Solution Methods: Laplace Transform and Series Solutions of Odes

Chapter 3
Solution Methods: Laplace

Transform and Series Solutions of
ODEs
3.1 Laplace Transform

Definition 3.1. Let f (t) be defined for 0 ≤ t < ∞. Then the Laplace Transform1
F (s) = L{f (t)} of f (t) is defined as
Z ∞
F (s) = L{f (t)} = e−st f (t)dt.
0
• We say the Laplace transform converges if the limit exists, otherwise it

diverges.
Definition 3.2. The two functions f (t) and F (s) are called a Laplace transform
pair. The function f (t) is called inverse Laplace Transform of F (s) denoted
by L−1 {F (s)}, i.e.
f (t) = L−1 {F (s)} = f (t) iff F (s) = L{f (t)}.
Example 3.1. Compute the Laplace transform of the following functions.
1. f (t) = 1, t ≥ 0, F (s) = 1s , s > 0

1
2. f (eat ), F (s) = s−a
,s >a
1
PIERRE SIMON MARQUIS DE LAPLACE (1749–1827), great French mathematician of
remarkable ability, was a professor in Paris.
49
50 CHAPTER 3. SOLUTION METHODS
3. f (t) = tn , n ≥ 1.
4. f (t) = sin at, f (t) = cos at.
Theorem 3.1 (Existence and Uniqueness of Laplace Transform). If f (t)
is piecewise continuous and |f (t)| ≤ M ekt , ∀t ≥ 0, and some constants M and k
the Laplace transform L{f (t)} exists for all s < k.
Properties of Laplace Transform

Property I: Linearity of the Laplace Transform:
L{c1 f (t) + c2 g(t)} = c1 L{f (t)} + c2 L{g(t)}.
Proof. Follows from the definition.
Example 3.2. 4. f (t) = sin at, f (t) = cos at.

1
L{eiat } = s−ia = ss+ia s a
2 +a2 = s2 +a2 + i s2 +a2 = L{cos at + i sin at}
s a
= L{cos at} + iL{sin at} ⇒ L{cos at} = s2 +a 2 , L{sin at} = s2 +a2
Example 3.3. Find the inverse Laplace transform of
1. F (s) = 3
s2 +4
. Soln: L−1 { s23+4 } = L−1 { 32 · 2
s2 +22
} = 23 L−1 { s2 +2
2 3
2 } = 2 sin 2t
2. F (s) = s+1
s2 +4
. Soln: L−1 { ss+1 1
2 +4 } = cos 2t + 2 sin 2t.
Table 3.1: Table of Laplace Transform Pairs
No. f (t) F (s) = L{f (t)} s No. f (t) F (s) = L{f (t)} s
1 1
1. 1 s
s > 0 2. t s2
s>0
n n! 1
3. t sn+1
s>0 4. eat s−a
s>0
n at n! a
5. t e (s−a)n+1
s>0 6. sin at s2 +a2
s>0
s 2as
7. cos at s2 +a2
s>0 8. t sin at (s2 +a2 )2
s>0
s2 −a2 s
9. t cos at (s2 +a2 )2
s>0 10. cosh at s2 −a2
s > |a|
a b
11. sinh at s2 −a2
s > |a| 12. eat sin bt (s−a)2 +b2
s>0
at s−a
13. e cos bt (s−a)2 +b2
s>0
Property II: s− shifting: L{eat f (t)} = F (s − a) where F (s) = L{f (t)}.

This implies that eat f (t) = L−1 {F (s − a)}.
3.1. LAPLACE TRANSFORM 51
R∞ R∞
Proof. L{eat f (t)} = 0
eat f (t)e−st dt = 0
e(a−s)t f (t)dt = F (s − a).
Example 3.4. Show that L{eat sin bt} = (s−a)b2 +b2 and L{eat cos bt} = s−a
(s−a)2 +b2
.
b b
Solution: L{sin bt} = s2 +b 2 ⇒ F (s − a) = (s−a)2 +b2 .
Exercises 3.1.
1. Compute the Laplace Transform of
(a) f (t) = t3 + 5t − 2 (c) f (t) = (t2 + 4)e2t − e−t cos t

(b) f (t) = e2t (t3 + 5t − 2) (d) f (t) = e3t (sin t − cos t)
2. Find the inverse Laplace transform of

2
(a) F (s) = (s+5)4
(d) F (s) = − (s24s
+4)2
s+1 s−7
(b) F (s) = s2 −4
(e) F (s) = s2 +2s
8 1
(c) F (s) = s2 +4s
(f) F (s) = s2 −4s+49
Property III: (The Laplace transform derivatives)
First Derivative: If L{f (t)} = F (s), then L{f 0 (t)} = sF (s)−f (0) = sL{f (t)}−
f (0).
R∞ R∞
Proof. L{f 0 (t)} = 0
e−st f 0 (t)dt = e−st f (t)|∞
0 + 0
e−st f (t)dt = sL{f (t)} −
f (0).
Second Derivative: If L{f (t)} = F (s), then L{f 00 (t)} = s2 F (s)−sf (0)−f 0 (0) =
s2 L{f (t)} − sf (0) − f 0 (0).
Proof. As above L{f 00 (t)} = sL{f 0 (t)} − f 0 (0) = s2 L{f (t)} − sf (0) − f 0 (0).
Higher Order Derivative: Let L{f (t)} = F (s), then L{f n (t)} = sn F (s) −
sn−1 f (0) − sn−2 f 0 (0) − . . . − sf n−2 (0) − f n−1 (0).
Property IV: Let L{f (t)} = F (s), then L{−tf (t)} = F 0 (s). This also implies
n
that L{tf (t)} = −F 0 (s). In general, L{tn f (t)} = (−1)n d dsFn(s) .
R∞ R∞ R∞
Proof. F 0 (s) = ∂
∂s 0
e−st f (t)dt = 0
∂
∂s
(e−st )f (t)dt = 0
−te−st f (t)dt =
L{−tf (t)}.
Example 3.5. Compute the Laplace transform of

