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Chapter 6

Power Series Solutions of Linear Differential Equations


6.1 Review of Properties of Power Series
6.2 Solutions about Ordinary Points
6.3 Solutions about Regular Singular Points - The ethod of
!robenius
6." #essel$s %&uations and !un'tions
6.( )egendre$s %&uations and Polyno*ials
6.6 Orthogonality of !un'tions
6.+ Stur* , )iouville Theory
6.- %.er'ises
/e have seen in 'hapter ( that we 'an solve linear differential
e&uations of order two or *ore with 'onstant 'oeffi'ients. The 0au'hy-%uler
e&uation is e.'eption. 1n fa't *ost linear differential e&uations of higher order
with variable 'oeffi'ients 'annot be solved in ter*s of ele*entary fun'tions.
The usual strategy for solving su'h type of e&uations is to assu*e a solution
in the for* of an infinite series and pro'eed in a *anner si*ilar to the *ethod
of undeter*ined 'oeffi'ients 2Se'tion (.63. Sin'e these series solutions often
turn out to be power series4 it is appropriate to su**arise properties of power
series in the first se'tion of this 'hapter. /e 'on'lude this 'hapter with the
Stur*-)iouville theory dealing with eigenvalues and eigenfun'tions. Stru*-
)iouville$s differential e&uation in'ludes #essel$s and )egendre$s e&uations as
spe'ial 'ases. %.a*ples of Stru*-)iouville proble*s are presented.
165
6.1 Review of Properties of Power Series
A power series in 2.-a3 is an infinite series of the for*
'
5
6 '
1
2.-a3 6 '
2
2.-a3
2
6- - - - 7
n
n
o n
3 a . 2 '

26.13
Series of 26.13 is also 'alled a power series centered at a. The power
series 'entered at a75 is often referred as the power series, that is4 the
series
n
n
o n
. '

8 power series 'entered at a is 'alled converent at a


spe'ified value of . if its se&uen'e of partial su*s S
9
2.3 7
n
n
9
o n
3 a . 2 '

4 that
is4 :S
9
2.3; is 'onvergent. 1n other words the li*it of :S
9
2.3; e.ists. 1f the li*it
does not e.ist the power series is 'alled diverent. The set of points . at
whi'h the power series is 'onvergent is 'alled the interval of converence of
the power series. !or R <o4 a power series
n
n
o n
3 a . 2 '

'onverges if
a .
=R and diverges if
a .
<R. 1f the series 'onverges only at a then
R754 and if it 'onverges for all . then R7.
a .
=R is e&uivalent to a-
R=.=a6R. 8 power series *ay or *ay not 'onverge at the end points a-R and
a6R of this interval.
8 power series is 'alled absolutely 'onvergent if the series

o n
n
n
3 a . 2 '
'onverges. 8 power series 'onverges absolutely within its
interval of 'onvergen'e. #y the Ratio test a power series 'entered at a4 series
161
given in 26.13 is absolutely 'onvergent if )7 .-a
n
li*
n
1 n
'
'
+
is less than 14
that is4 ) =14 the series diverges if )<14 and test fails if )71. 8 power series
defines a fun'tion f2.37
n
n
o n
3 a . 2 '

whose do*ain is the interval of


'onvergen'e of the series. 1f the radius of 'onvergen'e R<o4 then f is
'ontinuous4 differentiable and integrable on the interval 2a-R4 a6R3. oreover
f$2.3 and f2.3d. 'an be found by ter* by ter* differentiation and integration.
0onvergen'e at an endpoint *ay be either lost by differentiation or gained
through integration.
)et y 7
n
n
o n
. '


y> 7
1 n
n
o n
. n'


y? 7
2 n
n
o n
. ' 3 1 n 2 n

/e observe that the first ter* in y> and first two ter*s in y> are @ero.
Aeeping this in *ind we 'an write
y> 7
1 n
n
1 n
. n'


y>> 7
2 n
n
2 n
. ' 3 1 n 2 n


!dentit" propert"# 1f
n
n
o n
3 a . 2 '

754 R<o for all . in the interval of


'onvergen'e4 then '
n
75 for all n.
162
(6.2)
Anal"tic at a point. 8 fun'tion f is analyti' at a point a if it 'an be
represented by a power series in .-a with a positive or infinite radius of
'onvergen'e. 8 power series where '
n
7
B n
3 a 2 f
3 n 2
4 that is4 the series of the type
n
3 n 2
n
o n
3 a . 2
B n
3 a 2 f
'

is 'alled the Taylor series. 1f a7o then Taylor series is


'alled a'laurin series. 1n 'al'ulus it is shown that e
.
4 'os .4 sin .4 ln 2.-13
'an be written in the for* of a power series *ore pre'isely in the for* of
a'laurin series. !or e.a*ple
. C . C for
- - - -
B 6
.
B "
.
B 2
.
1 . 'os
- - - -
B (
.
B 3
.
. . sin
- - - -
B 2
.
. 1 e
6 " 2
( 3
2
.
<
+ +
+
+ + +
Arith$etic of Power Series# Two power series 'an be 'o*bined through the
operation of addition4 *ultipli'ation4 and division. The pro'edures for power
series are si*ilar to those by whi'h two polyno*ials are added4 *ultiplied4
and divided. !or e.a*pleD
- - - -
35
.
3
.
. .
- - - - .
2"
1
12
1
125
1
- - - - .
6
1
6
1
.
2
1
6
1
. . 3 1 2
- - - -
(5"5
.
125
.
6
.
. - - - -
2"
.
6
.
2
.
. 1 . sin e
( 3
2
( " 3 2
+ ( 3 " 3 2
.
+ +
+
,
_

+ +
,
_

+ +
,
_

+ + +

,
_

+ +

,
_

+ + + + +
163
Sin'e the power series for e
.
and sin . 'onverge for |.|=4 the
produ't series 'onverges on the sa*e interval.
Shiftin the Su$$ation !nde%# 1n order to dis'uss power series solutions of
differential e&uations it is advisable to learn 'o*bining two or *ore
su**ations as a single su**ation.
E%a$ple 6.1 %.press
2 n
n
2 n
. ' 3 1 n 2 n

6
1 n
n
5 n
. '
+

as one power series.


