POWER SERIES

Series Solution of Linear Differential Equations

1.1 CLASSIFICATION OF SINGULARITIES
1.1.1 Analytic Function
1.2 ORDINARY AND SINGULAR POINTS
1.3 POWER SERIES
1.4 POWER-SERIES SOLUTION ABOUT THE
ORDINARY POINT 𝑥 = 𝑥0
1.5 FROBENIUS METHOD
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Method of Frobenius
To solve a differential equation about a regular singular point,
we employ the following theorem due to Frobenius.

As we did in the discussion of solutions about ordinary

points, we shall always assume, for the sake of simplicity in solving
differential equations, that the regular singular point is 𝑥 = 0
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Example 4. Find the solution in series of 3𝑥𝑦 ′′ + 𝑦 ′ − 𝑦 = 0
Solution:
3𝑥𝑦 ′′ + 𝑦 ′ − 𝑦 = 0 1
Compare 1 with 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0
1 1
here 𝑃 𝑥 = , 𝑄 𝑥 =
3𝑥 3𝑥
Since 𝑃(𝑥) and 𝑄(𝑥) are both analytic at 𝑥 = 0, we have
𝑥 = 0 is a regular singular point.
Consider 𝑦 = σ∞ 𝑐
𝑛=0 𝑛 𝑥 𝑛+𝑟
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Example 4. Find the solution in series of 3𝑥𝑦 ′′ +𝑦 ′ − 𝑦 = 0
𝑦 = σ∞ 𝑐
𝑛=0 𝑛 𝑥 𝑛+𝑟
2
Differentiating twice in succession we get.
𝑦 ′ = σ∞
𝑛=0 𝑛 + 𝑟 𝑐𝑛 𝑥 𝑛+𝑟−1 and 𝑦 ′′ = σ∞
𝑛=0 𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑐𝑛 𝑥 𝑛+𝑟−2 3
substituting the above values 𝑦, 𝑦 ′ and 𝑦 ′′ in 1 , we get
3𝑥𝑦 ′′ + 𝑦 ′ − 𝑦 = 0
3𝑥 σ∞
𝑛=0 𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑐𝑛 𝑥 𝑛+𝑟−2 + σ∞
𝑛=0 𝑛 + 𝑟 𝑐𝑛 𝑥 𝑛+𝑟−1 − σ∞ 𝑐 𝑥 𝑛+𝑟 = 0
𝑛=0 𝑛

3 σ∞
𝑛=0 𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑐𝑛 𝑥 𝑛+𝑟−1 + σ∞
𝑛=0 𝑛 + 𝑟 𝑐𝑛 𝑥 𝑛+𝑟−1 − σ∞ 𝑐 𝑥 𝑛+𝑟 = 0
𝑛=0 𝑛
σ∞
𝑛=0 𝑛 + 𝑟 3𝑛 + 3𝑟 − 2 𝑐𝑛 𝑥
𝑛+𝑟−1 − σ∞ 𝑐 𝑥 𝑛+𝑟 = 0
𝑛=0 𝑛
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Example 4. Find the solution in series of 3𝑥𝑦 ′′ +𝑦 ′ − 𝑦 = 0
σ∞
𝑛=0 𝑛 + 𝑟 3𝑛 + 3𝑟 − 2 𝑐𝑛 𝑥 𝑛+𝑟−1 − σ∞ 𝑐 𝑥 𝑛+𝑟 = 0
𝑛=0 𝑛

