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
POWER SERIES (SERIES SOLUTIONS)

The solutions of differential equations with variable

coefficients such as Legendre’s equation, Bessel’s equation, etc.,
cannot be expressed in terms of standard functions. However, in
such cases, the solution can be obtained in the form of an infinite
series in terms of independent variables.
In this topic, the series solution method can defi ned in two ways:
(𝑖) Power-series method
(𝑖𝑖) General series-solution method (Frobenius method)
POWER SERIES (SERIES SOLUTIONS)
1.1 CLASSIFICATION OF SINGULARITIES
Consider a homogeneous linear second-order differential equation
with variable coefficients:
𝑑2𝑦 𝑑𝑦
𝑎𝑜 𝑥 + 𝑎1 𝑥 + 𝑎2 𝑥 𝑦 = 0 1 ; 𝑎0 ≠ 0
𝑑𝑥 2 𝑑𝑦
we can write the equation 1 in the form of
𝑑2 𝑦 𝑑𝑦
+𝑃 𝑥 +𝑄 𝑥 𝑦 =0 2
𝑑𝑥 2 𝑑𝑦
𝑎1 𝑥 𝑎2 𝑥
where 𝑃 𝑥 = , 𝑄 𝑥 =
𝑎0 𝑥 𝑎0 𝑥
POWER SERIES (SERIES SOLUTIONS)

1.1.1 Analytic Function

A function 𝑓(𝑥) is said to be analytic at 𝑥0 if 𝑓(𝑥) has Taylor’s
series expansion about 𝑥0 such that
∞ 𝑓𝑛 𝑥0
σ𝑛=0 𝑥 − 𝑥0 𝑛 exist and converges to 𝑓(𝑥) for all 𝑥
𝑛!
in the interval including 𝑥0 .
Hence, we find that all polynomial functions, 𝑒 𝑥 , sin 𝑥, cos 𝑥, 𝑠𝑖𝑛ℎ𝑥
and cosh 𝑥 are analytic everywhere. A rational function is analytic
except at those values of 𝑥 at which its denominator is zero, for
example, the rational function defined by
𝑥
is analytic everywhere except at 𝑥 = 1 and 𝑥 = 2.
𝑥 2 −3𝑥+2
POWER SERIES (SERIES SOLUTIONS)

1.2 ORDINARY AND SINGULAR POINTS

A point 𝑥 = 𝑥0 is called an ordinary point of the equation
𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0 (3)
if both the function 𝑃 𝑥 and 𝑄 𝑥 are analytic at 𝑥 = 𝑥0 .
If the point 𝑥 = 𝑥0 is not an ordinary point of the Differential
Equation (3) then it is called a singular point of the DE equation
(3) there are two types of singular points.
𝑖 Regular singular points
𝑖𝑖 Irregular singular points.
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1.2 ORDINARY AND SINGULAR POINTS

A singular point 𝑥 = 𝑥0 of the Differential Equation (DE) (3) is
called 𝑎 𝑟𝑒𝑔𝑢𝑙𝑎𝑟 𝑠𝑖𝑛𝑔𝑢𝑙𝑎𝑟 𝑝𝑜𝑖𝑛𝑡 of the (DE) (3) if both
(𝑥 = 𝑥0 )𝑃(𝑥) and (𝑥 = 𝑥0 )2 𝑄(𝑥) are analytic at 𝑥 = 𝑥0 . A
singular point which is not regular is called an 𝑖𝑟𝑟𝑒𝑔𝑢𝑙𝑎𝑟 𝑝𝑜𝑖𝑛𝑡.
POWER SERIES (SERIES SOLUTIONS)

Example 01.
Show that 𝑥 = 0 and 𝑥 = −1 are singular points of
𝑥 2 𝑥 + 1 2 𝑦 ′′ + 𝑥 2 − 1 𝑦 ′ + 2𝑦 = 0 where the first is irregular
and the other is regular.
Solution:
Dividing by 𝑥 2 𝑥 + 1 2 , the given equation becomes
𝑥−1 2
𝑦 ′′ + 2 𝑦′ + 2 2 𝑦 =0 1
𝑥 𝑥+1 𝑥 𝑥+1

Comparing 1 with 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0
POWER SERIES (SERIES SOLUTIONS)

Example 01.
𝑥−1 2
𝑦 ′′ + 𝑦′ + 2 𝑦 =0 1
𝑥 2 𝑥+1 𝑥 𝑥+1 2

Comparing 1 with 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0
𝑥−1 2
𝑃 𝑥 = and 𝑄 𝑥 =
𝑥 2 𝑥+1 𝑥 2 𝑥+1 2