Solution# 1n order to add the two given series4 it is ne'essary that both
su**ation indi'es start with the sa*e nu*ber and the powers of . in ea'h
series be su'h that if one series starts with a *ultiple of . to the first power4
then we want that the other series to start with the sa*e power. 1n this
proble* the first series starts with .
o
where as the se'ond series starts with .
1
.
#y writing the first ter* of the first series outside the su**ation notation4
2
n
n
2 n
. ' 3 1 n 2 n

6
1 n
n
5 n
. '
+

72.1'
2
.
5
6
2
n
n
3 n
. ' 3 1 n 2 n

6
1 n
n
5 n
. '
+

#oth series on the right hand side start with the sa*e power of .4
na*ely .
1
. )et E7n-2 and E7n61 respe'tively in first and se'ond series. Then
the right hand be'o*es
2 '
2
6

+
+ + +
1 E 1 E
E
1 E
E
2 E
. ' . ' 3 1 E 32 2 E 2
26.33
Aeeping in *ind that it is the value of the su**ation inde. that is
i*portant not the su**ation inde. whi'h is a du**y variable say E7n -1 or
16"
E7n61. 9ow we are in position to add the series in 26.33 ter* by ter* and we
have
2 n
n
2 n
. ' 3 1 n 2 n

6
1 n
n
5 n
. '
+

72'
2
6
E
1 E 2 E
1 E
. F ' . ' 3 1 E 32 2 E G2
+

+ + + .
6.& Solution a'out (rdinar" Point
/e looE for power series solution of linear se'ond-order differential
e&uation about a spe'ial pointD
5 y 3 . 2 a
d.
dy
3 . 2 a
d.
y d
3 . 2 a
5 1
2
2
2
+ + 26."3
where a
2
2.3 5.
This 'an be put into the standard for*
5 y
3 . 2 a
3 . 2 a
d.
dy
3 . 2 a
3 . 2 a
d.
y d
2
5
2
1
2
2
+ +
or 5 y 3 . 2 H
d.
dy
3 . 2 P
d.
y d
2
2
+ + 26.(3
8 point .
o
is said to be an ordinar" point of the differential e&uation
26."3 if P2.3 and H 2.3 of 26.(3 are analyti' at .
o
4 that is4 P2.3 and are H2.3
represented by a power series. 8 point that is not an ordinary point is 'alled a
singular point.
8 solution of the for* y 7
n
o n
5 n
3 . . 2 '

is said to be a solution a'out


the ordinar" point %
)
.
16(
Re$ar* 6.1 1t has been proved that if .7.
5
is an ordinary point of 26."3
then there e.ist two linearly independent solutions in the for* of a power
series 'entered at .
5
4 that is4 y 7
n
o n
5 n
3 . . 2 '

. 8 series solution 'onverges


at least on so*e interval defined by o
. .
=R4 where R is the distan'e fro*
.
o
to the 'losest singular point.
Power series solution a'out an ordinar" point#
)et y7
n
n
5 n
. '

and substitute values of y4


in yI
d.
dy
4 y>
d.
dy
2
2

26.(3
0o*bine series as in %.a*ple 6.14 and then e&uate all 'oeffi'ients to
the right hand side of the e&uation to deter*ine the 'oeffi'ients '
n
. /e
illustrate the *ethod by the following e.a*ples. /e also see through these
e.a*ples how the single assu*ption that y7
n
n
5 n
. '

leads to two sets of


'oeffi'ients4 so we have two distin't power series y
1
2.3 and y
2
2.3 both
e.panded about the ordinary point .75. The general solution of the differential
e&uation is y70
1
y
1
2.360
2
y
2
2.34 infa't it 'an been shown that 0
1
7'
o
and 0
2
7'
1
.
The differential e&uation 5 .y
d.
y d
2
2
+ is Enown as 8iry$s e&uation and
used in the study of diffra'tion of light4 diffra'tion of radio waves around the
surfa'e of the earth4 aerodyna*i's et'. /e dis'uss here power series
solution of this e&uation around its ordinary point .75.
166
E%a$ple 6.& /rite the general solution of 8iry$s e&uation y>6.y75.
Solution# 1n view of the re*arE4 two power series solutions 'entred at 54
'onvergent for
.
= e.ist. #y substituting y7
n
n
o n
. '

4
y
7
2 n
n
2 n
. ' 3 1 n 2 n

into 8iry$s differential e&uation we get


y>>6.y7
2 n
n
2 n
. 3 1 n 2 n '

n
n
5 n
. ' .

+
4
7
2 n
n
2 n
. 3 1 n 2 n '

1 n
n
5 n
. '
+

+
26.63
8s seen in the solution of %.a*ple 6.14 26.63 'an be written as
y>>6.y72'
2
6

1 E
G2E613 2E623'
E62
6'
E-1
F.
E
75 26.+3
Sin'e 26.+3 is identi'ally @ero4 it is ne'essary that 'oeffi'ient of ea'h
power of . be set e&ual to @ero4 that is4
2'
2
75 21t is the 'oeffi'ient y .
5
3 and
2E6132E623 '
E62
6'
E-1
754 E714243 - - - -- - - -.. 26.-3
The above holds in view of the identity property. 1t is 'lear that '
2
75.
The e.pression in 26.-3 is 'alled a recurrence relation and it deter*ines the
'
E
in su'h a *anner that we 'an 'hoose a 'ertain subset of the set of
'oeffi'ients to be non-@ero. Sin'e 2E6132E6235 for all values of E4 we 'an
solve 26.-3 for '
E62
in ter*s of '
E-1
.
'
E62
7 -
- - - - 4 3 4 2 4 1 E 4
3 2 E 32 1 E 2
'
1 E

+ +

26.J3
16+
!or E714 '
3
7 -
3 . 2
'
o
!or E 7 24 '
"
7 -
" . 3
'
o
!or E7 34 '
(
7 -
( . "
'
2
7 5 as '
2
75
!or E7 "4 '
6
7 -
6 . (
'
3
7
5
'
. 6 . ( . 3 . 2
1
!or E7 (4 '
+
7 -
1
"
'
+ . 6 . " . 3
1
+ . 6
'

!or E7 6. '
-
7 - 5
- . +
'
(

as '
(
75
!or E7 +. '
J
7 -
5
6
'
. J . - . 6 . ( . 3 . 2
1
J . -
'

!or E 7 -4 '
15
7 -
1
+
'
15 . - . + . 6 . " . 3
1
15 . J
'

!or E 7 J4 '
11
7 -
11 . 15
'
-
5 as '
-
75
and so on4
Substituting the 'oeffi'ients Kust obtained into y7
n
n
5 n
. '

