Power series solution of Differential equations about ordinary points

Subject: Differential Equations & Mathematical Modeling -III

Lesson: Power series solutions of Differential Equations

about ordinary points

Lesson Developer: Nisha Bohra and Ankit Gupta

College/Department: Sri Venkateswara College, University of

Delhi Ramjas College, University of Delhi

Institute of Lifelong Learning, University of Delhi

 Power series solution of Differential equations about ordinary points

Table of Contents

1. Learning Outcomes
2. Introduction
3. Basic Concepts and Results
3.1. Second Order homogenous linear differential
equation
3.2. Power Series and its Radius of Convergence
3.3. Power Series method for solving a differential
eqation
Exercises
4. Ordinary and Singular points
Exercises
5. Series Solution near Ordinary Point
Exercises
6. Legendres Equation

Summary

References

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 Power series solution of Differential equations about ordinary points

1. Learning Outcomes

After reading this lesson reader will be able to understand the following

Second order homogenous linear differential equation

Power Series
Radius of convergence
Ordinary points, singular points
Solution about an ordinary point
Legendres equation

2. Introduction
We have studied earlier that the problem of solving a homogenous linear
differential equation with constant coefficients can be simplified to the algebraic
problem of finding the roots of characteristic equation. However there is no
parallel system for solving linear differential equation with variable coefficients.
Thus we must seek other techniques for the solutions of these equations and this
chapter is devoted to the methods of obtaining solutions in infinite series form.

3. Basic Concepts and Results

3.1. Second order homogenous linear differential equation
A differential equation of the form

d 2y dy
Ax B x C x y 0,
dx 2 dx

where the coefficients A, B and C are continuous real functions of x on an interval

I and A(x) is not identically zero on I, is called a second order homogenous linear
differential equation.

3.2. Power Series and its radius of convergence

Definition. A power series about a is an infinite series of the form

Cn x a C0 C1 x a C2 x a ...
n 2
(3.1)
n 0

where C n s are constants.

For the sake of simplicity of our notation, we shall treat only the case when a=0.
This is no loss of generality, since the translation x ' x a reduces a power
series around the point to a power series around zero. Thus, we shall mainly
study a series of the form

n 0
Cn x n C0 C1 x C2 x 2 ... (3.2)

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 Power series solution of Differential equations about ordinary points

Even though the series (3.2) is defined over all of , it is not to be expected that
the series will converge for all x in . For example, the geometric series

n 0
x n 1 x x 2 ... converges for x 1 and the series
n 0
x n / n ! converges

for all x in as can be seen by Ratio test.

Radius of Convergence (R) of a power series

Definition. For a given power series
n 0
Cn x n , we define the number R,

0 R , by

1 1/ n
lim sup Cn , then
R

a) If x R , the series converges absolutely.

b) If x R , the series diverges.

c)
If 0 r R , then the series converges uniformly on x : x r .

The number R is called the radius of convergence and the open interval
R, R is known as interval of convergence of the power series C n xn .

N
Remark. The radius of convergence R of the series
n 0
Cn x n is also given by

Cn
lim , provided this limit exists. If R , we say series converges for all x
n Cn 1
and if R 0 , the series diverges for all x 0 .

Diverges Converges absolutely Diverges

n 1 n
Example 1. If y x x
n 0 3n

Cn
then R lim
n Cn1

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 Power series solution of Differential equations about ordinary points

lim
n 1 3n 1
n
n 3 n2

n 1
3lim
n n2

Hence the series converges for | x | 3 and diverges for | x | 3 .

We now state some basic results on Power series without proof.

Theorem 1. Term wise differentiation of Power series

Let a function f has the following power series representation,

f x Cn x n C0 C1 x ... Cn x n ...
n 0

If it converges on the open interval I, then we say, f is differentiable on I and

f x nCn x n 1 C1 2C2 x 3C3 x 2 ...
n 1

at each point of I. Both series have the same radius of convergence.

