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Ordinary Differential Equations

The Method of Series Solution
A. K. Kapoor
email:akkhcu@gmail.com

( Ver 2.x , September 9, 2015)

Contents
§1 Equations With Constant Coefficients 3

§2 Frobenius Method of Series Solution 7

§3 The Series About Point at Infinity 9

§4 Series Solution Case-I 9

§5 Series Solution Case-II 12

§6 Series Solution Case-III 16

§7 Series Solution Case-IV 21

§8 A Summary of Method of Series Solution 24

Abstract
The method of series solutions for ordinary second order linear differential equations is
presented with examples.

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Created: Month-Date, 2015 ODE-Lecture-Notes.tex

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ODE-Lecture-Notes 2

Resources and Acknowledgements

These content of these lecture notes was delivered as part of Mathematical Physics course in the
M.Sc. program of University of Hyderabad. These lecture notes borrow heavily from Piaggio[1].
Other useful references are Rabenstein [2] and Simmons [3], Dennery and Kryzwicki [4]
For a readable and detailed account of existence and uniqueness theorems Coddington[5] is
recommended.
For detailed and rigorous mathematical treatment of various aspects of ordinary differential
equations see Ince[6] and Coddington and Levinson. [7].
An extremely useful reference is the book by Tulsi Dass and S. K. Sharma [8] where proofs
of convergence of series solution can be found.
I thank Pawan, Dhanujay, HariKrishna, Janardhan, Keerthan and Vishnu of University of
Hyderabad, who attended my course during the summer semester of 2015 and gave their valuable
feed back on an earlier version of the lecture notes.

References
[1] H.T.Piaggio. An Elementary Treatise On Differential Equations and Their Applications.
CBS Publishers and Distributors, 11 Daryaganj, New Delhi 110002, INDIA, 2001.

[2] Albert L. Rabenstein. Introduction to Ordinary Differential Equations. Academic Press,

New York, 1972.

[3] George F. Simmons. Differential Equations. Tata McGraw-Hill Publishing Co Ltd., New
Delhi, INDIA, 1974.

[4] Dennery and Kryziwicki. Mathematics for Physicists. Harper and Row, New York, 1967.

[5] Coddington. Introduction to Ordinary Differential Equations. Prentic Hall of India.

[6] E. L. Ince. Ordinary Differential Equations. Dover Publications, New York, 1923.

[7] Coddington and Levinson. Theory of Ordinary Differential Equations. Tata McGraw Hill,
New Delhi 110002, 1972.

[8] Tulsi Dass and S. K. Sharma. Mathematical Methods in Classical and Quantum Physics.
Universities Press, Hyderabad, INDIA, 1998.
ODE-Lecture-Notes 3

§1 Equations With Constant Coefficients

An nth order ordinary differential equation has the form

dn y(x) dn−1 y(x) dn−2 y(x)

a0 (x) + a1 (x) + a 2 (x) + . . . + an (x)y(x) = P (x) (1)
dxn dxn−1 dxn−2
where the coefficients a0 (x), a1 (x), a2 (x), . . . , an (x) are in general functions of x. There are two
special cases of interest.

CASE I : a0 , a1 , a2 , . . . , an are constants independent of x and a0 6= 0 In this case we say that

the differential equation is the nth order linear equation with constant coefficients.

CASE II : aj (x) are proportional to xn−j .In this case the equation is known as the Euler
equation.

In both these cases the complete solution of the differential equation can be written down .

Case I: Equations with constant coefficients

Ordinary differential equation of nth order with constant coefficients have the form [a0 = 1]

dn y(x) dn−1 y(x) dn−2 y(x)

n
+ a1 n−1
+ a2 + . . . + an y(x) = 0, (2)
dx dx dxn−2
where a1 , a2 , . . . , an are constants. Writing the differential equation as Ly = 0 where L is the
differential operator in the left hand side of (2)

dn dn−1 dn−2
L= + a 1 + a 2 . . . + an . (3)
dxn dxn−1 dxn−2
This equation can be solved by taking a trial solution of the form

y(x, λ) = exp[λx] (4)

computing
Ly(x, λ) = [λn + a1 λn−1 + a2 λn−2 + . . . + an ]y(x, λ) (5)
We see that Ly = 0 is satisfied by the trial solution if λ is a root of the equation

λn + a1 λn−1 + a2 λn−2 + . . . + an = 0. (6)

ODE-Lecture-Notes 4

the r.h.s of Eq.(5) will become zero and corresponding y(x, λ) will be a solution. Hence we know
that if the Eq.(6) has n distinct roots λ1 , λ2 , . . . , λn , then the ODE Eq.(2) has n solutions.

y1 (x) = eλ1 x ; y2 (x) = eλ2 x ; . . . yn (x) = eλn x . (7)

WHAT IF SOME ROOTS OF THE EQUATION Eq.(6) HAVE MULTIPLICITIES

GREATER THAN 1 ?
Let us consider a simple concrete example of a second order differential equation

d2 y(x, λ) dy(x, λ)
Ly(x) ≡ 2
− 2α + α2 y(x) = 0. (8)
dx dx
The trial function y(x, λ) = exp(λx) is a solution, if

λ2 − 2αλ + α2 = 0.

This equation has a double root λ = α. This gives one solution y(x) = eαx .
There is a second solution which can be found by several methods discussed below.