7'
5
6'
1
.6'
2
.
2
6'
3
.
3
6'
"
.
"
6'
(
.
(
6'
6
.
6
6'
+
.
+
6'
-
.
-
6'
J
.
J
6'
15
.
15
- - - -
we get
y7'
5
6'
1
.65
- - - - 5 .
15 . J . + . 6 . " . 3
'
.
. J . - . 6 . ( . 3 . 2
'
5 .
+ . 6 . " . 3
'
.
6 . ( . 3 . 2
'
5 .
" . 3
'
.
3 . 2
'
15 1 J 5 + 1 6 5 " 1 3 o
+ + + + + +
16-
8fter grouping the ter*s 'ontaining '
o
and the ter*s 'ontaining '
1
4 we
obtain y7'
5
y
1
2.36'
1
y
2
2.34 where
y
1
2.371-
- - - - .
J . - . 6 . ( . 3 . 2
1
.
6 . ( . 3 . 2
1
.
3 . 2
1
J 6 3
+ +
7 16

1 E
E 3
E
.
3 E 3 32 1 E 3 2 - - - - 3 . 2
3 1 2

y
2
2.3 7 . -
- - - - .
15 . J . + . 6 . " . 3
1
.
+ . 6 . " . 3
1
.
" . 3
1
15 + "
+ +
7 .6

1 E

1
E 3
E
.
3 1 E 3 32 E 3 2 - - - - " . 3
3 1 2 +
+

Sin'e the re'ursive use of 26.J3 leaves '


5
and '
1
'o*pletely
undeter*ined4 they 'an be 'hosen arbitrarily.
y7'
5
y
1
2.36'
1
y
2
2.3 is the general solution of the 8iry$s e&uation.
E%a$ple 6.+ D !ind two power series solutions of the differential e&uation yI-
.y75 about the ordinary point .75.
Solution# Substituting y 7
n
n
5 n
. '

into the differential e&uation we get


yI-.y7


5 n
1 n
n
2 n
n
2 n
. ' . ' 3 1 n 2 n
7 + +

+
1 E
E
1 E
E
5 E
2 E
. ' . ' 3 1 E 32 2 E 2
7 2'
2
6
E
1 E
1 E
2 E
. F ' ' 3 1 E 32 2 E G2

+
+ +

Thus '
2
7 54
2E6232E613'
E62
,'
E-1
7 5
and
16J
.... 3 4 2 4 1 E 4 '
3 1 E 32 2 E 2
1
'
1 E 2 E

+ +

+
0hoosing '
o
7 1 and '
1
75 we find
1-5
1
' 4 5 ' ' 4
6
1
'
6 ( " 3
and so on.
!or '
5
75 and '
1
71 we obtain
(5"
1
' 44 5 ' ' 4
12
1
' 4 5 '
+ 6 ( " 3
and so on. Thus two solutions
are
y
1
7
and - - - - .
1-5
1
.
6
1
1
6 3
+ + +
- - - - .
(5"
1
.
12
1
. y
+ "
2
+ + +
6.+ Solutions a'out Reular Sinular Points , -he .ethod of /ro'enius
8 singular point .
5
of 26."3 is 'alled a reular sinular point of this
e&uation if the fun'tions p2.3 7 2.-.
o
3 P2.3 and &2.372.-.
o
3
2
H2.3 are both
analyti' at .
5
. 8 singular point that is not regular is said to be on irreular
sinular point of the e&uation. This *eans that one or both of the fun'tions
p2.372.-.
5
3 P2.3 and &2.3 7 2.-.
5
3
2
H2.3 fail to be analyti' at .
5
.
1n order to solve a differential e&uation given by 26."3 about a regular
singular point we e*ploy the following theore* due to !robenius.
-heore$ 6.1 2!robenius Theore*3 1f .7.
5
is a regular singular point of the
differential e&uation 26."34 then there e.ists at least one solution of the for*
y72.-.
o
3
r


5 n
r n
o n
n
o n
o n
3 . . 2 ' 3 . . 2 '
1+5
where r is 'onstant to be deter*ined. The series will 'onverge at least
on so*e interval 5=.-.
5
=R.
-he $ethod of /ro'enius# !inding series solutions about a regular singular
point .
54
is si*ilar to the *ethod of previous se'tion in whi'h we substitute y7
r n
o n
o n
3 . . 2 '
+

into the given differential e&uation and deter*ine the


unEnown 'oeffi'ients '
n
by a re'urren'e relation. Lowever4 we have an
additional tasE in this pro'edure. #efore deter*ining 'oeffi'ients we *ust find
unEnown e.ponent r. %&uate to 5 the 'oeffi'ient of the lowest power of .. This
e&uation is 'alled the indicial equation and deter*ines the value2s3 of the
inde. r.
1f r is found to be nu*ber that is not a non negative integer4 then the
'orresponding solution y7
r n
o n
o n
3 . . 2 '
+

is not a power series. !or the saEe


of si*pli'ity we assu*e that the regular singular point is .75.
E%a$ple 6.0 8pply the ethod of !robenius to solve the differential e&uation
2. yI63y$-y75 about the regular singular point .75.
Solution# )et us assu*e that the solution is of the for*
y7
r n
n
o n
. '
+

then
y> 7
1 r n
n
o n
. 3 r n 2 '
+

yI7
4 . 3 1 r n 32 r n 2 '
2 r n
n
o n
+

+ +

1+1
Substituting these values of y>4 y> and y>> into 2. y>>63 y>-y754 we get
2
3 . 3 1 r n 32 r n 2 '
1 r n
n
o n
+ + +
+

+
+

1 r n
n
o n
. 3 r n 2 '

. 5 . '
r n
n
o n

+


Shifting the inde. in the third series and 'o*bing the first two yields
3 r n 2 '
n
o n
+

1 r n
. 3 1 r 2 n 2 2
+
+ + -
1 r n
1 n
o n
. '
+

75
/riting the ter* 'orresponding to n75 and 'o*bining the ter*s for nM
into one series4
'
o
r22r613.
r-1
6 3 r n 2 ' G
n
1 n
+

22n62r613-'
n-1
F.
n6r-1
7 5
%&uating the 'oeffi'ients of .
r-1
to @ero yields the indi'ial e&uation
'
5
r22r61375
Sin'e '
5
54 either r75 or 7 -
2
1
Len'e two linearly independent solutions of the given differential
e&uation have the for*
y
1
7 !
5
2.3 7
and . '
n
n
o n

y
2
7 !
2 M 1
2.3 7.
-1M2

n
n
N
o n
. '

Sin'e '
n
2n6r3 22n62r613 -'
n-1
75 for all n 14 we have the following
infor*ation on the 'oeffi'ients for the two seriesD
2i3 '
o
is arbitrary4 and for n14 '
n
7 1 n
'
3 1 n 2 2 n
1

