CHAPTER 55 POWER SERIES METHODS OF SOLVING

ORDINARY DIFFERENTIAL EQUATIONS

EXERCISE 209 Page 572

t
1. Determine the following derivatives: (a) y (4)
when y  e 2x
(b) y (5)
when y  8e 2

(a) If y  e ax , then y (n )  a n eax . Hence, if y = e 2 x , then y (4)   2  e 2 x = 16e2x

4

1 51 1 1
ax (n ) n ax
t  1  2 t 8 2 t 1 2t
(b) If y  e , then y  a e . Hence, if y = 8e , then y
2 (5)
 (8)   e  e = e
2 32 4

1
2. Determine the following derivatives: (a) y (4) when y = sin 3t (b) y (7) when y = sin 5
50

 n 
(a) If y = sin ax, then y (n )  a n sin  ax  
 2 

 4 
Hence, if y = sin 3t, then y (4)  34 sin  3t    81sin 3t  2  = 81 sin 3t
 2 

1  1   7   3 
(b) If y = sin 5, then y (7)    57 sin  5    1562.5sin  5   = - 1562.5 cos 5θ
50  50   2   2 

2
3. Determine the following derivatives: (a) y (8) when y = cos 2x (b) y (9) when y = 3 cos t
3

 n 
(a) If y = cos ax, then y (n )  a n cos  ax  
 2 

 8 
then y (8) =  2  cos  2x   = 256 cos(2x + 4π) = 256 cos 2x
8
Hence, if y = cos 2x
 2 
9
2 2  2 9  2
9
2  29 2
(b) If y = 3cos t , then y (9)  (3)   cos  t    8 cos  t   =  8 sin t
3 3 3 2  3 3 2 3 3

1
 t7
4. Determine the following derivatives: (a) y (7) when y = 2x 9 (b) y (6) when y =
8

a!
(a) If y = x a , then y (n )  x a n
 a  n !
9!
Hence, if y = 2x 9 , then y (7)  (2) x 9 7 =  9! x 2
 9  7 !

t7  1  7! 76
(b) If y = , then y(6)    t = 630 t
8  8   7  6 !

1
5. Determine the following derivatives: (a) y (7) when y = sinh 2x (b) y (6) when y = 2 sinh 3x
4

an
(a) If y = sinh ax, then y(n) 
2

1  (1)n  sinh ax  1  (1)n  cosh ax 
1 12
7
Hence, if y =
4
sinh 2x then y (7)   
4
  2

1  ( 1)7  sinh 2x  1  ( 1)7  cosh 2x 
= 16 (2 cosh 2x) = 32 cosh 2x

36
(b) If y = 2 sinh 3x, then y(6)  (2)
2 

1  (1)6  sinh 3x  1  (1)6  cosh 3x 
= 36 2sinh 3x  0 = 1458 sinh 3x

1
6. Determine the following derivatives: (a) y (7) when y = cosh 2x (b) y (8) when y = cosh 3x
9

an
(a) If y = cosh ax, then y(n) 
2

1  (1)n  sinh ax  1  (1)n  cosh ax 
27
Hence, if y = cosh 2x, then y(7) 
2

1  (1)7  sinh 2x  1  (1)7  cosh 2x 
= 26 2sinh 2x  0  27 sinh 2x = 128 sinh 2x

1 13
8
(b) If
9
cosh 3x , then y (8)   
9 2

1  ( 1)8  sinh 3x  1  ( 1)8  cosh 3x 
2
 = 364.5 0  2 cosh 3x  = 729 cosh 3x

1
7. Determine the following derivatives: (a) y (4) when y = 2 ln 3 (b) y (7) when y = ln 2t
3

(a) If y = ln ax, then y (n )   1

n 1  n  1!
xn

If y = 2 ln 3, then y(4)   2  1

4 1  4  1!  (2) 3! =
12
 4
 4
4

1 1 7 1  7  1 ! 6! 240
(b) If y = ln 2t , then y(7)     1  7 = 7
3  3 t 7
3t t

3
EXERCISE 210 Page 574

1. Obtain the n’th derivative of: x 2 y

Since y = x 2 y then let v = x 2 and u = y

n(n  1) (n 2) (2)

Thus, y(n)  u (n) v  nu (n 1) v(1)  u v  .....
2!

n(n  1) (n 2)
  
= y(n) x 2  n y(n 1) 2x   2!
 y 2
= x2 y (n)  2nxy (n1)  n(n  1)y (n2)

2. If y = x 3e2x find y (n ) and hence y (3)

Since y = x 3e2x then let v = x 3 and u = e2x and the n’th derivative of e2x is 2n e2x

n(n  1) (n 2) (2)

Thus, y(n)  u (n) v  nu (n 1) v(1)  u v  .....
2!

n(n  1) n 2 2x n  n  1 n  2  (n 3) 2x

= 2n e2x  x 3   n  2n 1 e2x  3x 2    2 e   6x   2 e (6)
2! 3!

= 2n x 3e 2x  3nx 2 2n 1 e 2x  3n(n  1)2n 2 e 2x x  n n  1 n  2 2n 3 e 2x

or y (n )  e 2x 2n 3 23 x 3  3nx 2 (2) 2  3n(n  1)x(2)  n(n  1)(n  2) 

= e 2x 2n  3 8x 3  12nx 2  n(n  1)(6x)  n(n  1)(n  2) 

Hence, y (3)  e 2x 20 8x 3  36x 2  3(2)6x  3(2)(1) 

= e 2x 8x 3  36x 2  36x  6

3. Determine the 4’th derivative of: y = 2 x 3e x

Since y = 2x 3e x then let v = 2 x 3 and u = e x and the n’th derivative of e x is (1) n e  x

n(n  1) (n 2) (2)

Thus, y(n)  u (n) v  nu (n 1) v(1)  u v  .....
2!
4
 n(n  1) n  n  1 n  2 
= (1)n e x  2x 3   n  (1)n 1 e x  6x 2    (1)n 2 e x  12x   (1)(n 3) e x (12)
2! 3!

