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SECTION 15.

5 Series Solutions of Differential Equations 1125

SECTION 15.5 Series Solutions of Differential Equations

Power Series Solution of a Differential Equation • Approximation by Taylor Series

Power Series Solution of a Differential Equation


We conclude this chapter by showing how power series can be used to solve certain
types of differential equations. We begin with the general power series solution
method.
Recall from Chapter 8 that a power series represents a function f on an interval of
convergence, and that you can successively differentiate the power series to obtain a
series for f 9, f 0, and so on. These properties are used in the power series solution
method demonstrated in the first two examples.

EXAMPLE 1 Power Series Solution

Use a power series to solve the differential equation y9 2 2y 5 0.

Solution Assume that y 5 oan xn is a solution. Then, y9 5 onan x n21. Substituting


for y9 and 22y, you obtain the following series form of the differential equation.
(Note that, from the third step to the fourth, the index of summation is changed to
ensure that xn occurs in both sums.)
y9 2 2y 5 0
` `
o
n51
nan xn21 2 2 oax
n50
n
n 50

` `
o na x
n51
n
n21 5 o 2a x
n50
n
n

` `
o sn 1 1da
n50
n11x
n 5 o 2a x
n50
n
n

Now, by equating coefficients of like terms, you obtain the recursion formula
sn 1 1dan11 5 2an, which implies that
2an
an11 5 , n ≥ 0.
n11
This formula generates the following results.
a0 a1 a2 a3 a4 a5 . . .
22a0 23a0 24a0 25a0
a0 2a0 . . .
2 3! 4! 5!
Using these values as the coefficients for the solution series, you have
` 2na0 n ` s2xdn
y5 o
n50 n!
x 5 a0
n50 n!
o
5 a0e 2x.
1126 CHAPTER 15 Differential Equations

In Example 1, the differential equation could be solved easily without using a


series. The differential equation in Example 2 cannot be solved by any of the methods
discussed in previous sections.

EXAMPLE 2 Power Series Solution

Use a power series to solve the differential equation y0 1 xy9 1 y 5 0.


`
Solution Assume that oa x
n50
n
n
is a solution. Then you have

` ` `
y9 5 o na x
n51
n
n21
, xy9 5
n51
o na x , n
n
y0 5 o nsn 2 1da x
n52
n
n22
.

Substituting for y0, xy9, and y in the given differential equation, you obtain the fol-
lowing series.
` ` `
o nsn 2 1da x
n52
n
n22
1 o na x
n50
n
n
1 oax
n50
n
n
50

` `
o nsn 2 1da x
n52
n
n22 52 o sn 1 1da x
n50
n
n

To obtain equal powers of x, adjust the summation indices by replacing n by n 1 2 in


the left-hand sum, to obtain
` `
o
n50
sn 1 2dsn 1 1dan12 xn 5 2
n50
o sn 1 1da x . n
n

By equating coefficients, you have sn 1 2dsn 1 1dan12 5 2 sn 1 1dan, from which


you obtain the recursion formula
sn 1 1d a
an12 5 2 an 5 2 n , n ≥ 0,
sn 1 2dsn 1 1d n12
and the coefficients of the solution series are as follows.
a0 a1
a2 5 2 a3 5 2
2 3
a a a a
a4 5 2 2 5 0 a5 5 2 3 5 1
4 2?4 5 3?5
a a0 a a1
a6 5 2 4 5 2 a7 5 2 5 5 2
6 2?4?6 7 3?5?7
: :
s21d 0 ka s21d 0 ka s21dk a1
a2k 5 5 k a2k11 5
2 ? 4 ? 6 . . . s2kd 2 sk!d 3 ? 5 ? 7 . . . s2k 1 1d
Thus, you can represent the general solution as the sum of two series—one for the
even-powered terms with coefficients in terms of a0 and one for the odd-powered
terms with coefficients in terms of a1.

y 5 a0 1 2 1 x2
2
1
x4
2?4
x3
2 . . . 1 a1 x 2 1
3
x5
3?5 2
2. . . 1 2
s21dkx 2k
` ` s21dkx 2k11
5 a0 o
k50 2 sk!d
k 1 a1
k50 3 ? 5 ? 7
o
. . . s2k 1 1d

The solution has two arbitrary constants, a0 and a1, as you would expect in the
general solution of a second-order differential equation.
SECTION 15.5 Series Solutions of Differential Equations 1127

Approximation by Taylor Series


A second type of series solution method involves a differential equation with initial
conditions and makes use of Taylor series, as given in Section 8.10.

EXAMPLE 3 Approximation by Taylor Series

Use a Taylor series to find the series solution of


y9 5 y 2 2 x
given the initial condition y 5 1 when x 5 0. Then, use the first six terms of this
series solution to approximate values of y for 0 ≤ x ≤ 1.

