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TO DIFFERENTIAL EQUATIONS

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0. Introduction

can be solved by algebraic methods (method of undetermined coefficients,

variation of parameters, inverse operators, etc). However, if such an equation

has variable coefficients ( functions of x) it can be solved by two standard

methods of solutions: the power series method and an extension of it, called the

Frobenius method.

1. Bessels Equation:

x2 y" + x y' + (x2- n2)y = 0

2. Legendres Equation:

(1 x2) y" -2x y' + n (n +1)y = 0 and

3. Euler Equation:

ax2 y" + bx y' + cy = 0

engineering. For instance, Bessel equations appear in connections with electrical

fields, vibrations, heat conduction, etc, very often when a problem shows

cylindrical symmetry. Legendres equations may appear in cases of spherical

symmetry.

2

the form

a 0 + a 1 (x - c ) + a 2 (x - c ) + a 3 (x - c ) + ... = c n (x - c ) .

2 3 n

n=0

Illustration 1.1.1

a) The power series (x + 2 )n is centered at c=-2.

n =0

b) The series

n 1

=

3 n xn is a power series in x.

1.1.2 Convergence

A power series n

a (x - c )n

is convergent at a specified value of

n =0

N

lim

x if the N a n (x - c )n exists. The series is said to be divergent if

n =0

the limit does not exist at x.

The interval of convergence is the set of all real numbers x for which the

series converges.

power series converges for lx cl < r and diverges for lx cl > r. If r=0 then

3

the series converges only at point c. If r= then the series converges for all

possible values at x.

a n (x - c )n converges.

n =0

Suppose an 0 for all n and that

an +1 (x - c )n +1 an +1

lim = x - c lim =L.

n an (x - c )n n a n

If L < 1 the series converges absolutely, if L > 1 the series diverges, and if

L = 1 the test is inconclusive.

f(x)= a n (x - c )n is

n =0

continuous, differentiable, and integrable on the interval

(a r, a + r). Moreover, the function f '(x) and f(x) dx can be obtained by

term-by-term differentiation and integration.

4

Example 1.1.7 Find y' and y" for the series y = an x n .

n =0

y' = a nx

n=0

n

n -1

y" = a n(n - 1)x

n=0

n

n-2

y' = a nx

n =1

n

n -1

.

y" = ann(n - 1)x n - 2

n=2

centered at c with r > 0 or r = .

Examples 1.1.8 The functions ex, sin x and cos x are analytic at x=0

since each can be represented by a Taylor series centered at 0 (also called

Maclaurin series).

x x x2 x3

For lxl < , e =1 + + + + ...

1! 2! 3!

x3 x5 x7

sinx = x - + - + ...

3! 5! 7!

x 2 x4 x6

cosx = 1 - + - + ...

2! 4! 6!

1.1.9 ALGEBRA OF POWER SERIES

those by which two polynomials are added, multiplied, and divided.

5

Example 1.1.9 a) Write n(n - 1)a n x n- 2

+ a n x n +1 as one

n =2 n =0

power series.

2.1 Definition: A point x0 is said to be an ordinary point of the

differential equation

y + P(x) y + Q(x) y = 0

always find two linearly independent solutions in the form of a power series

centered at x0 , that is, y= a n (x - x 0 )n . A series solution converges at

n =0

least on some interval defined by l x x0 l < r, where r is the

distance from x0 to the closest singular point.

6

REMARK: For simplicity, we find power series solutions about the ordinary point x

= 0.

a) Find the interval of convergence and the radius of convergence of power

series solutions about an ordinary point of the given differential equation.

1. ( 2 + 1)" + = 0

2. ( 2 2 + 10)" + 4 = 0

the differential equation

a2(x) y + a1(x) y + ao y = 0

if the functions p(x) = (x - xo) P(x) and q(x) = (x - xo)2 Q(x) are both analytic

at xo. A singular point that is not regular is said to be irregular.

7

3

P( x ) =

( x - 2)( x + 2)2

5 and

Q( x ) =

( x - 2)2 ( x + 2)2

By 2.4, x= 2 is a regular singular point since both p(x) = (x 2 ) P(x) = 3 /

(x+2)2 and

q(x) = (x 2 )2 Q(x) = 5 / (x + 2)2 are analytic at x = 2.

exists at least one solution of the form

an (x - x o ) = an (x - x 0 )

r n n+r

y = (x - x o ) ,

n=0 n=0

least on some interval 0< x x0 < r.

the famous Bessel equation and Euler equations among them - have coefficients

that are not analytic at x = 0. The Frobenius method is a way of solving

differential equations at regular singular points.

8

3. EULER EQUATIONS

ax2 y" + bx y' + cy = 0 is called an Euler equation.

Since x = 0 is a regular singular point then all solutions to equation 3.1 are of

the form

y = x r.

Now plug this into the equation we get,

(a r(r 1) + b r + c) x r = 0.

By identity property, a r(r 1) + b r + c = 0. So the solution is of the form y

= x r provided r is a solution to above quadratic equation. In cases of double

roots, the second solution will be, y2 = x r ln x. So the general in this case is y =

C1 x r + C2 x r lnx.

or

2r2 + r 15 = 0. This gives us r1 = 5/2 and r2 = -3. The general solution

is then,

y= C1 x 3/2 + C2 x-3.

r2 8r + 16 = 0

9

y = C1 x4 + C2 x4 ln x.

FROBENIUS METHOD

EXAMPLE 3.4 Two Series Solutions:

Find a two series solutions of the differential equation

3" + = 0.

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