POWER SERIES

Series Solution of Linear Differential Equations

1. Solution about Ordinary Points
1.1. Review of Power Series
1.2. Power Series Solution
2. Solution about Singular points
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Series Solution of Linear Differential Equations
We primarily have solved differential equations of order two
or higher when the equation was Linear and had constant
coefficients.
example. 4𝑦 ′′ − 5𝑦 ′ + 2𝑦 = 3𝑥
In applications, Linear second-order or higher equations with
variable coefficients are as important as differential equations
with constant coefficients.
example. 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 3𝑥 + 1
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1. Solution about Ordinary Points

Most linear higher-order DEs with variable coefficients
cannot be solved in terms of elementary functions. A usual
course of action for equations of this sort is to assume a
solution in the form of infinite series and proceed in a manner
similar to the method of undetermined coefficients. In this
section we consider linear DEs with variable coefficients that
possess solutions in the form of power series.
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1.1. Review of Power Series

Recall from calculus that a power series in 𝑥 − 𝑎 is an infinite
series of the form
σ∞
𝑛=0 𝑐𝑛 𝑥 − 𝑎
𝑛 = 𝑐0 + 𝑐1 𝑥 − 𝑎 + 𝑐2 𝑥 − 𝑎 2 + ⋯.
Such a series is also said to be a 𝑝𝑜𝑤𝑒𝑟 𝑠𝑒𝑟𝑖𝑒𝑠 𝑐𝑒𝑛𝑡𝑒𝑟𝑒𝑑 𝑎𝑡 𝑎.
For example, the power series σ∞ 𝑐
𝑛=0 𝑛 𝑥 + 1 𝑛 is centered at

𝑎 = −1. In this section we are concerned mainly with power

series in 𝑥; in other words, power series such as σ∞ 𝑛=0 2 𝑛−1 𝑥 𝑛 =

𝑥 + 2𝑥 2 + 4𝑥 3 + ⋯ . that are centered at 𝑎 = 0.

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Important facts about power series.

❖ Convergence A power series σ∞ 𝑐
𝑛=0 𝑛 𝑥 − 𝑎 𝑛
is convergent at
a specified value of 𝑥 if its sequence of partial sums 𝑆𝑁 𝑥
converges; that is, if lim 𝑆𝑁 𝑥 = lim σ𝑁 𝑛=0 𝑛𝑐 𝑥 − 𝑎 𝑛
exists.
𝑁→∞ 𝑁→∞
If the limit does not exist at 𝑥, the series is said to be
divergent.
❖ Interval
of Convergence Every power series has an interval of
convergence. The interval of convergence is the set of all real
numbers 𝑥 for which the series converges.
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Important facts about power series.

❖ Radius of Convergence Every power series has
a radius of convergence 𝑅. If 𝑅 > 0, then a power
series σ∞ 𝑛=0 𝑐𝑛 𝑥 − 𝑎 𝑛 converges for 𝑥 − 𝑎 < 𝑅

and diverges for 𝑥 − 𝑎 > 𝑅 . If the series converges

only at its center 𝑎, then 𝑅 = 0. If the series converges
for all 𝑥, then we write 𝑅 = ∞. Recall that the absolute
-value inequality 𝑥 − 𝑎 < 𝑅 is equivalent to the
simultaneous inequality 𝑎 − 𝑅 < 𝑥 < 𝑎 + 𝑅.
A power series may or may not converge at the
endpoints 𝑎 − 𝑅 and 𝑎 + 𝑅 of this interval.
Figure 1. shows four possible intervals of Figure 1
convergence for 𝑅 > 0.
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Important facts about power series.

❖ Absolute Convergence Within its interval of convergence a
power series converges absolutely. In other words, if 𝑥 is a
number in the interval of convergence and is not an endpoint
of the interval, then the series of absolute values
σ∞ 𝑐
𝑛=0 𝑛 𝑥 − 𝑎 𝑛 converges.