Method 1:
Substituting y(x, λ) = eλx in Eq.(8) for y(x) in Eq.(8) and computing Ly(x, λ) we get,[compare
with Eq.(5) ]
d2 y(x, λ) dy(x, λ)
2
− 2α + α2 y(x, λ) = (λ − α)2 y(x, λ) (9)
dx dx
Note that the right hand side of (9) vanishes for λ = α, giving the first solution asy1 (x) =
y(x, α. Also note that the first derivative of right hand side w.r.t. λ vanishes for λ = α. Thus
differentiating Eq.(9) w.r.t. λ and setting λ = α we get

d d2
  
d 2

2
− 2α + α y(x, λ) = 0. (10)
dλ dx dx λ=α

Since the order of derivatives w.r.t λ and w.r.t x can be interchanged, the Eq.(10) is equivalent
to  2  
d d 2 d 
− 2α + α y(x, λ) =0 (11)
dx2 dx dλ 
λ=α
d
Thus dλ y(x, λ) is a solution of the given differential equation for λ = α.
d λx 
= xeαx .


This gives the second solution as y2 (x) = dλ e λ=α
ODE-Lecture-Notes 5

Method 2:
Suppose we start from a differential equation
d2 y(x, λ) dy(x, λ)
2
− (α + β) + αβy(x, λ) = 0 (12)
dx dx
which has two distinct solutions
y1 (x) = eαx ; y2 (x) = eβx . (13)
We then ask what happens when β tends to α? Obviously, the second solution y2 (x) tends
to the first solution y1 (x) and the two solutions (13) are no longer independent. However, we
can make use of the fact that (12) is a linear differential equation and any superposition of two
solutions is also a solution. Thus we may write
y3 (x) = Ay1 (x) + By2 (x) (14)
and select A and B in such a way that even in the limit β −→ α, y3 (x) remains independent of
y1 (x) and y2 (x) . One possible choice of A and B having this property is A = 1/(α − β) and
B = −1/(α − β) .With this choice Eq.(14) becomes

y1 (x) − y2 (x) eαx − eβx

y3 (x) = = (15)
α−β α−β
and in the limit α → β Eq.(15) tends to the desired solution:
eαx − eβx d αx
lim y3 (x) = lim = e = xeαx !
β→α β→α α − β dα

Method 3:
There is yet one more method, called the method of variation of constants which gives a second
solution directly in terms of the first solution .We shall show how this method works for more
general ordinary differential equations. After obtaining the final result we shall apply it to the
case of the example Eq.(8) for which one solution y1 (x) = eαx is already known. In this method
one writes the second solution as
y(x) = u(x)y1 (x) (16)
and demand that the differential equation satisfied by u(x) be of one order lower. In this example
equation for u will of order 1.
Let y1 (x) be a solution of the equation
 2 
d d
+ a(x) + b(x) y(x) = 0 (17)
dx2 dx
ODE-Lecture-Notes 6

substituting Eq.(16) in Eq.(17) we get

d2 [u(x)y1 (x)] d[u(x)y1 (x)]
+ a(x) + b(x)u(x)y1 (x) = 0 (18)
dx2 dx
Using the fact that y1 (x) satisfies the original equation Eq.(17) we get an equation for u(x) as
d2 u(x) du(x) dy1 (x) du(x)
y1 (x) 2
+ a(x)y1 (x) +2 = 0. (19)
dx dx dx dx
Defining v(x) by
du(x)
v(x) = (20)
dx
the Eq.(19) takes the form
dv(x) dy1 (x)
y1 (x) + a(x)y1 (x)v(x) + 2 v(x) = 0 (21)
dx dx
This equation is of first order and can be solved for v(x), this solution in turn gives u(x). To
solve Eq.(21) we multiply it by y1 (x) and rearrange in the form
d  2
y1 (x)v(x) = −a(x)y12 (x)v(x)

(22)
dx
To solve the above equation, we introduce w(x) ≡ y12 (x)v(x) and we thus get
1 dw(x)
= −a(x). (23)
w(x) dx
Hence we get Z x
w(x) = c exp [− a(t)dt] (24)

where c is a constant of integration. Substituting w(x) = y12 (x)v(x) in (24), and defintion of
v(x) from Eq.(20) gives the first order differential equation
Z x
du(x) c
= exp [− a(t)dt] (25)
dx y( x)2
which is integrated to give
1 [− R x a(t)dt]
Z
u(x) = c e dx (26)
y12 (x)
1 [− R x a(t)dt]
Z 
y2 (x) = y1 (x)u(x) = cy1 (x) e dx + d (27)
y12 (x)
ODE-Lecture-Notes 7

where d is another constant of integration. Eq.(8) is a special case of Eq.(17) with a(x) =
−2α, b(x) = α2 and the one known solution is y1 (x) = e−αx . Making these substitutions in
Eq.(27) the second solution is easily computed to be

y(x) = cxy1 (x) + d′ e−αx , withd′ = cd. (28)

This coincides with the a general linear combination of the two standard known solutions.
In general, y(x) so obtained will be a linear combination of solutions obtained by other
methods. All the three methods can be generalized to include cases of higher multiplicities and
higher order differential equations.

