5.

Power Series Solutions And Special Functions:

Review of Power Series

Pradeep Boggarapu

Department of Mathematics
BITS PILANI K K Birla Goa Campus, Goa

September 13, 2024

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Text Book

George F. Simmons, Differential Equations with Applications and

Historical Notes, TMH, 2nd Edn., 1991.

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 Outline
1 Introduction. A review of power series.
2 Series solutions of first order equation.
3 Series solution of second order linear equations.
1 Series solution about ordinary points.
2 Series solution about singular points.

4 Gauss’s hypergeometric equation.

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 Introduction. A review of power series

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Introduction

Consider second order linear equation:

y ′′ + P(x)y ′ + Q(x)y = R(x). (0.1)

Its reduced equation (associated homogeneous equation):

y ′′ + P(x)y ′ + Q(x)y = 0. (0.2)

Finding solutions to reduced equation (0.2):

1 When the coefficients P(x) and Q(x) are constants, we use auxiliary
equation to find yg .
2 When the coefficients P(x) and Q(x) are not constants, and if you
know one solution y1 .
In this chapter we see a powerful technique to solve second order
linear equation with variable coefficients.

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Introduction
Examples: Let p, a, b, c and k are real constants,
1 Bessel’s Differential Equation: x 2 y ′′ + xy ′ + (x 2 − p 2 )y = 0
2 Legender’s Differential Equation:
(1 − x 2 )y ′′ − 2xy ′ + p(p − 1)y = 0
3 Hermite Differential Equation: y ′′ − 2xy ′ + 2py = 0
4 Guass Hypergeometric Differential Equation:

x(x − 1)y ′′ + [c − (a + b + 1)x]y ′ − aby = 0

5 Laguerre’s Differential Equations: xy ′′ + (1 − x)y ′ + py = 0

6 Airy’s Equation: y ′′ ± p 2 xy = 0
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Introduction

The solutions of the above differential equations are

beyond the elementary functions which are called as
special functions.
Many of the special functions find applications in
connection with the partial differential equations of
mathematical physics.
They are also important in modern pure mathematics,
through the theory of orthogonal expansions.

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Power Series Method

The principal tool we need is the representation of a

given function by a power series.
Then, we assume thatP the solutions y have power
series representations ∞ n
n=0 an (x − x0 ) , and then
determine the coefficients an ’s so as to satisfy the
differential equation similar to the method of
undetermined coefficients.

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Review of Power Series

What is a power series?

Interval of convergnece and radius of convergence of a power

series.

Functions which has power series representation (Analytic

Functions).

Useful properties of analytics functions

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Review of Power Series

Power series about the point zero: It is an infinite series of the

form ∞
X
an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · · (0.3)
n=0

where a0 , a1 , a2 , . . . , an , . . . are real constants.

Power series about the point x0 : It is an infinite series of the form
∞
X
an (x −x0 )n = a0 +a1 (x −x0 )+a2 (x −x0 )2 +a3 (x −x0 )3 +· · · (0.4)
n=0

where a0 , a1 , a2 , . . . , an , . . . are real constants.

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Examples

∞
X xn x x2 x3
=1+ + + + ··· ;
n=0
n! 1! 2! 3!

∞
X
(x − 1)n = 1 + (x − 1)1 + (x − 1)2 + (x − 1)3 + · · · .
n=0

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 Convergence of power series: The power series
X∞ ∞
X
n
an x (or an (x − x0 )n ) is said to converge at a
n=0 n=0
point x, if its n-th partial sum
n n
!
X X
ak x k or ak (x − x0 )k
k=0 k=0
converges that is to say that the limit
n n
!
X X
L = lim ak x k or ak (x − x0 )k exists.
n→∞
k=0 k=0

In this case
P∞the sum of the series is nothing but the limit
i.e., L = n=0 an x n and such points x are called points of
convergence.
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Examples
See the following examples
∞
X xn x x2 x3
= 1+ + + + ··· ; (0.5)
n=0
n! 1! 2! 3!
X∞
xn = 1 + x1 + x2 + x3 + · · · ; (0.6)
n=0
∞
X
n!x n = 1 + x + 2!x 2 + 3!x 3 + · · · . (0.7)
n=0

The first series converges for every value of x in R;

second converges only for |x| < 1 and the third series
diverges for all x ̸= 0.
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Radius of Convergence

The power series in x that behaves like third example are of no

interest to us.
Fact: There exists 0 ≤ R ≤ ∞ such that the power series (0.3) (or
(0.4)) converges for all |x| < R (resp. |x − x0 | < R) and diverges for
all |x| > R (resp. |x − x0 | > R). Here R is called radius of
convergence.
We also know that
an 1
R = lim or R = lim p
n→∞ an+1 n→∞ n
|an |
whenever the limits exist.
Regardless of the existence of the above limits, it is known that R
always exists.
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Differentiation of power series
Suppose that the power series (0.3) converges for |x| < R with R > 0
and denote the sum by f (x):
∞
X
f (x) = an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · · .
n=0

