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Series Solutions and Frobenius Method: A ® Ë@ Õæ Aë Áöß at - X - at Ú Gajë@ É ®Ë@
Series Solutions and Frobenius Method: A ® Ë@ Õæ Aë Áöß at - X - at Ú Gajë@ É ®Ë@
Series Solutions and Frobenius Method: A ® Ë@ Õæ Aë Áöß at - X - at Ú Gajë@ É ®Ë@
Õæ
Aë áÖ ß
@ .X .
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A®Ë@
2017-2016 úGAJË@ É®Ë@
Chapter 4
Series Solutions and Frobenius Method
Finding the general solution of a linear differential equation depends on determining a funda-
mental set of solutions of the homogeneous equation. So far, we have given a systematic procedure
for constructing fundamental solutions in terms of of known elementary functions when the equation
has constant coefficients. To find fundamental solutions for equations with variable coefficients it is
necessary to seek other means of expression for the solutions of these equations. The principal tool
that we need is the representation of a given function by a power series. The basic idea is to assume
that the solutions of a given differential equation have power series expansions, and then we attempt
to determine the coefficients so as to satisfy the differential equation.
where y = y(t) is an unknown scalar function and a1 (t), · · · , an (t) are real-valued functions and that
are continuous functions on an interval I = (r1 , r2 ).
(n−1)
As we have seen before, for any t0 ∈ I and constants y0 , ẏ0 , · · · , y0 , there exists a unique
solution y = y(t) of equation (1), which is defined on I and satisfies the initial conditions
(n−1)
y(t0 ) = y0 , ẏ(t0 ) = ẏ0 , · · · , y (n−1) (t0 ) = y0 .
However, in many applications the coefficients will have points of discontinuity and one of the
main questions is the behavior of the solutions near these points. This will be our topic.
Definition. (Analytic function)
We say that a function f (t) is analytic at t = t0 if it can be expanded as a sum of a power series of
the form ∞
X
f (x) = fn (t − t0 )n
n=1
1
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(2) A singular point t = t0 of the equation (1) is called regular singular point if
(t − t0 )j aj (t), j = 1, 2, . . . , n
ẋ = A(t)x
ẋ = A(t)x
where
1 t 0
A= 2 .
t (t − 1) 1 t−1
Solution. A(t) is analytic at every t ∈ R − {0, 1}. Thus, the only singular points are t = 0 and
t = 1.
1 t 0
tA(t) = is not analytic at t = 0. Hence, t = 0 is an irregular singular point.
t(t − 1) 1 t − 1
1 t 0
(t − 1)A(t) = 2 is analytic at t = 1. So, t = 1 is a regular singular point.
t 1 t−1
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Solution for large |t|
To study the solution for large |t|, that is near ∞, we have to determine if the point t = ∞ is
ordinary or singular point. To achieve this goal we use the transformation
1
s= ,
t
and transform the point t = ∞ into s = 0. The natural of the point t = ∞ is the same as that of
s = 0. Under the transformation
1
s=
t
the equation
ẋ(t) = A(t)x(t)
is transformed into the equation
d 1 1
x(s) = − 2 A x(s).
ds s s
Thus, the equation
ẋ(t) = A(t)x(t)
has an ordinary point at t = ∞ if
d 1 1
x(s) = − 2 A x(s)
ds s s
has an ordinary point at s = 0.
Solution of second-order equations about ordinary points
Many problems in mathematical physics lead to second-order equations of the form
y 00 + p(t)y 0 + q(t)y = 0,
where p(t) and q(t) are rational functions. For this reason we will consider second-order equations
in detail.
Example. Find a series solution in powers of t of the Airy equation
y 00 − ty = 0, t ∈ R.
Solution.