§2 Frobenius Method of Series Solution

The Frobenius method of series solution is a useful method for a large class of linear ordinary
differential equations. However many of the ordinary linear differential equations of mathemat-
ical physics are of second order and we will limit our discussion to series solution of second
order, linear, ordinary differential equations only. The method of course can be generalised to
linear differential equations of higher order. In this method of series solution, ordinary linear
differential equations, one starts with a trial solution of the form
∞
X
y(x, c) = an xn+c (29)
n=0

The trial solution is substituted in the differential equation Ly = 0 where L is a linear differential
operator of the form
d2 d
L = a(x) 2 + b(x) + c(x). (30)
dx dx
Next we demand that the coefficient of each power of x be zero. The resulting equations
determine the index c and the coefficients an . At first we shall discuss the method by means
of examples. Later we shall discuss a theorem which tell us the conditions under which this
method will give rise to n linearly independent solutions. The relevant theorem, known as
Fuch’s theorem also tell us the minimum radius of convergence of the solution obtained in the
series form.

Bessel’s equation as an example: To introduce the method we take up the Bessel’s equation
as an example. The Bessel’s equation is

d2 y dy
x2 +x + (x2 − ν 2 )y = 0. (31)
dx2 dx
ODE-Lecture-Notes 8

Substituting Eq.(29) in Eq.(31) we get

∞
X ∞
X ∞
X
x2 an (n + c)(n + c − 1)xn+c−2 + x an (n + c)xn+c−1 + (x2 − ν 2 ) an xn+c = 0. (32)
n=0 n=0 n=0

Rewriting Eq.(32) as
∞
X ∞
X ∞
X ∞
X
an (n + c)(n + c − 1)xn+c + an (n + c)xn+c + an xn+c+2 − ν 2 an xn+c = 0, (33)
n=0 n=0 n=0 n=0

we see that the lowest power of x in the above equation is xc . Equating the coefficient of xc in
Eq.(33) to zero we get
a0 c(c − 1) + a0 c − ν 2 a0 = 0, (34)
a0 (c2 − ν 2 ) = 0. (35)
Assuming a0 6= 0we get
c2 − ν 2 = 0. (36)
This equation determine the index c and is called the indicial equation. For the present case the
two possible values of are c1 and c2 where

c1 = −ν, c2 = ν. (37)

The details of the method of series solution depend on the roots of the indicial equation. For
the second order differential equations under discussion the following cases arise

CASE-I : The roots of indicial equation are distinct and the difference of the roots is not an
integer.

CASE-II : The roots of indicial equation are equal.

CASE-III : The difference of the roots of indicial equation is a non-zero integer and some
coefficient an becomes infinite.

CASE-IV : The difference of the roots of indicial equation is a non-zero integer and some
coefficient an becomes indeterminate.

We shall discuss the above four cases by means of separate set of examples. The series solution
for the Bessel’s equation is left as an exercise for the reader.
ODE-Lecture-Notes 9

§3 The Series About Point at Infinity

For a second order linear differential equation

d2 y dy
2
+ p(x) + q(x)y = 0 (38)
dx dx
sometimes instead of a series solution in powers of x, it may be useful to expand in negative
powers of x:
∞
X
y(x, c) = xc an x−n (39)
n=0

This results on convergence etc. of this type of solutions are conveniently obtained by changing
the independent variable from x to t = 1/x. The differential equation Eq.(38) written in terms
of t becomes
d2 y dy
2
+ p̃(t) + q̃(t)y = 0 (40)
dt dt
where
2 1 1
p̃(t) = − 2 p(t); q̃(t) = 4 q(1/t) (41)
t t t
The behaviour of the series solution at t = 0 gives the answer for the behaviour of the solution
in the inverse powers of x.

§4 Series Solution Case-I

Case-I: Example
In this lecture we shall take up solution of an ordinary differential equation by the method of
series solution. The example to be discussed is such that the indicial equation has two distinct
roots and the difference of the roots is not an integer.

Consider the equation

d2 y dy
4x 2
+2 +y =0 (42)
dx dx
Let us assume a solution in the form
∞
X
y(x, c) = an xn+c (43)
n=0
ODE-Lecture-Notes 10

where c and an are to be fixed. Substituting Eq.(43) in the differential Eq.(42) we get
∞
X ∞
X ∞
X
4x an (n + c)(n + c − 1)xn+c−2 + 2 an (n + c)xn+c−1 + an xn+c = 0 (44)
n=0 n=0 n=0

or,
∞
X ∞
X ∞
X
4an (n + c)(n + c − 1)xn+c−1 + 2an (n + c)xn+c−1 + an xn+c = 0 (45)
n=0 n=0 n=0
or,
∞
X ∞
X
2(n + c)(2n + 2c − 1)an xn+c−1 + an xn+c = 0 (46)
n=0 n=0

We now equate coefficients of different powers of x to zero. The minimum power of x in Eq.(46)
is xc−1 . So we get

Coeff of xc−1 : a0 2c(2c − 1) = 0 (47)

c
Coeff of x : a1 2(c + 1)(2c + 1) + a0 = 0 (48)
a0
or, a1 = − (49)
2(c + 1)(2c + 1)
Coeff of xc+1 : a2 2(2 + c)(4 + 2c − 1) + a1 = 0 (50)
a1
or, a2 = − (51)
(2c + 3)(2c + 4)
Coeff of xc+m : am+1 2(m + c + 1)(2m + 2c + 1) + am = 0 (52)
1
or am+1 = −am (53)
2(m + c + 1)(2m + 2c + 1)
The Eq.(47) gives the indicial equation

2c(2c + 1) = 0 (54)
1
or, c = 0, (55)
2
ODE-Lecture-Notes 11

Solution for c = 0
The recurrence relation Eq.(53) becomes
1
am+1 = − am (56)
(2m + 2)(2m + 1)
1
Therefore, a1 = − a0 (57)
2·1
1 1
a2 = − a1 = a0 (58)
4·3 4·3·2·1
and
1 1
a3 = − a2 = a0 (59)
6·5 6·5·4·3·2·1
(−1)m
Thus am = a0 (60)
(2m)!
and one solution for, c = 0, is
∞
x2 x3 (−1)m xm
 
c
X
n x
yI (x) = x an x = a0 1 − + − + ... + + ... (61)
n=0
2! 4! 6! (2m)!

