Copyright Ren Barrientos Page 1

MAP2302 Lecture 10
2011-3
Series Solutions at ordinary Points
The idea behind series methods is this: well-behaved functions are analytic in some subset of R. It stands to
reason that if the equation
a
2
(x)y
ii
+a
1
(x)y
i
+a

(x)y = (x) (1)

has well-behaved coefficients and forcing function, then its solutions should be also well-behaved analytic
functions. Hence, we should expect two linearly independent solutions which have power series representations
in some common subsetI of the reals. Hence, we assume a solution of the form
y(x) = c
n
(x -x
0
)
n

n=0

This solution involves an infinite number of arbitrary constants (namely, the coefficientsc
n
), but we know that a
second order equation can only have two. Therefore, the quantities c
n
must be related and the goal of the method
is to find that relationship. Before we continue we need to state a few fundamental facts and definitions.






Clearly if o
2
(x
0
) = u then x
0
is a singular point. We will not treat singular points in these notes, but you should
be able to distinguish between the following two types of singularities:
Regular and Irregular Singular Points
A point x
0
is a regular singular point if it is a singular point but both (x -x
0
)P(x) and (x -x
0
)
2
(x) are analytic at x
0
.
Otherwise we say it is a irregular singular point. Methods to solve equations at regular singular points are treated in the
appendix.
Existence of Power Series Solutions








Example 1 The equation (1 -x)y +y -xy = u has x = 1 as a singularity since it is clear that
P(x) =
1
1 -x
anu Q(x) =
-x
1 -x

are not analytic at x = 1. On the other hand, both (x -1)P(x) = -1 anu (x -1)
2
(x) = x(x -1)
aie analytic at x = 1. Theiefoie, x = 1 is a iegulai singulai point.
Observe that on the other hand, x = u is an ordinary point. Therefore, we are guaranteed to have two
linearly independent solutions of the form
y(x) = c
n
(x -x

)
n

n=

Suppose x

is an ordinary point of equation (1). Then there exist two linearly independent solutions of the
form
which converge on the interval |x -x

| < R where R is at least as large as the distance fromx

to the
nearest singularity of the equation.
P(x) =
a
1
(x)
a
2
(x)
anu Q(x) =
a

(x)
a
2
(x)

Ordinary Points of an Equation
A point x
0
is an ordinary point of equation (1) if both
are analytic at x
0
. On the contrary, If x
0
is not an ordinary point, we call it a singular point or a singularity.
Copyright Ren Barrientos Page 2

y(x) = c
n
(x -)
n

n=
= c
n
x
n

n=

which converge on the interval |x -u| < R where R is at least 1, the distance from the ordinary point
x = u to the closest singularity x = 1. Notice that x = is not the only ordinary point of this equation; any
other point other than x = 1 would have done.
Example 2 Determine the singular points of the equation (x
2
-9)y -2xy' +4y = u. What interval of
convergence is expect for the series solution about x
0
= 1?
Solution
o
2
(x) = (x
2
-9) so x = _S are the a singular points of the equation. P(x) = -2x(x
2
-S) and
(x) = 4(x
2
-S) are both analytic at x
0
= 1. Therefore, x
0
= 1 is an ordinary point and we are
guaranteed to have two linearly independent solutions of the form
c
n
(x -1)
n

n=0

Which converges on |x -1| < R, where R is at least 2, the distance from x = 1 to the nearest
singularity x = S. Thus R 2.
The Method
Suppose x
0
is an ordinary point of the differential equation (1). Then
Step 1 Let y = c
n
(x -x

)
n
n=

Step 2 Substitute y in the differential equation and adjust the terms so that all sums can be combined into
a single sum.
Step 3 Obtain a recursive formula and generate as many terms c
n
as needed in order to determine their
general form, or if not possible enough terms to obtain the pattern of the two linearly independent
solutions.
Step 4 If possible, write the solution in summation form and apply the initial conditions if they are given.
As a quick review, term-by-term differentiation can be done within a series interval of convergence and the
result is as follows: If
y = c
0
+c
1
x +c
2
x
2
+ = c
n
x
n