Solution Recall from Section 8.10 that, for c 5 0,


y0 s0d 2 y999s0d 3 . . .
y 5 ys0d 1 y9s0dx 1 x 1 x 1 .
2! 3!
x y Because ys0d 5 1 and y9 5 y 2 2 x, you obtain the following.
0.0 1.0000 ys0d 5 1
0.1 1.1057 y9 5 y2 2 x y9s0d 5 1
0.2 1.2264 y9 5 2yy9 2 1 y0 s0d 5 22151
y999 5 2yy0 1 2s y9d2 y999s0d 5 21254
0.3 1.3691
ys4d 5 2yy999 1 6y9y0 ys4ds0d 5 8 1 6 5 14
0.4 1.5432
ys5d 5 2yys4d 1 8y9y999 1 6s y0 d2 ys5ds0d 5 28 1 32 1 6 5 66
0.5 1.7620
Therefore, you can approximate the values of the solution from the series
0.6 2.0424
y0 s0d 2 y999s0d 3 ys4ds0d 4 ys5ds0d 5 . . .
0.7 2.4062
y 5 ys0d 1 y9s0dx 1 x 1 x 1 x 1 x 1
2! 3! 4! 5!
0.8 2.8805 1 4 14 4 66 5 . . .
5 1 1 x 1 x 2 1 x3 1 x 1 x 1 .
2 3! 4! 5!
0.9 3.4985
1.0 4.3000
Using the first six terms of this series, you can compute values for y in the interval
0 ≤ x ≤ 1, as shown in the table at the left.

E X E R C I S E S F O R S E C T I O N 15 . 5

In Exercises 1–6, verify that the power series solution of the In Exercises 11 and 12, find the first three terms of each of the
differential equation is equivalent to the solution found using power series representing independent solutions of the differen-
the techniques in Sections 5.7 and 15.1–15.4. tial equation.
1. y9 2 y 5 0 2. y9 2 ky 5 0 11. sx 2 1 4dy0 1 y 5 0 12. y0 1 x 2y 5 0
3. y0 2 9y 5 0 4. y0 2 k 2y 5 0
5. y0 1 4y 5 0 6. y0 1 k 2y 5 0 In Exercises 13 and 14, use Taylor’s Theorem to find the series
solution of the differential equation under the specified initial
conditions. Use n terms of the series to approximate y for the
In Exercises 7–10, use power series to solve the differential
given value of x and compare the result with the approximation
equation and find the interval of convergence of the series.
given by Euler’s Method for Dx 5 0.1.
7. y9 1 3xy 5 0 8. y9 2 2xy 5 0
13. y9 1 s2x 2 1dy 5 0, ys0d 5 2, n 5 5, x 5 12 ,
9. y0 2 xy9 5 0 10. y0 2 xy9 2 y 5 0
14. y9 2 2xy 5 0, ys0d 5 1, n 5 4, x 5 1
1128 CHAPTER 15 Differential Equations

15. Investigation Consider the differential equation y0 1 In Exercises 17 and 18, use Taylor’s Theorem to find the series
9y 5 0 with initial conditions ys0d 5 2 and y9s0d 5 6. solution of the differential equation under the specified initial
conditions. Use n terms of the series to approximate y for the
(a) Find the solution of the differential equation using the
given value of x.
techniques of Section 15.3.
17. y0 2 2xy 5 0, ys0d 5 1, y9s0d 5 23, n 5 6, x 5 4
1
(b) Find the series solution of the differential equation.
18. y0 2 2xy9 1 y 5 0, ys0d 5 1, y9s0d 5 2, n 5 8, x 5 2
1
(c) The figure shows the graph of the solution of the
differential equation and the third-degree and fifth-degree
polynomial approximations of the solution. Identify each. In Exercises 19–22, verify that the series converges to the given
y
function on the indicated interval. (Hint: Use the given differ-
ential equation.)
3
` xn
o
2
19. 5 ex, s2 `, `d
1 n50 n!

1 2
x
Differential equation: y9 2 y 5 0
` s21dnx2n
20. o
n50 s2nd!
5 cos x, s2 `, `d

Differential equation: y0 1 y 5 0
16. Consider the differential equation y0 2 xy9 5 0 with the initial ` s21dnx 2n11
conditions ys0d 5 0 and 21. o 2n 1 1
5 arctan x, s21, 1d
y9s0d 5 2. (See Exercise 9.)
n50

Differential equation: sx 2 1 1dy0 1 2xy9 5 0


(a) Find the series solution satisfying the initial conditions.
` s2nd!x2n11
(b) Use a graphing utility to graph the third-degree and fifth-
degree series approximations of the solution. Identify the
22. o s2 n!d s2n 1 1d 5 arcsin x, s21, 1d
n50
n 2

approximations. Differential equation: s1 2 x 2dy0 2 xy9 5 0


(c) Identify the symmetry of the solution.
23. Find the first six terms in the series solution of Airy’s equation
y0 2 xy 5 0.

