KXEX 2244 - Ordinary differential equations

Mohamad Bakri Zubir

Monday, 17 February 2014

Contents

1 Basic concepts

1.1

Differential equations . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.2

Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.3

Ordinary and partial differential equations . . . . . . . . . . . . . . . .

1.4

Order and degree . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.5

Linear and non-linear . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.6

Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.7

Initial and boundary conditions . . . . . . . . . . . . . . . . . . . . . .

2 First order differential equations

2.1

Standard form and differential form . . . . . . . . . . . . . . . . . . . .

2.2

Separable differential equations . . . . . . . . . . . . . . . . . . . . . .

10

2.3

Linear differential equations . . . . . . . . . . . . . . . . . . . . . . . .

12

2.3.1

Bernoulli equations . . . . . . . . . . . . . . . . . . . . . . . . .

15

2.3.2

Riccati equation . . . . . . . . . . . . . . . . . . . . . . . . . . .

17

2.4

Homogeneous differential equations . . . . . . . . . . . . . . . . . . . .

21

2.5

Equations reducible to homogeneous form . . . . . . . . . . . . . . . .

23

2.6

Exact differential equations . . . . . . . . . . . . . . . . . . . . . . . .

27

2.6.1

30

Nonexact differential equation . . . . . . . . . . . . . . . . . . .

1

2
3 Second order differential equations

33

3.1

General theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

33

3.2

Homogeneous linear equation with constant coefficients . . . . . . . . .

38

3.3

Nonhomogeneous linear equations with constant coefficients . . . . . .

42

3.4

Method of undetermined coefficients

. . . . . . . . . . . . . . . . . . .

44

3.5

Reduction of order method . . . . . . . . . . . . . . . . . . . . . . . . .

49

3.6

Variation of parameters method . . . . . . . . . . . . . . . . . . . . . .

52

3.7

Euler-Cauchy equations

54

. . . . . . . . . . . . . . . . . . . . . . . . . .

4 Series solutions of ODEs

62

4.1

Algebraic operations on power series . . . . . . . . . . . . . . . . . . .

63

4.2

Linear differential equation of second order . . . . . . . . . . . . . . . .

64

4.3

Ordinary and singular points . . . . . . . . . . . . . . . . . . . . . . . .

65

4.3.1

Ordinary points . . . . . . . . . . . . . . . . . . . . . . . . . . .

65

4.3.2

Singular points . . . . . . . . . . . . . . . . . . . . . . . . . . .

66

4.4

Series solution about an ordinary point . . . . . . . . . . . . . . . . . .

68

4.5

Series solution about a regular singular point - the method of Frobenius

74

A Analytic functions

88

B Convergence of power series

89

History of revisions
These course notes are a work in progress. It will be updated from time to time.
As such, it will be perpetually in draft form. New materials, new examples, within
the scope of the syllabus, will be added on a regular basis. If you spot any errors or
omissions please email me at mbakri@um.edu.my. It is hoped that this draft will evolve
into a self contained notes for this course.
Please check Spectrum for any release of updated version.
Version 6.1 - this version
Version 5 - 11 November 2013
Version 4 - 7 October 2013
Version 3 - 18 September 2013
Version 2 - 11 September 2013
Version 1 - 9 September 2013

Chapter 1
Basic concepts
We introduce the terms and terminologies found in the study of differential equations.

1.1

Differential equations

A differential equation is an equation involving an unknown function and its derivatives.

Examples of differential equations:
Example 1.
dy
= 2x + 7
dx
 2
2
dy
yd y
e
=7
+5
2
dx
dx
4


d2 y
dx2

(1.1)

(1.2)

d3 y
d2 y
+
(cos
x)
+ 3x2 y = 0
dx3
dx2

2


+ 4y

dy
dx

7

+ y3

2y
2y
9 2 =0
2
t
x

dy
dx

(1.3)

2
= 5x

(1.4)

(1.5)

1.2

Notation

dy d2 y d3 y d4 y
d2 n
The Liebnitz notations
, 2 , 3 , 4 , . . . , n are used to represent, respectively,
dx dx dx dx
dx
the first, second, third, fourth, . . . , nth derivatives of y with respect to the independent
variable x.
If the independent variable of y is understood from the context, the expressions
y 0 , y 00 , y 000 , y (4) , . . . , y (n) are sometimes used.

1.3

Ordinary and partial differential equations

Ordinary differential equation Differential equations where the unknown function

depends on only one independent variable

Example 2. Equations (1.1) to (1.4) are ordinary differential equations, since the
unknown function y depends only on the variable x.

Partial differential equation Differential equations where the unknown function

depends on two or more independent variables

Example 3. Equation (1.5) is a partial differential equation having t and x as independent variables.

1.4

Order and degree

Order: The order of a differential equation is the highest derivative that appears in
the differential equation.
Example 4. In the equation
x2

d2 y
dx2

3


+3

d3 y
dx3

2
+7

dy
=0
dx

d3 y d2 y
dy
The orders of
,
and
are 3, 2 and 1 respectively. The highest order is 3 and
3
2
dx dx
dx
therefore the order of the differential equation is 3.

Degree: The degree of a differential equation is the power of the highest derivative
term.
Example 5. In the equation
x

d2 y
dx2

3


+3

d3 y
dx3

2
+7

dy
=0
dx

d3 y
The order of the differential equation is 3 and
has power 2. Therefore the degree
dx3
of the differential equation is 2.

1.5

Linear and non-linear

Linear: A differential equation is called linear if there are no multiplications among

dependent variables and their derivatives. In other words, all coefficients are functions
of independent variables.
A linear ordinary differential equation has the form
dn y
dn1 y
d2 y
dy
+
a
(x)
+

+
a
(x)
+
a
(x)
+ a0 (x)y = g(x)
n1
2
1
dxn
dxn1
dx2
dx
where ai (x) and g(x) are functions of x only.
an (x)

Example 6. Equations (1.1) and (1.3) are linear differential equations.

Non-linear: Differential equations that do not satisfy the definition of linear are nonlinear.
Example 7. Equations (1.2) and (1.4) are non-linear differential equations.

1.6

Solutions

General solution: Solutions obtained from integrating the differential equations are
called general solutions. The general solution of a nth order ordinary differential equation contains n arbitrary constants resulting from integrating n times.
Example 8. It can be shown the general solution to the differential equation y 00 +4y = 0
is y = A sin 2x + B cos 2x where A, B are constants.

Particular solution: Particular solutions are the solutions obtained by assigning specific values to the arbitrary constants in the general solutions.
Example 9. A few particular solutions to the differential equation in Example 8 are
(a) y = 5 sin 2x 3 cos 2x (choose c1 = 5 and c2 = 3, (b) y = sin 2x (choose c1 = 1
and c2 = 2), and (c) y = 0 (choose c1 = c2 = 0).

Singular solutions: Solutions that can not be expressed by the general solutions are
called singular solutions.

1.7

Initial and boundary conditions

Initial condition: Constraints that are specified at the initial point, generally time
point, are called initial conditions. Problems with specified initial conditions are called
initial value problems.
Example 10. The constraints in the problem y 00 + 2y 0 = ex ; y() = 1, y 0 () = 2 given
at x = are initial conditions.

Boundary condition: Constraints that are specified at the boundary points, generally space points, are called boundary conditions. Problems with specified boundary
conditions are called boundary value problems.
Example 11. The constraints in the problem y 00 + 2y 0 = ex ; y(0) = 1, y 0 (1) = 1 given
at x = are boundary conditions because the conditions are given at the different
values x = 0 and x = 1.

Chapter 2
First order differential equations
A first order differential equation is an equation that contains a function y(x) and its
derivative y 0 (x). We will look at the different kinds of first order equations and the
methods to solve them.

2.1

Standard form and differential form

A first order differential equation in standard form is the equation

dy
= f (x, y).
dx

Example 12. The equation

dy
x+y
=
dx
y2
is a first order differential equation in standard form.

An equation is in differential form if it is expressed as

M (x, y) dx + N (x, y) dy = 0

(2.1)

10

Example 13. The equation

(2x y) dx + (x2 + y 2 ) dy = 0
is in differential form.

2.2

Separable differential equations

Consider a differential equation in differential form (2.1). If M (x, y) = A(x), a function only of x and N (x, y) = B(y), a function only of y, the differential equation is
separable, or has its variables separated. The equation
B(y) dy = A(x) dx
The equation can be solved by integrating both sides.

Example 14. Solve the equation 9y

dy
+ 4x = 0.
dx

Solution. Separating the variables we get 9y dy = 4x dx. Integrating

Z
Z
9y dy = 4x dx
9y 2
= 2x2 + A,
2
4x2 + 9y 2 = C,

A a constant
where C = 2A.

11

Example 15. Solve the equation y 0 = 1 + y 2 .

Solution. Equation is

dy
dx

= 1 + y 2 . Separating the variable we get

dy
= dx. Inte1 + y2

grating,
Z

dy
=
1 + y2

Z
1 dx

tan1 y = x + A,

where A is an arbitrary constant

y = tan(x + A).

Example 16. Solve the equation

dy
y+1
=
subject to the condition y(6) = 0.
dx
x4

Solution. Separating the variables we get

dy
dx
=
. Integrating,
1+y
x4

Z
dy
dx
=
1+y
x4
ln |1 + y| = ln |x 4| + ln A
|1 + y| = A|x 4|
which implies
1 + y = A(x 4), where A > 0

The initial condition x = 6, y = 0 implies A = 21 . Therefore y = 12 x 3.

12

2.3

Linear differential equations

A first order differential equation expressed in the form

dy
+ p(x)y = q(x)
dx

(2.2)

is called a linear differential equation, where p(x) and q(x), are functions of x only.
Equation (2.2) is solved by multiplying it by the integrating factor I(x). The integrating
factor is
R
I(x) = e p(x) dx .
Equation (2.2) becomes
R

p(x) dx

R
R
dy
+ p(x)e p(x) dx y = q(x) e p(x) dx .
dx

Observe that the left hand side of this equation can be expressed as
R

p(x) dx

R
dy
d R p(x) dx

+ p(x)e p(x) dx y =
e
y .
dx
dx

Equation (2.3) becomes

R
d R p(x) dx

e
y = q(x) e p(x) dx .
dx

Integrate both sides to obtain

Z
Z
R
d R p(x) dx

e
y dx = q(x) e p(x) dx dx
dx
Z
R
R
p(x) dx
e
y = q(x) e p(x) dx dx + c.

(2.3)

13

Example 17. Solve the equation y 0 y = e4x .

Solution. The integrating factor is I(x) = e
integrating factor and integrate to obtain

1 dx

= ex . Multiply the equation by the

ex y 0 ex y = ex e4x
d x

e y = e3x
dx
Z
Z
d x

e y dx = e3x dx
dx
e3x
ex y =
+c
3
1
y = e4x + ce3x .
3

Example 18. Solve the equation xy 0 + y + 6 = 0.

Solution. In linear form
y0 +

6
1
y=
x
x

The integrating factor is I(x) = e 1/x dx = eln x = x. Multiply the equation by the
integrating factor and integrate to obtain

x y 0 + y = 6
d
(x y) = 6
dx
Z

d
(x y) dx = 6 dx
dx
x y = 6x + c
c
y = 6 + .
x

Example 19. Solve the initial value problem y 0 + y tan x = sin 2x,

y(0) = 1.

Solution. In linear form

y 0 + (tan x) y = sin 2x
The integrating factor is I(x) = e

tan x dx

= e ln | cos x| = sec x. Multiply the equation

14

by the integrating factor and integrate to obtain

(sec x) y 0 + (sec x tan x) y = sec x sin 2x
1
(sec x) y 0 + (sec x tan x) y =
2 sin x cos x
cos x
d
(sec x y) = 2 sin x
dx
Z
Z
d
(sec x y) dx = 2 sin x dx
dx
sec x y = 2 cos x + c.
When x = 0, y = 1, implies 1 = 2 + c so that c = 3. Therefore
y
= 3 2 cos x + c
cos x
Hence
y = 3 cos x 2 cos2 x.

Example 20. Solve the initial value problem

dy
y
=
,
dx
2x + 3y 2 2

y(1) = 1.

Solution. The differential form is not linear in y. However if we let y to be the

independent variable, then
dx
2x + 3y 2 2
=
dy
y
3y 2 2
2
= x+
y
y
2
dx 2
3y 2
x=
dy
y
y
which is linear in x.
2

The integrating factor is I(y) = e y dy = e2 ln |y| =

1
y2 .