1
Solution for c = 2

In this case we have

1
am+1 = − am (62)
(2m + 3)(2m + 2)
Therefore,
1
a1 = − a0 (63)
3·2
1 1
a2 = − a1 = a0 (64)
5·4 5·4·3·2
1 1
a3 = − a2 = − a0 (65)
7·6 7·6·5·4·3·2
In general,
(−1)m
am = a0 (66)
(2m + 1)!
ODE-Lecture-Notes 12

The second solution is, therefore, given by

∞
x2 x3 (−1)m xm
 
c
X
n x
yII = x an x = a0 x 1 − + − + ... + + ... (67)
3! 5! 7! (2m + 1)!
n=0

The most general solution of the differential equation Eq.(42) is given by

y(x) = αyI (x) + βyII (x) (68)

§5 Series Solution Case-II

In this method we shall take up solution of an ordinary differential equation by the method of
series solution. In this chapter we discuss two examples for which the indicial equation has two
equal roots.

Case II : Example
The first example is the differential equation Ly = 0
d2 y dy
x + +y =0 (69)
dx2 dx
∞
X
y(x, c) = an xn+c (70)
n=0
∞
d X
y(x, c) = an (n + c)xn+c−1 (71)
dx n=0
∞
d2 X
y(x, c) = an (n + c)(n + c − 1)xn+c−2 (72)
dx2
n=0
Substituting Eq.(70) , Eq.(71) and Eq.(72) in the differential equation Eq.(69) gives
∞
X ∞
X ∞
X
x an (n + c)(n + c − 1)xn+c−2 + an (n + c)xn+c−1 + an xn+c = 0 (73)
n=0 n=0 n=0
or,
∞
X ∞
X ∞
X
n+c−1 n+c−1
an (n + c)(n + c − 1)x + an (n + c)x + an xn+c = 0 (74)
n=0 n=0 n=0
ODE-Lecture-Notes 13

or,
∞
X ∞
X
2 n+c−1
an (n + c) x + an xn+c = 0 (75)
n=0 n=0

Before we start equating the coefficients of different powers of x to zero, we derive a result
for later use (see Eq.(78) below).

We split off the n = 0 term from the remaining series in the first term in Eq. Eq.(75) and
rewrite the l.h.s of Eq.(75) as
∞ ∞
d2 y dy X X
x 2+ + y = a0 c2 xc−1 + an (n + c)2 xn+c−1 + an xn+c (76)
dx dx
n=0 n=0

In the first summation in the r.h.s. we replace n with m + 1 and sum over m from 0 to ∞; while
in the second summation we simply replace nwithm. This gives
∞ ∞
d2 y dy 2 c−1
X
2 m+c
X
x + + y = a 0 c x + a m+1 (m + c + 1) x + am xm+c (77)
dx2 dx m=0 m=0

or
∞
d2 y dy 2 c−1
X
am+1 (m + c + 1)2 + am xm+c
 
x 2+ + y = a0 c x + (78)
dx dx
m=0

We now equate coefficients of different powers of x to zero. The minimum power of x in Eq.(75)
is xc−1 . So we get
Coefficient of xc−1 : a0 c2 = 0 (79)
Assuming a0 6= 0 we get the indicial equation c2 = 0. Thus the roots of the indicial equation
are coincident and we have
c = 0. (80)
Coeff of xc in Eq.(78) : a1 (c + 1)2 + a0 = 0 (81)
a0
a1 = − (82)
(c + 1)2
Coeff of xc+1 in Eq.(78) : a2 (2 + c)2 + a1 = 0 (83)
a0
or, a2 = − (84)
(c + 2)2 (c + 1)2
am
Coeff of xc+m in Eq.(78) : am+1 = − (85)
(m + c + 1)2
ODE-Lecture-Notes 14

This gives
a0
am = (−1)m (86)
[(c + m)(c + m − 1) . . . (c + 1)]2
and hence
∞ ∞
X X xn+c
y(x, c) = an xn+c = a0 (−1)n (87)
[(c + n)(c + n − 1) . . . (c + 1)]2
n=0 n=0

Notice that, if we use Eq.(86) in Eq.(78) , one gets that for c 6= 0 y(x, c) satisfies the relation

d2 y(x, c) dy(x, c)
x + + y(x, c) = a0 c2 xc−1 (88)
dx2 dx
The right hand side of the above equation vanishes if we set c = 0, showing that y(x, c)|c=0 is a
solution of the differential equation.
Also if we differentiate
 Eq.(88) w.r.t. c and set c = 0, the right hand side again vanishes
dy(x,c) 
showing that dc  is also a solution. Thus two linearly independent solutions are given by
c=0

dy(x, c) 
yI (x, c) = y(x, c)|c=0 and yII (x, c) = (89)
dx c=0

We shall now determine the series for the two solutions in Eq.(89) . The coefficients am can be
expressed in terms of gamma functions Γ(x) making use of the property

Γ(z + 1) = zΓ(z) (90)

Using Eq.(90) repeatedly, for r < n we get

Γ(z + n + 1) = (z + n)Γ(z + n) (91)