1 1
0 1
1. L{teat } Solution: L{eat } = s−a
⇒ L{teat } = − s−a
= (s−a)2
.
b b
0 2bs
2. L{t sin bt} Solution: L{sin bt} = s2 +a2
⇒ L{t sin bt} = − s2 +a2
= (s2 +a2 )2
.
s s
0 s2 −b2
3. L{t cos bt} Solution: L{cos bt} = s2 +a2
⇒ L{t sin bt} = − s2 +a2
= (s2 +a2 )2
.
Exercises 3.2.
1. Prove that L{f 000 (t)} = s3 F (s) − s2 f (0) − sf 0 (0) − f 00 (0).

(
sin t, 0 ≤ t ≤ π2
2. Given f (t) = . Find L{f (t)}.
0, t ≥ π2
3.1.1 Solutions of initial value problems

Example 3.6. Solve the following IVP using Laplace transform.
1. y 00 − 3y 0 − 10y = 2, y(0) = 1, y 0 (0) = 2.
Solution:
Step 1: Take Laplace transform on both sides: Let L{y(t)} = Y (s), and then
L{y 0 (t)} = sY (s)−y(0) = sY −1, L{y 00 (t)} = s2 Y (s)−sy(0)−y 0 (0) = s2 Y −s−2.

2
L{y 00 (t)} − 3L{y 0 (t)} − 10L{y(t)} = L{2}, ⇒ s2 Y − s − 2 − 3(sY − 1) − 10Y = .
s
Now get algebraic equation in Y (s).
Step 2: Solve it for Y (s):
2 s2 − s + 2 s2 − s + 2
(s2 − 3s − 10)Y (s) = +s+2−3= , ⇒ Y (s) = .
s s s(s − 5)(s + 2)
Step 3: Take inverse Laplace transform to get y(t) = L−1 {Y (s)}. The main
technique here is partial fraction.
s2 − s + 2 A B C −1/5 22/35 4/7

Y (s) = = + + = + +
s(s − 5)(s + 2) s s−5 s+2 s s−5 s+2
Now, Y (s) is written into sum of terms which we can find the inverse transform:
1 1 1 1 22 4
y(t) = AL−1 { } + BL−1 { } + CL−1 { } = − + e5t + e−2t .
s s−5 s+2 5 35 7
3.1. LAPLACE TRANSFORM 53
Structure of solutions:
• Take Laplace transform on both sides. You will get an algebraic equation for
Y (s).
• Solve this equation to get Y (s).
• Take inverse transform to get y(t) = L−1 {Y (s)}.
Exercises 3.3. Solve the following IVPs using Laplace transform.
1. y 00 − y 0 − 2y = e2t , y(0) = 0, y 0 (0) = 1. Ans. y(t) = − 29 e−t + 92 e2t + 13 te2t
2. y 00 −2y 0 +2y = e−t , y(0) = 0, y 0 (0) = 1. Ans. y(t) = 15 e−t − 15 et cos t+ 95 et sin t
3. y 00 + y = cos 2t, y(0) = 2, y 0 (0) = 1 Ans. y(t) = 73 cos t + sin t − 13 cos 2t.
4. y 00 − 3y 0 + 2y = e3t , y(0) = 1, y 0 (0) = 0 Ans. y(t) = 21 e3t − 12 et + et .
A very brief review on partial fraction, targeted towards inverse Laplace

transform.
Goal: rewrite a fractional form PPmn (s)

(s)
(where Pn is a polynomial of degree n) into
sum of “simpler” terms. We assume n < m.
Table 3.2: The terms in the partial fraction and their corresponding inverse Laplace
transform.
term in Pm (s) term in partial fraction inverse L.T.

A
s−a s−a
Aeat
A B
(s − a)2 s−a
+ (s−a)2
Aeat + Bteat
A B C
(s − a)3 s−a
+ (s−a)2
+ (s−a) 3 Aeat + Bteat + C2 t2 eat
As+B
s 2 + µ2 s2 +µ2
A cos µt + B sin µt
A(s−λ)+B
(s − λ)2 + µ2 (s−λ)2 +µ2
eλt (A cos µt + B sin µt)
3.2 Series Solution of ODEs
3.2.1 Review Of Power Series

Definition 3.3. An infinite series of the form
∞
X
cn (x − a)n = c0 + c1 (x − a) + c2 (x − a)2 + · · · + cn (x − a)n + · · ·
n=0
is called a power series centered at a.

Definition 3.4. A function f (x) is said to be analytic at x = a if it can be written
as ∞
X
f (x) = cn (x − a)n , |x − a| < R
n=0
f (n) (a)
where cn = n!
,n = 0, 1, . . . which is the same as Taylor’s expansion of f (x) at
x = a.
The properties of power series will be needed later are

∞ k
cn (x − a)n is said to converge at a point x if lim cn (x − a)n
P P
1. A power series
n=0 k→∞ n=0
exists. It is clear that the series converges at x = a; it may converge for all x,
or it may converge for some values of x and not for others.
∞
cn (x − a)n is said to converge absolutely at a point x if
P
2. A power series
n=0
∞
|cn (x − a)n | converges. If the series converges absolutely, then
P
the series
n=0
the series also converges; however, the converse is not necessarily true.
∞
cn (x − a)n converges absolutely for |x − a| < R and diverges
P
3. If the series
n=0
for |x − a| > R, then R is called the radius of convergence. For a series
that converges nowhere except at a, we define R to be zero; for a series that
converges for all x, we say R is infinite. To find the radius of convergence R,
we apply absolute ratio test
4. (Ratio Test). If for a fixed value of x,
cn+1 (x − a)n+1

lim = L,
n→∞ cn (x − a)n
∞
cn (x − a)n ,
P
then the power series
n=0
3.2. SERIES SOLUTION OF ODES 55
• converges absolutely at values of x for which L < 1,

