113

Spotlight on the Extended Method of Frobenius

Reference: Section 11.4 and S POTLIGHT ON B ESSEL F UNCTIONS.
Bessel functions of the first kind were constructed early in the nineteenth century
by the method of generalized power series, but, as noted in the S POTLIGHT ON B ESSEL
F UNCTIONS , the method does not always produce a second, independent solution of
Bessel’s equation. The puzzle of finding a second solution remained unresolved until
1867, when C. G. Neumann (1832–1925) published his pioneering work on solutions
of Bessel’s equation. Frobenius extended Neumann’s methods to a complete treatment
of all solutions near any regular singular point of any second-order linear ODE. The
extended theory of Frobenius always allows us to construct a second solution even
when the roots of the indicial polynomial differ by an integer.
☞ See Sections 11.1
and 11.2 for the model of
In this section we outline the extended Frobenius theory, define Bessel functions
of the second kind, and express the solution of the problem of the aging spring in terms
an aging spring.
of Bessel functions of the first and second kinds.

The Extended Method of Frobenius

To review briefly, our goal is to find a pair of independent solutions near the regular
singular point x = 0 of the second-order linear ODE

x2 y00 + xp(x)y0 + q(x)y = 0 (1)

The functions p(x) and q(x) are real analytic on an interval J centered at the origin:
∞
X ∞
X
n
p(x) = pn x and q(x) = qn xn
0 0

The quadratic indicial polynomial is

f (r) = r 2 + ( p0 − 1)r + q0

and its indicial roots are r1 and r2 . We assume here that the indicial roots are real
and that r2 ≤ r1 . The Method of Frobenius outlined in Section 11.4 always yields a
nontrivial solution of ODE (1) of the form
∞
X
y1 = |x|r1 an xn
0

However, the method may not always yield a second solution when r 1 = r2 , or even
when r1 − r2 is a positive integer. In the former case, experience with Euler equations
suggests that the second solution should involve a logarithm. The case where r 1 − r2
is a positive integer is somewhat mysterious. What form do the second solutions have
in that situation, and how can they be found? The following complete version of the
Frobenius Theorem clears up these questions.
114

THEOREM 1 The Extended Theorem and Procedure of Frobenius

P∞ P∞
Suppose that the power series p(x) = 0 pn xn and q(x) = 0 qn xn converge
on the interval |x| < R. Then the ODE x2 y00 + xp(x)y0 + q(x)y = 0 has a regular
singular point at x = 0, and the Extended Method of Frobenius (described below)
produces two independent solutions of the ODE if the indicial roots are real.
1. Find the indicial roots r1 and r2 of the indicial polynomial
f (r) = r 2 + ( p0 − 1)r + q0
and verify that they are real; index them so that r 2 ≤ r1 .
P∞
2. Construct the solution y1 (x) = xr1 0 an xn , x > 0, a0 = 1 by the Method
of Frobenius described inP the procedure of Section 11.4. The recursion
n−1
formula is f (r1 + n)an = k=0 [(k + r1 ) pn−k + qn−k ]ak , n = 1, 2, . . ..

3. If r1 r2 is not an integer, construct a second independent solution y 2 (x)
as described by the procedure in Section 11.4.
4. If r1  r2 , then a second independent solution has the form
∞
X
y2 (x) = y1 (x) ln x + xr1 cn xn , x>0


0

5. If r1 r2 is a positive integer, then a second independent solution has the

form
∞
X
y2 (x) = αy1 (x) ln x + xr2 (1 + dn xn ), x>0
1

To determine the coefficients c n , α, and dn , substitute the appropriate form for

y2 into the ODE and use the Identity Theorem to obtain recursion relations. The
power series in the formulas for y2 (x) converge in an interval centered at zero.
For formulas valid for x < 0, replace x by |x| in the terms x r1 , xr2 , and ln x.