❖ RatioTest Convergence of power series can often be

determined by the ratio test. Suppose that 𝑐𝑛 ≠ 0 for all 𝑛, and
that
𝑐𝑛+1 𝑥−𝑎 𝑛+1 𝑐𝑛+1
lim 𝑐 𝑥−𝑎 𝑛 = 𝑥−𝑎 lim 𝑐 =𝐿
𝑛→∞ 𝑛 𝑛→∞ 𝑛
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Important facts about power series.

If 𝐿 < 1 the series converges absolutely, if 𝐿 > 1 the series diverges, and if
𝐿 = 1 the test is inconclusive.
∞ 𝑥−3 𝑛
For example, for the power series σ𝑛=1 𝑛 the ratio test gives
2 𝑛
𝑥−3 𝑛+1 Τ2𝑛+1 𝑛+1 𝑛 1
lim = 𝑥 − 3 lim = 𝑥−3
𝑛→∞ 𝑥−3 𝑛 Τ2𝑛 𝑛 𝑛→∞ 2 𝑛+1 2
1
The series converges absolutely for 𝑥 − 3 < 1 or 𝑥 − 3 < 2 or
2
1 < 𝑥 < 5. This last interval is referred to as the open interval of
convergence. The series diverges for 𝑥 − 3 > 2; that is, for 𝑥 > 5 or 𝑥 < 1
At the left endpoint 𝑥 = 1 of the open interval of convergence, the series of
constants σ∞ 𝑛
𝑛=1 −1 Τ𝑛 is convergent by the alternating series test. At
∞
the right endpoint 𝑥 = 5, the series σ𝑛=1 1Τ𝑛 is the divergent harmonic
series. The interval of convergence of the series is [1, 5) and the radius of
convergence is 𝑅 = 2.
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Important facts about power series.

❖ A Power Series Defines a Function A power series defines a
function 𝑓(𝑥) = σ∞ 𝑐
𝑛=0 𝑛 𝑥 − 𝑎 𝑛
whose domain is the interval of
convergence of the series. If the radius of convergence is 𝑅 > 0,
then 𝑓 is continuous, differentiable, and integrable on the interval
(𝑎 − 𝑅, 𝑎 + 𝑅). Moreover, 𝑓 ′ 𝑥 and ‫ 𝑥𝑑 𝑥 𝑓 ׬‬can be found by term-
by-term differentiation and integration. Convergence at an endpoint
may be either lost by differentiation or gained through integration. If
𝑦 = σ∞ 𝑛=0 𝑐𝑛 𝑥 𝑛 is a power series in 𝑥, then the first two derivatives
are 𝑦 ′ = σ∞ 𝑐
𝑛=0 𝑛 𝑛𝑥 𝑛−1
and 𝑦 ′′
= σ∞
𝑐
𝑛=0 𝑛 𝑛 𝑛 − 1 𝑥 𝑛−2
. Notice that
the first term in the first derivative and the first two terms in the
second derivative are zero. We omit these zero terms and write

𝑦 ′ = σ∞ 𝑐
𝑛=1 𝑛 𝑛𝑥 𝑛−1
and 𝑦 ′′
= σ∞
𝑐
𝑛=0 𝑛 𝑛 𝑛 − 1 𝑥 𝑛−2
1
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Important facts about power series.
❖ Identity Property
If σ∞ 𝑐
𝑛=0 𝑛 𝑥 − 𝑎 𝑛
= 0, 𝑅 > 0, for all numbers 𝑥 in the
interval of convergence, then 𝑐𝑛 = 0 for all 𝑛.
❖ Analytic at a Point
A function 𝑓 is analytic at a point 𝑎 if it can be represented
by a power series in 𝑥 − 𝑎 with a positive radius of
convergence. In calculus it is seen that functions such as
𝑒 𝑥 , cos 𝑥, sin 𝑥, ln(𝑥 − 1), and so on can be represented by
Taylor series.
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Important facts about power series.