" ∞
# " ∞
#
X t3n X t3n+1
y(t) = c1 1 + + c2 t + .
n=1
2 · 3 · · · (3n − 1)(3n) n=1
3 · 4 · · · (3n)(3n + 1)
Theorem 1. (Solution about an ordinary point)
If t = t0 is an ordinary point of the equation
y 00 + p(t)y 0 + q(t)y = 0,
then the general solution of the equation is given by
y(t) = c1 h1 (t) + c2 h2 (t),
where hj (t) are analytic functions at t = t0 . Moreover, the radius of convergence of each series
solution hj (t) is at least as large as the minimum of the radii of convergence of the series of p(t) and
q(t).
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Cauchy-Euler equations of the second order
The simplest equation with a regular singular point at t = 0 is the Cauchy-Euler equation
p0 0 q0
y 00 + y + 2 y = 0, t > 0,
t t
where p0 and q0 are constants.
p0 q0
In this equation a1 (t) = and a2 (t) = 2 . Thus, ta1 (t) = p0 and t2 a2 (t) = q0 are analytic at
t t
t = 0. The solution of the Cauchy-Euler equation is typical of solutions of all differential equations
with a regular singular point. Therefore, it is useful to to study the solutions of this equation in
detail.
The transformation
w(s) = y(t), s = ln(t), t > 0,
transforms the equation into the constant coefficient equation
d2 w dw
2
+ (p0 − 1) + q0 w = 0.
ds ds
If t < 0, then the transformation
In order to turn to the general case, let us first consider first order equations.
Lemma 1. The first-order equation
y 0 + a1 (t)y = 0
has a solution of the form
∞
X
α
y(t) = t h(t), h(t) = hj tj , h0 = 1
j=0
if and only if ta1 (t) is an analytic function. In this case we have α = −lim[ta1 (t)].
t→0
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Proof. Assume that p(t) = ta1 (t) is analytic. Then
p0
a1 (t) = + p1 + p2 t + · · ·
t
and the solution of the above equation is explicitly given by
Z t
y(t) = exp − a1 (s)ds = exp(−p0 ln(t) + c − p1 t + · · · )
= t−p0 exp(c − p1 t + · · · ).
Conversely, if y(t) = tα h(t) is a solution, then we have
which is analytic at t = 0.
y 00 + p(t)y 0 + q(t)y = 0.
In many applications the coefficients will have singularities and one of the main questions is the
behavior of the solutions near such a singularity.
We will assume that the equation has a regular singularity at t = 0; that is, we will assume that
the coefficients p(t) and q(t) are of the form
∞
X ∞
X
−1 j −2
p(t) = t pj t , q(t) = t qj tj .
j=0 j=0
we have ∞
X
y 0 (t) = (α + j)hj tj+α−1 ,
j=0
∞
X
y 00 (t) = (α + j)(α + j − 1)hj tj+α−2 .
j=0
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Substituting into the equation, we obtain
∞
X
(α + j)(α + j − 1)hj tj+α−2
j=0
∞
! ∞ !
X X
+ pj tj−1 (α + j)hj tj+α−1
j=0 ! j=0∞
∞
!
X X
+ qj tj−2 hj tj+α = 0.
j=0 j=0
This implies
∞
X
(α + j)(α + j − 1)hj tj+α−2
j=0
j
∞ X
X
+ (α + k)hk pj−k tj+α−2
j=0 k=0
∞ X j
X
+ hk qj−k tj+α−2 = 0
j=0 k=0
or equivalently
∞ j j
" #
X X X
(α + j)(α + j − 1)hj + (α + k)hk pj−k + hk qj−k tj+α−2 = 0.
j=0 k=0 k=0
α2 + (p0 − 1)α + q0 = 0.
In the special case when t = 0 is an ordinary point, the indicial equation has the form
α2 − α = 0.
The roots α1,2 of the indicial equation are called the (characteristic) exponents at t = 0. For
each root α, the relation
j j
X X
(α + j)(α + j − 1)hj + (α + k)hk pj−k + hk qj−k = 0, j =, 1, 2, · · ·
k=0 k=0
is a recurrence relation.