𝑥 𝑟 𝑟 3𝑟 − 2 𝑐0 𝑥 −1 + σ∞
𝑛=1 𝑛 + 𝑟 3𝑛 + 3𝑟 − 2 𝑐𝑛 𝑥 𝑛−1
− σ ∞
𝑐
𝑛=0 𝑛 𝑥 𝑛
=0
𝑥 𝑟 𝑟 3𝑟 − 2 𝑐0 𝑥 −1 + σ∞
𝑘=0[ 𝑘 + 𝑟 + 1 3𝑘 + 3𝑟 + 1 𝑐𝑘+1 − 𝑐𝑘 𝑥
𝑘 =0

which implies;
𝑟 3𝑟 − 2 𝑐0 = 0
𝑘 + 𝑟 + 1 3𝑘 + 3𝑟 + 1 𝑐𝑘+1 − 𝑐𝑘 = 0, 𝑘 = 0, 1, 2, … .
Note since nothing is gained by taking 𝑐0 = 0 we have
2
𝑟 3𝑟 − 2 = 0 → 𝑟 = ;𝑟 =0 2
3
𝑐𝑘
𝑐𝑘+1 = , 𝑘 = 0, 1, 2, … . 3
𝑘+𝑟+1 3𝑘+3𝑟+1
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𝑐𝑘 𝑐𝑘
𝑐𝑘+1 = 𝑐𝑘+1 =
3𝑘+5 𝑘+1 𝑘+1 3𝑘+1
From 4 we find From (5) we find,
𝑐0 𝑐0
𝑐1 = 𝑐1 =
5∙1 1∙1
𝑐1 𝑐0 𝑐1 𝑐0
𝑐2 = = 𝑐2 = =
8∙2 2!5∙8 2∙4 2!1∙4
𝑐2 𝑐0 𝑐2 𝑐0
𝑐3 = = 𝑐3 = =
11∙3 3!5∙8∙11 3∙7 3!1∙4∙7
𝑐3 𝑐0 𝑐3 𝑐0
𝑐4 = = 𝑐4 = =
14∙4 4!5∙8∙11∙14 4∙10 4!1∙4∙7∙10
. .
. .
𝑐0 𝑐0
𝑐𝑛 = 𝑐𝑛 =
𝑛!5∙8∙11 3𝑛+2 𝑛!1∙4∙7 3𝑛−2
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the series solution are;

1
𝑦1 𝑥 = 𝑥 2Τ3 1+ ∞
σ𝑛=1 𝑥𝑛
𝑛!5∙8∙11 3𝑛+2

∞ 1
𝑦2 𝑥 = 𝑥0 1+ σ𝑛=1 𝑥𝑛
𝑛!1∙4∙7 3𝑛−2

𝑦 = 𝐶1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥
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Example 5. Find the solution in series of 2𝑥𝑦 ′′ + 1 + 𝑥 𝑦 ′ + 𝑦 = 0
Solution:
2𝑥𝑦 ′′ + 1 + 𝑥 𝑦 ′ + 𝑦 = 0 1
Compare 1 with 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0
1+𝑥 1
here 𝑃 𝑥 = , 𝑄 𝑥 =
2𝑥 2𝑥
Since 𝑃(𝑥) and 𝑄(𝑥) are both analytic at 𝑥 = 0, we have
𝑥 = 0 is a regular singular point.
Consider 𝑦 = σ∞ 𝑐
𝑛=0 𝑛 𝑥 𝑛+𝑟
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Example 5. Find the solution in series of 2𝑥𝑦 ′′ + 1 + 𝑥 𝑦 ′ + 𝑦 = 0
𝑦 = σ∞ 𝑐
𝑛=0 𝑛 𝑥 𝑛+𝑟 2
Differentiating twice in succession we get.
𝑦 ′ = σ∞
𝑛=0 𝑛 + 𝑟 𝑐𝑛 𝑥 𝑛+𝑟−1
and 𝑦 ′′
= σ ∞
𝑛=0 𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑐𝑛 𝑥 𝑛+𝑟−2
3
substituting the above values 𝑦, 𝑦 ′ and 𝑦 ′′ in 1 , we get
2𝑥𝑦 ′′ + 1 + 𝑥 𝑦 ′ − 𝑦 = 0
2𝑥 σ∞
𝑛=0 𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑐𝑛 𝑥 𝑛+𝑟−2 + 1 + 𝑥 σ∞
𝑛=0 𝑛 + 𝑟 𝑐𝑛 𝑥 𝑛+𝑟−1 + σ∞ 𝑐 𝑥 𝑛+𝑟 = 0
𝑛=0 𝑛

