Ch 5.

2: Series Solutions
Near an Ordinary Point, Part I

• In Chapter 3, we examined methods of solving second

order linear differential equations with constant coefficients.
• We now consider the case where the coefficients are
functions of the independent variable, which we will denote
by x.
• It is sufficient to consider the homogeneous equation
d2y dy
P ( x) 2  Q ( x)  R ( x) y  0,
dx dx
since the method for the nonhomogeneous case is similar.
• We primarily consider the case when P, Q, R are
polynomials, and hence also continuous.
• However, as we will see, the method of solution is also
applicable when P, Q and R are general analytic functions.
 Ordinary Points
Assume P, Q, R are polynomials with no common factors, and
that we want to solve the equation below in a neighborhood of
a point of interest x0:
d2y dy
P( x) 2  Q( x)  R( x) y  0
dx dx
The point x0 is called an ordinary point if P(x0)  0. Since P is
continuous, P(x)  0 for all x in some interval about x0. For x in
this interval, divide the differential equation by P to get
d2y dy Q( x) R( x)
 p ( x )  q ( x ) y  0, where p ( x )  , q ( x ) 
dx 2 dx P( x) P( x)
Since p and q are continuous, Theorem 3.2.1 says there is a
unique solution, given initial conditions y(x0) = y0, y'(x0) = y0'
 Singular Points
Suppose we want to solve the equation below in some
neighborhood of a point of interest x0:
d2y dy Q( x) R( x)
 p ( x )  q ( x ) y  0, where p ( x )  , q ( x ) 
dx 2 dx P( x) P( x)
The point x0 is called an singular point if P(x0) = 0.
Since P, Q, R are polynomials with no common factors, it
follows that Q(x0)  0 or R(x0)  0, or both.
Then at least one of p or q becomes unbounded as x  x0,
and therefore Theorem 3.2.1 does not apply in this situation.
Sections 5.4 through 5.8 deal with finding solutions in the
neighborhood of a singular point.
Series Solutions Near Ordinary Points

In order to solve our equation near an ordinary point x0,

d2y dy
P( x) 2  Q( x)  R( x) y  0
dx dx
we will assume a series representation of the unknown
solution function y:

y ( x )   a n ( x  x0 ) n
n 0

As long as we are within the interval of convergence, this

representation of y is continuous and has derivatives of all
orders.
 Example 1: Series Solution (1 of 8)

Find a series solution of the equation

y   y  0,    x  
Here, P(x) = 1, Q(x) = 0, R(x) = 1. Thus every point x is an
ordinary point. We will take x0 = 0.
Assume a series solution of the form

y ( x )   an x n
n 0
Differentiate term by term to obtain
  
y ( x )   an x , y ( x )   nan x
n n 1
, y ( x )   nn  1an x n  2
n 0 n 1 n2

Substituting these expressions into the equation, we obtain

 

 nn  1an x
n2
n2
  an x n  0
n 0
Example 1: Combining Series (2 of 8)

Our equation is
 

 nn  1an x
n2
n2
  an x n  0
n 0

Shifting indices, we obtain

 

 n  2n  1a
n 0
n2 x n
  a n
n 0
x n
0

or


 n  2 n  1a n2  a n  x n

0
n 0
Example 1: Recurrence Relation (3 of 8)
Our equation is


 n  2 n  1a n2  a n  x n

0
n 0

For this equation to be valid for all x, the coefficient of each

power of x must be zero, and hence
n  2n  1an  2  an  0, n  0,1, 2, ...
or
 an
an  2  , n  0,1, 2, ...
n  2n  1
This type of equation is called a recurrence relation.
Next, we find the individual coefficients a0, a1, a2, …
Example 1: Even Coefficients (4 of 8)

To find a2, a4, a6, …., we proceed as follows:

a0
a2   ,
2 1
a a0
a4   2  ,
4  3 4  3  2 1
a a0
a6   4   ,
65 6  5  4  3  2 1


a2 k 
 1 a0
k
, k  1, 2, 3, ...
(2k )!
 Example: Odd Coefficients (5 of 8)

To find a3, a5, a7, …., we proceed as follows:

a1
a3   ,
3 2
a3 a1
a5    ,
5  4 5  4  3  2 1
a5 a1
a7    ,
76 7  6  5  4  3  2 1


a2 k 1 
 1k a1 , k  1, 2, 3, ...
(2k  1)!
 Example 1: Solution (6 of 8)

• We now have the following information:

k k

( 1) ( 1)
y ( x)   an x n , where a2 k  a0 , a2 k 1  a1
n 0 ( 2k ) ! (2k  1) !
• Thus

(1) n 2 n 
(1) n 2 n 1
y ( x )  a0  x  a1  x
n  0 ( 2n) ! n  0 ( 2n  1) !

• Note: a0 and a1 are determined by the initial conditions.

