Power Series Solutions Dr.

Suresh Kumar, BITS Pilani 1

Chapter 5

Power Series Solutions and Special

Functions

Note: This module is prepared from Chapter 5 of the text book (G.F. Simmons, Differential
Equations with Applications and Historical Notes, TMH, 2nd ed., 1991) just to help the students.
The study material is expected to be useful but not exhaustive. For detailed study, the students
are advised to attend the lecture/tutorial classes regularly, and consult the text book.

Appeal: Please do not print this e-module unless it is really necessary.

Dr. Suresh Kumar, Department of Mathematics, BITS Pilani, Pilani Campus

Contents

0.1 Some Basics of Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

0.2 Power series solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
0.3 Gausss Hypergeometric Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

2
Power Series Solutions and Special
Functions

0.1 Some Basics of Power Series

An infinite series of the form

X
an (x x0 )n = a0 + a1 (x x0 ) + a2 (x x0 )2 + ........ (1)
n=0

is called a power series in x x0 .

m
X
The power series (1) is said to converge at a point x if lim an (x x0 )n exists finitely, and
m
n=0
the sum of the series is defined as the value of the limit. Obviously the power series (1) converges
at x = x0 , and in this case its sum is a0 . If R is the largest positive real number such that the
power series (1) converges for all x with |x x0 | < R, then R is called radius of convergence of
the power series, and (x0 R, x0 + R) is called the interval of convergence. If the power series
converges only for x = x0 , then R = 0. If the power series converges for every real value of x, then
R = .
We can derive a formula for R by using ratio test. For, by ratio test the power series (1)
converges
 if
  
 an+1   an 
lim   |x x0 | < 1, that is, if |x x0 | < R where R = lim 
 .
n  an  n an+1 

Similarly, by Cauchys root test the power series (1) converges if lim |an |1/n |x x0 | < 1, that
n
is, if |x x0 | < R where R = lim |an |1/n .
n

X
Ex. xn (R = 1. So the power series converges for 1 < x < 1.
n=0

X xn
Ex. (R = . So the power series converges for all x.)
n=0
n!
X
Ex. n!xn (R = 0. So the power series converges only for x = 0.)
n=0

Now suppose that the power series (1) converges to f (x) for |x x0 | < R, that is,

X
f (x) = an (x x0 )n = a0 + a1 (x x0 ) + a2 (x x0 )2 + a3 (x x0 )3 + ........ (2)
n=0

3
Power Series Solutions Dr. Suresh Kumar, BITS Pilani 4

Then it can be proved that f (x) possesses derivatives of all orders in |x x0 | < R. Also, the series
can be differentiated termwise in the sense that
X
0
f (x) = nan (x x0 )n1 = a1 + 2a2 (x x0 ) + 3a3 (x x0 )2 + ........,
n=1

X
f 00 (x) = n(n 1)an (x x0 )n2 = 2a2 + 3.2a3 (x x0 ) + ........,
n=2

and so on, and each of the resulting series converges for |x x0 | < R. The successive differentiated
series suggest that an = f (n) (0)/n!. Also, the power series (2) can be integrated termwise provided
the limits of integration lie inside the interval of convergence.

X
If we have another power series bn (x x0 )n converging to g(x) for |x x0 | < R, that is,
n=0

X
g(x) = bn (x x0 )n = b0 + b1 (x x0 ) + b2 (x x0 )2 + b3 (x x0 )3 + ........, (3)
n=0

then (2) and (3) can be added or subtracted termwise, that is,

X
f (x) g(x) = (an bn )(x x0 )n = (a0 b0 ) + (a1 b1 )(x x0 ) + (a2 b2 )(x x0 )2 + ........
n=0

The two series can be multiplied also in the sense that

X
f (x)g(x) = (a0 bn + a1 bn1 + ....... + an b0 )(x x0 )n
n=0
= a0 b0 + (a0 b1 + a1 b0 )(x x0 ) + (a0 b2 + a1 b1 + a2 b0 )(x x0 )2 + ......
If f (x) possesses derivatives of all orders in |x x0 | < R, then by Taylors formula
f 00 (x0 ) f (n) (x0 )
f (x) = f (x0 ) + f 0 (x0 )(x x0 ) + (x x0 )2 + ........ + (x x0 )n + Rn ,
2! n!
f (n+1) ()
where Rn = (x x0 )n+1 , is some number between x0 and x. Obviously the power series
(n + 1)!