Let F (α) = α2 + (p0 − 1)α + q0 . Then the recurrence relation can be written as
j−1
X
F (α + j)hj = − [(α + k)pj−k + qj−k ]hk , j ≥ 1.
k=0
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If F (α1 + j) 6= 0 and F (α2 + j) 6= 0, then we can find hj for j ≥ 1. Since
F (α) = (α − α1 )(α − α2 )
we have
F (α1 + j) = j(α1 − α2 + j),
F (α2 + j) = j(α2 − α1 + j),
and hence we have to distinguish between the two cases:
α1 − α2 ∈ Z and α1 − α2 ∈
/Z
Case (1): α1 − α2 ∈
/Z
In this case F (α1 + j) 6= 0 and F (α2 + j) 6= 0. Thus, we can find two linearly independent solutions
∞
X
y1 (t) = hj tj+α1
j=0
and ∞
X
y2 (t) = hj tj+α2 .
j=0
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α2 = 0 :
hj−1
hj = , j ≥ 1.
(2j − 3)j
1 1
h0 = 1, h1 = −1, h2 = − , h3 = − ,··· .
2 18
Thus, we obtain the second solution
1 1
y2 (t) = 1 − t − t2 − t3 + · · · .
2 18
Case (2): α1 − α2 ∈ Z
Assume Re(α1 ) ≥ Re(α2 ), and let α1 = α2 + m for some integer m ≥ 0. For the exponent α = α1 ,
we can find all hj .
For the exponent α = α2 , we may have a problem. In this case the recurrence relation reads
j−1
X
F (α2 + j)hj = − [(α + k)pj−k + qj−k ]hk , j ≥ 1.
k=0
If this relation is satisfied, then we can choose hm as we like and the remaining hj , j > m, are again
determined recursively. Otherwise there is no solution in the form y(t) = tα2 h(t).
If we can not obtain the second solution from α = α2 , then we use the method of variation of
constants (or reduction of order method). Assume
Let w(t) = c0 (t). Then we get a first order equation for w(t)
w0 + P (t)w = 0,
where
2α1 2h01 (t)
P (t) = + + p(t)
t h1 (t)
1+m
= + 2h01 (0) + p1 + · · ·
t
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Therefore, by Lemma 1., the solution is given by
∞
X
0 −m−1
c (t) = w(t) = t cj tj , c0 6= 0.
j=0
α2 + (p0 − 1)α + q0 = 0.
(1) If α1 − α2 ∈
/ Z, then a fundamental system of solutions is given by
where the functions hj (t) are analytic near t = 0 and satisfy hj (0) = 1.
where the functions hj (t) are analytic near t = 0 and satisfy hj (0) = 1. The constant c ∈ R
might be zero unless m = 0.
where ∞
X
g(t) = gj tj , g0 = 1,
j=0
and find gj . Note that we can set c = 1 and remove the condition g0 = 1.
A third method is as follows. Write the equation as
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∞
X
α
Then y(t) = t hj tj implies
j=0
∞ j
!
X X
L(y) = (α + j)(α + j − 1)hj + [(α + k)pj−k + qj−k ] hk tj+α .
j=0 k=0
Substituting
j−1
1 X
hj = − [(α + k)pj−k + qj−k ]hk , j ≥ 1,
F (α + j) k=0
we obtain
L(y) = F (α)tα−2 .
Assume that
∂ ∂y
L(y) = L .
∂α ∂α
Then
∂y ∂ α−2 ∂
F (α) tα−2 .
L = F (α)t = ln tF (α) +
∂α ∂α ∂α
∂
If α1 = α2 , then F (α1 ) = F (α1 ) = 0. This implies that
∂α
!
∂y
L = 0,
∂α α=α1
∂y
and hence is a solution.
∂α α=α1
If α1 − α2 = m, where m is a positive integer, then
F (α) = h0 (α − α1 )(α − α2 ).
∂
Substituting h0 = α − α2 , we again have F (α2 ) = F (α2 ) = 0.