The recursion formula in Step 2 shows just where the difficulty lies if r 1 − r2 is
an integer. If r2 = r1 and r2 replaces r1 in the recursion formula, then no new solution
independent of y1 results. If r1 − r2 is the positive integer m, then the recursion formula
may not produce a second solution independent of y 1 when r2 replaces r1 because
f (r2 + m) = f (r1 ) = 0, and so there may be no way to determine a m .
The next two examples illustrate how to proceed when r 1 − r2 is an integer.

EXAMPLE 1 Equal Indicial Roots

The ODE
☞ The standard
form of this ODE is
x2 y 00 + xy 0 + 2xy = 0, xy00 + y0 + 2y = 0
so p0 = 1 and q0 = 0.
The indicial has a regular singular point at zero. The indicial roots are r 1 = r2 = 0. A basic solution
polynomial is
f (r) = r 2 .
 115

set {y1 , y2 } consists of a function y1 (x) given by a Frobenius series

∞
X
y1 = an xn
n=0

and a function y2 (x) with a logarithmic term

∞
X
y2 = y1 ln |x| + cn xn
n=0

Use the Method of Power Series to find the values of a n in y1 :

∞
X ∞
X ∞
X
x n(n − 1)an xn−2 + nan xn−1 + 2 an xn = 0
n=0 n=0 n=0
∞
X
[n(n − 1)an + nan + 2an−1]xn−1 = 0
n=1

This leads to the recursion relation n2 an + 2an−1 = 0, so

−2an−1 4an−2 (−1)n 2n a0
an = = = · · · =
n2 n2 (n − 1)2 (n!)2
For a solution y1 (x), set a0 = 1:
∞
X (−1)n 2n xn
y1 = 1 + , all x (2)
n=1
(n!)2
P∞
Turn now to the calculation of y2 for x > 0: y2 = y1 ln x + 0 cn xn . Insert y2 into
the ODE and rearrange terms:
  
2y10 y1 y1  X∞
00
x y1 ln x + − 2 + y10 ln x + + 2y1 ln x + (n2 cn + 2cn−1 )xn−1 = 0
x x x n=1

Collect the terms that include ln x, and rewrite the expression above:
∞
X
(xy100 + y10 + 2y1 ) ln x + 2y10 + (n2 cn + 2cn−1 )xn−1
n=1
∞
X
= 2y10 + (n2 cn + 2cn−1 )xn−1 (since xy100 + y10 + 2y1 = 0)
1=1
∞
X ∞
(−1)n 2n+1 xn−1 X
= + (n2 cn + 2cn−1 )xn−1 = 0
n=1
(n − 1)!n! n=1

We used the series for y10 to obtain the first summation on the line above.
The recursion relation is
(−1)n 2n+1
n2 cn + 2cn−1 + = 0, n = 1, 2, . . .
(n − 1)!n!
116

It is hard to solve the recursion relation to find c n in terms of c0 . Instead, use the
recursion relation to find the coefficients c 1 , c2 , and c3 in terms of c0 :
c1 + 2c0 − 4 = 0, so c1 = 2(2 − c0 )
4c2 + 2c1 + 4 = 0, so c2 = −3 + c0
9c3 + 2c2 − 4/3 = 0, so c3 = 22/27 − 2c0 /9

For simplicity, set c0 = 0 and obtain c1 = 4, c2 = −3, and c3 = 22/27. Then

∞
X 22 3
y2 = y1 ln x + cn xn = y1 (x) ln x + 4x − 3x2 + x + ··· , x>0 (3)
n=1
27
where y1 (x) is given by (2). For x < 0, replace x by |x| in the logarithm.

For all practical purposes, an unsolved recursion relation is just as useful as a

solved relation. If you use a computer to calculate the coefficients, the unsolved form
is preferable. Initialize with c0 and then iterate using the recursion relation.
The following example illustrates the procedure when r 1 − r2 is a positive integer.