= (z + n)(z + n − 1)Γ(z + n − 1) (92)
= ......
= (z + n)(z + n − 1)(z + n − 2) . . . (z + r)Γ(z + r)
Γ(z + n + 1)
Or, (z + n)(z + n − 1) . . . (z + r) =
Γ(z + r)
(93)

On using Eq.(93) with z = c, r = 1we get

Γ(c + n + 1)
(c + n)(c + n − 1) . . . . . . (c + 1) = (94)
Γ(c + 1)
ODE-Lecture-Notes 15

Use Eq.(94) to rewrite Eq.(87) to get

∞
2
X xn+c
y(x, c) = a0 [Γ(c + 1)] (−1)n (95)
[Γ(c + n + 1)]2
n=0

Setting a0 [Γ(c + 1)]2 = 1, we get

∞
c
X xn
y(x, c) = x (−1)n (96)
[Γ(c + n + 1)]2
n=0

The two solutions of the given differential equation are

∞ ∞
X xn
n
X
n x
n
y1 (x) = y(x, c)|c=0 = (−1) = (−1) (97)
[Γ(n + 1)]2 (n!)2
n=0 n=0

and 
dy(x, c) 
y2 (x, c) = (98)
dc c+0
For the second solution the derivatives w.r.t. c, at c = 0, are needed and can be conveniently
expressed in terms of the Γ(x) and the function ψ(x), where
1 dΓ(x) d
ψ(x) = = log Γ(x) (99)
Γ(x) dx dx
1
Therefore, computing the derivative of [Γ(x)]2

d 1 1 dΓ(x) ψ(x)
= −2 = −2 (100)
dx [Γ(x)]2 [Γ(x)]3 dx [Γ(x)]2
Differentiating y(x, c) given by Eq.(96) we get
∞ ∞
dy(x, c) X xn X d 1
= xc log x (−1)n + xc (−1)n (101)
dc n=0
[Γ(c + n + 1)]2 n=0
dc [Γ(c + n + 1)]2

Hence  ∞
dy(x, c)  X ψ(n + 1)
y2 (x) = = y1 (x) log x − 2 (−1)n xn (102)
dc c=0 n=0
(n!)2
where in the last step in Eq.(102) we have used Eq.(100) to get

d 1  ψ(n + 1) ψ(n + 1)
2
 = −2 2
= −2 (103)
dc [Γ(c + n + 1)] c=0
 [Γ(n + 1)] (n!)2
ODE-Lecture-Notes 16

The most general solution is a linear combination of y1 (x) and y2 (x)

y(x) = α y1 (x) + β y2 (x) (104)

Question: In going from Eq.(95) to Eq.(96) we have made a choice

1
a0 =
[Γ(c + 1)]2
How will the solution y2 change if we had proceed without making this choice ? It can be verified
that the most general form Eq.(104) of the solution is not affected by this choice

§6 Series Solution Case-III

We shall now take up the series solution for differential equations when the roots of the indicial
equation differ by an integer 6= 0. For such equations two different possibilities arise.The first
possibility, discussed in this lecture is that roots of the indicial equation differ by an integer and
this results in some coefficient becoming infinite. In the other possibility, to be taken up in the
next lecture, is when some coefficient becomes indeterminate.

Case-III : Example
An example of the case-III is the ordinary differential equation

d2 y dy
x2 2
+x − (2x + 1)y = 0 (105)
dx dx
which we write as Ly = 0 where

d2 y dy
Ly = x2 +x − (2x + 1)y. (106)
dx2 dx
Let
∞
X
y(x, c) = an xn+c (107)
n=0

Then we have
∞
d X
y(x, c) = an (n + c)xn+c−1 (108)
dx
n=0
ODE-Lecture-Notes 17

∞
d2 X
y(x, c) = an (n + c)(n + c − 1)xn+c−2 (109)
dx2
n=0
Substituting in the given differential equation Eq.(105) , we get
∞
X
2
x an (n + c)(n + c − 1)xn+c−2
n=0
∞
X ∞
X
+x an (n + c)xn+c−1 − (2x + 1) an xn+c = 0 (110)
n=0 n=0

Or we have,
∞
X ∞
X
an (n + c)(n + c − 1)xn+c + x an (n + c)xn+c−1
n=0 n=0
∞
X
− (2x + 1) an xn+c = 0 (111)
n=0

This can be rearranged as

∞
X ∞
X
an (n + c)2 − 1 xn+c − 2 an xn+c+1 = 0

(112)
n=0 n=0

Before we start equating the coefficients of different powers of x to zero, we derive a result for
later use (see Eq.(115) below ) for later use. We split off the n = 0 term first sum and write
it separately.
∞
X ∞
X
a0 (c2 − 1)xc + an (n + c)2 − 1 xn+c − 2 an xn+c+1 = 0

(113)
n=0 n=0

The summation index in the second sum can be redefined from n to r = n + 1, so that sum
over r runs from 0 to ∞. Thus we get
∞
X ∞
X
Ly(x, c) = a0 (c2 − 1)xc + ar+1 (r + 1 + c)2 − 1 xr+1+c − 2 ar xr+c+1 = 0

(114)
r=0 r=0

The left hand side of Eq.(112) is just Ly(x, c). Eq.(114) enables us to rewrite Ly(x, c) as
∞
X
2 c
ar+1 [(r + 1 + c)2 − 1] − 2ar xr+1+c = 0