+
1+2
2ii3 '
N
o
is arbitrary4 and for n14'
n
N
7
N
1 n
'
3 1 n 2 2 n
1

1teration of the for*ula for '


n
yields
n714 '
1
7
B 3
' 2
'
3 . 2 . 1
2
'
3 . 1
1
5
5 5

n7 24 '
2
7
B (
' 2
'
( . 3 . 2
1
'
( . 2
1
5
2
5 1

n7 34 '
3
7
B +
' 2
B (
' 2
+ . 3
1
'
+ . 3
1
5
3
5
2
2

%a'h ter* of '
n
was *ultiplied by
2
2
to *aEe the deno*inator 22n613B. The
general for* of '
n
is then
'
n
7
3B 1 n 2 2
' 2
5
n
+
Si*ilarly4 the general for* of '
n
N
is found to be '
n
N

7
3B n 2 2
' 2
5
n
.
The two solutions are
y
1
7'
o

+
o n
n
3B 1 n 2 2
2
.
n
4y
2
7 '
o
N
.
-1M2
n
n
o n
.
3B n 2 2
2

y
2
is not a power series.
E%a$ple 6.1 8pply the *ethod of !robenius to obtain two linearly
independent series solution of the differential e&uation
2. yI , y>62y7 5
about a regular singular point .75 of the differential e&uation.
Solution# Substituting y 7
4 . '
r n
n
o n
+

1+3
y> 7
1 r n
n
o n
. 3 r n 2 '
+

and
yI 7
1 r n
o n
n
. 3 1 r n 32 r n 2 '
+

+ +
into the differential e&uation and 'olle'ting ter*s4 we obtain
2. y>>- y>62y722r
2
-3r3'
5
.
r-1
6

1 E
G22E6r-132E6r3'
E
-2E6r3'
E
62'
E-1
F.
E6r-1
754
whi'h i*plies that
2r
2
-3r7r22r-3375
and
2E6r322E62r-33'
E
62'
E-1
75.
The indi'ial roots are r75 and r7
2
3
.!or r75 the re'urren'e relation is
'
E
7 -
3 3 E 2 2 E
' 2
1 E

4 E7 142434 - - - -
and
'
1
7 2'
5
4 '
2
7 - 2'
5
4 '
3
7
J
"
'
5
!or r7
2
3
the re'urren'e relation is
'
E
7 -
E 3 3 E 2 2
' 2
1 E
+

4 E7142434- - - -
and
'
1
7 -
. 5 3 5 2 5
'
J"(
"
' 4 '
3(
2
' 4 '
(
2

The general solution is
1+"
y 7 0
1
2162.-2.
2
6
J
"
.
3
6- - - - 3
60
2
.
3M2
21-
(
2
6
3(
2
.
2
-
J"(
"
.
3
6- - - -3
6.0 2essel3s equation
.
2
y>>6. y>62.
2
-v
2
3y75 26.153
26.153 is 'alled #essel>s e&uation.
Solution of 2essel3s Equation#
#e'ause .75 is a regular singular point of #essel>s e&uation we Enow that
there e.ists at least one solution of the for* y7
r n
n
o n
. '
+

. Substituting the
last e.pression into 26.153 gives
.
2
yI6. y>62.
2
-v
2
3y7
r n
n
o n
. 3 1 r n 32 r n 2 '
+

+ + 6
r n
n
o n
. 3 r n 2 '
+

+
6
2 r n
n
o n
. '
+ +

-v
2
r n
n
o n
. '
+

7 '
5
2r
2
-r6r-v
2
3.
r
6.
r

2 n
n
o n
r n 2
n
1 n
. ' . . F v 3 r n 2 3 1 r n 32 r n G2 '
+


+ + + + +
7 + + +

o n
2 n
n
r n 2 2
n
1 n
r
r
2 2
5
. ' . . F v F 3 r n G2 ' . . 3 v r 2 '
26.113
!ro* 26.113 we see that the indi'ial e&uation is r
2
-v
2
754 so the indi'ial roots
are r
1
7v and r
2
7 -v. /hen r
1
7v4 26.113 be'o*es
.
v
2 n
n
o n
v n
n
1 n
. ' . . 3 v 2 n 2 n '
+


+ +
7.
v
1
]
1

+ + + +

+
2 n 5 n
2 n
n
n
n 1
. ' . 3 v 2 n 2 n ' . ' 3 v 2 1 2
7.
v
5 . F ' ' 3 v 2 2 E 32 2 E G2 . ' 3 v 2 1 2
5 E
2 E
E 2 E 1

1
]
1

+ + + + + +

+
+
1+(
Therefore by the usual argu*ent we 'an write 2162v3'
1
75 and
2E623 2E6262v3'
E62
6'
E
75
or '
E62
7
- - - - 4 2 4 1 4 5 E 4
3 v 2 2 E 32 2 E 2
'
E

+ + +

26.123
The 'hoi'e '
1
75 in 26.123 i*plies '
3
7'
(
7'
+
7 - - - - 7 54 so for E75424"4 - - - - we
find4 after letting E 62 7 2n4 n 7 142434 - - - - that
'
2n
7 -
3 v n 2 n 2
'
2
2 n 2
+

26.133
Thus '
2
7 -
3 v 1 2 1 . 2
'
2
5
+
'
"
7 -
3 v 2 32 v 1 2 1 . 2 . 2
'
3 v 2 2 2 2
'
"
5
2
2
+ +

+
'
6
7 -
3 v 3 32 v 2 32 v 1 2 3 . 2 . 1 . 2
'
3 v 3 2 3 . 2
'
6
5
2
"
+ + +

+
D
D
'
2n
7
- - - - 4 3 4 2 4 1 n 4
3 v n 3...2 v 2 32 v 1 2 B n 2
' 3 1 2
2
5
n

+ + +

26.1"3
1t is standard pra'ti'e to 'hoose '
5
to be spe'ifi' value , na*ely.
'
5
7
3 v 1 2 2
1
v
+
where 216v3 is the ga**a fun'tion. 2See 8ppendi.3 Sin'e this latter
fun'tion possesses the 'onvenient property 2163 7 234 we 'an redu'e
the indi'ated produ't in the deno*inator of 26.1"3 to one ter*.
1+6
!or e.a*pleD
216v6137 216v3 216v3
216v6237 226v3 226v37 226v3216v3216v3.
Len'e we 'an write 26.1"3 as
3 n v 1 2 B n 2
3 1 2
3 v 1 2 3 v n 3...2 v 2 32 v 1 2 B n 2
3 1 2
'
v n 2
n
v n 2
n
n 2
+ +

+ + + +

+ +
for n7541424 - - - -
2essel /unction of the /irst 4ind# Osing the 'oeffi'ients '
2n
Kust obtained
and r7v4 a series solution of 26.153 is y7