Hence, y (4)  ( 1) 4 e x  2x 3   4 ( 1)3 e x 6x 2   6 ( 1) 2 e x  12x  4 ( 1)1 e x (12)

= e  x 2x 3  24x 2  72x  48 or 2e  x x 3  12x 2  36x  24 

4. If y = x 3 cos x determine the 5’th derivative.

 n 
Since y = x 3 cos x then let u = cos x and v = x 3 and u (n )  1n cos  x  
 2 
n(n  1) (n 2) (2)
y(n)  u n v  nu (n 1) v(1)  u v  .....
2!
 n   (n  1)   n(n  1)  (n  2)  
Hence, y (n )  cos  x    x 3   n cos  x   3x 
2
cos  x   6x 
 2   2  2!  2 
n(n  1(n  2)  (n  3)  
 cos  x   6 
3!  2 

 5   4  5(4) 3 5(4)(3) 2
and y (5)  x 3 cos  x    5 3x 2 cos  x   6x cos  x    6 cos  x  
 2   2  2!  2  3!  2 

=  x 3 sin x  15x 2 cos x  60x sin x  60( cos x)

=  60x  x 3  sin x  15x 2  60 cos x

5. Find an expression for y (4) if y = e t sin t

Since y = e t sin t then let u = sin t and v = e  t and the n’th derivative of e t is (1)n e t
n(n  1) (n 2) (2)
y(n)  u n v  nu (n 1) v(1)  u v  .....
2!
Hence,
 n   t  (n  1) 
y (n )  sin  t    e   n sin  t    e 
t

 2   2 
n(n  1)  (n  2)   t n(n  1)(n  2)  (n  3) 
 e     e 
t
 sin  t  sin  t 
2!  2  3!  2 

n(n  1(n  2)(n  3)  (n  4)    t

 sin  t   e 
4!  2 

5
  4   3  4(3)  t  2  4(3)(2)  t  
and y (4)  e  t sin  t 
 2 
t
  4e sin  t   
 2  2!
e sin  t 


2  3!
e sin  t  
 2

4(3)(2)(1)
 sin  t   e  t 
4!

 3   
= e  t sin t  4e  t sin  t    6 e  t sin t     4 e  t sin  t    e  t sin t
 2   2

= e  t sin t  4e  t cos t  6e  t sin t  4e  t cos t  e  t sin t

=  4e  t sin t

6. If y = x 5 ln 2x find y (3)

a! 5!
Since y = x 5 ln 2x then let u = x 5 and v = ln 2x and un  x a n  x 5 n
 a  n ! (5  n)!

n(n  1) (n 2) (2)

y(n)  u n v  nu (n 1) v(1)  u v  .....
2!
 5!  5! 1  n(n 1) 5!  1 
y (n )   x 5 n  ln 2x  n x 6 n   x 7 n  2 
 (5  n)!  (6  n)! x  2! (7  n)!  x 
n(n  1)(n  2) 5! 2 
 x 8 n  3 
3! (8  n)! x 
5! 2 5!  1  3(2) 5! 4  1  3(2)(1) 5! 5  2 
Hence, y3  x ln 2x  (3) x 3    x    x  
2! 3!  x  2! (4)!  x 2  3! 5!  x 3 

= 60x 2 ln 2x  60x 2  15x 2  2x 2

= 60x 2 ln 2x  47x 2

i.e. y (3)  x 2  47  60 ln 2x 

7. Given 2x 2 y ''  xy ' 3y  0 show that 2x 2 y (n  2)   4n  1 x y (n 1)  2n 2  n  3  y (n )  0

Differentiating each term of 2 x 2 y '' xy ' 3y  0 n times, using Leibniz’s theorem of equation (13),

 n(n  1) (n ) 
gives: 2  y (n  2) x 2  n y (n 1) 2x   y (2)  0  +  y (n 1) (x)  ny (n ) (1)  0 + 3 y (n )  = 0
 2! 
i.e. 2x 2 y(n  2)  4n x y(n 1)  2n(n  1) y(n)  x y(n 1)  n y(n)  3y(n) = 0

6
i.e. 2x 2 y (n 2)  (4n  1) x y (n 1)  (2n 2  2n  n  3)y (n ) = 0

or 2 x2 y (n  2)  (4n  1) x y (n 1)  (2n 2  n  3)y (n) = 0

8. If y =  x 3  2x 2  e 2x determine an expansion for y (5)

Since y =  x 3  2x 2  e 2x then let u = e2x and v =  x 3  2x 2  and u n  2n e2x

n(n  1) (n 2) (2)

y(n)  u n v  nu (n 1) v(1)  u v  .....
2!
n(n  1) n 2 2x

Hence, y(n)  2n e2x  x 3
 2x 2   n2n 1 e2x  3x 2  4x  
2!
2 e  6x  4 
n(n  1)(n  2) n 3 2x
 2 e 6
3!
5(4) 3 2x 5(4)(3) 2 2x
and y(5)  25 e2x  x 3  2x 2   (5) 24 e2x  3x 2  4x   2 e  6x  4   2 e  6
2 3!
= e 2x 25 x 3  26 x 2  (16)15x 2  (16)(20x)  60x(8)  (8)(40)  240 

= e 2x 25 x 3  304x 2  800x  560 

= e 2x 25 x 3  24 (19x 2 )  24 (50)(x)  24 (35) 

= e 2x 24 2x 3  19x 2  50x  35 

7
EXERCISE 211 Page 577

d2y dy
1. Determine the power series solution of the differential equation: 2
 2x y0
dx dx
dy
using the Leibniz-Maclaurin method, given that at x = 0, y = 1 and = 2.
dx

d2y dy
2
 2x y0
dx dx

(i) The differential equation is rewritten as: y + 2xy + y = 0 and from the Leibniz theorem of

equation (13), page 573 of textbook, each term is differentiated n times, which gives:

y (n  2)  2  y (n 1) (x)  n y (n ) (1)  0   y (n )  0

i.e. y (n  2)  2x y (n 1)  (2n  1) y (n )  0 (1)

(ii) At x = 0, equation (1) becomes:

y (n  2)  (2n  1) y (n )  0

from which, y(n  2)  (2n  1) y(n)

This is the recurrence formula.

