
y a0 1

3
x

(2k 1)!
k 1
k 1 (2k )! 3

(10)

The two series in eq. 10 are the Maclaurin series, so that the general solution is
y a0 cos 3x

a1
sin 3x
3

2.3 Solution near Regular Singular Points

Consider the second order equation
y + p(x)y + q(x)y = 0

(1)

The point x=x0 is a regular singular point(RSP) of eq. 1 if the denominator of p(x) does
not contain the factor (x-x0) to a power higher than one, and if the denominator of g(x) does
not contain the factor (x-x0) to a power higher than two.
If x=x0 is a singular point but not a regular singular point, then it is called an irregular
singular point (ISP).
Ex. Classify the singular point of the equation

x4(x2 + 1)(x -1)2y + 4x3(x-1)y + (x+1)y = 0

Solution:
The singular points are x = 0, i, -i, 1.
4
p( x)
x( x i )( x i )( x 1)
( x 1)
q ( x) 4
x ( x i )( x i )( x 1) 2
RSP is at x=i, -i, 1
ISP is at x=0
2.4 The Indicial Equation
Let x = 0 be a RSP of the equation
y + p(x)y +q(x)y = 0

(1)

p and q are rational functions of x which have power series expansions about x = 0.By RSP
requirements,

p ( x)

p x

n 0

p0
p1 p2 x
x

q( x)

q x
n0

q0 q1
q2 q3 x
x2 x

The power series solution of eq. 1 has the form

y an x n c

(2)

n 0

Substituting the series for y, p(x) and q(x) in eq. 1 and considering only the first two terms of
p(x) and q(x) we have

(n c)(n c 1)a x

nc2

n 0

p0
q
q
p1 ) (n c)an x n c 1 ( 02 1 ) an x n c 0
x
x
x n0
n 0

n 0

n 0

(n c)(n c 1) (n c) p0 q0 an x n c 2 (n c) p1 q1 an x n c 1 0
Shift index of second summation

(n c)

n 0

(3)

n 1

for n=0,

(n c)( p0 1) q0 an x n c 2 (n c 1) p1 q1 an 1 x n c 2 0

( p0 1)c q0 a0 xc 2 0

since the coefficient of x c -2 must vanish,

( p0 1)c q0 a0 0

If a0 0 , it follows that
c2 ( p0 1)c q0 0

(4)

is called the indicial equation (at x=0). Eq. 4 is quadratic giving two roots c=c1 and c=c2, where
c1 > c2.
Case 1: c is non-integral
Ex. The equation
2xy + (1+x)y 2y = 0
has a RSP at x=0 and a solution of the form

y an x n c
n 0

substituting y and its derivatives in the given equation yields

n 0

n 0

n 0

n 0

2(n c)(n c 1)an x n c 1 (n c)an x n c 1 (n c)an x n c 2an x n c 0

(n c)(2n 2c 1)a x
n 0

shift

n c 1

(n c) 2an x n c 0
n 0

index in sec ond summation

(n c)(2n 2c 1)a x

n c 1

n 0

(n c 3)an 1 x n c 1 0
n 0

for n=0, the indicial equation is

c(2c-1) = 0
c= 0, , so that c1 = and c2 = 0 and c = c1 c2 = (non-integral).
For n 1,
(n+c)(2n + 2c -1)an + (n + c 3)an-1 = 0
an

(n c 3)an 1
(n c)(2n 2c 1)

is the recurrence relation. Using c1 = ,

an

(2n 5)an 1
(2n 1)(2n)

thus, a0 is arbitrary

(3)a0
3 2 1
(1)a1
a2
522
(1)a2
a3
723
(3)a3
a4
924

a1

an

(2n 5)an 1
(2n 1)(2n)

Form the product to get the formula for an in terms of a0.

(1) n (3)(1)1 3 5(2n 5)

an
a0
2n n!3 5 7 (2n 1)
an

(1) n (3)a0
2n n!(2n 3)(2n 1)(2n 1)

Using a0 = 1
(1) n 3x n 2
y1 x n
n 1 2 n!( 2n 3)(2n 1)(2n 1)
1

The other solution y2 is determined from the recurrence relation when c = 0.

(n 3)an 1
n(2n 1)
a0 is arb.
an

(2)a0
11
(1)a1
a2
23
a3 0
a1

an 0

using a0 =1, a1 =2, a2 = 1/3, then

y2 = 1 + 2x + 1/3x2
the general solution is,
y = Ay1 + By2
Case 2: c = 0
If c1 = c2, c = 0. The power series solution of eq. 1 may be written as

y x an x n c
c

n 1

When c = 0, if an =an(c), then y = y(x,c). Thus,

xc ln x an ( x n c ) ln x x n c an

c
n 1

y ln x an x n c
c
n 1

Therefore,

y1 x an x n c
c

n 1

y2 y1 ln x an x n c
n 1

Differentiation of a Product of Functions

Suppose u = u1u2u3 . . . un
ln u = ln u1 + ln u2 + . . . + ln un
It follows that
u = u1 + u2 + . . . + un
u
u1 u2
un
If

y (ac b) k
dy
ka
y

dc
ac b
Thus if,
c 2 (c 1)
u
(4c 1)3 (7c 2)6
du
1
12
42
2
u

dc
c c 1 4c 1 7c 2

Ex. Solve the equation 4x2 y + (1 2x)y = 0.

Solution:

4x2 y + (1 2x)y = 0 has RSP at x =0

Substitute the power series solution y and its derivatives in eq. 1.

n 0

n 0

n 0

4(n c)(n c 1)an xn c an xn c 2an xn c 1 0

Simplify and shift index

[2(n c) 1] 2 a n x n c 2a n 1 x n c 0

n0

n 1

for n 0; (2c 1)
c 1

c1 c 2

for n 1;
an

2a n 1
[2(n c) 1] 2

The recurrence relation in terms of a0 is

(1)

2n a0
(2c 1) 2 (2c 3) 2 (2c 5) 2 [2(n c) 1]2
u sin g a0 1,
an

an

2n
(2c 1) 2 (2c 3) 2 (2c 5) 2 [2(n c) 1]2

1
1
1

an an (2)(2)

2(n c) 1
2c 1 2c 3 2c 5
when c 1 2
an

1
2 (n!) 2
n

an

1
1
1 1
1
2
2 (n!) 2 3
n
n 1

1 n 1
1 1
the harmonic series H n 1
n k 1 k
2 3
therefore ,
n 1

x 2
y1 x n
2
n 1 2 ( n !)
1
2

n 1

H x 2
y 2 y1 ln x n n1
(n!) 2
n 1 2
the gen. solution is
y Ay1 By 2