1

POWER SERIES SOLUTIONS

1.1 Review of Power Series

1.1.1 Definition: A power series centered at point c is an infinite series of the

form


a 0  a1 x  c   a 2 x  c   a 3 x  c   ...   c n x  c  .
2 3 n

n 0

Illustration 1.1.1

a) The power series  x  2 n is centered at c=-2.
n 0


b) The series 
n 1

3 n xn is a power series in x.

1.1.2 Convergence


A power series  a n x  c n is convergent at a specified value of x if
n 0
N
the lim  a n x  c n exists. The series is said to be divergent if the limit
N  n 0
does not exist at x.

1.1.3 Interval of Convergence

The interval of convergence is the set of all real numbers x for which the
series converges.

1.1.4 Radius of Convergence

Let r be the radius of convergence of a power series. If r>0, then the

power series converges for lx – cl < r and diverges for lx – cl > r. If r=0 then the
series converges only at point c. If r= then the series converges for all
possible values at x.

1.1.5 Absolute Convergence

Source: Advanced Engineering Mathematics by Dennis Zill

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If x is within the interval of convergence of a power series then


 a n x  c n converges.
n 0

1.1.6 Ratio Test

The convergence of a power series is determined by the ratio test.

Suppose cn  0 for all n and that

an 1 x  c n 1 an 1
lim  x  c lim L.
n  a x  c n n  a n
n

If L < 1 the series converges absolutely, if L > 1 the series diverges, and if L
= 1 the test is inconclusive.

Example 1.1.6 Determine the convergence of the power series


 x  3 n /2 n n.
n 1
Answer: The series converges at 1<x<5.

1.1.7 Derivative and Integral of a Power Series

If the radius of convergence is r > 0, then


f(x)=  a n x  c n is
n 0
continuous, differentiable, and integrable on the interval
(c – r, c + r). Moreover, the function f '(x) and  f(x) dx can be obtained by
term-by-term differentiation and integration.

1.1.8 Analyticity of a Power Series at a Point

A function f is analytic at a point c if it can be represented by a power series

centered at c with r > 0 or r = .

Examples 1.1.8 The functions ex, sin x and cos x are analytic at x=0 since
each can be represented by a Taylor series centered at 0 (also called Maclaurin
series).

Source: Advanced Engineering Mathematics by Dennis Zill

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x x x2 x3
For lxl < , e 1     ...
1! 2! 3!
x3 x5 x7
sinx  x     ...
3! 5! 7!
x 2 x4 x6
cosx  1     ...
2! 4! 6!

1.1.9 ALGEBRA OF POWER SERIES

The procedures for addition, multiplication and division are similar to those
by which two polynomials are added, multiplied, and divided.

1.2 POWER SERIES SOLUTIONS

1.2.1 Definition: A point x0 is said to be an ordinary point of the

differential equation
a2(x) y” + a1(x) y’ + a0(x) y = 0

if both P(x) and Q(x) of its standard form

y” + P(x) y’ + Q(x) y = 0

are analytic at x0. A point is said to be singular if it is not ordinary.

1.2.2 Existence of Power Series Solutions.

If x=x0 is an ordinary point of the differential equation in 1.2.1, one can

always find two linearly independent solutions in the form of a power series

centered at x0 , that is, y=  a n x  x 0 n . A series solution converges at
n 0
least on some interval defined by l x – x0 l < r, where r is the distance from x0 to
the closest singular point.

Example : Solve y” – (1 + x) y = 0.

SOLUTION: Since, the coefficient of y” is 1, the equation (already in standard

form) has no singular points. Thus, x = 0 is an ordinary point and the equation

has a solution of the form: y   an x n (power series form) with the following
n 0

derivatives.

Source: Advanced Engineering Mathematics by Dennis Zill

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 
y'  
n 1
nan x n 1 and y "   n n  1an x n 2 .
n 2

Substituting y and y” in the original equation, we obtain the following.

 


n 2
n n  1an x n 2 – (1 + x ) a x
n 0
n
n
=0
  


n 2
n n  1an x n 2 – 
n 0
an x n – a x
n 0
n
n 1
=0

n = 2, x0 n = 0, x0 n = 0, x1
k=n–2 k=n k=n+1
n=k+2 n=k-1
Note: Choose the starting value of n in each term, such that xn = x1.
  
2(2 – 1)a2 + 
k  2 3
(k  2)k  1ak  2x k – a0 – 
k 1
ak x k – a
k 1  0
k 1x
k
=0
  
(2a2 – a0) +  (k  2)k  1a
k 1
k  2x
k
– a x
k 1
k
k
– a
k 1
k 1x
k
=0


 
(2a2 – a0) +   (k  2)k  1a
k 1
k 2 – ak – ak 1  x k = 0.

1
By identity property, 2a2  a0  0  a2  a0 .
2
Whereas, k  2k  1ak 2 – ak – ak 1 = 0. Solving for the one with a higher
subscript,
ak  ak 1
ak 2  , k = 1 ,2, 3, … (Three-term recurrence relation)
k  1k  2
a a
k = 1; a3  1 0 (choosing a1 = 0 will yield the coefficients for one solution
2(3)
1
a3  a0 expressed entirely in terms of a0).
6
1 1
k = 2; a4  a0 k = 3; a5  a0 , etc.
24 30

If we take a0 = 0, the coefficients for the other solution are expressed in terms of
a1.
This gives us, a2  0 .
1 1 1
k = 1 ; a3  a1 k = 2 ; a4  a k = 3 ; a5  a , etc.
6 12 1 120 1

Thus,
1 1 1 1
y 0 (x )  a0  a1x  a2x 2  a3x 3  ...  a0  0.x  a x 2  a0 x 3  a x4  a x 5  ...
2 0 6 24 0 30 0
1 1 1
and y1 (x )  a0  a1x  a2x 2  a3x 3  ...  0  a1x  0.x 2  a1x 3  a1x 4  a x 5  ...
6 12 120 1

Source: Advanced Engineering Mathematics by Dennis Zill

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Finally, the general solution which has the form y  a0f0 (x )  a1f1 (x ) , should be
1 2 1 3 1 4 1 5 1 1 4 1
y  a0 (1  x  x  x  x  ...)  a1 (x  x 3  x  x 5  ...)
2 6 24 30 6 12 120
ANS.

