MA2002D-Mathematics IV

Power Series Method

National Institute of Technology, Calicut

 Power series solution in ODE

❑ ODE’s with variable coefficients

a) Solutions are complicated

b) non elementary functions

❑ Important ODE’s of this kind is

a) Legendre’s eqn : 1 − 𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 𝑛 𝑛 + 1 𝑦 = 0

b) Bessel’s eqn: 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 𝑛2 𝑦 = 0

c) Hypergeometric equations
❑ Method for solving such ODE’s is:

a) Power series method

b) Frobenius method

Power Series Method: ODE with variable coefficient

• Power series in (𝑥 − 𝑥0 ) is : σ∞
𝑚=0 𝑎𝑚 𝑥 − 𝑥0
𝑚

• Power series in 𝑥 is : σ∞ 𝑎
𝑚=0 𝑚 𝑥 𝑚

Note: -ve or fractional powers of 𝑥 is not included.

1
Example: 1−𝑥
= 1 + 𝑥 + 𝑥2 + 𝑥3 + ⋯ , 𝑥 < 1

𝑥 𝑥2 𝑥3
𝑒 = 1+𝑥+ + 3! + ⋯ etc.
2
Technique of power series solution on ODE:

Example: Solve : 𝑦 ′ − 𝑦 = 0 ………….(1)

Solution: 1st step: Put 𝑦 = σ∞ 𝑚 2

𝑚=0 𝑎𝑚 𝑥 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 + ⋯

𝑦 ′ = σ∞
𝑚=1 𝑚 𝑎𝑚 𝑥
𝑚−1
= 𝑎1 + 2𝑎2 𝑥 + 3 𝑎3 𝑥 2 + ⋯

into the ODE (1), we get

𝑎1 + 2𝑎2 𝑥 + 3 𝑎3 𝑥 2 + ⋯ − 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ = 0
𝑎1 − 𝑎0 + 2 𝑎2 − 𝑎1 𝑥 + 3 𝑎3 − 𝑎2 𝑥 2 + ⋯ = 0

Equating the coefficient of each power of 𝑥 to zero, we get:

𝑎1 − 𝑎0 = 0 ⇒ 𝑎1 = 𝑎0
 𝑎1 𝑎0
2𝑎2 − 𝑎1 = 0 ⇒ 𝑎2 = =
2 2
𝑎2 𝑎0
3𝑎3 − 𝑎2 = 0 ⇒ 𝑎3 = = ,…
3 3!

Substituting the coefficient in the series we get

𝑎0 2 𝑎 0 3
𝑦 = 𝑎 0 + 𝑎0 𝑥 + 𝑥 + 𝑥 + ⋯ .
2! 3!

𝑥2 𝑥3
=𝑎0 1 + 𝑥 + 2! + 3!
+ ⋯ = 𝑎0 𝑒 𝑥

This is the general solution of the given ODE.

Ordinary point and singular point

Consider 2nd order ODE with variable coefficient

𝑃 𝑥 𝑦 ′′ + 𝑄 𝑥 𝑦 ′ + 𝑅 𝑥 𝑦 = 0

❑ A point 𝑥 = 𝑥0 is called a singular point if 𝑃 𝑥 = 0 at 𝑥 = 𝑥0

❑ If 𝑃(𝑥) ≠ 0 at 𝑥 = 𝑥0 then 𝑥0 is called an ordinary point.

❑ Singular point are two types

i) Regular singular point

ii) irregular singular point

❑ Regular singular point say at 𝑥 = 𝑥0

It is a singular point i.e 𝑃 𝑥 = 0 at 𝑥 = 𝑥0 and

𝑄(𝑥) 𝑅(𝑥)
lim 𝑥 = finite and lim 𝑥 2 = finite
𝑥→𝑥0 𝑃(𝑥) 𝑥→𝑥0 𝑃(𝑥)

Note: For irregular singular point series solution does not apply.

Example: 2𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 1 − 𝑥 2 𝑦 = 0, check 𝑥 = 0 is ordinary point or regular

singular point.

Here 𝑃 𝑥 = 2𝑥 2 , 𝑄 𝑥 = −𝑥, 𝑅 𝑥 = 1 − 𝑥 2

At 𝑥 = 0, 𝑃 𝑥 = 0, this implies 𝑥 = 0 is singular point.

