Consider the following 2nd order linear ODE:

y ′′ + p(x)y ′ + q(x)y = 0, x∈I (1)

where p and q are continuous functions on an interval I.
Definition 0.1. First we define the following notions:
(1) Analytic at a point: We say a real valued function f is analytic at a point x0 ∈ R,
if f has a power series expansion in powers of (x − x0 ) in a neighbourhood of x0 , i.e.,
there exist R > 0 and an ∈ R such that
∞
X
f (x) = an (x − x0 )n , |x − x0 | < R.
n=0
(2) Ordinary points/Regular Points: The points on I at which both p and q are analytic
are called Regular points of (1).
(3) Singular Points: The points where p and q are not analytic are called the Singular
Points of (1).
(4) Regular Singular Points: A singular point x0 ∈ I is said be a regular singular point
of (1), if the functions (x − x0 )p(x) and (x − x0 )2 q(x) are analytic at x0 .
Example 0.2. Consider the following ODEs:
(1) x2 y ′′ + xy ′ + (x2 − n2 )y = 0.

First, we re-write the above ODE in the standard form as below:

′
′′y x2 − n2
y + + y = 0.
x x2
Clearly, 0 is a singular point. Furthermore,
1 x2 − n2
xp(x) = x = 1; xq(x) = x2 = x2 − n2 .
x x2
Thus both xp(x) and x2 q(x) are analytic at x = 0, and hence 0 is a regular singular point
of the given ODE.
′′ ′
(2) (1 − x2 )y − 2xy + n(n + 1)y = 0.

By writing the above equation in the standard form:

2x ′ n(n + 1)
y ′′ − y + y=0
1 − x2 1 − x2
we observe that the singular points of the given ODE’s are ±1. Moreover,
−2x(x − 1) 2x
(x − 1)p(x) = =
1 − x2 1+x
analytic at 1 and
(x − 1)2 n(n + 1) −(x − 1)(n)(n + 1)
(x − 1)2 q(x) = 2
=
1−x 1+x
analytic at x = 1
Similarly, (x + 1)p(x), (x + 1)2 q(x) are analytic at −1. Thus ±1 are regular singular
points of the given ODE.
Can we expect a solution about a singular point? Yes!!! at the regular singular point. Though,
the power series method clearly fails at the regular singular point. For example, consider the
Euler-Cauchy equation:
′′ 7 ′
x2 y + xy + y = 0,
4
1
2

The general solution is y = C1 x−2 + C2 x−1/2 , x > 0. Since the solution is defined only for x > 0,
it can not analytic at x = 0.

1. The Frobenius Method

The Frobenius method ensures the existence of solution at a regular singular point x0 , of the
following form
∞
X
r
y(x) = (x − x0 ) an (x − x0 )n , 0 < x − x0 < R,
n=0
where a0 ̸= 0, r is a complex number.
If x0 is a regular singular point of
′′ ′
y + p(x)y + q(x)y = 0, (2)
then we can define z(x) = y(x − x0 ). Now 0 is a regular singular point of the following equation:
′′ ′
z + p̃(x)z + q̃(x)z = 0, (3)
where p̃(x) = p(x − x0 ) and q̃(x) = q(x − x0 ). Thus without loss of generality we may assume 0
is a regular singular point of
′′ ′
y + p(x)y + q(x)y = 0, (4)
r
P∞ n
Then equation posses at least one solution of the form y(x) = x n=0 an x , where a0 ̸= 0, r is
a complex number.
We can write the above equation as
′′ b(x) ′ c(x)
y + y + 2 y = 0, (5)
x x
where
xp(x) = b(x), x2 q(x) = c(x).
Since 0 is a regular singular point of the above equation, both a and b are analytic at 0. Thus
we can write
∞
X
b(x) = bn xn ,
n=0
X∞
c(x) = cn xn .
n=0
By Frobenius theorem, the above equation posses a solution of the form:
∞
X
y(x) = xr an xn
n=0
P∞
We may assume a0 ̸= 0. If a0 = 0, then P∞we can write y = xr n=m an x
n, where am is the first
non-zero coefficient. Thus y = x r+m n
n=0 an+m x .
Now we need to determine
(1) the values of r (exponents)
(2) the coefficients as n = 1, 2, 3, ...
By differentiating y with respect to x(term wise) we get
∞
′
X
y (x) = (n + r)an xn+r−1
n=0
∞
′′
X
y (x) = (n + r)(n + r − 1)an xn+r−2
n=0
 3

