Lecture 21 Appendix B: Some sample problems from Boas

Here are some solutions to the sample problems concerning series solution of
differential equations with non-constant coefficients (Chapter 12).
12.1: 2
Solution: We want to consider the solution to the following equation (with nonconstant coefficients) using series solution (and other means). We start with

y 3x 2 y.
First consider the old standby technique of separation of variables. We find
3
dy
3x 2 dx ln y x3 c y x ce x c ec .
y

Now we try solving this equation using a series expansion about the origin assuming
that it is a regular point. We have

y x cn x , y ncn x n1 ,
n

n 0

ncn x
n 0

n 0

n 1

3 cn x n 2
n 0

n 1 cn1 3cn2 x n 0 c2 c1 0.
n 0

We can solve for the cn by setting the coefficients of the various powers to zero. We
find

Physics 228

Lecture 21 Appendix B

Winter 2009

c0 unconstrained,
3
x 0 c1 3c2 0, x1 c2 c1 0, x 2 c3 c0 ,
2
3
3
3
c
x3 c4 c1 0, x 4 c5 c2 0, x 5 c6 c3 0 , etc.
4
5
6
2
c
c3n 0 , c3n1 0, c3n 2 0
n!

3
x3n
y x c0
c0e x .
n 0 n!
So, as expected, we obtain the same result as the old technology produced.
12.1: 9
Solution: Now consider the following equation (with non-constant coefficients)
using series solution (and other means). We start with

1 y 2 xy 2 y 0.

First consider the old standby technique of trying to guess the answer. Clearly a
2
single constant is not a solution but we can try a bx and a bx cx . We find

y1 a1 b1 x, y1 b1 , y1 0

x 2 1 y1 2 xy1 2 y1 2 xb1 2a1 2b1 x 0 y1 b1 x,

y2 a2 b 2 x c2 x 2 , y2 b2 2c2 x, y1 2c2

x 2 1 y2 2 xy2 2 y2 2c2 x 2 1 2 xb2 4c2 x 2 2a2 2b2 x 2c2 x 2 0

c2 a2 , b2 unconstrained y2 c2 x 2 1 y1
y x b1 x c2 x 2 1
Now we try solving this equation using a series expansion about the origin assuming
that it is a regular point. We have
Physics 228

Lecture 21 Appendix B

Winter 2009

y x cn x , y ncn x , y n n 1 cn x n2
n

n 0

n 1

n 0

x 2 1 y 2 xy 2 y 0

n 0

n n 1 cn x n x n2 2ncn x n 2cn x n
n 0

n n 1 cn 2ncn 2cn x n n n 1 cn x n2 .
n 0

So we have succeeded in writing the differential equation as an algebraic equation

n
involving the sum. To make this useful we really want it in the form n dn x 0 .
Due to the linear independence of the powers of x, it then follows that d n 0 for all n
values. To obtain this form we need to rewrite the x n 2 term with n n 2 . More
specifically we note that the n = 1 and n = 1 terms vanish (due to the factors in front
of cn) and we can write

n n 1 c x n n 1 c x
n2

n 0

n2

n 2 n 1 c

n 2

n 0

n2

n n 2

x n .

Substituting this back in above we obtain

0 n 2 3n 2 cn n 2 n 1 cn 2 x n
n 0

n 2 n 1 cn n 2 n 1 cn 2 x n .
n 0

Equating the powers of x on both sides of the equation (i.e., all zero on the LHS) we
see that only the first 3 terms can be nonzero and there are 2 independent solutions,

Physics 228

Lecture 21 Appendix B

Winter 2009

x 0 c2 c0
x1 c1 unconstrained, c3 0
x 2 c2 unconstrained, c4 0
x3 c5

2
c3 0, etc.
20

c2 c0 , c1 cn2 0, y1 x c2 x 2 1
y x
.
c0 c2 cn2 0, y2 x c1 x

So again we deduce the same solutions as we obtained above.

12.2: 4
Solution: Lets look for the second (divergent) solution for the Legendre differential
equation using the method of reduction of order from Section 8.7(e) in Boas. We
start with the equation

1 x y 2xy l l 1 y 0,
2

and the usual Legendre polynomial, Pl x , as a solution. As suggested in Section

8.7 we try the Ansatz y x Pl x v x leading to (since Pl x is a solution of the

equation),

1 x 2 P 2 xP l l 1 P v 2 1 x 2 Pv 1 x 2 Pv 2 xPv
l
l
l
l
l
l

1 x 2 Pl v 2 1 x 2 Pl 2 xPl v 0.