• diverges where L > 1 and
• inconclusive when L = 1.
5. The derivative of a power series is obtained by term by term differentiation;

∞
cn (x − a)n , then
P
i.e., if f (x) =
n=0
∞
X ∞
X
n−1
0
f (x) = ncn (x − a) = (n + 1)cn+1 (x − a)n .
n=1 n=0
3.2.2 Ordinary and Singular Points

The homogeneous linear differential equation of second order with variable coeffi-
cients is the form
y 00 + p1 (x)y 0 + p2 (x)y = 0. (3.1)
Definition 3.5. If at a point x = a the functions p1 (x) and p2 (x) are analytic,
then the point a is said to be an ordinary point of the differential equation (3.1).
Further, if at x = a the functions p1 (x) and/or p2 (x) are not analytic, then a is
said to be a singular point of (3.1).
Definition 3.6. A singular point a at which the functions p(x) = (x − a)p1 (x) and
q(x) = (x − a)2 p2 (x) are analytic is called a regular singular point of the DE (3.1).
Thus, a second-order DE with a regular singular point a has the form
p(x) 0 q(x)
y 00 + y + y = 0, (3.2)
(x − a) (x − a)2
where the functions p(x) and q(x) are analytic at x = a.
Definition 3.7. If a singular point a is not a regular singular point, then it is

called an irregular singular point.
Example 3.7. If in the DE (3.1), p1 (x) and p2 (x) are constants, then every point
is an ordinary point.
Example 3.8. Consider the DE y 00 + xy 0 = 0, since the function p2 (x) = x is

analytic at every point. Hence every point is an ordinary of the differential equation.
Example 3.9. In Euler’s equation
x2 y 00 + a1 xy 0 + a2 y = 0, (3.3)
x = 0 is a singular point, but every other point is an ordinary. Rearranging equation

(3.3) gives us
a1 a2
y 00 + y 0 + 2 y = 0
x x
which is of the form (3.2), hence x = 0 is a regular singular point.
3.2.3 Series Solution Near Ordinary Points

The power series method can be applied to linear equation of any order, but its
most important applications are to homogeneous second order linear differential
equation of the form
A(x)y 00 + B(x)y 0 + C(x)y = 0, (3.4)
where the coefficients A, B and C are analytic functions of x.
Theorem 3.2 (Solution near an ordinary Point ). Suppose that a is an
ordinary point of the equation
y 00 + P (x)y 0 + Q(x)y = 0; (3.5)
that is, the functions P = B/A and Q = C/A are analytic at x = a. Then (3.5)
has two linearly independent solutions, each of the form
∞
X
y(x) = an (x − a)n . (3.6)
n=0
The radius of convergence of any such series solution is at least as large as the
distance from a to the nearest (real or complex) singular point of (3.5). The
coefficients in the series in (3.6) can be determined by its substitution in (3.5).
Example 3.10. Determined the radius of convergence guaranteed by the above
theorem of the series solution of
(x2 + 9)y 00 + xy 0 + x2 y = 0.
in power of x. Repeat in power of x − 4.

Solution This example illustrates the fact that we must take into account complex
singular points as well as real ones. Since
x x2
P (x) = 2
and Q(x) = ,
x +9 x2 + 9
the only singular points are x = ±3i. The distance of each of these from 0 is 3,
∞
an xn has the radius of convergence at least 3.
P
so a series solution of the form
n=0
The distance of each singular point from 4 is 5, so a series solution of the form
∞
an (x − 4)n , has radius of convergence at least 5.
P
n=0
Example 3.11. Find the general solution in power of x of
(x2 − 4)y 00 + 3xy 0 + y = 0.
Then find the particular solution with y(0) = 4, y 0 (0) = 1.

Solution The only singular points of the given DE are x = ±2, so the series we
get will have radius of convergence at least 2. Substitution of
∞
X ∞
X ∞
X
n 0 n−1 00
y(x) = an (x−a) , y (x) = nan (x−a) , and y (x) = n(n−1)an (x−a)n−2 ,
n=0 n=1 n=2
into the DE we get

∞
X ∞
X ∞
X ∞
X
n(n − 1)an xn − 4 n(n − 1)an xn−2 + 3 nan xn + an xn = 0.
n=2 n=2 n=1 n=0
We can begin the first and the third summations at n = 0 as well, because no
nonzero terms are thereby introduced. By shifting the index of the summation in
the second sum we get
∞
X ∞
X ∞
X ∞
X
n(n − 1)an xn − 4 (n + 2)(n + 1)an+2 xn + 3 nan xn + an xn = 0.
n=0 n=0 n=0 n=0
After collecting coefficients of an and an+2 , we obtain
∞
X
n2 + 2n + 1 an − 4 (n + 2) (n + 1) an+2 xn = 0

n=0
The identity principle yields
(n + 1)2 an − 4 (n + 2) (n + 1) an+2 = 0,
which leads to recurrence relation

