MATH202 – Power series solutions of DEs (notes)

In this brief final part of the course we will examine how to find a power series solution to a
differential equation.

34 Power series and differential equations

An expression of the form
∞
X
cn x n = c0 + c1 x + c2 x 2 + c3 x 3 + · · · + cn x n + · · ·
n=0

is a power series. For example, the MacLaurin series for sin x:

x3 x5 x7
sin x = x −+ − + ···
3! 5! 7!
is a power series. Because it only has odd powers of x, each n appearing in the series can be
written as n = 2k + 1 for a unique non-negative integer k. Hence,
∞
X (−1)k 2k+1
sin x = x .
k=0
(2k + 1)!

In general, power series can be written down about any point a. Such a series appears as
∞
X
cn (x − a)n
n=0

and is said to be centred at a.

Each power series has an interval of convergence. There are many ways of working out
what the interval of convergence is. One of the easiest to apply is as follows:
cn
Ratio test: if limn→∞ cn+1
= R then the power series centered at a converges whenever
|x − a| < R.
P∞
Example 34.1 Let f (x) = 1 + 2(x − 1) + 4(x − 1)2 + 8(x − 1)3 + · · · = n=0 2n (x − 1)n .
Then cn = 2n and
cn 2n 1 1
lim = lim n+1 = lim = .
n→∞ cn+1 n→∞ 2 n→∞ 2 2
Thus, the power series converges provided that |x − 1| < 21 ; that is, whenever 12 < x < 23 .
In fact, this series is just a geometric series with common ratio 2(x − 1); hence, it can be
1 1
summed to give 1−2(x−1) = 3−2x .

Where power series converge, they can be added “term by term” and multiplied. For example,
ex sin x = (1 + x + x2 /2 + x3 /6 + x4 /24 + · · · ) (x − x3 /6 + x5 /5! − · · · )
= x + x2 + x3 /2 + x4 /6 + x5 /24 + · · · − x3 /6 − x4 /6 − x5 /12 + · · · + x5 /5! + · · ·
= x + x2 + x3 (1/2 − 1/6) + x4 (1/6 − 1/6) + x5 (1/24 − 1/12 + 1/120) + · · ·
= x + x2 + x3 /3 − x5 /30 + · · · .

1
The real power comes with combining arithmetic with differentiation.
One of the most convenient facts about power series is that they can be differentiated term-
by-term within their interval of convergence:
∞ ∞ ∞
d X X d X
cn (x − a)n = cn (x − a)n = cn n (x − a)n−1 .
dx n=0 n=0
dx n=1

What do you notice about this sum?

Example 34.2 If y = ∞ n 0
P
n=0 cn t , find the power series for y + y.

Solution. We know from term-by-term differentiation that

∞
X
0
y = cn n tn−1 .
n=1

In order to combine this series with the one for y, we are going to need to express it in terms
of powers tn . To this end, we employ a trick called re-indexing. Let k = n − 1. We will first
rewrite the series in terms of a sum over k. To do this, we replace all occurrences of n, with
the equivalent k + 1. Hence
∞
X
0
y = ck+1 (k + 1) tk
k+1=1
X∞
= ck+1 (k + 1) tk .
k=0

In the second step we have made the simple observation that if k + 1 = 1, 2, 3, 4, 5, 6, . . . then
we can write k = 0, 1, 2, 3, 4, 5, . . . . Finally, we might as well write the series for y in terms of
k as well: ∞
X
y= ck tk .
k=0

Now,
∞
X X∞ X∞
y0 + y = ck+1 (k + 1) tk + ck tk = (ck+1 (k + 1) + ck ) tk .
| {z } |{z}
k=0 k=0 k=0
coefficient of tk coefficient of tk

2
Example 34.3 Find the power series for the solution to the differential equation y 0 + y = 0,
y(0) = 1.

Solution. From the previous example we have

∞
X
(ck+1 (k + 1) + ck ) tk = 0.
k=0

If we assume that the solution y(t) has a power series with non-empty interval of convergence
then we can immediately infer that all coefficients of tk in the series for the DE should be 0.
This gives a recurrence relation

ck+1 (k + 1) + ck = 0, k = 0, 1, 2, 3, · · · .

