Ordinary Differential Equations

[FDM 1023]

Chapter 4

Power Series Solutions of

Linear DEs

Chapter 4: Power Series Solutions of Linear DEs

Overview
4.1. Arithmetic Operations of Power Series
4.2. Power Series Solutions of Linear DEs

4.2 Power Series Solutions of Linear DEs

Learning Outcome
At the end of this section, you should be able
to:
Solve linear differential equations by using
power series

4.2 Power Series Solutions of Linear DEs

Definition
A function f (x ) is analytic at x0 if
f

(n)

( x0 ) exists for any n

4.2 Power Series Solutions of Linear DEs

Definition
Ordinary and Singular Points

 +  
 +  
= 0
A points  is said to be an ordinary point of the DE if
both   and () are analytic at  .
A point that is not an ordinary point is said to be a
singular point of the equation.

4.2 Power Series Solutions of Linear DEs

Examples
x

y + (e ) y + (sin x) y = 0

Every finite value of

the DE

x is an ordinary point of

y + (e ) y + (ln x) y = 0

x = 0 is a singular point of the DE

4.2 Power Series Solutions of Linear DEs

Theorem
Existence of Power Series Solutions
If  =  is an ordinary point of the DE, we can always
find two linearly independent solutions in the form
of a power series centered at  that is


=    


4.2 Power Series Solutions of Linear DEs

Theorem
Existence of Power Series Solutions
A series solution converges at least on some interval
defined by   <  , where  is the distance
from  to the closest singular form.

4.2 Power Series Solutions of Linear DEs

How to solve the linear differential equations by using
power series?


Assume that

=    



 =    



 =   ( 1) 



4.2 Power Series Solutions of Linear DEs

Example 1
Find two power series solutions
about ordinary point  = 0

of

 + 
= 0

Solution
Step 1:

Let


=    


 =    


 =   ( 1) 

Substitute into DE



4.2 Power Series Solutions of Linear DEs

Step 2: Substitute into DE

 + 
= 0






  ( 1)  +      = 0







  ( 1)  +     = 0

4.2 Power Series Solutions of Linear DEs

Step 3: Add the power series






  ( 1)  +     = 0

Let  =  2
So  =  + 2

Let  =  + 1
So  =  1





( + 2)( + 1)    +     = 0

4.2 Power Series Solutions of Linear DEs







( + 2)( + 1)    +     = 0

same





2 1   + ( + 2)( + 1)    +     = 0

same

2  +   + 2  + 1  +    = 0


4.2 Power Series Solutions of Linear DEs

Step 4:

2  = 0
 = 0
---------------------------------------------------------------------------------

 + 2  + 1  +    = 0
 + 2  + 1  +  = 0
 =

+2 +1



Recurrence Relation

,  = 1, 2, 3,

4.2 Power Series Solutions of Linear DEs

 =
When
=1
=2
=3

+2 +1



,  = 1, 2, 3,

1
1
! =
=
32
6

1
1
$ =
 = 
43
12

1
1
& =
 = 0
54
20

=0

4.2 Power Series Solutions of Linear DEs

 =

+2 +1



=4

1
1
1
! =
( =
65
30
6

=5

1
1
1
1
$ =  =
* =

76
42
12
504

1
=

180

4.2 Power Series Solutions of Linear DEs

Step 5:

The solution is


=    


= +   +    + !  ! + $  $ + &  & + (  ( + *  * +
1
1
!
   $ + 0 &
= +   +
6
12
1
1
(
+
 +
  * +
180
504
0 

4.2 Power Series Solutions of Linear DEs

1
1
1
1
!
$
(

= +      +
 +
  * +
6
12
180
504
1 !
1 (
1 $
1 *
= 1  +
 + +   +
 + 
6
180
12
504
To solve a second order DE, the expected general
solution consists of 2 functions with 2 arbitrary
constants

= 
 + 


4.2 Power Series Solutions of Linear DEs

1 !
1 (
1 $
1 *

= 1  +
 + + 
 +
 + 
6
180
12
504

= 
 + 

The two power series solutions are
1 !
1 (

 = 1  +
 +
6
180

1 $
1 *

 =   +
 +
12
504

4.2 Power Series Solutions of Linear DEs

Exercise
Find two power series solutions of
 +  
= 0 about
ordinary point  = 0
Answer:

 = 1

 $




(*

1 &
1

 =   +
. +
20
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