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Math 334

Assignment 7 Solutions
1. Chebyshevs differential equation is
(1 x2 )y xy + 2 y = 0,
where is a constant.
(a) Find two linearly independent power series solutions valid for |x| < 1.
(b) Show that if = n is a nonnegative integer, then there is a polynomial solution of degree n.
These polynomials, when properly normalised, are called Chebyshev polynomials.
(c) Find a polynomial solution for each of the cases = n = 0, 1, 2, 3.
Solution
(a) The point x = 0 is an ordinary point so we look for a solution of the form y(x) =
Plug the series into the equation to get

n=2

n(n 1)anxn2

n=2

n(n 1)anxn

nan xn +

n=1

n=0

an xn .

2 an xn = 0.

n=0

Upon re-arrangement we get


2a2 + 2 a0 + (6a3 a1 + 2 a0 ) x

X
+
{(n + 2)(n + 1)an+2 [n(n 1) + n 2 ]an }xn = 0.
n=2

Equating the powers of x yields


2a2 + 2 a0 = 0,
6a3 a1 + 2 a0 = 0,

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

n = 2, 3, . . . .

Solving for the an s we get


a2 =

2
a0 ,
2

a3 =

1 2
a1 ,
3!

an+2 =

n2 2
an ,
(n + 2)(n + 1)

n = 2, 3, . . . .

Writing out the first few explicitly yields:


(22 2 )(2 )
a0 ,
4!
A pattern clearly emerges:
a4 =

a5 =

(32 2 )(1 2 )
a1 ,
5!

(42 2 )(22 2 )(2 )


a0 .
6!

[(2n 2)2 2 ][(2n 4)2 2 ] (22 2 )(2 )


a0 ,
(2n)!
[(2n 1)2 2 ][(2n 3)2 2 ] (32 2 )(1 2 )
a1 ,
=
(2n + 1)!

a2n =
a2n+1

a6 =

n = 1, 2, . . . ,
n = 1, 2, . . . .

Hence, two nontrivial solutions are given by:


1 (x) = 1 +

X
[(2n 2)2 2 ][(2n 4)2 2 ] (22 2 )(2 ) 2n
x ,
(2n)!
n=1

2 (x) = x +

X
[(2n 1)2 2 ][(2n 3)2 2 ] (32 2 )(1 2 ) 2n+1
x
.
(2n + 1)!
n=1

Math 334

Assignment 7 Solutions

(b) From the recurrence relation we get


2

an+2 =

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

(2n)2 2
a2n ,
(2n + 2)(2n + 1)
(2n + 1)2 2
=
a2n+1 .
(2n + 3)(2n + 2)

a2n+2 =

a2n+3

Now suppose that is either an even or an odd integer. Thus,


= 2N

a2N +2 = 0

a2n+2 = 0 for n > N

which implies that 1 is a polynomial of degree 2N , whereas


= 2N + 1

a2N +3 = 0

a2n+3 = 0 for n > N

which implies that 2 is a polynomial of degree 2N + 1.


(c) For the cases = 0, 1, 2, 3 we have
=0
=1

=
=

a2n = 0 for n > 1


=
1 (x) = 1,
a2n+1 = 0 for n > 1
=
2 (x) = x,

=2

a2n = 0 for n > 2

=3

a2n+1 = 0 for n > 2

1 (x) = 1 2x2 ,
4
=
2 (x) = x x3 .
5

2. For each of the following differential equations, locate and classify its singular points.
(a) x3 (x 1)y 2(x 1)y + 3xy = 0.

(b) x2 (x2 1)2 y x(x 1)y + 2y = 0.


Solution
(a) Write the differential equation in standard form: y

2
3
y + 2
y = 0.
x3
x (x 1)

3
2
and Q(x) = 2
, so the singular points occur at x = 0, 1.
x3
x (x 1)
2
i. At x = 0 we have lim xP (x) = lim 2 which does not exist. Therefore x = 0 is an irregular
x0
x0 x
singular point of the differential equation.
2(x 1)
ii. At x = 1 we have lim (x 1)P (x) = lim
=0
x1
x1
x3
3(x 1)
= 0. Therefore x = 1 is a regular singular point of the
and lim (x 1)2 Q(x) = lim
x1
x1
x2
differential equation.
1
2
(b) Write the differential equation in standard form: y
y = 0.
y + 2 2
x(x + 1)(x2 1)
x (x 1)2
We have

P (x) =

x(x + 1)(x2 1)
= x = 0, 1 are singular points
2

Q(x) = 2 2
x (x 1)2
We have P (x) =

Math 334

Assignment 7 Solutions

At x = 0 we have

=
1

x0
x0 (x + 1)(x2 1)
2

=2
lim x2 Q(x) = lim 2
x0
x0 (x 1)2
lim xP (x) = lim

x = 0 is a regular singular point

At x = +1 we have

1
1

x1
x1 x(x + 1)2
4
1
2

=
lim (x 1)2 Q(x) = lim 2
x1
x1 x (x + 1)2
2
lim (x 1)P (x) = lim

x = 1 is a regular singular point

At x = 1 we have

1
x1 x(x2 1)

lim (x+1)P (x) = lim

x1

which does not exist

x = 1 is an irregular singular point

3. Find the indicial equation and its roots for each of the following differential equations:
(a) x3 y + (cos 2x 1)y + 2xy = 0;
(b) 4x2 y + (2x4 5x)y + (3x2 + 2)y = 0.
Solution
cos 2x 1
2 sin 2x
= lim
= 2.
x0
x2
2x
2
B0 = lim B(x) = lim x Q(x) = lim 2 = 2.