Ly(x, c) = a0 (c − 1)x + (115)
r=0
ODE-Lecture-Notes 18

Eq.(115) will be needed below, for the moment we get back to Eq.(112) . The minimum power
of x in Eq.(115) is xc to zero we get,

a0 (c2 − 1) = 0 (116)

The indicial equation is, therefore, given by c2 − 1 = 0 and the possible values of c are ±1.
Equating the coefficients of successive powers xc+1 , xc+2 etc. to zero gives

Coefficient of xc+1 : a1 (c + 1)2 − 1 − 2a0 = 0

 
(117)
2a0
therefore a1 = (118)
c(c + 2)

Coefficient of xc+2 :a2 [(c + 2)2 − 1] − 2a1 = 0 (119)

and hence
2a1 2.2a0
a2 = = (120)
(c + 1)(c + 3) (c + 1)(c + 3)(c + 2)c
Note that the coefficient a2 becomes infinite when c = −1. Similarly, the coefficient of xc+3
equated to zero implies
2a2
therefore a3 = (121)
(c + 4)(c + 2)
The recurrence relation as obtained from Eq.(112) by demanding that the coefficient of xm+c
be zero.

(m + c + 1)(m + c − 1)am − 2am−1 = 0 (122)

2am−1
am = (123)
(m + c + 1)(m + c − 1)
Thus a3 , and all the subsequent coefficients, are proportional to a2 and hence becomes infinite
for c = −1, due to presence of a factor (c + 1) in the denominator of a2 , see Eq.(120) . Since
the overall constant a0 arbitrary, we may select a0 = k(c + 1) making a3 and all the subsequent
coefficients finite for both the values of c = ±1. With the choice a0 = k(c + 1) and using the
recurrence relation Eq.(123) in Eq.(115) one gets

Ly(x, c) = a0 (c2 − 1)xc = k(c − 1)(c + 1)2 xc (124)

It is apparent from the above equation that for c = 1 we have two linearly independent solutions
given by 
dy(x, c) 
y1 (x) = y(x, c)|c= −1 and y2 (x) = (125)
dc c= −1
ODE-Lecture-Notes 19

It can be explicitly checked that yet another solution, obtained from y(x, c) by setting c = −1,
is proportional to the solution y1 (x).

We shall now get explicit form of the two solutions Eq.(125) , Eq.(118) Eq.(120) , Eq.(121)
and Eq.(123) give
2a0
a1 = , (126)
(c)(c + 2)
2.2a0
a2 = , (127)
(c + 3)(c + 2)(c + 1)c
23 a0
a3 = . (128)
(c + 4)(c + 3)(c + 2)(c + 2)(c + 1)c
In general
2m a0
am = (129)
˙ + c − 1)(m + c − 2) · · · c
(m + c + 1)(m + c) · · · (c + 2)(m
Multiplying and dividing Eq.(129) by [Γ(c + 2)]2 , the expression for am can be easily cast in
the form
2m a0 Γ(c + 2)Γ(c + 2)
am = (130)
Γ(m + c + 2)Γ(m + c)c(c + 1)
Writing the series for y(x, c), using Eq.(127) , Eq.(128) and Eq.(130) , we obtain

22 x2

c 2x
y(x, c) = a0 x 1 + + + ···
(c)(c + 2) (c + 1)c(c + 3)(c + 2)
2m Γ(c + 2)Γ(c + 2)

m
+ x + ··· (131)
Γ(m + c + 2)Γ(m + c)c(c + 1)
Next we use a0 = k(c + 1) and rewrite the above series as

22 x2

c 2x
y(x, c) = kx (c + 1) + (c + 1) + + + ···
(c)(c + 2) c(c + 3)(c + 2)
2m Γ(c + 2)Γ(c + 2)

m
+ x + ··· (132)
Γ(m + c + 2)Γ(m + c)c
One solution is obtained by setting c = −1 in Eq.(132) . Apart from an overall constant, the
first solution can be written as
∞ ∞
X 2m m−1
X 2m+1
y1 (x) = x =2 xm+1 (133)
m=2
(m!)(m − 2)! m=0
(m!)(m + 2)!
ODE-Lecture-Notes 20

To obtain the second solution we differentiate Eq.(132) w.r.t c and set c = −1. This gives

22 x2

dy(x, c) c 2x
= k log x x (c + 1) + (c + 1) + + ···
dc c(c + 2) c(c + 3)(c + 2)
2m Γ(c + 2)Γ(c + 2)

m
··· + x + ···
Γ(m + c + 2)Γ(m + c)c)
22 x2 d 2m Γ(c + 2)Γ(c + 2)
 
c 2x d m
+x 1 − 2 + + ··· + x + ···
c dc c(c + 3)(c + 2) dc Γ(m + c + 2)Γ(m + c)c)
(134)

Computing the derivative of log am , with am as in Eq.(130) we get

log am = log 2m k + 2 log Γ(c + 2) − log Γ(m + c + 2) − log Γ(m + c) − log c (135)

Thus we have and setting c = −1 one gets

  
1 dam  1 
= 2ψ(c + 2) − ψ(c + m + 2) − ψ(m + c) −
am dc c=−1 c c=−1
= −2γ − ψ(m + 1) − ψ(m − 1) + 1 (136)

Writing
1 1 1
φ(n) = 1 + + = ··· + (137)
2 3 n
and defining φ(0) = 0, and using

ψ(n) = −γ + φ(n − 1), for n ¿ 1 (138)

Eq.(136) can be simplified, for m > 2 to give


dam 
= am [φ(m − 2) + φ(m) − 1] (139)
dc c=−1
2m [φ(m − 2) + φ(m) − 1]
= (140)
m! (m − 2)!