Now we substitute y, y ′ , y ′′ in the following equation ( equivalent to (5)):

x2 y ′′ + b(x)y ′ + c(x)y = 0. (6)
This yields
∞
X ∞
X ∞
X ∞
X ∞
X
n+r n+r n n+r
(n + r)(n + r − 1)an x + (n + r)an x bn x + an x cn xn = 0
n=0 n=0 n=0 n=0 n=0
Recall the formula for the product of two power series:
"∞ ∞
# ∞ X n
X X X
n n
An x Bn x = Ak Bn−k
n=0 n=0 n=0 k=0

Now dividing (7) by xr and using the above product formula gives us
∞ n
" #
X X
(n + r)(n + r − 1)an + (k + r)ak bn−k + ak cn−k xn = 0. (7)
n=0 k=0
This can be written as
∞ n n−1
" #
X o X
(n + r)(n + r − 1) + (n + r)b0 + c0 an + (k + r)ak bn−k + ak cn−k xn = 0. (8)
n=0 k=0

By setting ρ(r) = r(r − 1) + b0 r + c0 , we re-write the above equation as below:

∞ n−1
" #
X X
ρ(n + r)an + (k + r)ak bn−k + ak cn−k xn = 0. (9)
n=0 k=0
Now the coefficient of xnmust be zero for n = 0, 1, 2 . . .. For n=0, since a0 ̸= 0, we obtain the
following quadratic equation:
ρ(r) = 0 =⇒ r(r − 1) + b0 r + c0 = 0 (10)
The above equation is known as the Indical equation corresponding to the given ODE. The roots
of the indicial equation determines the exponents in the solution y (the values of r).
For n ≥ 1, we get the following recursive relation
n−1
X
ρ(n + r)an = − (k + r)ak bn−k + ak cn−k .
k=0

A solution y of the form y(x) = xr ∞ n

P
n=0 an x exists, provided we can determine all the coef-
ficients an , n ∈ N, from the above recursive relation. Observe that, if ρ(n + r) ̸= 0 for every
n ∈ N, then we can determine all the coefficients an .
Case 1: r = α + iβ is a complex root of ρ = 0 : In this case, ρ(n + r1 ) ̸= 0 for every
n ∈ N (since the roots occurs as a conjugate pair). Thus we can determine all the coefficients
an (r) = An (r) + iBn (r) and hence get a Frobenius solution
∞
X
α+iβ
y=x (An + iBn )xn
n=0
By taking real and imaginary parts, we get two linearly independent solutions of the following
form:
∞ ∞
" #
X X
α n n
y1 = x cos(β ln(x)) An x − sin(β ln(x)) Bn x
n=0 n=0
∞ ∞
" #
X X
α n n
y2 = x cos(β ln(x)) An x + sin(β ln(x)) Bn x
n=0 n=0
4

Case 2: r1 is the highest real root of ρ = 0: In this case, ρ(n + r1 ) ̸= 0 for every n ∈ N.
Thus we can determine all the coefficients an (r1 ) and hence get a Frobenius solution
∞
X
r1
y1 = x an (r1 )xn .
n=0

To find a second linearly independent solution we consider the following three cases:
(1) ρ = 0 has two distinct real roots r1 < r2 such that r2 − r1 is not an integer,
(2) ρ = 0 has equal roots r1 = r2 ,
(3) ρ = 0 has two distinct real roots r1 < r2 such that r2 − r1 = 0 is a positive integer,