(n + 1)an
an+2 = , (3.7)
4(n + 2)
for n ≥ 0. With n = 0, 2 and 4 in turn, we get

a0 3a2 3a0 5a4 3.5a0
a2 = , a4 = = 2 and a6 = = 3 .
4.2 4.4 4 .2.4 4.6 4 .2.4.6
Continuing in this fashion, we find that
3.5 · · · (2n − 1) (2n − 1)!!
a2n = n
a0 . = a0 , (3.8)
4 .2.4. · · · (2n) 23n n!
where (2n − 1)!! = 1.3.5. · · · (2n − 1). With n = 1, 3 and 5 into the recurrence
relation, we get
2a1 4a3 2.4a1 6a5 2.4.6a1
a3 = , a5 = = 2 , and a7 = = 3 .
4.3 4.5 4 .3.5 4.7 4 .3.5.7
This leads us to
2.4.6 · · · (2n) 2n n!
a2n+1 = n a1 = n a1 . (3.9)
4 .3.5 · · · (2n + 1) 4 (2n + 1)!!
The formula in (3.8) gives the coefficients of even subscript in terms of a0 and the
formula in (3.9) gives the coefficients of odd subscript in terms of a1 . After we
separately collect the terms of the series of even and odd degree, we get the general
solution
∞
! ∞
!
X (2n − 1)!! 2n X 2n n!
y(x) = a0 1 + 3n n!
x + a1 x + n (2n + 1)!!
x2n+1 x2n+1 .
n=1
2 n=1
4
(3.10)
Because y(0) = a0 and y 0 (0) = a0 , the given initial conditions implies that a0 = 4
and a1 = 1. Then the particular solution is find by replacing a0 = 4 and a1 = 1
into (3.10).That is
∞
! ∞
!
X (2n − 1)!! 2n X 2n n!
y(x) = 4 1 + 3n n!
x + x+ n (2n + 1)!!
x2n+1 .
n=1
2 n=1
4
Translated Series Solutions

If the initial conditions of second order ordinary DE are given in the form of y(a)
and y 0 (a), then the general solution of the DE is given in the form of
∞
X
y(x) = an (x − a)n ; (3.11)
n=0
that is in powers of x − a rather than powers of x. Consequently, in order to solve

an initial value problem, we need a series expansion of the general solution centered
at the point where the initial conditions are specified.
Example 3.12. Solve the initial value problem
d2 y dy
(t2 − 2t − 3) + 3(t − 1) + y = 0; y(1) = 4, y 0 (1) = 1. (3.12)
dt2 dt
∞
an (t − 1)n . But instead
P
Solution: We need a general solution of the form
n=0
of substituting this series in (3.12) to determine the coefficients, it simplifies the
computations if we first make the substitution x = t − 1, so our series solution looks
∞
an xn . To transform Eq. (3.12) into one with the new independent
P
of the form
n=0
variable x, we note that
t2 − 2t − 3 = (x + 1)2 − 2(x + 1) − 3 = x2 − 4
dy dy dx dy
= = = y0
dt dx dt dx
and
d2 y

d dx dx d 0
2
= ( ) = (y ) = y 00
dt dx dt dt dx
here the primes denotes differentiability with respect x. Hence Eq. (3.12) is
transformed into
(x2 − 4)y 00 + 3xy 0 + y = 0; y(0) = 4, y 0 (0) = 1,
which is the initial value problem we solved in Example 3.11.
Types of Recurrence Relation

The formula in Eq. (3.7) is an example of a two-term recurrence relation; it
expresses each coefficient in the series in terms of preceding coefficients. A many-
term recurrence relation expresses each coefficient in terms of two or more preceding
coefficients. In this case it is generally inconvenient or even impossible to find a
formula for an in terms of n.
Example 3.13. Find the two linearly independent solution of y 00 + (1 + x)y = 0.

Solution: Every point is an ordinary point of the DE. Then substituting
∞
X ∞
X ∞
X
n 0 n−1 00
y(x) = an x , y (x) = nan x , and y(x) = n(n − 1)an xn−2
n=0 n=1 n=2
into the DE, we get

∞
X ∞
X ∞
X
n(n − 1)an xn−2 + an x n + an xn+1 = 0
n=2 n=0 n=0
By shifting the index of first and last summations to include xn , we get

∞
X ∞
X ∞
X
n n
(n + 2)(n + 1)an+2 x + an x + an−1 xn = 0
n=0 n=0 n=1
The common range of these three summations is n ≥ 1, so we have to separate the

terms corresponding to n = 0, in the first sum before we collecting coefficients of
xn . It gives
∞
X ∞
X ∞
X
n n
2a2 + a0 + (n + 2)(n + 1)an+2 x + an x + an−1 xn+1 = 0
n=1 n=1 n=1
Applying the identity principle we obtain 2a2 + a0 = 0, and
(n + 2)(n + 1)an+2 + an + an−1 = 0, n ≥ 1.
Hence, solving for a2 and an+2 , we get a2 = − 21 a0 and

an + an−1
an+2 = −
(n + 2)(n + 1)
In particular
a1 + a0 a2 + a1 a3 + a2
a3 = − , a4 = − , a5 = −
2.3 4.3 5.4
This implies every values of an for n ≥ 3 are given in terms of the arbitrary
constants a0 and a1 because a2 = − 21 a0 . To find the first linearly independent
solution y1 of the DE, we choose a0 = 1 and a1 = 0, so a2 = 1/2. Then
−1 1 1
a3 = , a4 = a5 = ,···
6 24 30
thus
1 1 1 1
y1 (x) = 1 − x2 − x3 + x4 + x5 + · · · .
2 6 24 30
To find the second linearly independent solution y2 , we take a0 = 0 and a1 = 1, so
that a2 = 0. Then
1 1 1
a3 = − , a4 = − , a5 = .
6 12 120
Hence
1 1 1
y2 (x) = x − x3 − x4 + x5 + · · ·
6 12 30
Therefore, the Solution of the DE is
y(x) = y1 (x) + y2 (x)
Exercises 3.4.
1. Find general solutions in power of x of the following DE and state the

recurrence relation and the guaranteed radius of convergence.
(a) (x2 − 1)y 00 + 4xy 0 + 2y = 0 (d) (x2 + 1)y 00 + 6xy 0 + 4y = 0

