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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
X
+
{(n + 2)(n + 1)an+2 [n(n 1) + n 2 ]an }xn = 0.
n=2
n = 2, 3, . . . .
2
a0 ,
2
a3 =
1 2
a1 ,
3!
an+2 =
n2 2
an ,
(n + 2)(n + 1)
n = 2, 3, . . . .
a5 =
(32 2 )(1 2 )
a1 ,
5!
a2n =
a2n+1
a6 =
n = 1, 2, . . . ,
n = 1, 2, . . . .
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
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
a2N +2 = 0
a2N +3 = 0
=
=
=2
=3
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.
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
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
At x = 1 we have
1
x1 x(x2 1)
x1
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.
x0
x0
x0
x0
x0
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
n=0
n=0
an xn+r = 0.
Math 334
Assignment 7 Solutions
n=0
an+1 =
an
,
2(n + r + 1)[2(n + r) + 1]
n = 0, 1, . . . .
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)!
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
(n + r)an xn+r1
n=0
n=0
(n + r)an xn+r
an xn+r = 0.
n=0
n=0
an+1 =
an
,
2n + 2r + 3
n = 0, 1, . . . .
Math 334
Assignment 7 Solutions
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
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!
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
X
X
xn
xn+1
y2 (x) = xe1/x = x
=
.
n!
n!
n=0
n=0
n=0
Since there is no minimum exponent of x in this series, y2 (x) is not expressible as a Frobenius
series.