EULER EQUATIONS

An equation of the form

𝑎" 𝑥 " 𝑦" + 𝑎' 𝑥𝑦′ + 𝑎) 𝑦 = 0
is called an Euler equation.

Here, 𝑥 = 0 is the only singular point which turns out to be regular. All solutions to the above
equation are of the form
𝑦 = 𝑥, .
With an indicial equation of the form

𝑎" 𝑟(𝑟 − 1) + 𝑎' 𝑟 + 𝑎) = 0

In cases of double roots, the general solution is

𝑦 = 𝐶' 𝑥 , + 𝐶" 𝑥 , 𝑙𝑛𝑥.
If 𝑟 = 𝑎 ± 𝑏𝑖 (complex roots), the general solution would be
𝑦 = 𝐶' 𝑥 9 cos (𝑏𝑙𝑛𝑥) + 𝐶" 𝑥 9 sin(𝑏𝑙𝑛𝑥).

Example: Solve 𝑥 " 𝑦" + 2𝑥𝑦′ − 12𝑦 = 0.

Solution:
With 𝑎" = 1, 𝑎' = 2 and 𝑎) = −12, the indicial equation becomes

𝑟(𝑟 − 1) + 2𝑟 − 12 = 0
𝑟 " + 𝑟 − 12 = 0
Here, 𝑟 = 3 and 𝑟 = −4, so the general solution of the given equation is
𝑦 = 𝐶' 𝑥 CD + 𝐶" 𝑥 E .

Exercise: Solve 2x2 y" + 3 x y' – 15 y = 0.

Solution: With a = 2 , b = 3 and c = -15, we get 2r (r – 1) + 3r – 15 = 0 or

2r2 + r – 15 = 0. This gives us r1 = 5/2 and r2 = -3. The general solution is then,

y= C1 x 5/2 + C2 x-3.

Exercise: Solve x2 y" -7xy' + 16 y = 0.

Solution: The corresponding quadratic equation is r (r - 1) – 7 r + 16 = 0

r2 – 8r + 16 = 0
(r – 4) = 0 Þ r = 4
2
(double roots)

So the general solution is then,

y = C1 x4 + C2 x4 ln x.

Author: Richard T. Earnhart

BS ChE (Mapua)/MS Math(DLSU)
LEGENDRE’S EQUATION

Any equation of the form

(1 − 𝑥 " )𝑦" − 2𝑥𝑦′ + 𝑛(𝑛 + 1)𝑦 = 0
is called a Legendre’s equation, where the parameter 𝑛 for this section is taken only as a
positive integer.

Observe that 𝑥 = 0 is an ordinary point. Thus, a power series solution exists that is similar to
solving a second order differential equation with 𝑥 = 0 as an ordinary point. Take note that the
general solution of Legendre’s equation is valid only in the interval −1 < 𝑥 < 1.

The Legendre polynomials denoted by 𝑃H (𝑥) are the solutions to Legendre’s equation with 𝑛
as the degree of the polynomial.

The following formulas are used to generate Legendre Polynomials.

1. Legendre’s Recurrence Formula

(𝑘 + 1)𝑃JK' − (2𝑘 + 1)𝑥𝑃J + 𝑘𝑃JC' = 0
This formula is valid only for 𝑘 = 0,1,2, …

2. Rodrigues' Formula
1 𝑑H [(𝑥 " − 1)H ]
𝑃H (𝑥) = O S 𝑛 = 0,1,2, ….
2H 𝑛! 𝑑𝑥 H

Properties of Legendre Polynomials

a) 𝑃H (−𝑥) = (−1)H 𝑃H (𝑥)
b) 𝑃H (1) = 1
c) 𝑃H (0) = 0, 𝑛 = 𝑜𝑑𝑑
d) 𝑃H (−1) = (−1)H
e) 𝑃HU (0) = 0 𝑛 = 𝑒𝑣𝑒𝑛

BESSEL'S EQUATION

A Bessel’s equation is a second-order ODE of the form

𝑥 " 𝑦" + 𝑥𝑦′ + (𝑥 " − 𝑛" )𝑦 = 0

where 𝑛 is a given parameter which is nonnegative.

This equation can be solved by the Frobenius method.