(b) (x2 + 2)y 00 + 4xy 0 + 2y = 0 (e) (x2 − 3)y 00 + 2xy 0 = 0
(c) y 00 + xy 0 + y = 0 (f) (x2 − 1)y 00 − 6xy 0 + 12y = 0
2. Solve the initial value problems in the following problems, by first making
∞
an tn of
P
a substitution of the form t = x − a, and then find the solution
n
the transformed DE. State the interval of the values of x for which the above
theorem is guarantees convergence.
(a) y 00 + (x − 1)y 0 + y = 0; y(1) = 2, y 0 (1) = 0
(b) (2x − x2 )y 00 − 6(x − 1)y 0 − 4y = 0; y(1) = 0, y 0 (1) = 1
(c) (x2 − 6x + 10)y 00 − 4(x − 3)y 0 + 6y = 0; y(3) = 2, y 0 (3) = 0
3. In the following problems, find a three term recurrence relation for solutions
∞
an xn . Then find the first three nonzero terms in each of two
P
of the form
n
linearly independent solutions.
(a) (x2 − 1)y 00 + 2xy 0 + 2xy = 0 (c) (x3 + 1)y 00 + x4 y = 0

(b) y 00 + x2 y 0 + x2 y = 0 (d) y 00 − xy 0 − x2 y = 0
3.2.4 Series Solution Near Regular Singular Points (The

Method of Frobenius)
We now approach the task of actually finding solutions of second order linear
differential equations near the regular singular point x = 0. The simplest such
equation is the constant coefficient equation
x2 y 00 + p0 xy 0 + q0 y = 0. (3.13)
In this case we can verify by direct substitution that the simplest power function
y(x) = xr is a solution of (3.13) if and only if r is the root of the quadratic equation
r(r − 1) + p0 r + q0 = 0. (3.14)
In general case, in which p(x) and q(x) are power series rather than constants, it is
a reasonable conjecture that our differential equation might have a solution of the
form ∞ ∞
X X
r n
y(x) = x an x = an xn+r . (3.15)
n=0 n=0
An infinite series of the form in (3.15) is called a Frobenius series2 . This is

generally not a power series.
To investigate the possible existence of Frobenius series solutions, we begin with
the equation
x2 y 00 + xp(x)y 0 + q(x)y = 0. (3.16)
If x = 0, is a regular singular point, then p(x) and q(x) are analytic at x = 0, so
p(x) = p0 + p1 x + p2 x2 + · · · (3.17)
q(x) = q0 + q1 x + q2 x2 + · · · (3.18)
Suppose that (3.16) has the Frobenius series solutions
∞
X
y(x) = an xn+r . (3.19)
n=0
assume that a0 =6 0, because the series must have a first nonzero term. Differenti-
ating (3.19) leads to
X∞
y0 = (n + r)an xn+r−1 . (3.20)
n=0
and ∞
X
00
y = (n + r)(n + r − 1)an xn+r−2 . (3.21)
n=0
Substituting of the series in (3.17) – (3.21) into (3.16) gives
[r(r − 1)a0 xr + (r + 1)rc1 xr+1 + · · · ]
+ [p0 x + P1 x2 + · · · ][ra0 xr−1 + (r + 1)a1 xr + · · · ]
+ [q0 + q1 x + q2 x2 + · · · ][a0 xr + a1 xr+1 + · · · ] = 0.
(3.22)
2
GEORG FERDINAND FROBENIUS (1849–1917) A German mathematician whose main
research was in group theory and analysis. He worked in Zurich and Berlin and published his
method for the series solution of linear ordinary differential equations in 1873.
The lowest power of x that appears in (3.22) is xr . If (3.22) is to be satisfied

identically, the coefficient r(r − 1)a0 + p0 ra0 + q0 a0 of xr must vanish. Since a0 6= 0,
it leads that r must satisfies the quadratic equation
r(r − 1) + p0 r + q0 = 0. (3.23)
Equation (3.23) is called the indicial equation of the differential in (3.17) and
its two roots (possibly equal) are the exponents of the differential equation (at
the regular singular point x = 0.)
Our derivation of (3.23) shows that if the Frobenius series is to be a solution of
the differential equation in (3.17), then the exponent r must be one of the roots
r1 and r2 the indicial equation in (3.23). If r1 6= r2 it follows that there are two
possible Frobenius series solutions, where as if r1 = r2 there is only one possible
Frobenius series solution.
As the indicial equation is a quadratic equation in r, the following relationships

between its roots r1 and r2 are possible:
(a) Roots r1 and r2 are real and distinct and do not differ by an integer
(b) Roots r1 and r2 are real and differ by an integer
(c) Roots r1 and r2 are real and equal
(d) Roots r1 and r2 are complex conjugates
Theorem 3.3 (Frobenius Series Solution). Suppose x = 0 is a regular singular
point of the equation
x2 y 00 + xp(x)y 0 + q(x)y = 0. (3.24)
Let ρ > 0 denote the minimum of radii of convergence of the power series,
∞
X ∞
X
p(x) = p n xn and q(x) = p n xn .
n=0 n=0
Let r1 and r2 be the roots, with r1 ≥ r2 , of indician equation r(r − 1) + rp0 + q0 = 0,

then:
1. for x > 0, there exists a solution of (3.24) of the form

∞
X
r1
y1 (x) = x an x n (a0 6= 0), (3.25)
n=0
corresponding to the larger root r1 .