Example : Solve: y "cos x y  0 .

Solution: Since cosx is analytic at x = 0 (cosx is defined at x = 0 ), x = 0 is an

ordinary point. Thus, the equation has a power series solution in the form

y  a x
n 0
n
n
.

Subsitute the following in the original equation.


y " n n  1a x
n 2
n
n 2

x2 X 4 X 6
cos x  1     ...
2! 4! 6!
 
x2 X 4 X 6
We obtain, 
n 2
n n  1an x n 2 + (1 
2!

4!

6!
 ...) a x
n 0
n
n
= 0.

Expanding the series, we have

x2 X 4 X 6
(2a2  6a3x  12a4x 2  20a5x 3 )  (1     ...) (a0  a1x  a2x 2  a3x 3  ...) =0
2! 4! 6!
Multiplying and combining similar terms, we get
a0  2a2   a1  6a3 x    1 a0  a2  12a4 x 2    1 a1  a3  20a5 x 3  ...  0
 2 
  2
1
a0  2a2  0 a1  6a3  0  a0  a2  12a 4  0
2
Then, 1 ; 1 ;
a2   a0 a3   a1 1
2 6 a4  a
12 0
1 1 1 1
y  a0  a1x  a2x 2  a3x 3  ...  a0  a1x  a0x 2  a1x 3  a0 x 4  a x 5  ...
2 6 12 30 1
1 1 4 1 6 1 1 5
y  a0 (1  x 2  x  x  ...)  a1 (x  x 3  x  ...) ANS
2 12 90 6 30

Example : Determine the radius of convergence for

x 2  2x  5y "xy'y  0 .
SOLUTION: The standard form is : y "P (x )y 'Q (x )y  0
x 1
y " y ' 2 y  0.
x 2  2x  5 x  2x  5
P(x) and Q(x) are not defined for values x where x2 – 2x + 5 = 0. By quadratic
formula, x  1  2i . Thus, x  1  2i are the singular points and x = 0 (and
other points) is an ordinary point. Recall that r is the distance from x = 0 (center)

Source: Advanced Engineering Mathematics by Dennis Zill

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to a the closest singular point x = 1 + 2i or x = 1 – 2i. Thus,

r  1  2i  12  22  5 ANS.

Frobenius Method. Three Cases

When using the method of Frobenius, three cases are distinguished

corresponding to the three of the indicial roots r1 and r2.

CASE 1 : Distinct Roots Not Differing by an Integer.

Basis: y1 (x )  x r1 (a0  a1x  a2x 2  a3x 3  ...) and
y2 (x )  x r2 (A0  A1x  A2x 2  A3x 3  ...) .

CASE 2 : Double Roots (r1 = r2).

Basis: y1 (x )  x r (a0  a1x  a2x 2  a3x 3  ...) and
r
y1 (x )  y1 (x ) ln x  x (A0  A1x  A2x 2  A3x 3  ...) .

CASE 3: Roots Differing by an Integer.

Basis : y1 (x )  x r1 (a0  a1x  a2x 2  a3x 3  ...) and
y1 (x )  ky 1 (x ) ln x  x r2 (A0  A1x  A2x 2  A3x 3  ...)
Where the roots are denoted so that r1 – r2 > 0 and k may turn out to be zero.

REMARK: One way to obtain the second solution with logarithmic term is to use
the fact that
e 
 P ( x )dx
y 2 (x )  y 1 (x )  y 12 ( x )
dx

is also a solution to y "P (x )y 'Q (x )y  0 whenever y1(x) is the known solution.

EXERCISES : Determine the singular points of the given differential equations.

Classify each as regular or irregular.
a) x 2  4 y "3x  2y '5y  0
2

b) x 2  9 y "3xy '1  x y  0
2

c) x 3y "2xy '8y  0

EULER EQUATIONS

An equation of the form

is called an Euler equation.

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Here, is a regular singular point.

All solutions to the above equation are of the form

With an indicial equation of the form

Double roots:

Complex Roots:
(complex roots),

Example: Solve .

Solution:

With , and , the indicial equation becomes

Here, and , so the general solution of the given equation is

EXERCISES

1) Solve y" + xy = 0.

2) Solve (x2 + 1)y" + xy' – y = 0

a2=(1/2)a0, a3=0, ak+2 = -(k-1)/(k+2) ak

3) Rewrite the given expression as a single power power series.

 
 2n a n x n- 1
 6 a n x n 1
n 1 n 0

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4) Find two power series solutions of the given differential equation about the
ordinary point x=0.

y" – 2xy' + y = 0

5) Use the power series method to solve the given initial-value problem.

(x – 1) y" – xy' + y = 0 , y(0) = -2, y'(0) = 6

6) Find two power series solutions of the given differential equation about the
ordinary point x=0.

y" + (sin x) y = 0

Source: Advanced Engineering Mathematics by Dennis Zill