𝑥 𝑥2
𝑒𝑥 = 1 + 1!
+ 2!
+ ⋯..
𝑥3 𝑥5
sin 𝑥 = 𝑥 − + − ⋯…
3! 5!
𝑥2 𝑥4 𝑥6
cos 𝑥 = 1 − + − + ⋯… 2
2! 4! 6!
for 𝑥 < ∞. These Taylor series centered at 0, called
Maclaurin’s series, show that 𝑒 𝑥 , sin 𝑥, and cos 𝑥 are analytic
at 𝑥 = 0.
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Important facts about power series.

❖ Arithmetic of Power Series
Power series can be combined through the operations of
addition, multiplication, and division. The procedures for power
series are similar to the way in which two polynomials are
added, multiplied, and divided-that is, we add coefficients of like
powers of x, use the distributive law and collect like terms, and
perform long division, using the series in (2),
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Important facts about power series.
❖ Arithmetic of Power Series
Example,
𝑥 𝑥2 𝑥3 𝑥5
𝑒𝑥 sin 𝑥 = 1 + 1! + + ⋯.. 𝑥 − 3! + 5! −⋯…
2!
1 1 1 1
= 1 𝑥+ 1 𝑥2 + − + 𝑥3 + − + 𝑥4 + ⋯
6 2 6 6
𝑥3 𝑥5
=𝑥+ 𝑥2 + − − ⋯…..
3 30
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Shifting the Summation Index

It is important that you become adept at simplifying the sum of
two or more power series, each series expressed in summation (
sigma) notation, to an expression with a single sigma notation.
Example.
Write σ∞
𝑛=2 𝑛 𝑛 − 1 𝑐𝑛 𝑥
𝑛−2 + σ∞ 𝑐 𝑥 𝑛+1 as one power series
𝑛=0 𝑛
Solution:
In order to add the two series, it is necessary that 𝑏𝑜𝑡ℎ 𝑠𝑢𝑚𝑚𝑎𝑡𝑖𝑜𝑛 𝑖𝑛𝑑𝑖𝑐𝑒𝑠 𝑠𝑡𝑎𝑟𝑡
𝑤𝑖𝑡ℎ 𝑡ℎ𝑒 𝑠𝑎𝑚𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑎𝑛𝑑 𝑡ℎ𝑎𝑡 𝑡ℎ𝑒 𝑝𝑜𝑤𝑒𝑟𝑠 𝑜𝑓 𝑥 𝑖𝑛 𝑒𝑎𝑐ℎ 𝑠𝑒𝑟𝑖𝑒𝑠 𝑏𝑒 "in phase"; that is, if
one series starts with a multiple of, say, 𝑥 to the first power, then we want the other series
to start with the same power.
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Example.
σ∞
𝑛=2 𝑛 𝑛 − 1 𝑐𝑛 𝑥
𝑛−2
+ σ∞
𝑛=0 𝑐𝑛 𝑥
𝑛+1

Solution:
σ∞
𝑛=2 𝑛 𝑛 − 1 𝑐𝑛 𝑥
𝑛−2
+ σ∞
0 𝑐𝑛 𝑥
𝑛+1
= 2 ∙ 1𝑐2 𝑥 0 + σ∞
𝑛=3 𝑛 𝑛 − 1 𝑐𝑛 𝑥
𝑛−2
+ σ∞
𝑛=0 𝑐𝑛 𝑥
𝑛+1

= 2𝑐2 + σ∞
𝑛=3 𝑛 𝑛 − 1 𝑐𝑛 𝑥
𝑛−2
+ σ∞
𝑛=0 𝑐𝑛 𝑥
𝑛+1

for 2nd term let 𝑘 = 𝑛 − 2 𝑜𝑟 𝑛 = 𝑘 + 2 and for the last term let 𝑘 = 𝑛 + 1 𝑜𝑟 𝑛 = 𝑘 − 1