(a) A0 = lim A(x) = lim xP (x) = lim


x0

x0

x0

x0

x0

x0

The indicial equation is r 2 + (A0 1)r + B0 = 0 i.e. r 2 3r + 2 = 0. The roots are r = 1, 2.


2x3 5
5
(b) A0 = lim A(x) = lim xP (x) = lim
= .
x0
x0
x0
4
4
2
3x
+
2
= 2.
B0 = lim B(x) = lim x2 Q(x) = lim
x0
x0
x0
4
9
1
1
The indicial equation is r 2 r + = 0. The roots are r = 2, .
4
2
4

4. For each of the following equations, verify that the origin is a regular singular point and calculate two
independent Frobenius series solutions:
(a) 4xy + 2y + y = 0;
(b) 2xy + (3 x)y y = 0.
Solution
1
1
(a) Write the differential equation in standard form: y
y +
y = 0.
2x
4x
1
1
and Q(x) =
, so x = 0 is a singular point. Taking limits we get
We have P (x) =
2x
4x
2
lim xP (x) = 1/2 and lim x Q(x) = 0. Therefore x = 0 is a regular singular point. We look for
x0
x0 P

a solution of the form y(x) = n=0 an xn+r . Plug the series into the equation to get

n=0

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

n=0

2(n + r)an xn+r1 +

n=0

an xn+r = 0.

Math 334

Assignment 7 Solutions

Upon re-arrangement we get


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

n=0

{[4(n + r + 1)(n + r) + 2(n + r + 1)]an+1 + an }xn+r = 0.

Equating the powers of x yields


(4r 2 2r)a0 = 0,

an+1 =

an
,
2(n + r + 1)[2(n + r) + 1]

n = 0, 1, . . . .

But a0 6= 0 implies that r = 0, 1/2. Solving for the an s we get


for r = 0

for r =

an
2(n + 1)(2n + 1)
a0
a1 =
2
a0
a1
=
a2 =
43
4!
a0
a2
=
a3 =
65
6!
..
.

an
(2n + 3)(2n + 2)
a0
a1 =
3!
a1
a0
a2 =
=
54
5!
a2
a0
a3 =
=
76
7!
..
.

an+1 =

an =

1
2

an+1 =

(1)n
a0
(2n)!

an =

(1)n
a0
(2n + 1)!

Two linearly independent Frobenius series (with a0 = 1) are given by

X
(1)n n
y1 (x) =
an x =
x ,
(2n)!
n=0
n=0
n

y2 (x) =

an x

n=0

n+ 12

X
(1)n n
= x
x .
(2n + 1)!
n=0

3x
1
(b) Write the differential equation in standard form: y +
y
y = 0.
2x
2x
1
3x
and Q(x) = , so x = 0 is a singular point. Taking limits we get
We have P (x) =
2x
2x
lim xP (x) = 3/2 and lim x2 Q(x) = 0. Therefore x = 0 is a regular singular point. We look for a
x0
x0 P

solution of the form y(x) = n=0 an xn+r . Plug the series into the equation to get

n=0

2(n + r)(n + r 1)an xn+r1 + 3

(n + r)an xn+r1

n=0

n=0

(n + r)an xn+r

an xn+r = 0.

n=0

Upon re-arrangement we get


(2r(r 1) + 3r)a0 xr1 +

n=0

{[(n + r + 1)(2n + 2r + 3)]an+1 (n + r 1)an}xn+r = 0.

Equating the powers of x yields


(4r 2 + r)a0 = 0,

an+1 =

an
,
2n + 2r + 3

n = 0, 1, . . . .

Math 334

Assignment 7 Solutions

But a0 6= 0 implies that r = 0, 1/2. Solving for the an s we get


for r = 0

1
2
an
2(n + 1)
a0
2
a1
a0
a0
=
= 2
4
42
2 2!
a2
a0
a0
=
= 3
6
6 22 2!
2 3!

for r =

an
2n + 3
a0
a1 =
3
a0
a0 4 2
22 2!
a1
=
=
=
a0
a2 =
5
53
5432
5!
a2
a0
a0 6 4 2
23 3!
a3 =
=
=
=
a0
7
753
765432
7!
..
.
2n n!
a0
an =
(2n + 3)!

an+1 =

an+1 =
a1 =
a2 =
a3 =
..
.
an =

a0
n!

2n

Two linearly independent Frobenius series (with a0 = 1) are given by

2n n!
xn ,
an x =
y1 (x) =
(2n
+
3)!
n=0
n=0
n

y2 (x) =

n=0

an x

n 12

1 X xn
.
=
x n=0 2n n!

5. Consider the differential equation


x3 y + xy y = 0.
(a) Show that x = 0 is an irregular singular point.
(b) Use the fact that y1 (x) = x is a solution to find a second independent solution y2 (x).
(c) Show that the solution y2 (x) found in part (b) cannot be expressed as a Frobenius series.
Solution
(a) We have P (x) = 1/x2 so lim xP (x) = lim (1/x) does not exist. Therefore x = 0 is an irregular
singular point.

x0

x0

(b) We know that y1 (x) = x is a solution. A second linearly independent solution is given by
y2 (x) = y1 (x)

e P (x)dx
dx = x
y12 (x)

dx

e x2
dx =
x2

e1/x
dx = xe1/x .
x2

an xn+r for some r R. The minimum exponent of x is r


tn
P
which occurs for n = 0. Using the Taylor series expansion for the exponential function et =
n=0 n!
we see that

X
X
xn
xn+1
y2 (x) = xe1/x = x
=
.
n!
n!
n=0
n=0

(c) A Frobenius series is of the form

n=0

Since there is no minimum exponent of x in this series, y2 (x) is not expressible as a Frobenius
series.

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