MATH2352 Differential Equations and Applications

Tutorial Notes 4
Samsung, SUM Sung Fung
13 July, 2012

14 Power Series
A power series in variable x is an infinite series of the form

X
f (x) = an (x c)n = a0 + a1 (x c) + a2 (x c)2 + a3 (x c)3 +
n=0

where an is called the coefficient of the n-th term, c is a constant in R, and x varies around c; we
sometimes say the series is centered at c in such case.
Examples:
1. f1 (x) = 3 + 5(x 5) + 6(x 5)3
2. f2 (x) = n=3 n(x + 1)n = 3(x + 1)3 + 4(x + 1)4 + 5(x + 1)5 +
P

n
2n

2
4
3. f3 (x) = n=0 (1) = 1 21 x 2 + 24
1
P
x 2


(2n)! x 2

P
Definition 14.1 (Convergence and Divergence of Series). A given series n=0 an (x c)n is said to
converge at point x0 , if the limit
N
X
lim an (x0 c)n exists.
N
n=0

Otherwise, the series is said to diverge at point x0 . Note that the series always converges at c.
Definition 14.2 (Radius of Convergence). The radius of convergence for the series n
P
n=0 an (x c)
is a value in [0, ] such that

X converges at x0 for |x0 c| <
an (x c)n
diverges at x0 for |x0 c| >
n=0

Note that the convergence at the endpoints x0 = c have to be checked independently.

Theorem 14.3 (Computing the Radius of Convergence).
P Suppose at least one of the following limits
exists, the radius of convergence for the series n=0 an (x c)n can be computed by
 
 an  1
= lim   or = lim |an | n
n an+1  n

1
+ 1)2k+1 is found to be
P
Examples: The radius of convergence for the series k=0 (k+1)3k (x
 1
 2k+1
 1 
= lim  
k (k + 1)3k 
 1
= lim (k + 1)3k  2k+1

k

= 3

1
15 Series Solutions near an Ordinary Point
Sometimes, we are required to solve some differential equations of the form

P (x)y (x) + Q(x)y (x) + R(x)y(x) = 0 y (x) + p(x)y (x) + q(x)y(x) = 0

where P (x), Q(x) and R(x) are polynomials in x with no common factors, and p(x) Q(x) P (x),
q(x) R(x) P (x).
Definition 15.1 (Ordinary and Singular Points). If P (x0 ) 6= 0, then we say x0 is an Ordinary Point
for the given differential equation; otherwise, we say x0 is a Singular Point.
Note that both p(x) and q(x) are analytic at ordinary points; whereas at least one of them will be
unbounded near the singular points.

The Series Method can be applied to solve the equation P y + Qy + Ry = 0 near an ordinary point c.
Procedures:
1. Consider a test solution

X
y(x) = an (x c)n
n=0

and assume the radius of convergence for such series is non-zero, then locally around c, we can do
term-wise differentiations to get

X
y (x) = an n(x c)n1
n=1
X
y (x) = an n(n 1)(x c)n2
n=2

2. Plugging y, y and y into the equation P y + Qy + Ry = 0, upon simplifications and shifting of

indices, obtain the summation equation in the form

X
Fn ({ai })(x c)n = 0
n=0

where Fn are some functions involving members in the set {ai }

i=0

3. By comparing coefficients, we have

Fn ({ai }) = 0 n = 0, 1, 2,

Thus a recurrence relation within {ai }

i=0 can be obtained and two independent series solutions y1
and y2 will be found.
4. The general solution near the point c is given by y(x) = A1 y1 + A2 y2 .

2
16 Example of Series Solution near an Ordinary Point
Solve the following differential equation by means of a power series about the point x0 = 3, find the
series recurrence relation and also the first four terms in each of two linearly independent solutions.
2y (x) + (x + 1)y (x) + 3y(x) = 0
Solution:
Let y = n
P
n=0 an (x 3) , then by term-wise differentiations we have

X
X
y = nan (x 3)n1 y = n(n 1)an (x 3)n2
n=1 n=2

Plugging into the D.E. gives

" # " # " #
X X X
n2 n1 n
2 n(n 1)an (x 3) + (x + 1) nan (x 3) +3 an (x 3) = 0
n=2 n=1 n=0

Since x + 1 = (x 3) + 4, we can further simplify the series equation into

X
X
X
X
2 n(n 1)an (x 3)n2 + nan (x 3)n + 4 nan (x 3)n1 + 3 an (x 3)n = 0
n=2 n=1 n=1 n=0