X f (n) (x0 )
(x x0 )n converges to f (x) for those values of x (x0 R, x0 + R) for which Rn 0
n=0
n!
as n . Thus for a given function f (x), the Taylors formula enables us to find the power series
that converges to f (x). On the other hand, if a convergent power series is given, then it is not
always possible to find/recognize its sum function. In fact, very few power series have sums that
are elementary functions.

X f (n) (x0 )
If the power series (x x0 )n converges to f (x) for all values of x in some neigh-
n=0
n!
bourhood of x0 (open interval containing x0 ), then f (x) is said to be analytic at x0 and the power
series is called Taylor series of f (x) at x0 . Notice that f (x) is analytic at each point in the interval

X f (n) (x0 )
of convergence (x0 R, x0 + R) of the power series (x x0 )n .
n=0
n!
Power Series Solutions Dr. Suresh Kumar, BITS Pilani 5

0.2 Power series solution

The exact methods that we have learned in Chapter 2 and Chapter 3 are applicable to only
selected class of DE. There are DE such as the Bessel DE, which can not be solved by exact
methods. Solutions of such DE can be found in the form of power series. We start with a simple
example.
Ex. 0.2.1. Find power series solution of y 0 y = 0 about x = 0.
Sol. 0.2.1. Assume that
X
y= an xn = a0 + a1 x + a2 x2 + a3 x3 + ........, (4)
n=0

is a power series solution of the given DE. So

X
0
y = nan xn1 = a1 + 2a2 x + 3a3 x2 + ........, (5)
n=0

Substituting the y and y 0 into the given DE, we get

X
X
n1
nan x an xn = 0, (6)
n=0 n=0

which must be an identity in x since (4) is, by assumption, a solution of the given DE. So coefficients
of all powers of x must be zero. In particular, equating to 0 the coefficient of xn1 , the lowest
degree term in x, we obtain
1
nan an1 = 0 or an = an1 .
n
Substituting n = 1, 2, 3, ...., we get
a1 = a0 ,
1 1
a2 = a1 = a0 ,
2 2!
1 1
a3 = a2 = a0 ,
3 3!
and so on. Plugging the values of a1 , a2 , ..... into (4), we get
1 1
y = a0 + a0 x + a0 x2 + a0 x3 + ........,
2! 3!
2 3
 
x x
= a0 1 + x + + + ..............
2! 3!
2 3
Let us examine the validity of this solution. We know that the power series 1 + x + x2! + x3! +
.............. converges for all x. It implies that the term by term differentiation carried out in (5) is
valid for all x. Similarly, thedifference of the two series  (4) and (5) considered in (6) is valid for
x2 x3
all x. It follows that y = a0 1 + x + 2! + 3! + .............. is a valid solution of the given DE for
x2 x3
all x. Also, we know that ex = 1 + x + 2!
+ 3!
+ ............... So y = a0 ex is general solution of the
DE y 0 y = 0, as expected.
Power Series Solutions Dr. Suresh Kumar, BITS Pilani 6

Ordinary and regular singular points

Consider a second order homogeneous LDE

y 00 + p(x)y 0 + q(x)y = 0. (7)

If the functions p(x) and q(x) are analytic at x = x0 , then x0 is called an ordinary point of the DE
(7).
If p(x) and/or q(x) fail to be analytic at x0 but (x x0 )p(x) and (x x0 )2 q(x) are analytic at
x0 , then x0 is called a regular singular point.
If x0 is neither an ordinary point nor a regular singular point, then it is called an irregular
singular point.