= 2𝑐2 + σ∞
𝑘=1 𝑘 + 2 𝑘 + 1 𝑐𝑘+2 𝑥 𝑘
+ σ ∞
𝑘=1 𝑐𝑘−1 𝑥
𝑘
3

σ∞
𝑛=2 𝑛 𝑛 − 1 𝑐𝑛 𝑥
𝑛−2
+ σ∞
𝑛=0 𝑐𝑛 𝑥
𝑛+1
= 2𝑐2 + σ∞
𝑘=1 𝑘 + 2 𝑘 + 1 𝑐𝑘+2 + 𝑐𝑘−1 𝑥
𝑘
4
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Power Series Solutions

Definition
Suppose the linear second-order differential equation
𝑎2 𝑥 𝑦 ′′ + 𝑎1 𝑥 𝑦 ′ + 𝑎0 𝑥 𝑦 = 0 5
is written into standard form
𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0 6
by dividing by the leading coefficient 𝑎2 𝑥 . We make the
following definition.
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Power Series Solutions

Definition1. Ordinary and Singular Points
A point 𝑥𝑜 is said to be an ordinary point of differential
equation 5 if both 𝑃 𝑥 and 𝑄 𝑥 in standard form 6
are analytic at 𝑥𝑜 . A point that is not an ordinary point is said
to be a singular point of the equation.
Watch: https://www.youtube.com/watch?v=i5RTq94OtqM
to understand analytic
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Power Series Solutions

Every finite value of 𝑥 is an ordinary point of
𝑦 ′′ + 𝑒 𝑥 𝑦 ′ + sin 𝑥 𝑦 = 0
In particular, 𝑥 = 0 is an ordinary point, since, as we have already
seen in (2), both 𝑒 𝑥 and sin 𝑥 are analytic at this point. The negation
in the second sentence of Definition.1 stipulates that if at least one of
the functions 𝑃(𝑥) and 𝑄(𝑥) in (6) fails to be analytic at 𝑥0 , then 𝑥0 is
a singular point. Note that 𝑥 = 0 is a singular point of the differential
equation
𝑦 ′′ + 𝑒 𝑥 𝑦 ′ + ln 𝑥 𝑦 = 0 ,
since 𝑄(𝑥) = ln 𝑥 is discontinuous at 𝑥 = 0 and so cannot be
represented by a power series in 𝑥.
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Power Series Solutions

Polynomial Coefficients
We shall be interested primarily in the case in which (5) has polynomial
coefficients. A polynomial is analytic at any value 𝑥, and a rational function
is analytic except at points where its denominator is zero. Thus, if
𝑎2 𝑥 , 𝑎1 𝑥 , and 𝑎𝑜 𝑥 are polynomials with no common factors, then both
rational functions
𝑃 𝑥 = 𝑎1 𝑥 Τ𝑎2 𝑥 and 𝑄 𝑥 = 𝑎0 𝑥 Τ𝑎2 𝑥
are analytic except where 𝑎2 𝑥 = 0.
It follows, then, that 𝑥 = 𝑥0 is an ordinary point of (5) if
𝑎2 𝑥0 ≠ 0, whereas 𝑥 = 𝑥0 is a singular point of ( 5) if 𝑎2 𝑥0 = 0.
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Power Series Solutions

Example find the singular points of
a. 𝑥 2 − 1 𝑦 ′′ + 2𝑥𝑦 ′ + 6𝑦 = 0
𝑎2 𝑥 = 𝑥 2 − 1, 𝑥 2 − 1 = 0, 𝑥 = ±1. All other finite values
of 𝑥 are ordinary points.
b. 𝑥 2 + 1 𝑦 ′′ + 𝑥𝑦 ′ − 𝑦 = 0
has a singular points at 𝑎2 𝑥 = 𝑥 2 + 1; 𝑥 = ±𝑖. All other
values of 𝑥, real or complex, are ordinary points
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Theorem 1. Existence of Power Series Solution