n=0

Then
y
i
= c
1
+2c
2
x +Sc
3
x
2
= nc
n
x
n-1

n=1

and
y'' = 2c
2
+S 2c
3
x +4 S 2c
3
x
2
= n(n -1)c
n
x
n-2

n=2

and so on.
However, notice that nothing is altered if we start the last two sums at n = u. This will be an option that may be
exercised and both methods will be illustrated in the examples below.
Example 3 Find the series solution of the equationy
i
-y = u.
Solution
We already well know that this equation has as solution y = ke
x
where k is a constant. However, let
us see what the series method gives us. Observe that x = u is an ordinary point.
Step 1 let y = c
n
x
n
n=0
. Then
y
i
= nc
n
x
n-1

n=1

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Step 2 Substituting the sums in the equation y
i
-y = u:
nc
n
x
n-1

n=1
- c
n
x
n

n=0
= u
In order to combine these, we must re-index the sums. Let n -1 = k in the first sum. Then n = k +1
and substitution gives us
(k +1)c
k+1
x
k

k=0
- c
n
x
n

n=0
= u
Since the indeces are just dummy variables, we can express both sums in terms of k or n; let us use k,
which is a totally arbitrary choice:
(k +1)c
k+1
x
k

k=0
- c
k
x
k

k=0
= u
These may be combined into a single sum:
|(k +1)c
k+1
-c
k
]x
k

k=0
= u
Step 3 This equation is true for all x if and only if
(k +1)c
k+1
-c
k
= u; k = u,1,2,
or
(k +1)c
k+1
=
c
k
k +1
; k = u,1,2,
This relation, called the recursive relation or formula, may be used to generate the terms of the series.
Since we have a first order equation, there can only be one arbitrary constant. Therefore, the
coefficients c
k
must reduce to a single one. Let us generate these terms in order to establish this
connection.
k = u: c
1
=
c

1

k = 1: c
2
=
c
1
2
=
c

1 2

k = 2: c
3
=
c
2
S
=
c

1 2 3

k = S: c
4
=
c
3
4
=
c

1 2 3 4

k = 4: c
5
=
c
4
S
=
c

1 2 3 4 5

.
.
.

It is clear that
c
n
=
c

n!

[recall that n! = n(n -1)(n -2) S 2 1]
Look at what the series solution has become:
y = c
0
+c
1
x +c
2
x
2
+c
3
x
3
+c
n
x
n
+
Substituting the coefficients,
y = c

+
c

1
x +
c

1 2
x
2
+
c

1 2 3
x
3
+
c

n!
x
n
+
Copyright Ren Barrientos Page 4

Factoringc
0
:
y = c

_1 +
1
1
x +
1
1 2
x
2
+
1
1 2 3
x
3
+
1
n!
x
n
+ _


Thus, we reach the pleasant but anticipated conclusion thaty = c

e
x
.
Let us take this opportunity to show another technique for obtaining the recursive relation which, as you have
seen, is at the heart of this method. Observe that
y
i
= nc
n
x
n-1

n=1
= nc
n
x
n-1

n=

because the term corresponding to n = u in the second sum is 0 anyway. So now Step 2above looks like this:
nc
n
x
n-1

n=0
- c
n
x
n

n=0
= u
In order to write the left-hand side as a single sum, let m= n -1 in the first sum. Then n = m+1 and
n = u =m = -1 . Thus,
nc
n
x
n-1

n=0
- c
n
x
n

n=0
= u


becomes
(m+1)c
m+1
x
m

m=-1
- c
n
x
n

n=0
= u
Renaming to m the index in the second sum:
(m+1)c
m+1
x
m

m=-1
- c
m
x
m

m=0
= u
Now notice that when m = -1, the first term of the first sum is u. Therefore, we may start that sum
with m = u as well:
(m+1)c
m+1
x
m

m=0
- c
m
x
m

m=0
= u
Thus, we can express this as a single sum:
|(m+1)c
m+1
-c
m
]x
m

m=0
= u
Hence,
(m+1)c
m+1
-c
m
= u
or
c
m+1
=
c
m
(m+1)
, m= , 1, 2, 3
This is exactly the same recursive formula we obtained earlier.
Example 4 (Another familiar equation) Find the series solution of the equationy
ii
+y = u.
Solution
Once again x = u is an ordinary point. Therefore, we can take y = c
n
x
n
n=0
as our tentative solution.
What we expect is to obtain the two already known solutions y = sinx and y = cos x. Let us see what
solutions the method of series produces.
n -1 = m
=n = m+1
n = u - m = -1
e
x
Copyright Ren Barrientos Page 5