+
5 n
v n 2
n 2
. '
This solution is usually
denoted by D 3 . 2 P
v
.
2
.
3 n v 1 2 B n
3 1 2
3 . 2 P
5 n
v n 2
n
v

,
_

+ +

26.1(3
1f v54 the series 'onverges at least on the interval Go4

3. 8lso4 for the se'ond


e.ponent r
2
7 -v we obtain4 in e.a'tly the sa*e *anner4
.
2
.
3 n v 1 2 B n
3 1 2
3 . 2 P
5 n
v n 2
n
v


,
_

26.163
The fun'tions P
v
2.3 and P
-v
2.3 are 'alled 2essel functions of the first *ind of
order v and ,v4 respe'tively. Qepending on the value of v4 26.163 *ay 'ontain
negative powers of . and hen'e 'onverge on 254

3.
N
6.1 Leendre3s Equation
21-.
2
3 yI-2. y>6n2n613y 7 5 26.1+3
*
/hen we repla'e . by . 4 the series given in 26.1(3 and 26.163 'onverge for 5= . =.
1++
%&uation 26.1+3 is Enown as )egendre>s e&uation.
Solution of Leendre3s Equation# Sin'e .75 is an ordinary point of the
e&uation4 we substitute the power series y7

5 n
n
n
4 . '
4 shift su**ation
indi'es4 and 'o*bine series to get
21-.
2
3 yI-2. y>6n2n613y7Gn2n613'
5
62'
2
F6G2n-132n623'
1
66'
3
F.
6
4 5 . F ' 3 1 K n 32 K n 2 ' 3 1 K 32 2 K G
K
K 2 K
2 K
+ + + + +
+

whi'h i*plies that n2n613'


5
62'
2
75
2n-132n623'
1
66'
3
75
2K6232K613'
K62
62n-K32n6K613'
K
75
or '
2
7 -
5
'
B 2
3 1 n 2 n +
'
3
7 -
1
'
B 3
3 2 n 32 1 n 2 +
'
- - - - 4 " 4 3 4 2 K 4 '
3 1 K 32 2 K 2
3 1 K n 32 K n 2
K 2 K

+ +
+ +

+ 26.1-3
1f we let K taEe on the values 2434"4 - - - -4 the re'urren'e relation 26.1-3 yields
' 5 2 "
'
B "
3 3 n 32 1 n 2 n 3 2 n 2
'
3 . "
3 3 n 32 2 n 2 + +

+

1 3 (
'
B (
3 " n 32 2 n 32 1 n 32 3 n 2
'
" . (
3 " n 32 3 n 2
'
+ +

+

5 " 6
'
B 6
3 ( n 32 3 n 32 1 n 2 n 3 2 n 32 " n 2
'
( . 6
3 ( n 32 " n 2
'
+ + +

+

( +
'
6 . +
3 6 n 32 ( n 2
0
+

1+-
and so on. Thus for at least C.C
=1 we obtain two linearly independent power series solutionsD

+ +
+
+

" 2
5 1
.
B "
3 3 n 32 1 n 2 n 3 2 n 2
.
B 2
3 1 n 2 n
1 ' 3 . 2 y
26.1J3
1
]
1
+
+ + +
- - - - .
B 6
3 ( n 32 3 n 32 1 n 2 n 3 2 n 32 " n 2
6

+ +
+
+

( 3
1 2
.
B (
3 " n 32 2 n 32 1 n 32 3 n 2
.
B 3
3 2 n 32 1 n 2
. ' 3 . 2 y
1
]
1
+
+ + +
- - - - .
B +
3 6 n 32 " n 32 2 n 32 1 n 32 3 n 32 ( n 2
+
9oti'e that if n is an even integer4 the first series ter*inates4 whereas
y
2
2.3 is an infinite series. !or e.a*ple4 if n7"4 then
. .
3
3(
. 15 1 ' .
B "
+ . ( . " . 2
.
B 2
( . "
1 ' 3 . 2 y
" 2
5
" 2
5 1
1
]
1

+
1
]
1

+
Si*ilarly4 when n is an odd integer4 the series for y
2
2.3 ter*inates with
.
n
R that is4 when n is a nonnegative integer, we obtain an nth-degree
polynomial solution of )egendre>s e&uation.
Sin'e we Enow that a 'onstant *ultiple of a solution of )egendre>s
e&uation is also a solution4 it is traditional to 'hoose spe'ifi' values for '
5
or
'
1
4 depending on whether n is an even or odd positive integer4 respe'tively.
!or n75 we 'hoose '
5
714 and for n 7 24"464 - - - -4
R
n - - - - " . 2
3 1 n 2 - - - - 3 . 1
3 1 2 '
2 M n
5


where as for n71 we 'hoose '
1
7 14 and for n734(4+4 - - - -4
1+J
1
'
B +
3 6 n 32 " n 32 2 n 32 1 n 32 3 n 32 ( n 2 + + +

.
3 1 n 2 - - - - " . 2
n - - - - 3 . 1
3 1 2 '
2 M 3 1 n 2
1



!or e.a*ple4 when n7"4 we have
( ). 3 . 35 . 3(
-
1
.
3
3(
. 15 1
" . 2
3 . 1
3 1 2 3 . 2 y
2 " " 2 2 M "
1
+
1
]
1

+
Leendre Pol"no$ials These spe'ifi' nth-degree polyno*ial solutions are
'alled Leendre pol"no$ials and are denoted by P
n
2.3. !ro* the series for
y
1
2.3 and y
2
2.3 and fro* the above 'hoi'es of '
5
and '
1
we find that the first
several )egendre polyno*ials are
P
5
2.3 71 P
1
2.3 7 .
3 1 . 3 2
2
1
3 . 2 P
2
2
3 . 3 . ( 2
2
1
3 . 2 P
3
3
26.253
3 3 . 35 . 3( 2
-
1
3 . 2 P
2 "
"
+ 3. . 1( . +5 . 63 2
-
1
3 . 2 P
3 (
(
+
Re*e*ber4 P
5
2.34 P
1
2.34 P
2
2.34 P
3
2.34 - - - - are4 in turn4 parti'ular solutions of
the differential e&uations
n 7 5D
5 3yI-2.y> . - 21
2

n 7 1D
5 y 2 y> . 2 yI 3 . 1 2
2
+
26.213
n 7 2D
5 y 6 y> . 2 yI 3 . 1 2
2
+
n 7 3D
5 y 12 y> . 2 yI 3 . 1 2
2
+
Properties Sou are en'ouraged to verify the following properties using the
)egendre polyno*ials in 26.253
2i3
P
n
2-.372-13
n
P
n
2.3
1-5
2ii3
P
n
21371 2iii3 P
n
2-1372-13
n
2iv3 P
n
253754 n odd 2v3
5 3 5 2 > P
n

