Math 334

Assignment 6 — Solutions

1. Determine the interval of convergence of the following power series:

∞ ∞
X 2−n X n2
(a) (x − 1)n ; (b) n
(x + 2)n .
n=0
n + 1 n=0
2

Solution

(a) We have 
 an 
  −n
 2

2 1 +
 2 
n + 2  n

lim   = lim 
 · = lim  · 1
 = 2.
n→∞  an+1  n→∞ n + 1 2−(n+1)  n→∞ 1 1 + 
n

Therefore the radius of convergence is R = 2 and the series converges at least for |x − 1| < 2
i.e. −1 < x < 3. Check the end points: at x = −1 we have
∞ ∞
X 2−n X (−1)n
(−2)n = ,
n=0
n+1 n=0
n+1

which converges by the alternating series test; at x = 3 we have

∞ ∞
X 2−n X 1
(2)n = ,
n=0
n + 1 n=0
n + 1

which diverges since it is the harmonic series. Hence the interval of convergence is [−1, 3) .
(b) We have  2
2n+1 
    
 an  n  2 
lim   = lim  n ·

2
= lim 

1 2
 = 2.
n→∞  an+1  n→∞ 2 (n + 1)  n→∞ (1 + n ) 
Therefore the radius of convergence is R = 2 and the series converges at least for |x + 2| < 2
i.e. −4 < x < 0. Check the end points: at x = −4 we have
∞ ∞
X n2 n
X
n
(−2) = (−1)nn2 ,
n=0
2 n=0

which clearly diverges; at x = 0 we have

∞ ∞
X n2 n X 2
(2) = n ,
n=0
2n n=0

which also diverges. Hence the interval of convergence is (−4, 0) .

2. Find all the singular points of the given differential equations.

(a) (x2 − 2)y ′′ + 2y ′ + (sin x)y = 0.

(b) y ′′ + (ln x)y ′ + (tan x)y = 0.

Solution

1
Math 334 Assignment 6 — Solutions 2

2 sin x 2
(a) The equation in standard form is y ′′ + y′ + 2 y = 0. The coefficients P (x) = 2
x2 − 2 x −2 x −2
sin x √
and Q(x) = 2 are analytic except at x = ± 2. Hence, the only singular points of the
x −2 √
differential equation are located at x = ± 2.
(b) The equation in standard form is y ′′ + (ln x)y ′ + (tan x)y = 0. The coefficients P (x) = ln x is ana-
2n + 1
lytic except for x 6 0, while the coefficient Q(x) = tan x is analytic except at x = π, n =
2
π 3π 5π
1, 2, . . . . Hence, the singular points of the differential equation are (−∞, 0] ∪ { , , , . . . }.
2 2 2

3. Consider the following differential equations:

(a) xy ′ = y; (b) x2 y ′ = y.
P∞
For each equation find a power series solution of the form n=0 an xn , and then solve the equation
directly. Explain any discrepancies that arise.

Solution
P∞ P∞
(a) If y(x) = n=0 an xn , then y ′ (x) = n=1 nan xn−1 . Plug into the differential equation to get
∞
! ∞ ∞
X X X
n−1
x nan x = an xn =⇒ −a0 + (n − 1)an xn = 0.
n=1 n=0 n=1

Setting the coefficient of every power of x to zero gives

( (
−a0 = 0 n=0 a0 = a2 = a3 = · · · = 0
=⇒ =⇒ y(x) = a1 x.
(n − 1)an = 0 n = 1, 2, . . . a1 is arbitrary

dy dx
Solve the equation exactly: = =⇒ y = cx. The series solution agrees with the exact
y x
solution.
P∞ P∞
(b) If y(x) = an xn , then y ′ (x) = n=1 nan xn−1 . Plug into the differential equation to get
n=0

∞
! ∞ ∞
X X X
x2 nan x n−1
= an x n
=⇒ −a0 − a1 x + [(n − 1)an−1 − an ]xn = 0.
n=1 n=0 n=2

Setting the coefficient of every power of x to zero gives


−a0 = 0
 n=0
−a1 = 0 n=1 =⇒ a0 = a1 = a2 = a3 = · · · = 0 =⇒ y(x) ≡ 0.

(n − 1)an = 0 n = 2, 3, . . .


dy dx
Solve the equation exactly: = 2 =⇒ y = ce−1/x. There is a discrepancy between the
y x
exact solution and the series solution. This is not surprising since the exact solution is not analytic
at x = 0 and hence does not have a Taylor series about x = 0.
Math 334 Assignment 6 — Solutions 3

P∞
4. Find a power series solution of the form n=0 an xn for the equation
(1 + x2 )y ′′ + 2xy ′ − 2y = 0.
Can you express this series solution in terms of elementary functions? (Hint: tan−1 x).