Computing the derivatives and using the idea outlined in the discussion following example 3,
y
i
= nc
n
x
n-1

n=1
- nc
n
x
n-1

n=0

y
ii
= n(n -1)c
n
x
n-2

n=2
- n(n -1)c
n
x
n-2

n=0

Substituting in the equation,
n(n -1)c
n
x
n-2

n=0
+ c
n
x
n

n=0
= u
We need to do some adjustments:
n(n -1)c
n
x
n-2

n=0
+ c
n
x
n

n=0
= u




With this re-indexing we have:
(] +2)(] +1)c
]+2
x
]

]=-2
+ c
]
x
]

]=0
= u
Observe that the first two terms of the first series corresponding to ] = -2 and ] = -1 are u.
Therefore, we may start it at ] = u as well.
(] +2)(] +1)c
]+2
x
]

]=0
+ c
]
x
]

]=0
= u
Thus,
|(] +2)(] +1)c
]+2
+c
]
]x
]

]=0
= u
The recursive formula is:
(] +2)(] +1)c
]+2
+c
]
= u; ] = u,1,2,
Solving for c
]+2
:
c
j+2
=
-c
j
(j +2)(j +1)
; j = , 1, 2,
Generating some of the coefficients will give us an idea of what they look like. Remember, in this
problem there can only be two arbitrary constants since we have a second order equation.
] = u: c
2
=
-c
0
2 1

] = 1: c
3
=
-c
1
S 2

] = 2: c
4
=
-c
2
4 S
=
c
0
4 S 2 1

] = S: c
5
=
-c
3
S 4
=
c
1
S 4 S 2

] = 4: c
6
=
-c
4
6 S
=
-c
0
6 S 4 S 2 1

] = S: c
7
=
-c
5
7 6
=
-c
1
7 6 S 4 S 2

and so on.
Thus, the solution y = c
0
+c
1
x +c
2
x
2
+c
3
x
3
+c
4
x
4
+c
5
x
5
+c
6
x
6
becomes
n - 2 = j = n = j + 2
n = =j = -2
n = j
Copyright Ren Barrientos Page 6

y = c

+c
1
x -
c

2 1
x
2
-
c
1
3 2
x
3
+
c

4 3 2 1
x
4
+
c
1
5 4 3 2
x
5

-
c

5 4 3 2 1
x

+
y = c

-
c

2 1
x
2
+
c

4!
x
4
-
c

!
x

+
+ c
1
x -
c
1
3 2
x
3
+
c
1
5 4 3 2
x
5
+
Grouping the common constants,
y = c

_1 -
1
2!
x
2
+
1
4!
x
4
+] +c
1
_x -
1
3!
x
3
+
1
5!
x
5
+]
We could not be happier. The terms in parentheses correspond to the cosine and the sine series,
respectively. Thus,
y(x) = c

us x +c
1
stn x
as expected.
Example 5 (non-constant coefficients) find the series solution of the equationy
i
-xy = u. Express the answer in
summation form.
Solution
This equation can be solved by separation of variables and you should do so in order to compare the
answers.
x = u is an ordinary point of this equation. In fact, since the leading function o
1
(x) = 1 for all x, every
real number is an ordinary point. This is a first order equation so we expect only one arbitrary constant.
Let y = c
n
x
n
n=0
be the solution. Substituting in the equation,
nc
n
x
n-1

n=0
-x c
n
x
n

n=0
= u
Absorbing x in the second sum,
nc
n
x
n-1

n=0
- c
n
x
n+1

n=0
= u
We need to fix the powers in both sums:
nc
n
x
n-1

n=0
- c
n
x
n+1

n=0
= u




With these substitutions, the equation becomes
(k +1)c
k+1
x
k

k=-1
- c
k-1
x
k

k=1
= u
Once again, the term corresponding to k = -1 in the first sum is u. Therefore, we may write
(k +1)c
k+1
x
k

k=0
- c
k-1
x
k

k=1
= u
In order to align the sums, we expand one term of the first sum (this procedure of expanding terms of some
of the sums will be necessary from time to time).
k = n -1
n = k + 1
n = u =k = -1