(iii) For n = 0,  y ''0    y 0

n = 1,  y ''' 0  3  y ' 0
n = 2, y (4)
0
 5  y ''0  5(y)0

n = 3, y (5)
 7  y '''0 = 7 3  y ' 0   3  7  y ' 0
0

n = 4, y (6)
 9  y(4)  = 9 5  y 0   5  9  y 0
0 0

n = 5, y (7)
 11 y (5)  = 113  7  y ' 0   3  7  11  y ' 0
0 0

n = 6, y (8)
 13  y (6)  = 135  9  y 0   5  9  13  y 0
0 0

x2 x3 x4
(iv) Maclaurin’s theorem is: y =  y 0  x  y ' 0   y ''0   y '''0   y(4) 0  ....
2! 3! 4!
x2 x3 x4 x5
Thus, y =  y 0  x  y ' 0 
2!
   y 0   3  y '0   5  y 0   3  7  y '0 
3! 4! 5!

8
 x6 x7

6!
 5  9  0 
y 
7!
3  7 11 y '0 
(v) Collecting similar terms together gives:
 x 2 5 x 4 5  9 x 6 5  9 13x 8 
y =  y 0 1      ...
 2! 4! 6! 8! 

 3 x 3 3  7 x 5 3  7 11x 7 
  y ' 0 x     ...
 3! 5! 7! 
dy
At x = 0, y = 1 and = 2, hence,  y 0  1 and  y ' 0  2 .
dx
d2y dy
Hence, the power series solution of the differential equation: 2
 2x  y  0 is:
dx dx
 x 2 5 x 4 5  9 x 6 5  9  13x 8   3 x 3 3  7 x 5 3  7  11x 7 
y = 1      ...  2  x     ...
 2! 4! 6! 8!   3! 5! 7! 

d2 y dy
2. Show that the power series solution of the differential equation:  x  1 2   x  1  2y  0 ,
dx dx
using the Leibniz-Maclaurin method, is given by: y  1  x 2  e  x given the boundary conditions
dy
that at x = 0, y = 2 and =-1
dx

d2 y dy
 x  1 2
  x  1  2y  0
dx dx

(i) The differential equation is rewritten as: (x + 1) y + (x - 1)y - 2y = 0 and from the Leibniz

theorem of equation (13), page 573 of textbook, each term is differentiated n times, which

gives:

y (n  2)
(x  1)  ny (n 1) (1)  0   y (n 1) (x  1)  n y (n ) (1)  0  2 y (n )  0

i.e. (x + 1) y (n  2)  (n  x  1)y (n 1)  (n  2) y (n )  0 (1)

(ii) At x = 0, equation (1) becomes:

y(n  2)  (n  1)y(n 1)  (n  2) y(n)  0

from which, y (n  2)  (1  n)y (n 1)  (2  n) y (n )

This is the recurrence formula.

9
(iii) For n = 0, y   y 
(2)
0
(1)
0
 2(y)0

n = 1, y  y 
(3)
0
(1)
0

n = 2, y  (4)
0
   y (3)     y (1) 
0 0

n = 3, y  (5)
0
 2  y (4)    y (3)   2 y (1)   y (1)
0 0 0
  y 
0
(1)
0

n = 4, y  (6)
0
 3  y(5)   2  y(4)   3  y(1)   2  y(1)     y(1) 
0 0 0 0 0

n = 5, y  (7)
0
 4  y(6)   3  y(5)   4  y(1)   3  y(1)    y(1) 
0 0 0 0 0

n = 6, y  (8)
0
 5  y (7)   4  y (6)   5  y (1)   4  y (1)     y (1) 
0 0 0 0 0

x 2 (2) x3 x4
(iv) Maclaurin’s theorem is: y =  y 0  x  y(1)    y    y(3)    y(4)   ....
0 2! 0 3! 0 4! 0

x2 x3 4 5
Thus, y =  y 0  x  y(1)  
0 2!
 y 
(1)
0
 2  y 0   3!
 y    x4!   y    x5!  y  
(1)
0
(1)
0
(1)
0

x6 x7 8

6!

  y(1)  
0 7!
  y    x8   y    ....
(1)
0
(1)
0

(v) Collecting similar terms together gives:

 x2   x 2 x3 x 4 x5 x6 x7 
y =  0    0 
(1)
y 1  (2)  y x        ...
 2!   2! 3! 4! 5! 6! 7! 
dy
At x = 0, y = 2 and
dx
= - 1, hence,  y 0  2 and y (1)
0
 1

d2 y dy
Hence, the power series solution of the differential equation:  x  1 2
  x  1  2y  0
dx dx
is:
 x 2 x3 x 4 x5 x6 x7 
y = 2 1  x 2
  x        ...
 2! 3! 4! 5! 6! 7! 

x 2 x3 x 4 x5 x6 x7
= 2 + 2x 2 - x -       ...
2! 3! 4! 5! 6! 7!

x 2 x3 x 4 x5 x6 x7
= 1 + x2 + 1 + x2 - x -       ...
2! 3! 4! 5! 6! 7!

x 2 x3 x 4 x5 x6 x7
= 1 + x2 + 1 – x +       ...
2! 3! 4! 5! 6! 7!

x x 2 x3 x 4 x5 x6 x7
i.e. y=1+x +e 2 x
since e = 1 – x +       ...
2! 3! 4! 5! 6! 7!

