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Frobenius Method
(Mathematical Physics Assignment)
(Submitted to Dr. Abhishek Kumar Singh)
Name: Rajneil Baruah
Class:B.Sc(H) Physics
Roll: 5015
Year: 2ndYear
Series Solution:
Consider a Linear, Second order, Homogeneous, Ordinary Differential
Equation(ODE), in the form of:
d
d2
y + P (x) y + Q(x)y = 0
2
dx
dx
(1)
f (x) =
fm xm = f0 (x x0 )0 + f1 (x x0 )2 + f2 (x x0 )3 .......... (3)
m=0
For x = x0 = 0
f (x) =
fm xm = f0 x0 + f1 x2 + f2 x3 ..........
m=0
f (x) =
fm (x x0 )m
m=0
However, eq n (3) holds good only if the the functionf (x) is analytic at
0
x = x0 . Thus, if f (x0 ) = undef ined(
, 0 , , etc.), then,
f (x) 6=
fm (x x0 )m
m=0
fm (x x1 )m
m=0
Cm x m
(4)
m=0
[considering for x0 = 0]
Differentiating both sides twice w.r.t. x,
y 0 (x) =
mCm xm1
(5)
(6)
m=1
y 00 (x) =
X
m=2
m(m 1)Cm x
m2
+ P (x)
mCm x
m1
+ Q(x)
m=1
m=2
C m xm = 0
m=0
(m+1)(m+2)Cm+2 x +P (x)
m=0
(m+1)Cm+1 x +Q(x)
m=0
X
m=0
C m xm = 0
Since, P (x) and Q(x) are analytic about x = x0 = 0, thus, the above eq n
changes to:
(7)
m=0
Since xm 6= 0
(8)
Cm+2 =
q0 Cm p0 (m + 1)Cm+1
(m + 1)(m + 2)
(9)
For m = 0, we getC2 in terms of C0 and C1 . Again, for m = 1, we can obtain the value of C3 in terms of C1 and C2 . Since,C2 be expressed in terms
of C1 and C0 , therefore, C3 can also be expressed in terms of C1 and C0 .
Similarly, all other constants Cm can be expressed in therms of C0 and
C1 .
Thus,
y=
C m xm
m=0
2
y = C0 (1 + a1 x + a2 x + ........) + C1 (1 + b1 x + b2 x2 + ......)
NOTE:
a1 , a2 ...an and b1 , b2 ...bn are calculated by putting the values of m in
eq n (ix). But C0 and C1 are constants whose values depend upon the initial
condition(or boundary condition).
However, the solution given is based on the assumption that P (x) and
Q(x) are analytic at x = x0 = 0. When atx = 0, P (x) or Q(x) blow up,
they become singular.
Hence, a simple power series solution cannot be found.
Frobenius Method:
The Solution that we obtained in the previous section was strictly based
on the assumption that P (x) and Q(x) are analytic atx = x0 = 0.
Now, let us consider a differential equation of the form-
d2
c(x)
b(x) d
y+ 2 y=0
y+
2
dx
x dx
x
b(x)
c(x)
.
x2
(10)
and
lim x2 Q(x) = f inite
Since,P (x) and Q(x) are non-analytical aboutx = 0, thus, checking the
c(x)
above condition shows that b(x)
x and x2 are functions which make x = 0 a
regular singular point.
Thus, the expression of y that we obtained as a solution:
y=
Cm x m
m=0
y(x) = xr
C m xm
(11)
m=0
Indicial Equation
For the Differential Equationx2 y + xb(x)y 0 + c(x)y = 0
expanding b(x) and c(x) as a power series:
b(x) = b0 + b1 x + b2 x2 + b3 x3 .........
c(x) = c0 + c1 x + c2 x2 + c3 x3 .........
(12)
From Fuchs Theorem, we have one power series solution at least. The
power series solution proposed by Frobenius is:
y=
Cm xm+r
m=0
Differentiating w.r.t. x:
0
y =
(m + r)Cm xm+r1
m=0
y 00 =
m=0
m=0
x(b0 + b1 x + b2 x ....)
m=0
(c0 + c1 x + c2 x2 ....)
X
m=0
Cm xm+r = 0
(13)
(14)
1. The roots are real and distinct roots, NOT differing by an integer.
2. The roots are equal (double root).
3. The roots are real and distinct, differing by an integer.
CASE: I
(When the roots are real and distinct and DO NOT differ by an integer.)
In such a case, both the solutions can be directly obtained on the basis of
the roots of the indicial equation. If r1 and r2 are the two roots of the
indicial equation (r1 6= r2 ), then the solutions are given by:
y1 (x) =
Cm xm+r1
m=0
y2 (x) =
X
m=0
Dm xm+r2
CASE: II
(When both the roots are real and equal)
The indicial equation is given by:
r(r 1) + b0 r + c0 = 0
there can be a double root if:
(b0 1)2 4c0 = 0
If r1 and r2 are the two roots such that r1 = r2 = r0 , then from Fuchs
Theorem, one solution is given by:
y1 (x) = xr0 [C0 + C1 x + C2 x2 + C3 X 3 ........]