k = n +1
n = k - 1
n = u =k = 1

Copyright Ren Barrientos Page 7

1 c
1
+ (k +1)c
k+1
x
k

k=1
- c
k-1
x
k

k=1
= u


We now can combine the sums:
1 c
1
+ |(k +1)c
k+1
-c
k-1
]x
k

k=1
= u
This equality holds for all x if and only the coefficients of all the powers of x on one side of the equation
are equal to those on the other: Therefore,
c
1
= u anu (k +1)c
k+1
-c
k-1
= u; k = 1,2,S,
The recursive relation is,







We can now generate some of the constants and hopefully discern a pattern.

k = 1: c
2
=
c

2

k = 2: c
3
=
c
1
3
= |stne c
1
= ]
k = S: c
4
=
c
2
4
=
c

4 2

k = 4: c
5
=
c
3
5
=
k = S: c

=
c
4

=
c

4 2

k = 6: c
7
=
c
5
7
=
The pattern indicates that c
2m+1
= u and c
2m
=
c
0
(2m)(2m-2)(2m-4)2
for m = 1, 2, S, A few more
terms will verify this.
Thus, the odd powers of x are absent from the sum because their coefficients are u:
y = c
0
+c
1
x +c
2
x
2
+c
3
x
3
+c
4
x
4
+c
5
x
5
+c
6
x
6

Substituting the coefficients,
y = c
0
+
c

2
x
2
+
c

4 2
x
4
+
c

4 2
x
6
+
Factoring c
0
,
y = c

_1 +
1
2
x
2
+
1
2 4
x
4
+
1
2 4
x

+_
This is another of the few instances when we can write the solution in summation (closed) form:
y = c

_1 +
1
2 4 (2n)
x
2n

n=1
_
First term of the series
corresponding to k = u
c
1
=
c
k+1
=
c
k-1
(k +1)
; k = 1, 2, 3, 4,
Copyright Ren Barrientos Page 8

More often than not one will not be able to express the solution in closed form. In those cases, it will be
necessary to generate enough terms of the series so that at least the first three terms of each of the two solutions
are apparent.
Example 6 Find the series solution of the equation y
ii
-xy
i
+2y = u.
Solution
Since x
0
= u is an ordinary point of this equation we seek solutions at x
0
= u of the form
y(x) = c
n
x
n

n=0
= c
0
+c
1
x +c
2
x
2
+
Then,
y
i
= nc
n
x
n-1

n=0

y
ii
= n(n -1)c
n
x
n-2

n=0

Substituting:
n(n -1)c
n
x
n-2

n=0
-x nc
n
x
n-1

n=0
+2 c
n
x
n

n=0
= u
Absorb all coefficients into the sums:
n(n -1)c
n
x
n-2

n=0
- nc
n
x
n

n=0
+ 2c
n
x
n

n=0
= u
Now re-adjust the indices so that all powers of x are the same. This can be accomplished by letting
m = n -2 = n = m+2 in the first sum and renaming the indices in the other two:
(m+2)(m+1)c
m+2
x
m

m=-2
- mc
m
x
m

m=0
+ 2c
m
x
m

m=0
= u
The first two terms of the first series corresponding to m = -2 and m = -1 are u so we can start it at
m = u as well:
(m+2)(m+1)c
m+2
x
m

m=0
- mc
m
x
m

m=0
+ 2c
m
x
m

m=0
= u
Combining these in a single sum:
|(m+2)(m+1)c
m+2
-mc
m
+2c
m
]x
m

m=0
= u
Thus,
(m+2)(m+1)c
m+2
-mc
m
+2c
m
= u
is the recursive relation that generates the terms of the solution.
Solving for c
m+2
:
c
m+2
=
mc
m
-2c
m
(m+2)(m+1)
m = u,1,2,
or
c
m+2
=
(m-2)c
m
(m+2)(m+1)
m= , 1, 2,
Remember: we have a second order equation; hence only two arbitrary constants can survive.
m = u: c
2
= -
2c
0
2 1
= -c
0