10
 d2 y dy
3. Find the particular solution of the differential equation:  x 2  1 dx 2
x
dx
 4y  0 using the

dy
Leibniz-Maclaurin method, given the boundary conditions that at x= 0, y = 1 and =1
dx

d2 y dy
 x 2  1 dx 2
x
dx
 4y  0

i.e. x 2
 1 y + xy - 4y = 0

 2 n(n  1) (n ) 
i.e.  x  1 y y (2)    y (n 1) x  ny n (1)  4y (n )  0
(n  2)
 ny (n 1) (2x) 
 2! 

i.e. x 2
 1 y (n 2)   2nx  x  y (n 1)  (n(n  1)  n  4) y (n )  0

At x = 0, y (n  2)   n 2  4  y (n )  0

from which, y (n  2)   4  n 2  y (n) which is the recurrence formula.

For n = 0,  y '' 0  4  y 0
n = 1,  y ''' 0  3  y ' 0
n = 2, y 
(4)
0
0

n = 3, y 
(5)
 5  y '''0 = 5 3  y ' 0   5 3  y ' 0
0

n = 4, y 
(6)
0
 12  y(4)  = 12(0)  0
0

n = 5, y 
(7)
0
 21 y (5)  = 215  3  y ' 0   315  y ' 0
0

x2 x3 x 4 (4)
Maclaurin’s theorem is: y =  y 0  x  y ' 0 
2!
 0
y '' 
3!
 0
y ''' 
4!
 y 0  ....
x2 x3 x4 x5 x7
Thus, y =  y 0  x  y '0 
2!
  0  3!   0  4!   5!   0 
4 y  3 y '  0  3  5 y '  0 
7!
315  y '0 
 x3 x5 x7 
i.e. y =  y 0 1  2x 2    y ' 0 x     ...
 2 8 16 
dy
At x = 0, y = 1 and = 1, hence,  y 0  1 and  y ' 0  1 .
dx
d2 y dy
Hence, the power series solution of the differential equation:  x 2  1 dx 2
x
dx
 4y  0 is:

11
  x3 x5 x7 
y = 1  2x 2
  x     ...
 2 8 16 

x 3 x5 x7
i.e. y = 1  x  2x2     .....
3 8 16

4. Use the Leibniz-Maclaurin method to determine the power series solution for the differential
d 2 y dy dy
equation: x   xy  1 given that at x = 0, y = 1 and =2
dx 2
dx dx

d 2 y dy
x 2  xy  1
dx dx

i.e. x y + y + xy = 0

i.e. xy (n  2)
 ny (n 1) (1) )  y (n 1)   xy (n )  ny (n 1) (1)   0

i.e. xy (n  2)   n  1 y (n 1)  x y (n )  ny (n 1)  0

At x = 0,  n  1 y(n 1)  ny(n 1)  0

n (n 1)
from which, y (n 1)   y which is the recurrence formula.
n1

1
For n = 1, y (2)
0

2
 y 0
2 (1)
n = 2, y 
(3)
0

3
 y 0
3 (2) 3 1  3
n = 3, y 
(4)
0

4
 y       y 0    y 0
0 4 2  8
4 (3) 4 2  8
n = 4, y 
(5)
0

5
 y      y(1)     y(1) 
0 5 3 0
 15 0

5 (4) 5 3  15
n = 5, y 
(6)
0

6
 y      y 0     y 0
0 6 8  48
6 (5) 6 8  16
n = 6, y 
(7)
0

7
 y      y(1)     y(1) 
0 7 15 0
 35 0

x 2 (2) x 3 (3) x 4 (4)

Maclaurin’s theorem is: y =  y 0  x  y    y    y    y   ....
(1)
0 2! 0 3! 0 4! 0

Thus,

12
 x2  1 3 4
 x  2 (1)  x  3
5
 x  8 (1) 
y =  y 0  x  y (1)      
 y    0  4!  8 0 5! 15 y 0 
y  (y) 
0 2!  2 0  3!  3

x 6  15 7
 x 16 (1) 
   y 0     y 0   ....
6!  48  7!  35 

 1 2 1 4 1   x3 x5 x7 
i.e. y =  y 0 1  x  x  x  ..   y  x 
6 (1)
   ...
 4 64 2304  0
 9 225 11025 
dy
At x = 0, y = 1 and
dx
= 2, hence,  y 0  1 and y 
(1)
0
2

d 2 y dy
Hence, the power series solution of the differential equation: x   xy  1 is:
dx 2 dx

 1 1 1   x3 x5 x7 
y = 1  x 2  x 4  x 6  ..  2 x     ...
 4 64 2304   9 225 1025 

and it may be shown that this is equivalent to:

 1 1 1   x3 x5 x7 
y = 1  2 x 2  2 2 x 4  2 2 2 x 6  ..  2 x  2  2 2  2 2 2 ...
 2 2 4 2 4 6   3 3 5 3 5 7 

13
EXERCISE 212 Page 584

1. Produce, using Frobenius’ method, a power series solution for the differential equation:
d 2 y dy
2x  y0
dx 2 dx

d 2 y dy
2x   y  0 may be rewritten as: 2xy + y - y = 0
dx 2 dx

(i) Let a trial solution be of the form y = xc{a0 + a1x + a2x2 + a3x3 + … + arxr+…}
where a0  0,

i.e. y = a0 xc + a1xc+1 + a2xc+2 + a3xc+3 + … + arxc+r +…

(ii) Differentiating gives:

y = a0cxc-1 + a1(c + 1)xc + a2(c + 2)xc+1 + …. + ar(c + r)xc+r-1 + …

and y = a0c(c – 1)xc-2 + a1c(c + 1)xc-1 + a2(c + 1)(c + 2)xc + …. + ar(c + r - 1)(c + r)xc+r-2 + …

(iii) Substituting y, y and y into each term of the given equation 2xy + y - y = 0 gives:

2xy = 2a0c(c – 1)xc-1 + 2a1c(c + 1)xc + 2a2(c + 1)(c + 2)xc+1 + …

+ 2ar(c + r –1)(c + r)xc+r-1 + … (a)

y = a0cxc-1 + a1(c + 1)xc + a2(c + 2)xc+1 + …. + ar(c + r)xc+r-1 + … (b)

-y = -a0xc - a1xc+1 - a2xc+2 - a3xc+3 - … - arxc+r -… (c)

(iv) The sum of these three terms forms the left-hand side of the equation. Since the right-hand side

is zero, the coefficients of each power of x can be equated to zero.