Multiply the equation by the integrating factor and integrate

1 dx
2
3y 2 2

x
=
y 2 dy
y3
y3


d
1
3
2
x = 3
dy y 2
y y


Z
Z
d
1
3
2
x dy =

dy
dy y 2
y y3
1
1
x = 3 ln y + 2 + c.
y2
y

15
When x = 1, y = 1, which implies 1 = 0 + 1 + c so that x = 3y 2 ln y + 1.

2.3.1

Bernoulli equations

A Bernoulli equation is a first order differential equation of the form

dy
+ p(x)y = r(x)y n
dx

(2.4)

where n 6= 0, 1.
If n = 0 or n = 1 then (2.4) is a linear differential equation. For any other value of n,
the equation can be reduced to the linear form by making the substitutions
v = y 1n

and

dy
dv
= (1 n)y n .
dx
dx

Multiply equation (2.4) by (1 n)y n to obtain

(1 n)y n

dy
+ (1 n)y n p(x)y = (1 n)y n r(x)y n
dx

(1 n)y n

dy
+ (1 n)p(x)y 1n = (1 n)r(x)
dx
dv
+ (1 n)p(x)v = (1 n)r(x)
dx

Example 21. Solve

dy
dx

+ 3x2 y = xex y 2 .

Solution. The equation is not linear but Bernoullis with n = 2. Make the substitution
dv
dy
v = y 12 = y 1 . Then
= y 2 .
dx
dx
Multiply the equation by y 2 to obtain
y 2

3
dy
3x2 y 1 = xex
dx
3
dv
3x2 v = xex .
dx

The equation is now linear, the integrating factor is I(x) = e

ex

3
dv
3x2 ex v = x
dx

3x2 dx

= ex . Then

16
d  x3 
e
v = x
dx
Z
Z
d  x3 
e
v dx = x dx
dx
3
x2
ex v = + c
2
2
3
x
ex y 1 = + c
2
x3
1
e
=
(2c x2 )
y
2
2
y = x3
e (A x2 )

Example 22. Solve the equation 3

where A = 2c .

dy
+ y = (1 2x)y 4 .
dx

Solution. It is a Bernoulli equation with n = 4 when it is expressed as

dy
+
dx

1
3

y=

Make the substitution v = y 14 = y 3 . Then

3y 4 ,
3y 4

(1 2x) 4
y .
3
dv
dy
= 3y 4 . Multiply the equation by
dx
dx

(1 2x) 4
dy
3y 4 ( 13 )y = 3y 4
y
dx
3
dy
3y 4
y 3 = (1 2x)
dx
dv
v = 2x 1.
dx

The equation is now linear, the integrating factor is I(x) = e

the linear equation by the integrating factor

1 dx

= ex . Multiplying

dv
ex v = (2x 1)ex
dx
d x

e v = (2x 1)ex
dx
Z
Z
d x

e v dx = (2x 1)ex dx
dx
ex

Z
ex v = (2x 1)(ex ) 2(ex ) dx
Z
x
= (1 2x)e + 2ex dx

17
= (1 2x)ex 2ex + c
ex y 3 = 2xex ex + c
1
= 2x 1 + cex
y3
y3 =

2.3.2

1
.
cex 2x 1

Riccati equation

A Riccati equation is an equation of the form

y 0 + a(x)y = b(x) + c(x) y 2 .

(2.5)

Notice that the equation is linear except for the term c(x) y 2 .
If a particular solution u of a Riccati is known, the general solution of the equation is
found by making the substitution
1
y =u+
(2.6)
z
where z is a function of x.
When (2.6) is substituted into equation (2.5), it becomes a linear equation,

0



2
1
1
1
u+
+a u+
=b+c u+
z
z
z
u0

1
1
1
1 0
z + au + a = b + cu2 + 2cu + c 2
2
z
z
z
z

and since u0 + au = b + cu2 , equation reduces to

1 0
1
1
1
z + a = 2cu + c 2 ,
2
z
z
z
z

then multiply by z 2 and rearrange,

z 0 + (2cu a)z = c.
which is a linear equation in z. Solve to obtain a general solution in z and hence in y.
Note: There is no particular algorithm to find the particular solution u. One may use
trial and error to find u by looking the functions a, b and c.

18

Example 23. Solve y 0 = (y x)2 + 1, where u(x) = x is particular solution, subject

to the condition y(0) = 12 .
Solution. The equation is y 0 = y 2 2xy + x2 + 1 or y 0 + 2xy = x2 + 1 + y 2 which is
Bernoulli.
First, we verify that u(x) = x is a solution to the equation. Then u0 (x) = 1. Substitute
into the equation
LHS = 1,

RHS = (x x)2 + 1 = 1,

LHS = RHS

Therefore u(x) = x is a solution.

Second, solve by taking the substitution y = x+ z1 . Then y 0 = 1 z12 z 0 . Upon substitution,



2
1 0
1
1
2
1 2 z + 2x x +
=x +1+ x+
z
z
z
1 0
1
1
1
1 2 z + 2x2 + 2x = x2 + 1 + x2 + 2x + 2
z
z
z
z
1
1 0
2z = 2,
z
z
and multiply by z 2 ,
z 0 = 1.
Therefore z = x + A for some constant A. Since y = x + z1 , then z =
1
= x + A
yx

or

y=

1
+ x.
Ax

The initial condition says, when x = 0, y = 12 , so that

1
1
=
+0
2
A0

which implies

Therefore
y=

1
+ x.
2x

A=2

1
yx ,

so that

19

Example 24. Solve the equation y 0 + xy = x12 + y 2 for x > 0 with a particular solution
u(x) = x1 subject to y(1) = 2.
Solution. We verify that u(x) =
LHS =
Therefore u(x) =

1/x
1
+
= 0,
2
x
x

1
x

1
x

is a solution.
RHS =

1
+
x2

 2
1
= 0,
x

LHS = RHS

is a particular solution.

Make the substitution y =

1
x

1
z

so that y 0 =

1
1
2 z0,
2
x
z

1
y
= 2 + y2
x
x





2
1
1
1
1 1
1
1
1
2 2 z0 +
+
+
= 2 +
x
z
x x z
x
x z
y0 +

1
1
1 1
1
1
2 1
1
1
2 z0 + 2 + = 2 + 2 + + 2
x2
z
x
x z
x
x
x z
z

1 0 1 1
1
z = 2,
z2
x z
z

and multiply by z 2 ,
z0 +

1
z = 1.
x

The equation is linear with integrating factor I(x) = e

the integrating factor,

1/x dx

= eln x = x. Multiply by

x z 0 + z = x
d
(xz 0 ) = x
dx
Z

d
(xz) dx =
dx

xz =

z=

x2
2A x2
+A=
2
2

2A x2
2x

1
2x
=
,
z
B x2

where B = 2A.

20

Then
y=

1
2x
.
+
x B x2

When x = 1, y = 2 so that
2=

1
21
+
1 B1

which implies

Therefore
y=

2x
1
.
+
x 3 x2

B = 3.

21

2.4

Homogeneous differential equations

A function f (x, y) is said to be homogeneous of degree n if for all ,

f (x, y) = n f (x, y).

Example 25. The function f (x, y) = x4 + xy 3 is homogeneous of degree 4 because

f (x, y) = (x)4 + (x)(x)3
= 4 (x4 + xy 3 )
= 4 f (x, y).

Example 26. The function f (x, y) =

y xey/x
is homogeneous of degree 0 because
y

(y)4 + (x)(ex/y )
y
y/x
y xe
=
y
0
= f (x, y).

f (x, y) =

Example 27. The function y 2 xy +1 is not homogeneous since the term 1 is of degree
0 whereas the other terms are of degree 2.

A differential equation of the form

dy
f (x, y)
=
dx
g(x, y)
is a homogeneous equation if both the functions f (x, y) and g(x, y) are homogeneous
of the same degree.

22

To solve a homogeneous differential equation we make the substitution y = vx. With

this substitution, the equation becomes separable in v and x.

Example 28. Solve 2xy

dy
= y 2 x2 .
dx

Solution. In standard form the equation is

dy
y 2 x2
=
,
dx
2xy
where the numerator and denominator are homogeneous of degree 2.
Let y = vx. Then

dv
dy
= v + x . Substitute into the equation
dx
dx
y 2 x2
dy
=
dx
2xy
dv
v 2 x2 x2
v+x
=
dx
2vx2
2
dv
v 1
x
=
v
dx
2v
2
1+v
=
2v
2v
1
dv = dx,
1 + v2
x

and integrating,
Z

2v
dv =
1 + v2

1
dx
x

ln(1 + v 2 ) = ln |x| + ln A
1 + v2 =
Substitute v =

y
x

A
,
x

to obtain
1+

y2
A
= ,
2
x
x

which implies
x2 + y 2 = Ax.

x > 0.

23

2.5

Equations reducible to homogeneous form

The equation of the form

a1 x + b 1 y + c 1
dy
=
dx
a2 x + b 2 y + c 2

(2.7)

can be reduced to a homogeneous form by making a substitution depending on the

values of the constants a1 , b1 , a2 , b2 .
Case 1
(


 a1 b 1 
x=X +h
 =
If 
6 0, choose the substitutions

a2 b 2
y =Y +k
(h, k) is found by solving the simultaneous equations

where the pair of constants

a1 x + b 1 y + c 1 = 0
a2 x + b2 y + c2 = 0.
Then equation (2.7) reduces to the homogeneous equation
a1 X + b 1 Y
dY
=
.
dX
a2 X + b 2 Y
To solve this equation, make the substitution Y = V X.

24

Case 2


 a1 b 1 

 = 0, make the substitution z = a1 + b1 y or z = a2 + b2 y.
If 
a2 b 2 
Example 29. Solve (x 2y + 4) dx + (2x y + 2) dy = 0.
Solution. In standard form, the equation is
dy
x 2y + 4
=
.
dx
2x y + 2

a
Here  1
a2

 
b1  1
=
b2   2


2
6= 0.
1

To find the pair (h, k) solve the simultaneous equation

x 2y + 4 = 0
2x y + 2 = 0
to obtain h = 0, k = 2.
(
Make the substitution

x=X +0
y =Y +2

The differential equation becomes

(
so that

dx = dX
dy = dY.

dY
X 2Y
=
which is a homogeneous equation.
dX
2X Y

Make the substitution Y = V X so that

dY
dV
=V +X
. Equation becomes
dX
dX

X 2V X
dV
=
dX
2X V X
dV
2V 1
X
=
V
dX
2V
V21
=
V 2
V 2
1
dV = dX,
V21
X

V +X

and integrating,
Z
V 2
1
dV =
dX
V21
X
Z
Z
3/2
1/2
1

dV =
dX
V +1 V 1
X
3
1
ln |V + 1| ln |V 1| = ln A ln X
2
2
|V + 1|3
B
ln
= ln 2 ,
|V 1|
X
Z

where B = A2 ,

25

which implies
(V + 1)3
B
= 2.
V 1
X
Since V = Y /X,
Y
(X
+ 1)3
B
= 2
Y
X

1
X

X
(Y + X)3
B

= 2
3
X
Y X
X
(Y + X)3 = B(Y X),

(
and since

X=x
Y = y 2,
(y 2 + x)3 = B(y 2 x)

or
(y + x 2)3 = B(y x 2).

Example 30. Solve (2x 4y + 5) dy + (x 2y + 3) dx = 0.

Solution. In standard form, the equation is
dy
x 2y + 3
=
.
dx
2x 4y + 5

a
Here  1
a2

 
b1  1
=
b2   2


2
= 0.
4

dz
dy
dy
Make the substitution z = x 2y so that
=12
or dx
= 12 (1
dx
dx
becomes


1
dz
z+3
1
=
2
dx
2z + 5
dz
2z + 3
4z + 6
4z + 11
=1+2
=1+
=
dx
2z + 5
2z + 5
2z + 5

dz
dx ).

Equation

26

The equation is separable,

Z

2z + 5
dz =
4z + 11

1
1/2

dz =
2 4z + 11

1
dz =
4z + 11

Z
1
z

1 dx

1 dx

2 dx

1
ln |4z + 11| = 2x + A
4

4z ln |4z + 11| = 8x + B
4(x 2y) ln |4(x 2y) + 11| = B
4x + 8y + ln |4x 8y + 11| = B.

where B = 4A

27

2.6

Exact differential equations

A first order differential equation, expressed in differential form

M (x, y) dx + N (x, y) dy = 0

(2.8)

is said to be an exact differential equation if there is a function u(x, y) such that

du(x, y) = M (x, y) dx + N (x, y) dy.

Method of solution
When equation (2.8) is determined to be exact, solve either one of the equations
u
= M (x, y)
x
or
u
= N (x, y)
y
for u(x, y).
If we choose

u
x

= M (x, y), then

Z
u=

M (x, y) dx + k(y).

(2.9)

Here the constant of integration is some function k(y).

To determine k(y), partially differentiate u with respect to y. Then
Z
u

=
M (x, y) dx + k 0 (y) = N (x, y).
y
y
Then

k (y) = N (x, y)
y
0

Z
M (x, y) dx.

