Ch 5.

4: Regular Singular Points

Recall that the point x
0
is an ordinary point of the equation


if p(x) = Q(x)/P(x) and q(x)= R(x)/P(x) are analytic at at x
0
.
Otherwise x
0
is a singular point.
Thus, if P, Q and R are polynomials having no common
factors, then the singular points of the differential equation
are the points for which P(x) = 0.
0 ) ( ) ( ) (
2
2
= + + y x R
dx
dy
x Q
dx
y d
x P
Example 1: Bessel and Legendre Equations
Bessel Equation of order v:


The point x = 0 is a singular point, since P(x) = x
2
is zero
there. All other points are ordinary points.

Legendre Equation:


The points x = 1 are singular points, since P(x) = 1- x
2
is
zero there. All other points are ordinary points.

( ) 0
2 2 2
= +
'
+
' '
y x y x y x v
( ) ( ) 0 1 2 1
2
= + +
'

' '
y y x y x o o
Solution Behavior and Singular Points
If we attempt to use the methods of the preceding two
sections to solve the differential equation in a neighborhood
of a singular point x
0
, we will find that these methods fail.
This is because the solution may not be analytic at x
0
, and
hence will not have a Taylor series expansion about x
0
.
Instead, we must use a more general series expansion.
A differential equation may only have a few singular points,
but solution behavior near these singular points is important.
For example, solutions often become unbounded or
experience rapid changes in magnitude near a singular point.
Also, geometric singularities in a physical problem, such as
corners or sharp edges, may lead to singular points in the
corresponding differential equation.
Numerical Methods and Singular Points
As an alternative to analytical methods, we could consider
using numerical methods, which are discussed in Chapter 8.
However, numerical methods are not well suited for the study
of solutions near singular points.
When a numerical method is used, it helps to combine with it
the analytical methods of this chapter in order to examine the
behavior of solutions near singular points.
Solution Behavior Near Singular Points
Thus without more information about Q/P and R/P in the
neighborhood of a singular point x
0
, it may be impossible to
describe solution behavior near x
0
.
It may be that there are two linearly independent solutions
that remain bounded as x x
0
; or there may be only one,
with the other becoming unbounded as x x
0
; or they may
both become unbounded as x x
0
.
If a solution becomes unbounded, then we may want to know
if y in the same manner as (x - x
0
)
-1
or |x - x
0
|
-
, or in
some other manner.
Example 1
Consider the following equation

which has a singular point at x = 0.
It can be shown by direct substitution that the following
functions are linearly independent solutions, for x = 0:

Thus, in any interval not containing the origin, the general
solution is y(x) = c
1
x
2
+ c
2
x
-1
.
Note that y = c
1
x
2
is bounded and analytic at the origin, even
though Theorem 5.3.1 is not applicable.
However, y = c
2
x
-1
does not have a Taylor series expansion
about x = 0, and the methods of Section 5.2 would fail here.
1
2
2
1
) ( , ) (

= = x x y x x y
, 0 2
2
=
' '
y y x
Example 2
Consider the following equation

which has a singular point at x = 0.
It can be shown the two functions below are linearly
independent solutions and are analytic at x = 0:

Hence the general solution is

If arbitrary initial conditions were specified at x = 0, then it
would be impossible to determine both c
1
and c
2
.
0 2 2
2
= +
'

' '
y y x y x
2
2 1
) ( , ) ( x x y x x y = =
2
2 1
) ( x c x c x y + =
Example 3
Consider the following equation

which has a singular point at x = 0.
It can be shown that the following functions are linearly
independent solutions, neither of which are analytic at x = 0:

Thus, in any interval not containing the origin, the general
solution is y(x) = c
1
x
-1
+ c
2
x
-3
.
It follows that every solution is unbounded near the origin.
3
2
1
1
) ( , ) (

= = x x y x x y
, 0 3 5
2
= + +
' '
y xy y x
Classifying Singular Points
Our goal is to extend the method already developed for solving

near an ordinary point so that it applies to the neighborhood of
a singular point x
0
.
To do so, we restrict ourselves to cases in which singularities
in Q/P and R/P at x
0
are not too severe, that is, to what might
be called weak singularities.
It turns out that the appropriate conditions to distinguish weak
singularities are
0 ) ( ) ( ) ( = +
'
+
' '
y x R y x Q y x P
( ) ( ) finite. is
) (
) (
lim finite is
) (
) (
lim
2
0 0
0 0 x P
x R
x x and
x P
x Q
x x
x x x x