Check for regular singular point:

−𝑥 1
lim 𝑥 = − 2 (finite)
𝑥→0 2𝑥 2

𝑥 2 1−𝑥 2 1
lim 2𝑥 2
= 2
(finite)
𝑥→0

So, 𝑥 = 0 is regular singular point.

❑ We know that (from complex analysis) power series σ∞

𝑚=0 𝑎𝑚 𝑥 − 𝑥0
𝑚
converges for all
𝑥 interior the interval 𝑥 − 𝑥0 < 𝑅 and diverges outside of the interval. The interval may
be also infinite.

❑ Here 𝑅 is called the radius of convergence. If the series converges for all 𝑥 we set 𝑅 = ∞
1
and =0
𝑅
We also know the radius of convergence formula.

Existence of power series solution

Consider 𝑦 ′′ + 𝑝 𝑥 𝑦 ′ + 𝑞 𝑥 𝑦 = 𝑟(𝑥)…….(1)

If 𝑝, 𝑞, 𝑟 are analytic at 𝑥 = 𝑥0 then every solution of (1) is analytic at 𝑥 = 𝑥0 and can thus
be represented by a power series in powers of 𝑥 − 𝑥0 with radius of convergence 𝑅 > 0.

Operations on Power series

a) Term wise differentiation

b) Term wise addition, subtraction and multiplication

Legendre’s Equation: Legendre’s differential equation

1 − 𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 𝑛 𝑛 + 1 𝑦 = 0 … … (1)

2𝑥 𝑛 𝑛+1
Dividing by (1 − 𝑥 2 ) we see that the coefficients − 1−𝑥2 and are analytic at 𝑥 = 0, so
1−𝑥 2
we can apply the power series method.

Put 𝑦 = σ∞ 𝑎
𝑚=0 𝑚 𝑥 𝑚
and its derivative in (1). Let 𝑛 𝑛 + 1 = 𝑘, we get

∞ ∞ ∞

1 − 𝑥 2 ෍ 𝑚 𝑚 − 1 𝑎𝑚 𝑥 𝑚−2 − 2𝑥 ෍ 𝑚 𝑎𝑚 𝑥 𝑚−1 + 𝑘 ෍ 𝑎𝑚 𝑥 𝑚 = 0
𝑚=2 𝑚=1 𝑚=0

∞ ∞ ∞ ∞

෍ 𝑚 𝑚 − 1 𝑎𝑚 𝑥 𝑚−2 − ෍ 𝑚 𝑚 − 1 𝑎𝑚 𝑥 𝑚 − ෍ 2𝑚 𝑎𝑚 𝑥 𝑚 + ෍ 𝑘 𝑎𝑚 𝑥 𝑚 = 0
𝑚=2 𝑚=2 𝑚=1 𝑚=0
Put 𝑚 = 𝑠 + 2 in 1st series and 𝑚 = 𝑠 in the other series, we get

∞ ∞ ∞ ∞

෍ 𝑠 + 2 𝑠 + 1 𝑎𝑠+2 𝑥 𝑠 − ෍ 𝑠 𝑠 − 1 𝑎𝑠 𝑥 𝑠 − ෍ 2𝑠 𝑎𝑠 𝑥 𝑠 + ෍ 𝑘 𝑎𝑠 𝑥 𝑠 = 0
𝑠=0 𝑠=2 𝑠=1 𝑠=0

The sum of the coefficients of each powers of 𝑥 on the left side must be zero as right hand
side is zero.

Coeff. Of 𝑥 0 : 2𝑎2 + 𝑛 𝑛 + 1 𝑎0 = 0

Coeff of 𝑥1 : 3.2𝑎3 + −2 + 𝑛 𝑛 + 1 𝑎1 = 0 and so on..

𝑠 + 2 𝑠 + 1 𝑎𝑠+2 + −𝑠 𝑠 − 1 − 2𝑠 + 𝑛 𝑛 + 1 𝑎𝑠 = 0

i.e. 𝑠 + 2 𝑠 + 1 𝑎𝑠+2 + 𝑛 − 𝑠 𝑛 + 𝑠 + 1 𝑎𝑠 = 0
 𝑛−𝑠 𝑛+𝑠+1
Thereofore, 𝑎𝑠+2 = − 𝑎𝑠 , 𝑠 = 0,1,2, …
𝑠+2 𝑠+1

This is called recurrence relation.

𝑛 𝑛+1 𝑛−1 𝑛+2

Now, 𝑎2 = − 𝑎0 , 𝑎3 = − 𝑎1
2! 3!

