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Satish Shukla 1 of 34
Differential Equation
Power series method. It is a general method used in solving the differential equation of
the following form:
p(x)y 00 + q(x)y 0 + r(x)y = 0 (1)
where p(x), q(x) and r(x) are the polynomials in x.
First, we consider some definitions.
Definition 1. Consider the differential equation (1) and let x = a be a point. Then:
(A) The point x = a is called an ordinary point of equation (1) if p(a) 6= 0.
(B) The point x = a is called a singular point of equation (1) if p(a) = 0.
(C) The point x = a is called a regularsingular point of equation (1) if p(a) = 0 and the
q(x) r(x)
limits lim (x a) and lim (x a)2 are finite. If the singular point is
xa p(x) xa p(x)
not regular, then it is called an irregular singular point.
q(x) r(x)
In case of singularity, since p(a) = 0, the quantities lim and lim may
xa p(x) xa p(x)
be infinite, and so, the series occurs in the solution may diverge to indefinite quantity. It
shows that case of singular points the we cannot assure the series solution, but in case of
regular singular point the solution exists. Therefore, we will consider only the equations
with ordinary and regular singular point.
In this case, we have to find the values of the constants an , as well as, the value of
the constant r.
Procedure for finding the solution. First decide the series for y according to the above
rules. Now find the values of y 0 and y 00 by differentiating the series of y. Put the values
of y, y 0 and y 00 in equation (1) and follow the following:
Dr. Satish Shukla 2 of 34
If x = 0 is an ordinary point and y is given by (2). In this case equate the coefficient
of general term in the series of L.H.S. with zero (since the R.H.S. is equal to zero,
so, in the identity each term must be individually zero). This produces a recurrence
formula for an . Now obtain the values of constants a2 , a3 , . . . in terms of a0 and a1
(note that, since the equation (1) is of degree two, the solution must contain two
arbitrary constants, namely, a0 and a1 ) by putting the values of these constants in
(1) we obtain the solution.
Example 1 (Shifting of index in a series). Shift the index by a suitable value in the
X
series an xn+p , hence find the coefficient of xn (where n > p) in the series, where
n=0
p is any positive integer?
Sol. In the given series, if shift the index by p, i.e., we replace n by n p, then the
series becomes:
X
X X
n+p n
an x = anp x = anp xn .
n=0 np=0 n=p
n
Therefore, the coefficient of x which is anp .
X
Example 2. If y = an xn , then prove the following:
n=0
dy X
n d2 y X
= an+1 (n + 1)x and = an+2 (n + 1)(n + 2)xn .
dx n=0
dx2 n=0
Since, for n = 0, the first term of series becomes zero, therefore, the series actually starts
from n = 1, and so
dy X
= an nxn1 .
dx n=1
To change the lower limit of sum to zero, we shift the index by 1, i.e., we replace n by
n + 1 we get:
dy X
= an+1 (n + 1)xn .
dx n=0
Again differentiating and shifting the index by 1 we get
d2 y X n1
X
= a n+1 n(n + 1)x = an+2 (n + 1)(n + 2)xn .
dx2 n=1 n=0
d2 y dy
Example 3. Solve by power series method: (1 + x2 ) 2
+ x y = 0.
dx dx
Therefore, p(0) = 1 6= 0, and so, x = 0 is an ordinary point. Hence, suppose that the
solution of (4) is
X
y= an x n .
n=0
dy d2 y
Substituting the values of y, and 2 in (4) we obtain:
dx dx
X
X
X
2 n n
(1 + x ) an+2 (n + 1)(n + 2)x + x an+1 (n + 1)x an x n = 0
n=0 n=0 n=0
X
X
= an+2 (n + 1)(n + 2)xn + an+2 (n + 1)(n + 2)xn+2
n=0 n=0
X
X
+ an+1 (n + 1)xn+1 an x n = 0
n=0 n=0
Now, to make the power of x equals to n in all terms, we shift the index in second series
by 2 and in the third series by 1, then we get:
X
X
X
X
n n n
an+2 (n + 1)(n + 2)x + an (n 1)(n)x + an (n)x an xn = 0.
n=0 n=2 n=1 n=0
Dr. Satish Shukla 4 of 34
On equating the coefficient of xn to zero we get the following recurrence relation which
gives the values of an :
an+2 (n + 1)(n + 2) + an (n 1)(n) + an (n) an = 0
an+2 (n + 1)(n + 2) + an [n2 n + n 1] = 0
n1
= an+2 = an , n = 0, 1, 2, . . . .
n+2
Substituting n = 0, 1, 2, 3, 4, . . . in the above formula we get:
1
a2 =a0 , a 3 = 0
2
1 1 2
a4 = a2 = a0 , a 5 = a3 = 0
4 24 5
3 13
a6 = a4 = a0
6 246
and so on. Therefore, the solution will be:
X
y = an x n
n=0
= a0 + a1 x + a2 x 2 + a3 x 3 + a4 x 4 + a5 x 5 + a6 x 6 + a7 x 7 + a8 x 8 + a9 x 9 +
1 1 13
= a0 + a1 x + a0 x 2 a0 x 4 + a0 x 6 +
2 24 2 4 6
1 2 1 1 3
= a0 1 + x x4 + x6 + + a1 x.
