Power Series Solutions And Special Functions:

Review of Power Series

Pradeep Boggarapu
Department of Mathematics
BITS PILANI K K Birla Goa Campus, Goa

September 11, 2015

Pradeep Boggarapu (Dept. of Maths)

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Finding the general solution of a linear differential equation

y 00 + P(x)y 0 + Q(x)y = R(x)
depends on determining any two linear independent solutions of the
homogeneous equation
y 00 + P(x)y 0 + Q(x)y = 0
So far, we have a systematic procedure for constructing fundamental
solutions (linear independent solutions of associated homogeneous
equation), if the equation has constant coefficients (i.e., P(x) and Q(x) are
constant functions).
For the equations with variable coefficients we dont have any method to
find fundamental solutions expect the case of knowing one solution where
we use the known solution to find another solution via the formula
y2 (x) = v (x)y1 (x) with
Z
1 R P(x)dx
v (x) =
e
dx
y12
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Examples: Let p, a, b, c and k are real constants,

1

Bessels Differential Equation: x 2 y 00 + xy 0 + (x 2 p 2 )y = 0

Legenders Differential Equation: (1 x 2 )y 00 2xy 0 + p(p 1)y = 0

Hermite Differential Equation: y 00 2xy 0 + 2py = 0

Guass Hypergeometric Differentila Equation:

x(x 1)y 00 + [c (a + b + 1)x]y 0 aby = 0

Laguerres Differential Equations: xy 00 + (1 x)y 0 + py = 0

Airys Equation: y 00 p 2 xy = 0

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In most of the cases the solutions of the above differential equations are
beyond the elementary functions which are called as special functions.
Many of the special functions find applications in connection with the
partial differential equations of mathematical physics. Thare are also
important in modern pure mathematics, through the theory of orthogonal
expansions.
For a larger class of linear diffrerential equations with variable coefficients
such as above equations, we must search for solutions beyond the familiar
elementary functions of calculus.
The principal tool we need is the representation of a given function by a
power series.
Then,
P we assumen that the solutions y have power series representations
n=0 an (x x0 ) , and then determine the coefficients an s so as to satisfy
the differential equation similar to the method of undetermined
coefficients.
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Review of Power Series

Power series about the point zero: It is an infinite series of the form

an x n = a0 + a1 x + a2 x 2 + a3 x 3 +

(0.1)

n=0

where a0 , a1 , a2 , . . . , an , . . . are real constants.

Power series about the point x0 : It is an infinite series of the form

an (x x0 )n = a0 + a1 (x x0 ) + a2 (x x0 )2 + a3 (x x0 )3 + (0.2)

n=0

where a0 , a1 , a2 , . . . , an , . . . are real constants.

Examples:

X
xn
n=0

n!

=1+

x
x2 x3
+
+
+ ;
1!
2!
3!

xn = 1 + x1 + x2 + x3 + .

n=0
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Convergence of power series:

P The power series is said to converge at a
point x if its n-th partial sum nk=0 ak x k converges that is to say that the
n
X
limit L = lim
ak x k exists.
n

k=0

In this case the sum of the series is the limit i.e. L =

points x are called points of convergence.

n=0 an x

and such

Note that x = 0 is always a point of convergence of the power series (0.1).

See the following examples

X
xn
n=0

n!

= 1+

x
x2 x3
+
+
+ ;
1!
2!
3!

(0.3)

xn = 1 + x1 + x2 + x3 + ;

(0.4)

n!x n = 1 + x + 2!x 2 + 3!x 3 + .

(0.5)

n=0

X
n=0

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The first series converges for every value of x in R; second converges only
for |x| < 1 and the third series diverges for all x 6= 0.
The power series in x that behaves like third series are of no interest to us.
Fact: The points of convergence of a power series (0.1) (or (0.2)) form an
interval. Moreover there exists 0 R such that the power series (0.1)
(or (0.2)) converges for all |x| < R (resp. |x x0 | < R) and diverges for
all |x| > R (resp. |x x0 | > R). Here R is called radius of convergence.
In many cases the radius of convergence can be found by using the
following formulas,
 a 
1
 n 
or
R = lim p
R = lim 

n0 n |an |
n0 an+1
whenever the limits exist.
Regardless of the existence of the above limits, it is known that R always
exists.
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Differentiation of power series: Suppose that the power series (0.1)

converges for |x| < R with R > 0 and denote the sum by f (x):
f (x) =

an x n = a0 + a1 x + a2 x 2 + a3 x 3 + .

