Power Series Solutions of

Linear DEs
Chapter 4
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Learning Objective
At the end of the section, you should be
able to solve DE with Power Series as
solutions.
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Power Series
A power series in is an infinite
series of the form
a x
... ) ( ) ( ) (
2
2 1 0
0
+ + + =

=
a x c a x c c a x c
n
n
n
The above power series is centered at
x = a.
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Power Series
n
n
x ) 1 (
0
+

=
center x = -1
n
n
n
x

0
1
2
center x = 0
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Examples
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If the radius of convergence is R > 0, then
is
f
continuous
differentiable
integrable
over the interval (a-R, a+R).
Remark
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Example
Given

=
=
0 n
n
n
x c y
Find y y
' ' '
and
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... 3 2
2
3 2 1
1
1
+ + + = =
'

x c x c c x nc y
n
n
n
... 6 2 0
3 2
+ + + =
' '
x c c y
2
2
) 1 (

=
' '
n
n
n
x c n n y
Example
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Analytic at a Point
A function is analytic at a point a
if it can be represented by a power series
in x-a:



with a positive or infinite radius
of convergence.
n
n
n
a x c ) (
0

=
f
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Adding two Power Series
Example

=
+
=
0
1
2
n
n
n
x c S
Write as a single summation.

=
2
2
1
) 1 (
n
n
n
x c n n S
2 1
S S +
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=
+
+ = +
2 0
1 2
2 1
) 1 (
n n
n
n
n
n
x c x c n n S S
2 problems: exponents and starting indices
Example
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=
+
+
2 0
1 2
) 1 (
n n
n
n
n
n
x c x c n n
Let 2 = n k 1 + = n k
Example
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=
2
2
1
) 1 (
n
n
n
x c n n S
2 = n k

=
+
+ + =
0
2 1
) 1 )( 2 ( S
k
k
k
x c k k
Example
2 + = k n
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=
+
=
0
1
2
n
n
n
x c S
1 + = n k

=

=
1
1 2

k
k
k
x c S
Example
1 = k n
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=
+
+ + + = +
0 1
1 2 2 1
) 1 )( 2 (
k k
k
k
k
k
x c x c k k S S
Now same exponent
Yet to solve: first term!
Example
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=
+
+ + + + =
1
1 2 2
] ) 1 )( 2 [( 2
k
k
k k
x c c k k c

=
+
+ + + + =
1 1
1 2 2
) 1 )( 2 ( 2
k k
k
k
k
k
x c x c k k c
Example
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=

+ +
1 2 2
2
3 ) 1 ( 2 ) 1 (
n
n
n
n n
n
n
n
n
x nc x c n n x c n n
Combine.
Exercise
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=

+ +
1 2 2
2
3 ) 1 ( 2 ) 1 (
n
n
n
n n
n
n
n
n
x nc x c n n x c n n
Let n k = 2 = n k n k =
1
2
3
Solution
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=

2
) 1 (
n
n
n
x c n n
n k =

=

2
) 1 (
k
k
k
x c k k
1
Solution
Dr Faye-Jan 2014

2
2
) 1 ( 2
n
n
n
x c n n
2 2 + = = k n n k

=
+
+ +
0
2
) 1 )( 2 ( 2
k
k
k
x c k k
2
Solution
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=1
3
n
n
n
x nc
n k =

=1
3
k
k
k
x kc
3
Solution
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=
+
1
3
k
k
k
x kc

=
+
+ +
0
2
) 1 )( 2 ( 2
k
k
k
x c k k
+

=2
) 1 (
k
k
k
x c k k
Solution
Dr Faye-Jan 2014

=
+ +
2
1
1
3 ) 1 ( 3
k
k
k
x kc x c

=
+
+ + + + +
2
2
1
3
0
2
) 1 )( 2 ( 2 ) 6 ( 2 ) 2 ( 2
k
k
k
x c k k x c x c

=

2
) 1 (
k
k
k
x c k k
Solution
Dr Faye-Jan 2014

=
+

=
+ + + +
+ + +
2 2
2
2
3 2 1
3 ) 1 )( 2 ( 2
) 1 ( 12 4 3
k
k
k
k
k
k
k
k
k
x kc x c k k
x c k k x c c x c
Solution
Dr Faye-Jan 2014
k
k
k
k k
x kc c k k c k k
x c c c
] 3 ) 1 )( 2 ( 2 ) 1 ( [
) 12 3 ( 4
2
2
3 1 2

=
+
+ + + + +
+ +
Solution
k
k
k k
x c k k c k k
x c c c
] ) 1 )( 2 ( 2 ) 2 ( [
) 12 3 ( 4
2
2
3 1 2