For example, x = 0 is a regular singular point of the DE x2 y 00 + xy 0 + 2y = 0 and every non-zero

real number is an ordinary point of the same DE. x = 0 is an irregular singular point of the DE
x3 y 00 + xy 0 + y = 0.
The following theorem gives a criterion for the existence of the power series solution near an
ordinary point.
Theorem 0.2.1. If a0 , a1 are arbitrary constants, and x0 is an ordinary point of a DE y 00 +
p(x)y 0 + q(x)y = 0, then there exists a unique solution y(x) of the DE that is analytic at x0 such
that y(x0 ) = a0 and y 0 (x0 ) = a1 . Furthermore, the power series expansion of y(x) is valid in
|x x0 | < R provided the power series expansions of p(x) and q(x) are valid in this interval.
The above theorem asserts that there exists a unique power series solution of the form

X
y(x) = an (x x0 )n = a0 + a1 (x x0 ) + a2 (x x0 )2 + a3 (x x0 )3 + ........,
n=0

about the ordinary point x0 satisfying the initial conditions y(x0 ) = a0 and y 0 (x0 ) = a1 . The
constants a2 , a3 and so on are determined in terms of a0 or a1 as illustrated in the following
examples.
Ex. 0.2.2. Find power series solution of y 00 y = 0 about x = 0.
Sol. 0.2.2. Here p(x) = 0 and q(x) = 1, both are analytic at x = 0. So x = 0 is an ordinary
point of the given DE. So there exists a power series solution

X
y= an xn = a0 + a1 x + a2 x2 + a3 x3 + ........, (8)
n=0

where the constants a2 , a3 , ..... are to be determined.

Substituting the power series solution into the given DE, we get

X
X
n2
an n(n 1)x an xn = 0.
n=0 n=0

Comparing coefficients of xn2 , the lowest degree term in x, we obtain

1
n(n 1)an an2 = 0 or an = an1 .
n(n 1)
Power Series Solutions Dr. Suresh Kumar, BITS Pilani 7

Substituting n = 2, 3, ...., we get

1 1
a2 = a0 = a0 ,
2 2!
1 1
a3 = a1 = a1 ,
3.2 3!
1 1
a4 = a2 = a0 ,
4.3 4!
1 1
a5 = a4 = a1 ,
5.4 5!
and so on. Plugging the values of a3 , a4 , a5 ..... into (8), we get
1 1 1 1
y = a0 + a1 x + a0 x2 + a1 x3 + a0 x4 + a1 x5 + ........,
 2! 3! 4! 5! 
1 2 1 4 1 3 1 5
= a0 1 + x + x + .............. + a1 x + x + x + .............. ,
2! 4! 3! 5!
the required power series solution of the given DE. We know that (ex + ex )/2 = 1 + 2!1 x2 + 4!1 x4 +
.............. and (ex ex )/2 = x + 3!1 x3 + 5!1 x5 + ................ So the power series solution becomes
y = c1 ex + c2 ex , where c1 = (a0 + a1 )/2 and c1 = (a0 a1 )/2, which is the same solution of
y 00 y = 0 as we obtain by exact method.
Ex. 0.2.3. Find power series solution of (1 + x2 )y 00 + xy 0 y = 0 about x = 0.
Sol. 0.2.3. Here x = 0 is an ordinary point of the given DE. So there exists a power series solution

X
y= an xn = a0 + a1 x + a2 x2 + a3 x3 + ......... (9)
n=0

Substituting the power series solution (9) into the given DE, we get

X
X
X
2 n2 n1
(1 + x ) an n(n 1)x +x an nx an xn = 0.
n=2 n=1 n=0

X
X
= an n(n 1)xn2 + an [n(n 1) + n 1]xn = 0.
n=2 n=0

X
X
= an n(n 1)xn2 + an (n 1)(n + 1)xn = 0.
n=2 n=0

Equating to 0 the coefficient of xn2 , we obtain

n(n 1)an + (n 3)(n 1)an2 = 0.

3n
= an = an2 provided n 6= 1.
n
Substituting n = 2, 3, ...., we get
1
a2 = a0 ,
2
Power Series Solutions Dr. Suresh Kumar, BITS Pilani 8

a3 = 0,
1 1
a4 = a2 = a0 ,
4 4.2
a5 = 0,
3 3
a6 = a4 = a0 ,
6 6.4.2
and so on.
Plugging the values of a2 , a3 , a4 , a5 , a6 and so on into (9), we get
1 1 3
y = a0 + a1 x + a0 x2 + 0.x3 a0 x4 + 0.x5 + a0 x6 + ........,
 2 4.2  6.4.2
1 2 1 4 3 6
= a0 1 + x x + x .............. + a1 x,
2 4.2 6.4.2
the required power series solution of the given differential equation.

The following theorem by Frobenius gives a criterion for the existence of the power series
solution near a regular singular point.