If 𝑥 = 𝑥0 is an ordinary point of the differential equation (5),
we can always find two linearly independent solutions in the
form of a power series centered at 𝑥0 ; that is,
𝑦 = σ∞ 𝑐
𝑛=0 𝑛 𝑥 − 𝑥 𝑛
0 .
A series solution converges at least on some interval defined by
𝑥 − 𝑥0 < 𝑅, where 𝑅 is the distance from 𝑥0 to the closest
singular point.
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Example 2.
Solve 𝑦 ′′ + 𝑥𝑦 = 0
Solution
Since there are no finite singular points, Theorem1 guarantees
two power series solutions, centered at 0, convergent for 𝑥 < ∞.
let 𝑦 = σ∞ 𝑛
𝑛=0 𝑐𝑛 𝑥 and the 2𝑛𝑑 derivative
𝑦 ′′ = σ∞ 𝑐
𝑛=2 𝑛 𝑛 𝑛 − 1 𝑥 𝑛−2

Substituting 𝑦 and 𝑦 ′′ to the differential equation

𝑦 ′′ + 𝑥𝑦 = σ∞ 𝑐
𝑛=2 𝑛 𝑛 𝑛 − 1 𝑥 𝑛−2
+ 𝑥 σ ∞
𝑐
𝑛=0 𝑛 𝑥 𝑛
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Example 2.
Substituting 𝑦 and 𝑦 ′′ to the differential equation
𝑦 ′′ + 𝑥𝑦 = σ∞
𝑛=2 𝑐𝑛 𝑛 𝑛 − 1 𝑥 𝑛−2 + 𝑥 σ∞ 𝑐 𝑥 𝑛
𝑛=0 𝑛

= σ∞ 𝑐
𝑛=2 𝑛 𝑛 𝑛 − 1 𝑥 𝑛−2
+ σ∞
𝑐
𝑛=0 𝑛 𝑥 𝑛+1
7
Note we need to add the two series and shifting the summation.
𝑦 ′′ + 𝑥𝑦 = 2𝑐2 + σ∞ 𝑐
𝑛=3 𝑛 𝑛 𝑛 − 1 𝑥 𝑛−2 + σ∞ 𝑐 𝑥 𝑛+1
𝑛=0 𝑛

for 2nd term let 𝑘 = 𝑛 − 2 for last term let 𝑘 = 𝑛 + 1

𝑦 ′′ + 𝑥𝑦 = 2𝑐2 + σ∞ 𝑐
𝑘=1 𝑘+2 𝑘 + 2 𝑘 + 1 𝑥 𝑘 + σ∞ 𝑐
𝑘=1 𝑘−1 𝑥 𝑘

𝑦 ′′ + 𝑥𝑦 = 2𝑐2 + σ∞ 𝑘
𝑘=1 𝑘 + 1 𝑘 + 2 𝑐𝑘+2 + 𝑐𝑘−1 𝑥 = 0 8
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Example 2.
At this point we invoke the identity property. Since (8) is identically
zero, it is necessary that the coefficient of each power of 𝑥 be set equal to
zero; that is, 2𝑐2 = 0 (it is the coefficient of 𝑥 0 ), and
𝑘 + 1 𝑘 + 2 𝑐𝑘+2 + 𝑐𝑘−1 = 0, 𝑘 = 1,2,3 … … . (9)
Now 2𝑐2 = 0 obviously dictates that 𝑐2 = 0 . But the expression in (9),
called a 𝑟𝑒𝑐𝑢𝑟𝑟𝑒𝑛𝑐𝑒 𝑟𝑒𝑙𝑎𝑡𝑖𝑜𝑛, determines the 𝑐𝑘 in such a manner that we
can choose a certain subset of the set of coefficients to be 𝑛𝑜𝑛𝑧𝑒𝑟𝑜. Since
𝑘 + 1 𝑘 + 2 ≠ 0 for all values of 𝑘, we can solve (9) for 𝑐𝑘+2 in terms of
𝑐𝑘−1 .
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Example 2.
𝑐𝑘−1
𝑐𝑘+2 = − , 𝑘 = 1,2,3 … … . (10) recurrence relation
𝑘+1 𝑘+2