Then f (x) automatically is continuous and has the derivatives of all

orders for |x| < R. Also,
∞
X
′
f (x) = nan x n−1 = a1 + 2a2 x + 3a3 x 2 + · · · , (0.8)
n=1
∞
X
f ′′ (x) = n(n − 1)x n−2 = 2a2 + 3 · 2a3 x + · · · , (0.9)
n=2

and so on, and each of the resulting series converges for |x| < R.
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Differentiation of power series

And we can link the coefficient an to f (x) and its derivative via the
following formula

f (n) (0)
an = (0.10)
n!

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Algebra of power series

Let f (x) = ∞
P n
P∞ n
n=0 an x and g (x) = n=0 bn x be two power
series with radius of convergence at least R > 0, then these
power series can be added or subtracted termwise:
∞
X
f (x) ± g (x) = (an ± bn )x n = (a0 ± b0 ) + (a1 ± b1 )x + · · · .
n=0

They can also be multiplied as they were polynomials, in the

sense that ∞
X
f (x)g (x) = cn x n
n=0

where cn = a0 bn + a1 bn−1 + · · · + an b0 .

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Algebra of power series

If f (x) = g (x) for |x| < R if and only if an = bn for all n i.e. If both
series converges to the same function for |x| < R if and only if they
have the same coefficients.

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 Power series representation of a function

Let f (x) be a continuous function defined for |x| < R or (−R, R)

which has derivatives of all orders in the interval (−R, R). Can f (x)
be represented by a power series about the point zero? Equivalently
will the following hold
∞
X f (n) (0) n ′f ′′ (0) 2
f (x) = x = f (0) + f (0)x + x + ··· (0.11)
n=0
n! 2!

throughout the interval (−R, R)?

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 Power series representation of a function

This is often true, but unfortunately it is sometimes false.

The above expansion is valid if the error term Rn (x) in Taylor’s
formula: n
X f (k) (0) k
f (x) = x + Rn (x)
n=0
k!
convegres to zero as n tends to infity.

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 By means of the procedure explained in the previous slide, it is quite easy
to obtaion the following familiar expansions,
∞
X xn x x2 x3
ex = =1+ + + + ··· ; (0.12)
n! 1! 2! 3!
n=0
∞
X x 2n+1 x3 x5
sin x = (−1)n =x− + − ··· ; (0.13)
(2n + 1)! 3! 5!
n=0
∞
X x 2n x2 x4
cos x = (−1)2n =1− + − ··· ; (0.14)
(2n)! 2! 4!
n=0
∞
1 X
= (±1)n x n = 1 ± x + x 2 ± x 3 + · · · ; (0.15)
1∓x
n=0
∞
X xn x2 x3 x4
log (1 + x) = (−1)n−1 =x− + − + · · · ; (0.16)
n 2 3 4
n=1
∞
X x 2n+1 x3 x5
tan−1 x = (−1)n =x− + − ··· ; (0.17)
(2n + 1) 3 5
n=0

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 The function f (x) for which the above series expansion (0.11) is valid for
some neighbourhood of zero is said to be analytic at x = 0.
More generally the analyticity at any point is defined as follows.
Analytic at a point: A function f (x) with the property that a power
series expansion of the form
∞
X
f (x) = an (x − x0 )n
n=0

valid in some neighbourhood of the point x0 is said to be analytic at x0 .

In this case the coefficients an ’s are necessarily given by

f (n) (x0 )
an = ,
n!
and the above series is called the Taylor series of f (x) at x0 .

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Non-analytic smooth function

The following function is an example of non-analytic smooth function

at x = 0:
Example. Let ( 1
e − x if x > 0
f (x) =
0 if x ≤ 0
It can be proved that it is smooth function but not analytic.

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Facts about analytic functions

Polynomials and the functions e x , sin x and cos x are analytic at

all points.

If f (x) and g (x) are analytic at x0 , then f (x) + g (x), f (x)g (x),
and f (x)/g (x) [if g (x0 ) ̸= 0] are also analytic at x0 .

If f (x) is analytic at x0 , f ′ (x0 ) ̸= 0 and f −1 (x) is a continuous

inverse, then f −1 (x) is analytic at f (x0 ).

If g (x) is analytic at x0 and f (x) is analytic at g (x0 ), then

f ◦ g (x) = f (g (x)) is analytic at x0 .

The sum of a power series is analytic at all points inside the

interval of convergence.

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Reference

We strictly followed the following book (prescribed text book for the
course) to make this notes:
G. F. Simmons, Differential Equations with Applications and
Historical Notes, TMH, 2nd Ed., 1991.

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 Thank you for your attention

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