For example, the coefficient of xc-1 is equated to zero giving: 2a0c(c – 1) + a0c = 0

or a0 c [2c – 2 + 1] = a0 c(2c - 1) = 0 (1)

1
Equation (1) is the indicial equation, from which, c = 0 or c =
2
The coefficient of xc is equated to zero giving: 2a1c(c + 1) + a1(c + 1) - a0 = 0

i.e. a1 (2c2 + 2c + c + 1) - a0 = a1(2c2 + 3c + 1) - a0 = 0

or a1(2c + 1)(c + 1) - a0 = 0 (2)

Replacing r by (r + 1) will give:

14
in series (a), 2ar+1(c + r + 1)(c + r)xc+r

in series (b), ar+1(c + r + 1)xc+r

in series (c), -arxc+r

Equating the total coefficients of xc+r to zero gives:

2ar+1(c + r + 1)(c + r) + ar+1(c + r + 1) - ar = 0

which simplifies to: ar+1{(c + r + 1)(2c + 2r + 1)} - ar = 0 (3)

(a) When c = 0:

From equation (2), if c = 0, a1(1  1) - a0 = 0, i.e. a1 = a 0

ar
From equation (3), if c = 0, ar+1(r + 1)(2r + 1) - ar = 0, i.e. ar+1 = r0
(r  1)(2r  1)
a1 a0
Thus, when r = 1, a2   since a1  a 0
(2  3) (2  3)

a2 a0
when r = 2, a3  
(3  5) (2  3)(3  5)
a3 a0 a0
when r = 3, a4    and so on.
(4  7) (2  3)(3  5)(4  7) (2  3  4)(3  5  7)
The trial solution is: y = xc{a0 + a1x + a2x2 + a3x3 + … + arxr +…}

Substituting c = 0 and the above values of a1, a2, a3, … into the trial solution gives:
  a   a0  3  a0  4 
y = x 0 a 0  a 0 x   0  x 2   x    x  ...
  (2  3)   (2  3)(3  5)   (2  3  4)(3  5  7)  
 x2 x3 x4 
i.e. y = a 0 1  x     ... (4)
  2  3  2  3 3  5  2  3  4 3  5  7  
1
(b) When c = :
2
1 3 a0
From equation (2), if c = , a1  2    - a0 = 0, i.e. a1 =
2 2 3

1 1 
From equation (3), if c = , ar+1   r  1 1  2r  1 - ar = 0,
2 2 
 3
i.e. ar+1  r    2r  2  - ar = ar+1(2 r 2 + 5r +3) - ar = 0,
 2
ar
i.e. ar+1 = r0
(2r  3)(r  1)

15
 a1 a0 a0
Thus, when r = 1, a2   since a1 =
(2  5) (2  3  5) 3
a2 a0
when r = 2, a3  
(3  7) (2  3  5)(3  7)
a3 a0
when r = 3, a4   and so on.
(4  9) (2  3  4)(3  5  7  9)
The trial solution is: y = xc{a0 + a1x + a2x2 + a3x3 + … + arxr +…}

1
Substituting c = and the above values of a1, a2, a3, … into the trial solution gives:
2
1
 a   a0  2  a0  3  a0  4 
y = x 2 a 0   0  x   x   x    x  ...
  3  2 35   (2  3  5)(3  7)   (2  3  4)(3  5  7  9)  
1
 x x2 x3 x4 
i.e. y = a 0 x 2 1      ... (5)
 (1 3) (1 2)(3  5) (1 2  3)(3  5  7) (1 2  3  4)(3  5  7  9) 
Let a 0 = A in equation (4), and a 0 = B in equation (5).

 x2 x3 x4 
Hence, y = A 1  x     ...
  2  3   2  3  3  5  2  3  4 3  5  7  
1
 x x2 x3 x4 
+ B x 2
1      ... 
 (1  3) (1  2)(3  5) (1  2  3)(3  5  7) (1  2  3  4)(3  5  7  9) 

2. Use the Frobenius method to determine the general power series solution of the differential
d2y
equation: y0
dx 2

The differential equation may be rewritten as: y + y = 0

(i) Let a trial solution be of the form y = xc{a0 + a1x + a2x2 + a3x3 + … + arxr+…} (1)
where a0  0,

i.e. y = a0 xc + a1xc+1 + a2xc+2 + a3xc+3 + … + arxc+r +… (2)

(ii) Differentiating equation (2) gives:

y = a0cxc-1 + a1(c + 1)xc + a2(c + 2)xc+1 + …. + ar(c + r)xc+r-1 + …

and y = a0c(c – 1)xc-2 + a1c(c + 1)xc-1 + a2(c + 1)(c + 2)xc + …. + ar(c + r - 1)(c + r)xc+r-2 + …

(iii) Replacing r by (r + 2) in ar(c + r - 1)(c + r)xc+r-2 gives: ar+2(c + r + 1)(c + r+ 2)xc+r

16
 Substituting y and y into each term of the given equation y + y = 0 gives:

y + y = a0c(c – 1)xc-2 + a1c(c + 1)xc-1 + [a2(c + 1)(c + 2) + a0]xc + ….

+ [ar+2(c + r + 1)(c + r + 2) + ar] xc+r + … = 0 (3)

(iv) The indicial equation is obtained by equating the coefficient of the lowest power of x to zero.

