Power Series Solution of

Differential Equations

Lecture 7
Dr. Amr Bayoumi
Fall 2014
Advanced Engineering Mathematics (EC760)
Arab Academy for Science and Technology - Cairo
 Outline
Power series Representation of Functions
Conditions for Series Convergence
Example functions: exp, sin, cos
Solution of Differential Equations (DEs) using Power Series:
1st Order DE
2nd Order DE

Dr. Amr Bayoumi- Fall 2014- Lec. 7

EC760 Advanced Engineering Mathematics
2
 References
G. F. Simmons and S. G. Krantz, Differential Equations:
Theory, Technique, and Practice, McGraw-Hill, 2007
R. Bronson, Differential in Equations, 2nd Ed., Schaums
Outlines Series, McGraw-Hill, 1994
E. Kreyszig, Advanced Engineering Mathematics, 8th Ed.,
1999

Dr. Amr Bayoumi- Fall 2014- Lec. 7

EC760 Advanced Engineering Mathematics
3
Power Series Representation of Functions
Using Taylors series:

() (0)
= +
!
=0
Remainder:
+1 () +1
= , is a number between 0 and
+1 !

() ()
Where: =

The series converges if () goes to zero
terms are good enough

Dr. Amr Bayoumi- Fall 2014- Lec. 7

EC760 Advanced Engineering Mathematics
4
Test of Convergence for Power Series
If the following limit exists:

lim

=0
Another check:
+1 +1
lim

Dr. Amr Bayoumi- Fall 2014- Lec. 7

EC760 Advanced Engineering Mathematics
5
Example of Common Functions

(0) 2 3
= = =1++ + +
! ! 2! 3!
=0 =0

2+1
(0) 3 5
() = = (1) = + +
! (2 + 1)! 3! 5!
=0 =0

2
(0) 2 4
() = = (1) =1 + +
! (2)! 2! 4!
=0 =0

Dr. Amr Bayoumi- Fall 2014- Lec. 7

EC760 Advanced Engineering Mathematics
6
 Solution of Differential Equations
using Power Series
1. Assume: = 0 + 1 + 22 + 33 + 44 +
= 1 + 22 + 332 + 443 +
= 22 + (3)(2)3 + (4)(3)42 +
.
2. Substitute in differential equation
3. Equate coefficients of in both sides of differential equation
3. Find coefficients in sequence, starting with 0, then 1,

Dr. Amr Bayoumi- Fall 2014- Lec. 7

EC760 Advanced Engineering Mathematics
7
Solution of 1st Order Differential Equations
using Power Series
Example: =
1. Assume: = 0 + 1 + 22 + 33 + 44 +
= 1 + 22 + 332 + 443 +
2. Substitute in differential equation
0 + 1 + 22 + 33 + 44 + = 1 + 22 + 332 + 443
+
3. Equate coefficients of in both sides of differential equation
0 = 1, 1 = 22, 2 = 33,
4. Find coefficients in sequence, starting with 0, then 1,
If = (For example from boundary conditions):
2
1 = , 2 = , 3 = = , , =
2 3 3 2 !


= =
!
=

Dr. Amr Bayoumi- Fall 2014- Lec. 7

EC760 Advanced Engineering Mathematics
8
 Solution of 2nd Order Differential
Equations using Power Series (1)
Example: + =

1. Assume: = 0 + 1 + 22 + 33 + 44 + = =0

= 1 + 22 + 332 + 443 + = =1
1

= 22 + (3)(2)3 + (4)(3)42 + = =2 ( 1) 2
2. Substitute in differential equation

( 1) 2 + = 0
=2 =0
Equating start of summation indices:

( 1) 2 + 2 2 = [ 1 +2 ] 2 = 0
=2 =2 =2
3. Equate coefficients of in both sides of differential equation
1 + 2 = 0, for = 2, 3,
Dr. Amr Bayoumi- Fall 2014- Lec. 7
EC760 Advanced Engineering Mathematics
9
 Solution of 2nd Order Differential
Equations using Power Series (2)
Example: + =
3. Equate coefficients of in both sides of differential equation
1 + 2 = 0, for = 2, 3,
4. Find coefficients in sequence, starting with 0, then 1,
Assume (from Boundary conditions): 0 = , 1 =
,
j=2: 2 = j=4: 4 =
(2)(1) 4 3 2 1

2 = (1) j=1,2,
(2!)

j=3: 3 = , j=5: 5 =
(3)(2)(1) (5)(4)(3)(2)(1)

2+1 = (1) j=1,2, ..
(2+1)!

Dr. Amr Bayoumi- Fall 2014- Lec. 7

EC760 Advanced Engineering Mathematics
10
 Solution of 2nd Order Differential
Equations using Power Series (3)
Example: + =

1 2 1
= (1) + (1) 2+1
(2!) (2 + 1)!
=0 =0

= +

Dr. Amr Bayoumi- Fall 2014- Lec. 7

EC760 Advanced Engineering Mathematics
11