𝑛−2 𝑛+3 𝑛−3 𝑛+4

𝑎4 = − 𝑎2 𝑎5 = − 𝑎3
4.3 5.4

𝑛−2 𝑛 (𝑛+1)(𝑛+3) (𝑛−3)(𝑛−1)(𝑛+2)(𝑛+4)

= 𝑎0 = 𝑎1
4! 5!

And so on.

By inserting these expressions for the coefficients in 𝑦(𝑥) we get

 𝑦 𝑥 = 𝑎0 𝑦1 𝑥 + 𝑎1 𝑦2 (𝑥)

𝑛 𝑛+1 𝑛−2 𝑛 𝑛+1 𝑛+3

Where 𝑦1 𝑥 = 1 − 𝑥2 + 𝑥4 − ⋯
2! 4!

𝑛−1 𝑛+2 3 𝑛−3 𝑛−1 𝑛+2 𝑛+4

And 𝑦2 𝑥 = 𝑥 − 𝑥 + 𝑥5 − ⋯
3! 5!

Problem: Find the first four terms in each portion of the series solution around 𝑥0 = −2 for
𝑦 ′′ − 𝑥𝑦 = 0

Solution: we have 𝑦 ′′ − 𝑥𝑦 = 0 … . (1)

Given 𝑥0 = −2

Then 𝑦 𝑥 = σ∞
𝑚=0 𝑎𝑚 𝑥 + 2
𝑚
, 𝑦 ′ 𝑥 = σ∞
𝑚=1 𝑚 𝑎𝑚 𝑥 + 2
𝑚−1
,

𝑦 ′′ 𝑥 = σ∞
𝑚=2 𝑚 𝑚 − 1 𝑎𝑚 (𝑥 + 2)
𝑚−2
Substituting in (1), we get

∞ ∞
𝑚−2 𝑚
෍ 𝑚 𝑚 − 1 𝑎𝑚 𝑥 + 2 − 𝑥 ෍ 𝑎𝑚 𝑥 + 2 =0
𝑚=2 𝑚=0

We will modify the coeff of the second series

∞ ∞
𝑚−2 𝑚
෍ 𝑚 𝑚 − 1 𝑎𝑚 𝑥 + 2 − (𝑥 + 2 − 2) ෍ 𝑎𝑚 𝑥 + 2 =0
𝑚=2 𝑚=0

∞ ∞ ∞
𝑚−2 𝑚+1 𝑚
෍ 𝑚 𝑚 − 1 𝑎𝑚 𝑥 + 2 − ෍ 𝑎𝑚 𝑥 + 2 + 2 ෍ 𝑎𝑚 𝑥 + 2 =0
𝑚=2 𝑚=0 𝑚=0
Put 𝑚 = 𝑠 + 2 in 1st series, 𝑚 = 𝑠 − 1 in the 2nd series and 𝑚 = 𝑠 in the 3rd series, we get

∞ ∞ ∞
𝑠 𝑠 𝑠
෍ 𝑠 + 2 𝑠 + 1 𝑎𝑠+2 𝑥 + 2 − ෍ 𝑎𝑠−1 𝑥 + 2 + ෍ 2 𝑎𝑠 𝑥 + 2 =0
𝑠=0 𝑠=1 𝑠=0

∞
𝑠
⟹ 2𝑎2 + 2𝑎0 + ෍ 𝑠 + 2 𝑠 + 1 𝑎𝑠+2 − 𝑎𝑠−1 + 2 𝑎𝑠 𝑥 + 2 =0
𝑠=1

Equating the coeffs of like powers 𝑥 to zero:

𝑠 = 0: 2𝑎2 + 2𝑎0 = 0

𝑠 = 1,2, … 𝑠 + 2 𝑠 + 1 𝑎𝑠+2 − 𝑎𝑠−1 + 2𝑎𝑠 = 0

So, 𝑎2 = −𝑎0

𝑎𝑠−1 −2 𝑎𝑠
𝑎𝑠+2 = (𝑠+2)(𝑠+1)

𝑎0 −2𝑎1 𝑎0 𝑎1
𝑠 = 1: 𝑎3 = 3.2
= 6
− 3

𝑎1 − 2𝑎2 𝑎1 − 2(−𝑎0 ) 𝑎0 𝑎1
𝑠 = 2: 𝑎4 = = = +
4.3 4.3 6 12
𝑎2 −2𝑎3 𝑎 𝑎
𝑠 = 3: 𝑎5 = = − 150 + 301
5.4