R E V I E W E X E R C I S E S F O R C H A P T E R 15

In Exercises 1–4, classify the differential equation according to (a) Sketch several solution curves for the differential equation
type and order. on the direction field.

­2u ­2u (b) Find the general solution of the differential equation.
1. 5 c2 2 2. yy0 5 x 1 1 Compare the result with the sketches from part (a).
­t2
­x
dy
3. y0 1 3y9 2 10 5 0 4. s y0 d2 1 4y9 5 0 6. 5 !1 2 y 2
dx
In Exercises 5 and 6, use the given differential equation and its y
direction field.
2
dy y
5. 5
dx x
y x
−2 2
4
3
2
−2
1
x
−4 −3 −2 −1 1 2 3 4 (a) Sketch several solution curves for the differential equation
−2 on the direction field.
−3 (b) When is the rate of change of the solution greatest? When is
−4 it least?
(c) Find the general solution of the differential equation.
Compare the result with the sketches from part (a).
REVIEW EXERCISES 1129

In Exercises 7–10, match the differential equation with its 37. s1 1 yd ln s1 1 yd dx 1 dy 5 0


solution.
ys0d 5 2
Differential Equation Solution 38. s2x 1 y 2 3d dx 1 sx 2 3y 1 1d dy 5 0
ys2d 5 0
7. y9 2 4 5 0 (a) y 5 C1e2x 1 C2e22x
39. y9 5 x 2y 2 2 9x 2
8. y9 2 4y 5 0 (b) y 5 4x 1 C
3s1 1 ed
9. y0 2 4y 5 0 (c) y 5 C1 cos 2x 1 C2 sin 2x ys0d 5
12e
10. y0 1 4y 5 0 (d) y 5 Ce4x
40. 2xy9 2 y 5 x3 2 x
ys4d 5 2
In Exercises 11–32, find the general solution of the first-order
differential equation.
In Exercises 41 and 42, find the orthogonal trajectories of the
dy y dy given family and sketch several members of each family.
11. 2 5 2 1 !x 12. 1 xy 5 2y
dx x dx
41. sx 2 Cd2 1 y 2 5 C 2
2y y9 dy
13. y9 2 5 2 3x2y 5 ex 42. y 2 2x 5 C
3
14.
x x dx
dy y x dy 3y 1
15. 2 5 16. 2 25 2 43. Snow Removal Assume that the rate of change in the
dx x y dx x x number of miles s of road cleared per hour by a snowplow is
17. s10x 1 8y 1 2d dx 1 s8x 1 5y 1 2d dy 5 0 inversely proportional to the height h of snow.
18. s y 1 x3 1 xy 2d dx 2 xdy 5 0 (a) Write and solve the differential equation to find s as a func-
19. s2x 2 2y3 1 yd dx 1 sx 2 6xy 2d dy 5 0 tion of h.
(b) Find the particular solution if s 5 25 miles when
20. 3x y dx 1 s2x y 1 x y d dy 5 0
2 2 3 3 4
h 5 2 inches and s 5 12 miles when h 5 10 inches
21. dy 5 s y tan x 1 2ex d dx
s2 ≤ h ≤ 15d.
22. ydx 2 s x 1 !xy d dy 5 0
44. Growth Rate Let x and y be the sizes of two internal organs
23. sx 2 y 2 5d dx 2 sx 1 3y 2 2d dy 5 0 of a particular mammal at time t. Empirical data indicate that
24. y9 5 2x!1 2 y 2 the relative growth rates of these two organs are equal, and
25. x 1 yy9 5 !x 2 1 y 2 hence we have
26. xy9 1 y 5 sin x 1 dx 1 dy
5 .
27. yy9 1 y 2 5 1 1 x 2 x dt y dt
28. 2xdx 1 2ydy 5 sx 2 1 y 2d dx Solve this differential equation, writing y as a function of x.
29. s1 1 x 2d dy 5 s1 1 y 2d dx
45. Population Growth The rate of growth in the number N of
30. x3yy9 5 x4 1 3x 2y 2 1 y4 deer in a state park varies jointly over time t as N and L 2 N,
31. xy9 2 ay 5 bx4 where L 5 500 is the estimated limiting size of the herd. Write
32. y9 5 y 1 2xs y 2 ex d N as a function of t if N 5 100 when t 5 0 and N 5 200 when
t 5 4.
In Exercises 33–40, find the particular solution of the differen- 46. Population Growth The rate of growth in the number N of
tial equation that satisfies the boundary condition. elk in a game preserve varies jointly over time t (in years) as N
33. y9 2 2y 5 ex and 300 2 N where 300 is the estimated limiting size of the
herd.
ys0d 5 4
(a) Write and solve the differential equation for the population
2y model if N 5 50 when t 5 0 and N 5 75 when t 5 1.
34. y9 1 5 2x9y5
x
(b) Use a graphing utility to graph the direction field of the
ys1d 5 2
differential equation and the particular solution of part (a).
35. xdy 5 sx 1 y 1 2d dx
(c) At what time is the population increasing most rapidly?
ys1d 5 10
(d) If 400 elk had been placed in the preserve initially, use the
36. yexydx 1 xexy dy 5 0 direction field to describe the change in the population over
ys22d 5 25 time.
1130 CHAPTER 15 Differential Equations