2 24 246
d2 y
Example 4. Solve by power series method: + x2 y = 0.
dx2
dy d2 y
Substituting the values of y, and 2 in (5) we obtain:
dx dx
X
X
n 2
an+2 (n + 1)(n + 2)x + x an x n = 0
n=0 n=0
X
X
= an+2 (n + 1)(n + 2)xn + an xn+2 = 0.
n=0 n=0
Dr. Satish Shukla 5 of 34
Now, to make the power of x equals to n in all terms, we shift the index in second series
by 2 then we get:
X
X
an+2 (n + 1)(n + 2)xn + an2 xn = 0.
n=0 n=2
On equating the coefficient of xn to zero we get the following recurrence relation which
gives the values of an :
a2 (0 + 1)(0 + 2) = 0 = 1 2 a2 = 0 = a2 = 0.
Similarly, to find the value of a3 we equate the coefficient of x (note that, x is in only first
series and it is absent in the second series) to zero we get
a3 (1 + 1)(1 + 2) = 0 = 2 3 a3 = 0 = a3 = 0.
d2 y dy
Example 5. Solve by power series method: 9x(1 x) 2
12 + 4y = 0.
dx dx
dy d2 y
Substituting the values of y, and 2 in (6) we obtain:
dx dx
X
X
X
n+r2 n+r1
9x(1 x) an (n + r)(n + r 1)x 12 an (n + r)x +4 an xn+r = 0.
n=0 n=0 n=0
Now, to make the power of x equals to n + r 1 in all terms, we shift the index in second
and fourth series by 1 and get:
X
X
n+r1
9an (n + r)(n + r 1)x 9an1 (n + r 1)(n + r 2)xn+r1
n=0 n=1
X
X
12an (n + r)xn+r1 + 4an1 xn+r1 = 0.
n=0 n=1
First we find the indicial equation. Then, the minimum power of x in the above series is
xr1 , therefore, equating the coefficient of xr1 with zero we obtain the following indicial
equation:
7
Hence, the roots of indicial equation r1 = 0, r2 = and r1 r2 is not an integer.
3
On equating the coefficient of xn+r1 to zero we get the following recurrence relation
which gives the values of an :
3r + 4 (3r + 4)(3r + 1)
a2 = a1 = a0 and so on..
3(r + 2) 9(r + 2)(r + 1)
Now, we consider the following two cases:
Case-I, when r=0. Putting r = 0 in the above equation we obtain
1 4
a1 = a0 , a2 = a0 and so on..
3 18
Thus
X
n+0
X
n 1 4 2
(y)r=0 = an x = an x = a0 1+ x+ x + .
n=0 n=0
3 18
Case-II, when r=7/3. Putting r = 7/3 in the previous relation we obtain
8 88
an = a0 , a 2 = and so on..
10 130
X X 8 88 2
(y)r=7/3 = an xn+7/3 =x 7/3 n
an x = a0 x 7/3
1+ x+ x + .
n=0 n=0
10 130
Therefore, the solution will be:
y = A(y)r=0 + B(y)r=7/3
1 4 2 7/3 8 88 2
= Aa0 1 + x + x + + Ba0 x 1+ x+ x +
3 18 10 130
1 4 2 7/3 8 88 2
= c1 1 + x + x + + c2 x 1+ x+ x + .
3 18 10 130
d2 y dy
Example 6. Solve by power series method: x 2 + + xy = 0.
dx dx
q(x) 2 r(x)
Hence, p(0) = 0, and the limits lim x = 1 and lim x = 0 are finite.
x0 p(x) x0 p(x)
Therefore, x = 0 is a regular singular point. Hence, suppose that the solution of (8) is
X
y= an xn+r .
n=0
dy d2 y
Substituting the values of y, and 2 in (8) we obtain:
dx dx
X
X
X
n+r2 n+r1
x an (n + r)(n + r 1)x + an (n + r)x +x an xn+r = 0.
n=0 n=0 n=0
Rewriting we get:
X
X
X
n+r1 n+r1
an (n + r)(n + r 1)x + an (n + r)x + an xn+r+1 = 0.
n=0 n=0 n=0
Now, to make the power of x equals to n + r 1 in all terms, we shift the index in third
series by 2 and get:
X
X
X
an (n + r)(n + r 1)xn+r1 + an (n + r)xn+r1 + an2 xn+r1 = 0.
n=0 n=0 n=2
First we find the indicial equation. Then, the minimum power of x in the above series is
xr1 , therefore, equating the coefficient of xr1 with zero we obtain the following indicial
equation:
a0 r(r 1) + a0 r = 0
= a0 r(r 1 + 1) = 0
= r = 0, 0 (since a0 6= 0).
an (n + r)(n + r 1) + an (n + r) + 4an2 = 0
an2
= an = , n = 2, 3, 4, . . . . (9)
(n + r)2
Obviously, we cannot find the value of a1 from the above equation. To find the value of
a1 equate the coefficient of xr to zero and we get:
a1 (r + 1)r + a1 (r + 1) = 0
= (r + 1)2 a1 = 0
= a1 = 0 (since r 6= 1).