Theorem 0.2.2. If x0 is a regular singular point of a DE y 00 + p(x)y 0 + q(x)y = 0, then there exists

X
at least one power series solution of the form y = an (x x0 )n+r (a0 6= 0), where r is some root
n=0
of the quadratic equation (known as indicial equation) obtained by equating to zero the coefficient
X
of lowest degree term in x of the equation that arises on substituting y = an (x x0 )n+r into
n=0
the given DE.

Remark P 0.2.1. The above theorem by Frobenius guarantees at least one power series solution of
the form n=0 an (x x0 )
n+r
(a0 6= 0) of the DE y 00 + p(x)y 0 + q(x)y = 0, which we call Frobenius
solution. If the roots of the indicial equation do not differ by an integer, we get two LI Frobenious
solutions. In case, there exists only one Frobenious solution, it corresponds to larger root of the
indicial equation. The other LI solution depends on the nature of roots of the indicial equation as
illustrated in the following examples.
Power Series Solutions Dr. Suresh Kumar, BITS Pilani 9

Ex. 0.2.4. Find power series solutions of 2x2 y 00 + xy 0 (x2 + 1)y = 0 about x = 0.

Sol. 0.2.4. Here x = 0 is a regular singular point of the given DE. So there exists at least one
Frobenius solution of the form

X
y= an xn+r = xr (a0 + a1 x + a2 x2 + a3 x3 + ........). (10)
n=0

Substituting (10) into the given DE, we obtain

X
X
n+r
an (n + r 1)(2n + 2r + 1)x an xn+r+2 = 0. (11)
n=0 n=0

Equating to 0 the coefficient of xr , the lowest degree term in x, we obtain

a0 (r 1)(2r + 1) = 0 or (r 1)(2r + 1) = 0.

Therefore, roots of the indicial equation are r = 1, 1/2, which do not differ by an integer. So we
shall get two LI Frobenius solutions.
Next equating to 0 the coefficient of xr+1 , we find

a1 r(2r + 3) = 0 or a1 = 0 for r = 1, 1/2.

Now equating to 0 the coefficient of xn+r , we have the recurrence relation

1
an (n + r 1)(2n + 2r + 1) an2 = 0 or an = an2 .
(n + r 1)(2n + 2r + 1)

where n = 2, 3, 4....
For r = 1, we have
1 1 1 1 1
an = an2 , a2 = a0 , a3 = a1 = 0, a4 = a2 = a0 , .......
n(2n + 3) 2.7 3.9 4.11 2.7.4.11

For r = 1/2, we have

1 1 1 1 1
an = an2 , a2 = a0 , a3 = a1 = 0, a4 = a2 = a0 , .......
n(2n 3) 2.1 3.3 4.5 2.1.4.5

Thus, two LI Frobenious solutions of the given DE are

x2 x4
 
y 1 = a0 x 1 + + + ....... ,
2.7 2.7.4.11

x2 x4
 
1/2
y 2 = a0 x 1+ + + ....... .
2.1 2.1.4.5
Remark 0.2.2. In the above example, we see that the indicial equation and recurrence relation
are obtained by substituting the assumed series solution into the given DE, and then equating to
0 the coefficients of terms in x. Alternatively, we can use the following methods to get the indicial
equation and the recurrence relation.
Power Series Solutions Dr. Suresh Kumar, BITS Pilani 10

Method for Indicial Equation

The indicial equation is given by

r(r 1) + p0 r + q0 = 0,

where p0 = lim xp(x) and q0 = lim x2 q(x).

x0 x0

For instance, in the above example 2x2 y 00 + xy 0 (x2 + 1)y = 0, we have

1 (1 + x2 )
p(x) = and q(x) = .
2x 2x2
1 1
p0 = lim xp(x) = and q0 = lim x2 q(x) = .
x0 2 x0 2
So the indicial equation is given by
 
1 1 1
r(r 1) + r = 0, or (r 1) r + = 0,
2 2 2

as obtained in the previous example.

Method for Recurrence Relation

To get the recurrence relation, differentiate the given DE n + r times with respect to x, and then
substitute x = 0 throughout the resulting equation.
Consider the DE of the previous example, that is,

2x2 y 00 + xy 0 (x2 + 1)y = 0.

