Series Solution Part 8

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Het Shukla

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(22013107128)

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Mathematics ii
Government Engineering College, Gandhinagar,

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13 GUJARAT(INDIA).
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April 12, 2023

Topics covered in Presentation

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Vector Calculus : Illustrations and MCQs

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Series solutions of ordinary differential equations and special functions
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Vector Calculus

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Illustration : Find the tangent plane and normal vector to the surface S
defined parametrically by

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x =u+v

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y = u − v2

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z = u 2 + 3v 4
at u = 0, v = 1
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Solution : We have
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r¯(u, v ) = (u + v )i + u − v 2 j + u 2 + 3v 4 k
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∴ Γ̄u = i + j + 2uk and ε̄v = i − 2vj + 12v 3 k At the point (u, v ) = (0, 1)
i.e. (x, y , z) = (1, −1, 3) r˜u = i + i and F̃v = i − 2i + 12k

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i j k

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∴ r¯u × r¯v = = 12i − 12i − 3k

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1 1 0
1 −2 12

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= 3(4i − 4j − k)
√ √
∴ |¯
ru × r¯v | = 3 16 + 16 + 1 = 3 33
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r¯u × r¯v 4i − 4j − k
∴ n̂ = = √ ,
0
∥¯ ru × r¯v ∥ 33
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Equation of unit normal vector. Again r¯ = xi + yj + zk and r¯p = i − j + 3k

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(Corresponding to (1, −1, 3)) ∴ (¯
r − r¯p ) = (x − 1)i + (y + 1)j + (z − 3)k
∴ Equation of the tangent plane is,

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r − r¯p ) · n̂ = 0
(¯
4 4 1

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∴ √ (x − 1) − √ (y + 1) − √ (z − 3) = 0
33 13 33 33
∴4x − 4y − z = 5
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MULTIPLE CHOICE QUESTIONS 1. The equations x = tx2 + (1 −

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t)x1 , y = ty2 + i (1 − t)y1 ; t ∈ R are the parametric equations of (a) Circle
(b) straight line (c) Ellipse (d) Hyperbda

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2. The quations x = 2 cos t, y = 2 sin t; t ∈ [−π, π] are the parametric
equations of .... (a) Circle (b) straight line (c) Ellipse (d) Hyperbola 3.

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2 y2
The parametric equations of x9 + 25 = 1 are (a) x = 5 cos t, y = 3 sin t (b)

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x = 3 sin t, y = cos t (c) x = 5 sin t, y = 3 cos t (d) x = 3 cos t, y = 5 sin t
4. The parametric equations of line passing through (1, 2) and (2, 1) are

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....... (a) x = 1−t, y = 2−t (b) x = 1+t, y = 2+t (c) x = 1−t, y = 2+t
(d) x = 1 + t, y = 2 − t
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R1 ′
5. A are length s of a function r (t) is given by (a) 0 |¯ r (t)| dt (b)

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Rt Rt R1
0 |¯
r (t)|dt (c) 0 r¯(t)dt (d) 0 ⃗r (t)dt 6. The arc length of r¯(t) =
√

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cos
√ ti + 4rj√+ sin tk, √
if t = 0 is taken correspond to s = 0, is (a) 15t (b)
16t (c) 17t (d) 18t Answers : 1. (b) 2. (a) 3. (d) 4. (c) 5. (a) 6.

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(c) 13
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Vector Calculus: Gradient, Divergence,
Curve, Conservative Field

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In this chapter, we shall introduce the so-called gradient, divergence and
curl, which are specific differential operators that can act on scalar and

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vector fields. Such fields play an important role in the study of fluid flow,

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gravitational force fields, electromagnetic force fields, and a wide range
of other applied problems. Also we shall see about directional derivatives,

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normal vector by means of gradient, the equation of continuity, law of con-
servation of mass, solenoidal field by means of divergence; the rotational
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field and conservative field by means of curl. 3.2 SCALAR AND VECTOR
FIELD : We already defined scalar and vector function in chapter 1 . We
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know that every point of some portion of a space determines a definite
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value of a scalar of vector quantity known as functional values. These two

together constitute a region known as a field. When the functional value
is a scalar, the field is called scalar field and if the functional value is a
vector, the field is called a vector field.
Examples of scalar fields are temperature distribution in a medium, the
electrostatic pontential of a system of charges, and that of vector fields

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are velocity of a moving fluid, linear velocity of a rotating body, magnetic
and electrostatic fields etc.

