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a 0 + a 1 (x - c ) + a 2 (x - c ) + a 3 (x - c ) + ... = c n (x - c ) .
2 3 n
n=0
Illustration 1.1.1
a) The power series (x + 2 )n is centered at c=-2.
n =0
b) The series
n 1
=
3 n xn is a power series in x.
1.1.2 Convergence
A power series n
a (x - c )n
is convergent at a specified value of
n =0
N
lim
x if the N a n (x - c )n exists. The series is said to be divergent if
n =0
the limit does not exist at x.
The interval of convergence is the set of all real numbers x for which the
series converges.
the series converges only at point c. If r= then the series converges for all
possible values at x.
an +1 (x - c )n +1 an +1
lim = x - c lim =L.
n an (x - c )n n a n
If L < 1 the series converges absolutely, if L > 1 the series diverges, and if
L = 1 the test is inconclusive.
Example 1.1.7 Find y' and y" for the series y = an x n .
n =0
y' = a nx
n=0
n
n -1
y" = a n(n - 1)x
n=0
n
n-2
.
y" = ann(n - 1)x n - 2
n=2
Examples 1.1.8 The functions ex, sin x and cos x are analytic at x=0
since each can be represented by a Taylor series centered at 0 (also called
Maclaurin series).
x x x2 x3
For lxl < , e =1 + + + + ...
1! 2! 3!
x3 x5 x7
sinx = x - + - + ...
3! 5! 7!
x 2 x4 x6
cosx = 1 - + - + ...
2! 4! 6!
1.1.9 ALGEBRA OF POWER SERIES
Example 1.1.9 a) Write n(n - 1)a n x n- 2
+ a n x n +1 as one
n =2 n =0
power series.
y + P(x) y + Q(x) y = 0
REMARK: For simplicity, we find power series solutions about the ordinary point x
= 0.
a2(x) y + a1(x) y + ao y = 0
if the functions p(x) = (x - xo) P(x) and q(x) = (x - xo)2 Q(x) are both analytic
at xo. A singular point that is not regular is said to be irregular.
3
P( x ) =
( x - 2)( x + 2)2
5 and
Q( x ) =
( x - 2)2 ( x + 2)2
an (x - x o ) = an (x - x 0 )
r n n+r
y = (x - x o ) ,
n=0 n=0
3. EULER EQUATIONS
Since x = 0 is a regular singular point then all solutions to equation 3.1 are of
the form
y = x r.
Now plug this into the equation we get,
y= C1 x 3/2 + C2 x-3.
y = C1 x4 + C2 x4 ln x.
FROBENIUS METHOD
EXAMPLE 3.4 Two Series Solutions:
Find a two series solutions of the differential equation
3" + = 0.