Finally, integrate (2.10) with respect to y and substitute the result in (2.9).
The solution to (2.8) is given by
u(x, y) = c
where c is an arbitrary constant.

(2.10)

28

Likewise if you start with

u
y

= N (x, y), then

Z
u=

N (x, y) dy + h(x).

(2.11)

Here the constant of integration is some function h(x).

To determine h(x), partially differentiate u with respect to x. Then
Z

u
=
N (x, y) dy + h0 (x) = M (x, y).
x
x
Then

h (x) = M (x, y)
x
0

Z
N (x, y) dy.

(2.12)

Finally, integrate (2.12) with respect to x and substitute the result in (2.11) and the
solution to (2.8) is given by
u(x, y) = c
for some constant d.
Example 31. Solve the equation xy 0 + y + 4 = 0.
Solution. In differential form, the equation is
(y + 4) dx + |{z}
x dy = 0.
| {z }
N (x,y)

M (x,y)

Now

M
y

= 1 and

N
x

= 1. Therefore the equation is exact.

u
= y + 4 then
x
Z
Z
u
dx = y + 4 dx
x
u = xy + 4x + k(y),

If we choose to solve

then

for some function k(y),

u
= x + k 0 (y) = x = N (x, y).
y

Therefore
k 0 (y) = 0

which implies

k(y) = A

for some constant A. Hence solution is

xy + 4x + A = c
xy + 4x = c1 ,
| {z }
u(x,y)

where c1 = c A

29

If we choose to solve
Z

then

u
= x then
y

Z
u
dy = x dy
y
u = xy + h(x),

for some function h(x)

u
= y + h0 (x) = y + 4 = M (x, y).
x

Therefore
h0 (x) = 4

which implies

h(x) = 4x + B

for some constant B. Hence solution is

xy + 4x + B = c
where c2 = c B

xy + 4x = c2 ,
| {z }
u(x,y)

In either choices, we obtain the same solution.

Example 32. Solve 2x sin 3y dx + (3x2 cos 3y + 2y) dy = 0.

Solution. Let M (x, y) = 2x sin 3y and N (x, y) = 3x2 cos 3y + 2y. Check for exactness,
M
= 6x cos 3y,
y
Since

M
y

N
x ,

N
= 6x cos 3y.
x

the equation is exact.

Let

u
= M (x, y) = 2x sin 3y.
x

Then

Z
u=

2x sin 3y dx = x2 sin 3y + k(y).

To find k(y), differentiate u with respect to y to obtain

u
= 3x2 cos 3y + k 0 (y) = N (x, y) = 3x2 cos 3y + 2y.
y

30
This implies k 0 (y) = 2y so that k(y) = y 2 . Therefore solution is
u(x, y) = x2 sin 3y + y 2 = c.

2.6.1

Nonexact differential equation

Suppose the equation

P (x, y) dx + Q(x, y) dy = 0

(2.13)

6= Q
. The equation can be make exact by multiplying it by
is non-exact, that is P
y
x
F (x), a function of x only or by G(y) a function of y only. (It can also be made exact
by multiplying it with a function of both x and y, I(x, y) but this is beyond the scope
of this course)
The function that the equation is multiplied by to make it exact, be it F (x) or G(y),
is called the integrating factor.

How to find F (x)

Suppose the equation (2.13) becomes exact when multiplied by F (x), that is the equation
F P dx + F Qdy = 0
(2.14)
is exact. Then
(F Q)
(F P )
=
y
x
P
Q dF
F
+0P =F
+
Q
y
x
dx


dF
P
Q
Q=F

dx
y
x


1 dF
1 P
Q
=

,
F dx
Q y
x

31

integrating,
Z



1 P
Q

dx
Q y
x


Z
1 P
Q
ln F =

dx
Q y
x
Z

1 dF
dx =
F dx

1
Q

F (x) = e

Q
dx
( P
y
x )
.

How to find G(y)

Exercise 1. By similar method show that
1
P

G(y) = e

P
( Q
x y ) dy .

To see whether the integrating factor is a function of x or y, the expression in F (x)

must contain x only and the expression in G(y) must contain y only. It cannot contain
both.
1
dx + 2x dy = 0 non-exact. Find the integraty
ing factor as a function of y only, and show that by multiplying the equation by the
integrating factor it is exact. Hence solve the equation.
Example 33. Show that the equation

Solution. Let P (x, y) =

P
y

6=

Q
x

1
y

and Q(x, y) = 2x. Then

P
y

= y12 and

the equation is non-exact.

Now
Z

1
P

Q P

x
y


1 
2 (1/y 2 ) dy
1/y
Z
1
= 2y + dy
y
= y 2 + ln y.

dy =

The integrating factor is then

G(y) = ey

+ln y

= yey .

Q
x

= 2. Since

32

Multiply the equation by the integrating factor to obtain the equation

2

y
ey dx + |2xe
{z } dy = 0.
|{z}
N (x,y)

M (x,y)

Then

2
M
N
= 2xyey =
.
y
x

Therefore the equation is exact.

Solve the exact equation to obtain
2

x ey = c.

Example 34. Solve 2x tan y dx + sec2 y dy = 0.

Solution. Let P (x, y) = 2x tan y and Q(x, y) = sec2 y. Then

P
y

Q
x

= 2x sec2 y and

= 0. Therefore the equation is non-exact. We look for an integrating factor as a

function of x.
Z

1
Q

P
Q

y
x

1
[2x sec2 y 0] dx
sec2 y

dx =
Z
=

2x dx

= x2 .
The integrating factor is then
2

F (x) = ex .
Multiply the equation by the integrating factor to obtain the equation
2

2xex tan y dx + ex sec2 y dy = 0.

| {z }
| {z }
M (x,y)

Then

N (x,y)

2
M
N
= 2xex sec2 y =
.
y
x

Therefore the equation is exact.

Solve the exact equation to obtain
2

ex tan y = c.

Chapter 3
Second order differential equations
In this chapter we will study important class of second order equations. These equations
have important applications in science and engineering.

3.1

General theory

A linear ODE of order 2 has the form

a2 (x)y 00 + a1 (x)y 0 + a0 (x)y = g(x)

(3.1)

where a2 (x), a1 (x), a0 (x), g(x) are functions of x called the coefficients of the equation.
Divide equation (3.1) by a2 (x) to obtain
y 00 + p(x)y 0 + q(x)y = r(x)
where p(x) =

a1 (x)
,
a2 (x)

q(x) =

a0 (x)
a2 (x)

and r(x) =

(3.2)

g(x)
.
a2 (x)

We will use this form in subsequent discussions. This form is in standard form.
If r(x) = 0 then (3.2) has the form
y 00 + p(x)y 0 + q(x)y = 0

(3.3)

and is then called homogeneous to indicate that all terms are of the first degree in y
and its derivatives. The original equation (3.2) is called nonhomogeneous because it
contains a term r(x) which does not depend on y. (Note, however, that this use of the
term homogeneous has a different meaning for first order differential equations)
33

34

Example 35. The equation

(1 x)y 00 3xy 0 + 6y = 0
is a homogeneous second order linear differential equation.

Example 36. The equation

y 00 + 3y 0 + 9y = ex cos x
is a nonhomogeneous second order linear differential equation.

This chapter will only discuss two cases:

Linear differential equation with constant coefficients
ay 00 + by 0 + cy = r(x)
The Euler-Cauchy equation
x2 y 00 + axy 0 + by = r(x)
Those with other variable coefficients will be considered in the next chapter.
There are results pertaining to a given a homogeneous equation (3.3) and its solutions.
Theorem 1. If y = y1 (x) is a solution of (3.3) then y = c1 y1 (x), where c1 is an
arbitrary constant, is also a solution.
If y = y1 (x) and y = y2 (x) are solutions of (3.3) then the linear combination
y = c1 y1 (x) + c2 y2 (x)
where c1 and c2 are arbitrary constants, is also a solution.
Note: The theorem is not applicable to nonhomogeneous or nonlinear equation.

35

Example 37. Verify that y = c1 sin x + c2 cos x is a solution of the homogeneous

equation
y 00 + y = 0
where c1 and c2 are arbitrary constants.
Solution. Let y1 = sin x. Then y100 = sin x = y1 . This implies y100 + y1 = 0.
Similarly let y2 = cos x. Then y200 = cos x = y2 . This implies y200 + y2 = 0.
This shows that y1 = sin x and y2 = cos x are both solutions of the equation. Hence by
theorem (1), their linear combination y = c1 sin x + c2 cos x is also a solution.

Definition 1. Two functions y1 (x) and y2 (x) are said to be linearly independent if the
equality
k1 y1 (x) + k2 y2 (x) = 0
(3.4)
holds only when k1 = k2 = 0, i.e. when y1 (x) and y2 (x) are not proportional to
the other. Otherwise, y1 (x) and y2 (x) are linearly dependent if (3.4) holds for some
constants k1 and k2 , not both zero.

Example 38. Determine whether the following functions y1 (x) and y2 (x) are linearly
dependent or independent:
(a) y1 (x) = e2x ,
(b) y1 (x) = sin 2x,

y2 (x) = x + 1
y2 (x) = sin x cos x

Solution.
(a) Suppose k1 e2x + k2 (x + 1) = 0.
differentiate w.r.t. x :

2k1 e2x + k2 = 0,

differentiate again w.r.t. x :

but for all real x,

2x

6= 0,

4k1 e

2x

(*)

=0

which implies k1 = 0

substitute k1 = 0 into (*) to obtain k2 = 0

that is k1 e2x + k2 (x + 1) = 0 implies k1 = 0 and k2 = 0. Hence y1 (x) = e2x and
y2 (x) = x + 1 are linearly independent.

36

(b) The functions sin 2x and sin x cos x are proportional since sin 2x = 2 sin x cos x.
Choose k1 = 1 and k2 = 2.
Hence there exist a k1 and k2 not both zero such that k1 sin 2x + k2 sin x cos x = 0.
Therefore y1 (x) = sin 2x and y2 (x) = sin x cos x are linearly dependent.

To determine the linear independence of two solutions of a differential equation we can

use the Wronskian.
Definition 2. Given two differentiable functions y1 (x) and y2 (x), the Wronski determinant or Wronskian is defined as


y 1 y 2 
 = y1 y20 y2 y10

W (y1 , y2 ) =  0
y1 y20 
Theorem 2. If the Wronskian of the differentiable functions y1 (x) and y2 (x) is nonzero
at any point, then y1 (x) and y2 (x) are linearly independent. (Equivalently, if y1 (x) and
y2 (x) are linearly dependent then W (y1 , y2 ) = 0).
Caution: For arbitrary functions y1 (x) and y2 (x), the Wronskian does not provide a
test for dependence. As a counterexample, let y1 (x) = x|x| and y2 (x) = x2 . Then the
Wronskian of y1 and y2 is ALWAYS zero, but these functions are INDEPENDENT.1
However: If y1 (x) and y1 (x) are both solutions to the equation (3.3), and if the Wronskian is zero at any point in the domain, then it is zero everywhere and y1 (x) and y2 (x)
are dependent.1
Example 39. Show that the functions y1 (x) = cos 3x and y2 (x) = sin 3x are linearly
independent for all x.
Solution. The Wronskian is

y
W (y1 , y2 ) =  10
y1

 
y2   cos 3x
=
y20  3 sin 3x


sin 3x 
3 cos 3x

= 3 cos2 3x + 3 sin2 3x = 3

Hence by Theorem (2), y1 (x) and y2 (x) are linearly independent for all x.

http://math.berkeley.edu/~mcivor/math54s11/wronskian.pdf

37

If we know any two linearly independent solutions, then

Theorem 3. If y1 (x) and y2 (x) are any two linearly independent solutions of the homogeneous equations (3.3), then the general solution of (3.3) is given by
y = c1 y1 (x) + c2 y2 (x)
where c1 and c2 are arbitrary constants.

Example 40. Show that both functions y1 = x1 and y2 = x3 are solutions to the
equation
x2 y 00 xy 0 3y = 0.
What is the general solution?
Solution. We have y10 = x12 and y100 = x23 . Substitute into the LHS of the equation:
LHS = x2 y 00 xy 0 3y = x2 ( x23 ) x( x12 ) x3 = 0.
Likewise y20 = 3x2 and y200 = 6x. Substitute into the LHS of the equation:
LHS = x2 y 00 xy 0 3y = x2 (6x) x(3x2 ) 3x3 = 0.
Hence y1 (x) and y2 (x) are solutions of the equations.
The Wronskian of y1 (x) and y2 (x) is
 1
x
W (y1 , y2 ) =  2
x


x3 
= 3x + x = 4x
3x2 

If x 6= 0 then y1 (x) and y2 (x) are linearly independent. Hence the general solution for
the homogeneous equation is
y(x) = c1 x1 + c2 x3
where c1 and c2 .