Theorem 2. Identity principle

If
n 0
an x n
n 0
bn x n for every x in an open interval I, then an = bn for all n 0.

In particular, if
n 0
an x n 0 for all x in I, it follows that an 0 n 0 .

3.3. Power series method for solving a differential equation

In this section, we illustrate the power series method for finding the
solution of a differential equation.

Given a differential equation, we will assume that it has a solution of the form

y( x ) C
n 0
n xn .

Then, by substituting the above power series in the given differential equation,
we will find the coefficients C0 , C1, C2 , . or the set of conditions which must be
satisfied by them.

Let us try to understand this method with the help of an example.

Example 2. Solve the equation

dy
x 3 dx 2y 0 . (3.3)

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 Power series solution of Differential equations about ordinary points

Solution. Let y( x ) C
n 0
n xn be the solution of (3.3).

Differentiating term by term we obtain

dy

dx
nC
n 1
n x n 1 .

Substituting the values of y and y into the differential equation (3.3), we have

x 3 nCn x n1 2 Cn x n 0
n1 n 0

Since x is independent of the index of summation n, we may rewrite this as

n 1
nCn x n 3 nCn x n 1 2 Cn x n 0 .
n 1 n 0

In order to make the exponent of x same in all the three summations, we shall
rewrite second summation.

Consider the second summation 3 nCn x n 1 .
n 1

To make the exponent n, we first replace the present exponent (n-1) by a new
variable m. That is, we let m = n-1. Then n = m+1, and since m=0 for n=1, the

summation takes the form 3 (m 1)Cm1 x m . Now since the variable of
m 0

summation is merely a dummy variable, we may replace m by n to write the

second summation as

3 (n 1)C n 1 x n . (3.4)
n 0

Replacing second summation by its equivalent form (3.4), we get

nCn x n 3 n 1 Cn1 x n 2 Cn x n 0 .
n 0 n 0 n 0

nCn 3 n 1 Cn 1 2Cn x n 0 .
n 0

The identity principle gives

nCn 3 n 1 Cn1 2Cn 0 , n 0.

This yields the recurrence relation

n2
Cn1 Cn for n 0.
3 n 1

Put n = 0, 1, 2, we get

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 Power series solution of Differential equations about ordinary points

2 3 3 4
C1 C0 , C2 C1 2 C0 , C3 C0
3 3.2 3 33

Generalizing the above pattern, we can write

n 1
Cn C0 , n 1
3n

Hence power series solution of (3.3) is

n 1 n
y x C0 x . (3.5)
n 0 3n

3n 3
The radius of convergence of above power series is R lim 3 . Hence
n n2
(3.5) converges absolutely if and diverges for .

Exercise
Find the radius of convergence of following power series.

1
1. nx
n 0
n

nn
2. n !x
n 0
n

(1)n 2 n
3.
n 0 (2n)!
x

4. (1) x
n 0
n 2n

Find a power series solution of following differential equations. Also, determine

the radius of convergence of the resulting solution series.

dy
1. 2 3y 0
dx
dy
2. 2xy 0
dx
dy
3. 4y
dx
dy
4. x2y
dx

4. Ordinary and Singular Points

In Example 2 of previous section, we assumed that the differential
equation has a power series solution. However it is not always true that the
differential equation possesses a solution of this form. Hence the natural question
is under what conditions this assumption is actually valid? In order to answer

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 Power series solution of Differential equations about ordinary points

this important question concerning the existence of a power series solution, we

shall first introduce a few basic definitions.

Definition. A real valued function f defined on an interval I containing the point a

f n a
is said to be analytic at x = a if its Taylor series about a, x a exists
n

n 0 n!
and converges to f x for all x in some open interval containing a.