(Expand series a few terms to see this.)
• Also, by the ratio test it can be shown that these two
series converge absolutely on (-, ), and hence the
manipulations we performed on the series at each step
are valid.
Example 1: Functions Defined by IVP (7 of 8)

• Our solution is

(1) n 2 n 
(1) n 2 n 1
y ( x )  a0  x  a1  x
n  0 ( 2n) ! n  0 ( 2n  1) !

• From Calculus, we know this solution is equivalent to

y ( x )  a0 cos x  a1 sin x
• In hindsight, we see that cos x and sin x are indeed
fundamental solutions to our original differential equation
y   y  0,    x  
• While we are familiar with the properties of cos x and sin
x, many important functions are defined by the initial
value problem that they solve.
 Example 1: Graphs (8 of 8)
• The graphs below show the partial sum approximations
of cos x and sin x.
• As the number of terms increases, the interval over
which the approximation is satisfactory becomes longer,
and for each x in this interval the accuracy improves.
• However, the truncated power series provides only a
local approximation in the neighborhood of x = 0.
 Example 2: Airy’s Equation (1 of 10)

Find a series solution of Airy’s equation about x0 = 0:

y  xy  0,    x  
Here, P(x) = 1, Q(x) = 0, R(x) = - x. Thus every point x is an
ordinary point. We will take x0 = 0.
Assuming a series solution and differentiating, we obtain
  
y ( x )   an x , y ( x )   nan x
n n 1
, y ( x )   nn  1an x n  2
n 0 n 1 n2

Substituting these expressions into the equation, we obtain

 

 nn  1an x
n2
n2
  an x n 1  0
n 0
Example 2: Combine Series (2 of 10)

Our equation is
 

 nn  1an x
n2
n2
  an x n 1  0
n 0

Shifting the indices, we obtain

 

 n  2n  1an 2 x
n 0
n
  an 1 x n  0
n 1

or

2 1  a2   n  2 n  1 an  2  an 1  x n  0
n 1
Example 2: Recurrence Relation (3 of 10)

Our equation is

2 1  a2   n  2 n  1 an  2  an 1  x n  0
n 1

For this equation to be valid for all x, the coefficient of each

power of x must be zero; hence a2 = 0 and
an 1
an  2  , n  1, 2, 3,...
n  2n  1
or
an
an  3  , n  0,1, 2, ...
n  3n  2
 Example 2: Coefficients (4 of 10)

We have a2 = 0 and
an
an  3  , n  0,1, 2, ...
n  2n  3
For this recurrence relation, note that a2 = a5 = a8 = … = 0.

Next, we find the coefficients a0, a3, a6, ….

We do this by finding a formula a3n, n = 1, 2, 3, …

After that, we find a1, a4, a7, …, by finding a formula for

a3n+1, n = 1, 2, 3, …
 Example 2: Find a3n (5 of 10)

Find a3, a6, a9, ….

a0 a a0 a a0
a3  , a6  3  , a9  6  ,
23 5 6 2 35 6 89 2 35 6 89

The general formula for this sequence is

a0
a3 n  , n  1, 2, ...
2  3  5  6  (3n  4)(3n  3)(3n  1)(3n)
 Example 2: Find a3n+1 (6 of 10)

Find a4, a7, a10, …

a1 a a1 a a1
a4  , a7  4  , a10  7  ,
3 4 6  7 3 4  6  7 9 10 3  4  6  7  9 10

The general formula for this sequence is

a1
a3n 1  , n  1, 2, ...
3  4  6  7  (3n  3)(3n  2)(3n)(3n  1)
Example 2: Series and Coefficients (7 of 10)

• We now have the following information:

 
y ( x)   an x  a0  a1 x   an x n
n

n 0 n 3

where a0, a1 are arbitrary, and

a0
a3 n  , n  1, 2, ...
2  3  5  6  (3n  4)(3n  3)(3n  1)(3n)
a1
a3n 1  , n  1, 2, ...
3  4  6  7  (3n  3)(3n  2)(3n)(3n  1)
 Example 2: Solution (8 of 10)

• Thus our solution is

 
x 3n   
x 3n 1 
y ( x)  a0 1    1 
 a x  
 n 1 2  3 (3 n  1)(3n )   n 1 3  4  (3 n )( 3n  1) 
where a0, a1 are arbitrary (determined by initial
conditions).
• Consider the two cases
(1) a0 =1, a1 = 0  y(0) = 1, y'(0) = 0
(2) a0 =0, a1 = 1  y(0) = 0, y'(0) = 1
• The corresponding solutions y1(x), y2(x) are linearly
independent, since W(y1, y2)(0) =1  0, where
y1 (0) y2 (0)
W ( y1 , y2 )(0)   y1 (0) y2 (0)  y1 (0) y2 (0)
y1 (0) y2 (0)
Example 2: Fundamental Solutions (9 of 10)