=
+
+ + + + +
+ + =
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Ordinary and Singular Point
A function is analytic at if
0
x
) (
0
) (
x f
n
f
exists for any n
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Ordinary and Singular Point
A point is said to be an ordinary
point of the DE if both and
are analytic at A point that is not an
ordinary point is said to be a singular
point of the DE.
0
x
) (x P
) (x Q
.
0
x
0 ) ( ) ( = +
'
+
' '
y x Q y x P y
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Note:
If at least one of the function and
fails to be analytic at then
is a singular point.
0
x
) (x P
) (x Q
0
x
Ordinary and Singular Point
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1) Every finite value of is an ordinary
point of the DE
x
. 0 ) (sin ) ( = +
'
+
' '
y x y e y
x
Examples
0 = x
. 0 ) (ln ) ( = +
'
+
' '
y x y e y
x
2) is a singular point of the DE
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Existence of Power Series Solutions
If is an ordinary point of the DE,
we can always find two linearly independent
solutions in the form of a power series
centered at ( ).
0
x x =
0
x x =

=
=
0
0
) (
n
n
n
x x c y
Theorem
,
0
R x x <
Each series solution converges at least on
some interval defined by where R is
the distance from to the closest singular point 0
x
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Example
Find a power series solution centered at 0 for the following DE
. 0 = +
' '
xy y
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. 0 = +
' '
xy y
Ordinary points: All real numbers x.
Example
Since there are no finite singular points,
The previous Theorem guarantees two power
series solutions centered at 0, and
convergent for . < x
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. 0 = +
' '
xy y
Let the solution be
n
n
n
n
n
n
x c x c y


=

=
= =
0 0
) 0 (
1
1

=
'
n
n
n
nx c y
2
2
) 1 (

=
=
' '

n
n
n
x n n c y
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0 ) 1 (
0
2 0
2
= +
= +
' '

n n
n
n
n
n
x c x x n n c
xy y

=
+
= +
2 0
1 2
0 ) 1 (
n n
n
n
n
n
x c x n n c
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0 ) 1 (
2 0
1 2
= +

=
+
n n
n
n
n
n
x c x n n c
2 = n k
1 + = n k
0 ) 1 )( 2 (
0 1
1 2
= + + +

=
+
k k
k
k
k
k
x c x k k c
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0 ) 1 )( 2 (
0 1
1 2
= + + +

=
+
k k
k
k
k
k
x c x k k c
0 ) 1 )( 2 ( 2
1 1
1 2
0
2
= + + + +

=
+
k k
k
k
k
k
x c x k k c x c
0 ] ) 1 )( 2 ( [ 2
1
1 2 2
= + + + +

=
+
k
k
k k
x c k k c c
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0 ) 2 )( 1 ( . 2
0 2 . 1
1 2
2
= + + +
=
+ k k
c c k k
c


for
,... 3 , 2 , 1 = k
Using the Identity Property:
The (recursive) relation generate consecutive
coefficients of the solution.
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0 ) 2 )( 1 (
1 2
= + + +
+ k k
c c k k
6
0 ) 3 )( 2 ( , 1
0
3 0 3
c
c c c k = = + =
12
0 ) 4 )( 3 ( , 2
1
4 1 4
c
c c c k = = + =
0
20
0 ) 5 )( 4 ( , 3
2
5 2 5
= = = + =
c
c c c k
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0 ) 2 )( 1 (
1 2
= + + +
+ k k
c c k k
504 42
0 ) 7 )( 6 ( , 5
1 4
7 4 7
c c
c c c k = = = + =
180 30
0 ) 6 )( 5 ( , 4
0 3
6 3 6
c c
c c c k = = = + =
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...
5
5
4
4
3
3
2
2 1 0
+ + + + + + = x c x c x c x c x c c y
...
180
0
12 6
0
6
0
4
1
3
0
1 0
+ + + + + = x
c
x
c
x
c
x c c y
n
n
n
x c y

=
=
0
|
.
|

\
|
+ +
|
.
|

\
|
+ + = ..
504
1
12
1
..
180
1
6
1
1
7 4
1
6 3
0
x x x c x x c y
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...
180
1
6
1
1 ) (
6 3
1
+ + = x x x y
...
504
1
12
1
) (
7 4
2
x x x x y + =
) ( ) ( ) (
2 1 1 0
x y c x y c x y + =
where
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Example
. 0 ) 1 (
2
=
'
+
' '
+ y y x y x
Find a power series solution centered at 0 for the following DE
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. 0 ) 1 (
2
=
'
+
' '
+ y y x y x
. 0
) 1 (
1
) 1 (
2 2
=
+