Value Addition: Note

All polynomial functions, exponential function and trigonometric functions like
sinx and cosx are analytic everywhere. A rational function is analytic except at
points where denominator is zero. For example, the rational function defined by

1 / x 2 3x 2 is analytic everywhere except at x = 1 and x = 2.

Consider the second order homogeneous linear differential equation of the form

d 2y dy
Ax 2
B x C x y 0 (4.1)
dx dx

where the coefficients A, B and C are analytic functions of x.

Rewriting equation (4.1) in the form

d 2y dy
P x Q x y 0 (4.2)
dx 2 dx

with leading coefficient 1 and with P x B x / A x and Q x C x / A x .

Equation (4.2) is called equivalent normalized form of equation (4.1).

Note that P x and Q x will fail to be analytic at points where A x is zero.

Definition. A point x = a is called an ordinary point of the differential equation

(4.1) and the equivalent equation (4.2) if both the functions P(x) and Q(x) are
analytic at x = a. If either (or both) of these functions are not analytic at
x = a, then a is called singular point.

Example 1. Consider the differential equation

d2y dy
dx 2
x
dx

x2 2 y 0 .

Here P x x and Q x x 2 .
2

Both functions P and Q are polynomial functions and so they are analytic
everywhere. Thus every point is an ordinary point of the given differential
equation.

Example 2. Consider the differential equation

d2y dy 1
x 1 2
x y 0.
dx x
dx

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 Power series solution of Differential equations about ordinary points

We first express the above differential equation in normalized form, thereby

obtaining

d2y x dy 1
y 0.
dx 2 x 1 dx x x 1

x 1
Here, P x and Q x .
x 1 x x 1

The function P is not analytic at x = 1 and Q is not analytic at the points

x = 0 and 1. Thus x = 0 and x = 1 are singular points of given differential
equation. All other points are ordinary points.

Example 3: Consider the differential equation

d2y dy
x sin x x2y 0 .
dx 2 dx

Then the point x = 0 is an ordinary point because the function

sin x 1 x3 x5
P( x ) x ...
x x 3! 5!

x2 x 4
1 ...
3! 5!

is clearly analytic at x = 0 and Q x x being a polynomial function is also

analytic at x = 0.

Exercise
In problems 1 to 4, determine the ordinary and singular points.

d2y dy
1. x 3x 2 y 0 .
dx 2 dx

2
2. x 2
1 ddxy 6x dy
2
dx
12y 0 .

2
3. x 2
1 ddxy x dy
2
dx
xy 0 .

2
4. x 2
1 ddxy 4x dy
2
dx
12y 0 .

5. Series solution near ordinary points

We now state a theorem concerning the existence of power series solutions of the

Cn x a .
n
form
n 0

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 Power series solution of Differential equations about ordinary points

Theorem 3. Suppose that a is an ordinary point of the differential equation

d2y dy
A x B x C x y 0
dx 2
dx (5.1)

i.e., the functions P B / A and Q C / A are analytic at x = a. Then equation

(5.1) has two linearly independent solutions, each of the form

y x Cn x a
n
(5.2)
n 0

and these power series solutions converges in some interval x a R about a (R

> 0). We shall omit the proof of this important theorem.

Remark. The radius of convergence R of such series solution is at least as large

as the distance of a from the nearest singular point (real or complex) of the
equation (5.1).

Example 1. Determine the guaranteed radius of convergence of a series solution

of

d2y dy
(x 2 9) x x2y 0
dx 2
dx

in powers of x. Repeat for a series in powers of (x-4).

Solution. We first write the differential equation in normalized form.

d2y x dy x2
y 0.
dx2 (x2 9) dx (x2 9)

x x2
Here P x and Q x . Thus, the only singular points of
x 2
9 x 2
9
given differential equation are . The distance of both from 0 is 3, so the

radius of convergence of series solution
n 0
C n x n is at least 3. Since, the distance

of both singular point from 4 is 5, so a series solution of the form

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 Power series solution of Differential equations about ordinary points

n 0
Cn (x 4)n has radius of convergence at least 5.