Note: If y1 (x) and y2 (x) are solutions of a second order homogeneous equations the
linear combination
y(x) = c1 y1 (x) + c2 y2 (x)
(3.5)
is also a solution. But it does not say (3.5) is the general solution. Only when we have
determined y1 (x) and y2 (x) are linearly independent, then (3.5) is the general solution.

38

3.2

Homogeneous linear equation with constant coefficients

Definition 3. The differential equation

ay 00 + by 0 + cy = g(x)

(3.6)

where a, b and c are constants, is known as a linear equation with constant coefficients.
The complementary homogeneous linear equation of (3.6) is given by
ay 00 + by 0 + cy = 0.

(3.7)

The solution to (3.7) is found by considering the function y(x) = emx . Then
y 0 (x) = memx

and y 00 (x) = m2 emx .

Substituting these expressions into (3.7), we get

(am2 + bm + c) emx = 0.
But emx 6= 0, hence y(x) = emx is a solution of (3.7) provided that m satisfies the
quadratic equation
am2 + bm + c = 0.
(3.8)
Equation (3.8) is known as the characteristic equation. The general solution of the
homogeneous linear equation with constant coefficients (3.7) will depend on the nature
of the roots m1 and m2 of the characteristic equation (3.8).

Case I: two distinct real roots (b2 4ac > 0)

The two linearly independent solutions are y1 = em1 x and y2 = em2 x . The general
solution is
y(x) = c1 em1 x + c2 em2 x .

39

Example 41. Solve the equation y 00 + 2y 0 3y = 0.

Solution. The characteristic equation is m2 + 2m 3 = 0. Solve to obtain m = 3, 1.
Hence the general solution is
y(x) = c1 e3x + c2 ex .

Example 42. Solve the initial value problem y 00 + 5y 0 + 6y = 0 subject to the initial
conditions y(0) = 1.6 and y 0 (0) = 0.
Solution. The characteristic equation is m2 +5m+6 = 0. Solve to obtain m = 3, 2.
Hence the general solution is
y(x) = Ae3x + Be2x
When x = 0, y = 1.6 so that A + B = 1.6.
Now y 0 (x) = 3Ae3x 2Be2x and when x = 0, y 0 = 0 so that 3A 2B = 0.
Solve the simultaneous equations to obtain A = 3.2, B = 4.8. Hence the solution is
y(x) = 3.2e3x + 4.8e2x

Case II: complex conjugate roots (b2 4ac < 0)

Suppose the roots of characteristic equation are i. Then the general solution will
be
y(x) = Ae(+i)x + Be(i)x
= ex (Ae(i)x + Be(i)x )
= ex [A(cos x + i sin x) + B(cos x i sin x)]
= ex [(A + B) cos x + i(A B) sin x]
= ex [c1 cos x + c2 sin x]
where c1 = A + B and c2 = i(A B).

40

Example 43. Solve the equation y 00 2y 0 + 10y = 0,

y(0) = 4 and y 0 (0) = 1.

Solution. The characteristic equation is m2 2m + 10 = 0 having roots m = 1 3i.

The general solution is
y(x) = ex (c1 cos 3x + c2 sin 3x)
Given y(0) = 4 implies c1 = 4.
To find c2 , differentiate the general solution to obtain
y 0 (x) = ex (3c1 sin 3x + 3c2 cos 3x) + ex (c1 cos 3x + c2 sin 3x)
the initial condition implies
1 = 3c2 + 4+
c2 = 1
Therefore the solution is y(x) = ex (4 cos 3x sin 3x).

Example 44. Solve the initial value problem 4y 00 + 16y 0 + 17y = 0 subject to the
condition y(0) = 0.5 and y 0 (0) = 1.
Solution. The characteristic equation is 4m2 + 16m + 17 = 0 and having roots m =
2 21 i. The general solution is

x
x
y(x) = e2x c1 cos + c2 sin
2
2
The initial condition y(0) = 21 implies c1 = 12 .
Differentiate the general solution
 c

x c2
x
x
x
1
y 0 (x) = e2x sin +
cos
2e2x c1 cos + c2 sin
2
2
2
2
2
2
h
c2
x
c1
xi
= e2x (2c1 + ) cos + ( 2c2 ) sin
2
2
2
2
The condition y 0 (0) = 1 implies c2 = 0. The solution is then
y(x) = 12 e2x cos x2 .

41
Case III: repeated roots (b2 4ac = 0)
b
The only root is m = 2a
so that y1 (x) = emx is a solution. To find the second linearly
independent solution we can use Lagranges method of reduction of order (see page 49).

The second linearly independent solution is given by y2 (x) = xemx . Therefore the
general solution is
y(x) = c1 emx + xemx .

Example 45. Solve the initial value problem y 00 4y 0 + 4y = 0 subject to the initial
conditions y(0) = 3 and y 0 (0) = 1.
Solution. The characteristic equation is m2 4m + 4 = 0 having roots m = 2, 2. The
general solution is y(x) = c1 e2x + c2 xe2x .
The condition y(0) = 3 implies c1 = 3.
Now y 0 (x) = 2c1 e2x + c2 (x2e2x + e2x ) = (2c1 + c2 ) e2x + 2c2 xe2x and the condition
y 0 (0) = 1 implies c2 = 5.
Hence the solution is y(x) = 3e2x 5xe2x .

42

3.3

Nonhomogeneous linear equations with constant

coefficients

So far the homogeneous second order linear differential equations with constant coefficients have been considered. Such equations will only describe physical systems with
free vibration or oscillations. Most often mechanical or electrical systems are subjected
to an applied force or emf.
The nonhomogeneous equation is
ay 00 + by 0 + cy = g(x)
where a, b, c are constants.

Motivating example
As a motivation for solving the general equation, let us first solve the following particular
nonhomogeneous equation
y 00 4y 0 + 3y = 10e2x
(3.9)
The left hand side of the equation can be written as




dy
d dy
y 3
y
dx dx
dx
because
d
dx




dy
dy
d2 y
dy
dy
y 3
y = 2
3 + 3y
dx
dx
dx
dx
dx
2
dy
dy
= 2 4 + 3y.
dx
dx

By taking the substitution z =

dy
y, equation (3.9) can be expressed as
dx
dz
3z = 10e2x .
dx

This is a first order linear equation with integrating factor e3x . Then
d 3x
(e z) = 10e5x
dx
Z
e3x z =

10e5x dx = 2e5x + A

43
z = 2e2x + Ae3x .
Substituting z back,
dy
y = 2e2x + Ae3x ,
dx
which is also a linear equation with integrating factor ex . This implies
d x
(e y) = 2e3x + Ae2x
dx
2
A
ex y = e3x + e2x + B
3
2
2 2x A 3x
y= e
+ e + Bex .
3
2
That is, it has the form
2
y(x) = c1 ex + c2 e3x + e2x .
|
{z
} 3
| {z }
yc
yp

We observed that the sum of the first two terms, yc called the complementary function,
is the general solution of the corresponding complementary homogeneous equation,
whilst the third term, yc is a particular solution or integral of the nonhomogeneous
equation.
The above result is generalized in the theorem:
Theorem 4. The general solution of y 00 + p(x)y 0 + q(x)y = r(x) is
y(x) = yc (x) + yp (x)
where the complementary function yc (x) is the general solution of the homogeneous
equation y 00 + p(x)y 0 + q(x)y = 0 and yp (x) is a particular solution.

Example 46. Verify that yp (x) =

10e2x .

2 2x
3e

is a particular solution of y 00 4y 0 + 3y =

Solution. If yp (x) = 23 e2x then yp0 (x) = 34 e2x and yp00 (x) = 83 e2x .
The LHS is y 00 4y 0 + 3y = 83 e2x 4 ( 43 e2x ) + 3( 23 e2x ) = 10e2x which equals the
RHS.

We shall discuss two methods of finding a particular solution.

44

3.4

Method of undetermined coefficients

The method of undetermined coefficients is suitable for linear ODEs with constant
coefficients a and b
y 00 + ay 0 + by = r(x)
(3.10)
where r(x) is
an exponential function, ex ,
a power of x, xn ,
a sine or cosine, sin x, cos x
sum or product of such functions.
The solution of (3.10) is the sum of a general solution yh of the corresponding homogeneous equation
y 00 + ay 0 + by = 0
(3.11)
and a particular solution, yp of (3.10).
The function yp is chosen so that yp is similar to r(x). The unknown coefficients in yp
is determined by substituting yp and its derivative into the ODE.
The following table shows r(x) and suitable choices of yp and the rules for the correct
form of yp .
Term in r(x)
kex

Choice for yp
Cex

kxn (n = 0, 1, . . . )

k cos x
k sin x

kex cos x
kex sin x

Kn xn + Kn1 xn1 + + K1 x + K0
K cos x + M sin x
ex (K cos x + M sin x)

Table 3.1: Choices for yp

45

The rules are:

(a) Basic Rule. If r(x) in (3.10) is one of the functions in the first column in Table
3.1, choose yp in the same line and determine its undetermined coefficients by
substituting yp and its derivatives into (3.10).
(b) Modification Rule. If a term in your choice for yp happens to be a solution of
the homogeneous ODE corresponding to (3.10), multiply this term by x (or by
x2 if this solution corresponds to a double root of the characteristic equation of
the homogeneous ODE).
(c) Sum/Product Rule. If r(x) is a sum of functions in the first column of Table
3.1, choose yp the sum of the functions in the corresponding lines of the second
column.

Example 47. Solve the equation y 00 + 4y = 8x2 .

Solution. The characteristic equation of the homogeneous equation is m2 +4 = 0 which
implies m = 2i. Therefore the solution of the homogeneous equation is
yh = c1 cos 2x + c2 sin 2x
where c1 , c2 are arbitrary constants.
We have r(x) = 8x2 . From Table 3.1, the suitable choice for yp is K2 x2 + K1 x + K0 .
Then
yp0 = 2K2 x + K1
yp00 = 2K2 .
Since yp is also a solution, then
yp00 + 4yp = 8x2
2K2 + 4(K2 x2 + K1 x + K0 ) = 8x2 .
Comparing the coefficients
x2 :
x:
0

x :

4K2 = 8
4K1 = 0
2K2 + 4K0 = 0

K2 = 2, K1 = 0, K0 = 1

46
Thus the particular solution is yp = 2x2 1. Hence the general solution is
y(x) = c1 cos 2x + c2 sin 2x + 2x2 1.

Example 48. (Using modification rule) Solve the equation y 00 3y 0 + 2y = ex .

Solution. The characteristic equation of the homogeneous equation is m2 3m + 2 = 0
which implies m = 1, 2. Therefore the solution of the homogeneous equation is
yh = c1 ex + c2 e2x
where c1 , c2 are arbitrary constants.
We have r(x) = ex . From Table 3.1, the suitable choice for yp is Aex . However the
term ex coincides with a term in yh . Therefore the correct yp is yp = Axex .
yp0 = Axex + Aex
yp00 = Axex + 2Aex .
Since yp is also a solution, then
y 00 3y 0 + 2y = ex
(Axex + 2Aex ) 3(Axex + Aex ) + 2Axex = ex
Aex = ex
A = 1.
Hence the general solution is
y(x) = c1 ex + c2 e2x xex .

Example 49. Solve the equation y 00 5y 0 + 6y = 4 sin 2x.

Solution. The characteristic equation of the homogeneous equation is m2 5m + 6 = 0
which implies m = 2, 3. Therefore the solution of the homogeneous equation is
yh = c1 e2x + c2 e3x
where c1 , c2 are arbitrary constants.
We have r(x) = 4 sin 2x. From Table 3.1, the suitable choice for yp is A cos 2x+B sin 2x.

47

Then
yp0 = 2A sin 2x + 2B cos 2x
yp00 = 4A cos 2x 4B sin 2x.
Substitute into the equation
(4A cos 2x 4B sin 2x) 5(2A sin 2x + 2B cos 2x)
+6(A cos 2x + B sin 2x) = 4 sin 2x
(2A 10B) cos 2x + (10A + 2B) sin 2x = 4 sin 2x.
This implies

5
2A 10B = 0
,
A=
10A + 2B = 4
13

B=

1
13

Therefore the general solution

y(x) = c1 e2x + c2 e3x +

5
1
cos 2x +
sin 2x.
13
13

Example 50. Solve the equation y 00 + 4y 0 + 5y = e2x cos x.