Let the second solution y2 (x) be given by,
y2 (x) = u(x)y1 (x),
such that y2 (x) is a solution to the differential equation.
Differentiating y2 (x) w.r.t. x, we have:
y20 (x) = uy10 + uy10
And
y200 (x) = u00 y1 + 2uy10 + uy100
Since y2 (x) is a solution :
x2 y200 (x) + xb(x)y20 + c(x)y = 0
x2 (u00 y1 + 2uy10 + uy100 ) + xb(x)(uy10 + uy10 ) + c(x)(uy1 ) = 0
x2 y1 u00 + 2x2 y1 u0 + b(x)y1 u0 = 0
(Since, x2 y100 + xb(x)uy10 + c(x)uy1 = 0)
Dividing both sides by x2 y1 y0
u00 + [2 y1 + bx0 + ......]u0 = 0
y10
xr1 [rC0 + (r + 1)C1 x + ........]
=
y1
xr [C0 + C1 x + ......]
=
Thus,
2y 0
u00 + [ y11 +
b0
x
r
+ ..........
x
+ ......]u0 = 0
0
u00 + [ 2r+b
+ ......]u0 = 0
x
u00
u0
1
x
+ ......
By integration, we get
K m xm
m=0
X
m=0
Am xm
(15)
CASE: III
(When both roots are real and distinct and they differ by an integer)
The initial steps will be same as in CASE: II. Thus,
u00 + [
2r + b0
+ ......]u0 = 0
x
r2 = r0 N
N +1
u00
= [
+ ........]
0
u
x
Integrating both sides, we get,
lnu0 = (N + 1)lnx + C0 + C1 x + .....
K1
xN
+ .... +
KN
x
+ KN +1 + KP +2 x + ......
u = KN ln|x| +
Ki xi
i=N
Bk xk
(16)
(1)
Cm xm+r
(2)
m=0
C0 6= 0; |x| > 0
be a soluion to (1)
Assuming that x = x0 = 0 is a regular singular point; this means that
xP (x) and x2 Q(x) are analytic functions;
i.e.
xP (x) =
Pm xm
m=0
x2 Q(x) =
Qm xm
m=0
(m + r)Cm xm+r1
m=0
y 00 =
m=0
Now,
X
1 X
m
P (x)y = [
Pm x
(m + r)Cm xm+r1 ]
x
0
m=0
P (x)y 0 =
xr1
x
m=0
m
X
m=0 n=0
Similarly,
Q(x)y = xr2 [
m1
X
X
(
Cn Qmn + Q0 Cm )xm ]
m=0 n=0
10
(3)
Substituting the values of y 00 , P (x)y 0 and Q(x)y in (1), we get the equation
given below (after cancelling the common factor xr2 ):
m=0
m1
X
(4)
Cn ((n + r)Pmn + Qmn )]xm = 0
n=0
X
+
Cn [(n + r)Pmn + Qm n] = 0
(5)
n=0
Thus,
C0 [r(r 1) + rP0 + Q0 ] = 0
Let,
F (r) = r(r 1) + rP0 + Q0
Thus,
C0 F (r) = 0
(6)
(7)
(8)
From (6),(7) and (8), we can see that, the expressions for C1 ,C2 ......Cm can
be calculated in terms of C0
CASE I
(When the roots are real and distinct and DO NOT differ by an integer)
If the roots of the indicial equations are r1 and r2 such thatr1 r2 6= N
(where N is any integer), then the solutions of the differential equation (1)
are given by:
y1 (x) =
y2 (x) =
X
m=0
Cm (1)xm+r1
Cm (2)xm+r2
(9)
m=0
CASE II
(When the roots are real and equal)
If r1 and r2 are two solutions of the indicial equation such that
r1 = r2 = r0 , then according to F uch0 s T heorem, we can obtain one
solution as the following:
y1 (x) = x
r0
Cm x m
(10)
m=0
Since both roots are equal here(r0 ), we cannot obtain the second solution
directly as the first one.
From (4), we have,
m=0
m1
X
n=0
12
X
[((m + r)(m + r 1) + (m + r)P0 + Q0 )Cm
m=1
m1
X
n=0
C0 F (r)x +
m=1
m1
X
n=0
In all the above equations L(y(x, r)) represents the differential equation
(1).