Hence, a0c(c – 1) = 0 from which, c=0 or c = 1 since a0  0

For the term in xc-1, i.e. a1c(c + 1) = 0

With c = 1, a1 = 0; however, when c = 0, a1 is indeterminate, since any value of a1 combined

with the zero value of c would make the product zero.

 a0
For the term in xc, a2(c + 1)(c + 2) + a0 = 0 from which, a 2  (4)
(c  1)(c  2)
For the term in xc+r, ar+2(c + r + 1)(c + r + 2) + ar = 0
 ar
from which, a r2  (5)
(c  r  1)(c  r  2)
(a) When c = 0: a1 is indeterminate, and from equation (4)
 a0 a
a2   0
(1 2) 2!
 ar  a1  a1 a
In general, a r2  and when r = 1, a 3    1
(r  1)(r  2) (2  3) (1 2  3) 3!
 a2 a0
when r = 2, a 4  
3  4 4!
a
 1
 a3 a
when r = 3, a 5   3!  1
4  5 4  5 5!
 a a a a 
Hence, y = x 0 a 0  a1x  0 x 2  1 x 3  0 x 4  1 x 5 ... from equation (1)
 2! 3! 4! 5! 

 x2 x4   x3 x5 
= a 0 1    ...  a1  x    ...
 2! 4!   3! 5! 
Since a 0 and a1 are arbitrary constants depending on boundary conditions, let a 0 = A and

 x2 x4   x3 x5 
a1 = B, then: y = A 1    ...  B  x    ... (6)
 2! 4!   3! 5! 
 a0  a0
(b) When c = 1: a1 = 0, and from equation (4), a2  
(2  3) 3!

17
  ar  ar
Since c = 1, a r  2   from equation (5)
(c  r  1)(c  r  2) (r  2)(r  3)
 a1
and when r = 1, a3  = 0 since a1 = 0
(3  4)

 a 
 0 
 a2 3!  a 0
when r = 2, a4    
(4  5) 45 5!
 a3
when r = 3, a5  0
(5  6)

 a a 
Hence, when c = 1, y = x1 a 0  0 x 2  0 x 4  ... from equation (1)
 3! 5! 

 x3 x5 
i.e. y = a 0  x    ...
 3! 5! 
Again, a 0 is an arbitrary constant; let a 0 = K,

 x3 x5 
then y = K  x    ...
 3! 5! 
However, this latter solution is not a separate solution, for it is the same form as the second series in

equation (6) above. Hence, equation (6) with its two arbitrary constants A and B gives the general

solution.

d2y
Hence the general power series solution of the differential equation:  y  0 is given by:
dx 2
 x2 x4   x3 x5 
y = A 1    ...  B  x    ...
 2! 4!   3! 5! 

or y = P cos x + Q sin x from the series expansions of cos x and sin x

d2 y dy
3. Determine the power series solution of the differential equation: 3x 2
4 y0
dx dx
using the Frobenius method.

d2 y dy
3x 2
 4  y  0 may be rewritten as: 3xy + 4y - y = 0
dx dx

(i) Let a trial solution be of the form y = xc{a0 + a1x + a2x2 + a3x3 + … + arxr+…}

i.e. y = a0 xc + a1xc+1 + a2xc+2 + a3xc+3 + … + arxc+r +…

18
(ii) Differentiating gives:

y = a0cxc-1 + a1(c + 1)xc + a2(c + 2)xc+1 + …. + ar(c + r)xc+r-1 + …

and y = a0c(c – 1)xc-2 + a1c(c + 1)xc-1 + a2(c + 1)(c + 2)xc + …. + ar(c + r - 1)(c + r)xc+r-2 + …

(iii) Substituting y, y and y into each term of the given equation 3xy + 4y - y = 0 gives:

3xy = 3a0c(c – 1)xc-1 + 3a1c(c + 1)xc + 3a2(c + 1)(c + 2)xc+1 + …

+ 3ar(c + r –1)(c + r)xc+r-1 + … (a)

4y = 4a0cxc-1 + 4a1(c + 1)xc + 4a2(c + 2)xc+1 + …. + 4ar(c + r)xc+r-1 + … (b)

- y = -a0xc - a1xc+1 - a2xc+2 - a3xc+3 - … - arxc+r -… (c)

(iv) The coefficient of xc-1 is equated to zero giving: 3a0c(c – 1) + 4a0c = 0

or a0 c [3c – 3 + 4] = a0 c(3c + 1) = 0

1
This is the indicial equation, from which, c = 0 or c = 
3
The coefficient of xc is equated to zero giving: 3a1c(c + 1) + 4a1(c + 1) - a0 = 0

i.e. a1 (3c(c + 1) +4(c+1)) - a0 = a1(c + 1)(3c + 4) - a0 = 0

or a1(c + 1)(3c + 4) - a0 = 0 (1)

Equating the total coefficients of xc+r to zero gives:

3ar+1(c + r)(c + r + 1) + 4ar+1(c + r + 1) - ar = 0

i.e. ar+1(c + r + 1)(3c + 3r + 4) - ar = 0

ar
which simplifies to: ar 1  (2)
(c  r  1)(3c  3r  4)

(a) When c = 0:

a0
From equation (1), if c = 0, a1(4) - a0 = 0, i.e. a1 =
4
ar
From equation (2), if c = 0, a r 1  r0
(r  1)(3r  4)

a1 a0 a
Thus, when r = 1, a 2   since a1  0
(2  7) (2  4  7) 4

19
 a2 a0 a0
when r = 2, a 3   
(3 10) (3 10)(2  4  7) (1 2  3)(4  7 10)
a3 a0 a0
when r = 3, a 4    and so on.
(4 13) (4 13)(3 10)(2  4  7) (2  3  4)(4  7 10 13)
The trial solution is: y = xc{a0 + a1x + a2x2 + a3x3 + … + arxr +…}