Dr. Satish Shukla 9 of 34
x2 x4
2
2x4
y 2x 1 1
= a0 ln(x) 1 2 + 2 2 + a0 2 2 + .
r r=0 2 2 4 23 2 4 2 4
Therefore, the solution will be:
y
y = A(y)r=0 + B
r r=0
x2 x4 x2 x4
= Aa0 1 2 + 2 2 + Ba0 ln(x) 1 2 + 2 2
2 2 4 2 2 4
2 4
2x 2x 1 1
+Ba0 3
2 2 +
2 2 4 2 4
x2 x4 x2 x4
= c1 1 2 + 2 2 + c2 ln(x) 1 2 + 2 2
2 2 4 2 2 4
2 4
2x 2x 1 1
+c2 + .
23 22 42 2 4
d2 y dy
Example 7. Solve in series: x2 2
+ x + (x2 4)y = 0.
dx dx
q(x) 2 r(x)
Hence, p(0) = 0, and the limits lim x = 1 and lim x = 0 are finite.
x0 p(x) x0 p(x)
Therefore, x = 0 is a regular singular point. Hence, suppose that the solution of (12) is
X
y= an xn+r .
n=0
dy d2 y
Substituting the values of y, and 2 in (12) we obtain:
dx dx
X
X
X
2 n+r2 n+r1 2
x an (n + r)(n + r 1)x +x an (n + r)x + (x 4) an xn+r = 0.
n=0 n=0 n=0
Rewriting we get:
X
X
X
X
an (n + r)(n + r 1)xn+r + an (n + r)xn+r + an xn+r+2 4an xn+r = 0.
n=0 n=0 n=0 n=0
Now, to make the power of x equals to n + r in all terms, we shift the index in third series
by 2 and get:
X
X
X
X
n+r n+r n+r
an (n + r)(n + r 1)x + an (n + r)x + an2 x 4an xn+r = 0.
n=0 n=0 n=2 n=0
First we find the indicial equation. Then, the minimum power of x in the above series
is xr , therefore, equating the coefficient of xr with zero we obtain the following indicial
equation:
a0 r(r 1) + a0 r 4a0 = 0
= a0 [r2 4] = 0
= r = 2, 2 (since a0 6= 0).
Hence, the roots of indicial equation are r1 = 2, r2 = 2 are distinct, but r2 r1 = 4 is
an integer.
On equating the coefficient of xn+r to zero we get the following recurrence relation
which gives the values of an :
an (n + r)(n + r 1) + an (n + r) + an2 4an = 0
an [(n + r)(n + r 1) + (n + r) 4] = an2
an2
= an = , n = 2, 3, 4, . . . . (13)
(n + r 2)(n + r + 2)
Obviously, we cannot find the value of a1 from the above equation. To find the value of
a1 equate the coefficient of xr+1 to zero and we get:
a1 (r + 1)r + a1 (r + 1) 4a1 = 0
= [(r + 3)2 4]a1 = 0
= (r + 5)(r 3)a1 = 0
= a1 = 0 (since r 6= 5 or 3).
Dr. Satish Shukla 11 of 34
dy d2 y
Substituting the values of y, and 2 in (16) we obtain:
dx dx
X
X
X
x an (n + r)(n + r 1)xn+r2 + 2 an (n + r)xn+r1 + x an xn+r = 0.
n=0 n=0 n=0
Rewriting we get:
X
X
X
an (n + r)(n + r 1)xn+r1 + 2an (n + r)xn+r1 + an xn+r+1 = 0.
n=0 n=0 n=0
Now, to make the power of x equals to n + r 1 in all terms, we shift the index in third
series by 2 and get:
X
X
X
n+r1 n+r1
an (n + r)(n + r 1)x + 2an (n + r)x + an2 xn+r1 = 0.
n=0 n=0 n=2
First we find the indicial equation. Then, the minimum power of x in the above series is
xr1 , therefore, equating the coefficient of xr1 with zero we obtain the following indicial
equation:
a0 r(r 1) + 2a0 r = 0
= a0 r(r + 1) = 0
= r = 0, 1 (since a0 6= 0).
Hence, the roots of indicial equation are r1 = 1, r2 = 0 are distinct, but r2 r1 = 1 is
an integer.
On equating the coefficient of xn+r1 to zero we get the following recurrence relation
which gives the values of an :
an (n + r)(n + r 1) + 2an (n + r) + an2 = 0
an [(n + r)(n + r 1) + 2(n + r)] = an2
an2
= an = , n = 2, 3, 4, . . . . (17)
(n + r)(n + r + 1)
Dr. Satish Shukla 13 of 34
Obviously, we cannot find the value of a1 from the above equation. To find the value of
a1 equate the coefficient of xr to zero and we get:
a1 (r + 1)r + 2a1 (r + 1) = 0
= (r + 1)(r + 2)a1 = 0
= 0 a1 = 0 (since r = 1)
= 0 = 0.