'
+
+
' '
y
x
y
x
x
y
The standard form:
Ordinary Points: All real numbers x.
Singular point: None.
Example
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Let the solution be
n
n
n
x c y

=
=
0
1
1

=
'
n
n
n
nx c y
2
2
) 1 (

=
=
' '

n
n
n
x n n c y
. 0 ) 1 (
2
=
'
+
' '
+ y y x y x
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. 0
) 1 ( ) 1 (
0
1
1
2
2 2
=
+ +

n
n
n
n
n
n
n
n
n
x c
x nc x x c n n x
. 0 ) 1 (
2
=
'
+
' '
+ y y x y x
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0
) 1 ( ) 1 (
0 1
2
2
2
= +
+

=
n
n
n
n
n
n
n
n
n
n
n
n
x c x nc
x c n n x c n n
n k = 2 = n k
n k = n k =
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0
) 1 )( 2 ( ) 1 (
0 1
0
2
2
= +
+ + +

=
+

=
k
k
k
k
k
k
k
k
k
k
k
k
x c x kc
x c k k x c k k
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0 ] [ 1
) 1 )( 2 ( 6 2 ) 1 (
2
1
0
0
2
1
2
2
2
3
0
2
= + + + +
+ + + + +

=
+

=
k
k
k
k
k
k
k
k
k
k
k
k
x c x c x c x kc x c
x c k k x c x c x c k k
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0
) 1 )( 2 ( ) 1 (
6 2
2 2
2
2
2
3 2 1 1 0
= +
+ + +
+ + + +

=
+

=
k
k
k
k
k
k
k
k
k
k
k
k
x c x kc
x c k k x c k k
x c c x c x c c
Dr Faye-Jan 2014
0
) 1 )( 2 ( ) 1 (
6 2
2 2
2
2
2
3 2 0
= +
+ + +
+ + +

=
+

=
k
k
k
k
k
k
k
k
k
k
k
k
x c x kc
x c k k x c k k
x c c c
combine
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0 ]
) 1 )( 2 ( ) 1 ( [
6 2
2
2
3 2 0
= +
+ + +
+ + +

=
+
k
k k
k
k k
x c kc
c k k c k k
x c c c
0 ] ) 1 )( 2 ( ) 1 )( 1 [(
6 2
2
2
3 2 0
= + + + +
+ + +

=
+
k
k
k k
x c k k c k k
x c c c
Dr Faye-Jan 2014
0 ] ) 1 )( 2 ( ) 1 )( 1 [(
6 2
2
2
3 2 0
= + + + +
+ + +

=
+
k
k
k k
x c k k c k k
x c c c
0 ) 1 )( 2 ( ) 1 )( 1 (
0 0 6
2
1
0 2
2
3 3
0 2 2 0
= + + + +
= =
= = +
+ k k
c k k c k k
c c
c c c c
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k k
k k
c
k
k
c
c
k k
k k
c
c
c c
) 2 (
) 1 (
) 1 )( 2 (
) 1 )( 1 (
0
2
1
2
2
3
0 2
+

=
+ +
+
=
=
=
+
+
,... 5 , 4 , 3 , 2 = k
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k k
c
k
k
c
c c c
) 2 (
) 1 (
0 ;
2
1
2
3 0 2
+

=
= =
+
,... 5 , 4 , 3 , 2 = k
0 2 4
4 . 2
1
4
1
, 2 c c c k =

= =
0
5
2
, 3
3 5
=

= = c c k
0 4 6
6 . 4 . 2
3
6
3
, 4 c c c k =

= =
0
7
4
, 5
5 7
=

= = c c k
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...
5
5
4
4
3
3
2
2 1 0
+ + + + + + = x c x c x c x c x c c y
...
6 . 4 . 2
3 . 1
4 . 2
1
2
1
6
0
4
0
2
0 1 0
+ + + + = x c x c x c x c c y
) ( ) (
] [ ...]
6 . 4 . 2
3 . 1
4 . 2
1
2
1
1 [
2 1 1 0
1
6 4 2
0
x y c x y c y
x c x x x c y
+ =
+ + + + =
n
n
n
x c y

=
=
0
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x x y
x x x x y
=
+ + + =
) (
...
6 . 4 . 2
3 . 1
4 . 2
1
2
1
1 ) (
2
6 4 2
1
Dr Faye-Jan 2014
Example
. 0 ) 1 ( = +
' '
y x y
Find a power series solution centered at 0 for the following DE
Dr Faye-Jan 2014
Example
0 ) 1 ( = +
' '
y x y
0 ) 1 ( ) 1 (
0 2
2
= +


=

n
n
n
n
n
n
x c x x c n n
0 ) 1 (
0
1
0 2
2
=


=
+

n
n
n
n
n
n
n
n
n
x c x c x c n n
Dr Faye-Jan 2014
Example
0 ) 1 )( 2 (
1
1
0 0
2
= + +