47. Slope The slope of a graph is given by y9 5 sin x 2 0.5y. In Exercises 61–64, find the particular solution of the differen-
Find the equation of the graph if the graph passes through the tial equation that satisfies the initial conditions.
point s0, 1d. Use a graphing utility to graph the solution.
Differential Equation Initial Conditions
48. Investment Let Astd be the amount in a fund earning interest
at an annual rate r compounded continuously. If a continuous 61. y0 2 y9 2 6y 5 54 ys0d 5 2, y9s0d 5 0
cash flow of P dollars per year is withdrawn from the fund, the 62. y0 1 25y 5 ex ys0d 5 0, y9s0d 5 0
rate of change of A is given by the differential equation
63. y0 1 4y 5 cos x ys0d 5 6, y9s0d 5 26
dA 64. y0 1 3y9 5 6x ys0d 5 2, y9s0d 5 10
5 rA 2 P 3
dt

where A 5 A0 when t 5 0. Solve this differential equation for


Vibrating Spring In Exercises 65 and 66, describe the motion
of a 64-pound weight suspended on a spring. Assume that the
A as a function of t.
weight stretches the spring 43 feet from its natural position.
49. Investment A retired couple plans to withdraw P dollars per
65. The weight is pulled 12 foot below the equilibrium position and
year from a retirement account of $500,000 earning 10%
released.
compounded continuously. Use the result of Exercise 48 and a
graphing utility to graph the function A for each of the follow- 66. The weight is pulled 12 foot below the equilibrium position and
ing continuous annual cash flows. Use the graphs to describe released. The motion takes place in a medium that furnishes a
what happens to the balance in the fund for each of the cases. damping force of magnitude 18 speed at all times.
(a) P 5 $40,000
67. Investigation The differential equation
(b) P 5 $50,000
(c) P 5 $60,000 8
y0 1 by9 1 ky 5
8
Fstd,
1
ys0d 5 , y9s0d 5 0
32 32 2
50. Investment Use the result of Exercise 48 to find the time
necessary to deplete a fund earning 14% interest compounded models the motion of a weight suspended on a spring.
continuously if A0 5 $1,000,000 and P 5 $200,000. (a) Solve the differential equation and use a graphing utility to
graph the solution for each of the assigned quantities for b,
In Exercises 51–54, find the particular solution of the differen- k, and Fstd.
tial equation that satisfies the initial conditions. Use a graphing (i) b 5 0, k 5 1, Fstd 5 24 sin p t
utility to graph the solution.
(ii) b 5 0, k 5 2, Fstd 5 24 sins 2!2 td
Differential Equation Initial Conditions (iii) b 5 0.1, k 5 2, Fstd 5 0
(iv) b 5 1, k 5 2, Fstd 5 0
51. y0 2 y9 2 2y 5 0 ys0d 5 0, y9s0d 5 3
(b) Describe the effect of increasing the resistance to motion b.
52. y0 1 4y9 1 5y 5 0 ys0d 5 2, y9s0d 5 27
(c) Explain how the motion of the object would change if a
53. y0 1 2y9 2 3y 5 0 ys0d 5 2, y9s0d 5 0
stiffer spring (increased k) were used.
54. y0 1 2y9 1 5y 5 0 ys1d 5 4, ys2d 5 0
(d) Matching the input and natural frequencies of a system is
known as resonance. In which case of part (a) does this
In Exercises 55–60, find the general solution of the second-order occur, and what is the result?
differential equation.
68. Think About It Explain how you can find a particular solu-
55. y0 1 y 5 x3 1 x tion of the differential equation
56. y0 1 2y 5 e 2x 1 x
y0 1 4y9 1 6y 5 30
57. y0 1 y 5 2 cos x
58. y0 1 5y9 1 4y 5 x 2 1 sin 2x by observation.

59. y0 2 2y9 1 y 5 2xex


In Exercises 69 and 70, find the series solution of the differen-
1
60. y0 1 2y9 1 y 5 tial equation.
x 2ex
69. sx 2 4dy9 1 y 5 0
70. y0 1 3xy9 2 3y 5 0

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