4 n even
6.6 (rthoonalit" of /unctions
The 'on'ept of orthogonality of fun'tions is the generali@ation of the
notion of orthogonality or perpendi'ularity of two ve'tors in the plane.
Deprition 6.1 2i3 2Orthogonal !un'tion3 Two fun'tions
1
and
2
defined on an
interval 2a4b3 into R are said to be orthoonal if

b
a

1
2.3
2
2.3 d. 7 54
1

2

54
1
7
2

2ii3 8 set of real-valued fun'tions :
1
2.34
2
2.3- - - -; is said to be
orthonor$al if

b
a

*
2.3
n
2.3 d. 7 54 *n
54 *7n
2iii3 8 set of real-valued fun'tions :
5
2.34
1
2.34
2
2.3- - - -; is said to be
orthonor$al if

b
a

*
2.3
n
2.3 d. 7 54 *n
714 *7n
1-1
1n other words if :
n
2.3; is an orthogonal set of fun'tions on the interval
Ga4bF with the property that

b
a
C
n
2.3
2
d. 7 1 for n7 5414243- - - -then :
n
2.3; is
orthonor$al set on the interval.
2iv3 8 set of fun'tions :
5
4
1
4
2
4
- - - -
; is said to be orthogonal with
respe't to weight fun'tion p2.34 if

b
a

*
2.3
n
2.3 p 2.3 d. 7 54 *n
54 *7n
E%a$ple 6.6 The set :14 'os .4 'os 2.4- - - -; is orthogonal on the interval G-
4F
5erification# 1f we *aEe the identifi'ation
o
2.371 and
n
2.3 7 'os n.4 we *ust
then show that


if 4 5 d. 3 . 2 3 . 2
n 5

n54 and


n * 4 5 d. 3 . 2 3 . 2
n *
/e have4 in the first pla'e4

. d . n 'os d. 3 . 2 3 . 2
n o


1
]
1

n. sin
n
1
[ ] . 5 n 4 5 3 n sin2 n sin
n
1

1n the se'ond pla'e
1-2


d. n. 'os *. 'os d. 3 . 2 3 . 2
n *
[ ] 4 d. . 3 n * 2 'os . 3 n * 2 'os
2
1


+ +
by using a well
Enown trigono*etri' identity4


1
]
1

+
+
+

n *
. 3 n * sin2
n *
. 3 n * sin2
2
1
7 54 * n.
E%a$ple 6.6 2i3 0o*pute


d. C 3 . 2 C
2
n
where
- - - - . 2 'os 3 . 2 4 . 'os 3 . 2 4 1 3 . 2
2 1 o

Show that the set

'


- - - - 4
. 2 'os
4
. 'os
4
2
1
is orthonor*al on the interval G- 4 F.

Solution# 7i8 !or
o
2.3 71 we have


d. d. C 3 . 2 C
2
5
[ ]


2 3 2 .
!or
n
2.3 7 'osn.4n<54


d. C n. 'os C d. C 3 . 2 C
2 2
n
7


n.d. 'os
2
2
1


+ d. F n. 2 'os G
1-3
7
Thus for n<54


d. C 3 . 2 C
2
n

,
_


2
1
2
n
d. C 3 . 2 C or
/e are re&uired to show that
2a3


1 d. C
2
3 . 2
C
2 o
2b3

1 d. C
3 . 2
C
2 n
Terifi'ation of 2a3 D

2
1
d. C
2
3 . 2
C
2 5


d. C 3 . 2 C
2
5
7
2
1


1 d. 1
Terifi'ation of 2b3D

1
d. C
3 . 2
C
2 n


d. C 3 . 2 C
2
n
7

d. C n. 'os C
1
2
7


d. n. 'os
2

d. F n. 2 'os 1 G
2
1
1
2
2

1-"
(rthoonal Series E%pansion
)et :
n
2.3; be an infinite orthonor*al set of fun'tions on interval
Ga4bF. and f2.3 be a fun'tion defined on Ga4bF. Then f2.3 'an be written as
f2.37'
o

o
2.36'
1

2
2.36'
2

2
2.36- - - - 6'
n

n
2.36 - - - - 26.223
where
1
d. C 3 . 2 C
d. 3 . 2 3 . 2 f
'
2
b
a
n
b
a
n
n

26.233
n754 14243 U
The series on the right hand side of 26.223 is 'alled orthogonal
e.pansion of f2.3 defined on Ga4bF in ter*s of the orthonor*al set of fun'tions
:
n
2.3; defined on Ga4bF. '
n
>s given by 26.233 are 'alled 'oeffi'ients of
orthogonal e.pansion of f. 1f orthonor*al set of %.a*ple 6.6 is 'onsidered we
get 'osine !ourier e.pansion of f2.34 that is4 26.223 will be 'osine !ourier
series and 26.233 will give 'osine !ourier 'oeffi'ients. One 'an 'onsider
e.pansion of a fun'tion in ter*s of #essel>s orthonor*al set of fun'tions and
)egendre>s orthonor*al set of fun'tions.
6.6 Stur$9Liouville -heor"
0onsider the linear differential e&uation of order two
yI6R2.3 y>62H2.36 P2.33 y75 26.2"3
Viven an interval on whi'h the 'oeffi'ients R2.3 and 2H2.36 P2.3 are
'ontinuous we seeE values of for whi'h 26.2"3 has non-trivial solutions.
/e 'an also seeE values of when 26.2"3 is given with boundary
'onditions. )et us put this differential e&uation in a *ore 'onvenient for*.
1-(
ultiply 26.2"3 by r7e

d. 3 . 2 R
to get
y>>
e

d. 3 . 2 R
6 R2.3 y>e

d. 3 . 2 R
62H2.36 P 2.33 ye

d. 3 . 2 R
7 5 26.2(3
Sin'e r2.354 e&uation 26.2(3 has the sa*e solutions as 26.2"3. This
e&uation 'an be written as
2r y>3> 6 2&6 p3 y75 26.263
where &2.37H2.3 e