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d
As in differential calculus, we know about the differential operator dx , here

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in vector calculus, we introduce a vector differential operator ∇ (to be read
as ’del’ or ’nabla’) given by

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∂ ∂ ∂
∇=i +j +k
∂x ∂y ∂z
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3.3 GRADIENT OF A SCALAR FUNCTION : Let ϕ(x, y , z) be a scalar
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function having continuous partial derivatives throughout the region, then
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the gardient of ϕ is defined and denoted by

grad ϕ = ∇ϕ = i ∂ϕ ∂ϕ ∂ϕ
∂x + j ∂y + k ∂z

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X ∂ϕ
= i
∂x

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P
Where runs over x, y , z (or i, j, k ) Note : Here ϕ is a scalar function,

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whereas ∇ϕ is a vector function.
The gradient of a scalar function is interpreted by directional derivative

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and geometry. 3.3.1 Directional derivatives : Fig. 3.1 From the figure,
−→ −→
OP = r¯ = xi + yj + zk and PQ = d r¯ which is a small displacement
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corresponding to changes dx, dy and dz
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∴ d r¯ = dxi + dyj + dzk
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If ϕ(x, y , z) is a scalar function at P then we know that

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∂ϕ ∂ϕ ∂ϕ
dϕ = dx + dy + dz . . . . . . (1)
∂x ∂y ∂z

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∂ϕ ∂ϕ ∂ϕ
Also ∇ϕ = ∂x i + ∂y j + ∂z k Thus,

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∂ϕ ∂ϕ ∂ϕ
∇ϕ · d r¯ =
13 ∂x i + ∂y j + ∂z k

·(dxi + dyj + dzk)

∂ϕ ∂ϕ ∂ϕ
= ∂x dx + ∂y dy + ∂z dz .........
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∴ From (1) and (2), we have

dϕ = ∇ϕ · d r¯

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If ds is the arc distance between the neighbouring points P(¯
r ) and Q(¯
r+
d r¯) then

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ds = |d r¯|

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d r¯ d r¯
∴ = = â (say)
ds |d r¯|

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d r¯
Thus ds is a unit vector in the direction of d r¯. ∴ From (3)
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dϕ d r¯
= ∇ϕ ·
ds ds
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dϕ
⇒ = ∇ϕ · â
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ds

Therefore dϕds is the component of ∇ϕ on the unit vector â and is called a

directional derivative of a scalar function ϕ in the direction of ā.
Since we know that maximum value of cos θ is 1 when θ = 0, we have
the directional derivative, ∇ϕ · â = |∇ϕ| has the largest (maximum) value
when ∇ϕ and â have the same directions, that is in the direction of ∇ϕ,

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and also has the smallest value −|∇ϕ| in the direction opposite to that of
∇ϕ.

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This is the same thing as to say that if ϕ(x, y , z) is differentiable at

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(x0 , y0 , z0 ), and if â = a1 i + a2 j +a3 k is a unit vector, then directional
derivative of ϕ at (x0 , y0 , z0 ) in the direction of â is defined and denoted

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by
Dâ ϕ (x0 , y0 , z0 ) = ϕx (x0 , y0 , z0 ) a1 + ϕy (x0 , y0 , z0 )
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a2 + ϕz (x0 , y0 , z0 ) a3
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Again the directional derivative of f (x, y ) in the direction of the unit vector
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ū = u1 i + u2 j which makes an angle α with positive x-axis is given by

D(α) f (x0 , y0 ) = cos αfx (x0 , y0 ) + sin αfy (x0 , y0 )
 π


Fig. 3.2 Here cos β = cos 2 − α = sin α,

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u1 − x0
cos α = q

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(u1 − x0 )2 + (u2 − y0 )2

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Similarly for the function ϕ(x, y , z) the directional derivative is given by

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D(α) f (x0 , y0 , z0 ) = cos αfx (x0 , y0 , z0 ) + cos β
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fy (x0 , y0 , z0 ) + cos γfz (x0 , y0 , z0 ). Where α, β, γ are the angles made with
the positive x, y , z axes by a unit vector at the point (x0 , y0 , z0 ).
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Illustration 1. Find D(α) f (x0 , y0 ) , α = 0, 30◦ for the following functions :
f (x, y ) = x 2 − y 2 , x0 = 1, y0 = 2.
(March 2009) Solution : We have f (x, y ) = x 2 − y 2
∴ fx = 2x, fy = −2y

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∴ At (1, 2) ⇒ fx = 2, fy = −4.