Thus, as was guaranteed, we have just a first order equation for v x that we can
solve using separation of variables to find

Physics 228

Lecture 21 Appendix B

Winter 2009

2
2x
dv 2 xPl 2 1 x Pl
Pl

dx

dx
2
2
v
1

x
P
1

x
P
l

ln v ln 1 x 2 2ln Pl c

1 x P x
2

Ignoring the overall constant (the original equation is homogeneous) and noting that
this derivative is well behaved for x , we can write

dx
2
2

x 1 Pl x
x

v x

dx
,
2
2

1
P
x

l
x

y x Ql x Pl x v x Pl x

where the choice of the sign and overall normalization is by convention. Next
consider some explicit cases
x
x
dx
dx
dx
Q0 x P0 2

2 1 x 1 x
x 1 P0
1 x
x

1
1
1
1 1 x
dx

ln
c,
2
1 x 1 x 2 1 x
dx
dx
Q1 x P1 2

2 2
x 1 P1
1 x x
x

x
1

1
1
1
1

x dx

x
dx

2
2 1 x 2 1 x x2
2
1 x x

x 1 x x
x 1 x
ln
cx ln
1 cx.
2 1 x x
2 1 x
Physics 228

Lecture 21 Appendix B

Winter 2009

Note that if we are careful there are constants c and c that correspond to the choice
of where to put the branch cuts for the logarithm as discussed in the Lecture (the
constants are typically imaginary).
Finally consider the power series expansion of Q0. We find
n 1 n
1 1 x 1 1 x x n
Q0 x ln


2 1 x 2 n 1
n
n 1 n

x 2 n 1

.
2
n

1
n 0

This is the expected series (from Eq.12.2.7), which diverges for x 1 (as it must
since the logarithm is singular there).
12.4: 3
Solution: Here we practice with the Rodrigues formula,
l
1 dl 2
Pl x l
x

1
,

2 l ! dxl

to find the low order Legendre polynomials. We find

0
1
2
x

1
1,

20 0!
1 d 2
2x
P1 x
x 1
x,

21! dx
2
2
1 d2 2
1 d2 4
3 2 1
2
P2 x 2
x

2
x

x ,

2 2! dx 2
8 dx 2
2
2

P0 x

Physics 228

Lecture 21 Appendix B

Winter 2009

3
1 d3 2
1 d3 6
P3 x 3
x 1
x 3x 4 3x 2 1
3
3
2 3! dx
48 dx
5 x3 3x

,
2
2
4
1 d4 2
1 d4 8
P4 x 4
x 1
x 4 x 6 8 x 4 4 x 2 1
4
4
2 4! dx
384 dx
35 x 4 30 x 2 3

.
8
8
8

12.5: 3
Solution: Here we practice using the recursion relation,
lPl x 2l 1 xPl 1 x l 1 Pl 2 x , to find the higher order Legendre Polynomials
from the first 2. We find

Physics 228

Lecture 21 Appendix B

Winter 2009

2 P2 x 3 xP1 x P0 x
3x 2 1
P2 x
,
2 2
3P3 x 5 xP2 x 2 P1 x
5 x3 3x
1 15 x 3 5 x
P3 x
2x
,
3 2
2
2
2

4 P4 x 7 xP3 x 3 P2 x

1 35 x 4 21x 2 9 x 2 3 35 x 4 30 x 2 3
P4 x

,
4 2
2
2
2
8
8
8
5 P5 x 9 xP4 x 4 P3 x
1 315 x 5 270 x 3 27 x 20 x 3 12 x
P5 x

5 8
8
8
2
2
63 x 5 70 x 3 15 x

,
8
8
8
6 P6 x 11 xP5 x 5 P4 x
1 693 x 6 770 x 4 165 x 2 175 x 4 150 x 2 15
P6 x

6 8
8
8
8
8
8
231x 6 315 x 4 105 x 2 5

16
16
16
16
Clearly we could proceed indefinitely in this fashion.
12.5: 9
Solution: We want to express the polynomial 3x2 x 1 in terms of the Legendre
polynomials. We proceed essentially by inspection of each power. We see that we
need both odd and even polynomials with maximum degree of 2. We find

Physics 228

Lecture 21 Appendix B

Winter 2009

 3x 2 1
P 3x x 1 aP2 bP1 cP0 a
bx c
2

x 2 a 2, P 2 P2 x

x b 1, P 2 P2 P1 0 P 2 P2 P1.

x0 c 0

12.5: 12
Solution: Finally we want to express the polynomial 7 x4 3x 1 in terms of the
Legendre polynomials. Again we can proceed essentially by inspection of each
power. We see that we need both odd and even polynomials with maximum degree
of 4. We find

P 7 x 4 3 x 1 aP4 bP3 cP2 dP1 eP0

35 x 4 30 x 2 3 5 x 3 3 x 3 x 2 1
a
b
c
dx e
8
2
2

8
8
3

x 4 a , P P4 6 x 2 3x 1
5
5
5

3
x b0

8
2
8
12
2
x c 4, P P4 4 P2 2 3x P P4 4 P2 3P1 P0 .
5
5
5
5

8
12
x d 3, P P4 4 P2 3P1
5
5

12

x0 e

Physics 228

Lecture 21 Appendix B

Winter 2009