MICHAEL B.

BAYLON
MS CE
COE5310: ADVANCED MATHEMATICAL METHODS
PROF. HOMER CO
ASSIGNMENT NUMBER 2:
TOPIC: POWER SERIES SOLUTION NEAR A REGULAR SINGULAR POINT
1. By power series near a regular singular point

4 xy 3 y 3 y 0 .............................................................................................................. eq. 1.0

SOLUTION:

nr
Assume the solution of: y cn x
.............................................................................................. eq. 1.1
n 0

Getting the first and second derivative of the solution to substitute in the given O.D.E.:

y cn n r x n r 1 ........................................................................................................ eq. 1.2a

n0

y cn n r n r 1x n r 2 ...................................................................................... eq. 1.2b

n 0

Substitute equations 1.2a and 1.2b to the given O.D.E.:

n 0

n 0

n 0

4 cn n r n r 1x n r 1 3 cn n r x n r 1 3 cn x n r 0 ............................... eq. 1.3

Shift index, i.e. from n to n-1, hence, the second term changes:

cn 4n r n r 1 3n r xn r 1 3 cn 1xn r 1 0 ........................................ eq. 1.4a

n 0

n 1

c n r 4n r 1x
n 0

n r 1

3 cn 1 x n r 1 0 ....................................................... eq. 1.4b

n 1

Investigating eq. 1.4b for n=0: (notice that the second term starts at n=1)

for n 0 : c0 r 4r 1x r 1 0; c0 is arbitrary.

The indicial equation is: r 4r 1 0 . ........................................................................................... eq. 1.4c

The indicial roots are: r 0 and r

1
.
4

If n1, thus the second term of eq. 1.4b will appear, thus the recurrence relation is derived:

cn n r 4n r 1x n r 1 3cn 1 x n r 1 0

cn 4n r n r 3cn 1 0

cn

13
c
n r 4n r 1 n 1 ................................................................................................. eq. 1.5

COE5310

ASSIGNMENT #2

MICHAEL B. BAYLON
MS CE
Investigating eq. 1.5, for even and odd integers of n, since there are arbitrary numbers, respectively:
For n1, r=0

For n1,

13 c
13 0
13 c
c2
27 1
13 c
c3
311 2

13 c
51 0
13 c
c2
92 1
13 c
c3
133 2

c1

c1

ck

13 c
k 4k 1 k 1

ck

13 c
4k 1k k 1

For the r=0 indicial root values, multiply all the terms of the LHS and equate to that of RHS:
k terms
k terms

1 1 1 1 3 3 3 3
c1 c2 c3 ck 1 ck
c c c ck 1 ......................... eq. 1.6
1 2 3 k 3 7 11 4k 1 0 1 2

Eq. 1.6 simplies to, (thus, the cn for r=0):

ck

1k 3k c
0
k
k! 4m 1

........................................................................................................... eq. 1.7

m 1

For the r=1/4 root values, multiply all the terms of the LHS and equate to that of RHS:
k terms
k terms

1 1 1 1 3 3 3 3
c1 c2 c3 ck 1 ck
c c c ck 1 ......................... eq. 1.8
1 2 3 k 5 9 13 4k 1 0 1 2

Eq. 1.8 simplies to, (thus, the cn of the odd integers):

ck

1k 3k c
0
k
k! 4m 1

......................................................................................................... eq. 1.9a

m 1

Changing variables from n to k, thus eq. 1.1 becomes:

y cn x n r ...................................................................................................................... eq. 1.10

n 0

Since the given O.D.E. is linear, by superposition, the general solution is: (refer to eq. 1.10)

y yr 0 yr 1 / 4

y ck x k ck x
k 0

k 0

k1

.................................................................................................. eq. 1.11a

COE5310

ASSIGNMENT #2

MICHAEL B. BAYLON
MS CE
Substituting equations 1.7b and 1.9b to eq. 1.11a:

1k 3k c x k 1k 3k c x k 14 .................................................. eq. 1.11b

0
0
k
k
k 0
k 0
k! 4m 1
k! 4m 1

m1

m1

Rearranging eq. 1.11b:

1k 3k x k c 1k 3k x k 14 ................................................. eq. 1.11c