2 σ∞
𝑛=0 𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑐𝑛 𝑥
𝑛+𝑟−1 + σ∞
𝑛=0 𝑛 + 𝑟 𝑐𝑛 𝑥
𝑛+𝑟−1 + σ∞
𝑛=0 𝑛 + 𝑟 𝑐𝑛 𝑥
𝑛+𝑟 +

σ∞
𝑛=0 𝑐𝑛 𝑥
𝑛+𝑟
=0
𝑥 𝑟 𝑟 2𝑟 − 1 𝑐0 𝑥 −1 + σ∞
𝑛=1 𝑛 + 𝑟 2𝑛 + 2𝑟 − 1 𝑐𝑛 𝑥 𝑛−1 + σ∞
𝑛=0 𝑛 + 𝑟 + 1 𝑐𝑛 𝑥 𝑛 =0
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Example 5. Find the solution in series of 2𝑥𝑦 ′′ + 1 + 𝑥 𝑦 ′ − 𝑦 = 0
∞ ∞

𝑥 𝑟 𝑟 2𝑟 − 1 𝑐0 𝑥 −1 + ෍ 𝑛 + 𝑟 2𝑛 + 2𝑟 − 1 𝑐𝑛 𝑥 𝑛−1 + ෍ 𝑛 + 𝑟 + 1 𝑐𝑛 𝑥 𝑛 = 0
𝑛=1 𝑛=0

𝑥 𝑟 𝑟 2𝑟 − 1 𝑐0 𝑥 −1 + σ∞
𝑘=0 𝑘 + 𝑟 + 1 2𝑘 + 2𝑟 + 1 𝑐𝑘+1 + 𝑘 + 𝑟 + 1 𝑐𝑘 𝑥 𝑘 =0

which implies;
𝑟 2𝑟 − 1 𝑐0 = 0
𝑘 + 𝑟 + 1 2𝑘 + 2𝑟 + 1 𝑐𝑘+1 + 𝑘 + 𝑟 + 1 𝑐𝑘 = 0, 1, 2, … .
Note since nothing is gained by taking 𝑐0 = 0 we have
1
𝑟 2𝑟 − 1 = 0 → 𝑟 = ; 𝑟 = 0 2
2
𝑐𝑘
𝑐𝑘+1 = , 𝑘 = 0, 1, 2, … . 3
2𝑘+2𝑟+1
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−𝑐𝑘 1 −𝑐𝑘
𝑐𝑘+1 = for 𝑟1 = 𝑐𝑘+1 = for 𝑟2 = 0
2 𝑘+1 2 2𝑘+1
From 4 we find From (5) we find,
−𝑐0 −𝑐0
𝑐1 = 𝑐1 =
2∙1 1
−𝑐 𝑐 −𝑐 𝑐
𝑐2 = 1 = 20 𝑐2 = 1 = 0
2∙2 2 ∙2! 3 1∙3
−𝑐 −𝑐 −𝑐 −𝑐
𝑐3 = 2 = 3 0 𝑐3 = 2 = 0
2∙3 2 ∙3! 5 1∙3∙5
−𝑐 𝑐 −𝑐 𝑐
𝑐4 = 3 = 40 𝑐4 = 3 = 0
2∙4 2 ∙4! 7 1∙3∙5∙7
. .
. .
−1 𝑛 𝑐0 −1 𝑛 𝑐0
𝑐𝑛 = 𝑐𝑛 =
2𝑛 ∙𝑛! 1∙3∙5∙7… 2𝑛−1
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the series solution are;

−1 𝑛 𝑛
𝑦1 𝑥 = 𝑥 1Τ2 1+ ∞
σ𝑛=1 𝑛 𝑥
2 ∙𝑛!

∞ −1 𝑛
𝑦2 𝑥 = 1 + σ𝑛=1 𝑥𝑛
1∙3∙5∙7… 2𝑛−1

The general solution is

𝑦 = 𝐶1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