Substituting back in Eq.(134) gives the series for the second solution as

y2 (x) = −2y1 (x) log x + x−1 ∆(x) (141)

ODE-Lecture-Notes 21

where ∆(x) is the series given by

2m [φ(m) + φ(m − 2) − 1] m
∆(x) = 1 − 2x + x2 + · · · + x + ···
m! (m − 2)!
( ∞
)
X 2m [φ(m) + φ(m − 2) − 1]
= 1 − 2x + x2 + · · · + xm+1 + · · ·
m! (m − 2)!
m=3

The series solution obtained by setting c = 1 in y(x, c) of Eq.(132) is proportional to y1 (x).

§7 Series Solution Case-IV

=============================================================================
In this lecture we shall take up solution of an ordinary differential equation by the method of
series solution. The example to be discussed is such that the difference of the roots of the indicial
equation is an integer and some coefficient becomes indeterminate.

Consider the differential equation

d2 y
+ x2 y = 0 (142)
dx2
Substituting
∞
X
y= an xn+c (143)
n=0

in Eq.(142) we get
∞
X ∞
X
an (n + c)(n + c − 1)xn+c−2 + x2 an xn+c = 0 (144)
n=0 n=0

or,
∞
X ∞
X
an (n + c)(n + c − 1)xn+c−2 + an xn+c+2 = 0 (145)
n=0 n=0

The lowest power of x in the right hand side of Eq.(145) is xc−2 . This gives

a0 c(c − 1) = 0 (146)

Therefore the two values of c are c = 0 and c = 1. Equating the coefficients of xc−1 , xc , xc+1 , xc+2 , . . .
to zero successively gives
a1 c(c + 1) = 0, (147)
ODE-Lecture-Notes 22

a2 (c + 1)(c + 2) = 0, (148)
a3 (c + 2)(c + 3) = 0, (149)
a4 (c + 4)(c + 3) + a0 = 0. (150)
The recurrence relation obtained by considering the coefficient of xm+c+2 is

am+4 (c + m + 4)(c + m + 3) + am = 0. (151)

The solution for c = 1 can be constructed easily using the recurrence relations.
Let us now look at the case c = 0. In this case, from Eq.(147) we get

a1 .0 = 0. (152)

Thus a1 cannot be fixed and is indeterminate. In this case we proceed as before except that we
retain both a0 and a1 as unknown parameters. We construct solution for this case, c = 0, first
and then come back and look at the solution for c = 1.

Case c = 0 :
Substituting c = 0 from Eq.(147) to Eq.(151) we get
a0
a2 = a3 = 0; a4 = − (153)
4.3
am
am+4 =− (154)
(m + 4)(m + 3)

Combining Eq.(153) and Eq.(154) we see that

a2 = a6 = a1 0 · · · 0 (155)

and
a3 = a7 = a1 1 · · · 0 (156)
Also
1 1 1
a4 = − a0 ; a8 = − a4 ; a12 = − a8 (157)
4.3 8.7 12.11
1 1 1
a5 = − a1 ; a9 = − a5 ; a13 =− a9 (158)
5.4 9.8 13.12
Solving Eq.(157) and Eq.(158) we get
1 1 1
a4 = − a0 ; a8 = − a0 ; a12 = − a0 (159)
4.3 8.7.4.3 12.11.8.7.4.3
ODE-Lecture-Notes 23

1 1 1
a5 = − a1 ; a9 = − a1 ; a13 = − a1 (160)
5.4 9.8.5.4 13.12.9.8.5.4
The series solution in this case contains two parameters, which are not determined by the
recurrence relations, and is given by

y(x) = a0 y1 (x) + a1 y2 (x) (161)

x4 x8 x12
y1 (x) = 1 − + − + ··· (162)
3.4 3.4.7.8 3.4.7.8.11.12
x4 x8 x12
 
y2 (x) = x 1 − + − + ··· (163)
4.5 4.5.8.9 4.5.8.9.12.13
These two functions y1 (x) and y2 (x) represent two linearly independent solutions. What happens
when one tries to construct the solution for the second value of c ? In this case we recover one
of the above two solutions already obtained. This will now be demonstrated explicitly.

Case c = 1 :
In this case we get
a1 = a2 = a3 = 0 (164)
am
am+4 = − (165)
(m + 5)(m + 4)
We therefore get
1 1 1
a4 = − a0 ; a8 = − a4 ; a12 = − a8 (166)
5.4 9.8 13.12
Compare the equations Eq.(166) with Eq.(158) . We now construct the series
X
y = xc an xn (167)

and get
x4 x8 x12
 
y2 (x) = a0 x 1 − + − + ··· (168)
4.5 4.5.8.9 4.5.8.9.12.13
This solution coincides with y2 (x) of Eq.(163) except for an overall constant. Hence the most
general solution of the differential equation Eq.(142) is given by Eq.(161) .
ODE-Lecture-Notes 24