Indicial Equation: (𝑟 + 𝑛)(𝑟 − 𝑛) = 0

Roots: 𝑟' = 𝑛 and 𝑟" = −𝑛

Author: Richard T. Earnhart

BS ChE (Mapua)/MS Math(DLSU)
Solutions of Bessel's Equation.

Bessel Function of the First Kind:

Z
H
(−1)J 𝑥 "J
𝐽H (𝑥) = 𝑥 Y
2"JKH 𝑘! (𝑛 + 𝑘)!
J[)

where 𝑛 is the order of the function. The series converges for all values of 𝑥.

Example: Obtain the Bessel functions for order 𝑛 = 0 and 𝑛 = 1.

Solution:
𝑛=0
Z Z
)
(−1)J 𝑥 "J (−1)J 𝑥 "J 1 1 1
𝐽) (𝑥) = 𝑥 Y "JK) = Y "J = 1− " 𝑥" + D 𝑥D − \ 𝑥\ …
2 ( )
𝑘! 0 + 𝑘 ! (
2 𝑘! 𝑘 ! ) (
2 1! )" (
2 2! )" 2 3!)\
(
J[) J[)
𝑛=1
Z Z
(−1 𝑥 )J "J (−1)J 𝑥 "J 1 1 1
𝐽' (𝑥) = 𝑥' Y "JK' = 𝑥 Y "JK' = 𝑥 ] − D 𝑥" + 𝑥D − ⋯ _
2 𝑘! (1 + 𝑘)! 2 𝑘! (𝑘 + 1)! 2 2 3(2\ )
J[) J[)
1 1 1 1
𝐽' (𝑥) = 𝑥 − E 𝑥E + ` 𝑥` − a 𝑥a + ⋯
2 2 1! 2! 2 2! 3! 2 3! 4!

1 J0
J1

Bessel functions of the first kind.

Properties of Bessel Functions

1. 𝐽CH = (−1)H 𝐽H
b
2. bc [𝑥 H 𝐽H ] = 𝑥 H 𝐽HC'
b
3. [𝑥 CH 𝐽H ] = −𝑥 CH 𝐽HK'
bc

Author: Richard T. Earnhart

BS ChE (Mapua)/MS Math(DLSU)
 "H
4. 𝐽HC' + 𝐽HK' = c 𝐽H
5. 𝐽HC' − 𝐽HK' = 2 𝐽H ′

Example: Evaluate the given integral.

d 𝑥 CE 𝐽D 𝑑𝑥

Solution:
𝑑 CH
[𝑥 𝐽H ] = −𝑥 CH 𝐽HK'
𝑑𝑥
𝑥 CH 𝐽H = d −𝑥 CH 𝐽HK' 𝑑𝑥
𝑛=3
CE
d𝑥 𝐽D 𝑑𝑥 = −𝑥 CE 𝐽E
2𝑛
𝐽HC' + 𝐽HK' = 𝐽
𝑥 H
2𝑛
𝐽HK' = 𝐽 − 𝐽HC'
𝑥 H
𝑛=2
2(2)
𝐽E = 𝐽 − 𝐽'
𝑥 "
𝑛=1
2(1)
𝐽" = 𝐽 − 𝐽)
𝑥 '
Hence,

4 2
−𝑥 CE 𝐽E = −𝑥 CE ] ] 𝐽' − 𝐽) _ − 𝐽' _ = (−8𝑥 C` + 𝑥 CE )𝐽' + 4𝑥 CD 𝐽) .
𝑥 𝑥
Evaluate

"
d 𝑥 CE 𝐽D 𝑑𝑥 = [ (−8(2C` ) + 2CE )𝐽' (2) + 4(2CD )𝐽) (2)] − [(−8(1C` ) + 1CE )𝐽' (1)
'
+ 4(1CD )𝐽) (1)]
𝐽) (2) = 0.2239, 𝐽' (2) = 0.5767, 𝐽) (1) = 0.7652, 𝐽' (1) = 0.4401

"
−1 1
d 𝑥 CE 𝐽D 𝑑𝑥 = (0.5767) + (0.2239) + 7(0.4401) − 4(0.7652) = 0.003788
' 8 4

Author: Richard T. Earnhart

BS ChE (Mapua)/MS Math(DLSU)