d. 3 . 2 R
4 p2.3 7 P2.3 e

d. 3 . 2 R
%&uation 26.263 is 'alled the Stur$9Liouville differential equation,
or the Stur*-)iouville for* of e&uation 26.2"3. Through out this se'tion we
assu*e that p.&4 and r and r$ are 'ontinuous on Ga4bF or at least on 2a4b34 and
p2.3 <5 and r2.3 <5 on 2a4b3.
Re$ar* 6.& #essel$s e&uation given by 26.153
and )egendre$s e&uation given by 26.1+3 are spe'ial 'ases of the
Stur*-)iouville differential e&uation 26.263.
!or #essel$s e&uation we 'an 'hoose r2.37
2
.
2
4 &2.37.
2
4
p2.3714 7 -v
2
in 26.263.
!or )egendre$s e&uation we taEe r2.3 7 1-.
2
&2.3754 p2.3714 and 7 n2n613 in 26.263
-he Reular Stur$9Liouville Pro'le$# !ind nu*bers for whi'h there are
non-trivial solutions of 26.263 subKe't to the regular boundary 'onditions
having the following for*
8
1
y2a3 6 8
2
y> 2a3754 #
1
y2b3 6 #
2
y> 2b375
1-6
where 8
1
and 8
2
are given 'onstants4 at least one *ust be non-@ero. Si*ilarly
#
1
and #
2
are given 'onstants4 at least one *ust be non-@ero.
-he Periodic Stur$9Liouville Pro'le$#
!ind nu*bers for whi'h there are non-trivial solutions of 26.263 on an
interval Ga4bF where r2a37r2b3 and subKe't to the periodi' boundary 'onditions
y2a37y2b34 y> 2a37 y> 2b3
-he Sinular Stur$9Liouville Pro'le$#
!ind nu*bers for whi'h there are non-trivial solutions of the Stur*-
)iouville e&uation on 2a4b34 subKe't to one of the following three Einds of
boundary 'onditionsD
Case !. r2a375 and there is no boundary 'ondition at a4 while at b the
boundary 'ondition is
#
1
y2b36#
2
y> 2b3754
where #
1
and #
2
are not both @ero.
Case &. r2b375 and there is no boundary 'onditions at b4 while at a the
'ondition is
8
1
y2a368
2
y> 2a3754
with 8
1
and 8
2
not both @ero.
Case +. r2a37r2b3754 and no boundary 'ondition is spe'ified at a or b. /e seeE
solutions that are bounded fun'tions on Ga4bF.
Definition 6.& 8 nu*ber for whi'h Stur*-)iouville differential e&uation4
26.2634 subKe't to boundary 'onditions of one of these three proble*s4 has
nontrivial solution is 'alled an eienvalue of the proble*. 8 'orresponding
1-+
nontrivial solution is 'alled an eienfunction asso'iated with this eigenvalue.
Re$ar* 6.+ 2i3 The @ero fun'tion 'annot be an eigenfun'tiion. 8ny non@ero
'onstant *ultiple of an eigenfun'tion is an eigenfun'tion.
2ii3 1n *athe*ati'al *odels of real syste*s4 eigenvalues have so*e
physi'al *eaning. !or e.a*ple in the study of wave *otion the eigenvalues
are funda*ental fre&uen'ies of vibration of the syste*.
The funda*ental properties of Stur*-)iouville proble*s are des'ribed
by the following theore* whi'h is 'onsidered as the heart of Stur*-)iouville
theory.
-heore$ 6.& 2a3 %a'h regular and ea'h periodi' Stur*-)iouville proble* has
an infinite nu*ber of distin't real eigenvalues. 1f these are labeled
1
4
2
. - - -4
so that
n
=
n614
then li*
n
7.
n

.
2b3 1f
n
and
*
are distin't eigenvalues of any of the three Einds of Stur*-
)iouville proble*s defined on an interval 2a4b3 and
n
and
*
are
'orresponding eigenfun'tions4 then


b
a
* n
5 d. 3 . 2 3 . 2 3 . 2 p
2'3 8ll eigenvalues of a Stur*-)iouville proble* are real nu*bers.
2d3 !or a regular Stur*-)iouville proble*4 any two eigenfun'tions
'orresponding to a single eigenvalue are 'onstant *ultiples of ea'h other.
1nterested readers will find the proof of this theore* in referen'es G.4.F
or at website no. G F.
1--
Re$ar* 6.0 2i3 Part 2a3 assures e.isten'e of eigenvalues4 at least for regular
and periodi' proble*s. 8 singular proble* *ay also have an infinite se&uen'e
of eigenvalues say for e.a*ple4 for #essel$s e&uation. This part also asserts
that the eigenvalues spread out so that if arranged in in'reasing order4 they
in'rease without bound. !or e.a*ple4 nu*bers 1-
n
1
'ould not be
eigenvalues of a Stur*-)iouville proble*4 sin'e these nu*bers approa'h 1 as
n
2ii3 Part 2b3 'an be stated as W%igenfun'tions asso'iated with distin't
eigenvalues are orthogonal on Ga4bF4 with weight fun'tion p2.3. The weight
fun'tion p is the 'oeffi'ient of in the Stur*-)iouville e&uation.
This orthogonality provides the possibility of e.pansion of fun'tions in
series of eigenfun'tions of a Stur*-)iouville proble*4 analogue of e&uation
26.223 is possible for eigenfun'tions.
2iii3 Part 2'3 states that a Stur* )iouville proble* 'an have no 'o*ple.
eigenvalue.
2iv3 Part 2d3 applies only to regular Stur*-)iouville proble*s.
E%a$ple 6.: Qis'uss solutions of regular Stur*-)iouville proble*D
y>>6 y754 y2537y2l375
on an interval G54lF in 'ases 2i3 7 54
2ii3 is negative nu*ber4 and 2iii3 is positive nu*ber
1-J
Case 7i8 )et 754 then y>>75 and integrating it twi'e we get y2.37'.6d for
so*e 'onstants ' and d. 9ow y2537d754 and y2l37'l75 i*plies '75. This
*eans that y2.37'.6d *ust be the trivial solution. 1n the absen'e of a non-
trivial solution4 75 is not an eigenvalue of this proble*.
Case 7ii8 Suppose that is negative4 say 7-E
2
for E<5
9ow yI-E
2
y75. This is ho*ogeneous linear differential e&uation with
'onstant 'oeffi'ients. The au.iliary e&uation is *
2
-E
2
75. Roots are *
1
7E4*
2
7
-E. The general solution is
y2.37'
1
e
E.
6'
2
e
-E.
Sin'e y2537'
1
6'
2
754 then
'
2
7-'
1
4 so y7'
1
2e
E.
-e
-E.
3. sin'e
sin hE. 7 4
2
e e
E. E.