∂α
In this case, we obtain the first solution by substituting α = α2 in the recurrence relation
j−1
X
F (α + j)hj = − [(α + k)pj−k + qj−k ]hk , j ≥ 1.
k=0
That is ∞
X
y1 (t) = hj (α2 )tj+α2 .
j=0
That is ∞
X ∂hj
y2 (t) = y1 (t) ln(t) + tj+α2 .
∂α
j=0 α=α2
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Example 1. Find two linearly independent series solutions about t = 0 of the equation
t2 y 00 + t2 y 0 − 2y = 0, t > 0.
Solution. The indicial equation reads
α2 − α − 2 = 0,
and hence the exponents are
α1 = 2, α2 = −1.
The recurrence relation is given by
−(j + α − 1)hj−1
hj = .
(j + α + 1)(j + α − 2)
α1 = 2 :
In this case the recurrence relation is given by
−(j + 1)hj−1
hj = .
j(j + 3)
h0 = 1 implies
−2 · 3 −6
h1 = =
3·4 4!
2·3·3 6·3
h2 = =
2·3·4·5 5!
−2 · 3 · 4 −6 · 4
h3 = =
2·3·4·5·6 6!
..
.
(−1)j 6(j + 1)
hj = .
(j + 3)!
As a result, we obtain the first solution.
∞
X 6(−1)j (j + 1)
y1 (t) = tj+2 .
j=0
(j + 3)!
α2 = −1 :
In this case the recurrence relation is given by
−(j − 2)hj−1
hj = .
j(j − 3)
h0 = 1 implies
−1
h1 =
2
h2 = 0
0h3 = −h2
Assume h3 = 0. Then we have hj = 0, j ≥ 3. Thus we get the second solution
1 1
y2 (t) = − .
t 2
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Example 2. Find the series solution of
about t = 0.
Differentiating we get
y20 = c0 y1 + cu01 , y200 = c00 y1 + 2c0 y10 + cu001 .
Substituting into the equation
we obtain
t(t − 1)(c00 y1 + 2c0 y10 + cu001 ) + (3t − 1)(c0 y1 + cu01 ) + cu1 = 0.
But y1 is a solution; that is
t(t − 1)y100 + (3t − 1)y10 + y1 = 0.
Thus, we have
t(t − 1)(c00 y1 + 2c0 y10 ) + (3t − 1)c0 y1 = 0.
This gives
c00 2y10 3t − 1
0
=− − .
c y1 t(t − 1)
Integrating we obtain
ln(c0 ) = −2 ln(y1 ) − ln(t) − 2 ln(t − 1).
This gives
1 1
c0 = =
y12 t(t − 1)2 t
and hence
c(t) = ln(t).
Using the method of reduction of order, we find
ln t
y2 (t) = .
1−t
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Note that if we use the third method, then the second solution is
∞
X ∂hj
y2 (t) = y1 (t) ln(t) + tj .
j=0
∂α
α=0
But
hj (α) = hj−1 (α).
Before we differentiate we have to solve this difference equation.
h0 (α) = 1, h1 (α) = 1, hj (α) = 1, ∀j.
Therefore,
∂hj
= 0, ∀j.
∂α
Example 3. Find two linearly independent series solutions about t = 0 of the equation
t(t − 1)y 00 + 2(t − 1)y 0 − 2y = 0, t > 0.
Solution. Indicial equation
α2 + α = 0.
Thus, the characteristic exponents are
α1 = 0, α2 = −1.
The recurrence relation reads
(j + α − 2)
hj (α) = hj−1 (α).
(j + α)
We know that α1 = 0 always gives a solution. Let us check α2 = −1.
(j − 3)
hj = hj−1 .
(j − 1)
Thus, at j = 1, we have
0h1 = −2h0 .
But h0 6= 0 implies that we can not find another solution by this method.
Let h0 = α − α2 = α + 1. Then
(j + α − 2)
hj (α) = hj−1 (α)
(j + α)
gives
h0 (α) = α + 1,
h1 (α) = α − 1,
α(α − 1)
h2 (α) =
(α + 2)
α(α2 − 1)
h3 =
(α + 2)(α + 3)
α(α2 − 1)
hj (α) = .