0
k
k
k 0
k 0
k! 4m 1
k! 4m 1

y c0

m 1

m 1

COE5310

ASSIGNMENT #2

MICHAEL B. BAYLON
MS CE
2. By power series near a regular singular point

2 xy 51 2 x y 5 y 0 ........................................................................................................ eq. 2.0

SOLUTION:

nr
Assume the solution of: y cn x
.............................................................................................. eq. 2.1
n 0

Getting the first and second derivative of the solution to substitute in the given O.D.E.:

y cn n r x n r 1 .............................................................................................................. eq. 2.2a

n0

y cn n r n r 1x n r 2 ............................................................................................. eq. 2.2b

n 0

Substitute equations 2.2a and 2.2b to eq. 2.0:

n 0

n 0

n 0

2 x cn n r n r 1x n r 2 51 2 x cn n r x n r 1 5 cn x n r 0 .................... eq. 2.3a

Distribute x from eq. 2.3a:

n 0

n 0

n 0

cn 2n r n r 1 5n r xn r 1 cn 10 n r xn r 5cn xn r 0 ............ eq. 2.3b

Combining similar x terms in eq. 2.3b:

cn 2n r 3n r xn r 1 cn 5 2n r 1xn r 0 ......................................... eq. 2.3c

n 0

n 0

Shift index, i.e. from n to n-1, hence, the second term changes:

c n r 2n 2r 3x
n 0

n r 1

cn 1 5 2n r 1x n r 1 0 ..................................... eq. 2.4a

n 1

Investigating eq. 2.4a for n=0: (notice that the second term starts at n=1)

for n 0 : c0 r 2r 3x r 1 0; c0 is arbitrary.

The indicial equation is: r 2r 3 0 . .......................................................................................... eq. 2.4b

3
2

The indicial roots are: r 0 and r .

If n1, thus the second term of eq. 2.4 will appear, thus the recurrence relation is derived:

cn n r 2n 2r 3x n r 1 cn 1 5 2n r 1x n r 1 0
cn n r 2n 2r 3 cn 1 5 2n 2r 1 0

cn

5 2n 2r 1
c
n r 2n 2r 3 n 1 ...................................................................................................... eq. 2.5

COE5310

ASSIGNMENT #2

MICHAEL B. BAYLON
MS CE
Investigating eq. 2.5, for even and odd integers of n, since there are arbitrary numbers, respectively:
For n1, r=0

For n1,

5 1
c
15 0
5 3
c2
c
27 1
5 5
c3
c
39 2

5 2k 1
ck
c
k 2k 3 k 1

10 1
c
11 0
10 0
c2
c 0
12 1
10 1
c3
c 0
33 2

c1

c1

For the r=0 indicial root values, multiply all the terms of the LHS and equate to that of RHS:
k terms

3 5 5 5 5 1 3 5 2k 1
c1 c2 c3 ck 1 ck
c c c ck 1 eq. 2.6
1 2 3 k 3 5 7 2k 1 2k 1 2k 3 0 1 2

Eq. 2.6 simplies to, (thus, the cn for r=0):

ck

3 5k
c0 .................................................................................................. eq. 2.7
k!2k 1 2k 3

For the r=-3/2 root values, cn simplifies to:

c0 c0 ; c1 10c0 ................................................................................................................................ eq. 2.8

Changing variables from n to k, thus eq. 2.1 becomes:

y cn x n r ........................................................................................................................ eq. 2.9

n 0

Since the given O.D.E. is linear, by superposition, the general solution is: (refer to eq. 2.9)

y yr 0 yr 3 / 2

y ck x k ck x
k 0

k 0

k3

.................................................................................................. eq. 2.10a

Substituting equations 2.7b and 2.8b to eq. 2.10a:

3 5k
3
1
y
c0 x k c0 x 2 10c0 x 2 .................................................. eq. 2.10b

k 0 k!2k 1 2k 3

Rearranging eq. 1.11b:

3 5k
3
x k c0 x 2 1 10 x ......................................................... eq. 2.10c
k 0 k!2k 1 2k 3

y c0

COE5310

ASSIGNMENT #2

MICHAEL B. BAYLON
MS CE

3. By power series near a regular singular point

2 xy 1 2 x 2 y xy 0 ......................................................................................................... eq. 3.0

SOLUTION:

nr
Assume the solution of: y cn x
.............................................................................................. eq. 3.1
n 0