Therefore, we cannot find the value of a1 , and so, it is arbitrary. Thus, we get two arbitrary
constants a0 and a1 in the solution, and so, the complete solution will be obtained by
putting r = 1 in the value of y.
On putting n = 2, 3, 4 . . . in (17) we get:
a0 a1
a2 = ; a3 = ,
(r + 2)(r + 3) (r + 3)(r + 4)
a2 a0
a4 = = ,
(r + 4)(r + 5) (r + 2)(r + 3)(r + 4)(r + 5)
a3 a1
a5 = = ,....
(r + 5)(r + 6) (r + 3)(r + 4)(r + 5)(r + 6)
Putting r = 1 we obtain:
a0 a1 a0 a1
a2 = , a3 = , a4 = , a5 = , . . . .
2! 3! 4! 5!
Therefore:
X
an xn+0 = xr a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + a5 x5 +
y =
n=0
x2 x4 x3 x 5
1 1
= a0 x 1 + + a1 x x + +
2! 4! 3! 5!
= x1 (a0 cos x + a1 sin x) .
Exercise (Assignment)
d2 y
(Q.1) Solve in series the equation: + xy = 0.
dx2
1 3 14 6 2 4 25 7
Ans. y = a0 1 x + x + a1 x x + x .
3! 3! 4! 4!
d2 y
(Q.2) Solve in series the equation: y = 0.
dx2
x2 x4 x3 x5
Ans. y = a0 1 + + + + a1 x + + + = c1 ex + c2 ex .
2! 4! 3! 5!
d2 y dy
(Q.3) Solve in series the equation: 2x2 2 + (2x2 x) + y = 0.
dx dx
2 3
3x 4x2
1/2 x x
Ans. y = c1 x 1x+ + + c2 x 1 + + .
2 6 2 15
Dr. Satish Shukla 14 of 34
d2 y dy
(Q.4) Solve in series the equation: (2x + x3 ) 2 6xy = 0.
dx dx
3x4 3x2 3 1 x4
2 3/2
Ans. y = c1 1 + 3x + + + c2 x 1+ + .
5 8 3 16
d2 y dy
(Q.5) Solve in series the equation: x 2 + + xy = 0. (Bessels equation of zero order)
dx dx
2 4
h 2 2
i
Ans. y = (c1 + c2 ln x) 1 x22 + 22x42 + c2 x22 + 3x8 22142 1 + 12 + .
d2 y dy
(Q.6) Solve in series the equation: x(1 x) 2
(1 + 3x) y = 0.
dx dx
Ans. y = (c1 + c2 ln x) (1 2x + 2 3x + ) + c2 (1 + x + 5x2 + ) .
2 3
Solution of Bessels equation and Bessel function of first and second kind
In solving several physical problems the Bessel function is obtained as a solution of dif-
ferential equation known as the Bessels equation. Surely, we are not going to discuss the
physical problems, but only the mathematical properties and solution of Bessels equation.
Solve in series the Bessels equation:
d2 y dy
x2 2
+ x + (x2 n2 )y = 0 (18)
dx dx
when 2n is not an integer. Hence find the expressions for the Bessel function of first
kind.
Sol. On comparing the equation (18) with p(x)y 00 + q(x)y 0 + r(x)y = 0 we get:
p(x) = x2 , q(x) = x, r(x) = x2 n2 .
q(x) 2 r(x)
Hence, p(0) = 0, and the limits lim x = 1 and lim x = n2 are finite.
x0 p(x) x0 p(x)
Therefore, x = 0 is a regular singular point. Hence, suppose that the solution of (18) is
X
y= am xm+r .
m=0
dy d2 y
Substituting the values of y,and 2 in (18) we obtain:
dx dx
X
X
X
x2 am (m + r)(m + r 1)xm+r2 + x am (m + r)xm+r1 + (x2 n2 ) am xm+r = 0.
m=0 m=0 m=0
Now, to make the power of x equals to m + r in all terms, we shift the index in fourth
series by 2 and get:
X
X
m+r
am (m + r)(m + r 1)x + am (m + r)xm+r
m=0 m=0
X
X
+ am2 xm+r n2 am xm+r = 0.
m=2 m=0
First we find the indicial equation. Then, the minimum power of x in the above series
is xr , therefore, equating the coefficient of xr with zero we obtain the following indicial
equation:
a0 r(r 1) a0 r + n2 a0 = 0
= (r2 r + r n2 )a0 = 0
= (r2 n2 )a0 = 0
= r = n, n (since a0 6= 0).
am (m + r)(m + r 1) + am (m + r) + am2 n2 am = 0
am (m + r)(m + r 1 + 1) n2 = am2
=
an2
= am = , n = 2, 3, 4, . . . . (19)
(m + r n)(m + r + n)
Obviously, we cannot find the value of a1 from the above equation. To find the value of
a1 equate the coefficient of xr+1 to zero and we get:
a1 (r + 1)r + a1 (r + 1) n2 a1 = 0
= [(r + 1)2 n2 ]a1 = 0
= (r + 1 + n)(r + 1 n)a1 = 0
= a1 = 0 (since r 6= 1 n or n 1).
