Week V: Series Solution of ODEs

Hakan Dogan

Department of Mechanical Engineering

Hacettepe University

MMU604(MMU703) Analytical Methods in Engineering (II)

March 10, 2025

Hakan Dogan MMU604/MMU703 March 10, 2025 1 / 21

 Series solution of ODEs

Legendre, Frobenius and Bessel

Hakan Dogan MMU604/MMU703 March 10, 2025 2 / 21

 Series solution of ODEs

Power series

• Legendre’s equations
• Bessel’s equations
Power series:
∞
∑ am (x − x0 )m = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + ... (1)
m=0

where x0 is the centre of the series.

For x0 = 0,
∞
∑ am x m = a0 + a1 x + a2 x 2 + ... (2)
m=0

Hakan Dogan MMU604/MMU703 March 10, 2025 3 / 21

 Series solution of ODEs

Power series

∞
1
= ∑ x m = 1 + x + x 2 + ... (3)
1 − x m=0
xm
∞
x2 x3
ex = ∑ = 1 + x + + + ... (4)
m=0 m! 2! 3!
(−1)m x 2m
∞
x2 x4
cosx = ∑ (2m)! = 1 − + + ... (5)
m=0 2! 4!
∞
(−1)m x 2m+1 x3 x5
sinx = ∑ = x − + + ... (6)
m=0 (2m + 1)! 3! 5!

Hakan Dogan MMU604/MMU703 March 10, 2025 4 / 21

 Series solution of ODEs

Example:

y′ −y = 0 (7)
We know that solution in the form:

y = ce x (8)

Now, have the same solution by using the power series.

∞
y= ∑ am x m = a0 + a1 x + a2 x 2 + ... (9)
m=0

∞
y′ = ∑ mam x m−1 = a1 + 2a2 x + 3a3 x 2 + ... (10)
m=1
∞
y ′′ = ∑ m(m − 1)am x m = 2a2 + 6a32 + 12a43 + ... (11)
m=2

Hakan Dogan MMU604/MMU703 March 10, 2025 5 / 21

 Series solution of ODEs

Method in general

Standard form:
y ′′ + P(x)y ′ + Q(x)y = 0 (12)
• Express P(x) and Q(x) in power series if they are not polynomial
• Collect same powers of x and equate the sum of the coefficients of
each power of x to zero.
• Determine unknown coefficients (a0 , a1 , ...)

Hakan Dogan MMU604/MMU703 March 10, 2025 6 / 21

 Series solution of ODEs

Convergence

nth partial sum:

sn (x) = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + ... + an (x − x0 )n (13)

the rest is the remainder:

Rn (x) = an+1 (x − x0 )n+1 + an+2 (x − x0 )n+2 + ... (14)

The sequence converges if limn→∞ sn (x1 ) = s(x1 ).

In the case of convergence:

|Rn (x)| = |s(x1 ) − sn (x)| < ε (15)

Hakan Dogan MMU604/MMU703 March 10, 2025 7 / 21

 Series solution of ODEs

More about convergence

R: Radius of convergence
The series converges for all x

|x − x0 | < R → converges
|x − x0 | > R → diverges

If R = ∞, convergence for all x (best possible case), If R = 0, convergence

only at the centre (useless).

Hakan Dogan MMU604/MMU703 March 10, 2025 8 / 21

 Legendre’s Equation

Legendre’s Equation

Legendre’s differential equation:

1 − x 2 y ′′ − 2xy ′ + n(n + 1)y = 0

(16)

Written in the standard form:

2x n(n + 1)
y ′′ − 2
y′ + y =0 (17)
1−x 1 − x2
P(x) and Q(x) are analytic at x = 0.
Assume the solution as y = ∑∞ m
m=0 am x .

n(n + 1) 2 + n(n + 1)
a2 = a0 , a3 = a1 (18)
2 6

Hakan Dogan MMU604/MMU703 March 10, 2025 9 / 21

 Legendre’s Equation

Legendre’s Equation

(n − s)(n + s + 1)
as+2 = − as (19)
(s + 2)(s + 1)
Recurrence relation.

(n − 2)(n + 3) (n − 3)(n + 4)
a4 = − a2 , a5 = − a3 (20)
4×3 5×4
Solution: ∞
y (x) = ∑ am x m → y (x) = a0 y1 (x) + a1 y2 (x) (21)
m=0

n(n + 1) 2 (n − 2)n(n + 1)(n + 3) 4

y1 (x) = 1 − x + x − ... (22)
2! 4!
(n − 1)(n + 2) 3 (n − 3)(n − 1)(n + 2)(n + 4) 5
y2 (x) = x − x + x − ... (23)
3! 5!
Hakan Dogan MMU604/MMU703 March 10, 2025 10 / 21
 Legendre’s Equation

Legendre’s Polynomial

For non-negative integer n values, either y1 (x) or y2 (x) becomes finite

(the series terminates).
The coefficient is obtained:
(2n − 2m)!
an−2m = (−1)m
2n m!(n − m)!(n − m)!

Using the above expression, the resulting solution of Legendre’s DE is

called the Legendre Polynomial of degree n and is denoted by Pn (x)
M
(2n − 2m)!
Pn (x) = ∑ (−1)m 2n m!(n − m)!(n − m)! x n−2m
m=0
(2n)! n (2n − 2)!
= n 2
x − n x n−2 + ...
2 (n!) 2 1!(n − 1)!(n − 2)!

