MATHEMATICS III

MATH F211
Semester I 2023-2024

Dr. Yasmeen Akhtar

BITS Pilani K K Birla Goa Campus
(Figure and data source: Textbook, Reference book)

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Power Series Solutions

Consider the general homogeneous second-order linear equation

y 00 + P(x)y 0 + Q(x)y = 0 (1)

So far, we have studied the methods to solve (1)

• when P(x) and Q(x) are constants.
• when coefficients are not constants but simple enough to identify a
nonzero solution and then use it to find the other linearly
independent solution.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

 What if (1) cannot be solved by above means?

For example,
xy 00 + y 0 + xy = 0
Many important di↵erential equations in pure and applied mathematics
are homogeneous linear di↵erential equations but do not have constant
coefficients and can only be solved by means of power series.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• An algebraic function is any function y = f (x) that satisfies an

equation of the form

Pn (x)y n + Pn 1 (x)y
n 1
+ · · · + P1 (x)y + P0 (x) = 0

where each Pi (x) is a polynomial.

a(x)
For example, any rational functions y = is an algebraic
b(x)
function as it satisfies the equation

b(x)y a(x) = 0.
p
n
Similarly, any polynomial function y = a(x) and y = a(x) are also
algebraic functions.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• Elementary functions are the most commonly used mathematical

functions.

This class includes algebraic functions, elementary

transcendental (non-algebraic) functions, i.e., trigonometric,
inverse trigonometric, exponential, and logarithmic functions, and
their sum, product, or functions.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• The Special functions are the higher transcendental functions,

e.g., gamma function, Riemann zeta function, elliptic functions. A
large group of special functions arise as solutions of second order
linear di↵erential equations such as
1. Legendre’s eqn: (1 x 2 )y 00 2xy 0 + p(p + 1)y = 0
2. Bessel’s eqn: x 2 y 00 + xy 0 + (x 2 p 2 )y = 0
3. Chebyshev’s eqn: (1 x 2 )y 00 xy 0 + p 2 xy = 0
4. Airy’s eqn: y 00 + xy = 0
5. Hermite’s eqn: y 00 2xy 0 + 2py = 0
Our approach is to solve such equations (which cannot be solved by
elementary functions) in terms of power series and use it to define new
special functions. So let us recall some basic facts on power series.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• A power series in (x x0 ), is an infinite series of the form

•
 an (x x0 )n = a0 + a1 (x x0 ) + a2 (x x0 ) 2 + · · · (2)
n=0

When x0 = 0, it is called power series in x. The series (2) can be

reduced to a power series in x by a translation of the coordinate
system.
• The series (2) is said to converge at a point x if
m
 an (x
lim
m!•
x0 ) n
n=0

exists, and in this case, the sum of the series (2) is the value of this
limit.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• Each power series in (x x0 ) has a radius of convergence R, where

0  R  •, with the property that
• the series converges if |x x0 | < R, and
• the series diverges if |x x0 | > R.
Note that
• if R = 0 then no x satisfies |x x0 | < R (i.e., the series
converges only for x = x0 ), and
• if R = • then no x satisfies |x x0 | > R (i.e., the series
converges for every real value of x).

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• By ratio test, if each an 6= 0, and if for a fixed point x 6= x0 we have

an+1 (x x0 )n+1 an+1

lim = lim |x x0 | = L
n!• an (x x0 ) n n!• an

then the power series (2)

• converges if L < 1
• diverges if L > 1, and

an
R = lim
n!• an+1
if this limit exists. We put R = • if |an /an+1 | ! •.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• In other words, power series (2) converges if |x x0 | < R, where

an
R = lim .
n!• an+1

• If R is finite and nonzero, the interval (x0 R, x0 + R) is called

interval of convergence. Inside the interval, the series converges,
and outside the interval, it diverges.

A power series may or may not converge at either endpoint of its

interval of convergence.
Example:
1. • n
n=0 x has R = 1
xn
2. •
n=0 has R = •
n!
3. • n
n=0 n!x has R = 0.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• By Cauchy’s root test the power series (2) converges if

lim |an |1/n |x x0 | < 1.

n!•

That is if |x x0 | < R, where

1/n
R = lim |an | .
n!•

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• If • n
n=0 an x converges for |x| < R with R > 0, and

•
f (x) = Â an x n
n=0

Then, f (x) is continuous and has derivatives of all orders for

|x| < R where
•
f (k ) (x) = Â n(n 1) · · · (n k + 1)an x n k
n =k

f (n) (0)
converges for |x| < R and k = 1, 2, 3, . . .. Thus an = .
n!
Furthermore, the series • n
n=0 an x can be integrated term wise
provided the limits of integration lie inside the interval of
convergence.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• If • •
n=0 an x and Ân=0 bn x converge to f (x) and g (x) respectively
n n

with the same radius of convergence R then

•
f (x) ± g (x) = Â (an ± bn )x n
n=0
! !
• n • n
f (x)g (x) = Â Â ak bn k xn = Â Â an k bk x n.
n=0 k =0 n=0 k =0

• If two series converge to the same function so that f (x) = g (x) for
|x| < R, then for they must have the same coefficients.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• Let f (x) be a continuous function that has derivatives of all orders

for |x| < R with R > 0.

Can f (x) be represented by a power series?

f (n) (0)
If we define an := , then can we say that the expansion
n!
f 0 (0) f 00 (0) 2
f (x) = f (0) + x+ x +··· (⇤)
2! 2!
is be valid throughout the interval ( R, R)?

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

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• One way of investigating the validity of this expansion (*) for a

specific point x in the interval is to use Taylor’s formula:

n
f (k ) (0) k
f (x) = Â k!
x + Rn (x),
k =0

where the remainder Rn (x) is given by

f (n+1) (x̄) n+1

Rn (x) = x
(n + 1)!

for some point x̄ between 0 and x. So to verify (*), it is sufficient

to show that Rn (x) ! 0 as n ! •.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

We can use this procedure to obtain

x2 x3
1. e x = 1 + x + + +···
2! 3!

x3 x5
2. sin x = x + ···
3! 5!

x2 x4
3. cos x = 1 + ···
2! 4!

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Review of Power Series

Note that It is not necessary that the power series for f (x) converge to
f (x). For example, let
( 2
e 1/x x 6= 0
f (x) =
0 x =0

We can show that f n (0) = 0 for n 0.

Therefore, the Taylor series for f (x) around 0 is 0. However, f (x) > 0 for
all x 6= 0. Hence the Taylor series for f (x) does not converge to f (x).

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• A function f (x) is said to be analytic at x0 if the Taylor series

expansion
•
f (n) (x0 )
f (x) = Â (x x0 )n
n=0 n!
is valid (i.e., series exists and converges to f(x)) in some
neighborhood of the point x0 .
• f (x) is analytic at each point in the interval of convergence
(x0 R, x0 + R) of the power series
•
f (n) (x0 )
 n!
(x x0 ) n .
n=0

• Polynomials, and functions e x = • •

x n x n 2n+1
n=0 n! , sin x = Ân=0 ( 1) (2n+1)! ,
and cos x = • n x 2n
n=0 ( 1) (2n)! are analytic at all points.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Review of Power Series

• 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 ) 6= 0) are also analytic at x0 .

• If f (x) is analytic at x0 and f 1 (x) is a continuous inverse, then

f 1 (x) is analytic at f (x0 ) if f 0 (x0 ) 6= 0.

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

is analytic at x0 .

• The sum of a power series is analytic at all points inside the interval
of convergence.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)