Case-II, when r=-n. For this case, simply replace n by n in equation (20)
x2 x4 x6
n
y=x a0 1 + +
22 (n + 1) 24 2!(n + 1)(n + 2) 26 3!(n + 1)(n + 2)(n + 3)
(21)
Therefore, the solution will be:
y = A(y)r=n + B(y)r=n .
1
Bessel function of first kind: If we choose a0 = in equation (20), then the
2n (n
+ 1)
value of y, i.e., the solution of Bessels differential equation is called the Bessel function
of first kind or order n and it is denoted by Jn (x). Therefore:
xn x2 x4 x6
Jn (x) = n 1 2 + +
2 (n + 1) 2 (n + 1) 24 2!(n + 1)(n + 2) 26 3!(n + 1)(n + 2)(n + 3)
xn X x2r
= n (1)r 2r .
2 (n + 1) 2 r !(n + 1)(n + 2) (n + r)
r=0
Thus
X (1)r x n+2r
Jn (x) = .
r=0
r ! (n + r + 1) 2
Replacing n by n in the above formula we get:
X (1)r x n+2r
Jn (x) = .
r=0
r ! (n + r + 1) 2
Example 9. If n is an integer than prove that Jn (x) and Jn (x) are linearly depen-
dent, precisely,
Jn (x) = (1)n Jn (x).
Remark 2. The above example suggest that, if n is an integer, the two solutions Jn (x) and
Jn (x) are linearly dependent, and so, Jn (x) cannot be treated as the second independent
solution for Bessels differential equation.
Bessel function of second kind. In view of the above remark, if n is an integer, we assume
that the second independent solution of Bessels equation is given by y = v(x)Jn (x) = vJn ,
where v(x) is an unknown function of x, and we have to find its value. On putting the
value of y in (18) we get:
d2 d
x2 2
[vJn ] + x [vJn ] + (x2 n2 )vJn = 0
dx dx
d
= x2 [vJn0 + v 0 Jn ] + x [vJn0 + v 0 Jn ] + (x2 n2 )vJn = 0
dx
= x2 [vJn00 + 2v 0 Jn0 + v 00 Jn ] + x [vJn0 + v 0 Jn ] + (x2 n2 )vJn = 0
v x2 Jn00 + xJn0 + (x2 n2 )Jn + x2 v 00 Jn + 2x2 v 0 Jn0 + xv 0 Jn = 0.
=
Since Jn is a solution of Bessels differential equation we have x2 Jn00 +xJn0 +(x2 n2 )Jn = 0.
On putting this value in the above equation we get:
x2 v 00 Jn + 2x2 v 0 Jn0 + xv 0 Jn = 0.
Since in the series of Jn (x) the sum starts from r = 0, therefore, shifting index in the
above series by 1, i.e., replacing r by r + 1 we get
d n n
X (1)r+1 x n+2r+21
x Jn (x) = x
dx r=0
r ! (n + r + 1 + 1) 2
X (1)r x n+1+2r+1
= xn
r=0
r ! (n + 1 + r + 1) 2
= xn Jn+1 (x).
(iii). From (i) we have
xn Jn0 (x) + nxn1 Jn (x) = xn Jn1 (x)
n
= Jn0 (x) + Jn (x) = Jn1 (x). (23)
x
From (ii) we have
xn Jn0 (x) nxn1 Jn (x) = xn Jn+1 (x)
n
= Jn0 (x) Jn (x) = Jn+1 (x). (24)
x
Since, in pure recurrence relation there is no term of Jn0 (x), therefore, subtracting (24)
relation from (23) we obtain:
x
Jn (x) = [Jn1 (x) + Jn+1 (x)] .
2n
Dr. Satish Shukla 19 of 34
z2 z3 xn
Proof. Using the series ez = 1 + x + + + + + we obtain:
2! 3! n!
1
e 2 (t1/t) = ext/2 ex/(2t)
x2 t2 xn tn xn+1 tn+1 xn+2 tn+2
xt
= 1+ + + + + + +
2 2! 22 n! 2n (n + 1)! 2n+1 (n + 2)! 2n+2
x2 x3 xn
x n
1 + + + (1) + .
2t 2! 22 t2 3! 23 t3 n! 2n tn
On multiplying the terms of these two series, we obtain the various powers of t, and the
coefficient of tn in this expression is
1 x n 1 x n+2 1 x n+4
= + +
n! 2 1! (n + 1)! 2 2! (n + 2)! 2
X (1)r x n+2r
=
r=0
r ! (n + r)! 2
= Jn (x).
