Department of Mathematical Sciences

Rajiv Gandhi Institute Of Petroleum Technology, Jais

DIFFERENTIAL EQUATIONS (MA 121)

Week 3 / February 2025 Problem Set 6 GR,SD

Ordinary Differential Equations (ODE)

Series solutions of second order linear ODE

■ Tutorial Problems.

1. Find all ordinary and singular points of the given equations.

d2 y dy 1 d2 y dy
i) ( x − 1) +x + y=0 ii) ( x2 − 1) + 3x + xy = 0
dx2 dx x dx2 dx
d2 y dy d2 y dy
iii) ( x2 + 1) 2 + x + xy = 0 iv) ( x3 − 1) 2 + x2 + xy = 0
dx dx dx dx

2. Find power series solutions in powers of x of each of the given differential equations.

dy d2 y dy
i) +y = 0 ii) 2
+x +y = 0
dx dx dx
d2 y dy d2 y dy
iii) 2 + x + ( x 2 − 4) y = 0 iv) ( x3 − 1) 2 + x2 + xy = 0
dx dx dx dx
d2 y dy
v) ( x − 1) 2 − (3x − 2) + 2xy = 0
dx dx

3. Find power series solutions to each of the given initial value problems.
d2 y dy
i) dx2
− x dx − y = 0, y(0) = 1, y ′ (0) = 0
d2 y dy
ii) (2x2 − 3) dx2 − 2x dx + y = 0, y(0) = −1, y ′ (0) = 5

4. Consider the Hermite’s equation

y′′ − 2xy′ + 2py = 0,
where p is a constant.

i) Find the ordinary and singular points of this equation.

ii) Show that
2p 2 22 p( p − 2) 4 23 p( p − 2)( p − 4) 6
y1 ( x ) = 1 − x + x − x +···
2! 4! 6!
and
2( p − 1) 3 22 ( p − 1)( p − 3) 5 23 ( p − 1)( p − 3)( p − 5) 7
y2 ( x ) = x − x + x − x +···
3! 5! 7!
are two independent solutions of the Hermite’s equation, and therefore the general solution
is y( x ) = a0 y1 ( x ) + a1 y2 ( x ).
iii) If p is a positive integer, then one of these series terminates and is thus a polynomial — y1 ( x )
if p is even, and y2 ( x ) if p is odd — while the other remains an infinite series. Verify that for
2 4 4 4
p = 0, 1, 2, 3, 4, 5, these polynomials are 1, x, 1 − 2x2 , x − x3 , 1 − 4x2 + x4 , x − x3 + x5 .
3 3 3 15
 2

iv) It is clear that the only polynomial solutions of Hermite’s equation are constant multiples of
the polynomials described in iii). Note that, those constant multiples with the property that the
terms containing the highest powers of x are of the form 2n x n are denoted by Hn ( x ) and called
the Hermite polynomials. Verify that H0 ( x ) = 1, H1 ( x ) = 2x, H2 ( x ) = 4x2 − 2, H3 ( x ) = 8x3 − 12x,
H4 ( x ) = 16x4 − 48x2 + 12, and H5 ( x ) = 32x5 − 160x3 + 120x.
v) Verify that the polynomials listed in iv) are given by the general formula

2 d n − x2
Hn ( x ) = (−1)n e x e .
dx n

5. Consider the Legendre’s equation

1 − x2 y′′ − 2xy′ + p( p + 1)y = 0,

where p is a constant.

i) Find the ordinary and singular points of this equation.

ii) Show that
p( p + 1) 2 p( p − 2)( p + 1)( p + 3) 4 p( p − 2)( p − 4)( p + 1)( p + 3)( p + 5) 6
y1 ( x ) = 1 − x + x − x +···
2! 4! 6!
and
( p − 1)( p + 2) 3 ( p − 1)( p − 3)( p + 2)( p + 4) 5 ( p − 1)( p − 3)( p − 5)( p + 2)( p + 4)( p + 6) 7
y2 ( x ) = x − x + x − x +···
3! 5! 7!
are two independent solutions of the Legendre’s equation, and therefore the general solution
is y( x ) = a0 y1 ( x ) + a1 y2 ( x ).
iii) If p is a non-negative integer, then one of these series terminates and is thus a polynomial of
degree p — y1 ( x ) if p is even, and y2 ( x ) if p is odd — while the other remains an infinite series.

6. Find power series solutions in powers of x − 1 to each of the following equations.

d2 y dy
i) x2 dx2 + x dx + y = 0
d2 y dy
ii) x dx2 + dx + 2y = 0
7. Find all regular and irregular singular points of the given equations.

d2 y dy d2 y dy
i) x2 ( x − 2)2 + 2( x − 2) + ( x + 1) y = 0 ii) ( x2 − 3x ) + ( x + 2) +y = 0
dx2 dx dx2 dx
d2 y dy d2 y dy
iii) ( x3 + x2 ) 2 + ( x2 − 2x ) + 4y = 0 iv) ( x4 − 2x3 + x2 ) 2 + 2( x − 1) + x2 y = 0
dx dx dx dx
d2 y dy
v) ( x5 + x4 − 6x3 ) 2 + x2 + ( x − 2) y = 0
dx dx
■ Assignment Problems1
1. Consider the Chebyshev’s equation

1 − x2 y′′ − xy′ + p2 y = 0,

where p is a constant.

i) Find the ordinary and singular points of this equation.

ii) Find the two independent series solutions of the Chebyshev’s equation.
iii) Show that if p = n where n is an integer ≥ 0, then there is a polynomial solution of degree n.
When these are multiplied by suitable constants, they are called the Chebyshev’s polynomials.

2. Verify that the Legendre polynomial of degree n, Pn ( x ) follow the (Rodrigues’) formula

1 dn
n
Pn ( x ) = n n
x2 − 1 .
2 n! dx

—×—

1 One can go through Chapter 8 of DIFFERENTIAL EQUATIONS WITH APPLICATIONS AND HISTORICAL NOTES by

George F. Simmons for more information on these special polynomials.