Upon shifting all the indices into n, the series solution becomes

X
X
X
X
2(n + 2)(n + 1)an+2 (x 3)n + nan (x 3)n + 4(n + 1)an+1 (x 3)n + 3an (x 3)n = 0
n=0 n=1 n=0 n=0
h
X i
= 2(n + 1)(n + 2)an+2 + 4(n + 1)an+1 + (n + 3)an (x 3)n = 0
n=0
So the recurrence relation is
2(n + 1)(n + 2)an+2 + 4(n + 1)an+1 + (n + 3)an = 0 n = 0, 1, 2,

  
3 1 1
y(x) =a0 + a1 (x 3) + a0 a1 (x 3) + a0 + a1 (x 3)3
2
4 2 3
 
3 1
+ a0 + a1 (x 3)4 +
32 24
 
3 2 1 3 3 4
=a0 1 (x 3) + (x 3) (x 3) +
4 2 32
 
2 1 3 1 4
+ a1 (x 3) (x 3) + (x 3) + (x 3) +
3 24

17 Regular Singular Points

Given a differential equation of the form P (x)y (x) + Q(x)y (x) + R(x)y(x) = 0, where P , Q and R are
polynomials with no common factors.
If P (x0 ) = 0, we call x0 a singular point. Furthermore, if the following condition holds
(x x0 )Q(x) (x x0 )2 R(x)
lim R AND lim R
xx0 P (x) xx0 P (x)
we call x0 a Regular Singular Point; otherwise, x0 is called an Irregular Singular Point.
Example:
1. x2 (x 1)2 y + 2xy + 4y = 0 Regular: 0, Irregular: 1
2 x x
2. x y + 2(e 1)y + (e cos x)y = 0 Regular: 0
3. (sin2 x)y + x(x + )y + 4y = 0 Regular: 0, , Irregular: , n for n = 2, 3, 4,

3
18 Euler Equations
A simple example of differential equations that has a regular singular point is the Euler Equation

L[y] = x2 y (x) + xy (x) + y(x) = 0 , : constants

Procedures:
1. To solve this equation, let y(x) = xr to be a test solution, then

L[xr ] = xr [r(r 1) + r + ] = xr r2 + ( 1)r + = 0

 

2. Since we want the equality holds for all x, this requires

p
2 1 ( 1)2 4
r + ( 1)r + = 0 r=
2

3. For different values of = ( 1)2 4:

If = 0 (r has repeated root), the general solution is

y(t) = A1 xr + A2 xr ln x

If > 0 (r has real roots), the general solution is

1 1
y(t) = A1 x 2 + 2 + A2 x 2 2

If < 0 (r has complex roots), the general solution is

   
1 1
y(t) = A1 x 2 sin ln x + A2 x 2 cos ln x
2 2

Example: Find the general solution to the equation

x2 y xy + 5y = 0

Solution: Let y(x) = xr to be a test solution and plug it into the D.E., we have

r2 2r + 5 = 0

of which the complex roots are r = 1 2i, so the general solution can be written as

y(x) = C1 x1+2i + C2 x12i or y(x) = A1 x sin (2 ln x) + A2 x cos (2 ln x)

4
19 Series Solutions Near a Regular Singular Point
The Series Method can also be applied to solve the equation y + p(x)y + q(x)y = 0 near a regular
singular point c.
Procedures:
1. Multiply the equation by (x c)2 to obtain

(x c)2 y + (x c) [(x c)p(x)] y + (x c)2 q(x) y = 0

 

Since c is a regular singular point, we can expand both (x c)p(x) and (x c)2 q(x) into series
about the point c, i.e.

X
(x c)p(x) = pn (x c)n = p0 + p1 (x c) + p2 (x c)2 +
n=0
X
(x c)2 q(x) = qn (x c)n = q0 + q1 (x c) + q2 (x c)2 +
n=0

2. Plugging back the series into the differential equation, we get an Euler-like equation

(x c)2 y + (x c) p0 + p1 (x c) + p2 (x c)2 + y + q0 + q1 (x c) + q2 (x c)2 + y = 0

   

but now the coefficients and are series instead of constants.

3. Solve the indicial equation
r(r 1) + p0 r + q0 = 0
to obtain r1 and r2 .
4. If r1 6= r2 and their difference is NOT an integer, consider the test solutions

X
X
y1 (x) = (x c)r1 an (x c)n and y2 (x) = (x c)r2 bn (x c)n
n=0 n=0

and do the same trick as in the Series Method Near an Ordinary Point to obtain the recurrence
relations of {an } and {bn }.
5. If r1 = r2 , the second test solution is replaced by

X
y2 (x) = y1 ln(x c) + (x c)r1 bn (x c)n
n=0

6. If r1 and r2 differ by an integer, the second test solution is replaced by

X
y2 (x) = By1 ln(x c) + (x c)r2 bn (x c)n
n=0

7. The general solution near the point c is given by y(x) = A1 y1 + A2 y2 .