EXAMPLE 2 Indicial Roots Differ by a Positive Integer

The ODE
☞ The standard
form of this ODE is xy00 − y = 0
x2 y 00 − xy = 0, so
p0 = 0 and q0 = 0. has a regular singular point at zero. The indicial polynomial has roots r 1 = 1 and
The indicial r2 = 0. The equation has a Frobenius series solution of the form
polynomial is
f (r) = r 2 − r. ∞
X ∞
X
y1 = x an xn = an xn+1 , a0 6= 0
n=0 n=0

Find the an ’s by the Method of Power Series with a0 = 1: an = 1/((n + 1)!n!). So

∞
X X∞
xn xn+1 1 1
y1 = x = = x + x2 + x3 + · · ·
n=0
(n + 1)!n! n=0
(n + 1)!n! 2 12
From Theorem 1, a second solution has the form
∞
X
y2 = αy1 ln x + dn xn , d0 = 1, x>0 (4)
n=0

Insert the expression for y2 into the ODE xy200 − y2 = 0. Since xy100 − y1 = 0:
 y1  X ∞
α(xy100 − y1 ) ln x + α 2y10 − + [n(n + 1)dn+1 − dn ]xn
x n=0
∞
X ∞
2n + 1 n X
=α x + [n(n + 1)dn+1 − dn ]xn
n=0
(n + 1)!n! n=0

The recursion relation is

−α(2n + 1)
n(n + 1)dn+1 − dn =
(n + 1)!n!
 117

For n = 0, 1, 2, the recursion relation reduces to

−3α −5α
−d0 = −α, 2d2 − d1 = , 6d3 − d2 =
2 12
Since d0 = 1 is already built into Step 5, α = 1. Thus,

α = d0 = 1, d2 = d1 /2 − 3/4, d3 = d1 /12 − 7/36

Let d1 = 0 (or any other convenient value) and use the recursion to determine d n ,
n = 2, 3, . . .. Use formula (4) for y2 (x) with α = 1, d0 = 1, d1 = 0, d2 = −3/4,
d3 = −7/36. Use recursion for d n , n ≥ 4. Then
3 7
y2 = y1 ln x + 1 − x2 − x3 + · · ·
4 36
is a second solution independent of y1 .

Although α is not zero in formula (4) of Example 2, it can be zero. for another
ODE. Then, the second solution is a power series, and there is no logarithmic term.

Bessel Functions of the Second Kind of Integer Order

We now apply Theorem 1 to the problem of finding a second solution of Bessel’s

equation of order n

x2 y00 + xy0 + (x2 − n2 )y = 0 (5)

where n is a nonnegative integer. We found one solution, Jn (x), in the S POTLIGHT ON

B ESSEL F UNCTIONS.
The difference of the two roots n and −n of the indicial polynomial f (r) = r 2 − n2
is an integer, so Frobenius’ Theorem in Section 11.4 does not apply in our search for
a second solution independent of Jn . There are two cases.
Case 1: n = 0. Since r1 = r2 = 0, Theorem 1 tells us that a second solution of
Bessel’s equation of order zero independent of J0 has the form
∞
X
y2 = y1 ln |x| + cn xn (6)
n=0

and we can determine the c n ’s using the Method of Power Series. This process requires
ingenuity and patience. In practice, we take the second solution to be a certain linear
combination of J0 (x) and the function y2 of (6). This is the Bessel function of the
second kind (or Weber function) of order 0, Y0 (x):

2  x  2X ∞
(−1)k h(k)  x 2k
 
Y0 (x) = γ + ln   J0 (x) −
π 2 π k=0 (k!)2 2
118

Y0 , Y1 , Y2

Y0
Y1 Y
2

FIGURE 1 Graphs of Bessel functions of the second kind: Y0 , Y1 , Y2 .