This can be rearranged to give

ck
ck+1 = −
k+1
and applied iteratively:
c0
k = 0 : c1 = − = −c0
1
c1 −(−c0 ) c0
k = 1 : c2 = − = =
2 2 2
c2 −c0 /2 c0
k = 2 : c3 = − = =−
3 3 2×3
c3 −c0 /2 × 3 c0 c0
k = 3 : c4 = − = − = =
4 4 2×3×4 4!
..
.
cn−1 (−1)n−1 c0 /(n − 1)! (−1)n c0
k = n − 1 : cn = − =− = .
n n n!
Writing out the corresponding power series

y = c0 + c1 t + c2 t2 + · · · + cn tn + · · ·
c0 (−1)n c0 n
= c0 − c0 t + t2 + · · · + t + ···
2 n!
t2 (−1)n tn
 
= c0 1 − t + + · · · + + ···
2 n!
∞
X (−t)n
= c0 .
n=0
n!

The constant c0 can be evaluated easily, because y(0) = c0 + c1 0 + c2 02 + c3 03 + · · · = c0 .

Because the initial value is y(0) = 1, we have that constant c0 = 1 and hence
∞
X (−t)n
y= .
n=0
n!

Perhaps you recognise the series on the right? [It is e−t .]

3
Example 34.4 Find the first five terms of the power series for the solution to the differential
equation y 0 + ty = 0, y(1) = 2.

Solution. It makes sense to look for a power series solution of the form
∞
X
y= cn (t − 1)n .
n=0

Straight away, we can see that the initial condition (using t = 1) implies that c0 = 2. Just as
before, differentiating gives
X∞
0
y (t) = cn n(t − 1)n−1 .
n=1
We re-index with n − 1 = k (n = k + 1) to get
∞
X ∞
X
y 0 (t) = ck+1 (k + 1)(t − 1)k = ck+1 (k + 1)(t − 1)k .
k+1=1 k=0

For the other term,

∞
X ∞
X
n
t y(t) = t cn (t − 1) = cn t (t − 1)n .
n=0 n=0
But this is not a power series centred on 1. To fix things, we write t = (t − 1) + 1 so that
each term
t (t − 1)n = [(t − 1) + 1] (t − 1)n = (t − 1)n+1 + (t − 1)n .
Then ∞ ∞
X X
n+1
t y(t) = cn (t − 1) + cn (t − 1)n .
n=0 n=0
The reindexing on this part has to be done differently. On the second term we just use k = n.
On the first term we would use k = n + 1, but starting with n = 0 means that k should be
started from 1. Hence ∞ ∞
X X
n+1
cn (t − 1) = ck−1 (t − 1)k .
n=0 k=1
Overall then,
∞
X ∞
X ∞
X
0 k k
y + ty = ck+1 (k + 1)(t − 1) + ck−1 (t − 1) + ck (t − 1)k
k=0 k=1 k=0
∞
X ∞
X ∞
X
k k
= c1 + ck+1 (k + 1)(t − 1) + ck−1 (t − 1) + c0 + ck (t − 1)k
k=1 k=1 k=1
∞
X
= c1 + c0 + (ck+1 (k + 1) + ck−1 + ck )(t − 1)k .
k=1

Now, we know that c0 = 2, and from the constant term, c1 = −c0 = −2. The recurrence
relation is
−ck − ck−1
ck+1 = .
k+1
Hence
−c1 − c0 −c2 − c1 −c3 − c2 −c4 − c3
c2 = = 0, c3 = = 2/3, c4 = = −1/6, c5 = = −1/10.
2 3 4 5
Hence y = 2 − 2(t − 1) + 23 (t − 1)3 − 16 (t − 1)4 + 10
1
(t − 1)5 + · · · .

4
35 Series solution about ordinary points

Key facts about power series

Consider ∞
X
f (t) = cn (t − t0 )n
n=0

• the series above is centred on t0 ;

• the interval of convergence of the series is (t0 −R, t0 +R) where R is the largest num-
ber for which the series converges for every t in the interval [these are really intersections
of disks in the complex plane with the real line];

• if the series fails to converge for any t 6= t0 the interval of convergence is empty and
the definition of f makes no sense; otherwise R > 0 and the function is called analytic
at t0

• f is differentiable inside its interval of convergence, and the power series for the derivative
has the same interval of convergence

• convergent power series can be differentiated, added and multiplied “term-by-term”

• degree n polynomials are special cases of power series where ck = 0 for all k > n

Ordinary points
In standard form, a homogeneous second order linear ordinary differential equation is

y 00 + P (t)y 0 + Q(t) y = 0.

A point t0 is an ordinary point of P (t) and Q(t) are analytic at t0 . A point which is not an
ordinary point is a singular point.