Remark. Theorem 3 gives us only sufficient condition for the existence of power
series solutions of the differential equation (5.1). In Example 2 of section 4, we
observed that x = 0 and x = 1 are the only singular points of the given
differential equation. Thus the differential equation has two linearly independent
solutions of the form (5.2) about any point x 0 or 1. However we are not

assured that any solution of the form
n 0
Cn x n about the singular point x = 0 or

Cn x 1 about the singular point 1.

n
any solution of the form
n 0

Let us look at some examples based on finding the power series solution
of given differential equation about an ordinary point.

Example 2. Find the general solution of the differential equation

d 2y dy
dx 2
x
dx

x2 2 y 0 (5.3)

in powers of x (that is about a = 0).

Solution. Clearly a = 0 is an ordinary point of (5.3).

We assume that y( x ) C
n 0
n x n is a solution of (5.3).

Differentiating term by term, we obtain

dy

dx

n 1
nCn x n 1 and

d 2y

dx 2
n n 1 C
n 2
n x n 2 .

Substituting these values in equation (5.3), we obtain

n n 1 C
n 2
n x n 2 nCn x n x 2 2
n 1
n 0
Cn x n 0 .

n n 1 C
n 2
n x n 2 nCn x n
n 1

n 0
C n x n 2 2 C n x n 0 .
n 0

To make the exponent of x same in all the summations, we shift the index by 2
in the first sum, replacing n by (n + 2) and using the initial value n = 0. This
gives

n 1 n 2 C
n 0
n 2 xn nC
n 1
n xn
n 0
C n x n 2 2 C n x n 0
n 0

Also in the third sum, we replace n by (n 2) to get

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 Power series solution of Differential equations about ordinary points

n 1 n 2 C
n 0
n 2 xn nC
n 1
n xn
n 2
C n 2 x n 2 C n x n 0
n 0
(5.4)

Since range of various summations is not the same. The common range is from 2
to . We now write the terms in each summation for n=0 and n=1 separately and
we continue to use the "sigma" notation for the remainder of each such
summation. Thus equation (5.4) reduces to

2C2 6C3 x n 2 n 1 C
n 2
n 2 x n C1 x
n 2
nC n x n
n 2
C n 2 x n 2C0

2C1 x 2 C n x n 0 .
n 2

This gives

2C0 2C2 3C1 6C3 x n 2 n 1 Cn2 n 2 Cn Cn2 0
n 2

Equating coefficient of each power of x in the left to zero, we get

2C0 2C2 0

3C1 6C3 0

n 2 n 1 Cn2 n 2 Cn Cn2 0, n 2 (5.5)

C2 C0

1
& C3 C1
2

The condition (5.5) is called recurrence formula. It enables us to express each

coefficient Cn2 for n 2 in terms of the previous coefficients C n and Cn2 , thus
giving

Cn 2
n 2 C n C n 2 , n2
n 1 n 2
1
Putting n = 2, we get C4 C0 .
4

5C3 C1 3
For n = 3, C5 and then using the value of C 3 , we have C5 C1
20 40

In this way, we can express each even coefficient in terms of C0 and each odd
coefficient in terms of C1.

Substituting the values of C2, C3, C4 & C5 in the assumed solution, we have

1 1 3
y(x) C0 C1 x C2 x 2 C x 3 C0 x 4 C x 5 ...
2 1 4 40 1

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 Power series solution of Differential equations about ordinary points

Collecting terms in C 0 and C1 , we have

1 1 3 5
y(x) C0 1 x2 x 4 ... C1 x x 3 x ...
4 2 40
(5.6)

which gives the solution of the differential equation (5.3) in powers of x.

The two series in the parenthesis are the power series expansions of two
linearly independents solutions of (5.3) and C0, C1 are arbitrary constants. Thus
(5.6) represents the general solution of (5.3) in powers of x.