2. If r1 −r2 is neither zero nor positive integer, then there exists a second linearly
independent solution for x > 0 of the form
∞
X
y2 (x) = xr2 bn x n (b0 6= 0) (3.26)
n=0
corresponding to the smaller root r2 .
The radii of convergence of the power series in (3.25) and (3.26) are each at least
ρ. The coefficients in these series can be determined by substituting the series in
the DE (3.24).
We have already seen that if r1 = r2 , then there can exists only one Frobenius
series solution it turns out that, if r1 − r2 is a positive integer there may or may not
exist a second Frobenius series solution of the second form in (3.26) corresponding
to the smaller root r2 . These exceptional cases will be discussed later.
Example 3.14. Find Frobenius series solutions of
2x2 y 00 + 3xy 0 − (x2 + 1)y = 0. (3.27)
Solution: First divide each term by the coefficient of y 00 to write the DE in the
form of
3
− 1 − 1 x2
y 00 + 2 y 0 + 2 2 2 y = 0.
x x
Now we see that x = 0 is a regular point. Since p(x) = 32 and q(x) = − 12 − 21 x2
then p0 = 32 and q0 = − 12 . Frobenius series we obtain will converge for all x > 0.
The indicial equation become
3 1 1
r(r − 1) + r − = (r + 1)(r − ) = 0,
2 2 2
so the roots of the indicial equation are r1 = 12 and r2 = −1. r1 − r2 = 3/2 is not
positive integer, so by the above theorem, there exist two linearly independent
Frobenius series solutions. These are of the form
∞
X ∞
X
n+1/2
y1 (x) = an x and y2 (x) = bn xn−1 ,
n=0 n=0
But it is better to begin with y = ∞ n+r

P
n=0 an x which will give us a recurrence
relation in terms of r. With the value r = 1/2 it becomes a recurrence relation for
the series y1 , whereas with r2 = −1 it becomes a recurrence relation for the series
y2 . When substitute
∞
X ∞
X ∞
X
n+r 0 n+r−1 00
y= an x , y = (n+r)an x , and y = (n+r)(n+r −1)an xn+r−2
n=0 n=0 n=0
into the original DE, we get

∞
X ∞
X ∞
X ∞
X
2 (n + r)(n + r − 1)an xn+r + 3 (n + r)an xn+r − an xn+r − an xn+r+2 = 0.
n=0 n=0 n=0 n=0
Shifting the index of the summation in the fourth sum by −2 we found

∞
X ∞
X ∞
X ∞
X
n+r n+r n+r
2 (n + r)(n + r − 1)an x +3 (n + r)an x − an x − an−2 xn+r = 0.
n=0 n=0 n=0 n=2
The common range of summation is n ≥ 2, we must treat n = 0 and n = 1

separately. We know that the term corresponding to n = 0 gives the indicial
equation
[2r(r − 1) + 3r − 1]a0 = 2 r2 + 1/2r − 1/2 a0 = 0.

The terms corresponding to n = 1 yields
[2(r + 1)r + 3(r + 1) − 1]a1 = (2r2 + 5r + 2)a1 = 0.

Since the coefficient of a1 is nonzero when r = 1/2 or r = −1, then a1 = 0. The
coefficient of xn+r for n ≥ 2 is
2(n + r)(n + r − 1)an + 3(n + r)an − an−2 − an = 0. (3.28)
Solving for an and simplifying we get the recurrence relation

an−2
an = for n ≥ 2. (3.29)
2(n + r)2 + (n + r) − 1
The case r1 = 12 ; Substituting r = 1/2 into the recurrence relation (3.29), we get
an−2
an = , for n ≥ 2.
2n2 + 3n
With this formula we can determine the coefficients in the first Frobenius solution
y1 . We see that an = 0 whenever n is odd. With n = 2, 4, · · · the formula for an
yields
a0 a2 a0 a4 a0
a2 = , a 4 = = , a6 = = .
14 44 616 90 55440
Hence
x2 x4 x6
y1 (x) = a0 x1/2 (1 + + + + · · · ).
14 616 55440
The case r2 = −1: We now replace bn in place of an and substitute r = −1 in
(3.29). This gives the recurrence relation
bn−2
bn = , for n ≥ 2.
2n2 − 3n
Again bn = 0 for n odd. With n = 2, 4, 6, · · · we get
b0 b0 a0
b2 = , b4 = , b6 =
2 40 2160
Hence the second Frobenius solution is
x2 x4 x6
y2 (x) = b0 x−1 (1 + + + + · · · ).
2 40 2160
Example 3.15. Find Frobenius series solutions of Bessel’s equation of order zero
x2 y 00 + xy 0 + x2 y = 0. (3.30)
Solution: First divide each term by the coefficient of y 00 , we get
1 x2
y 00 + y + 2 y = 0.
x x
Hence x = 0 is a regular singular point with p(x) = 1 and q(x) = x2 , so our series
will converges for all x > 0. Because p0 = 1 and q0 = 0, the indicial equation
becomes
r(r − 1) + r = r2 = 0.
Thus we obtain only the single exponent r = 0, and so there is only one Frobenius
series solution of the form ∞
X
y(x) = an x n
n=0
P∞
of the DE; which is a power series. Thus we substitute y(x) = n=0 an xn into the
DE the result is
∞
X ∞
X ∞
X
n n
n(n − 1)an x + nan x + an xn+2 = 0.
n=0 n=0 n=0
We collect the first two sums and shift the index of summation in the third by −2
to obtain ∞ ∞
X X
2 n
n an x + an−2 xn = 0.
n=0 n=0
The term corresponding to x0 gives 0 = 0; no information. The term corresponding

to x1 gives a1 = 0, and the term for xn yields the recurrence relation
−an−2
an = and n ≥ 2. (3.31)
n2
Because a1 = 0, we see that an = 0 whenever n odd. The substituting n = 2, 4, 6
into (3.31), we get
a0 a0 a0
a2 = − 2
, a4 = 2 2 and a6 = − 2 2 2 .
2 24 246
Evidently, the pattern is
(−1)n (−1)n a0
a2n = = .
22 .42 · · · (2n)2 22n (n!)2
The choice a0 = 1 gives us one of the most important special functions in mathe-
matics, the Bessel function of order zero of the first kind, denoted by J0 (x).
Thus
∞
X (−1)n x2n
J0 (x) = 2n (n!)2
.
n=0
2
Example 3.16. Find Frobenius series solutions of
xy 00 + 2y 0 + xy = 0. (3.32)
3.2.5 Method of Frobenius: The Exceptional Cases
Reduction of Order
When only one Frobenius series solution exists, we need another technique. One
method is reduction of order. Consider the DE
y 00 + P (x)y 0 + Q(x)y = 0 (3.33)
on open interval I on which P and Q are continuous. If we know one solution y1

of (3.33), then it possible to determine the second solution y2 ,
R
e− P (x)dx
Z
y2 = y1 dx (3.34)
y12
The Logarithmic and Complex conjugate roots case