Solution. The characteristic equation of the homogeneous equation is m2 + 4m + 5 = 0
which implies m = 2 i. Therefore the solution of the homogeneous equation is
yh = e2x (c1 cos x + c2 sin x)
where c1 , c2 are arbitrary constants.
We have r(x) = e2x cos x. From Table 3.1, the suitable choice for e2x is Ke2x ,
and the suitable choice for cos x is c1 cos x + c2 sin x. Since r(x) is the product of an
exponential function and a trigonometric function, by sum/product rule, the suitable
choice for yp is Ke2x (c1 cos x + c2 sin x), which can be simplified to e2x (A cos x +
B sin x).
However, this choice is incorrect since e2x cos x coincides with a term in yh . Then by
modification rule, the correct choice for yp is xe2x (A cos x + B sin x).
Then
yp = xe2x (A cos x + B sin x)


= x e2x (A cos x + B sin x)


yp0 = x e2x (A sin x + B cos x) 2e2x (A cos x + B sin x)
+ e2x (A cos x + B sin x)

48
yp00 = x [e2x (A cos x B sin x) 2e2x (A sin x + B cos x)

2e2x (A sin x + B cos x) + 4e2x (A cos x + B sin x)
+ e2x (A sin x + B cos x) 2e2x (A cos x + B sin x)
+ e2x (A sin x + B cos x) 2e2x (A cos x + B sin x)

that is,
yp = Ax e2x cos x + Bx e2x sin x
yp0 = Ax e2x sin x + Bx e2x cos x
2Ax e2x cos x 2Bx e2x sin x
+ Ae2x cos x + Be2x sin x
= (B 2A)x e2x cos x + (A 2B)x e2x sin x
+ Ae2x cos x + Be2x sin x
yp00 = Ax e2x cos x Bx e2x sin x
+ 2Ax e2x sin x 2Bx e2x cos x
+ 2Ax e2x sin x 2Bx e2x cos x
+ 4Ax e2x cos x + 4Bx e2x sin x
Ae2x sin x + Be2x cos x 2Ae2x cos x 2Be2x sin x
Ae2x sin x + Be2x cos x 2Ae2x cos x 2Be2x sin x
= (3A 4B)x e2x cos x + (4A + 3B)x e2x sin x
(4A + 2B)e2x cos x + (2A 4B)e2x sin x.
Substitute into the equation to obtain
2Be2x cos x 2Ae2x sin x = e2x cos x.
This implies A = 0 and B = 21 . The general solution is
1
y(x) = e2x (c1 cos x + c2 sin x) + x e2x sin x.
2

49

3.5

Reduction of order method

This method can be used to find a second linearly independent solution of a second
order linear homogeneous equation if the first solution is found by inspection or in
some other way.
Let
y 00 + p(x)y 0 + q(x)y = 0
be a homogeneous linear ODE.
Suppose y1 be a solution. The second solution is assumed to be
y2 = u y1
for some function u(x).
Then
y20 = uy10 + u0 y1
y200 = uy100 + u0 y10 + u0 y10 + u00 y1
= uy100 + 2u0 y10 + u00 y1
Substitute into the equation
y 00 + p(x)y 0 + q(x)y = 0
uy100 + 2u0 y10 + u00 y1 + p(uy10 + u0 y1 ) + quy2 = 0
u(y100 + py10 + qy2 ) + u00 y1 + u0 (y1 + 2y10 ) = 0
Since y1 is a solution, equation (3.12) reduces to
u00 y1 + u0 (py1 + 2y10 ) = 0.
This implies


y10
u = u p + 2
y1
00

u00
y10
=
p

2
u0
y1

(3.12)

50

Integrating
Z

u00
du =
u0


Z 
y10
p 2
dx
y1
Z

ln u =

Z
p dx 2 ln y1 =
Z

u = exp

1
p dx + ln 2
y1

p dx + ln

1
y12

1 R p dx
e
y12

This implies
Z
u(x) =

1 R p dx
e
dx
y12

The general solution is then

y(x) = Ay1 + By2
= Ay1 + Buy1
Z
= Ay1 (x) + B


1 R p dx
dx y1 (x)
e
y12

where A, B are constants.

Example 51. Solve xy 00 + 2y 0 + xy = 0, given that y1 =

cos x
x

is a solution.

Solution. In standard form the equation is y 00 + x2 y 0 + y = 0. By the reduction of order

method, the second solution is y = uy1 where
Z
1 R p(x) dx
u(x) =
e
dx
y12
Z
R
1
=
e 2/x dx dx
2
(cos x/x)
Z
x2 2 ln x
=
e
dx
cos2 x
Z
x2 1
=
dx
cos2 x x2
Z
= sec2 x dx
= tan x.

51

Therefore the second solution is

y2 (x) = tan x

cos x
sin x
=
,
x
x

and so the general solution is

y(x) = A

Example 52. Solve y 00

cos x
sin x
+B
.
x
x

1 0
2
y 4x2 y = 0 given that y1 (x) = ex is a solution.
x

Solution. The equation is already in standard form. The second solution is y2 (x) =
2
u(x)ex where
Z

u(x) =

(e
Z
Z

=
2

e
2

(1/x) dx

dx

1
eln x dx
e2x2

=
=

x2

xe2x dx

1 2x2
e .
4
2

Therefore y2 (x) = 14 e2x ex = 41 ex and the general solution is

2
1 2
y(x) = Aex + B ex
4
2

= Aex + Cex ,

where C = 14 B.

52

3.6

Variation of parameters method

This method can be used to solve a more general nonhomogeneous linear ODEs of the
form
y 00 + p(x)y 0 + q(x)y = r(x).
(3.13)
This method gives the particular solution yp of equation (3.13). [It does not give the
homogeneous solution, yh of the homogeneous equation.]
If yh = Ay1 (x) + By2 (x), we seek the solution yp of the form
yp = u(x) y1 (x) + v(x) y2 (x).
Then
yp0 = uy10 + u0 y1 + vy20 + v 0 y2
= uy10 + vy20 + u0 y1 + v 0 y2 .
Impose the condition
u0 y1 + v 0 y2 = 0,

(3.14)

yp0 = uy10 + vy20 .

(3.15)

yp00 = uy100 + u0 y10 + vy200 + v 0 y20

(3.16)

then yp0 reduces to

Differentiating (3.15), we obtain

Substitute into (3.13),

(uy100 + u0 y10 + vy200 + v 0 y20 ) + p(uy10 + vy20 ) + q(uy1 + vy2 ) = r
Collecting terms in u and terms in v,
u(y100 + py10 + qy1 ) + v(y200 + py20 + qy2 ) + u0 y10 + v 0 y20 = r

(3.17)

Since y1 and y2 are solutions of the homogeneous equation, equation (3.17) reduces to
u0 y10 + v 0 y20 = r
We now have two simultaneous equations, (3.14) and (3.18),
u0 y1 + v 0 y2 = 0
u0 y10 + v 0 y20 = r.

(3.18)

53
We can find u0 and v 0 by using Cramers rule, so that
u0 =

y2 r
W

v0 =

and

y1 r
W

and integrating
Z
u=

y2 r
dx
W

Z
and

v=

y1 r
dx.
W

Example 53. Solve y 00 + y = tan x.

Solution. The homogeneous equation y 00 +y = 0 has characteristic equation m2 +1 = 0,
which implies m = i. Then the homogeneous solution, yh = A cos x + B sin x.
To find the particular solution, let yp = uy1 + vy2 , where y1 = cos x and y2 = sin x.
The Wronskian is


 cos x sin x 
 = 1.

W (y1 , y2 ) = 
sin x cos x
Then
Z
u=

y2 r(x)
dx =
W

sin x tan x
dx =
1

sin2 x
dx
cos x

Z
=

cos x sec x dx

= sin x ln | sec x + tan x|

and
Z
v=

y1 r(x)
dx =
W

Z
cos x tan x
dx = sin x dx
1
= cos x

Then
yp = (sin x ln | sec x + tan x|) cos x + ( cos x) sin x
= cos x ln | sec x + tan x|
The general solution is
y(x) = A cos x + B sin x cos x ln | sec x + tan x|.

54

3.7

Euler-Cauchy equations

Definition 4. Euler-Cauchy equations are ODEs of the form

x2 y 00 + axy 0 + by = 0,

(3.19)

where a, b are constants.

The Euler-Cauchy equations can be solved by making the substitution y = xm or x = et .
We look at both methods.
Method 1
Make the substitution y = xm . Then y 0 = mxm1 and y 00 = m(m 1)xm2 . Then
x2 m(m 1)xm2 + axmxm1 + bxm = 0
xm [m(m 1) + am + b] = 0
xm [m2 + (a 1)m + b] = 0.
This implies
m2 + (a 1)m + b = 0.
Equation (3.20) is called the characteristic equation.
The general solution of (3.19) depends upon the type of roots of (3.20).
Case I: Real distinct roots, m1 and m2 . Then the solution is
y = Axm1 + Bxm2 .
Case II: Complex roots: m = a bi.
Euler formula is ei = cos + i sin .
First we note that
bi

xbi = eln x = ei(b ln x) = cos(b ln x) + i sin(b ln x)

so that
xa+bi = xa xbi = xa [cos(b ln x) + i sin(b ln x)]
xabi = xa xbi = xa [cos(b ln x) i sin(b ln x)]
Then the general solution is
y = xa [A cos(b ln x) + B sin(b ln x)].

(3.20)

55

Case III: Equal roots m =

1a
.
2

Then the first solution is

y 1 = xm .

The second solution is obtained by the reduction of order method. Let y2 = uy1 = uxm
where
Z
Z
Z
Z
R
1 R p dx
1
1 a ln x
1 1
a/x dx
e
dx =
e
dx =
e
dx =
dx
u(x) =
2
m
2
2m
y1
(x )
x
x2m xa
Z
1
1
dx
=
2(1a)/2
x
xa
Z
1
dx
=
x
= ln x.
Then the second solution is y2 (x) = u(x)y1 (x) = ln xxm . Therefore the general solution
is
y(x) = Axm + Bxm ln x
= Ax(1a)/2 + Bx(1a)/2 ln x.
Method 2
This method is slightly longer and requires the use of the chain rule.
The Euler-Cauchy equation can also be solved by making the substitution x = et . The
differential equation (3.19) can be expressed as a differential equation having t as the
independent variable. This is because y is some function of x and with the substitution,
y becomes a function of t.
Now if x = et then t = ln x and
dt
1
1
= = t = et .
dx
x
e
Then, by using the chain rule,
dy
dy dt
dy
dy
=
= et = et
dx
dt dx
dt
dt






 2

2
d2 y
d dy
dt d
d y dy
t dy
t d
t d y
t dy
2t
=
=
e
=e
e
e
=e

.
dx2
dx dx
dx dt
dt
dt
dt2
dt
dt2
dt

56

Substituting these derivatives in (3.19) we obtain

 2

d y dy
dy
2t
2t
e e
+ aet et + by = 0

2
dt
dt
dt
2
d y dy
dy
+
a
+ by = 0

dt2
dt
dt
d2 y
dy
+ (a 1) + by = 0
2
dt
dt
This equation is a homogeneous second order with constant coefficients. By Section
3.2, it has characteristic equation m2 + (a 1)m + b = 0.
Case I. Different real roots, m1 and m2 .
The general solution is
y = Aem1 t + Bem2 t
= Axm1 + Bxm2 .
Case II. Complex roots m = a bi
The general solution is
y = eat (A cos bt + B sin bt)
= xa [A cos(b ln x) + B sin(b ln x)].
Case III. Equal roots m =

1a
2

The general solution is

y = Aemt + Btemt
= Axm + Bxm ln x
= Ax(1a)/2 + Bx(1a)/2 ln x.
We see that Method 1 or Method 2 yield the same general solutions.

57

Example 54. Solve the equation 2x2 y 00 + 3xy 0 y = 0.

Solution. Dividing both sides of the equation by 2, the equation x2 y 00 + 23 xy 0 12 y = 0
is an Euler-Cauchy equation. By making the substitution y = xm , the characteristic
equation is m2 + ( 23 1)m + 12 = 0 with roots 1 and 0.5. Therefore the general solution
is

A
y(x) = + B x.
x

Example 55. Solve the equation x2 y 00 + 3xy 0 + 10y = 0.

Solution. Make the substitution y = xm to obtain the characteristic equation m2 + (3
1)m + 10 = 0 or m2 + 2m + 10 = 0. The roots are m = 1 3i. Therefore the general
solution is
y(x) = x[A cos(3 ln x) + B sin(3 ln x)].

Example 56. Solve the equation x2 y 00 3xy 0 + 4y = 0.

Solution. By making the substitution y = xm characteristic equation is m2 + (3
1)m + 4 = 0 or m2 4m + 4 = 0, that is (m 2)2 = 0. This equation has repeated roots
2. Then the general solution is
y(x) = Ax2 + Bx2 ln x.

58

Example 57. Solve x2 y 00 3xy 0 + 4y = 0, this time by making the x = et .