Solution P
n n−1 n−2
If y(x) = ∞
P∞
and y ′′ (x) = ∞
′
P
n=0 an x , then y (x) = n=1 nan x n=2 n(n − 1)an x . Plug into the
differential equation to get
∞
X ∞
X ∞
X
(1 + x2 ) n(n − 1)an xn−2 + 2x nan xn−1 − 2 an xn = 0
n=2 n=1 n=0
∞
X ∞
X X∞ ∞
X
n(n − 1)an xn−2 + n(n − 1)anxn + 2nan xn − 2an xn = 0
n=2 n=2 n=1 n=0
∞
X X∞ X∞ X∞
(n + 2)(n + 1)an+2 xn + n(n − 1)anxn + 2nan xn − 2an xn = 0
n=0 n=2 n=1 n=0
∞
X
2a2 − 2a0 + (6a3 + 2a1 − 2a1 ) + {(n + 2)(n + 1)an+2 + [n(n − 1) + 2n − 2]an }xn = 0.
n=0

Setting the coefficient of every power of x to zero gives


a2 − a0 = 0 n−1

 a
n+2 = − an , n = 0, 1, 2, . . .
a3 = 0 =⇒ n+1
 a , a arbitrary

(n + 2)(n + 1)an+2 = −(n + 2)(n − 1)an 0 1

From this we see that a3 = 0 which implies that a5 = a7 = · · · = 0, that is all the odd terms except a1
are zero. For the even terms we have
1 1


 a4 = − a2 = − a0



 3 3



 3 1
(−1)n+1

2n − 1 
a6 = − a4 = − a0
a2n+2 = − a2n =⇒ 5 5 =⇒ a2n = a0 , n = 1, 2, . . .
2n + 1 
 2n − 1

5 1


a8 = − a6 = − a0





 7 7
··· ···


Therefore the solution is

∞
X (−1)n+1 2n
y(x) = a1 x + a0 x .
n=0
2n − 1
If we recall that
∞
X (−1)n 2n+1
tan−1 x = x
n=0
2n + 1
then, with a little rearrangement, we get
" ∞
# " ∞
#
X (−1)n+1 2n X (−1)n 2n+2
y(x) = a1 x + a0 1 + x = a1 x + a0 1 + x
n=1
2n − 1 n=0
2n + 1
" ∞
#
X (−1)n 2n+1  
= a1 x + a0 1 + x x = a1 x + a0 1 + x tan−1 x .
n=0
2n + 1
Math 334 Assignment 6 — Solutions 4

5. Find the series solution, up to terms of order x5 , for the differential equation

y ′′ + y ′ − xy = 0,

subject to the initial conditions: (a) y(0) = 1, y ′ (0) = 0; (b) y(0) = 0, y ′ (0) = 1.

Solution P
∞ P∞ P∞
If y(x) = n=0 an xn , then y ′ (x) = n=1 nan xn−1 and y ′′ (x) = n=2 n(n − 1)an xn−2 . Plug into the
differential equation to get
∞
X ∞
X ∞
X
n(n − 1)an xn−2 + nan xn−1 − x an xn = 0
n=2 n=1 n=0
∞
X ∞
X ∞
X
(n + 2)(n + 1)an+2 xn + (n + 1)an+1 xn − an−1 xn = 0
n=0 n=1 n=1
∞
X
2a2 + a1 + {(n + 2)(n + 1)an+2 + (n + 1)an+1 − an−1 }xn = 0.
n=1

Setting the coefficient of every power of x to zero gives

1

a2 = − a1
( 
2a2 + a1 = 0 2
=⇒ a − (n + 1)an+1
(n + 2)(n + 1)an+2 + (n + 1)an+1 − an−1 = 0 an+2 = n−1

(n + 2)(n + 1)
Therefore we get
1 1 1
a3 = (a0 + a1 ), a4 = − (a0 − a1 ), a5 = (a0 − 4a1 ).
6 24 120
The solution is
∞
X 1 1 1 1
y(x) = an xn = a0 + a1 x − a1 x2 + (a0 + a1 )x3 − (a0 − a1 )x4 + (a0 − 4a1 )x5 + · · ·
n=0
2 6 24 120
x3 x4 x5 x2 x3 x4 x5
   
= a0 1 + − + + · · · + a1 x − + + − + ···
6 24 120 2 6 24 30

Clearly y(0) = a0 and y ′ (0) = a1 .

x3 x4 x5
(a) y(0) = 1, y ′ (0) = 0 =⇒ a0 = 1, a1 = 0 =⇒ y(x) = 1 + − + + ···.
6 24 120
x2 x3 x4 x5
(b) y(0) = 0, y ′ (0) = 1 =⇒ a0 = 0, a1 = 1 =⇒ y(x) = x − + + − + ···.
2 6 24 30

6. For each of the following equations find a minimum value for the radius of convergence of a power
series solution about x0 .
(a) (x + 1)y ′′ − 3xy ′ + 2y = 0, x0 = 1;
2 ′′
(b) (x + 1)y − 3y = 0, x0 = 1;
′′ ′
(c) y − (tan x)y + y = 0, x0 = 0.
Solution
Math 334 Assignment 6 — Solutions 5