=

=
+
k
k
k
k
k
k
k
k
k
x c x c x c k k
0 ) 1 (
0
1
0 2
2
=


=
+

n
n
n
n
n
n
n
n
n
x c x c x c n n
2 = n k
n k =
1 + = n k
Dr Faye-Jan 2014
Example
0 ) 1 )( 2 (
1
1
0 0
2
= + +


=

=
+
k
k
k
k
k
k
k
k
k
x c x c x c k k
0
) 1 )( 2 ( 2
1
1
1
0
0
1
2
0
2
=
+ + +

=
+
k
k
k
k
k
k
k
k
k
x c
x c x c x c k k x c
Dr Faye-Jan 2014
Example
0
) 1 )( 2 ( 2
1
1
1 1
2 0 2
=
+ + +

=
+
k
k
k
k
k
k
k
k
k
x c
x c x c k k c c
0 ] ) 1 )( 2 [( 2
1
1
2 0 2
= + + +

=
+
k
k k
k
k
x c c c k k c c
Dr Faye-Jan 2014
Example
,... 3 , 2 , 1 ,
) 2 )( 1 (
0 ) 2 )( 1 (
2
1
0 2
1
2
1 2
0 2 0 2
=
+ +
+
=
= + +
= =

+
+
k
k k
c c
c
c c c k k
c c c c
k k
k
k k k
Using Identity Property:
Dr Faye-Jan 2014
Example
,... 3 , 2 , 1 ,
) 2 )( 1 (
2
1
1
2
0 2
=
+ +
+
=
=

+
k
k k
c c
c
c c
k k
k
3 . 2
, 1
0 1
3
c c
c k
+
= =
4 . 3
, 2
1 2
4
c c
c k
+
= =
5 . 4
, 3
2 3
5
c c
c k
+
= =
6 . 5
, 4
3 4
6
c c
c k
+
= =
Dr Faye-Jan 2014
Example
0 2
2
1
c c =
3 . 2 3 . 2
, 1
0 0 1
3
c c c
c k =
+
= =
4 . 3 . 2 4 . 3 4 . 3
, 2
0 2 1 2
4
c c c c
c k = =
+
= =
5 . 3 . 2 5 . 4 . 2 5 . 4 . 3 . 2 5 . 4
, 3
0 0 0 2 3
5
c c c c c
c k = + =
+
= =
6 . 4 . 3 . 2 6 . 5 . 3 . 2 6 . 5 . 4 . 3 . 2 6 . 5
, 4
0 0 0 3 4
6
c c c c c
c k = + =
+
= =
Case 1: 0 , 0
1 0
= = c c
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Example
0
2
1
0 2
= = c c
3 . 2 3 . 2
, 1
1 0 1
3
c c c
c k =
+
= =
4 . 3 4 . 3
, 2
1 1 2
4
c c c
c k =
+
= =
5 . 4 . 3 . 2 5 . 4
, 3
1 2 3
5
c c c
c k =
+
= =
6 . 5 . 4 6 . 5 . 3 . 2 6 . 5 . 4 . 3 6 . 5
, 4
0 1 1 3 4
6
c c c c c
c k = + =
+
= =
Case 2: 0 , 0
1 0
= = c c
Dr Faye-Jan 2014
Example
...
5
5
4
4
3
3
2
2 1 0
+ + + + + + = x c x c x c x c x c c y
From case 1:
...
5 . 3 . 2 4 . 3 . 2 3 . 2 2
5
0
4
0
3
0
2
0
0
+ + + + + = x
c
x
c
x
c
x
c
c y
...]
5 . 3 . 2
1
4 . 3 . 2
1
3 . 2
1
2
1
1 [
5 4 3 2
0
+ + + + + = x x x x c y
...
5 . 3 . 2
1
4 . 3 . 2
1
3 . 2
1
2
1
1 ) (
5 4 3 2
1
+ + + + + = x x x x x y
Dr Faye-Jan 2014
Example
...
5
5
4
4
3
3
2
2 1 0
+ + + + + + = x c x c x c x c x c c y
From case 2:
...
6 . 5 . 4 4 . 3 3 . 2
5
1
4
1
3
1
1
+ + + + = x
c
x
c
x
c
x c y
...]
6 . 5 . 4
1
4 . 3
1
3 . 2
1
[
5 4 3
1
+ + + + = x x x x c y
...
6 . 5 . 4
1
4 . 3
1
3 . 2
1
) (
5 4 3
2
+ + + + = x x x x x y
Dr Faye-Jan 2014
End
Dr Faye-Jan 2014