Differentiating n + r times, and substituting x = 0, we get

2(n + r)(n + r 1)y (n+r) (0) + (n + r)y (n+r) (0) y (n+r) (0) (n + r)(n + r 1)y (n+r2) (0) = 0

or (2n + 2r 1)(n + r 1)y (n+r) (0) (n + r)(n + r 1)y (n+r2) (0) = 0.

X
From the assumed series solution, y = an xn+r , we find
n=0

y (n+r) (0) = (n + r)!an and y (n+r2) (0) = (n + r 2)!an2

Replacing these values in the previous equation and solving, we get

1
an = an2 ,
(n + r 1)(2n + 2r + 1)

the recurrence relation as obtained in the previous example.

Power Series Solutions Dr. Suresh Kumar, BITS Pilani 11

Ex. 0.2.5. Find power series solutions of xy 00 + y 0 xy = 0 about x = 0.

Sol. 0.2.5. Here x = 0 is a regular singular point of the given DE. So there exists at least one
Frobenius solution of the form
X
y= an xn+r = xr (a0 + a1 x + a2 x2 + a3 x3 + ........). (12)
n=0

Substituting (12) into the given DE, we obtain

X
X
2 n+r1
an (n + r) x an xn+r+1 = 0. (13)
n=0 n=0

Equating to 0 the coefficient of xr1 , the lowest degree term in x, we obtain

a0 r2 = 0 or r2 = 0.
Therefore, roots of the indicial equation are r = 0, 0, which are equal. So we shall get only one
Frobenious series solution.
Next equating to 0 the coefficient of xr , we find
a1 (r + 1)2 = 0 or a1 = 0 for r = 0.
Now equating to 0 the coefficient of xn+r1 , we have the recurrence relation
1
an (n + r)2 an2 = 0 or an = an2 .
(n + r)2
where n = 2, 3, 4....
Therefore, we have
1 1 1 1
a2 = 2
a0 , a3 = a1 = 0, a4 = a2 = a0 , .......
(r + 2) (r + 3)2 (r + 4) 2 (r + 2) (r + 4)2
2

Plugging these values in (12), we get

x2 x4
 
r
y = a0 x 1 + + + ....... (14)
(r + 2)2 (r + 2)2 (r + 4)2
Taking r = 0, we get the following Frobenius solution
x2 x4
 
y1 = a0 1 + 2 + 2 2 + .......
2 2 .4
To get another LI solution, we substitute (14) into the given DE. Then we have
xy 00 + y 0 xy = a0 r2 xr1 or (xD2 + D x)y = a0 r2 xr1 . (15)
Note that substitution of (14) into the given DE gives only the lowest degree term in x. Obviously
(y)r=0 = y1 satisfies (15) and hence the given DE. Now differentiating (15) partially w.r.t. r, we
obtain
y
(xD2 + D x) = a0 (2rxr1 + r2 xr1 ln x). (16)
r
This shows that y


r r=0
is a solution of the given DE. Thus, the second LI solution of the given
DE is
   2 
y x 3 4
y2 = = y1 ln x a0 + x + ......
r r=0 4 128
Power Series Solutions Dr. Suresh Kumar, BITS Pilani 12

Ex. 0.2.6. Find power series solutions of x(1 + x)y 00 + 3xy 0 + y = 0 about x = 0.
Sol. 0.2.6. Here x = 0 is a regular singular point of the given DE. So there exists at least one
Frobenius solution of the form

X
y= an xn+r = xr (a0 + a1 x + a2 x2 + a3 x3 + ........). (17)
n=0

Substituting (17) into the given DE, we obtain

X
X
an (n + r)(n + r 1)xn+r1 an [(n + r)(n + r + 2) + 1]xn+r = 0. (18)
n=0 n=0

Equating to 0 the coefficient of xr1 , the lowest degree term in x, we obtain

a0 r(r 1) = 0 or r(r 1) = 0.