Now substituting in the solution 𝑦 𝑥 = σ∞

𝑚=0 𝑎𝑚 𝑥 + 2
𝑚

2 3 4 5
= 𝑎0 + 𝑎1 𝑥 + 2 + 𝑎2 𝑥 + 2 + 𝑎3 𝑥 + 2 + 𝑎4 𝑥 + 2 + 𝑎5 𝑥 + 2 + ⋯.
 2 𝑎0 𝑎1 3 𝑎0 𝑎1 4
=𝑎0 + 𝑎1 𝑥 + 2 − 𝑎0 𝑥 + 2 + − 𝑥+2 + + 12 𝑥+2
6 3 6

𝑎0 𝑎1 5
+ − + 𝑥+2 +⋯
15 30

2 1 3 1 4 1 5
=𝑎0 1 − 𝑥 + 2 +6 𝑥+2 + 𝑥+2 − 𝑥+2 +⋯
6 15

1 3 1 4 1 5
+𝑎1 [ 𝑥 + 2 − 𝑥+2 + 𝑥+2 + 𝑥+2 + ⋯]
3 12 30

This is the solution of the given ODE.

 MA2002D-Mathematics IV
Frobenius Method

National Institute of Technology, Calicut

 Frobenius Method

❑ A Power series solution σ∞

𝑛=0 𝑐𝑛 𝑥 − 𝑥0
𝑛
was obtained for DE only when 𝑥0 is an
ordinary point (or, regular point). Solution near regular singular point 𝑥0 can be obtained by
an extension of the power series method known as Frobenius method.

❑ In this method we consider a series of the form

𝑥 − 𝑥0 𝑟 σ∞
𝑛=0 𝑐𝑛 𝑥 − 𝑥0
𝑛
……… (1)

known as Frobenius series. Here 𝑟 is unknown (real or complex) constant to be determined.

Theorem: Let 𝑥0 be a regular singular point of the DE
𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0 … … … (2)

Then (2) has at least one non-trivial solution of the form

∞
𝑟 𝑛
𝑦 = 𝑥 − 𝑥0 ෍ 𝑐𝑛 𝑥 − 𝑥0 … … … . (3)
𝑛=0

which is convergent in some deleted neighbourhood about 𝑥0 , 0 < 𝑥 − 𝑥0 < 𝑅, 𝑅 > 0

Frobenius Method:

Step I: Assume a solution of the form 𝑦 𝑥 = 𝑥 − 𝑥0 𝑟 σ∞

𝑛=0 𝑐𝑛 𝑥 − 𝑥0
𝑛
… … (4)

for the DE (2), with 𝑥0 as a regular singular point. Here 𝑟 is chosen so that 𝑐0 ≠ 0.

Step II: Differentiating (4) obtaining

𝑦 ′ 𝑥 = ෍ 𝑛 + 𝑟 𝑐𝑛 𝑥 − 𝑥0 𝑛+𝑟−1
… . . (5)
𝑛=0

and 𝑦 ′′ 𝑥 = σ∞
𝑛=0 𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑐𝑛 𝑥 − 𝑥0
𝑛+𝑟−2
… … . . (6)

Substitute (4), (5), (6) in DE (2).

Collecting the coefficients of like powers of 𝑥 − 𝑥0 , equation (2) takes the form
𝑟+𝑘 𝑟+𝑘+1 𝑟+𝑘+2
𝐾0 𝑥 − 𝑥0 + 𝐾1 𝑥 − 𝑥0 + 𝐾2 𝑥 − 𝑥0 +⋯=0

Here the coefficients 𝐾𝑖 (𝑖 = 0,1,2,3. . ) are functions of the exponent 𝑟 and the constant
coefficients 𝑐𝑛′ 𝑠. Also 𝑘 is an integer.

Step III: Since (4) is the solution of DE, then we must have
𝐾0 = 𝐾1 = 𝐾2 = ⋯ = 0

Here 𝐾0 is the coefficient of the lower power 𝑟 + 𝑘 of 𝑥 − 𝑥0 .

The equation 𝐾0 = 0 is a quadratic equation in 𝑟, known as the indicial equation of the DE

(2).
Step IV: Now 𝑟 is known, solving the equations 𝐾1 = 0, 𝐾2 = 0, … we determine completely
the unknown constant coefficient 𝑐𝑛′ 𝑠.