Regular Singular Points
Consider the differential equation

If P and Q are polynomials, then a regular singular point x
0

is singular point for which


For more general functions than polynomials, x
0
is a regular
singular point if it is a singular point with


Any other singular point x
0
is an irregular singular point.
( ) ( ) finite. is
) (
) (
lim finite is
) (
) (
lim
2
0 0
0 0 x P
x R
x x and
x P
x Q
x x
x x x x


( ) ( ) . at analytic are
) (
) (

) (
) (
0
2
0 0
x x
x P
x R
x x and
x P
x Q
x x =
0 ) ( ) ( ) ( = +
'
+
' '
y x R y x Q y x P
Example 4: Bessel Equation
Consider the Bessel equation of order v


The point x = 0 is a regular singular point, since both of the
following limits are finite:
( ) 0
2 2 2
= +
'
+
' '
y x y x y x v
( )
( )
2
2
2 2
2
0
2
0
2
0
0
lim
) (
) (
lim
, 1 lim
) (
) (
lim
0
0
v
v
=
|
|
.
|

\
|

=
=
|
.
|

\
|
=


x
x
x
x P
x R
x x
x
x
x
x P
x Q
x x
x x x
x x x
Example 5: Legendre Equation
Consider the Legendre equation


The point x = 1 is a regular singular point, since both of the
following limits are finite:




Similarly, it can be shown that x = -1 is a regular singular
point.
( ) ( ) 0 1 2 1
2
= + +
'

' '
y y x y x o o
( ) ( )
( ) ( )
( )
( )
( )
0
1
1
1 lim
1
1
1 lim
) (
) (
lim
, 1
1
2
lim
1
2
1 lim
) (
) (
lim
1
2
2
1
2
0
1
2
1
0
0
0
=
|
.
|

\
|
+
+
=
|
.
|

\
|

+
=
=
|
.
|

\
|
+
=
|
.
|

\
|

=


x
x
x
x
x P
x R
x x
x
x
x
x
x
x P
x Q
x x
x x x x
x x x x
o o o o
Example 6
Consider the equation


The point x = 0 is a regular singular point:




The point x = 2, however, is an irregular singular point, since
the following limit does not exist:
( ) ( ) 0 2 3 2 2
2
= +
'
+
' '
y x y x y x x
( )
( ) ( )
( )
( )
( )
< =

=
|
|
.
|

\
|

=
< =

=
|
|
.
|

\
|

=


0
2 2
lim
2 2
2
lim
) (
) (
lim
, 0
2 2
3
lim
2 2
3
lim
) (
) (
lim
0
2
2
0
2
0
2
0
2
0
0
0
0
x
x
x x
x
x
x P
x R
x x
x
x
x x
x
x
x P
x Q
x x
x x x x
x x x x
( ) ( )
( )
( ) 2 2
3
lim
2 2
3
2 lim
) (
) (
lim
2
2
2
0
0
=
|
|
.
|

\
|

=

x x
x
x x
x
x
x P
x Q
x x
x x x x
Example 7: Nonpolynomial Coefficients (1 of 2)
Consider the equation

Note that x = t /2 is the only singular point.
We will demonstrate that x = t /2 is a regular singular point by
showing that the following functions are analytic at t /2:
( ) ( ) ( ) 0 sin cos 2 /
2
= +
'
+
' '
y x y x y x t
( )
( )
( )
( )
x
x
x
x
x
x
x
x
x sin
2 /
sin
2 / ,
2 /
cos
2 /
cos
2 /
2
2
2
=

t
t
t
t
t
Example 7: Regular Singular Point (2 of 2)
Using methods of calculus, we can show that the Taylor series
of cos x about t /2 is



Thus


which converges for all x, and hence is analytic at t /2.
Similarly, sin x analytic at t /2, with Taylor series


Thus t /2 is a regular singular point of the differential equation.
( )

=
+
+

=
0
1 2
1
2 /
! ) 1 2 (
) 1 (
cos
n
n
n
x
n
x t
( ) , 2 /
! ) 1 2 (
) 1 (
1
2 /
cos
1
2
1

=
+

+ =

n
n
n
x
n x
x
t
t
( )

=
0
2
2 /
! ) 2 (
) 1 (
sin
n
n
n
x
n
x t