3x ′ 2 −3x
(a) Write the equation in standard form y ′′ − y + y = 0. Then P (x) = is singular
x+1 x+1 x+1
2
at x = −1 and Q(x) = is also singular at x = −1. If R is the radius of convergence of a
x+1
series solution, then R > |x0 − (−1)| = 2.
3
(b) Write the equation in standard form y ′′ − 2 y = 0. Then P (x) = 0 is not singular anywhere
x +1
−3 √ √
but Q(x) = 2 is singular at x = ±i. Let R1 = |x0 − (−i)| = 2 and R2 = |x0 − (+i)| = 2.
x +1 √
If R is the radius of convergence of a series solution, then R > min{R1 , R2 } = 2.
(c) Write the equation in standard form y ′′ − (tan x)y ′ + y = 0. Then P (x) = tan x is singular at
x = (2n + 1)π/2, n = 0, ±1, ±2, . . . but Q(x) = 1 is never singular.
Let Rn = |x0 − (2n + 1)π/2| = |2n + 1|(π/2). If R is the radius of convergence of a series solution,
then R > min{Rn , n = 0, ±1, ±2, . . . } = π/2.

7. For each of the following equations find at least the first four nonzero terms in a power series expansion
of the general solution about x0 .

(a) (x2 − 2x)y ′′ + 2y = 0, x0 = 1;

2 ′′ ′
(b) x y − y + y = 0, x0 = 2.

Solution
2
(a) We have P (x) = 0 and Q(x) = . Evaluating at x0 = 1 we get P (1) = 0 and Q(1) = −2, so
x2 − 2x
we conclude that x0 = 1 is an ordinary point of the differential equation. We
P∞rewrite the equation
as [(x − 1)2 − 1]y ′′ + 2y = 0 and look for a solution of the form y(x) = n=0 an (x − 1)n . Plug
the series into the equation to get
∞
X ∞
X ∞
X
n(n − 1)an (x − 1)n − n(n − 1)an(x − 1)n−2 + 2an (x − 1)n = 0.
n=2 n=2 n=0

Upon re-arrangement we get

∞
X
−2a2 + 2a0 + (−6a3 + 2a1 )(x − 1) + {[n(n − 1) + 2]an − (n + 2)(n + 1)an+2 }(x − 1)n = 0
n=2

Setting the powers of x − 1 to zero yields

1 n(n − 1) + 2
a2 = a0 , a3 = a1 , an+2 = an , n = 2, 3, . . . .
3 (n + 2)(n + 1)

Therefore the solution is

y(x) = a0 + a1 (x − 1) + a2 (x − 1)2 + a3 (x − 1)3 + · · ·

1
= a0 + a1 (x − 1) + a0 (x − 1)2 + a1 (x − 1)3 + · · ·
3
1
= a0 [1 + (x − 1)2 + · · · ] + a1 [(x − 1) + (x − 1)3 + · · · ]
3
Math 334 Assignment 6 — Solutions 6

1 1
(b) We have P (x) = − and Q(x) = 2 . Evaluating at x0 = 2 we get P (2) = −1/4 and Q(2) =
x2 x
1/4, so we conclude that x0 = 2 is an ordinary point of the differential equation. We rewrite
2
the equation
P∞ as [(x − 2) + 4(x − 2) + 4]y ′′ − y ′ + y = 0 and look for a solution of the form
n
y(x) = n=0 an (x − 2) . Plug the series into the equation to get
∞
X ∞
X
n
n(n − 1)an (x − 2) + 4n(n − 1)an (x − 2)n−1
n=2 n=2
X∞ ∞
X ∞
X
+ 4n(n − 1)an (x − 2)n−2 − nan (x − 2)n−1 + an (x − 2)n = 0.
n=2 n=1 n=0

Upon re-arrangement we get

8a2 − a1 + a0 + (6a2 + 24a3 + a1 )(x − 2)

X∞
+ {4(n + 2)(n + 1)an+2 + 4(n + 1)(n − 1)an+1 + [n(n − 1) − 1]an }(x − 2)n = 0
n=2

Setting the powers of x − 2 to zero yields

1 a0 7 −4(n2 − 1)an+1 − (n2 − n + 1)an

a2 = (a1 −a0 ), a3 = − a1 , an+2 = n = 1, 2, . . . .
8 32 96 4(n + 2)(n + 1)

Therefore the solution is

y(x) = a0 + a1 (x − 2) + a2 (x − 2)2 + a3 (x − 2)3 + · · ·

 
1 a0 7
= a0 + a1 (x − 2) + (a1 − a0 )(x − 2)2 + − a1 (x − 2)3 + · · ·
8 32 96
1 1 1 7
= a0 [1 − (x − 2)2 + (x − 2)3 + · · · ] + a1 [(x − 2) + (x − 2)2 − (x − 2)3 · · · ]
8 32 8 96