n=0

Then f (x) is automatically is continuous and has the derivatives of all

orders for |x| < R. Also,
0

f (x) =
f 00 (x) =

X
n=1

nan x n1 = a1 + 2a2 x + 3a3 x 2 + ,

(0.6)

n(n 1)x n2 = 2a2 + 3 2a3 x + ,

(0.7)

n=2

and so on, and each of the resulting series converges for |x| < R.
And we can link the coefficient an to f (x) and its derivative via the
following formula
an =
Pradeep Boggarapu (Dept. of Maths)

f (n) (0)
n!

Review of Power Series

(0.8)
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P
P
n
n
Algebra of power series: Let f (x) =
n=0 an x and g (x) =
n=0 bn x
be two power series with radius of convergence at least R > 0, then these
power series can be added or subtracted termwise:
f (x) g (x) =

(an bn )x n = (a0 b0 ) + (a1 b1 )x + .

n=0

They can also be multiplies as they were polynomials, in the sense that
f (x)g (x) =

cn x n

n=0

where cn = a0 bn + a1 bn1 + + an b0 .
If f (x) = g (x) for |x| < R if and only if an = bn for all n i.e. If both series
converges to the same function for |x| < R if and only if they have the
same coefficients.
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Power series representation of a function: Let f be a continuous

function defined for |x| < R or (R, R) which has derivatives of all orders
in the interval (R, R). Can f (x) be represented by a power series about
the point zero? Equivalently will the following hold
f (x) =

X
f (n) (0)

n!

n=0

x n = f (0) + f 0 (0)x +

f 00 (0) 2
x +
2!

(0.9)

throughout the interval (R, R)?

This is often true, but unfortunately it is some times false. The above
expansion is valid if the error term Rn (x) in Taylors formula:
f (x) =

n
X
f (k) (0)
n=0

k!

x k + Rn (x)

convegres to zero as n tends to infity.

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By means of the procedure explained in the previous slide, it is quite easy

to obtaion the following familiar expansions,
ex

X
xn

n!

n=0

=1+

x
x2 x3
+
+
+ ;
1!
2!
3!

(0.10)

sin x

X
x 2n+1
x3 x5
=x
+
;
=
(1)n
(2n + 1)!
3!
5!

(0.11)

cos x

X
x 2n
x2 x4
=
(1)2n
=1
+
;
(2n)!
2!
4!

(0.12)

n=0

1
1x

log (1 + x) =

n=0

(1)n x n = 1 x + x 2 x 3 + ;

n=0

X
n=1

tan1 x

(1)n1

(0.13)

xn
x2 x3 x4
=x
+

+ ; (0.14)
n
2
3
4

X
x 2n+1
x3 x5
=
=x
+
;
(1)n
(2n + 1)
3
5

(0.15)

n=0

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The function f for which the above series expansion (0.9) is valid for some
neighbourhood of zero is said to be analytic at x = 0. More generally the
analyticity at any point is defined as follows.
Analytic at a point: A function f (x) with the property that a power
series expansion of the form
f (x) =

an (x x0 )n

n=0

valid in some neighbourhood of the point x0 is said to be analytic at x0 .

In this case the coefficients an s are necessarily given by
an =

f (n) (x0 )
,
n!

and the above series is called the Taylor series of f (x) at x0 .

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Facts about analytic functions:

Polynomials and the functions e x , sin x and cos x are analytic at all
points.
If f (x) and g (x) are analytic at x0 , then f (x) + g (x), f (x)g (x), and
f (x)/g (x) [if g (x0 ) 6= 0] are also analytic at x0 .
If f (x) is analytic at x0 , f 0 (x0 ) 6= 0 and f 1 (x) is a continuous
inverse, then f 1 (x) is analytic at f (x0 ).
If g (x) is analytic at x0 and f (x) is analytic at g (x0 ), then
f g (x) = f (g (x)) is analytic at x0 .
The sum of a power series is analytic at all points inside the interval
of convergence.