Since both the positive and negative powers of t will be obtain when we multiply the two
series, therefore, we can write
1
e 2 (t1/t) = J0 (x) + tJ1 (x) + t2 J2 (x) + + tn Jn (x) +
+t1 J1 (x) + t2 J2 (x) + + tn Jn (x) +
X
= tn Jn (x).
n=
1
e 2 (t1/t) = J0 (x) + tJ1 (x) + t2 J2 (x) + + tn Jn (x) +
+t1 J1 (x) + t2 J2 (x) + + tn Jn (x) + .
1
e 2 (t1/t) = J0 (x) + J1 (x) (t 1/t) + J2 (x) t2 + 1/t2 + J3 (x) t3 1/t3 +
Putting t = cos + i sin , then we have tr + 1/tr = 2 sin(r) and tr 1/tr = 2i sin(r).
Putting these values in the above equation we get
eix sin = J0 (x) + 2iJ1 (x) sin + 2J2 (x) cos(2) + 2iJ3 (x) sin(3) + 2J4 (x) cos(4) +
= J0 (x) + 2 [J2 (x) cos(2) + J4 (x) cos(4) + ]
+2i [J1 (x) sin() + J3 (x) sin(3) + ] .
Since, eix sin = cos (x sin ) + i sin (x sin ), comparing the real and imaginary parts we
obtain:
Remark 3 (Square of a series). The following result will be useful in the sequel.
In the above formula, the first part contains the terms a2n , where n = 1, 2, . . . and
the second part contains the terms 2an am , where n, m = 1, 2, . . . and n 6= m.
Z
1
(B) J0 (x) = cos (x cos )d;
0
Z
1
In view of the equations (25) and (26) we can write Jn (x) = cos (n x sin )d, n
0
being integer.
(B). Putting n = 0 in (A) and putting ( = /2 ) we get
Z /2 /2
1 1 2
Z Z
J0 (x) = cos (x sin )d = cos (x cos )(d) = cos (x cos )d.
0 /2 0
(C). To prove this, we are going to square the Jacobi series. Note that, the R.H.S. in
the first Jacobi series is an infinite series, and so, in view of Remark 3, when we square
this series we will get two parts: the first part contains the terms Jn2 (x) cos2 (n) (similar
to a21 , a22 , etc., see, Remark 3); and second the part containing the terms 2Jn (x)Jm (x)
cos(n) cos(m) (similar to the terms 2a1 a2 , 2a2 a3 , etc.). Also,
Z Z , if n = m;
cos(n) cos(m)d = sin(n) sin(m)d = 2
0, if n 6= m.
0 0
Dr. Satish Shukla 23 of 34
Keeping in mind this fact, squaring and integrating the first Jacobi series from = 0 to
= we get:
Z Z Z Z
2
cos (x sin )d = J02 (x)d + 4J22 (x) cos(2)d + 4J42 (x) cos(4)d +
0 0 0 0
Z Z
+ 4J0 (x)J2 (x) cos(2)d + 8J2 (x)J4 (x) cos(2) cos(4)d +
0 0
Z
= cos2 (x sin )d = J02 (x) + 4J22 (x) + 4J42 (x) + .
2 2
0
Similarly, squaring and integrating the second Jacobi series from = 0 to = we get:
Z
sin2 (x sin )d = 4J12 (x) + 4J32 (x) + 4J52 (x) + .
2 2
0
Z
X
= 1 d = J02 (x) + 2 Jn2 (x)
0 n=1
X
= = J02 (x) + 2 Jn2 (x)
n=1
= = J02 (x) + 2
2J1 (x) + 2J22 (x) + .
Exercise (Assignment)
Solution of Legendres equation and Legendre function of first and second kind
d2 y dy
Solve the Legendres differential equation: (1 x2 ) 2
2x + n(n + 1)y = 0.
dx dx
d2 y dy
(1 x2 ) 2
2x + n(n + 1)y = 0. (27)
dx dx
On comparing the above equation with p(x)y 00 + q(x)y 0 + r(x)y = 0 we get:
Therefore, p(0) = 1 6= 0, and so, x = 0 is an ordinary point. Hence, suppose that the
solution of (27) is
X
y= ar x r .
r=0
dy d2 y
Substituting the values of y, and 2 in (27) we obtain:
dx dx
X
X
2 r
(1 x ) ar+2 (r + 1)(r + 2)x 2x ar+1 (r + 1)xr
r=0 n=0
X
+n(n + 1) ar x r = 0
r=0
X
X
r
= ar+2 (r + 1)(r + 2)x ar+2 (r + 1)(r + 2)xr+2
r=0 r=0
X
X
2ar+1 (r + 1)xr+1 + n(n + 1)ar xr = 0
r=0 r=0
Now, to make the power of x equals to r in all terms, we shift the index in second series
by 2 and in the third series by 1, then we get:
X
X
X
X
r r r
ar+2 (r + 1)(r + 2)x ar (r 1)(r)x 2ar (r)x + n(n + 1)ar xr = 0.
r=0 r=2 r=1 r=0
On equating the coefficient of xr to zero we get the following recurrence relation which
gives the values of ar :
Leibnitz theorem. If u and v are two function of x, then the nth derivative of the
product of uv is given by:
1 dn 2
Pn (x) = (x 1)n .