The general form of the second solution of equation
p(x) 0 q(x)
y 00 + y + 2 y = 0, (3.35)
x x
is stated in the theorem below.
Theorem 3.4 (The Exceptional Cases). Suppose that x = 0 is a regular singular

point of the equation in (3.35). Let ρ > 0 denote the minimum distance of the
power series
X∞ X∞
n
p(x) = pn x and q(x) = q n xn .
n=0 n=0
Let r1 and r2 be the roots, of the indicial equation r(r − 1) + rp0 + q0 = 0.
1. If r1 = r2 , then (3.35) has two solutions y1 and y2 of the form,

∞
X
y1 (x) = xr1 an x n (a0 6= 0) (3.36)
n=0
and
∞
X
r1
y2 (x) = y1 (x) ln x + x bn x n . (3.37)
n=1
2. If r1 − r2 = N a positive integer with r1 ≥ r2 , then (3.35) has two solutions
∞
X
r1
y1 (x) = x an x n (a0 6= 0) (3.38)
n=0
and
∞
X
r2
y2 (x) = Cy1 (x) ln x + x bn x n . (3.39)
n=0
3. If r1 = λ + iµ and r2 = λ − iµ with µ 6= 0, then the two linearly independent

solutions of the differential equation (3.35) are the real and imaginary parts
of,
∞
X
λ+iµ
y(x) = |x| an x n , (a0 6= 0),
n=0
where the coefficients an are determined as always.

In (3.39) b0 6= 0 but C may be either zero or nonzero, so the logarithmic term may
or may not be present in this case. The radii of convergence of this theorem is
at least ρ. The coefficient in these series (and the constant C in (3.39)) may be
determined by direct substitution of the series in the differential equation (3.35).
Example 3.17. Find the solutions of
x2 y 00 + xy 0 + x2 y = 0. (3.40)
Solution: Here r1 = r2 = 0, In example 3.15 we found the first solution

∞
X (−1)n x2n
y1 (x) = J0 (x) = .
n=0
22n (n!)2
According to (3.37) the second solution will have the form

∞
X
y2 (x) = y1 ln x + b n xn (3.41)
n=1
The first two derivatives of y2 are

∞
y1 X
y20 = y10 ln x + + nbn xn−1
x n=1
and
∞
2y 0 y1 X
y200 = y100 ln x + 1 − 2 + n(n − 1)bn xn−2 .
x x n=2
We substitute these into the DE and use the fact that J0 (x) also satisfies this
equation to obtain
∞
X ∞
X ∞
X
0= (x2 y100 + xy10 +x 2
y1 ) ln x + 2xy10 + n(n − 1)bn x + n
nbn x n−2
+ bn xn+2
n=2 n=1 n=0
and it follows that

∞ ∞
X (−1)n 2nx2n 2
X
2
0=2 + b1 x + 2 b2 x + (n2 bn + bn−2 )xn . (3.42)
n=1
22n (n!)2 n=0
The only term involving x in this equation is b1 x, so b1 = 0. But n2 bn + bn−2 = 0 if

n is odd, and it follows that all the coefficients of odd subscript in y2 are zero.
Now we examine the coefficients with even subscript in the above equation. First
we see that
(−1)2 1
b2 = −2 2 2 2
= .
2 2 (1!) 4
For n ≥ 2, we read the recurrence relation
2(−1)n (2n)
(2n)2 b2n + b2n−2 = − (3.43)
22n (n!)2
from (3.42). Let

(−1)n+1 c2n
b2n = (3.44)
22n (n!)2
in the expectation that the recurrence relation for c2n will be simpler than the one
for b2n . We choose (−1)n+1 rather than (−1)n because b2 = 1/4 > 0; when n = 1
in (3.44), we get c2 = 1. Substituting of (3.44) in (3.43) gives
(−1)n+1 c2 n (−1)n+1 c2 n −2(−2)n (2n)

(2n)2 + = ,
22n (n!) 22n−2 ((n − 1)!) 22n (n!)2
which boils down to the extremely simple recurrence relation
1
c2n = c2n−2 + .
n
Thus
c4 = c1 + 1/2 = 1 + 1/2, c6 = 1 + 1/2 + 1/3, , c8 = 1 + 1/2 + 1/3 + 1/4
and so on. Evidently
c2n = 1 + 1/2 + 1/3 + · · · + 1/n = Hn

P
where Hn the nth partial sum of the harmonic series (1/n) .Therefore
∞
X (−1)n Hn x2n
y2 (x) = J0 (x) ln x +
n=1
22n (n!)2
x2 y 00 − xy 0 + 10y = 0. (3.45)
Solution: The standard form of the equation is,

1 10
y 00 − y 0 + 2 = 0.
x x
Clearly, x=0 is a regular singular point with p(x) = −1 and q(x) = 10 and
p0 = −1, q0 = 10. So the indicial equation becomes
r(r − 1) − r + 10 = r2 − 2r + 10 = 0,
with complex conjugate solutions r = 1 ± 3i. Substituting
∞
X
y(x) = an xn+r ,
n=0
into the differential equation leads to the result