where h(k) = 1 + 1/2 + · · · + 1/ k. The number γ is Euler’s constant,20

X ∞  
1 n−1
γ = 1+ + ln = lim [h(k) − ln k]
n=2
n n k→∞

Case 2: n > 0 The second solution is

2  x  1  x −n X
n−1
(n − k − 1)!  x 2k
 
Yn (x) = γ + ln   Jn (x) −  
π 2 π 2 k=0
k! 2
(7)
1  x n X ∞
(−1)k [h(k) + h(k + n)]  x 2k
−  
π 2 k=0 k!(n + k)! 2
It is the Bessel function of the second kind of order n (or a Weber function).
Although the first and third terms in the expression for Yn remain bounded near
zero, the second does not, and Yn (x) → −∞ as x → 0+ . See Figure 1 for the graphs
of the first three functions of integer order. We describe the zeros and the oscillatory
character of Yn , and indeed of any nontrivial solution of Bessel’s equation, in the S POT-
LIGHT ON B ESSEL F UNCTIONS.
The functions Yn (x) satisfy the same Recursion Formulas given in Theorem 1 in
the S POTLIGHT ON B ESSEL F UNCTIONS for Jn (x) and have the same oscillatory behavior
and structure of the set of zeros as Jn . The most notable visual difference between the

20
Euler’s constant γ is 0.5772156649. . . . It is not known whether γ is rational, algebraic, or transcendental.
 119
y 00 + 0.25e−t/100 y = 0
y = − J0 (100e−t/200 ) y 00 + e−t y = 0, y(0) = 5, y 0 (0) = 10
y

y
t t

FIGURE 2 Spring stretches to a finite length. FIGURE 3 A rapidly aging spring stretches.

graphs of Jn (x) and Yn (x) is the behavior at the singularity x = 0: Jn (0) is 1 (if n = 0)
or 0 (if n > 0), but lim x→0+ Yn (x) = −∞ for every nonnegative n. The unbounded
behavior of Yn (x) as x → 0+ plays a role in the problem of the aging spring.

The Aging Spring and Bessel Functions

We introduced the ODE of the aging spring model

m k −εt
y00 (t) + e y(t) = 0 (8)
m
y
☞ See
Example 11.2.7 for a
in Section 11.1. Here is a new measure of time, s = αe βt , where α and β are constants
to be chosen later. (The exponential form of the elastic coefficient ke −εt in (8) sug-
power series solution of
an aging spring IVP. gests an exponential measure of time). Let’s see what happens when we change from
ty-variables to sy-variables in equation (8). Use the formulas ds/dt = βαe βt = βs,
(s/α)−ε/β = e−εt , and the chain rule:
dy dy ds dy
= = βs
dt ds dt ds
     
d2 y d dy d dy ds d dy ds d2 y dy
= = = βs = 2 (βs)2 + β2 s
dt 2 dt dt ds dt dt ds ds dt ds ds
Substitute into ODE (8):
d2 y k −εt 2
2 2d y 2 dy k  s −ε/β
+ e y = β s + β s + y=0
dt 2 m ds2 ds m α
Divide the above ODE in y and s by β2 .Then make the strategic choices for α and β:
r
ε 2 k
β=− , α=
2 ε m
120
y 00 + 0.25e−t/100 y = 0 y 00 + 0.25e−t/100 y = 0
y = − J0 (100e−t/200 ) + Y0 (100e−t/200 ) y = J0 (100e−t/200 ) − Y0 (100e−t/200 )
y

y
t t

FIGURE 4 A slowly aging spring stretches. FIGURE 5 A slowly aging spring compresses.

and obtain the Bessel equation of order 0:

d2 y dy
s2 + s + s2 y = 0 (9)
ds2 ds
The general solution of (9) is
y = C1 J0 (s) + C2 Y0 (s) (10)
where C1 and C2 are arbitrary constants. In terms of the time variable t,
r
−εt/2

−εt/2

2 k
y = C1 J0 αe + C2 Y0 αe , where α = (11)
ε m
Formula (11) is the general solution of the ODE y 00 + (k/m)e−εt y = 0.