(α + j − 1)(α + j)
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In this method the first solution is given by
∞
X
y1 (t) = hj (−1)tj−1
j=0
and ∞
X ∂hj
y2 (t) = y1 (t) ln(t) + tj−1 .
∂α
j=0 α=−1
h1 (−1) = −2,
h2 (−1) = 2,
hj (−1) = 0, ∀j ≥ 3.
Threrfore,
y1 (t) = −2 + 2t.
Now we will find y2 (t).
∂ 1 1 1 1 1
hj (α) = hj (α) + + − − .
∂α α α−1 α+1 α+j−1 α+j
h00 (−1) = 1,
h01 (−1) = 1,
2
h0j (−1) = , ∀j ≥ 3.
(j − 1)(j − 2)
Therefore,
∞
−1
X 2
y2 (t) = y1 (t) ln(t) + t + 1 − 5t + tj−1 .
j=3
(j − 1)(j − 2)
Let us now find y2 (t) by another method. By theorem, y2 (t) has the form
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If we set g0 = 1, then we choose c to satisfy this condition. Alternatively we can take c = 1 and
remove the condition g0 = 1.
Let us choose g0 = 1. Differentiating, we get
0 −1 0 −2 0 1
y2 (t) = t g (t) − t g(t) + c ln(t)y1 (t) + y1 (t)
t
00 −1 00 −2 0 −3 00 2 0 1
y2 (t) = t g (t) − 2t g (t) + 2t g(t) + c ln(t)y1 (t) + y1 (t) − 2 y1 (t)
t t
Substituting into the equation, we obtain
−1 00 −2 0 −3 00 2 1
t(t − 1) t g (t) − 2t g (t) + 2t g(t) + c ln(t)y1 (t) + y1 (t) − 2 y1 (t)
t t
1
+2(t − 1) t−1 g 0 (t) − t−2 g(t) + c ln(t)y10 (t) + y1 (t) − 2[t−1 g(t) + c ln(t)y1 (t)] = 0.
t
g0 = 1, g2 = −4 − g1 , g3 = 1,
(j − 1)gj = (j − 3)gj−1 , j ≥ 4.
This gives
2
gj = , j ≥ 3.
(j − 1)(j − 2)
As a result we obtain
∞
−1
X 2
y2 (t) = −2(1 − t) ln(t) + t + g1 − (g1 + 4)t + tj−1 .
j=3
(j − 1)(j − 2)
Example 4. Solve
ty 00 + y = 0, t > 0,
about t = 0
α1 = 1, α2 = 0.
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Thus, we have
h0 (α) = 1,
−1
h1 (α) = ,
α(α + 1)
1
h2 (α) =
α(α + 1)2 (α + 2)
−1
h3 =
α[(α + 1)(α + 2)]2 (α + 3)
(−1)j
hj (α) =
α[(α + 1)(α + 2) · · · (α + j − 1)]2 (α + j)
−1
h1 = ,
0
and hence we can not find y2 (t) by this method.
The recurrence relation reads
(−1)j h0
hj (α) = .
α[(α + 1)(α + 2) · · · (j + α − 1)]2 (j + α)
Setting h0 = α, we obtain
(−1)j
hj (α) = , j ≥ 1.
[(α + 1)(α + 2) · · · (j + α − 1)]2 (j + α)
So at α = 0, we obtain h0 = 0 and
(−1)j
hj (0) = .
j!(j − 1)!
Therefore, a first solution is
∞
X (−1)j j
ye1 (t) = t.
j=1
j!(j − 1)!
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Now we will find ∞
X ∂hj
y2 (t) = ỹ1 (t) ln(t) + tj .
j=0
∂α α=0
Exercises
Find two linearly independent series solutions about t = 0 (t > 0) for each of the following equations:
1. 2t(t + 1)y 00 + 3(t + 1)y 0 − y = 0.