Substituting c = 0 and the above values of a1, a2, a3, … into the trial solution gives:

 a0  a0  2  a0  3  a0  4 
y = x 0 a 0  x  x   x    x  ...
 4  (1 2)(4  7)   (1 2  3)(4  7  10)   (2  3  4)(4  7  10  13)  

 x x2 x3 x4 
i.e. y = a 0 1      ... (3)
 (1 4) 1 2)(4  7  1 2  3 4  7 10  (2  3  4)(4  7 10 13) 
1
(b) When c =  :
3
1 2 a0
From equation (1), if c =  , a1    3 - a0 = 0, i.e. a1 =
3 3 2
1 ar ar ar
From equation (2), if c =  , a r 1    r0
3  2 1 (3r  2)(r  1)
 r    3r  3  3 (3r  2)3(r  1)
 3
a1 a a0 a0
Thus, when r = 1, a2   20  since a1 =
(5  2) (2  5) (1 2)(2  5) 2
a2 a0
when r = 2, a3  
(8  3) (1 2  3)(2  5  8)
a3 a0
when r = 3, a4   and so on.
(11 4) (1 2  3  4)(2  5  8 11)
The trial solution is: y = xc{a0 + a1x + a2x2 + a3x3 + … + arxr +…}

1
Substituting c =  and the above values of a1, a2, a3, … into the trial solution gives:
3
1
 a a0 a0 a0 
y = x a 0  0 x 
3
x2  x3   ...
 2 (1 2)(2  5) (1 2  3)(2  5  8) (1 2  3  4)(2  5  8 11) 
1
  x x2 x3 x4 
i.e. y = a 0 x 3
1      ...
 (1 2) (1 2)(2  5) (1 2  3)(2  5  8) (1 2  3  4)(2  5  8 11) 
(4)
Let a 0 = A in equation (3), and a 0 = B in equation (4).

 x x2 x3 
Hence, y = A 1     ...
  1  4  1  2  4  7  1  2  3 4  7  10  

20
 1
  x x2 x3 
+ Bx 3
1     ...
 (1  2) (1  2)(2  5) (1  2  3)(2  5  8) 

4. Show, using the Frobenius method, that the power series solution of the differential equation:
d2y
 y  0 may be expressed as y = P cosh x + Q sinh x, where P and Q are constants. [Hint:
dx 2
check the series expansions for cosh x and sinh x on page XX]

The differential equation may be rewritten as: y - y = 0

(i) Let a trial solution be of the form y = xc{a0 + a1x + a2x2 + a3x3 + … + arxr+…} (1)
where a0  0,

i.e. y = a0 xc + a1xc+1 + a2xc+2 + a3xc+3 + … + arxc+r +… (2)

(ii) Differentiating equation (2) gives:

y = a0cxc-1 + a1(c + 1)xc + a2(c + 2)xc+1 + …. + ar(c + r)xc+r-1 + …

and y = a0c(c – 1)xc-2 + a1c(c + 1)xc-1 + a2(c + 1)(c + 2)xc + …. + ar(c + r - 1)(c + r)xc+r-2 + …

(iii) Replacing r by (r + 2) in ar(c + r - 1)(c + r)xc+r-2 gives: ar+2(c + r + 1)(c + r+ 2)xc+r

Substituting y and y into each term of the given equation y - y = 0 gives:

y - y = a0c(c – 1)xc-2 + a1c(c + 1)xc-1 + [a2(c + 1)(c + 2) - a0]xc + ….

+ [ar+2(c + r + 1)(c + r + 2) - ar] xc+r + … = 0 (3)

(iv) The indicial equation is obtained by equating the coefficient of the lowest power of x to zero.

Hence, a0c(c – 1) = 0 from which, c=0 or c = 1 since a0  0

For the term in xc-1, i.e. a1c(c + 1) = 0

With c = 1, a1 = 0; however, when c = 0, a1 is indeterminate, since any value of a1 combined

with the zero value of c would make the product zero.

a0
For the term in xc, a2(c + 1)(c + 2) - a0 = 0 from which, a 2  (4)
(c  1)(c  2)
For the term in xc+r, ar+2(c + r + 1)(c + r + 2) - ar = 0
ar
from which, a r2  (5)
(c  r  1)(c  r  2)
(a) When c = 0: a1 is indeterminate, and from equation (4)
21
 a0 a
a2   0
(1 2) 2!
ar a1 a1 a
In general, a r2  and when r = 1, a 3    1
(r  1)(r  2) (2  3) (1 2  3) 3!
a2 a
when r = 2, a 4   0
3  4 4!
a1
a3 a
when r = 3, a 5   3!  1
4  5 4  5 5!
 a a a a 
Hence, y = x 0 a 0  a 1x  0 x 2  1 x 3  0 x 4  1 x 5 ... from equation (1)
 2! 3! 4! 5! 

 x2 x4   x3 x5 
= a 0 1    ...  a1  x    ...
 2! 4!   3! 5! 
Since a 0 and a1 are arbitrary constants depending on boundary conditions, let a 0 = A and

 x2 x4   x3 x5 
a1 = B, then: y = A 1    ...  B  x    ... (6)
 2! 4!   3! 5! 
a 0 a
(b) When c = 1: a1 = 0, and from equation (4), a2   0
(2  3) 3!
ar ar
Since c = 1, a r  2   from equation (5)
(c  r  1)(c  r  2) (r  2)(r  3)
a1
and when r = 1, a3  = 0 since a1 = 0
(3  4)

 a0 
a2   a
3!
when r = 2, a4    0
(4  5) 4  5 5!
a3
when r = 3, a5  0
(5  6)

 a a 
Hence, when c = 1, y = x1 a 0  0 x 2  0 x 4  ... from equation (1)
 3! 5! 

 x3 x5 
i.e. y = a 0  x    ...
 3! 5! 
Again, a 0 is an arbitrary constant; let a 0 = K,

 x3 x5 
then y = K  x    ...
 3! 5! 
However, this latter solution is not a separate solution, for it is the same form as the second series in

22
equation (6) above. Hence, equation (6) with its two arbitrary constants A and B gives the general

solution.

d2y
Hence the general power series solution of the differential equation:  y  0 is given by:
dx 2
 x2 x4   x3 x5 
A
y=  1    ...   B  x    ...
 2! 4!   3! 5! 