Two distinct real roots r1 < r2 such that r2 − r1 is not an integer

In this case we get two Frobenius solutions
∞
X
y1 (x) = xr1 an (r1 )xn
n=0

∞
X
y2 (x) = xr2 an (r2 )xn
n=0
′′ ′
Example 1.1. 2x2 y + 3xy − y = 0.
′′ b(x) ′ c(x)
First we write the above equation in the standard form (y + x y + x2
y = 0) as below:
3 ′ 1
y ′′ + y − 2 y = .0
2x 2x
−1 −1
Thus b(x) = 32 , c(x) = 2 and hence b0 = 32 , c0 = 2

Now the indicial equation is given by

r(r − 1) + b0 r + c0 = 0
3 1
r2 − r + r − = 0
2 2
1
(r + 1)(r − ) = 0
2

1
r = −1,
2
Thus indicial equation two distinct roots that are not differ by an integer. Thus we have two
Frobenius solutions. Let
X∞
y(x) = xr an xn
n=0
∞
′
X
y (x) = (n + r)an xn+r−1
n=0
∞
′′
X
y (x) = (n + r)(n + r − 1)an xn+r−2
n=0
′′ ′
Substituting in the given equation 2x2 y + 3xy − y = 0 yields
∞
X ∞
X ∞
X
2(n + r)(n + r − 1)an xn+r + 3(n + r)an xn+r − an xn+r = 0.
n=0 n=0 n=0
 5

Dividing by xr gives
∞
X
[2(n + r)(n + r − 1) + 3(n + r) − 1] an xn = 0
n=0
∞
X
ρ(n + r)an xn = 0,
n=0

where ρ(r) = 2r(r − 1) + 3r − 1. Next we equate the coefficients of xn to zero to obtain

n = 0 : 2r(r − 1) + 3r − 1 = 0 (Indicial Equation)
n ≥ 1 : ρ(n + r)an = 0.
Since roots are not differ by an integer, we easily see that for r = −1, 12 , ρ(n + r) ̸= 0 ∀n ≥ 1.
Thus for r = −1, 21 , an (r) = 0, ∀ n ∈ N and hence
√
y1 (x) = x−1 ; y2 (x) = x
Notice that, the given ODE is nothing but an Euler-Cauchy equation.
Example 1.2. Solve the following ODE:
′′ ′
2x2 y + xy − (x2 + 1)y = 0.
First we write this equation in the standard form.
′
y x2 + 1
′′
y + − y=0
2x 2x2
Clearly 0 is a regular singular point. Next compare the above equation with
′′ b(x) ′ c(x)
y + y + 2 y = 0.
x x
2
Thus b(x) = 12 and c(x) = −(x2+1) . Therefore b0 = b(0) = 1
2 and c0 = c(0) = −1
2 .
Indicial equation is given by
r(r − 1) + b0 r + c0 = 0
r 1
r(r − 1) + − = 0
2 2
2 r 1
r − − =0
2 2
1
(r − 1)(r + ) = 0
2
Thus r = 1, − 21 are the roots of the indicial equation. Since roots do not differ by an integer,
two Frobeneius solutions exist.
Let y(x) = xr ∞ n . Substituting the series for y, y ′ , y ′′ in the given ODE we get
P
a
n=0 n x
∞
X ∞
X ∞
X ∞
X
n+r n+r n+r+2
2(n + r)(n + r − 1)an x + (n + r)an x − an x − an xn+r = 0
n=0 n=0 n=0 n=0

Dividing by xr yields
∞
X ∞
X
[2(n + r)(n + r − 1) + (n + r) − 1] an xn − an−2 xn = 0
n=0 n=2
∞
X ∞
X
ρ(n + r)an xn − an−2 xn = 0,
n=0 n=2
6

where ρ(r) = 2r2 − r − 1.