4. t2 y 00 − t(t + 1)y 0 + y = 0.
7. t2 y 00 + t(3t + 2)y 0 − 2y = 0.
8. 2ty 00 + 6y 0 + y = 0.
10. ty 00 + y 0 + ty = 0.
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The Gamma Function
Definition. Let z be a complex number.
(1) If Re(z) > 0, we define the gamma function
Z ∞
Γ(z) = e−t tz−1 dt.
0
(2) If Re(z) ∈
/ Z and Re(z) < 0, we define
1
Γ(z) = Γ(z + 1).
z
α2 − ν 2 = 0
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and
(−1)j
h2j = , j ≥ 1,
4j j!(ν + 1)j
where (a)j is the Pochhammer symbol (or Barne symbol) defined by
Γ(a + j)
(a)0 = 1, (a)j = a(a + 1) · · · (a + j − 1) = .
Γ(a)
Therefore, we have obtained the first solution
∞
X (−1)j
y1 (t) = t2j+ν .
j=0
4j j!(ν + 1)j
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∞
X ∂hj
y2 (t) = y1 (t) ln(t) + tj+α2 .
∂α
j=0 α=α2
It follows that
(−1)j (−1)j
h02j (−n) = = .
j
Y 4j j!(1 − n)j
2k(2k − 2n)
k=1
For j ≥ n,
(−1)j
h2j (α) = j
.
Y
(α + 3n) (α + 2k − n)(α + 2k + n)
k=1,k6=n
So
j !
1 X 1 1
h02j (α) = −h2j (α) + + .
α + 3n k=1,k6=n α + 2k − n α + 2k + n
This implies
j !
1 1 X 1 1
h02j (α) = −h2j (−n) + + ,
2n 2 k=1,k6=n k − n k
1
h02j (α) = − h2j (−n) (Hj + Hj−n − Hn−1 ),
2
where
j
X 1
Hj =
k=1
k
are the harmonic numbers. But
(−1)j−n+1
h2j (−n) = .
22j−1 j!(n − 1)!(j − n)!
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Therefore,
(−1)j−n
h02j (α) = 2j (Hj + Hj−n − Hn−1 ),
2 j!(n − 1)!(j − n)!
and hence ∞
X (−1)j−n+1 t2j−n
y1 (t) =
j=n
22j−1 j!(n − 1)!(j − n)!
∞
X (−1)j+1 t2j+n
=
j=0
22j+2n−1 j!(n − 1)!(j + n)!
−Jn (t)
= n−1 .
2 (n − 1)!
The second solution is
n−1 ∞
X (−1)j t2j−n X (−1)j−n (Hj + Hj−n − Hn−1 ) t2j−n
y2 (t) = y1 (t) ln(t) + +
j=0
4j j!(1 − n)j j=n 22j j!(n − 1)!(j − n)!
n−1 ∞
X (−1)j t2j−n X (−1)j (Hj + Hj+n − Hn−1 ) t2j+n
= y1 (t) ln(t) + +
j=0
4j j!(1 − n)j j=0 22j+2n j!(n − 1)!(j + n)!
n−1 ∞
X (−1)j t2j−n X (−1)j t2j+n
= y1 (t) ln(t) + − Hn−1
j=0
4j j!(1 − n)j j=0
22j+2n j!(n − 1)!(j + n)!
∞
X (−1)j (Hj + Hj+n ) t2j+n
+
j=0
22j+2n j!(n − 1)!(j + n)!
n−1 ∞
X (−1)j t2j−n 1 X (−1)j (Hj + Hj+n ) t2j+n
= y1 (t) ln(t) + + Hn−1 y1 (t) + .
j=0
4j j!(1 − n)j 2 j=0
22j+2n j!(n − 1)!(j + n)!
where γ = lim [Hj − ln(j)] is the Euler constant. Yn (t) is called the Bessel’s function of the second
j→∞
kind of order n or the Neumann’s function.