Example 3. Find the general solution in powers of x of

2

x 2
4 ddxy 3x dy
dx
2
y 0. (5.7)

Also, find the particular solution using conditions y(0) = 4, y ' 0 1 .

Solution. Clearly a = 0 is an ordinary point of (5.7). We assume that

y( x ) C
n 0
n xn (5.8)

is a solution of (5.7).

Differentiating (5.8) term by term, we get

dy

dx
nC
n 1
n x n 1

d2y

dx 2
n n 1 C
n 2
n x n 2

Substituting these values in (5.7) yields

x 2

4 n n 1 Cn x n2 3x nCn x n1 Cn x n 0 .
n 2 n1 n 0

n n 1 C
n 2
n x n 4 n n 1 Cn x n 2 3 nCn x n
n 2 n 1

n 0
Cn x n 0 .

We can change the initial value from n=2 and n=1 to n=0 in the first and third
summation without affecting the sum. Also, by replacing n with n + 2 and using
the initial value n = 0, we shift the index of summation in the second term by +2.
This gives

n n 1 C
n 0
n x n 4
n 0
n 2 n 1 Cn2 x n 3
n 0
nCn x n
n 0
Cn x n 0 .

n n 1 Cn 4 n 2 n 1 Cn 2 3nCn Cn x n 0 .
n 0

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 Power series solution of Differential equations about ordinary points

(n n 1 3n 1)Cn 4 n 2 n 1 C n 2 x n 0 .
n 0

The identity principle yields

n 1 C n 4 n 2 n 1 C n 2 0 , n0.
2

n 1 Cn
2

C n 2
4 n 2 n 1

n 1 Cn
, n0 (5.9)
4 n 2

(5.9) gives the recurrence relation for n 0 . With n = 0, 2 & 4, we get

C0 3C2 3C
C2 , C4 = 2 0
4.2 4.4 4 .2.4

5C4 3.5 C0
C6 =
4.6 43.2.4.6

Generalizing the above pattern, we have

1.3.5 ... 2n 1
C2n C0
4n.2.4 ... 2n

1.3.5 ... 2n 1
C0 , n 1
23n.n !

With n = 1, 3 & 5 in (5.9), we get

2 4 2.4
C3 C1 , C5 C3 2 C1
4.3 4.5 4 .3.5

6C5 2.4.6
and C7 C1
4.7 43.3.5.7

Generalizing the above pattern, we have

2.4.6 ... 2n
C2n1 C1
4 .1.3.5 ... 2n 1
n

n!
C1 , n 1
2n.1.3.5...(2n 1)

Using these values in the assumed solution (5.8), we get

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 Power series solution of Differential equations about ordinary points

1.3.5 ... 2n 1
n!
y x C0 1 x 2n C1 x x 2n 1

n 1
3n
2 .n !


n 1 2 .1.3.5 ... 2n 1
n

OR

1 3 1 1 5
y x C0 1 x2 x 4 ... C1 x x 3 x ... .
8 128 6 30

Since y 0 C0 & y 0 C1 .

Using initial conditions, we have C0 = 4 and C1 = 1.

Hence, the particular solution of (5.7) is

1 3 4 1 1 5
y x 4 1 x 2 x ... x x3 x ...
8 128 6 30

1 2 1 3 3 4 1 5
4 x x x x x ...
2 6 32 30

We note that singular points of equation (5.7) are 2 , so the radius of

convergence of above series is at least 2.

Translated Series Solutions.

Suppose we are required to solve a differential equation with initial values

specified at a point a, i.e. y a and y a are given. To find a particular solution
with given initial values, we will need a general solution of the form

y x Cn x a .
n

n 0

Because then y a C0 and y a C1 .

And thus we have the values of C0 & C1 in terms of the y a and y ' a .
Therefore, to solve an initial value problem, we require a general solution
centered at the point at which initial conditions are given. Let us look at some
examples based on this.