Therefore, roots of the indicial equation are r = 0, 1, which differ by an integer. So we shall get
only one Frobenious solution and that corresponds to the larger root r = 1.
Now equating to 0 the coefficient of xn+r1 , we have the recurrence relation
n+r
an (n + r 1) + an1 (n + r) = 0 or an = an1 .
n+r1
where n = 1, 2, 3, 4....
Therefore, we have
r+1 r+2 r+3
a1 = a0 , a2 = a0 , a3 = a0 , .......
r r r
For r = 1, we get a1 = 2a0 , a2 = 3a0 , a3 = 4a0 , ... So the Frobenious series solution is

y = xr (a0 + a1 x + a2 x2 + a3 x3 + ........) = a0 (x 2x2 + 3x3 4x4 + .....). (19)

Now we find the other LI solution. Since a1 , a2 ,...... are not defined at r = 0, so we replace a0 by
b0 r in (17). Thus the modified series solution reads as

y = xr (b0 r + a1 x + a2 x2 + a3 x3 + ........),

which on substitution into the given DE yields

x(1 + x)y 00 + 3xy 0 + y = b0 r2 (r 1)xr1 . (20)

Obviously (y)r=0 and (y)r=1 satisfy the given DE. But we find that the solutions

(y)r=0 = b0 (x 2x2 + ..........),

(y)r=1 = b0 (x 2x2 + ..........),

are
not LI from the Frobenious solution (19). So we partially differentiate (20) and find that
y
r r=0
is a solution of the given DE. Thus the other LI solution of the given DE reads as
 
y
y= = y1 ln x + b0 (1 x + x2 x3 + ..........).
r r=0
Power Series Solutions Dr. Suresh Kumar, BITS Pilani 13

Ex. 0.2.7. Find power series solutions of x2 y 00 + x3 y 0 + (x2 2)y = 0 about x = 0.

Sol. 0.2.7.

r = 2, 1
 
2 3 2 3 4
y 1 = a0 x 1 x + x ............ ,
10 56
y2 = a0 x1 .

Ex. 0.2.8. Find power series solutions of x2 y 00 + 6xy 0 + (x2 + 6)y = 0 about x = 0.

Sol. 0.2.8.
1
r = 2, 3. an = an2
n(n + 1)

For r = 3, we find that a1 is arbitrary. In this case, r = 3 provides the general solution
y = a0 y1 + a1 y2 , where
 
3 1 2 1 4
y1 = x 1 x + x ............ ,
2! 4!
 
3 1 3 1 5
y2 = x x x + x ............ .
3! 5!
Note that corresponding to the larger root r = 2, you will get the Frobenious solution, a
constant multiple of y2 . (Find and see!)

0.3 Gausss Hypergeometric Equation

A DE of the form

x(1 x)y 00 + [c (a + b + 1)x]y 0 aby = 0, (21)

where a, b and c are constants, is called Hypergeometric Equation. We observe that x = 0 is a

regular singular point of (21). So there exists at least one Frobenius solution of the form

X
y= an xn+r = xr (a0 + a1 x + a2 x2 + a3 x3 + ........). (22)
n=0

Substituting (22) into (21), we obtain

X
X
n+r1
an (n + r)(c + n + r 1)x an (n + r + a)(n + r + b)xn+r = 0. (23)
n=0 n=0

Comparing coefficients of xr1 , the lowest degree term in x, we obtain

a0 r(c + r 1) = 0 or r(c + r 1) = 0.
Power Series Solutions Dr. Suresh Kumar, BITS Pilani 14

Therefore, roots of the indicial equation are r = 0, 1 c. Now comparing the coefficient of xn+r1 ,
we have the recurrence relation
(a + n 1 + r)(b + n 1 + r)
an (n+r)(c+n+r1)an1 (n1+r+a)(n1+r+b) = 0 or an = an1 .
(n + r)(c + n 1 + r)
where n = 1, 2, 3, 4....
For r = 0, we have
(a + n 1)(b + n 1) a.b (a + 1)(b + 1) a(a + 1)b(b + 1)
an = an1 , a1 = a0 a2 = a1 = a0 , .......
n(c + n 1) 1.c 2(c + 1) 1.2c(c + 1)
So the Frobenius solution corresponding to r = 0 reads as
 
a.b a(a + 1)b(b + 1) 2
y = a0 1 + x+ x + .......... ,
1.c 1.2c(c + 1)
This series with a0 = 1 is called hypergeometric series and is denoted by F (a, b, c, x). Thus,

X a(a + 1)...(a + n 1)b(b + 1)...(b + n 1)
F (a, b, c, x) = 1 + xn .
n=0
n!c(c + 1)...(c + n 1)