Solution. By making the substitution x = et we obtain the equation
dy
d2 y dy
dy
d2 y

3
+ 4y = 0 or 2 4
+ 4y = 0.
2
dt
dt
dt
dt
dt
The characteristic equation is m2 4m + 4 = 0 which implies m = 2, 2. Therefore
y(t) = Ae2t + Bte2t ,
hence the general solution is
y(x) = Ax2 + B ln x x2 = Ax2 + Bx2 ln x.

Example 58. Solve 2x2 y 00 3xy 0 3y = 0.

t
Solution.
The
it into the equation
 2
 substitution x = e transforms
d y dy
dy
d2 y
dy
2

3
3y = 0 or 2 2 5
3y = 0.
dt2
dt
dt
dt
dt

The characteristic equation is 2m2 5m 3 = 0, with roots m = 12 , 3. Therefore the

general solution is
y(t) = Aet/2 + Be3t ,
so that
y(x) = Ax1/2 + Bx3 .

59

Example 59. Solve x2 y 00 + 7xy 0 + 13y = 0.

Solution. By making the substitution x = et we obtain
dy
d2 y dy
dy
d2 y

+7
+ 13y = 0 or 2 + 6
+ 13y = 0.
2
dt
dt
dt
dt
dt
The characteristic equation is m2 + 6m + 13 = 0, with roots m = 3 2i. Therefore
the general solution is
y(t) = e3t (A cos 2t + B sin 2t),
so that


y(x) = x3 A cos(2 ln x) + B sin(2 ln x) .

Example 60. Solve x2 y 00 2xy 0 + 2y = 4x3 .

Solution. The substitution x = et transforms the equation into the equation
d2 y dy
dy
d2 y
dy
3t

2
+
2y
=
4e
or
3
+ 2y = 4e3t .
2
2
dt
dt
dt
dt
dt
The characteristic equation is m2 3m + 2 = 0. Then the solution to the homogeneous
equation is yh = Aet + Be2t .
By the method of undetermined coefficient, choose yp = Ce3t . Subtitution into the
equation will give C = 2. Then
y(t) = Aet + Be2t + 2e3t ,
and hence the general solution is
y(x) = Ax + Bx2 + 2x3 .

Example 61. Solve x2 y 00 4xy 0 + 6y = 21x4 .

Solution (Method 1). The homogeneous equation x2 y 00 4xy 0 + 6y = 21x4 is an
Euler-Cauchy equation. By making the substitution y = xm we obtain the characteristic
equation m2 5m + 6 = 0 whose roots are m = 2, 3.
Therefore the homogeneous solution is
yh = Ax2 + Bx3 .

60
Let y1 = x2 and y2 = x3 . The Wronksian of y1 and y2 is
 2

x
x3 
2
3

= x4
W (x , x ) = 
2x 3x2 
To find yp we must divide the equation by x2 so that the coefficients of y 00 is 1. Equation
4
6
is now y 00 y 0 + 2 y = 21x6 .
x
x
Then yp = uy1 + vy2 where
Z
u=

y2 r
dx =
W

x3 21x6
dx = 21
x4

x7 dx = 21
=

x6
dx
6

21
,
6x6

and
Z
v=

y1 r
dx =
W

x2 21x6
dx = 21
x4

x7
dx
7
21
= 7.
7x

x8 dx = 21

Therefore
yp = uy1 + vy2 =

21
21
21
1
21
x2 + 7 x3 = 4 4 = 4 .
6x6
7x
6x
7x
2x

Hence the general solution is

y = yh + yp
= Ax2 + Bx3 +

1
.
2x4

61

Solution (Method 2). Since the equation is an Euler-Cauchy we make the substitution
y = et .
Then equation becomes
d2 y
dy
5
+ 6y = 21e4t .
dt2
dt
The homogeneous equation

d2 y
dt2

2t
3t
5 dy
dt + 6y = 0 has solution yh = Ae + Be .

As for the non homogeneous part, by the method of undetermined coefficients let yp =
Ce4t . No need for modification since yp does not coincide with the terms in yh .
We have
yp0 = 4Ce4t
yp00 = 16Ce4t .
Substitute into the equation:
16Ce4t 5(4Ce4t ) + 6(Ce4t ) = 21e4t
42e4t = 21e4t ,
which implies C = 21 .
Therefore
1
y(t) = Ae2t + Be3t + e4t ,
2
so that
1
y(x) = Ax2 + Bx3 + x4
2
= Ax2 + Bx3 +

1
.
2x4

Chapter 4
Series solutions of ODEs
In this chapter will study a class of second order equations that cannot be solved in
closed form in terms of elementary functions. The solutions of this class of equations
involve power series.

Definition 5. A power series about x0 is an infinite series of the form

am (x x0 )m = a0 + a1 (x x0 ) + a2 (x x0 )2 +

(4.1)

m=0

where x is a variable and a0 , a1 , a2 , , are constants, called the coefficients of the

power series, and x0 is a constant, called the centre of the series.
In particular, if x0 = 0, we obtain a power series in powers of x.

am x m = a0 + a1 x + a2 x 2 +

m=0

All variables and constants are assumed to be real.

A power series may converge or diverge. The radius of convergence is a number R
such that the series (4.1) converges absolutely for |x x0 | < R, and diverges for for
|x x0 | > R. At |x x0 | = R the series may converge or diverge.
The interval of all xs, including the endpoints if need be, for which the power series
converges is called the interval of convergence.

62

63

Example 62. Some of the familiar power series

ex = 1 + x +

x2
x3
xn
+
+ +
+
2!
3!
n!

cosh x = 1 +

x2
x4
x2n
+
+ +
+
2!
4!
(2n)!

< x <

sinh x = x +

x3
x5
x2n+1
+
+ +
+
3!
5!
(2n + 1)!

< x <

cos x = 1

x2
x4
x2n
+
+ + (1)n
+
2!
4!
(2n)!

< x <

sin x = x

x5
x2n+1
x3
+
+ + (1)n
+
3!
5!
(2n + 1)!

< x <

ln |1 + x| = x

(1 + x)p = 1 + px +

x2
x3
xn
+
+ + (1)n1
+
2
3
n

1 < x

p(p 1) p(p 1)(p 2)

+
+
2!
3!
+

4.1

< x <

p(p 1)(p 2) (p n + 1)
+
n!

1<x<1

Algebraic operations on power series

Let
2

y1 = a0 + a1 x + a2 x + + an x + =

ai x i

i=0

y 2 = b 0 + b1 x + b2 x + + bn x + =

bi x i

i=0

be two power series.

Definition 6. The power series y1 and y2 are equal if and only if
a0 = b 0 ,

a1 = b1 ,

a2 = b2 ,

ai = bi

64

The algebraic operations are:

1. Termwise addition/substraction
y1 + y2 = (a0 + b0 ) + (a1 + b1 )x + (a2 + b2 )x2 + + (an + bn )xn +

X
=
(ai + bi )xi
i=0

2. Termwise multiplication
y 1 y 2 = c0 + c1 x + c2 x 2 + + cn x n +
where
c 0 = a0 b 0
c 1 = a0 b 1 + a1 b 0
c 2 = a0 b 2 + a1 b 1 + a2 b 0
..
.
cn = a0 bn + a1 bn1 + a2 bn2 + + an b0 =

n
X

ai bni

i=0

3. Termwise differentiation
If
y(x) = a0 + a1 x + a2 x2 + + an xn + =

an x n

n=0

then
0

y(x) = a1 + 2a2 x + 3a3 x + + nan x

n1

+ =

nan xn1

n=1

00

y(x) = 2a2 + 6a3 x + 4 3a4 x + + n(n 1)an x

n2

+ =

n(n 1)an xn1

n=2

4.2

Linear differential equation of second order

The most general form of the linear differential equation of second order is
p(x)y 00 + q(x)y 0 + r(x)y = g(x)
where p(x), q(x), r(x), g(x) are continuous functions in an open interval S.

(4.2)

65

Equation (4.2) has a power series solution about x0 . The form of the power series
solutions is determined by whether x0 is an ordinary point or a regular singular point.
If x0 is an ordinary point of the differential equation then the series solution is
y(x) =

an (x x0 )n

n=0

and if x0 is a regular singular point then the series solution is

y(x) =

an (x x0 )n+r .

n=0

By a suitable translation we will only be looking at series solution about x0 = 0. Then

if 0 is an ordinary point the series solution takes the form
y(x) =

an x n

n=0

and if 0 is a regular singular solution the series solution takes the form
y(x) =

an xn+r .

n=0

4.3

Ordinary and singular points

A homogeneous linear second order ODE can be written as

a(x)y 00 + b(x)y 0 + c(x)y = 0.

(4.3)

If a(x) 6= 0 we can divide equation (4.3) by a(x) to obtain the standard form
y 00 + p(x)y 0 + q(x)y = 0
where p(x) =

4.3.1

b(x)
a(x)

and q(x) =

(4.4)

c(x)
.
a(x)

Ordinary points

A point x0 is an ordinary point of the equation (4.4) if when x is substituted by x0

in p(x) and q(x), then p(x0 ) and q(x0 ) are finite. If p(x0 ) or q(x0 ) or both are not finite
then x0 is not an ordinary point.

66

Example 63. The equation y 00 + xy 0 + (x2 4)y = 0 is in standard form with p(x) = x
and q(x) = x2 4. All points x0 R are ordinary points because p(x0 ) = x0 and
q(x0 ) = x20 4 are finite.

Example 64. Consider the equation (x 1)y 00 + xy 0 + x1 y = 0. In standard form it is

x
1
x
1
y 00 +
y0 +
y = 0 where p(x) =
and q(x) =
.
x1
x(x 1)
x1
x(x 1)
Here all points except 0, 1 are ordinary points because p(1) and q(0) are not finite.

Example 65. The equation x2 (x 2)2 y 00 + 2(x 2)y 0 + (x + 1)y = 0 in standard form is
x+1
2
x+1
2
y0 + 2
y = 0 where p(x) = 2
and q(x) = 2
.
y 00 + 2
2
x (x 2)
x (x 2)
x (x 2)
x (x 2)2
Here all points except 0, 2 are ordinary points because p(0), q(0) and p(2), q(2) are not
finite.

4.3.2

Singular points

A point x0 is a singular point of (4.4) if p(x0 ) or q(x0 ) or both are not finite.
Example 66. In Example 63, the equation has no singular point and in Example 64,
the singular points are 0 and 1. In Example 65, the singular points are 0 and 2.

There are two kinds of singular points:

regular singular point
irregular singular point

67

A singular point x0 is a regular singular point if

lim (x x0 )2 q(x0 )

lim (x x0 )p(x0 ) and

xx0

xx0

(4.5)

are both finite.

A singular point x0 is an irregular singular point if any one or both of (4.5) are not
finite.
Example 67. In Example 63, all points are ordinary points, therefore there is no
singular points.

Example 68. In Example 64, the points 0 and 1 are singular points because p(1) and
q(0) are not finite.
For the point x0 = 0,

x2
=0
x0 x 1

lim (x 0)p(x) = lim

x0

and
lim (x 0)2 q(x) = lim

x0

x0

x
=0
x1

Therefore 0 is a regular singular point.

For the point x0 = 1,
lim (x 1)p(x) = lim x = 0

x1

and

x1

x1
=0
x1
x

lim (x 1)2 q(x) = lim

x1

Therefore 0 is a regular singular point.

Example 69. In Example 65, 0 and 2 are singular points because p(0), q(0) and
2
x+1
p(1), q(1) are not finite. Here p(x) = 2
and q(x) = 2
.
x (x 2)
x (x 2)2
For the point x0 = 0,
lim (x 0)p(x) = lim

x0

x0

2
=
x(x 2)

68

and
lim (x 0)2 q(x) = lim

x0

x0

1
x+1
= ,
2
(x 2)
4

therefore 0 is an irregular singular point.

For the point x0 = 2,
lim (x 2)p(x) = lim

x2

x2

and
lim (x 2)2 q(x) = lim

x2

x2

1
2
=
x2
2

3
x+1
= ,
x2
4

therefore 2 is a regular singular point.

Example 70. The equation x2 y 00 + xy 0 + (x2 2 )y = 0 is the Bessel equation of order

. The point x = 0 is a singular point and the points x 6= 0 are ordinary points.

Example 71. The equation (1x2 )y 00 2xy 00 +n(n+1)y = 0 is the Legendre equation.
The points x = 1 are singular points and the points x 6= 1 are ordinary points.

Example 72. The equation y 00 = xy is the Airy equation. All points are ordinary
points.

4.4

Series solution about an ordinary point

Theorem 5. If x0 = 0 is an ordinary point, equation (4.2) can be solved by power

series in the region x0 = 0 having as solution
y = A(a0 + a1 x + a2 x2 + ) + B(b0 + b1 x + b2 x2 + )
The two series are linearly independent and converge in the region x0 = 0.