Example 35.1 The equation (t2 − 1)y 00 + 2t y + 6y = 0 has standard form

2t 6
y 00 + y0 + 2 y=0
t2 −1 t −1
has singular points at t0 = ±1. All other points are ordinary points. In particular, t0 = 0 is
an ordinary point. A power series solution centred at 0 will converge on a nontrivial interval,
but may encounter problems as t → 1, due to the singular point.

Example 35.2 The equation (t2 + 1)y 00 + t y − y = 0 has standard form

t 1
y 00 + y0 − 2 y=0
t2 +1 t +1
has ordinary points at every real number. However, in the complex plane, ±i are singular
points. This will limit the interval of convergence of power series solutions.

5
Theorem 35.1. Let t0 be an ordinary point of y 00 + P (t)y 0 + Q(t) y = 0. Then there are two
linearly independent power series solutions of the form
∞
X
cn (t − t0 )n .
n=0

Generally, one of the series solutions will be expressed in terms of c0 , and the other will be
expressed in terms of c1 . The values of these constants will be fixed by initial data y(t0 ), y 0 (t0 ).

Example 35.3 Find two solutions to y 00 + y = 0.

Solution. Every point is an ordinary point. It is therefore easiest to centre the power series on
0 and look for ∞
X
y= cn tn .
n=0

The derivatives are

∞
X ∞
X ∞
X
y0 = cn n tn−1 and y 00 = cn n (n − 1) tn−2 = ck+2 (k + 2) (k + 1)tk .
n=1 n=2 k=0

Putting this in the DE gives

∞
X
00
y +y = (ck+2 (k + 2) (k + 1) + ck ) tk .
k=0

Because the right-hand-side is 0, we obtain the recurrence relation

−ck
ck+2 = .
(k + 2) (k + 1)

Thus,
c0 c1 c2 c0 c3 c1
c2 = − , c3 = − , c4 = − = , c5 = − = , · · · .
2 6 12 4! 20 5!
Continuing in this way we see that when k is even,
c0 c1
c2k = and c2k+1 =
(2k)! (2k + 1)!

while when k is odd

c0 c1
c2k = − and c2k+1 = − .
(2k)! (2k + 1)!

The two solutions are thus

∞ ∞
X (−1)k t2k X (−1)k t2k+1
y1 = c0 and y 2 = c1 .
k=0
(2k)! k=0
(2k + 1)!

Do you recognise these?

6
Example 35.4 (Airy’s equation) Find the first three non-zero terms for two independent
power series solutions of
y 00 + t y = 0.
P∞ n
Solution. Put y = n=0 cn t . Then
∞
X ∞
X
00 n−2
y = cn n (n − 1) t = ck+2 (k + 2) (k + 1)tk
n=2 k=0

and ∞ ∞ ∞
X X X
ty = t cn tn = cn tn+1 = ck−1 tk .
n=0 n=0 k=1

The equation is thus

∞
X ∞
X ∞
X
00 k k
0 = y +ty = ck+2 (k +2) (k +1)t + ck−1 t = 2 c2 + (ck+2 (k +2) (k +1)+ck−1 )tk .
k=0 k=1 k=1

Thus, c2 = 0 and for k ≥ 1,

−ck−1
ck+2 (k + 2) (k + 1) + ck−1 = 0 ⇒ ck+2 = .
(k + 2)(k + 1)

Then
c0 −c0
k = 1 ⇒ c3 = − =
3×2 6
c1 −c1
k = 2 ⇒ c4 =− =
4×3 12
c2
k = 3 ⇒ c5 =− =0
5×4
c3 c0
k = 4 ⇒ c6 =− =
6×5 180
c4 c1
k = 5 ⇒ c7 =− =
7×6 504
This is enough terms for us to write
c0 c1 c0 6 c1 7
y = c0 + c1 t − t3 − t4 + t + t + ···
6 12  180  504
t3 t6 t4 t7
 
= c0 1 − + + · · · +c1 t − + + ··· .
6 180 12 504
| {z } | {z }
y1 (t) y2 (t)

Again we see two independent solutions y1 (t), y2 (t).

Note: It is very difficult to anticipate in advance how a power series is going to work out!
Also note: if the coefficients P (t), Q(t) (or indeed any forcing f (t) that appears on the
right-hand-side) has a power series representation, then that power series can be worked out,
and used with series multiplication when deriving the recurrence relation!