Since, the coefficients of xm+r be zero for m 1:
L(y(x, r)) = C0 F (r)xr
(11)
(12)
We know,
L(y(x, r)) = y 00 + P (x)y 0 + Q(x)
= D2 y + P (x)Dy + Q(x)y
[D
13
d
]
dx
(13)
(14)
From the above equation, we can see that r y|r=r0 is also a solution to
differential equation (1).
We have,
y1 =
Cm xm+r
m=0
y1
|r=r0
r
X
y2 =
[
Cm xm+r ]
r
y2 =
(15)
m=0
(16)
We know,
F (r) = (r r0 )2
F (m + r) = (m + r r0 )2
Putting the values of F (r) and F (m + r) in equations (16) and further in
(15):
14
[
y2 =
r
= [x ln|x|
n=0
m=0
m1
X Cn ((n + r)Pmn + Qmn )
[x [ [
]]]r=r0 xm
x n=0
(m + r r0 )2
r
= y1 ln|x| + [xr
[Since, [xr [
Bk xk ]r = r0
k=0
m1
X
Finally we get,
y1 (x) =
Cm xm+r0
m=0
y2 (x) =
y
|r=r0
r
y2 (x) = y1 (x)ln|x| + x
r0
Ak xk
k=0
CASE III
(When the roots are real and distinct and they differ by an integer)
Let r1 = r0 and r2 = r0 N be the roots of the indicial equation
where (r1 > r2 ) and N > 0(an integer).
From F uch0 s T heorem, we know that we can obtain at least one of
the two solutions in terms of power series directly. But, to know
which root will give us the first solution, we must first analyze the
indicial equation and the recurrence relation.
From equation (6), we haveF (r) = 0
15
(17)
(18)
y1 (x) =
Cm xm+r0
(19)
m=0
X
m=0
(20)
17
(r r0 + N )y
r
= C0 [xr (r r0 )(r r0 + N 2 )ln|x|
+ xr [2(r r0 )(r r0 + N ) + (r r0 + N 2 ]]
The RHS of the previous equatin becomes zero for r = r0 N , Thus,
[D2 + P (x)D + Q(x)]
Hence it shows that
equation L(y(x,r)).
r (r
(r r0 + N )y|r=r0 N = 0
r
Now we have,
y(x) = xr
Cm x m
m=0
(r r2 )y(x) = (r r2 )xr
Cm x m
m=0
X
y(x) = xr
Cm x m
m=0
(r r0 + N )y(x) = xr
(r r0 + N )Cm (r)xm
m=0
Let,
(r r0 + N )Cm (r) = Km (r)
(r r0 + N )y(x) = xr
Km (r)xm
m=0
X
X
0
(r r0 + N )y(x) = xr ln|x|
Km (r)xm + xr
Km
(r)xm
r
m=0
18
m=0
Now, for r = r0 N ,
X
X
r0 N
m
r0 N
0
(rr0 +N )y(x) = x
ln|x|
Km (r0 N )x +x
Km
(r0 N )xm
r
m=0
m=0
Km (r0 N )xm = K
m=0
Cm xm
m=0
The above equation shows that both the solutions are linearly dependent.
If y1 (x) = xr0
m=0 Cm x
m,
then,
r0 N
X
k=0
the
19
Ak xk
y1 (x) = x
Cm x m
m=0
y2 (x) = (r r0 + N )x
Cm x m
m=0
r
y3 (x) =
(r r0 + N )x
Cm x m
r
m=0
Among these three, y1 (x) and y2 (x) are linearly dependent on each other.
PROOF:
Let 1 , 2 .....N ..... be the constants of the summations when shown in
terms of C0 . Thus,
y(x) = C0 [xr +
N xr0 +N
1 xr+1
......
+......]
(r + 1 r)(r + 1 r + N )
(r + N r0 )(r + N r0 + N )
Put r = r0
y1 (x) = C0 [xr0 +
(2 xr0 +2 )
N xr0 +N
1 xr0 +1
+
+ ...... +
+ ......]
1(1 + N )
2(2 + N )
N (2N )
Similarly,
y2 (x) = C0 [xr +
1 (r r0 + N )xr+1
N (r r0 + N )xr
+......
+......]
(r + 1 r0 )(r + 1 r0 + N )
(r r0 + N )(r r0 + 2N )
Putting r = r0 + N :
y2 (x) = C0
20
N xr0
N
1 xr0 +1
(2 xr0 +2 )
N xr0 +N
+
+ ...... +
+ ......]
1(1 + N )
2(2 + N )
N (2N )
N xr0
N
To show their Linear dependency we must find their Wronskian.
Wronskian of y1 (x) and y2 (x) is defined as:
y2 (x) = C0
C0 r0 N xr0 +1
N
Thus,
22 x2r0
C0 2 N 1 x2r0
[
+
+ .......]
N
1(N + 1) 1(1 + N )
r0 N
Km (r0 N )x
m=0
=K
X
m=0
holds good.
21
Cm x m