Since both 𝑃(𝑥) and 𝑄(𝑥) are undefined at 𝑥 = 0 and

𝑥 = – 1. Hence, 𝑥 = 0 and 𝑥 = – 1 are both singular points.
POWER SERIES (SERIES SOLUTIONS)
Example 02.
Determine whether 𝑥 = 0 is an ordinary or a regular singular
point of the differential equation
2𝑥 2 𝑦 ′′ + 7𝑥 𝑥 + 1 𝑦 ′ − 3𝑦 = 0
Solution:
Dividing by 2𝑥 2 , the given equation becomes
7 𝑥+1 3
𝑦 ′′ + 𝑦′ − 2𝑦 =0 1
2𝑥 2𝑥
7 𝑥+1 3
Hence, 𝑃 𝑥 = and 𝑄 𝑥 = − 2
2𝑥 2𝑥
POWER SERIES (SERIES SOLUTIONS)

Example 02.
Since both 𝑃(𝑥) and 𝑄(𝑥) are undefined at 𝑥 = 0, we have
𝑃(𝑥) and 𝑄(𝑥) are not analytic at 𝑥 = 0. Thus, 𝑥 = 0 is not an
ordinary point and so 𝑥 = 0 is a singular point.
7 𝑥+1 2𝑄 3
Also, 𝑥– 0 𝑃 𝑥 = , 𝑥−0 𝑥 = −
2 2
Both 𝑥– 0 𝑃 𝑥 and 𝑥 − 0 2 𝑄 𝑥 are analytic at 𝑥 = 0.
Hence, 𝑥 = 0 is regular singular point.
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1.3 POWER SERIES

An infinite series of the form
σ∞
𝑛=0 𝑐𝑛 𝑥 − 𝑥0
𝑛 = 𝑐0 + 𝑐1 𝑥 − 𝑥0 + 𝑐 2 𝑥 − 𝑥0 2 +⋯.. 4
is called a 𝑝𝑜𝑤𝑒𝑟 𝑠𝑒𝑟𝑖𝑒𝑠 in 𝑥 − 𝑥0 . The constants 𝑐0 , 𝑐1 , 𝑐2 ,..
are known as the 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑠 and 𝑥0 is called the 𝑐𝑒𝑛𝑡𝑒𝑟 𝑜𝑓
𝑡ℎ𝑒 𝑝𝑜𝑤𝑒𝑟 𝑠𝑒𝑟𝑖𝑒𝑠 4 . Since 𝑛 takes only positive integral
values, the power series 4 does not contain negative or
fractional powers. So power series 4 contains only positive
powers.
POWER SERIES
1.3 POWER SERIES
The power series 4 converges (absolutely) for |𝑥| < 𝑅,
where
𝑐𝑛
𝑅 = lim , provided the limit exists. (5)
𝑛→∞ 𝑐𝑛+1
𝑅 is said to be the radius of convergence of the power series
(4). The interval (– 𝑅, 𝑅) is said to be the interval of
convergence.
𝑅𝑒𝑠𝑢𝑙𝑡 1 A power series represents a continuous function within
its interval of convergence.
𝑅𝑒𝑠𝑢𝑙𝑡 2 A power series can be differentiated termwise in its
interval of convergence.
POWER SERIES
1.4 POWER-SERIES SOLUTION ABOUT THE ORDINARY
POINT 𝑥 = 𝑥0
Consider the equation
𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0 (6)
Then 𝑥 = 𝑥0 is an ordinary point of (6) and has two nontrivial
linearly independent power series solutions of the form
σ∞ 𝑐
𝑛=0 𝑛 𝑥 − 𝑥0
𝑛 (7)
And these power series converge in some interval of
convergence |𝑥 – 𝑥0 | < 𝑅, about 𝑥0 . In order to get the
coefficient 𝑐𝑛 𝑠 is (2), we take
POWER SERIES
1.4 POWER-SERIES SOLUTION ABOUT THE ORDINARY
POINT 𝑥 = 𝑥0
𝑦 = σ∞
𝑛=0 𝑐𝑛 𝑥 − 𝑥0
𝑛
(8)
Differentiating (8) twice in succession w.r.t. x, we have
𝑦 ′ = σ∞
𝑛=0 𝑛𝑐𝑛 𝑥 − 𝑥0
𝑛−1 and 𝑦 ′′ = σ∞
𝑛=0 𝑛 𝑛 − 1 𝑐𝑛 𝑥 − 𝑥0
𝑛−2 9
Putting the above values of 𝑦 , 𝑦 ′ , and 𝑦 ′′ in (6), we get an
equation of the form
𝐴0 + 𝐴1 𝑥 − 𝑥0 + 𝐴2 𝑥 − 𝑥0 2 + … . … + 𝐴𝑛 𝑥 − 𝑥0 𝑛 (10)
where the coefficients 𝐴0 , 𝐴1 , 𝐴2 ……, etc., are now some functions of the
coeffi cients 𝑐0 , 𝑐1 , 𝑐2 , …, etc. Since (10) is an identity, all the coefficients
𝐴0 , 𝐴1 , 𝐴2 ……, of (10) must be zero, i.e.,
POWER SERIES