Note that Yν (t) can be defined as
cos(πν)Jν (t) − J−ν (t)
Yν (t) = .
sin(νπ)
d ν
Proof. (1) (t Jν (t)) = tν Jν0 (t) + νtν−1 Jν (t)
dt
∞ 2j+ν
X (−1)j t
Jν (t) =
j=0
j!Γ(ν + j + 1) 2
∞ 2j+ν−1
X (−1)j (2j + ν) t
⇒ Jν0 (t) =
j=0
2j!Γ(ν + j + 1) 2
∞ 2j+ν
X (−1)j (2j + 2ν) t
⇒ tJν0 (t) + νJν (t) = .
j=0
j!Γ(ν + j + 1) 2
Using
Γ(x + 1) = xΓ(x)
we obtain ∞ 2j+ν
X 2(−1)j t
tJν0 (t) + νJν (t) = = tJν−1 (t).
j=0
j!Γ(ν + j) 2
α2 + α − n(n + 1) = 0
It follows that
h2j+1 = 0, j≥0
and
(−n)(−n + 1)(−n + 2) . . . (−n + 2j − 1)
h0 = 1, h2j = , j ≥ 1.
j! 2j (−2n + 1)(−2n + 3) . . . (−2n + 2j − 1)
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Note that h2j can be written as
(− n2 )j ( 12 − n2 )j
h2j = , j ≥ 0.
j!( 12 − n)j
Thus, a first solution is
∞
X (− n2 )j ( 21 − n2 )j n−2j
y1 (t) = 1 t .
j=0
j!( 2
− n)j
If α1 − α2 = 2n + 1 ∈
/ Z, then substituting α = −(n + 1), we obtain
h1 = 0, j(j − 2n − 1)hj = (j + n − 1)(j + n)hj−2 , j ≥ 2.
It follows that
h2j+1 = 0, j≥0
and
(n + 1)(n + 2) . . . (n + 2j − 1)(n + 2j)
h2j = , j ≥ 1.
j! 2j (−2n + 3)(−2n + 5) . . . (−2n + 2j + 1)
Thus, a second solution solution is
∞
−n−1
X (n + 1)(n + 2) . . . (n + 2j − 1)(n + 2j)
y2 (t) = t + t−n−2j−1 .
j=1
j! 2j (−2n + 3)(−2n + 5) . . . (−2n + 2j + 1)
Legendre Polynomials
If n is a nonnegative integer, then the solution y1 (t) of the Legendre’s equation is a polynomial.
Indeed if n is a nonnegative integer, then h2j can be written as
(−1)j n(n − 1)(n − 2) . . . (n − 2j + 1)
h2j = , j ≥ 1.
j! 2j (2n − 1)(2n − 3) . . . (2n − 2j + 1)
But
n!
n(n − 1)(n − 2) . . . (n − 2j + 1) =
(n − 2j)!
and
(2n)!(n − j)!
(2n − 1)(2n − 3) . . . (2n − 2j + 1) = .
2j n!(2n − 2j)!
Thus, y1 (t) can be written as
[n/2]
X (−1)j (n!)2 (2n − 2j)!
y1 (t) = tn−2j ,
j=0
(2n)! j! (n − j)! (n − 2j)!
1 1
P0 (t) = 1, P1 (t) = t, P2 (t) = (3t2 − 1), P3 (t) = t(5t − 3), · · · .
2 2
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Properties of the Legendre function
(1) Pn (1) = 1.
in the neighborhood of t = 0. The exponents are α1 = 0 and α2 = 1 − c and the recurrence relation
reads
(j + α)(j + α + c − 1)hj = (j + α + a − 1)(j + α + b − 1)hj−1 , j ≥ 1.
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A first solution can obtained if we substitute α = α1 = 0. In this case the recurrence relation
becomes
(j + a − 1)((j + b − 1)
hj = hj−1 , j ≥ 1.
j(j + c − 1)
Thus, if 1 − c ∈
/ N, then we have
(a)j (b)j
hj = ,
j!(c)j
where (a)j is the Pochhammer symbol. As a result we obtain the solution
∞
X (a)j (b)j
y1 (t) = tj .
j=0
j!(c)j
This function is called the hypergeometric function and it is denoted by F (a, b, c; t) or 2 F1 (a, b, c; t).