EXAMPLE 3 The Aging Spring Stretches

As time t increases, the argument αe−εt/2 of J0 and of Y0 in (11) tends to zero, so the
behavior of solutions of Bessel’s equation of order zero near the regular singularity at
the origin models the asymptotic behavior of the aging spring. There are two distinct
possibilities. First, if C2 = 0, then as t → +∞, the displacement y from the rest
position (modeled by (11)) asymptotically approaches the value C1 since J0 (0) = 1
(see Figure 2 where C1 = −1).
☞ Recall that
Y (s) → −∞ as
It is more likely, however, that C2 is nonzero and that the displacement tends to
0 C1 J0 (0) + C2 Y0 (0). The limiting value is ∓∞ depending, respectively, on whether C2
s → 0+ .
is positive or negative. If C2 is positive, then the spring oscillates with increasing am-
plitude and eventually begins to stretch without bound. In reality, the spring stretches
beyond its elastic limit and snaps, or else behaves in a completely inelastic manner
that ODE (8) cannot model.
Figures 2–5 illustrate some of the possibilities. In Figure 2, k/m = .25, ε = 1/100,
α = 100, C1 = −1, and C2 = 0 in formula (11). In Figure 3, k/m = 1, ε = 1, α = 2,
 121

C1 and C2 are positive. In Figure 4, k/m = .25, ε = 1/100, α = 100 and C2 = −C1 =
1, but in Figure 5 we reverse the values of C1 and C2 . Figure 5 illustrates the case
C2 < 0, which corresponds to the unreal situation of approach to infinite compression
(y → +∞). So, model ODE (8) is only valid over a restricted domain of compression
and extension.

PROBLEMS
Extended Theorem of Frobenius. Check that zero is a regular singular point of each equation
and find a basic solution set on the interval (0, ∞). [Hint: in Problems 1–3, the solution y 1 is a
polynomial. Then use the Wronskian Reduction Method of Problem 14 in Section 3.7 to find a
second independent solution.]
1. xy00 + (1 + x)y 0 + y = 0 2. x2 y00 + x(x − 1)y 0 + (1 − x)y = 0
3. xy00 − xy0 + y = 0 4. xy00 − x2 y0 + y = 0
Equations Reducible to Bessel’s Equation. Several second-order, variable coefficient linear
ODEs are equivalent to Bessel’s equation. Here are some.
5. Suppose that w(s) is the general solution of the Bessel equation of order n, s 2 w00 + sw0 +
(s2 − n2 )w = 0. Show that y(x) = eax w(bx) is the general solution of the equation
x2 y00 + x(1 − 2ax)y 0 + [(a2 + b2 )x2 − ax − n2 ]y = 0
where a and b are real constants, b 6= 0.
6. Find the general solution of x2 y00 + x(1 − 2x)y 0 + (2x2 − x − 1)y = 0. [Hint: see Prob-
lem 5.]
7. Suppose that y(x) is a solution of Bessel’s equation of order n. Show that w(z) = z −c y(azb )
is a solution of
z2 w00 + (2c + 1)zw0 + [a2 b2 z2b + (c2 − n2 b2 )]w = 0

8. Find the general solution of y 00 + x4 y = 0. [Hint: see Problem 7.]

Modeling Problems: Aging Springs.
9. Suppose that y = J0 (6e−t ) is the solution of a model of an aging spring. Plot y as a function
of t. What happens as t → +∞?
10. Repeat Problem 9 with J0 (6e−t ) − Y0 (6e−t ).
11. Summarize what has been shown in this chapter about the problem of the aging spring. Cri-
tique the model’s validity. Propose and analyze other models. In particular, consider the
model
y00 + (b2 + a2 e−εt )y = 0
where a, b, and ε are constants. Critique this model. Plot solutions for various values of a, b,
ε, and interpret these solutions in terms of motions of the aging spring.