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September 11, 2015

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Series solutions of first order equations: We have repeatedly

emphasized that many interesting and important differential equations
cannot be solved by any of the methods discussed so far.
And also note that solutions for equations of this kind can often be found
in terms of power series.
Our purpose in this section is to discuss that how we use power series
representation to solve a differential equation by demonstrating an example
with a first order equations that are easy to solve by elementary methods.
Problem 1: Solve the first order differential equation y 0 = y by using
power series representation.
Solution: We assume that the given equation has a power series solution
of the form
y=

an x n = a0 + a1 x + a2 x 2 + a3 x 3 +

(0.16)

n=0

that converges for |x| < R with R > 0.

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That is, we are assuming that the differential equation has a solution say y
that is analytic at the origin. We know that
0

y =

nan x n1 = a1 + 2a2 x + 3a3 x 2 + + (n + 1)an+1 x n + , (0.17)

n=1

in the interval of convergence. Since y 0 = y , we have that

nan x n1 =

n=1

an x n

n=0
2

a1 + 2a2 x + 3a3 x + = a0 + a1 x + a2 x 2 + a3 x 3 + .
The above both series must have the same coefficients:
a1 = a0 ,

2a2 = a1 ,

3a3 = a2 , (n + 1)an+1 = an , .

These equations enables us to express each an in terms of a0 :

a1 = a0 ,

a2 =

a0
a1
= ,
2
2

Pradeep Boggarapu (Dept. of Maths)

a3 =

a2
a0
a0
=
, , an = , .
3
23
n!

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If you substitute all these values of coefficients in (0.16), we obtain our

power series solution


x2 x3
xn
x
+
+ +
+
y = a0 1 + +
1!
2!
3!
n!
We can easily recognise that the above series as the power series
expansion of e x , so the above can be written as
y = a0 e x .
, This example suggests a useful method for obtaining the power series
expansion of a given function:
Find the differential equation with initial condition satisfied by the
function, and then solve this equation by power series. We consider an
example (to understand this idea).
Proplem 2: Find the power series expansion of y = (1 + x)p about the
origin (where p is a constant) by using the method described in the above.
Use the result to show that

1 1 13 1
135 1
2=1+ +
2+

+ .
2 2 24 2
2 4 6 23
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Part 1: First find a differential equation satisfied by y :

(1 + x)y 0 = py ,

y (0) = 1

As before we assume that the above equation has a power series solution
y=

an x n = a0 + a1 x + a2 x 2 + a3 x 3 +

(0.18)

n=0

with positive radius R > 0 of convergence. It follows that

y 0 = a1 + 2a2 x + 3a3 x 2 + + (n + 1)an+1 x n + ,
xy 0 =

a1 x + 2a2 x 2 + +

nan x n + ,

py = pa0 + pa1 x + pa2 x 2 + +

pan x n + .

Since the d.e. is (1 + x)y 0 = py , the sum of the first two series must equal
the third, so equating the coeffiecients of the successive powers of x gives
a1 = pa0 ,

2a2 + a1 = pa1 ,

3a3 + 2a2 = pa2 , . . . ,

(n + 1)an+1 + nan = pan , . . .

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The initial condition y (0) = 1 implies that a0 = 1, so

a1 = p,

a2 =

a1 (p 1)
p(p 1)
=
,
2
2

a2 (p 2)
p(p 1)(p 2)
=
,...,
3
23
p(p 1)(p 2) (p n + 1)
an =
,....
n!
With these coefficints, the solution (0.18) becomes
a3 =

p(p 1) 2 p(p 1)(p 2) 3

x +
x +
2!
3!
p(p 1)(p 2) (p n + 1) n
+
x + .
n!

y =1 + px +

(0.19)

To conclude that (0.19) actually is the desired solution, it suffices to

observe that the series converges for |x| < R for some R > 0.
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We can show that R = 1 by using the ratio tests or by using first of the
formulas given previously
 a 
n + 1
 n 


R = lim 
 = lim 
 = 1.
n an+1
n0 p n
On comparing the two solutions y = (1 + x)p and (0.19), and using the
fact that the initial value problem has only one solution, we have
p(p 1) 2 p(p 1)(p 2) 3
x +
x +
2!
3!
p(p 1)(p 2) (p n + 1) n
+
x +
(0.20)
n!