n = 0 : 2r(r − 1) + r − 1 = 0 (Indicial equation)
1
n = 1 : ρ(1 + r)a1 = 0 ⇒ a1 = 0 (sinceρ(1 + r) ̸= 0, for r = 1, )
2
n ≥ 2 : ρ(n + r)an = an−2
Therefore,
an−2 an−2 an−2
an = = 2
=
ρ(n + r) 2(n + r) − (n + r) − 1 (n + r)(2n + 2r − 1) − 1
a1 = 0 ⇒ a2n+1 = 0 ∀ n = 0, 1, 2, ...
So we need to find only the even coefficients:
For r = 1
an−2
an =
(n + 1)(2n + 1) − 1
Therefore,
a0 a0
a2 = =
(3 · 5) − 1 14
a2 a2 a0
a4 = = =
(5 · 9) − 1 44 44 · 14
x2 x4
 
y1 (x) = a0 x 1 + + + .....
14 44 · 14
For r = − 21
an−2 an−2
an = 1 =
(n − 2 )(2n − 1 − 1) − 1 (2n − 1)(n − 1) − 1
Therefore,
a0 a0
a2 = =
(3 · 1) − 1 2
a2 a2 a0
a4 = = =
(7 · 3) − 1 20 2 · 20

x2 x4
 
− 12
y2 (x) = a0 x 1+ + + .....
2 2 · 20

Equal roots
In this case we have one Frobenius solution. The second solution can be obtained using the
derivative method.
Example 1.3. Find two linearly independent solutions of the following equation:
′′ ′
x2 y + (x2 − x)y + y = 0 (11)
Clearly, x = 0 is a singular point.
′′ (x − 1) ′ 1
y + y + 2y = 0
x x
By comparing with the standard form
b(x) ′ c(x)
′′
y +y + 2 y=0
x x
we observe that b(x) = x − 1 and c(x) = 1. Therefore b0 = b(0) = −1 and c0 = c(0) = 1.
 7

Now the indicial equation is given by

r(r − 1) + b0 r + c0 = 0
r2 − 2r + 1 = 0
(r − 1)2 = 0
Thus r = 1 is a double root. Let
∞
X
r
y(x) = x an xn
n=0
′′ ′
Therefore, x2 y
+ (x2
− x)y + y = 0 ⇒
X∞ ∞
X ∞
X ∞
X
(n + r)(n + r − 1)an xn+r + (n + r)an xn+r+1 − (n + r)an xn+r + an xn+r = 0
n=0 n=0 n=0 n=0
Dividing by xr gives
∞
X ∞
X
[(n + r)(n + r − 1) − (n + r) + 1] an xn + (n + r)an xn+1 = 0
n=0 n=0
∞
X ∞
X
[(n + r)(n + r − 2) + 1] an xn + (n − 1 + r)an−1 xn = 0
n=0 n=1

n = 0 : r(r − 2) + 1 = 0 (Indical equation)

(n − 1 + r)(an−1 )
n ≥ 1 : an = −
(n + r)(n + r − 2) + 1
For r = 1:
n an−1
an = −an−1 =−
(n + 1)(n − 1) + 1 n
a1 a0 −a2 −a0
a1 = −a0 , a2 = − = , a3 = =
2 2 3 3·2
−a0
Thus an = n! and hence
x2 x3
 
y1 (x) = a0 x 1 − x + − + .....
2! 3!
= a0 xe−x .
A second linearly independent solution can be obtained using reduction of order.
Z (− R P (x)dx)
e
y2 (x) = y1 (x) dx
y1 (x)2
x−1
Z Z
P (x)dx = dx = x − ln(x)
x
xe−x ex
Z Z
y2 (x) = y1 (x) dx = y 1 (x) dx
x2 e−2x x
x2 x3
Z  
−x 1
= xe 1+x+ + + .....
x 2! 3!
x2 x3
 
−x
= xe ln(x) + x + + + .....
2 · 2! 3 · 3!
x2 x3
 
−x −x
= xe ln(x) + xe x+ + + .....
2 · 2! 3 · 3!
x2 x3 x2 x3
  
−x
= xe ln(x) + x 1 − x + − + ..... x+ + + .....
2! 3! 2 · 2! 3 · 3!
8

Next we use the recursive relation to find an (r) for a general r.