Copyright Ren Barrientos Page 9

m = 1: c
3
= -
c
1
S 2

m = 2: c
4
= u
m = S: c
5
=
c
3
S 4
= -
c
1
S 4 S 2

m = 4: c
6
=
2c
4
6 S
= u
m = S: c
7
=
Sc
5
7 6
= -
Sc
1
7 6 S 4 S 2

m = 6: c
8
=
4c
6
8 7
= u
.
.
.
.
Let us see what the solution y = c
0
+c
1
x +c
2
x
2
+c
3
x
3
+ becomes. Substituting the coefficients,
y = c
0
+c
1
x +(-c
0
) x
2
+[-
c
1
S 2
x
3
+u x
4
+[-
c
1
S 4 S 2
x
5
+u x
6
+
If we group together terms of like coefficients we obtain:
y = c
0
(1 -x
2
) +c
1
_x -
1
S 2
x
3
-
1
S 4 S 2
x
5
-
S
7 6 S 4 S 2
x
7
]
Interestingly, one of the sums is finite (rather it is infinite but the even powers of x beyond the second
power haveu coefficients) and, as expected, only two arbitrary constants remain.
Exercise: verify that (x) = c
0
(1 -x
2
) is a solution of the equation.
Example 7 Find the first five non-zero terms of the series solution of the differential equation.
(t -1)
J
2
x
Jt
2
-x(t) = u
Solution
t
0
= u is an ordinary point [verify]. Thus, let x(t) = c
n
t
n
n=0
. Substituting,
(t -1) n(n -1)c
n
t
n-2

n=0
- c
n
t
n

n=0
= u
Distributing (t -1) and absorbing all coefficients,
n(n -1)c
n
t
n-1

n=0
- n(n -1)c
n
t
n-2

n=0
- c
n
t
n

n=0
= u
Let n -1 = k in the first sum, n -2 = k in the second sum, and rename n to k in the last sum. Then,
k(k +1)c
k+1
t
k

k=-1
- (k +2)(k +1)c
k+2
t
k

k=-2
- c
k
t
k

k=0
= u
The first term of the first sum is 0 so we may start it at k = u. The first two terms of the second sum are
also 0 so we may also star it at k = u. Thus,
k(k +1)c
k+1
t
k

k=0
- (k +2)(k +1)c
k+2
t
k

k=0
- c
k
t
k

k=0
= u
or
Copyright Ren Barrientos Page 10

|k(k +1)c
k+1
-(k +2)(k +1)c
k+2
-c
k
]t
k

k=0
= u
Thus,
k(k +1)c
k+1
-(k +2)(k +1)c
k+2
-c
k
= ; k = , 1, 2
The recursive relation is
c
k+2
=
k(k +1)c
k+1
-c
k
(k +2)(k +1)
; k = , 1, 2
Generating terms:
k = u: c
2
= -
c

2

k = 1: c
3
=
1 2 c
2
-c
1
S 2
=
-c

-c
1
3 2

k = 2: c
4
=
2 S c
3
-c
2
4 S
=
2 S [
-c
0
-c
1
S 2
+
c
0
2
4 S
=
-
1
2
c

-c
1
4 3

k = S: c
5
=
S 4 c
4
-c
3
S 4
=
S 4 _
-
1
2
c
0
-c
1
4 S
_ +
c
0
+c
1
S 2
S 4
=
-
1
3
c

-
5

c
1
4 3

and so on. Thus,
x(t) = c
0
+c
1
t +[-
c
0
2
t
2
+[
-c
0
-c
1
S 2
t
3
+_
-
1
2
c
0
-c
1
4 S
_t
4
+_
-
1
S
c
0
-
S
6
c
1
4 S
_x
5
+
Grouping like coefficients:
x(t) = c
0
_1 -
1
2
t
2
-
1
6
t
3
-
1
24
t
4
+_ +c
1
_t -
1
6
t
3
-
1
12
t
4
-
S
72
t
5
+_
Finding a closed form for the last series is not easy. However, as was stated earlier, it is often not necessary to
use all the terms of a series since just a few terms may be enough to approximate the solution in the interval of
convergence. For example, the figure below shows the graph of the function (x) = c
x
as well as the graphs of
its Taylor Polynomials of first, third, and fifth degree.