This relation generates consecutive coefficients of the assumed

solution one at a time as we let 𝑘 take on the successive integers indicated
in (10):
0 𝑐 𝑐
3 𝑐
0
when: 𝑘 = 1, 𝑐3 = − 2∙3 𝑘 = 4, 𝑐6 = − 5∙6 = 2∙3∙5∙6
1 𝑐 𝑐
4 𝑐
1
𝑘 = 2, 𝑐4 = − 3∙4 𝑘 = 5, 𝑐7 = − 6∙7 = 3∙4∙6∙7
𝑐2
𝑘 = 3, 𝑐5 = − 4∙5 but 𝑐2 = 0
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Example 2.
Now substituting the coefficients obtained into the original assumption
𝑦 = σ∞ 𝑐
𝑛=0 𝑛 𝑥 𝑛 = 𝑐 + 𝑐 𝑥 + 𝑐 𝑥2 + 𝑐 𝑥3 + ⋯ .
0 1 2 3
𝑐 𝑐 𝑐
𝑦 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + − 2∙3
0
𝑥 3 + − 3∙4
1
𝑥 4 + − 4∙5
2
𝑐5 𝑥 5 +
𝑐0 𝑐1 𝑐0 𝑐1
+ 2∙3∙5∙6 𝑥 6 + 3∙4∙6∙7
𝑥 7 +0 − 2∙3∙5∙6∙8∙9 𝑥 9 − 3∙4∙6∙7∙9∙10
𝑥 10 +0+
Grouping the terms containing 𝑐0 and the terms containing 𝑐1 . we
obtain 𝑦 = 𝑐0 𝑦1 𝑥 + 𝑐1 𝑦2 𝑥 , where
1 3 1 1 ∞ −1 𝑘
𝑦1 𝑥 = 1 − 2∙3 𝑥 + 2∙3∙5∙6 𝑥 6 − 2∙3∙5∙6∙8∙9 𝑥 9 +. . = 1+ σ𝑘=1 𝑥 3𝑘
2∙3... 3𝑘−1 3𝑘
1 1 1 ∞ −1 𝑘
𝑦2 𝑥 = 𝑥 − 𝑥4 + 𝑥7 − 𝑥 10 +. . = 𝑥+ σ𝑘=1 𝑥 3𝑘+1
3∙4 3∙4∙6∙7 3∙4∙6∙7∙9∙10 3∙4... 3𝑘 3𝑘+1
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Assignment:
1. Find the two power series solution of the given differential
equation about the ordinary point 𝑥 = 0.
a. 𝑦 ′′ − 𝑥 + 1 𝑦 ′ − 𝑦 = 0
b. 𝑥 2 + 2 𝑦 ′′ + 3𝑥𝑦 ′ − 𝑦 = 0
2. Rewrite the given expression as a single power series
whose general term involves 𝑥 𝑘 .
∞
a. σ∞ 𝑛=1 2𝑛𝑐𝑛 𝑥 𝑛−1
+ σ𝑛=0 6𝑐𝑛 𝑥 𝑛+1

b. σ∞
𝑛=2 𝑛 𝑛 − 1 𝑐𝑛 𝑥 𝑛 + 2 σ∞ 𝑛 𝑛 − 1 𝑐 𝑥 𝑛−2 + 3 σ∞ 𝑛𝑐 𝑥 𝑛
𝑛=2 𝑛 𝑛=1 𝑛