Chebyshev equation

Answer for 1a

According to the definition of singular point, given h ( x ) y ' ' + p ( x ) y ' +q ( x ) y=r ( x)
where h ( x 0 )=0 are called singular point. For the case of Chebyshev Equation,
h ( x )=1−x 2 can be equate to zero when x=+1 or x=−1. Hence, the points of x=1
and x=−1 are singular points. Therefore, any other points except these two are
ordinary points. So, the series solution must exist for |x|<1.
Let the solution can be expressed in power series expansion about the ordinary point
∞
x 0=0 for the general solution: y ( x ) =∑ a n x n
n=0

Differentiating y with respect to x will obtain

∞ ∞
y ( x ) = ∑ n an x ; y ( x )=∑ n( n−1) an x
' n−1 '' n−2

n=1 n=2

Substituting into the equation, we have

∞ ∞ ∞
( 1−x 2 ) ∑ n ( n−1 ) an x n−2−x ∑ n an x n−1+ α 2 ∑ a n x n=0
n=2 n=1 n=0

∞ ∞ ∞ ∞
( 1 ) ∑ n ( n−1 ) a n x n−2
−x 2
∑ n ( n−1 ) an x n−2
−x ∑ n a n x n−1
+α 2
∑ an x n=0
n=2 n=2 n=1 n=0

∞ ∞ ∞ ∞

∑ n ( n−1 ) an x n−2
−∑ n ( n−1 ) a n x −∑ n an x + α
n n 2
∑ an x n=0
n =2 n=2 n=1 n=0

(Note that α is a constant)

Then shifting index of summation so that the generic term involves x n
∞ ∞ ∞ ∞

∑ (n+2) ( n+1 ) an+2 x −∑ n ( n−1 ) an x −∑ n an x + α ∑ a n x n=0

n n n 2

n=0 n=2 n=1 n=0

Strip out the terms until all summation starts with initial index n=2
∞ ∞ ∞ ∞
2 a2 +6 a 3 x + ∑ ( n+2) ( n+1 ) an +2 x −∑ n ( n−1 ) an x −a 1 x−∑ n an x +α a0 +α a 1 x +α ∑ a n x n=0
n n n 2 2 2

n=2 n=2 n=2 n=2

Grouping coefficients yields the equation:

∞
(2 a 2+ α2 a0 )+ ( 6 a3 −a1 +α 2 a1 ) x+ ∑ [ ( n+2 ) ( n+1 ) an+2 −n ( n−1 ) an −n an + α2 an ] x n=0
n =2

Since RHS=0, we can equate all the coefficients equal to zero,

2
2 −α a 0
2 a2 +α a0=0 ⇒ a2=
2

( 1−α 2) a 1
6 a 3−a1 + α a1=6 a3−a 1 ( 1−α ) =0 ⇒ a3 =
2 2
6
And

( n+2 ) ( n+1 ) an +2−n ( n−1 ) an−n an+ α 2 a n=0

( n+2 ) ( n+1 ) an +2−a n [ n ( n−1 ) +n−α 2 ] =0

( n+2 ) ( n+1 ) an +2−a n [ n 2−n+n−α 2 ]=0

( n+2 ) ( n+1 ) an +2−a n [ n 2−α 2 ]=0

a n [ n 2−α 2 ]
⇒ an+2= ,n ≥ 2 , n∈ Z ≥ 0
( n+2 ) ( n+1 )
Hence, the a n ' s we obtained are

( 1−α 2 ) a1 an [ n −α ]
2 2 2
−α a0
a 2= , a3= , a n+2= , n ≥ 2 ,𝑛∈ ℤ≥0
2 6 ( n+2 ) ( n+1 )
From the recurrence relation, we can get more terms by substituting n=2,3,4 , …

a2 [ 2 −α ] [2 −α ][−α ] a 0 [ 2 −α ] [ −α ] a0
2 2 2 2 2 2 2 2
n=2: a4 = = =
( 2+2 ) ( 2+1 ) ( 4 )( 3 ) ( 2 ) (1 ) 4!

a 3 [ 32−α 2 ] (32−α 2 ) ( 1−α 2) a 1 (32−α 2) ( 1−α 2 ) a1

n=3 :a5= = =
( 3+2 ) ( 3+1 ) ( 5 ) ( 4 )( 3 ) (2)(1) 5!
 a 4 [ 4 2−α 2 ] ( 42−α 2 ) ( 22−α 2 ) (−α 2 ) a0
n=4 : a6= =
( 4 +2 ) ( 4+ 1 ) ( 6 ) (5 ) (4)(3)(2)(1)

( 4 2−α2 ) ( 22−α 2 )( −α2 ) a 0

⇒ a6 =
6!

a 5 [ 52−α 2 ] (52−α 2 )(32−α 2) ( 1−α 2 ) a1

n=5 :a7= =
( 5+2 ) ( 5+1 ) 7!
Substitute the coefficients into power series expansion of y , the general solution in power of
x for |x|<1 is

(3 −α ) ( 1−α ) a1 3 (2 −α )(−α ) a0 4 (3 −α ) ( 1−α ) a1 5 ( 4 −α )( 2 −α ) (−α ) a0 6

2 2 2 2 2 2 2 2 2 2 2 2 2 2
y=a0 +a 1 x+ x + x + x + x
5! 4! 5! 6!
Factorising a 0 and a 1,

y=a0 1+( ( 22−α2 ) (−α 2 )

4!
x4+
( 4 2−α 2 )( 22−α 2) (−α 2 )
6! ) (
x 6 +… +a 1 x+
( 32 −α 2 ) ( 1−α 2 )
5!
x3+
( 32−α 2 ) ( 1−α 2 )
5!
x5 +
(5

By observation, a pattern emerges, which the general solution in power of x for |x|<1 can
be rewritten as

( ([ (2 n−2 )2−α 2 ][ (2 n−4 )2−α 2 ] ⋯ ( 22−α 2 ) (−α 2) ]

) ( ( [ ( 2n−1 )2−α 2 ] [ ( 2n−3 )2−α 2 ] ⋯ ( 3
∞ ∞
y=a0 1+ ∑ x 2n
+a 1 x+ ∑
n=1 (2 n) ! n=1 (2 n+1 ) !