1.4 POWER-SERIES SOLUTION ABOUT THE ORDINARY

POINT 𝑥 = 𝑥0
𝐴0 = 0, 𝐴1 = 0, 𝐴2 = 0, … . 𝐴𝑛 = 0 11
Solving Eq. (11),we obtain the coefficients of (8) in terms of
𝑐0 and 𝑐1 and , Substituting these coefficients in (8), we obtain
the required series solution (6) in powers of (𝑥 – 𝑥0 ).
POWER SERIES
Example 1. Find the solution in series of 𝑦 ′′ + 𝑥𝑦 = 0
Solution:
𝑦 ′′ + 𝑥𝑦 = 0 1
Compare 1 with 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0
here 𝑃 𝑥 = 𝑥,
Since 𝑃(𝑥) is analytic at 𝑥 = 0, we have 𝑥 = 0 is an ordinary point.
Consider 𝑦 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + … = σ∞
𝑛=0 𝑐𝑛 𝑥 𝑛
2
Differentiating twice in succession we get.
𝑦 ′ = σ∞
𝑛=0 𝑛𝑐𝑛 𝑥 𝑛−1 and 𝑦 ′′ = σ∞ 𝑛 𝑛 − 1 𝑐 𝑥 𝑛−2
𝑛=0 𝑛 3
substituting the above values 𝑦, and 𝑦 ′′ in 1 , we get
POWER SERIES

Example 1.
Substituting 𝑦 and 𝑦 ′′ to the differential equation 1
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 𝑥 𝑛+1
𝑛=0 𝑛 4
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 5
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Example 1.
At this point we invoke the identity property. Since (5) 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 … … . (6)
Now 2𝑐2 = 0 obviously dictates that 𝑐2 = 0 . But the expression in (6),
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 (6) for 𝑐𝑘+2 in terms of
𝑐𝑘−1 .
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Example 1.
𝑐𝑘−1
𝑐𝑘+2 = − , 𝑘 = 1,2,3 … … . (7) 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):
𝑐0 𝑐3 𝑐0
when: 𝑘 = 1, 𝑐3 = − 𝑘 = 4, 𝑐6 = − =
2∙3 5∙6 2∙3∙5∙6
𝑐 𝑐 𝑐1
𝑘 = 2, 𝑐4 = − 1 𝑘 = 5, 𝑐7 = − 4 =
3∙4 6∙7 3∙4∙6∙7
𝑐2
𝑘 = 3, 𝑐5 = − but 𝑐2 = 0
4∙5
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Example 1.
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
𝑐0 𝑐1 𝑐
𝑦 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + − 𝑥3 + − 𝑥 4 + − 2 𝑐5 𝑥 5 +
2∙3 3∙4 4∙5
𝑐0 𝑐1 𝑐0 𝑐1
+ 𝑥6 + 𝑥7 +0− 9
𝑥 − 𝑥 10 +0+
2∙3∙5∙6 3∙4∙6∙7 2∙3∙5∙6∙8∙9 3∙4∙6∙7∙9∙10
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 − 𝑥 + 𝑥6 − 𝑥 9 +. . = 1 + σ𝑘=1 𝑥 3𝑘
2∙3 2∙3∙5∙6 2∙3∙5∙6∙8∙9 2∙3... 3𝑘−1 3𝑘
1 4 1 1 ∞ −1 𝑘
𝑦2 𝑥 = 𝑥 − 𝑥 + 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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Example 1.
Hence the series solution of 𝑦 ′′ + 𝑥𝑦 = 0 is
𝑦 = 𝑐0 𝑦1 𝑥 + 𝑐1 𝑦2 𝑥 ,
∞ −1 𝑘 ∞ −1 𝑘
𝑦 = 𝑐0 1 + σ𝑘=1 𝑥 3𝑘 + 𝑐1 𝑥 + σ𝑘=1 𝑥 3𝑘+1 ans.
2∙3... 3𝑘−1 3𝑘 3∙4... 3𝑘 3𝑘+1