Getting the first and second derivative of the solution to substitute in the given O.D.E.:

y cn n r x n r 1 ........................................................................................................ eq. 3.2a

n0

y cn n r n r 1x n r 2 ...................................................................................... eq. 3.2b

n 0

Substitute equations 3.2a and 3.2b to the given O.D.E.:

2 x cn n r n r 1x n r 2 1 2 x 2
n 0

c n r x

n 0

n r 1

x cn x n r 0 ................ eq. 3.3

n 0

Shift index, i.e. from n to n-2, hence, the second term changes:

cn 2n r 3n r xn r 1 cn 2n r 1xn r 1 0 ....................................... eq. 3.4a

n 0

c n r 2n 2r 3x
n 0

n 0

n r 1

cn n r 2n 2r 3x

n r 1

cn 2 2n 2r 5x n r 1 0 .................................... eq. 3.4b

n2

Investigating eq. 3.4b for n=0 and n=1: (notice that the second term starts at n=1)

for n 0 : c0 r 2r 3x r 1 0; c0 is arbitrary.

for n 1 : c1 1 r 2r 1x r 0; c1 is arbitrary.
The indicial equations are:

r 4r 1 0 . ....................................................................................................................... eq. 3.5

1 r 2r 1 0 .................................................................................................................. eq. 3.6

The indicial roots are:

1
For c0: r 0 and r 4 .
For c1: r 1 and r 2 .
The recurrence relation is (for n2):

cn

2n 2r 5 c
n r 2n 2r 3 n 2 ............................................................................................... eq. 3.7

COE5310

ASSIGNMENT #2

MICHAEL B. BAYLON
MS CE
For even coefficients, n2:
For r=0

For r=1/4

c2

c2

1 c
21 0
3 c
c4
45 2
7 c
c6
69 4

c2 k

4 1
c
93 0
47
c4
c
17 11 2
415
c6
c
2519 4

48k 9
c2 k
c
8k 18k 5 2 k 2

4k 5 c
2k 4k 3 2 k 2

For r=0:

c2 c4 c6 c2 k 2 c2 k
k

1 3 7 4k 5
c c c c2 k 2
2 4 6 2k 1 5 9 4k 3 0 2 4

4m 5

c2 k m k 2
c0
2 k!4k 3!
c2 k

1 k 4m 5
k
c0
2 k! m1 4m 3

For r=1/4:
k terms

4 4 4 4 1 7 15 8k 9
c2 c4 c6 c2 k 2 c2 k
c c c c2 k 2
9 17 25 8k 1 3 11 19 8k 5 0 2 4

8m 9 c
0
m1 8m 18m 5
k

c2 k 4 k

For odd coefficients, n2:

For r=-1

For r=1/2

c3

c3

1 c
21 1
3 c
c5
45 3
7 c
c7
69 5

c2 k 1

4k 5 c
2k 4k 3 2 k 1

21
c
7 2 1
23
c5
c
114 3
25
c7
c
156 5

22k 1
c2 k 1
c
4k 32k 2 k 1

COE5310

ASSIGNMENT #2

MICHAEL B. BAYLON
MS CE
For r=-1:

c3 c5 c7 c2 k 1 c2 k 1
k

1 3 7 4k 5
c c c c c2 k 1
2 4 6 2k 1 5 9 4k 3 1 3 5 7

4m 5

c2 k 1 m k 2
c1
2 k!4k 3!
c2 k 1

1 k 4m 5
c1

2k k! m 1 4m 3

For r=1/2:
k terms

2 2 2 2 1 3 5 2k 1
c3 c5 c7 c2 k 1 c2 k 1
c c c c2 k 1
7 11 15 4k 3 2 4 6 2k 1 3 5

1 k 2m 1
c2 k 1
c1
k! m 1 4m 3
The solution is:

y cn x n r
n 0

y ck x k ck x k 1 ck x
k 0

k 0

k1

k 0

ck x

k 1

k 0

4m 5x k c
1
1 k 4m 5 k 1
x

1 k
k
k 0 2 k! m 1 4m 3
k 0 2 k! m 1 4m 3

y c0

8m 9 x k 14 c 1 k 2m 1 x k 12

1
k 0 k! m 1 4m 3
m 1 8m 18m 5
k

c0 4k
k 0

COE5310

ASSIGNMENT #2