In case a = 1 and b = c, we get

F (1, b, b, x) = 1 + x + x2 + .........

the familiar geometric series. Thus, F (a, b, c, x) generalizes the geometric series. That is why it is
named as hypergeometric series. Further, we find
   
 an+1   (a + n)(b + n) 
lim   |x| = lim   |x| = |x| ,
n  an  n  (n + 1)(c + n) 

provided c is not zero or negative integer. Therefore, F (a, b, c, x) is analytic function-called the
hypergeometric function-on the interval |x| < 1. It is the simplest particular solution of the
hypergeometric equation.
Next we find the series solution corresponding to the indicial root r = 1 c. The series solution
in this case is given by

y = x1c (a0 + a1 x + a2 x2 + a3 x3 + ........),

where the constants a1 , a2 and so on can be determined using the recurrence relation. Alternatively,
we substitute y = x1c z into the given DE (21) and obtain

x(1 x)z 00 + [(2 c) ((a c + 1) + (b c + 1) + 1)x]z 0 (a c + 1)(b c + 1)z = 0, (24)

which is the hypergeometric equation with the constants a, b and c replaced by a c + 1, b c + 1

and 2 c. Therefore, (24) has the power series solution

z = F (a c + 1, b c + 1, 2 c, x).

So the second power series solution (21) is

y = x1c F (a c + 1, b c + 1, 2 c, x).
Power Series Solutions Dr. Suresh Kumar, BITS Pilani 15

Thus, general solution of (21) near the regular singular point x = 0 is

y = c1 F (a, b, c, x) + c2 x1c F (a c + 1, b c + 1, 2 c, x), (25)

provided c is not an integer.

Next we solve the DE (21) near the regular singular point x = 1. Assuming t = 1 x, we find
that x = 1 corresponds to t = 0 and (21) transforms to

t(1 t)y 00 + [(a + b c + 1) (a + b + 1)t]y 0 aby = 0,

where the prime denotes the derivative with respect to t. It is a hypergeometric equation with c
replaced by a + b c + 1. So its solution with t replaced by 1 x in view of (25) reads as

y = c1 F (a, b, a + b c + 1, 1 x) + c2 (1 x)cab F (c b, c a, c a b + 1, 1 x),

provided c a b is not an integer.

Remark 0.3.1. Any DE of the form

(x A)(x B)y 00 + (C + Dx)y 0 + Ey = 0, (26)

where A, B, C, D and E are constants with A 6= B and D 6= 0, can be transformed to the

hypergeometric equation

t(1 t)y 00 + (F + Gt)y 0 + Hy = 0, (27)

where
xA
t=
BA
and F , G, H are certain combinations of the constants in (26). The primes in (27) denote the
derivatives with respect to t. This is a hypergeometric equation with a, b and c defined by F = c,
G = (a + b + 1) and H = ab. Therefore, (27) can be solved in terms of hypergeoetric function
near t = 0 and t = 1. It follows that (26) can be solved in terms of the same function near x = A
and x = B.

Remark 0.3.2. Most of the familiar functions in elementary analysis can be expressed in terms
of hypergeometric function.

(i) (1 + x)n = F (n, b, b, x)

(ii) log(1 + x) = xF (1, 1, 2, x)

(iii) sin1 x = xF (1/2, 1/2, 3/2, x2 )
(iv) ex = lim F (a, b, a, x/b)
b

Ex. 0.3.1. Solve (x2 x 6)y 00 + (5 + 3x)y 0 + y = 0 near x = 3.

Power Series Solutions Dr. Suresh Kumar, BITS Pilani 16

Sol. 0.3.1. The given equation can be rewritten as

(x 3)(x + 2)y 00 + (5 + 3x)y 0 + y = 0. (28)

Here A = 3, B = 2. Therefore,
xA x3 x3
t= = = x = 5t + 3.
BA 2 3 5
So the given equation becomes

t(1 t)y 00 + (14/5 3t)y 0 y = 0,

a hypergeometric equation with c = 14/5, a + b + 1 = 3, ab = 1. This implies a = b = 1. Therefore,

the solution near t = 0, that is, x = 3 is

y = c1 F (1, 1, 14/5, (x 3)/(5)) + c2 ((x 3)/ 5)( 9/5)F (4/5, 4/5, 4/5, (x 3)/(5)).