(1 + x)p =1 + px +

for |x| < 1. This expansion is called the binomial series and this formula
generalises the binomial theorem to the case of an arbitrary exponent.

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Part2: Now we substitute x = 21 and p = 21 in the power series (0.20)

to get the required indentity.

 1  1
12 23  1 2
1  12
=1+
1


+
2
2
2
2!





 2 
3
5
1
2 2 2
1 3

+ .
+
3!
2

After simplying the above you get the required identity

2=1+

Pradeep Boggarapu (Dept. of Maths)

1 1 13 1
135 1
+
2+

+ .
2 2 24 2
2 4 6 23

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P
Problem 3: Express sin1 x in the form of a power series
an x n by
0
2
1/2
solving y = (1 x )
in two ways. (Hint: Remember the binomial
series.) Use this result to obtain the formula

1 1
1
1
1
13
135
= +

+
+
+ .
3
5
6
2 2 32
24 52
2 4 6 7 27
Solution:
Part 1: We first find an intial value problem satisfied by y = sin1 x:
y 0 = (1 x 2 )1/2 ,

y (0) = 0

As before we assume that the above equation has a power series solution
y=

an x n = a0 + a1 x + a2 x 2 + a3 x 3 +

(0.21)

n=0

with positive radius R > 0 of convergence. It follows that

y 0 = a1 + 2a2 x + 3a3 x 2 + 4a4 x 3 + + (n + 1)an+1 x n +
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Review of Power Series

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(0.22)
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We know that
p(p 1) 2 p(p 1)(p 2) 3
x +
x +
2!
3!
p(p 1)(p 2) (p n + 1) n
+
x + .
n!

(1 + x)p =1 + px +

Now we replace p by 1/2 and x by x 2 in the above to get

1 x2

1/2

=1+

1 2 13 4 135 6
x +
x +
x +
2
24
246
1 3 5 (2n 1) 2n
x + .
+
2 4 6 (2n)

Since the d.e. is y 0 = (1 x 2 )1/2 , so equating the coeffiecients of the

successive powers of x on both series gives
1
13
2a2 = 4a4 = a2n = = 0; a1 = 1; 3a3 = ; 5a5 =
;
2
24
135
1 3 5 (2n 1)
7a7 =
; . . . ; (2n + 1)a2n+1 =, . . .
246
2 4 6 (2n)
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Further simplification implies

2a2 = 4a4 = a2n = = 0;
a7 =

135 1
;
246 7

...;

13 1
1 1
; a5 =
;
2 3
24 5
1 3 5 (2n 1)
1
=, . . .

2 4 6 (2n)
2n + 1

a1 = 1;

a2n+1

a3 =

Since y (0) = 0, a0 = 0, now substitute all the values of coefficients in

power series solution (0.21) and the initial value problem has only one
solution which means the power series solution is nothing but sin1 x,
therefore
sin1 x = x +

1 1 3 13 1 5 135 1 7
x +
x +
x + .
2 3
24 5
246 7

If x = 12 then sin1 x =
required identity

and hence in view of the above we get the

1 1
1
13
1
135
1
= +
+

+ .
3
5
6
2 2 32
24 52
2 4 6 7 27
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Problem 4: Find the power series solution of the initial value problem
(1 + x)y 0 = 1;

y (0) = 0,

and also find solution of the same by using variable separable method to
get the follwoing identity
loge 2 =

X
1
n=1

1
1 1 1
1 1
1 1
= + 2 + 3 + 4 + .
n
n 2
2 2 2
3 2
4 2

Problem 5: Find the power series solutions of the each of the following
first order differentail equations:
2

(1) y 0 y = 0

(2) y 0 = e x y

(3) y 0 xy = 0

(4) (1 x)y 0 = y

(5) y 0 y = x 2

(6) y + xy = 1 + x

(7) (1 + x 2 )y 0 = 0.
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Thank you for your attention

Happy Weekend !

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