∞
X ∞
X ∞
X
n+r n+r
(n + r)(n + r − 1)an x − (n + r)an x + 10an xn+r = 0.
n=0 n=0 n=0
After terms are collected under a single summation sign, this becomes
∞
X
[(n + r)(n + r − 2) + 10]an xn+r = 0.
n=0
Equating to zero the coefficient of xr , corresponding to n = 0, gives

(r2 − 2r + 10)a0 = 0,
but by hypothesis a0 = 6 0, so this simply yields the indicial equation. Equating to
zero the coefficient of xn+r for n = 1, 2, . . . gives
(n + r)(n + r + 10)an = 0,
but as r = 1 ± 3i, the factor (n + r)(n + r + 10) 6= 0 for any value of n, so it follows
that an = 0 for n = 1, 2, . . .. Thus, from Theorem 3.4, it follows that two linearly
independent solutions of the differential equation are obtained by taking the real
and imaginary parts of
3i
y(x) = a0 x1+3i = a0 xeln(x ) = a0 xe3i ln x
= a0 x{cos(3 ln x) + i sin(3 ln x)}.
Setting the arbitrary constant a0 = 1 and taking the real and imaginary parts of
this last result shows that two linearly independent solutions are
y1 (x) = x cos(3 ln x) and y2 (x) = x sin(3 ln x),
each of which is defined for x > 0. These solutions form a basis for the solution of
the differential equation whose general solution is
y(x) = C1 x cos(3 ln x) + C2 x sin(3 ln x), for x > 0,
where C1 and C2 are arbitrary constants.
x2 y 00 + xy 0 + (x2 − 1)y = 0. (3.46)
Exercises 3.5. Find the solutions (use the reduction of order when necessary) of
1. xy 00 + (5 − x)y 0 − y = 0 5. x2 y 00 − xy 0 + (x2 + 1)y = 0
2. xy 00 + (5 + 3x)y 0 + 3y = 0 6. x2 y 00 + (x2 − 3x)y 0 + 4y) = 0
3. 5xy 00 − (30 + 3x)y 0 + 3y = 0 7. x2 y + (x2 − 2x)y + 2y = 0.
4. xy 00 + y 0 − xy = 0 8. x2 y − 4xy + 20y = 0

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Chapter 3

Solution Methods: Laplace

3.1 Laplace Transform

• We say the Laplace transform converges if the limit exists, otherwise it

f (t) = L−1 {F (s)} = f (t) iff F (s) = L{f (t)}.

Example 3.1. Compute the Laplace transform of the following functions.

1. f (t) = 1, t ≥ 0, F (s) = 1s , s > 0

Properties of Laplace Transform

L{c1 f (t) + c2 g(t)} = c1 L{f (t)} + c2 L{g(t)}.

Proof. Follows from the definition.

Example 3.2. 4. f (t) = sin at, f (t) = cos at.

Example 3.3. Find the inverse Laplace transform of

Table 3.1: Table of Laplace Transform Pairs

Property II: s− shifting: L{eat f (t)} = F (s − a) where F (s) = L{f (t)}.

1. Compute the Laplace Transform of

(a) f (t) = t3 + 5t − 2 (c) f (t) = (t2 + 4)e2t − e−t cos t

2. Find the inverse Laplace transform of

Property III: (The Laplace transform derivatives)

Example 3.5. Compute the Laplace transform of

1. Prove that L{f 000 (t)} = s3 F (s) − s2 f (0) − sf 0 (0) − f 00 (0).

3.1.1 Solutions of initial value problems

1. y 00 − 3y 0 − 10y = 2, y(0) = 1, y 0 (0) = 2.

L{y 0 (t)} = sY (s)−y(0) = sY −1, L{y 00 (t)} = s2 Y (s)−sy(0)−y 0 (0) = s2 Y −s−2.

Step 2: Solve it for Y (s):

s2 − s + 2 A B C −1/5 22/35 4/7

• Solve this equation to get Y (s).

• Take inverse transform to get y(t) = L−1 {Y (s)}.

Exercises 3.3. Solve the following IVPs using Laplace transform.

1. y 00 − y 0 − 2y = e2t , y(0) = 0, y 0 (0) = 1. Ans. y(t) = − 29 e−t + 92 e2t + 13 te2t

4. y 00 − 3y 0 + 2y = e3t , y(0) = 1, y 0 (0) = 0 Ans. y(t) = 21 e3t − 12 et + et .

A very brief review on partial fraction, targeted towards inverse Laplace

Goal: rewrite a fractional form PPmn (s)

term in Pm (s) term in partial fraction inverse L.T.

3.2 Series Solution of ODEs

3.2.1 Review Of Power Series

is called a power series centered at a.

The properties of power series will be needed later are

• converges absolutely at values of x for which L < 1,

5. The derivative of a power series is obtained by term by term differentiation;

3.2.2 Ordinary and Singular Points

Thus, a second-order DE with a regular singular point a has the form

where the functions p(x) and q(x) are analytic at x = a.

Definition 3.7. If a singular point a is not a regular singular point, then it is

Example 3.8. Consider the DE y 00 + xy 0 = 0, since the function p2 (x) = x is

Example 3.9. In Euler’s equation

x = 0 is a singular point, but every other point is an ordinary. Rearranging equation

3.2.3 Series Solution Near Ordinary Points

y 00 + P (x)y 0 + Q(x)y = 0; (3.5)

in power of x. Repeat in power of x − 4.

Example 3.11. Find the general solution in power of x of

(x2 − 4)y 00 + 3xy 0 + y = 0.

Then find the particular solution with y(0) = 4, y 0 (0) = 1.

into the DE we get

After collecting coefficients of an and an+2 , we obtain

The identity principle yields

which leads to recurrence relation

for n ≥ 0. With n = 0, 2 and 4 in turn, we get