Step V: Let 𝑦1 (𝑥) and 𝑦2 (𝑥) be two non trivial linearly independent solutions of the DE (2).

Then the general solution of (2) is 𝑦 𝑥 = 𝐴 𝑦1 𝑥 + 𝐵𝑦2 (𝑥), where 𝐴, 𝐵 are arbitrary
constants.

Then with the known exponent 𝑟 and the known coefficients 𝑐𝑛′ 𝑠 , 𝑦1 (𝑥) , one of the two
solutions of (2) is of the form (4). The form of the second (other) solution 𝑦2 (𝑥) may be
similar to (4) (with different 𝑟 and different coefficient) or may contain a logarithmic term.
The form of 𝑦2 𝑥 will be indicated by the indicial equation. There are three cases:
Case 1: Distinct roots not differing by an integer 1,2,3,…

Suppose 𝑟1 − 𝑟2 ≠ 𝑁, where 𝑁 is a non-negative integer, then

∞
𝑟1 𝑛
𝑦1 𝑥 = 𝑥 − 𝑥0 ෍ 𝑐𝑛 𝑥 − 𝑥0 … … . . (7)
𝑛=0

and 𝑦2 𝑥 = 𝑥 − 𝑥0 𝑟2 σ∞ 𝑛
𝑛=0 𝑏𝑛 𝑥 − 𝑥0 , 𝑐0 ≠ 0, 𝑏0 ≠ 0 … … … (8)

Case 2: Roots differencing by an integer 1,2,3…

Suppose 𝑟1 − 𝑟2 = 𝑁, where 𝑁 is a positive integer. Then

 ∞
𝑟 𝑛
𝑦1 𝑥 = 𝑥 − 𝑥0 ෍ 𝑐𝑛 𝑥 − 𝑥0 … … . (7)
𝑛=0

and 𝑦2 𝑥 = 𝑥 − 𝑥0 𝑟 σ∞
𝑛=0 𝑏𝑛 𝑥 − 𝑥0
𝑛
+ 𝐴∗ 𝑦1 𝑥 ln 𝑥 − 𝑥0 … … . . (9)

Here 𝑐0 ≠ 0, 𝑏0 ≠ 0 and the constant 𝐴∗ may or may not be zero.

Case 3: Double root 𝑟1 = 𝑟2

Suppose 𝑟1 − 𝑟2 = 0. Then

∞
𝑟1
𝑦1 𝑥 = 𝑥 − 𝑥0 ෍ 𝑐𝑛 𝑥 − 𝑥0 𝑛 , 𝑐0 ≠ 0 … . . (7)
𝑛=0
 𝑟1 +1 σ∞ 𝑛
and 𝑦2 𝑥 = 𝑥 − 𝑥0 𝑛=0 𝑏𝑛 𝑥 − 𝑥0 + 𝑦1 𝑥 ln 𝑥 − 𝑥0 … … … . . (10)

Note 1: If 𝑟1 − 𝑟2 = 𝑁, where 𝑁 = 1,2, … sometimes it is possible to obtain the general

solution using the smaller root alone, without bothering to find explicitly the solution
corresponding to the larger root.

Note 2: In Case 2, 𝑟1 − 𝑟2 = 𝑁, where 𝑁 = 1,2, … the second solution 𝑦2 (𝑥) may not contain
the logarithm term 𝐴∗ 𝑦1 𝑥 ln(𝑥 − 𝑥0 ) . In some cases 𝐴∗ is zero, so 𝑦2 is same as (8).

Note 3: In Case 3, 𝑟1 − 𝑟2 = 0 (double root), 𝑦2 (𝑥) always contain the logarithm term
𝑦1 𝑥 ln 𝑥 − 𝑥0 and is never of the simple form (8).
Note 4: In Case 2, roots differing by an integer in logarithmic case, take the first solution
𝜕 𝑦1 (𝑥,𝑟)
𝑦1 𝑥, 𝑟 , then the second solution is i.e. partial derivative of 𝑦1 (𝑥, 𝑟) w.r.t. r. Then
𝜕𝑟

taking 𝑟 as the smaller root 𝑟2 , we get the two linearly independent solutions 𝑦1 𝑥, 𝑟2 and

𝜕 𝑦1 (𝑥,𝑟2 )
. Here the second solution 𝑦2 contains the logarithm term.
𝜕𝑟

Note 5: In both Cases 2 and 3, the second solution containing logarithmic term can be
obtained by reduction of order.