69

Example 73. Solve y 00 y = 0 by using

(i) constant coefficients method
(ii) power series method where series in the form

am xm .

m=0

Show that the same solution is obtained.

Solution.
Constant coefficients method
The characteristic equation is m2 1 = 0 so that m = 1. Therefore the general
solution is
y = Aex + Bex
where A, B are arbitrary constants.
Power series method
The point x = 0 is an ordinary point. We seek a solution of the form

X
2
y = a0 + a1 x + a2 x + =
am xm . Then
m=0

y 0 (x) =
y 00 (x) =

X
m=1

mam xm1
m(m 1)am xm2 .

m=2

Substitute into the given equation

m(m 1)am xm2

m=2

am xm = 0,

m=0

change the dummy variables such that both series match the power of x.

(n + 2)[(n + 2) 1]an+2 x(n+2)2

n+2=2

an xn = 0

n=0

(n + 2)(n + 1)an+2 xn

n=0

an xn = 0,

n=0

and put the terms in a single summation sign

X


(n + 2)(n + 1)an+2 an xn = 0.
n=0

This implies
(n + 2)(n + 1)an+2 an = 0,

for n = 0, 1, 2, . . .

70

and we obtain the recurrence relation

an+2 =

an
,
(n + 2)(n + 1)

for n = 0, 1, 2, . . .

Substitute the values for n

n = 0,

a2 =

a0
21

n = 1,

a3 =

a1
a1
=
32
3!

n = 2,

a4 =

a2
a0
=
43
4!

n = 3,

a5 =

a3
a1
=
54
5!

..
.
In general, if n is even, an =
and if n is odd, an =

a0
an2
= ,
n(n 1)
n!

an2
a1
= .
n(n 1)
n!

Then
y0 = a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + + an xn +
= a0 + a2 x2 + a4 x4 +
|
{z
}
even power of x

a1 x + a3 x3 + a5 x5 +
|
{z
}
odd power of x

a0 2 a0 4
a1
a1
x + x + + a1 x + x3 + x5
2!
4!
3!
5!




x4
x5
x3
x2
+
+ + a1 x +
+
+
= a0 1 +
2!
4!
3!
5!
= a0 +

= a0 cosh x + a1 sinh x.
Therefore the general solution is
y(x) = C cosh x + D sinh x
where C and D are arbitrary constants.

71

To show that the same solution is obtained,

y(x) = C cosh x + D sinh x

=C

=

ex + ex
2

C
D

2
2


e


+D


+

ex ex
2

D
C
+
2
2

ex

= Aex + Bex ,
where A =

C
2

D
2

and B =

C
2

D
2.

Example 74. Solve (1 + x2 )y 00 + xy 0 y = 0.

Solution. The point x = 0 is an ordinary point. We seek a solution of the form

X
am xm . Then
y = a0 + a1 x + a2 x2 + =
m=0

y 0 (x) =
y 00 (x) =

X
m=1

mam xm1
m(m 1)am xm2 .

m=2

Substitute into the given equation

(1 + x2 )

m(m 1)am xm2 + x

m=2

mam xm1

m=1

m(m 1)am xm2 +

m=2

X
m=2

am xm = 0

m=0

m(m 1)am xm
mam xm

m=1

am xm = 0.

m=0

Make xm in the first summation,

(n + 2)[(n + 2) 1]an+2 x

n+2=2

(n+2)2

X
n=2

n(n 1)an xn

72

nan xn

n=1

an xn = 0.

n=0

Simplify

(n + 2)(n + 1)an+2 xn +

n=0

X
n=2

n(n 1)an xn
nan xn

n=1

an xn = 0.

n=0

Make the index of summation start at the same number n = 2 by expanding some of the
summation,
2a2 + 6a3 x +
+
+ a1 x +
a0 a1 x

(n + 2)(n + 1)an+2 xn

n=2

X
n=2

X
n=2

n(n 1)an xn
nan xn
an xn = 0.

n=2

Collect the terms,

(2a2 a0 ) + 6a3 x +

X


(n + 2)(n + 1)an+2 + (n2 1)an = 0.
n=2

This implies
2a2 a0 = 0

6a3 = 0

a0
2
a3 = 0,
a2 =

and
(n + 2)(n + 1)an+2 + (n2 1)an = 0

an+2 =
=

n2 1
an
(n + 2)(n + 1)
n1
an .
n+2

73

Write the first few terms of the series,

n=2

a4 =

a2
a0
=
4
42

n=3

a5 =

2a3
=0
5

n=4

a6 =

3a4
3a0
=
6
642

n=5

a7 =

n=6

a8 =

4a5
=0
7
5a6
5 3a0
=
8
8642

In general, if n is odd (except a1 ), an = 0,

and if n is even, a2k = (1)k+1

1 3 5 (2k 3)
a0 .
2k k!

Then
y = a0 + a1 x + a2 x2 + a3 x3 + + an xn +
= a0 + a2 x2 + a4 x4 + a6 x6 + an xn + + a1 x
a0
a0 4
3a0 6
= a0 + x2 2
x + 3
x + a1 x
2
2

2!
2
3!


1
3
1 2
4
6
= a0 1 + x 2
x + 3
x + a1 x
2
2 2!
2 3!
= a0 (1 + x2 )1/2 + a1 x.
The general solution is
y(x) = Ay1 (x) + By2 (x),
where the linearly independent solutions are
y1 (x) =

p
1 + x2

and

y2 (x) = x.

74

4.5

Series solution about a regular singular point the method of Frobenius

Let
x2 y 00 + xP (x)y 0 + Q(x)y = 0,
and in standard form
y 00 +

P (x) 0 Q(x)
y + 2 y = 0,
x
x

(4.6)
(4.7)

with

P (x)
Q(x)
and lim x2 2
x0
x0
x
x
be finite, so that 0 is a regular singular point of the equation (4.6).
lim x

To find a solution about a regular singular point, we can use the method by the German
mathematician, Ferdinand Georg Frobenius.

Theorem 6 (The method of Frobenius). If 0 is a regular singular point of equation

(4.6) then it has at least a series solution of the form
y(x) = x

X
n=0

an x =

an xn+r

n=0

where r satisfies a quadratic equation called the indicial equation.

Since r is a root of a quadratic equation, there are three cases to consider and the
solutions of (4.6) depend on these roots.
Case 1: Distinct roots not differing by an integer
Suppose the roots are r1 , r2 with r1 > r2 and r1 r2
/ Z. Then the two linearly
independent solutions are
y1 (x) = xr1 (a0 + a1 x + a2 x2 + )
and
y2 (x) = xr2 (A0 + A1 x + A2 x2 + )
Case 2: Double root, r1 = r2 = r
The linearly independent solutions are
y1 (x) = xr (a0 + a1 x + a2 x2 + )

75

and
y2 (x) = y1 (x) ln x + xr (A1 x + A2 x2 + )
Note: The second solution y2 (x) may also by obtained by using the reduction of order
method.
Case 3: Roots differing by an integer
Suppose the roots are r1 , r2 with r1 > r2 and r1 r2 Z. Then the two linearly
independent solutions are
y1 (x) = xr1 (a0 + a1 x + a2 x2 + )
and
y2 (x) = k y1 (x) ln x + xr2 (A0 + A1 x + A2 x2 + )
where k is a constant which may turn out to be zero.

This example illustrates Case 1 where the roots do not differ by an integer.
Example 75. Solve the equation 4xy 00 + 2y 0 + y = 0.
Solution. In the form (4.6) the equation is
1
x
x2 y 00 + x y 0 + y = 0
2
4
with P (x) =

1
2

and Q(x) = x4 , and in standard form (4.7),

y 00 +

with p(x) =

1/2
x

and q(x) =

1/4
x

1/2 0 1/4
y +
y=0
x
x

as in the form (4.4).

The point 0 is a singular point because

point because

and

1/4
0

are not finite. It is a regular singular

lim x

1/2
1
1
= lim =
x0 2
x
2

lim x2

1/4
1
= lim x = 0
x0
x
4

x0

and
x0

are both finite.

1/2
0

76

By the method of Frobenius it has a series solution of the form y =

an xn+r . Then

n=0

y =

(n + r) an xn+r1

n=0

y 00 =

(n + r)(n + r 1) an xn+r2

n=0

Substitute into the equation

4x

(n + r)(n + r 1) an xn+r2 + 2

n=0

(n + r) an xn+r1

n=0

an xn+r = 0

n=0

4(n + r)(n + r 1) an xn+r1 + 2

n=0

(n + r) an xn+r1

n=0

an xn+r = 0.

n=0

Make the power of x in each summation to be the same. The substitution n = m 1 in

the third summation changes xn+r to xm+r1 :

4(m + r)(m + r 1) am xm+r1 +

m=0

2(m + r) am xm+r1

m=0

am1 xm1+r = 0.

m1=0

Simplify,

4(m + r)(m + r 1) am xm+r1 +

m=0

X
m=0

X
m=1

2(m + r) am xm+r1
am1 xm+r1 = 0.

77

Make the index of each summation starts at the same number by expanding some of the
summation,
4r(r 1) a0 xr1
+ 2r a0 xr1

+
+
+

m=1

X
m=1

4(m + r)(m + r 1) am xm+r1

2(m + r) am xm+r1
am1 xm+r1 = 0.

m=1

Simplify
[4r(r 1) + 2r] a0 x

r1

+
+
+

X
m=1

X
m=1

4(m + r)(m + r 1) am xm+r1

2(m + r) am xm+r1
am1 xm+r1 = 0,

m=1

and express it in a single summation sign

[4r(r 1) + 2r] a0 xr1
+

X


2(m + r)(2m + 2r 1) am + am1 xm+r1 = 0.
m=1

This implies
[4r(r 1) + 2r] a0 = 0,
and
2(m + r)(2m + 2r 1) am + am1 = 0.
Now


4r(r 1) + 2r a0 = 0
(4r2 2r) a0 = 0
Since, by definition a0 6= 0,
4r(r 1) = 0
r = 0,
If we let r1 =

1
2

this is the indicial equation

1
2

and r2 = 0, then r1 r2 =

1
2

which is not an integer. This is Case 1.

78

The recurrence relation is

2(m + r)(2m + 2r 1) am + am1 = 0
am =

If r = 21 ,

am =

am1
,
2(m + r)(2m + 2r 1)

m = 1, 2, 3, . . .

am1
, then
2m(2m + 1)
m = 1,

a1 =

a0
a0
=
32
3!

m = 2,

a2 =

a1
1
a0
a0
=

=
54
5 4 3!
5!

m = 3,

a3 =

a2
1
a0
a0
=

=
76
7 6 5!
7!

..
.

In general,
am =

(1)m
a0 .
(2k + 1)!

Therefore a linearly independent solution is

y1 (x) = x1/2 (a0 + a1 x2 + a2 x2 + + an xn + )
=x

1/2

x
x2
x3
1 +

+ + an xn +
3!
5!
7!

choose a0 = 1. Then
y1 (x) =

X
(1)k
xk+1/2 .
(2k + 1)!

k=0

If r = 0,

am =

am1
, then
2m(2m 1)
m = 1,

a1 =

a0
a0
=
21
2!

m = 2,

a2 =

1
a0
a0
a1
=

=
43
4 3 2!
4!

79

m = 3,

a2
1
a0
a0
=

=
65
6 5 4!
6!

a3 =

..
.

In general,
am =

(1)m
a0 .
(2k)!

A linearly independent solution is

y2 (x) = x0 (a0 + a1 x2 + a2 x2 + + an xn + )
= a0

a0 2 a2 2
x + x + + an xn +
2!
4!

choose a0 = 1. Then
y2 (x) =

X
(1)k
k=0

(2k)!

xk .

The general solution is then

y(x) = Ay1 (x) + By2 (x)

80

This next example illustrates Case 2 where the indicial equation has double root.
Example 76. Solve xy 00 + (x + 1)y 0 + y = 0.
Solution. In the form (4.6) the equation is
x2 y 00 + x(x + 1)y 0 + xy = 0.

In standard form (4.7), the equation is

y 00 +
with p(x) =

x+1
x

x+1 0 1
y + y=0
x
x

and q(x) = x1 .

1
The point 0 is a singular point because 0+1
0 and 0 are not finite. It is a regular singular
point because
x+1
lim x
= lim (x + 1) = 1
x0
x0
x
and
1
lim x2 = lim x = 0
x0
x x0
are both finite.