Notice that p
5
(x) provides us with a very good approximation for values of x in the interval |-1,S]. If more
precision is required we may expand more terms or expand the function at a different point.
-2 -1 1 2 3 4 5
10
20
30
40
50
p
1
(x) = 1 +x
p
3
(x) = 1 + x + _
1
2!
] x
2
+_
1
S!
] x
3

p
5
(x) = 1 + x + _
1
2!
] x
2
+ _
1
S!
] x
3
++_
1
4!
] x
4
+_
1
S!
] x
5

(x) = c
x

Copyright Ren Barrientos Page 11

Example 8 (transformations) Find the series solution of the equation(x
2
-6x +1u)y
ii
-4(x -S)y
i
+6y =
u; y(S) = 2, y
i
(S) = u.
Solution
The coefficient x
2
-6x +1u has no real zeros. Therefore, every real number is an ordinary point since
both
-4(x -S)
(x
2
-6x +1u)
anu
6y
(x
2
-6x +1u)

are analytic throughout the real line. Thus, we may seek series solutions at x
0
= u. However, the
complexity of the leading coefficient suggests that we try to simplify the equation and this can be
accomplished via a substitution.
Since
x
2
-6x +1u = (x -S)
2
+1
let t = x -3. Then
Jy
Jx
=
Jy
Jt

Jt
Jx
=
Jy
Jt

and
J
2
y
Jx
2
=
J
2
y
Jt
2

Also, x = S =t = u. Therefore, the new initial conditions arey(u) = 2, y
i
(u) = u and we have
transformed the original initial value problems into a new one in the variablet:
( t
2
+1)
d
2
y
dt
2
-4t
dy
dt
+y = ; y() = 2, y
i
() = where t = x -3
Let y = c
n
t
n
n=0
. Substituting,
( t
2
+1) n(n -1)c
n
t
n-2

n=2
-4t nc
n
t
n-1

n=1
+6 c
n
t
n

n=0
= u
Distribute the coefficients:
n(n -1)c
n
t
n

n=2
+ n(n -1)c
n
t
n-2

n=2
- 4nc
n
t
n

n=1
+ 6c
n
t
n

n=0
= u
As before, without loss of generality we may start the three sums at n = u:
n(n -1)c
n
t
n

n=0
+ n(n -1)c
n
t
n-2

n=0
- 4nc
n
t
n

n=0
+ 6c
n
t
n

n=0
= u
In order to align the powers, let k = n -2 in the second sum and rename the index in the others:
k(k -1)c
k
t
k

k=0
+ (k +2)(k +1)c
k+2
t
k

k=-2
- 4kc
k
t
k

k=0
+ 6c
k
t
k

k=0
= u
Observe that the terms corresponding to k = -2 and k = -1 in the second sum are u. Therefore, we
can also start that sum at k = u:
k(k -1)c
k
t
k

k=0
+ (k +2)(k +1)c
k+2
t
k

k=0
- 4kc
k
t
k

k=0
+ 6c
k
t
k

k=0
= u
Thus,
|k(k -1)c
k
+(k +2)(k +1)c
k+2
-4kc
k
+6c
k
]

k=0
t
k
= u
This equation is true for all x if, only if
k(k -1)c
k
+(k +2)(k +1)c
k+2
-4kc
k
+6c
k
= u; k u

Copyright Ren Barrientos Page 12

Solving for the leading term,
c
k+2
=
|4k -k(k -1) -6]c
k
(k +2)(k +1)
; k = u, 1, 2,
Cleaning up:




Generating terms:
k = u: c
2
= -
6c
0
2
= -Sc
0

k = 1: c
3
= -
2c
1
6
= -
1
S
c
1

k = 2: c
4
= -
u c
2
6
= u
k = S: c
5
= -
u c
3
6
= u
k = 4: c
6
= -
2 c
4
Su
= u
k = S: c
7
= -
6 c
5
SS
= u
.
.
.
So the solution y = c
n
t
n
n=0
is:
y = c
0
+c
1
t +(-Sc
0
)t
2
+_-
1
S
c
1
] t
3
+(u)t
4

Notice that all coefficients beyond the fourth term are u, therefore:
y = c
0
+c
1
t -Sc
0
t
2
-
1
S
c
1
t
3
+u +
y = c