we have
y72'
1
sinh E.. #ut then
y2l372'
1
sinh El75
Sin'e El<54 sinh El<54 so '
1
4 7 5
This 'ase also leads to the trivial solution4 so this Stur*-)iouville
proble* has no negative eigenvalue.
Case 7iii8 is positive4 say 7E
2
9ow y>>6E
2
y75. The au.iliary e&uation of this ho*ogeneous linear
differential e&uation with 'onstant 'oeffi'ients is
*
2
6E
2
75. Roots are *
1
7iE4 *
2
7-iE.
8s dis'ussed in Se'tion (.(4 e&uation 2(.1-3 the general solution is
1J5
y2.37'
1
'os 2E.3 6'
2
sin2E.3
9ow
y2o37'
1
1 6'
2
.575 or '
1
75
y2.37'
2
sin 2E.3. !inally4 we need
y2l37'
2
sin El75
To avoid trivial solution4 we need '
2
5.
Then we *ust 'hoose E so that sin El754 whi'h *eans that El *ust be a
positive *ultiple of 4 say El 7 n.Then

n
7
2
2 2
l
n
for n7142434- - - -- - - -.
%a'h of these nu*bers is an eigenvalue of this Stur*-)iouville
proble*. 0orresponding to ea'h n4 the eigenfun'tions are
y
n
2.3 7 ' sin
,
_


l
. n
4
where ' is any non-@ero real nu*ber.
E%a$ple 6.; Qis'uss solution of periodi' Stur*-)iouville proble*D
y>>6y754 y2-l37y2l34 y>2-l37 y>2l3
on an interval G-l4lF for 'ases
2i3 7 5 2ii3 =5 2ii3 <5
Solution# Case 7i8 75 Then y7'.6d. 2See e.a*ple 6.-3 9ow
y2-l3 7 - 'l6d7y2l37'l6d i*plies '75. The 'onstant fun'tion y7d satisfies both
boundary 'onditions. Thus 75 is an eigenvalue with non@ero 'onstant
eigenfun'tions.
1J1
Case 7ii8 =54 say 7 -E
2
Solving as in 'ase 2ii3 of %.a*ple 6.-
y2.37'
1
e
E.
6'
2
e
-E.
is the general solution.
Sin'e y2-l37y2l34 then
'
1
e
-El
6'
2
e
El
7'
1
e
El
6'
2
e
-El
26.2+3
8nd y> 2-l37 y> 2l3 gives us after dividing out the 'o**on fa'tor E
'
1
e
-El
-'
2
e
El
7'
1
e
El
-'
2
e
-El
26.2-3
Rewrite e&uation 26.2+34 as
'
1
2e
-El
-e
El
37'
2
2e
-El
-e
El
3
This i*plies that '
1
7'
2
. The e&uation 26.2-3 be'o*es
'
1
2e
-El
-e
El
3 7 '
1
2e
El
-e
-El
3
#ut this i*plies that '
1
7-'
1
4 hen'e '
1
75. This solution is therefore trivial4 hen'e
this proble* has no negative eigenvalue.
Case 7iii8 <54 say 7E
2
9ow as in %.a*ple 6.- 2'ase iii3 the general solution is
y2.37'
1
'os 2E.36'
2
sin 2E.3
9ow
y2-l37'
1
'os El-'
2
sin 2El37y2l37'
1
'os 2El36'
2
sin 2El3
#ut this i*plies that
-'
2
sin 2El37'
2
sin 2El3
or ,'
2
7'
2
i*plying '
2
75
8lso y> 2-l37E'
1
sin 2El3 6 E'
2
'os 2El3
7 y> 2l37-E'
1
sin 2El3 6E'
2
'os 2El3.
1J2
Then
E'
1
sin 2El375
1f sin 2El354 then '
1
7'
2
754 leaving the trivial solution. Thus we assu*e
that sin El75 whi'h re&uires that El7n for so*e positive integer n. Therefore4
the nu*bers

n
7
2
l
2 2
l
n
are eigonvalues for n71424- - - - 4 with 'orresponding eigenfun'tions
y
n
2.37'
1
'os
3
l
. n
2

6'
2
sin
3
l
. n
2

where '
1
and '
2
are not both @ero
6.: E%ercises#
Review of Power Series
1.
/rite e
.
'os . in the for* of a power series. %.a*ine whether this
power series is 'onvergent.
Solution A'out (rdinar" Points#
!ind the general solution of the following differential e&uations about
an ordinary point in ter*s of two power series
2.
y>>-216.3y75
3.
y>>62'os .3 y 7 5
".
y>>6.
2
y75
(.
y>>6y7e
.
6.
y>6.y7.
2
-2.
+.
2.
2
-13 y>6y75
1J3
-.
yI-2.613 y>-y75
Ose the power series *ethod to solve the following initial value
proble*s
J.
2.-13 y>>-. y>6y75
y2537-24 y> 25376
15.
2.
2
613 y>>62. y>754 y253754 y> 25371
11.
yI6.y754 y253714 y> 25371
12.
.yI6y6.754 y213714 y> 21371
Solution A'out Reular Sinular Point# -he $ethod of /ro'enius
Ose the *ethod of !robenius to solve the following differential e&uations
13.
. y>>-. y>6y75
1".
y>>6
.
3
y>-2y75
1(.
. y>>6 y>6y75
16.
2. y>-3 y>-
.
. 3 +
y 7 5
1+.
".
2
y>>623.613y75
1-.
. y>>-2.6(3 y>63y75
1J. . y>>62.-(3 y>63y75
25. . y>>6 y>6.y75
2essel<s Equation
!ind the general solution of the following e&uations
21. .
2
y>>6. y>62.
2
-13y75
22. . y>>6. y>6.y75
1J"
23. Terify that y7.
n
Pn2.3 is a parti'ular solution of . yI621-2n3 y>6.y754 .<5
Leendre<s Equation
Solve the following e&uations
2". 21-.
2
3 y>>-2. y>75
2(. 21-.
2
3 y>>-2. y>612y75 subKe't to initial 'onditions
y253754 y> 25371.
Stur$ Liouville -heor"
1n ea'h of proble*s 26 through 3(4 'lassify the Stur*-)iouville proble*
as regular4 periodi'4 or singularR state the relevant interval4 find the
eigenvaluesR 'orresponding to ea'h eigenvalue4 find an eigenfun'tion.
26. y>>6 y75R y> 2537 y> 2l375
2+. y>>6 y75R y253754 3y2136 y> 21375
2-. y>>6 y75R y253754 y> 2l375
2J. y>>6 y75R y> 253754 y> 2l375
35. y>>6 y75R y> 2537y2"375
31. y>>6 y75R y2537y234y> 2537 y> 23
32. y>>6 y75R y2-337y2334 y> 2-337 y> 233
33. y>>6 y75R y253754 y2362 y> 2375
3". y>6 y75R y253-2 y> 253754 y> 21375
3(. y>>62 y>62163y754 y2537y21375.
1J(