Example 4. Find a power series solution of the initial value problem

d 2y dy
x 2
1 dx 2
3x
dx
xy 0 (5.10)

y 0 4 , y 0 6

Solution. We observe that all points except x 1 are ordinary points for the
differential equation (5.10).

Since the initial values of y and its first derivative are prescribed at x = 0, we
assume

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 Power series solution of Differential equations about ordinary points

y( x ) C
n 0
n x n as the general solution of (5.10).

Differentiating term by term, we obtain

dy

dx

n 1
nCn x n 1 ,

d2y

dx 2
n n 1 C
n 2
n x n 2

dy d 2y
Substituting the values of y , , and in (5.10), we have
dx dx 2

n n 1 C
n 2
n xn n n 1 C
n 2
n x n 2 3 nCn x n
n 1

n 0
Cn x n 1 0 .

To make the exponent of x same in each term, we replace n by n 2 in second

sum and n by n 1 in fourth sum we get,

n n 1 C
n 2
n xn n 2 n 1 C
n 0
n 2 x n 3 nCn x n
n 1

n 1
Cn 1 x n 0 .

The common range of these terms is form 2 to . We write the terms for n=0
and n=1 in each sum separately and thus above equation takes the form

n n 1 C
n 2
n x n 2C2 6C3 x
n 2
n 2 n 1 Cn2 3C1x 3
n 2
nC n x n

C0 x
n 2
Cn 1 x n 0 .

Combining like powers of x, this takes the form

2C2 ( C0 3C1 6C3 )x

n 2 n 1 Cn 2 n n 1 Cn 3nCn Cn 1 x n 0
n 2

using identity principle, we get

C2 = 0, C0 3C1 6C3 0 and

n 2 n 1 Cn2 n n 2 Cn Cn1 0

1 1
C3 C0 C1
6 2

The recurrence formula gives

n n 2 Cn Cn1
Cn 2 , n 2.
n 2 n 1

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 Power series solution of Differential equations about ordinary points

8C2 C1 1
Put n = 2, C4 C1
12 12

15C3 C2 1 3
Put n = 3, C5 C0 C1 .
20 8 8

Substituting the values of C2 , C3, C4, C5 into the assumed solution of (5.10), we
get

C C C C 3C1 5
y(x) C0 C1 x 0 1 x3 1 x 4 0 x ...
6 2 12 8 8

OR

1 1 1 x4 3 5
y(x) C0 1 x 3 x 5 ... C1 x x 3 x ...
6 8 2 12 8

This represents the general solutions of the differential equation (5.10).

y 0 4 C0 4 , y 0 6 C1 6 .

Hence the particular solution is given by

1 1 1 1 4
y(x) 4 1 x3 x5 ... 6 x x3 x ...
6 8 2 12

11 3 1 4 11 5
y( x ) 4 6 x x x x ...
3 2 4

Example 5. Solve the initial value problem

2

t 2
2t 3 ddty 3 t 1 dy
2
dt
y 0 (5.11)

y 1 4 and y 1 1

Solution: Since the initial conditions are given at t = 1, we will assume a power

series solution of the form y t Cn t 1 of (5.11).
n

n 0

Also, we note that t = 1 is an ordinary point of (5.11).

Here, we will not substitute the assumed series solution in (5.11) as done in other
problems, instead we first substitute x= (t-1) in (5.11), so that we end up finding

a series of the form
n 0
Cn x n .

Now the substitution x t 1 changes t 2 2t 3 to x 1 2 x 1 3 x 4

22

and

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 Power series solution of Differential equations about ordinary points

dy dy dx dy
.
dt dx dt dx

d 2 y d dy dx d 2 y
.
dt 2 dx dx dt dx 2

Hence, equation (5.11) changes to

2

x 2
4 ddxy 3x dy
2
dx
y 0 with initial conditions y 0 4 & y 0 1

corresponding to t = 1.