7
36 Regular singular points and the Method of Frobenius
Progress can sometimes be made for DEs with singular points.
Definition. A point t0 is a regular singular point of

y 00 + P (t) y 0 + Q(t) y = 0

if both (t − t0 ) Q(t) and (t − t0 )2 Q(t) are analytic at t0 .

Method of Frobenius: when t0 is a regular singular point, solutions of the form
∞
X
y= cn (t − t0 )n+γ
n=0

may be found. The power γ is determined by an indicial equation.

We will illustrate the idea with a single example.

Example 36.1 Use the method of Frobenius to solve 2 ty 00 + y 0 − y = 0.

Solution. First, putting the equation in standard form gives

1 0 1
y 00 + y − y = 0.
2t 2t
Hence, P (t) = 2t1 and Q(t) = − 2t1 . Then t P (t) = 21 and t2 Q(t) = − 2t . Both of these
functions are analytic, so 0 is a regular singular point. We seek solutions of the form
∞
X
y= cn tn+γ
n=0

where the constants cn and the exponent γ are to be determined. The derivatives are
∞
X ∞
X
0 n−1+γ 00
y (t) = cn (n + γ)t , y (t) = cn (n + γ)(n − 1 + γ)tn−2+γ .
n=0 n=0

Notice that this time the sums include n = 0, 1, as we no longer can be certain that any of
the terms in the series are set to 0 under differentiation. The DE now becomes
∞ ∞ ∞
X
n−2+γ
X 1 X 1
cn (n + γ)(n − 1 + γ)t + cn (n + γ) tn−1+γ − cn tn+γ = 0.
n=0 n=0
2t n=0
2t

Hence
∞ ∞ ∞
X X 1 X 1
cn (n + γ)(n − 1 + γ)tn−2+γ + cn (n + γ) tn−2+γ − cn tn−1+γ = 0.
2 2
|n=0 {z n=0
} |n=0 {z }
(I) (II)

Work on term (I) by noting that both sums contain the same powers of t and can be combined
together using
1
(n + γ)(n + γ − 1) + (n + γ) = (n + γ)(n + γ − 1/2).
2
8
Then
∞
X ∞
X
(I) = cn (n+γ)(n+γ−1/2)tn−2+γ = c0 γ(γ−1/2)t−2+γ + cn (n+γ)(n+γ−1/2)tn−2+γ
n=0 n=1

We then reindex by putting n = k + 1, so that

∞
X
−2+γ
(I) = c0 γ(γ − 1/2)t + ck+1 (k + 1 + γ)(k + γ + 1/2)tk−1+γ .
k=0

For term (II), simply put n = k. Then the DE becomes

∞ ∞
−2+γ
X
k−1+γ
X 1
c0 γ(γ − 1/2)t + ck+1 (k + 1 + γ)(k + γ + 1/2)t − ck tk−1+γ = 0.
k=0 n=0
2
Hence
∞
X
−2+γ
c0 γ(γ − 1/2)t + [ck+1 (k + 1 + γ)(k + γ + 1/2) − ck /2]tk−1+γ = 0.
k=0

From this series we can remove a common factor of t−1+γ giving

 
 ∞

 X 
t−1+γ  c0 γ(γ − 1/2)t−1 + [ck+1 (k + 1 + γ)(k + γ + 1/2) − ck /2]tk  = 0.
 
 | {z } 
term with singularity |k=0 {z }
regular power series
The power series will give a recurrence relation, requiring ck+1 (k+1+γ)(k+γ+1/2)−ck /2 = 0
for all k, leading to
ck
ck+1 = .
2 (k + 1 + γ)(k + 1/2 + γ)
Iterating this relation gives
c0
ck+1 = k+1 .
2 ((k + 1 + γ)(k + 1/2 + γ)(k + γ)(k − 1/2 + γ) · · · (1 + γ)(1/2 + γ)
Hence, so long as c0 6= 0, a nontrivial solution is obtained. Looking at the part that contains
t−1 , the only option to make this term vanish is to have
γ(γ − 1/2) = 0.
This is called the indicial equation, and tells us that choosing either γ = 0 or γ = 1/2 will
lead to a series solution. The recurrence above allows the coefficients to be found recursively
in each case.

The general method follows these same steps:

1. differentiate the form ∞ n+γ

P
n=0 cn t and substitute into the DE
2. complete any reindexing and grouping of terms
3. pull out a common factor, obtaining a term with t−1 plus a regular power series
4. the coefficient in the t−1 term gives the indicial equation, determining values of γ
5. for each γ, the power series gives a recurrence to solve for the coefficients cn