Hakan Dogan MMU604/MMU703 March 10, 2025 11 / 21

 Bessel’s Equation

Frobenius Method

Standard form:
y ′′ + P(x)y ′ + Q(x)y = 0 (24)
P(x) and Q(x) are analytic at x = 0.
Even if the coefficients are not analytic, they can still be solved by the
series.

b(x) ′ c(x)
y ′′ +
y + 2 y =0 (25)
x x
b(x) and c(x) have to be analytic at x = 0.
Solution: ∞
y = xr ∑ am x m = x r (a0 + a1 x + a2 x 2 + ...) (26)
m=0

r is chosen so that a0 ̸= 0.

Hakan Dogan MMU604/MMU703 March 10, 2025 12 / 21

 Bessel’s Equation

Frobenius Method

b(x) ′ c(x)
y ′′ + y + 2 y =0 (27)
x x

x 2 y ′′ + xb(x)y ′ + c(x)y = 0 (28)

• Expand b(x) and c(x) in power series (b0 + b1 x + ...) and
(c0 + c1 x + ...), if they are not polynomial.
• Collect the same powers of x and equate the sum of the coefficients
of each power of x to zero.
• Solve the indicial equation to determine its roots.

Hakan Dogan MMU604/MMU703 March 10, 2025 13 / 21

 Bessel’s Equation

Frobenius Method

Solution: ∞
y = xr ∑ am x m = x r (a0 + a1 x + a2 x 2 + ...) (29)
m=0
∞
y′ = ∑ (m + r )am x (m+r −1) = x r −1 (ra0 + (r + 1)a1 x + ...) (30)
m=0

∞
y ′′ = ∑ (m +r )(m +r −1)am x (m+r −2) = x r −2 (r (r −1)a0 +(r +1)ra1 x +...)
m=0
(31)

Hakan Dogan MMU604/MMU703 March 10, 2025 14 / 21

 Bessel’s Equation

Frobenius Method

Substituting the terms into the ODE yields:

x r → [r (r − 1) + b0 r + c0 ]a0 = 0

which is called the Indicial equation.

There are 3 possible cases:
• Case 1: distinct roots not differing by an integer
• Case 2: double root
• Case 3: roots differing by an integer

Hakan Dogan MMU604/MMU703 March 10, 2025 15 / 21

 Bessel’s Equation

Bessel’s Equation

x 2 y ′′ + xy ′ + (x 2 − ν 2 )y = 0 (32)
where ν ≥ 0 (real number). The solution:
∞
y (x) = ∑ am x m+r (a0 ̸= 0) (33)
m=0

Then, the indicial equation can be written:

(r + ν)(r − ν) = 0 (34)

The roots are r1 = ν(≥ 0) and r2 = −ν.

Hakan Dogan MMU604/MMU703 March 10, 2025 16 / 21

 Bessel’s Equation

Bessel’s Equation

For r = r1 = ν, it is found that a1 = 0, a3 = 0, a5 = 0.... Only

even-numbered coefficients are non-zero and a recursion formula can be
derived:
(−1)m ao
a2m = m = 1, 2, ... (35)
22m m!(ν + 1)(ν + 2)...(ν + m)

where a0 is arbitrary constant.

For integer values of ν (n)

(−1)m ao
a2m = m = 1, 2, ... (36)
22m m!(n + 1)(n + 2)...(n + m)

Hakan Dogan MMU604/MMU703 March 10, 2025 17 / 21

 Bessel’s Equation

Bessel’s Equation

The solution can be obtained as

∞
(−1)m x 2m
Jn (x) = x n ∑ 2m+n m!(n + m)!
n≥0 (37)
m=0 2

Jn (x) is called the Bessel function of the first kind of order n.

Hakan Dogan MMU604/MMU703 March 10, 2025 18 / 21

 Bessel’s Equation

Bessel’s Equation

Bessel function Jν (x) for any ν ≥ 0:

∞
(−1)m x 2m
Jν (x) = x ν ∑ 2m+ν m!Γ(ν + m + 1)
(38)
m=0 2

Jν (x) is called the Bessel function of the first kind of order ν.

Bessel function Jν (x) with half-integer ν:
r
2
J1/2 (x) = sin x
πx
r
2
J−1/2 (x) = cos x
πx

Hakan Dogan MMU604/MMU703 March 10, 2025 19 / 21

 Bessel’s Equation

Bessel’s Equation

For a general solution, a second linearly independent solution is required.

If ν is not an integer, by replacing ν by −ν provides the second solution:
∞
(−1)m x 2m
J−ν (x) = x −ν ∑ 2m−ν m!Γ(m − ν + 1)
(39)
m=0 2

Therefore, the general solution:

y (x) = c1 Jν (x) + c2 J−ν (x) (40)

However, for any integer ν = n, solutions become linearly dependent:

J−n (x) = (−1)n Jn (x) n = 1, 2, ... (41)

Hakan Dogan MMU604/MMU703 March 10, 2025 20 / 21

 Bessel’s Equation

Bessel’s Equation

Bessel function of the second kind Yν (x):

1
Yν (x) = [Jν (x) cos νπ − J−ν(x) ] (42)
sin νπ
or for integer value:

2  x  x n ∞ (−1)m−1 (h + h
m m+n
Yn (x) =
π
Jn (x) ln + γ +
2 ∑ 22m+n m!(m + n)! x 2m
π m=0
x −n n−1 (n − m − 1)! 2m
− ∑ 22m−n m! x
π m=0

A general solution of Bessel’s equation for all values of ν is

y (x) = C1 Jν (x) + C2 Yν (x) (43)

Hakan Dogan MMU604/MMU703 March 10, 2025 21 / 21