FURTHER PROBLEMS: POWER SERIES SOLUTION

Question 1

𝑑2 𝑦
+𝑦 =0
𝑑𝑥 2

Can be rewritten as;

𝑦 ′′ + 𝑦 = 0

General form of the power series

∞

𝑦 = ∑ 𝑎𝑛 𝑥 𝑛
𝑛=0

𝑦′ = ∑ 𝑛𝑎𝑛 𝑥 𝑛−1
𝑛=1

𝑦′′ = ∑(𝑛 − 1)𝑛𝑎𝑛 𝑥 (𝑛−2)

𝑛=2

By substitution:
∞ ∞
(𝑛−2)
∑(𝑛 − 1)𝑛𝑎𝑛 𝑥 + ∑ 𝑎𝑛 𝑥 𝑛 = 0
𝑛=2 𝑛=0

Factorisation:

 Starting the summation at n=0 (indexing shifting)

∞ ∞
(𝑛+2−2)
∑(𝑛 − 1 + 2)(𝑛 + 2)𝑎(𝑛+2) 𝑥 + ∑ 𝑎𝑛 𝑥 𝑛 = 0
𝑛=0 𝑛=0
∞ ∞

∑(𝑛 + 1)(𝑛 + 2)𝑎(𝑛+2) 𝑥 𝑛 + ∑ 𝑎𝑛 𝑥 𝑛 = 0

𝑛=0 𝑛=0
  Factorising:
∞

∑ 𝑥 𝑛 [(𝑛 + 1)(𝑛 + 2)𝑎(𝑛+2) + 𝑎𝑛 ] = 0

𝑛=0

In order for this equality to hold for all x, each term must separately be 0. And the series is
therefore a solution. Hence:

(𝑛 + 1)(𝑛 + 2)𝑎(𝑛+2)+ 𝑎𝑛 = 0

We then solve for the Recursion Relation:

−𝑎(𝑛)
𝑎(𝑛+2) =
(𝑛 + 1)(𝑛 + 2)

When n=0;

−𝑎0
𝑎2 =
1×2
𝑎0
𝑎2 = −
2

When n=1;

−𝑎1
𝑎3 =
2×3
𝑎1
𝑎3 = −
6

When n= 2

−𝑎2
𝑎4 =
3×4

1
𝑎4 = −𝑎2 ×
3×4

𝑎0 1
𝑎4 = − (− )×
1×2 3×4
𝑎0
𝑎4 =
1×2×3×4
 𝑎0
𝑎4 =
24

When n=3

−𝑎3
𝑎5 =
4×5

1
𝑎5 = −𝑎3 ×
4×5

𝑎1 1
𝑎5 = − (− )×
2×3 4×5
𝑎1
𝑎5 =
2×3×4×5
𝑎1
𝑎5 =
120

When n=4

−𝑎4
𝑎6 =
5×6

1
𝑎6 = −𝑎4 ×
5×6

𝑎0 1
𝑎6 = − ( )×
1×2×3×4 5×6
−𝑎0
𝑎6 =
1×2×3×4×5×6
𝑎0
𝑎6 = −
720

When n=5

−𝑎5
𝑎7 =
6×7

1
𝑎7 = −𝑎5 ×
6×7

𝑎1 1
𝑎7 = − ( )×
2×3×4×5 6×7
 −𝑎1
𝑎7 =
2×3×4×5×6×7
𝑎1
𝑎7 = −
5040

When n=6

−𝑎6
𝑎8 =
7×8

1
𝑎8 = −𝑎6 ×
7×8

−𝑎0 1
𝑎8 = −( ) ×
1×2×3×4×5×6 7×8
𝑎0
𝑎8 =
1×2×3×4×5×6×7×8
𝑎0
𝑎8 =
40320

Generating series solution remembering the form 𝒂𝒏 𝒙𝒏 starting 𝒏 from 0:

1 1 1 1 1 1 1
𝑦(𝑥) = 𝑎0 + 𝑎1 𝑥 − 𝑎0 𝑥 2 − 𝑎1 𝑥 3 + 𝑎0 𝑥 4 + 𝑎1 𝑥 5 − 𝑎0 𝑥 6 − 𝑎1 𝑥 7 + 𝑎0 𝑥 8 + ⋯
2 6 24 120 720 5040 40320

𝒂𝟎 and 𝒂𝟏 in the series solution signifies that 𝒚(𝒙) has two independent solutions as follows:

Condition 1:

Let 𝑎0 = 1 and 𝑎1 = 0:

1 1 1 6 1
𝑦(𝑥)1 = 1 − 𝑥 2 + 𝑥 4 − 𝑥 + 𝑥8 + ⋯
2 24 720 40320

Condition 2:

Let 𝑎0 = 0 and 𝑎1 = 1:

1 1 5 1
𝑦(𝑥)2 = 𝑥 − 𝑥 3 + 𝑥 − 𝑥7 + ⋯
6 120 5040
 Question 2

𝑑𝑦
− 𝑥𝑦 = 0
𝑑𝑥

Can be rewritten as;