(1 -3t
2
) +c
1
_t -
1
3
t
3
]
Applying the initial conditions:
y(u) = 2 = c

= 2
y
i
(u) = u = c
1
=
The particular solution is
y = 2(1 -St
2
)
Finally, sincet = x -3:
y(x) = 2|1 -3(x -3)
2
]
Exercise: In the previous example, verify that y
1
= (1 -St
2
)andy
2
= [t -
1
3
t
3
are linearly independent solutions of
the differential equation and the particular solution is in fact a solution of the initial value problem.
The Method of Series and Non-homogeneous Equations
Example 9 Find a series solution of the equation
d
2
x
dt
2
-t
dx
dt
= 1.

c
k+2
= -
(k -2)(k -S)c
k
(k +2)(k +1)
; k u
Copyright Ren Barrientos Page 13

Solution
This is a non-homogeneous equation so care must be exercised when identifying the series coefficients.
Once again t
0
= u is an ordinary point and we may let
x(t) = c
n
t
n

n=0

be the tentative solution. Differentiating and substituting in the equation,
n(n -1)c
n
t
n-2
-t nc
n
t
n-1

n=0

n=0
= 1
Absorbing t
n(n -1)c
n
t
n-2
- nc
n
t
n

n=0

n=0
= 1
Re-indexing the first sum with k = n -2 and relabeling the index on the second:
(k +2)(k +1)c
k+2
t
k
- kc
k
t
k

k=0

k=-2
= 1
or
(k +2)(k +1)c
k+2
t
k
- kc
k
t
k

k=0

k=0
= 1
Thus,
|(k +2)(k +1)c
k+2
-kc
k
]t
k

k=0
= 1
Observe that the term corresponding to k = u is the constant term of the infinite series. Therefore, it
must be equal to the constant term on the right-hand side, namely 1. Equating coefficients:
2c
2
-uc
0
= 1 = c
2
=
1
2

All the other terms correspond to nontrivial powers of t. Therefore their coefficients must be u:
(k +2)(k +1)c
k+2
-kc
k
= u
or
c
k+2
=
kc
k
(k +2)(k +1)
k = 1, 2, 3,
Generating some terms:
k = 1: c
3
=
c
1
S 2

k = 2: c
4
=
2c
2
4 S
=
1
4 S

k = S: c
5
=
Sc
3
S 4
=
Sc
1
S 4 S 2

k = 4: c
6
=
4c
4
6 S
=
4
6 S 4 S

k = S: c
7
=
Sc
5
7 6
=
S Sc
1
7 6 S 4 S 2

.
.
.
Here are the first few terms of the series:
x(t) = c
0
+c
1
t +c
2
t
2
+c
3
t
3
+ c
4
t
4
+c
5
t
5
+
Copyright Ren Barrientos Page 14

x(t) = c
0
+c
1
t +
1
2
t
2
+[
c
1
S 2
t
3
+_
1
4 S
] t
4
+_
Sc
1
S 4 S 2
] t
5
+_
4
6 S 4 S
] t
6

Collecting terms according to like coefficients,
x(t) = c
0
+c
1
_t +_
1
S 2
] t
3
+_
S
S 4 S 2
] t
5
+_ +
1
2
t
2
+_
1
4 S
] t
4
+_
4
6 S 4 S
] t
6
+
Observe the magic: 1) we have exactly two arbitrary constants, as we should, and 2) we have a
particular solution given by
x
p
=
1
2
t
2
+_
1
4 3
] t
4
+_
4
5 4 3
] t

+
which is itself an infinite series
1
.
Exercise: Investigate this particular solution. Does it look like it will satisfy the non-homogeneous equation?
You might want to expend a few more terms.
The Spring-mass SystemRevisited
Sprigs wear out with the passage of time. Hence, the spring constant does not really remain constant. We may
assume that k is a decreasing function of time, but that it decreases very slowly:
k(t) = k
0
-et
where e is a very small positive number. Thus, in the short run, the spring constant is the constant k
0
but as time
goes by its value decreases because of metal fatigue; the spring gets weaker. The equation of motion of the
spring-mass system without damping is
mx +k(t)x = x() = x

x () = u

Exercise: Solve the equation mx +(k
0
-et)x = u; x(u) = x
0
, x (u) = u where e is assumed to be a
small positive real number.

1
To what function could this series correspond? Investigate.