2n n! dxn
y1 = 2nx(x2 1)n1
= (x2 1)y1 = 2nxy.
Dr. Satish Shukla 26 of 34
Again differentiating
(x2 1)y2 + 2xy1 = 2nxy1 + 2ny
= (x2 1)y2 + 2(1 n)xy1 = 2ny.
Again differentiating the above relation n times by Leibnitz theorem
n(n 1) 2 2
(x2 1)Dn (y2 ) + nD x2 1 Dn1 (y2 ) + D x 1 Dn2 (y2 )
2!
+2(1 n) xD(y1 ) + nD(x)D (y1 ) = 2nDn (y)
n1
= (x2 1)yn+2 + 2xyn+1 + n(n 1)yn + 2(1 n)xyn+1 + 2(1 n)nyn = 2nyn
= (x2 1)yn+2 + 2xyn+1 n(n + 1)yn = 0.
The above equation can be written as
d2 yn dy
(1 x2 ) 2
2x + n(n + 1)yn = 0.
dx dx
It shows that yn which is a polynomial of degree n satisfies the Legendres differential
equation. Thus, we can say that
dn 2
Pn (x) = cyn = c (x 1)n
dxn
where c is an arbitrary constant. To find the value of c on applying the condition Pn (1) =
1, i.e., putting x = 1 and Pn (x) = 1 in the above relation we get:
n n
d 2 n d n n
1 = c (x 1) =c (x 1) (x + 1)
dxn x=1 dxn x=1
= c[n! (x + 1)n + the terms containing the factor (x 1)]x=1
= c n! (1 + 1)n
= c n! 2n .
1
Therefore, c = , and so
n! 2n
1 dn 2
Pn (x) = (x 1)n .
2n n! dxn
n n1
where [n] = , if n is even; and [n] = , if n is odd.
2 2
Suppose, n is even. In this case, we notice that, in the above series for r = n/2 + 1, n/2 +
2, . . ., the degree of x will be xn2 , xn4 , . . . respectively, and so, the nth derivative of
these terms will be zero. Thus, in this case the sum of the series runs from r = 0 to
r = n/2 = [n], and so:
n [n]
1 d X
(1)r nCr x2n2r
Pn (x) =
2n n! dxn r=0
[n] n
1 X d
= n
(1)r nCr n x2n2r
2 n! r=0 dx
[n]
1 X
= n
(1)r nCr (2n 2r)(2n 2r 1) (n 2r + 1)xn2r
2 n! r=0
[n] r
1 X (1) n! (2n 2r) (n 2r + 1)(n 2r) 2 1 n2r
= x
2n n! r=0 r ! (n r)! (n 2r) 2 1
[n] r
1 X (1) n! (2n 2r)! n2r
= n
x
2 n! r=0 r ! (n r)! (n 2r)!
[n]
X (1)r (2n 2r)!
= n
xn2r .
r=0
2 r ! (n r)! (n 2r)!
1 3 (2n 1) n n(n 1) n2 n(n 1)(n 2)(n 3) n4
Pn (x) = x x + x .
n! 2(2n 1) 2 4(2n 1)(2n 2)
1 13 2 135 3
Proof. We know that (1 a)1/2 = 1 + a + a + a + . Therefore
2 24 246
OR
(2m)!
P2m+1 (0) = 0 and P2m (0) = (1)m .
22m (m! )2
Dr. Satish Shukla 29 of 34
1 13 2 135 3
Putting x = 0 and using (1 + a)1/2 = 1 a + a a + we get
2 24 246
X
tn Pn (x) = (1 + t2 )1/2
n=0
1 13 4 135 6 1 3 5 (2n 1) 2n
= 1 t2 + t t + + (1)n t + .
2 24 246 2 4 6 (2n)
On comparing the coefficients of various powers of t from both sides we get P2m+1 (0) = 0
(since the odd powers of t are absent in R.H.S.) and
1 3 5 (2m 1)
P2m (0) = (1)m
2 4 6 (2m)
1 2 3 4 5 (2m 1) (2m)
= (1)m
(2 4 6 (2m))2
(2m)!
= (1)m
2 (1 2 3 m)2
2m
(2m)!
= (1)m
22m (m! )2
Sol. We know that the Legendre polynomial Pn (x) is the solution of the Legendres
differential equation:
d2 y
(1 x2 ) 2 2x + n(n + 1)y = 0.
dx
The above equation can be written as:
d 2 dy
(1 x ) + n(n + 1)y = 0.
dx dx
Therefore
d 2 dPn
(1 x ) + n(n + 1)Pn (x) = 0, (28)
dx dx
d 2 dPm
(1 x ) + m(m + 1)Pm (x) = 0. (29)
dx dx
(i). Suppose n 6= m. Then multiplying (28) by Pm (x) and (29) by Pn (x) and subtracting
we get
d 2 dPn d 2 dPm
Pm (1 x ) Pn (1 x ) + [n(n + 1) m(m + 1)] Pn Pm = 0.
dx dx dx dx
Dr. Satish Shukla 30 of 34
Z1
= (n m)(n + m + 1) Pn Pm dx = 0.