𝑦 ′ − 𝑥𝑦 = 0

General form of the power series:

∞

𝑦 = ∑ 𝑎𝑛 𝑥 𝑛
𝑛=0

𝑦′ = ∑ 𝑛𝑎𝑛 𝑥 𝑛−1
𝑛=1

By substitution:
∞ ∞

∑ 𝑛𝑎𝑛 𝑥 𝑛−1 − 𝑥 ∑ 𝑎𝑛 𝑥 𝑛 = 0
𝑛=1 𝑛=0
∞ ∞

∑ 𝑛𝑎𝑛 𝑥 (𝑛−1) − ∑ 𝑎𝑛 𝑥 (𝑛+1) = 0

𝑛=1 𝑛=0

Factorisation

 Equating the powers of x

Condition 1

𝑘 = 𝑛 − 1; 𝑛 = 𝑘 + 1:
∞ ∞
(𝒏−𝟏)
∑ 𝒏𝒂𝒏 𝒙 − ∑ 𝑎𝑛 𝑥 (𝑛+1) = 0
𝒏=𝟏 𝑛=0
 Condition 2

𝑘 = 𝑛 + 1; 𝑛 = 𝑘 − 1:
∞ ∞

∑ 𝑛𝑎𝑛 𝑥 (𝑛−1) − ∑ 𝒂𝒏 𝒙(𝒏+𝟏) = 0

𝑛=1 𝒏=𝟎

Substitute:
∞ ∞
(𝑘+1−1)
∑ (𝑘 + 1)𝑎(𝑘+1) 𝑥 − ∑ 𝑎(𝑘−1) 𝑥 𝑘 = 0
𝑘+1=1 𝑘−1=0
∞ ∞

∑(𝑘 + 1)𝑎(𝑘+1) 𝑥 − ∑ 𝑎(𝑘−1) 𝑥 𝑘 = 0

𝑘

𝑘=0 𝑘=1

 Starting the summation at k=1 (indexing shifting)

∞ ∞

∑(𝑘 + 1)𝑎(𝑘+1) 𝑥 − ∑ 𝑎(𝑘−1) 𝑥 𝑘 = 0

𝑘

𝑘=0 𝑘=1

Consider:
∞

∑(𝑘 + 1)𝑎(𝑘+1) 𝑥 𝑘
𝑘=0

Incrementing k from 0 to 1, substitute k=0 and add to the summation starting k at 1 by

Substituting k=0
∞

(0 + 1)𝑎(0+1) 𝑥 0 − ∑(𝑘 + 1)𝑎(𝑘+1) 𝑥 𝑘

𝑘=0

𝑎1 + ∑(𝑘 + 1)𝑎(𝑘+1) 𝑥 𝑘
𝑘=1

Putting back the equation together

∞ ∞

𝑎1 + ∑(𝑘 + 1)𝑎(𝑘+1) 𝑥 𝑘 − ∑ 𝑎(𝑘−1) 𝑥 𝑘 = 0

𝑘=1 𝑘=1
 Factorizing:
∞

𝑎1 + ∑ 𝑥 𝑘 [(𝑘 + 1)𝑎(𝑘+1) − 𝑎(𝑘−1) ] = 0

𝑘=1

In order for this equality to hold for all x, each term must separately be 0. And the series is
therefore a solution. Hence:

𝑎1 = 0

And;

(𝑘 + 1)𝑎(𝑘+1) − 𝑎(𝑘−1) = 0

We then solve for the Recursion Relation:

𝑎(𝑘−1)
𝑎(𝑘+1) =
(𝑘 + 1)

When k=1

𝑎0
𝑎2 =
2

When k=2

𝑎1
𝑎3 =
3
𝑎3 = 0

When k=3

𝑎2
𝑎4 =
4
𝑎0
𝑎4 =
2×4
𝑎0
𝑎4 =
8
 When k=4

𝑎3
𝑎5 =
5
𝑎5 = 0

When k=5

𝑎4
𝑎6 =
6
𝑎0
𝑎6 =
2×4×6
𝑎0
𝑎6 =
48

When k=6

𝑎5
𝑎7 =
7
𝑎7 = 0

When k=7

𝑎6
𝑎8 =
8
𝑎0
𝑎8 =
2×4×6×8
𝑎0
𝑎8 =
384

Generating series solution remembering the form 𝒂𝒏 𝒙𝒏 starting 𝒏 from 0:

1 1 1 1
𝑦(𝑥) = 𝑎0 + 𝑎0 𝑥 2 + 𝑎0 𝑥 4 + 𝑎0 𝑥 6 + 𝑎 𝑥8 + ⋯
2 8 48 384 0
1 1 1 1
𝑦(𝑥) = 𝑎0 (1 + 𝑥 2 + 𝑥 4 + 𝑥 6 + 𝑥8 + ⋯ )
2 8 48 384