The linear combination of two solutions y 1 ( x) and y 2 ( x) is the general solution,

y ( x ) =a0 y 1 ( x ) +a 1 y 2 (x)

Where we are letting a 0 and a 1 be arbitrary constants.

Therefore, the fundamental set of solutions in power of x for |x|<1 are

∞
( [ ( 2 n−2 )2−α2 ] [ ( 2 n−4 )2−α 2 ] ⋯ ( 22−α 2 ) (−α 2 ) ]
y 1 ( x )=1+ ∑
2n
x
n=1 ( 2n ) !
∞
( [ ( 2n−1 )2−α 2 ][ ( 2n−3 )2−α 2 ] ⋯ ( 32−α 2 ) ( 1−α 2 ) ]
y 2 ( x ) =x+ ∑
2 n +1
x
n =1 ( 2 n+1 ) !

Answer for 1b

By observing the solutions y 1 ( x )∧ y 2 ( x ), we can see that different value of α as

integers will cause the polynomial terms to be terminate at some degree n . This is
because the substitution of α when it is integer, the coefficients after some terms
will turn into zeroes.
Therefore, if α is a nonnegative integer n , then there is a polynomial solution of
degree n from the recurrence relation. It can be expressed in even and odd terms,

an [ n2−α 2 ]
a n+2=
( n+2 ) ( n+1 )
For the even case,

a2 n [(2 n)2−α 2 ]
a 2n +2= ,n=1,2,3 , …
( 2n+ 2 )( 2 n+1 )

For odd case,

a 2n +3=a 2 n+1 ¿ ¿

If α is a nonnegative even integer,

≥0
α =2 k , k ∈ Z
This implies that

a2 k [(2 k ) −(2 k) ]
2 2
a 2 k+2= =0
( 2 k +2 ) ( 2 k +1 )
This also implies that
a 2n +2=0 , for all n ≥ k

Which implies that the solution y 1 ( x) is a polynomial of even degree up to 2 k ,

Whereas, if α is a nonnegative odd integer,

≥0
α =2 k +1 , k ∈ Z
This implies that
a 2 k+3=a2 k+1 ¿¿

This also implies that

a 2n +3=0 , for all n ≥ k

Which implies that the solution y 2 ( x) is a polynomial of odd degree up to 2 k +1.

Answer for 1c
Case α =0

When α =0 , a 2n =0 for n ≥ 1, since

∞
( [ ( 2n−2 )2−0 2 ][ ( 2 n−4 )2−02 ] ⋯ ( 22−02 )( −02 ) ]
∑ ( 2n ) !
2n
x =0
n =1
Therefore, the polynomial solution when α =0 is
y 1 ( x )=1

Case α =1

When α =1, (odd) a 2n +1=0 for n ≥ 1, since

∞
( [ ( 2n−1 )2−12 ] [ ( 2n−3 )2−12 ] ⋯ ( 3 2−12 )( 1−12 ) ]
∑ ( 2n+ 1 ) !
x
2 n+1
=0
n =1

Therefore, a polynomial solution when α =1 is

y 2 ( x ) =x

Case α =2

When α =2, (even) a 2n =0 for n ≥ 2,

2
(−2 ) 2
∞
( [ ( 2 n−2 ) −2 ][ (2 n−4 ) −2 ] ⋯ ( 2 −2 ) (−2 ) ] 2n
2 2 2 2 2 2 2

y 1 ( x )=1+ x +∑ x
(2)! n=2 ( 2n ) !

Since ∑
∞
( [ ( 2n−2 )2−22 ][ ( 2 n−4 )2−22 ] ⋯ ( 22−22 )( −22 ) ]
x 2 n=0
n =2 (2 n) !
Therefore, a polynomial solution when α =2 is
2
y 1 ( x )=1−2 x

Case α =3

When α =3 , (odd) a 2n +1=0 for n ≥ 2,

(1−32) 3 ∞ ([ ( 2n−1 ) −3 ] [ ( 2 n−3 ) −3 ] ⋯ ( 3 −3 ) ( 1−3 ) ] 2 n+1

2 2 2 2 2 2 2

y 2 ( x ) =x+ x +∑ x
(3) ! n=2 ( 2 n+1 ) !
Where
 ∞
( [ ( 2n−1 )2−32 ] [ ( 2 n−3 )2−32 ] ⋯ ( 32−3 2 )( 1−32 ) ]
∑ ( 2 n+1 ) !
x
2 n+1
=0
n =2

Therefore, a polynomial solution when α =3 is

8 3
y 2 ( x ) =x− x
( 3 )( 2 ) ( 1 )
4
y 2 ( x ) =x− x3
3