or y = P cosh x + Q sinh x from the series expansions of cosh x and sinh x

23
EXERCISE 213 Page 589

d2 y dy
1. Determine the power series solution of Bessel’s equation: x 2 2
x   x 2  v2  y  0
dx dx
when v = 2, up to and including the term in x 4

d2 y dy
The complete solution of Bessel’s equation: x 2 2
x   x 2  v2  y  0 is:
dx dx
 x2 x4 x6 
y = A x 1  2
v
 4  6  ...
 2 (v  1) 2  2!(v  1)(v  2) 2  3!(v  1)(v  2)(v  3) 

 x2 x4 x6 
+ B x  v 1  2  4  6  ...
 2 (v  1) 2  2!(v  1)(v  2) 2  3!(v  1)(v  2)(v  3) 

 x2 x4 x6 
and y = A x v 1  2  4  6  ... when v is a
 2 (v  1) 2  2!(v  1)(v  2) 2  3!(v  1)(v  2)(v  3) 
positive integer.
 x22 x4 
Hence, when v = 2, y = A x 1  2  4  ...
 2 (2  1) 2  2!(2  1)(2  2) 

 x2 x4   x4 x6 
i.e. y = A x 2 1    ...  or A x2    ... 
 12 384   12 384 

2. Find the power series solution of the Bessel function: x 2 y '' xy '  x 2  v 2  y  0 in terms of the

Bessel function J 3 (x) when v = 3. Give the answer up to and including the term in x 4

v
x  1 x2 x4 
J v (x) =     2  4  ... provided v is not a negative integer.
 2   (v  1) 2 (1!)(v  2) 2 (2!)(v  3) 

3
x  1 x2 x4 
Hence, when v = 3, J 3 (x) =     2  4  ...
 2   (3  1) 2 (1!)(3  2) 2 (2!)(3  3) 

3
x  1 x2 x4  x3 x5 x7
i.e. J 3 (x) =     2  5  ... or  5  8  ...
 2   4 2 5 2 6  8 4 2 5 2 6

3. Evaluate the Bessel functions J 0 (x) and J1 (x) when x = 1, correct to 3 decimal places.

24
 x2 x4 x6
J 0 (x) = 1     ...
22 (1!) 2 24  2! 2 26 (3!) 2

12 14 16
and when x = 1, J 0 (x) = 1     ...
22 (1!) 2 24  2! 2 26 (3!) 2

= 1 – 0.25 + 0.015625 – 0.000434 + …

= 0.765 correct to 3 decimal places

x x3 x5 x7
J1 (x) =  3  5  7  ...
2 2 (1!)(2!) 2 (2!)(3!) 2 (3!)(4!)

1 13 15 17
and when x = 1, J 1 (x) =  3    ...
2 2 (1!)(2!) 25 (2!)(3!) 2 7 (3!)(4!)

= 0.5 – 0.0625 + 0.002604 – 0.000054

= 0.440 correct to 3 decimal places

25
EXERCISE 214 Page 593

1. Determine the power series solution of the Legendre equation: 1  x 2  y '' 2xy ' k(k  1)y  0

when (a) k = 0 (b) k = 2, up to and including the term in x 5

The power series solution of the Legrandre equation is:

 k(k  1) 2 k(k  1)(k  2)(k  3) 4 

y = a 0 1  x  x  ..
 2! 4! 
 (k  1)(k  2) 3 (k  1)(k  3)(k  2)(k  4) 5 
+ a1  x  x  x  ..
 3! 5! 
 (  1)(  2) (  1)(  3)(  2)(  4) 
(a) When k = 0, y = a 0 1  0  0  .. + a1  x  x3  x 5  ..
 3! 5! 
 x3 x5 
i.e. y = a 0 + a1  x    .... 
 3 5 

 2(3) 2 2(3)(0)(5) 4   (1)(4) 3 (1)( 1)(4)(6) 5 

(b) When k = 2, y = a 0 1  x  x  .. + a1  x  x  x  ..
 2! 4!   3! 5! 

 2 1 
i.e. y = a 0  1  3x 2  + a1  x  x 3  x 5  .... 
 3 5 

2. Find the following Legendre polynomials: (a) P1 (x) (b) P4 (x) (c) P5 (x)

(a) Since in P1 (x) , n = k = 1, then from the second part of equation (47), page 512 of textbook, i.e.

the odd powers of x:

y = a1 x  0 = a1 x

a1 is chosen to make y = 1 when x = 1

i.e. 1 = a1

Hence, P1 (x)  x

(b) Since in P4 (x) , n = k = 4, then from the first part of equation (47), page 512 of textbook, i.e. the

even powers of x:
 4(5) 2 4(5)(2)(7) 4   35 
y = a 0 1  x  x  0  = a 0 1  10x 2  x 4 
 2! 4!   3 
a 0 is chosen to make y = 1 when x = 1

26
  35   2 8 3
i.e. 1 = a 0 1  10    a 0 1  10  11   a 0 , from which, a 0 =
 3  3 3 8
3 35 4 
Hence, P4 (x) = 2
1  10x  x 
8 3 
1
or P4 (x) =
8
 35x 4  30x 2  3 

(c) Since in P5 (x) , n = k = 5, then from the second part of equation (47), i.e. the odd powers of x:

 (k  1)(k  2) 3 (k  1)(k  3)(k  2)(k  4) 5 

y = a1  x  x  x  ...
 3! 5! 
 (4)(7) 3 (4)(2)(7)(9) 5   14 21 
i.e. y = a1  x  x  x  0   a1  x  x 3  x 5 
 3! 5!   3 5 

a1 is chosen to make y = 1 when x = 1.

 14 21  15  70  63  8 15
i.e. 1 = a1 1     a1    a1 from which, a1 
 3 5  15  15 8
15  14 3 21 5 
Hence, P5 (x) = x  x  x 
8 3 5 
1
or P5 (x) =
8
 63x 5  70x 3  15x 

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