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(i) For α = 0

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D(α) (1, 2) = fx cos α + fy sin α = 2
(ii) For α = 30◦

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√
3 1 √
D(α) (1, 2) = 2 −4 = 3−2
13 2 2
Illustration 2. Find the directional derivative of the function
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xyz − xy − yz − zx + x + y + z at P(2, 2, 1) in
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the direction of the line PQ, where Q(2, 2, 0). Solution : We have
f (x, y , z) = xyz − xy − yz − zx+
x +y +z
∴ fx = yz − y − z + 1, fy = xz − x − z + 1
EXERCISE 8 (C) Find the series solution following equations near x =

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0. 1. 2x(1 − x)y ′′ + (1 − x)y ′ + 3y = 0. [G.N.D.U. 85, Meerut

86] [Ans. y = a 1 − 3x + 3x 2 /(1.3) − . .  . + bx 1/2 (1 − x) 2.
4xy ′′ +

 

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2y ′ + y = 0. [G.N.D.U. 85] [Ans. y = a 1 − (x/2!) + x 2 /4! . . . . +

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bx 1/2 1 − x/3! + x 2 /5! . . . . 3. d 2 y /dx 2 −(1/4x)(dy /dx)+ 1/8x 2 y =


0. [Delhi B.Sc. (Hons.) 93, 99] [Ans. y
= ax 1/2 + bx 1/4 ] 4. 2xy ′′ + (x +

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1)y ′ + 3y = 0. 5. 2x 2 y ′′ − xy ′ + x 2 + 1 y = 0. 6. 3xy ′′ + 2y ′ + x 2 y = 0
8.7. Examples of Type 2 on Frobenius method. Roots of indicial equation
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unequal, differing by an Integer and making a coefficient of y indetermi-
nate : In this connection the following rule should be noted.
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Rule: If the indicial equation has two roots k1 and k2 ( say k1 < k2 ) and
if the one of the coefficients of y becomes indeterminate when k = k2 ,
the complete solution is given by putting k = k2 in y , which then contains
two arbitrary constants. The result of putting k = k1 in y merely gives
a numerial multiple of one of the series contained in the first solution.

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Hence we reject the solution obtained by
putting k = k1 . Ex. 1. Find
solution near x
= 0 of x 2 y ′′ + x + x 2 y ′ + (x − 9)y = 0. Sol. Given

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x 2 y ′′ + x + x 2 y ′ + (x − 9)y = 0. Dividing by x 2 , (1) can be put in

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standard form as
y ′′ + {(1 + x)/x}y ′ + (x − 9)/x 2 y = 0


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Comparing it with y ′′ + P(x)y ′ + Q(x)y = 0, here P(x) = (1 + x)/x and
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Q(x) = (x − 9)/x 2 so that xP(x) = 1 + x and x 2 Q(x) = x − 9. Since
both xP(x) and x 2 Q(x) are analytic at x = 0, hence x = 0 is a regular
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singular point of (1). Let the series solution of (1) be
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∞
X
y = x k C0 + C1 x + C2 x 2 + . . . . ad. inf. Cm x k+m , C0 ̸= 0


=
m=0
∞
X ∞
X
∴ y′ = (k + m)Cm x k+m−1 , y ′′ = (k + m)(k + m − 1)Cm x k+m−2 .
Putting the above values of y , y ′ and y ′′ in (1), we have
∞
X
2
x (k + m)(k + m − 1)Cm x k+m−2
m=0
∞ ∞

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2

X k+m−1
X
+ x +x (k + m)Cm x + (x − 9) Cm x k+m = 0
m=0 m=0

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∞ ∞

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X X
(k + m)(k + m − 1)Cm x k+m + (k + m)Cm x k+m
m=0 m=0

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X∞ ∞
X ∞
X
k+m+1 k+m+1
+ (k + m)Cm x 13 + Cm x −9 Cm x k+m = 0
m=0 m=0 m=0
P∞
or m=0 {(k + m)(k + m − 1) + (k + m) − 9}Cm x k+m
0
∞
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X
+ {(k + m) + 1}Cm x k+m+1 = 0
m=0

or P ∞
P  2 2 C x k+m +
P∞ k+m+1 = 0
m=0 (k + m) − 3 m m=0 (k + m + 1)Cm x
∞ ∞
or m=0 (k +m+3)(k +m−3)Cm x k+m + m=0 (k +m+1)Cm x k+m+1 = 0.
P
Equating to zero the coefficient of the smallest power of x, namely x k , the
above identity (4) gives the indicial equation
(k + 3)(k − 3)C0 = 0 so that k = 3, −3 as C0 ̸= 0.
Next, equating to zero the coefficient of x k+m in (4), we get