§8 A Summary of Method of Series Solution

Summary of the method of series solution
The Frobenius method of series solution is a useful method for a large class of linear ordinary
differential equations of mathematical physics. A general ordinary second order linear differential
equation can be put in the form

d2 y(x) dy(x)
2
+ p(x) + q(x)y(x) = 0 (169)
dx dx
In the Frobenius method of series solution, it is assumed that the solution can be written in the
form
∞
X
an xn+c = xc a0 + a1 x + a2 x2 + · · · + an xn + · · ·
 
y(x, c) = (170)
n=0

The parameter c is called index. The expansion parameters an and the index c are determined
by substituting Eq.(170) in the ODE Eq.(169) , expanding p(x) and q(x) in powers of x, and
comparing the coefficients of different powers of x on both sides. The coefficient of the general
power n equated to zero gives recurrence relations for the coefficients of expansion an . These
recurrence relations are then solved and the expansion coefficients are fixed.
When this method is applicable, one gets two linearly independent solutions y1 (x) and y2 (x) for
the second order differential equations. The most general solution y(x) of the ODE Eq.(169)
is then represented as a linearly combination of the solutions y1 (x) and y2 (x).

y1 (x) = αy1 (x) + βy2 (x) (171)

where the constants α and β are to be fixed by initial conditions. It must be remarked that
the two linear independent solutions are not always of the form Eq.(170) assumed in the
beginning. In general one may also get a series of type Eq.(170) multiplied by log x. The
expansion Eq.(170) is expansion about the point x = 0. In general, one may attempt a series
solution about any point x0 . In such a case, instead of Eq.(170) , one assumes the solution to
be of the form
∞
X
y(x, c) = an (x − x0 )c + n (172)
n=0
ODE-Lecture-Notes 25

We now summarize the method of obtaining two linearly independent solutions in the four
cases of series solution.

Case I: In this case the roots of the indicial equation are distinct and the difference of the
roots c1 and c2 is not an integer. The two linearly independent solutions are given by

y1 (x) = y(x, c)|c=c1 and y2 (x) = y(x, c)|c=c2

Case II: In this case the roots of the indicial equation are equal to, say, c0 . The two linearly
independent solutions are given by

d 
y1 (x) = y(x, c)|c=c0 and y2 (x) = y(x, c)
dc c=c0

Case III: In this case the roots of the indicial equation, c1 and c2 is an integer.And one of the
coefficients becomes infinite for one of the values of c, which we assume to be c1 . In this case
we assume a0 = k(c − c1 ), k 6= 0. The two linearly independent solutions are then given by

d 
y1 (x) = y(x, c)|c=c1 and y2 (x) = y(x, c)
dc c=c1

The solution obtained from y(x, c) by setting c = c2 is identical with y1 (x) apart from an over
all constant.

Case IV: In this case the roots of the indicial equation, c1 and c2 are distinct and the difference
of the roots c1 and c2 is an integer. And one of the coefficients, say an , becomes indeterminate
for one of the values of c, which we assume to be c1 . In this case we keep a0 and an as unknown
constants, and the most general solution containing two unknown constants is obtained from
y(x, c) setting c = c1 .
y(x) = y(x, c)|c=c1
The solution obtained from y(x, c) by setting c = c2 coincides with y(x) for particular values of
the constants a0 and an .

Convergence of Series Solutions

We are now interested in knowing the properties of the solutions.
Having obtained the solutions in a series form one must ask what are the values of x for which the
series appearing in the solutions converge? When do we have two linearly independent solutions ?
ODE-Lecture-Notes 26

The answer to these and related questions is given by Fuch’s Theorem.For this purpose it turns
out to be useful to regard the independent variable x as complex variable and to continue the
two functions p(x) and q(x) to the complex plane.
As a preparation to the statement of the Fuch’s Theorem we define an ordinary point, the
regular singular and the irregular singular points of an ordinary differential equation. As already
mentioned the independent variable x will regarded as a complex variable.
A point x = x0 in the complex plane is called an ordinary point of the second order linear
differential equation if both the functions p(x) and q(x) are analytic at x = x0 .
A point x0 is called singular point of the second order ordinary linear differential equation,
if it is not an ordinary point.

A singular point x0 is called regular singular point of the differential equation if the two
functions P (x) and Q(x), where
P (x) = (x − x0 )p(x), Q(x) = (x − x0 )2 q(x) (173)
are analytic at x0 .
A singular point x0 is called irregular singular point if it is a singular point but not a regular
singular point.

Point at Infinity: The above definitions are easily extended to the point at infinity. We say
that the point at infinity (x = ∞) is, respectively, an ordinary point, a regular singular point
of a differential equation Eq.(169) if for the corresponding equation Eq.(173) ,in t = 1/x, the
point t = 0 is an ordinary point or a regular singular point. A similar statement holds for the
irregular singular points.

Theorem )||(1 If x0 is an ordinary point of the differential equation Eq.(169) , there exist two
linearly independent solutions which are analytic at x0 . These solutions are therefore expressible
as power series in (x − x0 ) in the form Eq.(172) . The radius of convergence of the power series
is at least as large as the distance of x0 from the nearest singular point of the functions p(x) and
q(x) in the complex plane.

The Fuch’s theorem given below summarises the corresponding results for the series solution
about a regular singular point.
Theorem )||(2 (Fuch’s Theorem) If the differential equation Eq.(169) has a regular singular
singular point at x = x0 there exist two linearly independent solutions which can be expressed in
the form
y(x) = (x − x0 )c {log(x − x0 )φ1 (x) + φ2 (x)} (174)
ODE-Lecture-Notes 27

where φ1 (x) and φ2 (x) have power series expansions of the form
∞
X
an (x − x0 )n (175)
n=0

The series expansions for φ1 (x) and φ2 (x) have radius of convergence at least as large as the
distance of x0 from the nearest point, in the complex plane, of P (x) and Q(x) as defined in
Eq.(173) .