ra0 a0
a1 (r) = − =− ,
(1 + r)(r − 1) + 1 r
(1 + r) (1 + r) a0 a0
a2 (r) = − a1 (r) = − 2 ·− =
r(2 + r) + 1 r + 2r + 1 r r(1 + r)

(2 + r)a2
a3 (r) = −
(3 + r)(r + 1) + 1
(2 + r) a0
=− 2 ·
(r + 4r + 3) + 1 r(r + 1)
(2 + r)
=− a0
(r + 2)2 r(r + 1)
a0
=−
(r + 2)(r + 1)r
In general,
(−1)n a0
an (r) = , n ∈ N,
(r + n − 1)(r + n − 2) · · · r
(−1)n
an (1) = a0 .
n!
Next we consider
∞
X
r
y(x, r) = x an (r)xn , a0 (r) = a0
n=0

If r1 is a double root of the indicial equation, then the second solution is given by the following
derivative:

∂ 
y2 (x) = (y(x, r))
∂r r=r1
∞
!
∂ X 
= xr an (r)xn 

∂r 
n=0 r=r1
∞
X ∞
X
= xr1 ln(x) an (r1 )xn + xr1 a′n (r1 )xn
n=0 n=1
∞
X
= ln(x)y1 + xr1 a′n (r1 )xn .
n=1

To find a′n (1) we use the logarithmic derivative of fn (r) = ((r + n − 1)(r + n − 2) · · · r)−1 .
log(fn (r)) = −[log(r + n − 1) + log(r + n − 2) + · · · + log r]
fn′ (r)
 
1 1 1
=− + + ··· +
fn (r) r+n−1 n+r−2 r
Therefore,
a′n (r)
 
1 1 1
=− + + ··· +
an (r) r+n−1 n+r−2 r
Thus
(−1)n+1
 
1 1
a′n (1) = −an (1) + + · · · + 1 = a0 ϕ(n)
n n−1 n!
 9

1 1
where ϕ(n) = 1 + · · · + . Thus
2 n
∞
X (−1)n+1
y2 (x) = a0 ln(x)xe−x + x a0 ϕ(n)xn
n!
n=1

The roots are differ by an integer

Example 1.4. x2 y ′′ + 6xy ′ + (6 + x2 )y = 0

∞
X ∞
X ∞
X ∞
X
n+r n+r n+r
(n + r − 1)(n + r)an x + 6(n + r)an x + 6an x + an xn+r+2 = 0
n=0 n=0 n=0 n=0
Indicial equation is
r(r − 1) + 6r + 6 = 0
r2 + 5r + 6 = 0
(r + 3)(r + 2) = 0
The roots are r = −3, −2.
∞
X ∞
X
[(n + r − 1)(n + r) + 6(n + r) + 6] an xn + an−2 xn = 0
n=0 n=2
n = 0 =⇒ (r − 1)r + 6r + 6 = 0 (Indicial equation)
n = 1 =⇒ (r(1 + r) + 6(1 + r) + 6)a1 = 0 =⇒ ρ(1 + r)a1 = 0
n = 2 =⇒ [(n + r − 1)(n + r) + 6(n + r) + 6]an + an−2 = 0
an−2
an = −
(n + r)(n + r − 1 + 6) + 6
an−2
=−
(n + r)(n + r + 5) + 6
For r1 = −2
ρ(1 + r1 ) = ρ(−1) ̸= 0
a1 = 0
an−2
an = −
(n − 2)(n + 3) + 6
Thus
a2n−1 = 0, n ∈ N
a0 a0
a2 = − = −
6 3!
a2 a2 a0 a0
a4 = − =− = =
2·7+6 20 120 5!
 a 0 a 0

y1 (x) = x−2 a0 − x2 + x4 · · ·
 3! 2 5! 
x x4
= a0 x−2 1 − +
3! 5! · · ·
r2 = −3: In this case, ρ(1 + r2 ) = ρ(−2) = 0. Thus the relation ρ(1 + r2 )a1 = 0 imply that a1
can be arbitrary. Moreover,
an−2
an = − , n ≥ 2.
(n − 3)(n + 2) + 6
a0 a2 a0
a2 = − , a4 = − = , · · ·
2 12 24
10

a1 a3 a1
a3 = − , a5 = −
= ,···
6 20 120
h a0 a0 i h a1 a1 5 i
y2 (x) = x−3 a0 − x2 + x4 + · · · + x−3 a1 x − x3 + x + ···
2 24 6 120
2 4 3 5
  
x x x x
= a0 x−3 1 − + + · · · + a1 x−3 x − + + ···
2! 4! 3! 5!