This is the initial value problem we solved in Example 3 of this section.

The particular solution obtained in Example 3 was

1 2 1 3 3 4
y( x ) 4 x x x x ...
2 6 32

Replacing x by t 1 , we have the required particular solution

1 1 3
y t 4 t 1 t 1 t 1 t 1 ...
2 3 4
(5.12)
2 6 32

Also, note that the solution in terms of x converges for | x | 2

Hence (5.12) converges for | t 1| 2 or for 1 t 3 .

Exercise
Find power series solution in powers of x of differential equations from 16. Also,
find the radius of convergence in each case.

d2y dy
1. x y 0
dx 2 dx

2
2. x 2
2 ddxy 4x dy
2
dx
2y 0

d2y dy
3.
dx 2
x
dx

2x 2 1 y 0
2
4. x 2
1 ddxy 6x dy
2
dx
4y 0

d2y dy
5. x 3x 2 y 0
dx 2
dx

2
6. x 2
1 ddxy 6x dy
2
dx
12y 0

Find power series solution of the initial value problems in 710.

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 Power series solution of Differential equations about ordinary points

d2y dy
7. x y 0; y 0 1 , y 0 0
dx 2 dx

2
8. 1 x ddxy 2x dy
2

dx
2y 0 ;
2
y 0 1 , y 0 1

2
9. x 2
1 ddxy x dy
2
dx
2xy 0 ; y 0 2 , y 0 3

d2y dy
10. x 2y 0 ; y 0 1 , y 0 0
dx 2
dx

Solve the initial value problems in 11 14. Also, find the interval of convergence.

d2y dy
11. x 1 y 0; y 1 2 , y 1 0
dx 2
dx

2
12. 2x x ddxy 6 x 1 dy
2

dx
4y 0 ;
2
y 1 0 , y 1 1

2
13. x 2
6 x 10 ddxy 4 x 3 dy
2
dx
6y 0 ; y 3 2 , y 3 0

2
14. x 2
6x ddxy 3x 9 dy
2
dx
3y 0 ; y 3 0 , y 3 2

6. The Legendres Equation

The second order linear differential equation
2

1 x ddxy 2x dy
2

dx
1 y 0
2
(6.1)

is called the Legendres equation of order , where the real no. satisfies the
inequality > 1.
A solution to this equation is called a Legendre function. This differential equation
has wide range of applications.

Value addition: Note

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 Power series solution of Differential equations about ordinary points

Adrien Marie Legendre invented Legendre Polynomials (the contribution for

which he is best remembered) in the context of gravitational attraction of
ellipsoids. Legendre was a fine French Mathematician who suffered the
misfortune of seeing most of his best work in elliptic integrals, number theory
and the method of least squares- superseded by the achievements of younger
and abler men. For instance, he devoted 40 years to the study of elliptic
integrals, and his two volume treatise on the subject had scarcely appeared in
print before the discoveries of Abel and Jacobi revolutionized the field.
Legendre was remarkable for the generous spirit with which he repeatedly
welcomed newer and better work that made his own obsolete.

Writing the Legendre equation in normalized form, we have

d2y 2 x dy 1
y 0.
dx 2
1 x 2 dx 1 x2

Clearly, x=0 is an ordinary point and x = 1,-1 are its only singular points. The
Legendre equation has two linearly independent solutions expressible as power
series in x with radius of convergence at least 1.

Let y( x ) C
n 0
n x n be the power series solution of (6.1)

Differentiating term by term, we get

dy
d2y

dx
nC
n 0
n x n 1 and
dx 2
n n 1 C
n 0
n x n 2 .