Remark. Many familiar functions are special cases of the hypergeometric function. For example
1 1 3
• sin−1 t = tF ( , , ; t2 ),
2 2 2
1 3
• tan−1 t = tF ( , 1, ; −t2 ),
2 2
• (1 − t)n = F (−n, 1, 1; t).
Second solution
Let y(t) = t1−c w(t). Then w(t) satisfies the hypergeometric equation
w(t) = F (α, β, γ; t)
y2 (t) = t1−c F (a − c + 1, b − c + 1, 2 − c; t)
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Exercises
(1) Prove the following:
(a) Γ(1) = 1.
(b) Γ(z + 1) = zΓ(z).
(c) If z ∈ N, then Γ(z + 1) = z!.
√
1
(d) Γ = π.
2
(2) Find two linearly independent series solutions of the Hermite equation
y 00 − 2ty 0 + 2nu = 0, n ∈ R.
(3) Find two linearly independent series solutions of the Confluent Hypergeometric equation
ty 00 + (c − t)y 0 − au = 0, a, c ∈ R.
(4) Find two linearly independent series solutions of the Lagurre equation
ty 00 + (1 − t)y 0 + nu, n ∈ R.
(5) Show that the general solution of the Chebyshev differential equation
(1 − t2 )y 00 − ty 0 + a2 x = 0, a∈R
is given by " ∞
#
X (−a)2 (22 − a2 ) . . . ((2n − 2)2 − a2 )
y(t) = c0 1 + t2n
n=1
(2n)!
" ∞
#
X (1 − a2 )(32 − a2 ) . . . ((2n − 1)2 − a2 )
+c1 t + t2n+1 .
n=1
(2n − 1)!
x0 = A(t)x.
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Inserting into the equation, we obtain
∞ ∞
! ∞
!
X X X
(α + j)Uj tj+α = Aj tj Uj tj+α .
j=0 j=0 j=0
j
X
⇒ (j + α)Uj = Ak Uj−k , j ≥ 0.
k=0
Example. Consider
tx0 = Ax,
where
4 + t −1
A= = A0 + A1 t.
−4 4 + t
Inserting
∞
X
x= Uj tj+α , U0 6= 0,
j=0
This gives
αU0 = A0 U0 , (α + j)Uj = A0 Uj + A1 Uj−1 , j ≥ 1.
4 −1
Thus, α are the eigenvalues of A0 = ; that is
−4 4
α1 = 6, α2 = 2.
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1
Let U0 = . Then
0
U1 = −[A0 − 7I]−1 U0 .
−3 −1
A0 − 7I =
−4 −3
and
−1 1 −3 1
(A0 − 7I) = .
5 4 −3
Thus
1 −3 1 1 1 3
U1 = − = .
5 4 −3 0 5 −4
Now we can find U2 .
U2 = −[A0 − 8I]−1 U1 .
−4 −1
A0 − 8I =
−4 −4
and
−1 1 −4 1
(A0 − 8I) = .
12 4 −4
Thus,
1 −4 1 3 1 4
U2 = − = .
60 4 −4 −4 15 −7
Let us look for a second solution:
α = α2 = 2:
The recurrence relation reads
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Thus
1 0 1 1 1 1
U2 = = .
12 4 0 1 12 4
Next we calculate
U3 = −[A0 − 5I]−1 U2 .
Since
−1 −1
A0 − 5I =
−4 −1
and
−1 −1 −1 1
(A0 − 5I) = ,
3 4 −1
it follows that
1 −1 1 1 1 3
U3 = = .
36 4 −1 4 36 0
To find U4 we have to solve the system
may or may not have a solution. The augmented matrix of the system reads
1!
−2 −1 | −
12 .
−4 −2 | 0
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