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(k + m + 3)(k + m − 3)Cm + (k + m)Cm−1 = 0

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Or
(k + m)

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Cm = − Cm−1 .
(k + m + 3)(k + m − 3)

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Putting m = 1, 2, 3, . . .. in (5), we get
k +1
C1 = − C0
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(k + 4)(k − 2)
(k + 2) (k + 1)(k + 2)
C2 = − C1 = C0
0
(k + 5)(k − 1) (k − 1)(k − 2)(k + 4)(k + 5)
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(k + 3) (k + 1)(k + 2)(k + 3)
C3 = − C2 = − C0
(k + 6)k k(k − 1)(k − 2)(k + 4)(k + 5)(k + 6)
and so on. Putting these values in (2), we have
k (k + 1) (k + 1)(k + 2) 2
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3 4 4.5 2 4.5.6 3
y = ax 1− x+ x + x − . . . . = au, say
2.7 2.1.7.8 3.2.1.7.8.9
Putting k = −3 and replacing C0 by b in (6), we have

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y = bx −3 1 − (2/5)x + (1/20)x 2 = bv , say.


The required solution is y = au+bv , where a and b are arbitrary constants.

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Important note. When x = 0 is an ordinary point of y ′′ + P(x)y ′ + Q(x)y

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= 0, we have already explained the method of solution in Art. 8.4. We
have solved many problems based on Art. 8.4. All those problems can

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also be solved by Frobenius method as given in Art. 8.7 and explained in
above solved Ex. 1: We now solve the same problems by method of solved
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Ex. 1 as follows.
Ex. 2. Solve in series 1 − x 2 y ′′ − xy ′ + 4y = 0. Sol.

Given 1 − x 2 y ′′ − xy ′ + 4y = 0 Clearly x = 0 is an ordinary point of

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(1). Let the series solution of (1) be of the form
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∞
X
y= Cm x k+m , C0 ̸= 0.
m=0
∞
X ∞
X
′ k+m−1 ′′
∴y = Cm (k + m)x ,y = Cm (k + m)(k + m − 1)x λ+m−2
 ∞
X ∞
X
Cm (k + m)(k + m − 1)x k+m−2 − Cm (k + m)(k + m − 1)x k+m
m=0 m=0
or ∞ ∞

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X X
− Cm (k + m)x k+m + 4 Cm x k+m = 0
m=0 m=0

1
∞
X

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Cm (k + m)(k + m − 1)x k+m−2
m=0
∞

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X
− Cm [(k + m)(k + m − 1) + (k + m) − 4]x k+m = 0
m=0
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P∞ k+m−2 − ∞ C
P  2
 k+m
or Pm=0 Cm (k+m)(k+m−1)x m=0 m (k + m) − 4 x =
0 or ∞ C (k + m)(k + m − 1)x k+m−2
0
m=0 m
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∞
X
− Cm (k + m + 2)(k + m − 2)x k+m = 0
m=0

which is an identity. Equating to zero the coefficient of the smallest power

of x, namely x k−2 , (4) gives the indicial equation
C0 k(k − 1) = 0 or k(k − 1) = 0 [∵ C0 ̸= 0] giving k = 1 and k = 0.
These are unequal and differ by an integer. To get the recurrence relation,
we equate to zero the coefficient of x k+m−2 . Thus,
Cm (k + m)(k + m − 1) − Cm−2 (k + m)(k + m − 4) = 0

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giving
Cm (k + m)(k + m − 1) − Cm−2 (k + m)(k + m − 4) = 0

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k +m−4

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Cm = Cm−2
k +m−1

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Next, we equate to zero the coefficient of x k−1 and get
C1 (k + 1)k = 0
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If we take k = 0, (6) shows that C1 is indeterminate with k = 0 and using
(5), we can express C2 , C4 , C6 . . . in terms of C0 and C3 , C5 , C7 . . . in terms
0
of C1 if we assume C1 to be finite. Thus
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Cm = Cm−2 (m − 4)/(m − 1)
so that C2 = −2C0 , C4 = 0 and hence C6 = C8 = . . . = 0 and
C3 = C1 (−1)/(2) = −C1 /2