Substituting these values in (6.1), we have

n n 1 C
n 2
n x n 2 n n 1 Cn x n 2 nCn x n 1
n 2 n 1

n 0
Cn x n 0

To make the exponent of x same in all summations, we replace n by n + 2 in first

summation. Also we shift the index of sum from n=2 to n=0 in second term and
from n=1 to n=0 in third term. This gives

n 2 n 1 C
n 0
n 2 xn n n 1 C
n 0
n x n 2 nC n x n 1
n 0

n 0
Cn x n 0.

n 2 n 1 C
n 0
n 2 n n 1 Cn 2nCn 1 Cn x n 0

By identity principle

n 2 n 1 Cn2 n n 1 2n 1 Cn 0.

n2 n 1
Thus, Cn2 Cn
n 2 n 1

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 Power series solution of Differential equations about ordinary points

n n 1
Cn
n 2 n 1

n n 1 C n0
,
n 2 n 1 n
Put n= 0, 1, 2, 3, we have

1 1 2 C
C2 C 0 , C3 1
2! 3!

2 1 3 1 3 2 4 C
C4 C0 , C5 1
4! 5!

Generalizing the above pattern, we have

1 2 ... 2n 2 1 3 ... 2n 1 C
n

C2n
2n ! 0

1 1 3 ... 2n 1 2 4 ... 2n C
n

C2n 1
2n 1 ! 1

Let

2 ... 2n 2 1 3 ... 2n 1
a2n
2n !

a2n1
1 3 ... 2n 1 2 4 ... 2n .
2n 1 !

Then, C2n 1 a2 n C0 , n1 and C2n 1 1 a2n 1 C1 , n1.

n n

We have two power series solutions of Legendre's equation of order which are
linearly independent

y1 x C0 1 a2n x 2n and y2 x C1 1
n n
a2n 1 x 2n 1
n 0 n 0

And the general solution is linear combination of y1 ( x ) and y2 ( x) .

Now, suppose m , a non-negative integer.

If m is even, then a2n 0 when 2n > m.

In this case, y1 x is a polynomial of degree m and y2 x is an infinite series

(non-terminating).

If m is an odd integer, then a2n1 0 when 2n + 1 > m.

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 Power series solution of Differential equations about ordinary points

In this case, y2 x is a polynomial of degree m and y2 ( x) is a non-terminating

infinite series.

Thus in either case, one of the two solutions is a polynomial or other is a

nonterminating series. With an appropriate choice of the arbitrary constants C 0
(m even) and C1 (m odd), the Legendres equation has polynomial solution. The
mth degree polynomial solution of Legendres equation of order m,

(1 x 2 ) y '' 2 xy ' m(m 1) y 0,

is denoted by Pm ( x ) and is called the Legendre polynomial of degree m. It is

customary to choose an arbitrary constant so that the coefficient of x n in Pn (x) is
(2n !) / [2n (n !)2 ]. It then turns out that

N
(1)k (2n 2k)!
Pn (x) 2
k 0
n
k !(n k )!(n 2k )!
x n2k ,

where N n / 2 , the integral part of n / 2 . The first six Legendre polynomials

are

1 1
P0 (x) 1 , P1(x) x, P2 (x) (3x 2 1), P3 (x) (5x 3 3x),
2 2

1 1
P4 (x) (35x 4 30x 2 3), P5 (x) (63x 5 70x 3 15x) .
8 8

Graphs y Pn (x) of the Legendre polynomial for n 0,1,2,3, 4,5.

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 Power series solution of Differential equations about ordinary points

Summary
In this lesson we have defined and emphasized on the following:

Second order homogenous linear differential equation

Power Series
Radius of convergence
Ordinary points, singular points
Solution about an ordinary point by power series method
Legendre's equation

References
[1] C.H. Edwards and D.E. Penny, Differential Equations and boundary Value
Problems: Computing and Modeling, Pearson Education, India, 2005.

[2] S. L. Ross, Differential equations, 3rd edition, John Wiley and Sons,
India, 2004.

[3] William R. Derrick and Stanley L. Grossman, A First Course in Differential

Equations, Third Edition.

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