• Our solution:
 
x 3n   
x 3n 1 
y ( x)  a0 1     a1  x   
 n 1 2  3  (3 n  1)(3n )   n 1 3  4  (3 n )( 3n  1) 

• For the cases

(1) a0 =1, a1 = 0  y(0) = 1, y'(0) = 0
(2) a0 =0, a1 = 1  y(0) = 0, y'(0) = 1,
the corresponding solutions y1(x), y2(x) are linearly
independent, and thus are fundamental solutions for
Airy’s equation, with general solution
y (x) = c1 y1(x) + c1 y2(x)
 Example 2: Graphs (10 of 10)

• Thus given the initial conditions

y(0) = 1, y'(0) = 0 and y(0) = 0, y'(0) = 1
the solutions are, respectively,

x 3n 
x 3n 1
y1 ( x)  1   , y2 ( x)  x  
n 1 2  3 (3n  1)(3n) n 1 3  4  (3n)(3n  1)

• The graphs of y1 and y2 are given below. Note the

approximate intervals of accuracy for each partial sum
 Example 3: Airy’s Equation (1 of 7)

Find a series solution of Airy’s equation about x0 = 1:

y   xy  0,    x  
Here, P(x) = 1, Q(x) = 0, R(x) = - x. Thus every point x is an
ordinary point. We will take x0 = 1.
Assuming a series solution and differentiating, we obtain
  
y ( x )   an ( x  1) , y ( x )   nan ( x  1)
n n 1
, y ( x )   nn  1an ( x  1) n  2
n 0 n 1 n2

Substituting these into ODE & shifting indices, we obtain

 

 n  2n  1an 2 x  1
n 0
n
 x  an  x  1
n 0
n
Example 3: Rewriting Series Equation (2 of 7)

Our equation is
 

 n  2n  1an 2 x  1  x  an  x  1
n n

n 0 n 0

The x on right side can be written as 1 + (x – 1); and thus

 

 n  2n  1an 2 x  1   1  ( x  1) an  x  1

n n

n 0 n 0
 
  an  x  1   an  x  1
n n 1

n 0 n 0
 
  an  x  1   an 1  x  1
n n

n 0 n 1
Example 3: Recurrence Relation (3 of 7)

Thus our equation becomes

  
2a2   n  2 n  1an  2  x  1  a0   an  x  1   an 1  x  1
n n n

n 1 n 1 n 1

Thus the recurrence relation is

n  2n  1an 2  an  an1 , (n  1)
Equating like powers of x -1, we obtain
a0
2 a 2  a0  a2  ,
2
a a
3  2 a3  a1  a0  a3  0  1 ,
6 6
a a
4  3 a4  a2  a1  a4  0  1 ,
24 12

 Example 3: Solution (4 of 7)

• We now have the following information: a0  arbitrary

 a1  arbitrary
y ( x )   an  x  1
n
a0
n 0 a2  ,
2
and a a
a3  0  1 ,
6 6
 x  12 x  13 x  14 
y ( x)  a0 1      a0 a1
2 6 24 a4   ,
  24 12


 a1 x  1 
 x  1 x  1
3

4

 
 6 12 
Example 3: Solution and Recursion (5 of 7)
• Our solution: a0  arbitrary
a1  arbitrary
 x  12 x  13 x  14 
y ( x)  a0 1      a0
 2 6 24  a2  ,
2

 a1 x  1 
 x  1 x  1
3

4

 
a a
a3  0  1 ,
 6 12  6 6
a0 a1
• The recursion has three terms, a4   ,
24 12
n  2n  1an 2  an  an1 , (n  1) 
and determining a general formula for the coefficients
an can be difficult or impossible.
• However, we can generate as many coefficients as we
like, preferably with the help of a computer algebra
system.
Example 3: Solution and Convergence (6 of 7)

• Our solution:
  x  12  x  13  x  14 
y ( x)  a0 1     
 2 6 24 

 a1  x  1 
 x  1  x  1
3

4

 
 6 12 
• Since we don’t have a general formula for the an, we
cannot use a convergence test (i.e., ratio test) on our
power series

y ( x )   an  x  1
n

n 0
• This means our manipulations of the power series to
arrive at our solution are suspect. However, the results
of Section 5.3 will confirm the convergence of our
solution.
Example 3: Fundamental Solutions (7 of 7)

• Our solution:
  x  12  x  13  x  14 
y ( x)  a0 1     
 2 6 24 

 a1  x  1 
 x  1  x  1
3

4

 
 6 12 
or
y ( x )  a0 y3 ( x )  a1 y4 ( x )

• It can be shown that the solutions y3(x), y4(x) are

linearly independent, and thus are fundamental
solutions for Airy’s equation, with general solution
y ( x )  a0 y3 ( x )  a1 y4 ( x )