By the method of Frobenius it has a series solution of the form y =

an xn+r . Then

n=0

Substitute into the equation

x

(n + r)(n + r 1) an xn+r2 + (x + 1)

(n + r) an xn+r1

n=0

n=0

an xn+r = 0

n=0

(n + r)(n + r 1) an xn+r1 +

n=0

(n + r) an xn+r

n=0

(n + r) an xn+r1 +

n=0

X
n=0

an xn+r = 0

81
Make the power of x to be xn+r1 ,

(m + r)(m + r 1) am xm+r1 +

m=0

(m 1 + r) am1 xm1+r

m1=0

(m + r) am xm+r1 +

m=0

am1 xm1+r = 0,

m1=0

and simplify

(m + r)(m + r 1) am xm+r1 +

m=0

(m + r 1) am1 xm+r1

m=1

(m + r) am xm+r1 +

m=0

am1 xm+r1 = 0.

m=1

Make the index of summation in each starts at the same number,

r(r 1) a0 xr1 +
+
+ r a0 xr1 +
+

X
m=1

X
m=1

X
m=1

(m + r)(m + r 1) am xm+r1
(m + r 1) am1 xm+r1
(m + r) am xm+r1
am1 xm+r1 = 0,

m=1

and simplify
[r(r 1) + r] a0 xr1

X


(m + r)(m + r) am + (m + r) am1 = 0.

m=1

This implies [r(r 1) + r] a0 = 0 and since a0 6= 0, the indicial equation is

r(r 1) + r = 0

so that

r = 0, 0.

This also implies

(m + r)(m + r) am + (m + r) am1 = 0
so that the recurrence relation is
am =

am1
,
m+r

82

and when r = 0,
am =

am1
.
m

Substitute for the first few values of m,

m = 1,

a1 = a0

m = 2,

a2 =

m = 3,

a3 =

a1
a0
=
2
2

a2
1
a0
a0
= =
3
3
2
3!


a3
1
a0
a0
a4 =
=

=
4
4
3!
4!

m = 4,
..
.

am = (1)m

a0
.
m!

Therefore the first solution is

y1 (x) = a0 + a1 x + a2 x2 + a3 x3 + + an xn
a0
a0 2 a0 3
x x + + (1)m xn
2
3
n!


n
x3
x2
mx
n
= a0 1 x +

+ + (1)
x +
2
3!
n!
= a0 a0 x +

= a0 ex .
Taking a0 = 1 we have y1 (x) = ex .
The second solution can be obtained by the reduction of order method. The second
solution is y2 (x) = u(x)y1 (x) where
Z
u(x) =

e
(ex )2
Z

=
Z
=
Z
=
Z
=

e2x e

dx
x+1
x

dx

1
1 x
dx

e2x exln x dx
ex

1
dx
x



1
x2
x3
xn
1+x+
+
+ +
+ dx
x
2!
3!
n!

83
Z
=

x
x2
xn1
1
+1+ +
+ +
+ dx
x
2!
3!
n!

= ln x + x +

x2
x3
xn
+
+ +
+
2 2! 3 3!
n n!

Then the second solution is

y( x) = ln x + x +

x2
x3
xn
+
+ +
+
2 2! 3 3!
n n!

and therefore the general solution is



x2
x3
xn
y(x) = Aex + Bex ln x + x +
+
+ +
+
2 2! 3 3!
n n!

This example illustrates Case 3, where the roots r1 r2 differs by an integer.



1
Example 77. Solve the Bessels equation x y + xy + x
4
2 00


y = 0.

Solution. The method of Frobenious says the equation has a series solution of the form

X
an xn+r .
y=
n=0

Substitute y, y 0 , y 00 into the equation

x2

(n + r)(n + r 1) an xn+r2 + x

(n + r) an xn+r1

n=0

n=0

1
+ x
4

(n + r)(n + r 1) an xn+r +

n=0

X

an xn+r = 0

n=0

(n + r) an xn+r

n=0

X
n=0

an xn+r+2 = 0

an n+r
x
= 0.
4
n=0

84
Make the power of x in the summation to be xm+r ,

(m + r)(m + r 1) am xm+r +

m=0

(m + r) am xm+r

m=0

m2=0

X
am
m=0

(m + r)(m + r 1) am xm+r +

m=0

am2 xm2+r+2 = 0

xm+r = 0

(m + r) am xm+r

m=0

am2 xm+r = 0

m=2

am m+r
x
= 0.
4
m=0

Make the index of summation in each start at 2,

r(r 1) a0 xr + (1 + r)r a1 x1+r +

(m + r)(m + r 1) am xm+r

m=2

+ r a0 xr + (1 + r) a1 x1+r +

(m + r) am xm+r

m=2

am2 xm+r = 0

m=2

a0 r a1 1+r X am m+r
x
x

x
= 0,
4
4
4
m=2

and simplify




1
1
r2
a0 xr + (1 + r)2
a1 x1+r
4
4
+




X
1
am + am2 xm+r .
(m + r)2
4
m=2



This implies r2 14 a0 and since a0 6= 0, the indicial equation is
r2

1
= 0,
4

which implies

r1 =

1
1
, r2 = .
2
2

85


This also implies (1 + r)2 14 a1 = 0 and since for r1 = 12 , r2 = 12 , (1 + r)2 41 6= 0,
then a1 = 0.
Also


1
(m + r)2
am + am2 = 0
4

m+r

am =

1
2



1
m+r+
am = am2
2

am2
,
(m + r 21 )(m + r + 21 )

m = 2, 3, 4, . . .

When r1 = 21 , the recurrence relation is

am =

am2
,
m(m + 1)

m = 2,

a2 =

a0
23

m = 3,

a3 =

a1
=0
34

m = 4,

a4 =

a2
1 a0
a0
a0
=

=
=
45
45 23
2345
5!

m = 5,

a5 = 0

m = 6,

a6 =

m = 2, 3, 4, . . .

a4
1
a0
a0
=

=
67
67 2345
7!

..
.

The first linearly independent solution is

y1 (x) = x1/2 a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + a5 x5 + a6 x6 + )


a0
a0
a0
= x1/2 a0 x2 + x4 x6 +
3!
5!
7!


a0
x3
x5
x7
=
x
+

+
3!
5!
7!
x

= a0

sin x
.
x

86

The second solution is

y2 (x) = ky1 (x) ln x
+ x1/2 A0 + A1 x + A2 x2 + A3 x3 + A4 x4 + A5 x5 + A6 x6 + )
and the constants K, A0 , A2 , A3 , . . . may be determined by substituting y2 (x) into the
differential equation.

It can be shown the second solution is y2 (x) = A0

cos x
.
x

Discussion
What happens if we try to find y2 (x) by using r2 = 21 ?


The coefficient of x1+r is (1 + r)2 14 a1 , for r2 = 12 , (1 + r2 )2
may be 0 and may not be 0. We take it to be non zero.
The recurrence relation is
Am =

Am2
,
(m 1)m

m = 2, 3, 4, . . .

m = 2,

A2 =

A0
12

m = 3,

A3 =

A1
23

m = 4,

A4 =

A2
1 A0
A0
A0
=

=
=
34
34 12
1234
4!

m = 5,

A5 =

A3
1 A1
A0
=

=
45
45 23
5!

m = 6,

A6 =

A4
1
A0
A0
=

=
56
56 1234
6!

m = 7,

A7 =

A5
1 A0
A0
=

=
67
6 7 5!
7!

..
.

The series solution is then

y2 (x) = x1/2 A0 + A1 x + A2 x2 + A3 x3 + A4 x4 + A5 x5
+ A6 x 6 + A7 x 7 )

1
4

= 0. Here A1

87

A0 2 A1 3 A0 4 A1 5
x
x +
x +
x
= x1/2 A0 + A1 x
2!
3!
4!
5!
A0
A0 7
x6
x +
6!
7!
=x

1/2

A0 2 A0 4 A0 4
A0
x +
x
x +
2!
4!
6!

+x
A0
=
x

1/2

A1 3 A1 5 A1 7
x +
x
x +
A1 x
3!
5!
7!

x2
x4
x6
1
+

+
2!
4!
6!
A1
+
x

x5
x7
x3
+

+
3!
5!
7!


x

cos x
sin x
= A0 + A1 .
x
x
It seems that by taking the smaller value r2 we obtain the general solution. However the
smaller value does not give the general solution all the time. Sometimes you will not
end up with any solution if start with the smaller r2 .

In general, if is not an integer, the solution to the Bessels equation

x2 y 00 + xy 0 + (x2 2 ) y = 0
is
y = AJ (x) + BJ (x)
where the Bessel function J is given by
J (x) =

J (x) =

 x  X

k=0

 x 2k
(1)k
k! ( + k + 1) 2

 x  X

k=0

 x 2k
(1)k
k! ( + k + 1) 2

where (. . . ) is a gamma function. You will learn about Bessel and gamma functions
in KXEX3244.

Appendix A
Analytic functions
Definition 7. A function f (x) is analytic at x0 if its Taylor series about x0 exists, that
is f (x) can be represented by the series
f (x) =

an (x x0 )n ,

n=0

88

where an =

f (n) (x0 )
n!

Appendix B
Convergence of power series
Theorem 7 (DAlembert Ratio test). For a positive series

Un = U0 + U1 + + Un + ,

Un > 0

n=0

if
Un+1
= m (finite value)
n Un
lim

then
(i) the series converges for m < 1,
(ii) the series diverges for m > 1,
(iii) the series fails for m = 1.

Example 78. For what values of x does the series

xn
converges?
n(n 1)
n=2

Solution. A few terms expansion of the series is

x2
x3
xn
+
+ +
+
21 32
n(n 1)
Taking the ratio of the n-th term to the n 1-th term,



  xn+1 
 Un+1   n(n+1)
 n1

 

 Un  =  xn  = n + 1 |x|
 n(n1) 

89

(B.1)

90

Then



 Un+1 
 = |x| lim n 1 = |x|
lim 
n n + 1
n
Un 

Case 1: If |x| < 1 then the series (B.1) converges.

If |x| = then
Case 2: If x = 1 series (B.1) is
1
1
1
1
+
+
+ +
+
21 32 43
n(n 1)

(B.2)

By the technique of partial fraction

1
1
1
=

n(n 1)
n1 n
Then (B.2) can be expressed as
S2 =


 
 



1
1
1 1
1 1
1
1

+
+
+ +
+
2
2 3
3 4
n1 n

As n , S2 1. Therefore S2 converges.
Case 3: If x = 1 series (B.1) is
1
1
1
(1)n

+
+ +
+ < S2
21 32 43
n(n 1)
that is, the series converges as well.
Therefore the radius of convergence is 1 x 1.

For the endpoints the following special might be helpful.

Geometric series
The series
a + ar + ar2 + + arn1 +
a
where a and b are constants, converges to S =
if |r| < 1 and diverges if |r| > 1.
1r
The p series
The series

1
1
1
1
+ p + p + + p +
p
1
2
3
n

91

where p is a constant, converges for p > 1 and diverges for p 1.

The series with p = 1
1 1
1
+ + + +
2 3
n
is called the harmonic series. This series diverges. However it can be shown that


1 1
1
lim 1 + + + + ln x =
n
2 3
n
1+

where the Eulers constant = 0.577215 . . .

Theorem 8 (Cauchys nth root). For a positive series

Un = U0 + U1 + + Un + ,

Un > 0

n=0

if
lim

p
n
Un = m (finite value)

then
(i) the series converges for m < 1,
(ii) the series diverges for m > 1,
(iii) the test fails for m = 1.

Example 79. Find the radius of convergence for the series

1+
Solution. Here Un =

x x2
x3
xn
+ 2 + 3 + + +
+
2
3
4
(n + 1)n

xn
(n+1)n

and

r
p
n
lim Un = lim n
n

xn
= lim
n
(n + 1)n

r
n

x
=0<1
n+1

The series converges for all x. Hence the radius of convergence is R = .

Index
Airy equation, 68
analytic, 88

linear combination, see second order

linearly independent, see second order

Bessel equation, 68

ordinary point, 65

differential equation
boundary conditions, 8
degree, 6
general solutions, 7
initial conditions, 8
linear, 6
non-linear, 7
order, 6
ordinary, 5
partial, 5
particular solution, 7
singular solutions, 7

power series, 62
algebraic operations, 63
centre, 62
coefficients, 62
interval of convergence, 62
radius of convergence, 62
reduction of order, 75

Euler-Cauchy
characteristic equation, 54
first order
Bernoulli equations, 15
differential form, 9
exact, 27
non-exact, integrating factor, 30
homogeneous, 21
reducible to, 23
linear, 12
integrating factor, 12
Riccati equations, 17
separable, 10
standard form, 9

second order
complementary, 38
constant coefficients, 38
Euler-Cauchy, 54
homogeneous, 33
linear combination, 34
linearly independent, 35
nonhomogeneous, 33, 42
reduction of order, 49
standard form, 33
undetermined coefficients, 44
variation of parameters, 52
singular point
irregular, 67
regular, 67
Wronskian, 36

gamma function, 87
indicial equation, 74
Legendre equation, 68
92