y2 (x) = a0 x−3 cos x + a1 x−3 sin x

In particular, a0 = 1, a1 = 0 and a0 = 1, a1 = 1 we get two linearly independent Frobenius
solutions cos
x3
x
and sin
x3
x
.
Example 1.5. Find the two linearly independent solutions of the following ODE:
xy ′′ + 2y ′ − y = 0 ⇔ x2 y ′′ + 2xy ′ − xy = 0
Here b(x) = 2, c(x) = −x
r(r − 1) + 2r = 0
r(r + 1) = 0

Thus r = 0, −1 are the roots of the indicial equation and they differ by an integer.
∞
X ∞
X ∞
X
n+r n+r
(n + r − 1)(n + r)an x + 2(n + r)an x − an xn+r+1 = 0
n=0 n=0 n=0

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

∞
X
a0 (r(r − 1) + 2r) + [(n + r + 1)(n + r)an − an−1 ] xn = 0
n=1

r(r + 1) = 0, (n + r + 1)(n + r)an = an−1 , n ≥ 1

an−1
an =
(n + r + 1)(n + r)
a0
a1 =
(r + 2)(r + 1)
a1 a0
a2 = =
(r + 3)(r + 2) (r + 3)(r + 2)2 (r + 1)
a0
an =
(r + n + 1)(r + n)2 (r + n − 1)2 + · · · + (r + 2)2 (r + 1)
For r = 0,
a0
an =
(n + 1)n2 (n − 1)2 + · · · + 22 .1
a0
=
(n + 1)! · n!
∞
X xn
y1 (x) =
n! · (n + 1)!
n=0
 11

For r = −1,

∂ 
y2 (x) = [(r + 1)y1 (x, r)]
∂r r=−1
" ∞ #
d X 
= xr (r + 1)an (r)xn 

dr 
n=0 r=−1
" ∞ #
d X 
= xr Bn (r)xn 

dr 
n=0 r=−1
∞
X ∞
X
−1 −1
= log(x)x n
Bn (−1)x + x Bn′ (1)xn
n=0 n=0
a0
an (r) = , n≥2
(r + 1)(r + 2) · · · (r + n)2 (r + n + 1)
2

Thus for n ≥ 2,
a0
Bn (r) =
(r + 2)2 · · · (r
+ n)2 (r + n + 1)
a0 a0
Bn (−1) = 2 2 =
1 · 2 · · · (n − 1)2 n (n − 1)!n!
log(Bn (r)) = log(a0 ) − 2[log(r + 2) + · · · + log(r + n)] − log(r + n + 1)
For n ≥ 2,
Bn′ (r)
 
1 1 1
= −2 + ··· + −
Bn (r) r+2 r+n r+n+1
′
 
Bn (1) 1 1 1
= −2 + ··· + −
Bn (1) 1 n−1 n
Thus
Bn′ (−1) = −Bn (−1)[ϕ(n − 1) + ϕ(n)], n≥2
B0 (r) = (r + 1)a0 =⇒ B0 (−1) = 0
a0
B1 (r) = (r + 1)a1 (r) = =⇒ B1 (−1) = a0
(r + 2)

B0′ (−1) = a0
B1′ (−1) = −(r + 2)−2 ao r=−1 = −a0


∞
!
d r
X 
y2 (x) = x

dr


n=0 r=−1
∞ ∞
!
X X
= log(x) x−1 Bn (−1)xn + x−1 Bn′ (−1)xn
n=0 n=0