1
Since n 6= m, the above equation yields
Z1
Pn Pm dx = 0.
1
x3 x5 x2n+1
1+x X
Using the formula ln = 2 x+ + + = 2 in the above
1x 3 5 n=0
2n + 1
equality we get
Z1
X
2n
X 2t2n
t Pn2 dx = .
n=0 n=0
2n + 1
1
Z1
Example 16. Prove that: P2n (x)dx = 0, where n > 0.
0
Since P0 (x) = 1 and P2n (x) is an even function of x, the above equality yields
Z1 Z1
2 P2n (x)dx = 0 = P2n (x)dx = 0.
0 0
Z1 Z1
1
Example 17. Prove that: f (x)Pn (x)dx = n (1 x2 )n f n (x)dx, where f (x) is
2 n!
1 1
Z1
any function with continuous n th
derivative. Hence deduce that xm Pn (x)dx = 0
1
for m < n.
1 dn 2
Sol. By Rodrigues formula we know that: Pn (x) = (x 1)n . Therefore:
2n n! dxn
Z1 Z1
1 dn 2
f (x)Pn (x)dx = n f (x) (x 1)n dx.
2 n! dxn
1 1
dn1 2 n dn1
Note that, n1
(x 1) = n1
(x 1)n (x + 1). Therefore, when we differentiate it
dx dx
by Leibnitz theorem each term in the expression will contain both x 1 and x + 1, and
so, when we put limits of integration x = 1 and x = 1 all the terms will become zero.
Hence
Z1 Z1
(1) dn1 2
f (x)Pn (x)dx = n f 0 (x) n1
(x 1)n dx.
2 n! dx
1 1
Z1
xm Pn (x)dx = 0.
1
Z1 2n(n + 1)
, if m = n;
Example 18. Prove that: (1 x2 )Pm0 (x)Pn0 (x)dx =
0,2n + 1 if m 6= n
1
OR
Z1 Z1
2 2n(n + 1)
(1 x2 )Pm0 (x)Pn0 (x)dx = 0 if m 6= n and (1 x2 ) [Pn0 (x)] dx =
2n + 1
1 1
Z1 Z1
1 d
2
)Pm0 (x)Pn0 (x)dx 2
)Pm0 (x)Pn (x) 1 (1 x2 )Pm0 (x) Pn (x)dx
(1 x = (1 x
dx
1 1
Z1
d
(1 x2 )Pm0 (x) Pn (x)dx.
=
dx
1
d 2 dy
Since Pm (x) satisfies Legendres equation (1 x ) + m(m + 1)y = 0 therefore
dx dx
d
(1 x2 )Pm0 (x) = m(m + 1)Pm (x). On putting this value in the above
we have
dx
Dr. Satish Shukla 33 of 34
equation we get
Z1 Z1
(1 x 2
)Pm0 (x)Pn0 (x)dx = m(m + 1)Pm (x)Pn (x)dx
1 1
Z1
= m(m + 1) Pm (x)Pn (x)dx.
1
xPn (x) Pn1 (x) = (n + 1)Pn+1 (x) 2xnPn (x) + (n 1)Pn1 (x)
= (n + 1)Pn+1 (x) = (2n + 1)xPn (x) nPn1 (x).
Z1
2n
Example 20. Prove that: xPn (x)Pn1 (x)dx = .
(2n 1)(2n + 1)
1
Replacing n by n 1 we get
Exercise (Assignment)
(Q.1) Prove that Pn (x) = (1)n Pn (x). Hence show that P2n (x) is an even function.
Hint: Replace x by x in the formula for Pn (x) given in Remark 5.
3x2 1 5x3 3x
(Q.2) Show that: P0 (x) = 1, P1 (x) = x, P2 (x) = , P3 (x) = and
2 2
1
P4 (x) = (35x4 30x2 + 3).
8
Hint: Use Rodrigues formula.
(Q.3) Express f (x) = x4 + 3x3 x2 + 5x 2 in terms of Legendre polynomials.
Hint: Find the values of x, x2 , x3 and x4 from the relations in previous question.
Now put all the values in f (x).
8
Ans. f (x) = 35 P4 (x) + 65 P3 (x) 21
2
P2 (x) + 34 P (x) 224
5 1
P (x).
105 0
Z1
2n(2n + 1)
(Q.4) Prove that x2 Pn1 (x)Pn+1 (x)dx = .
(2n 1)(2n + 1)(2n + 3)
1
Hint: Replace n by n 1 and n + 1 in pure recurrence relation for Pn (x) and find
the value of xPn1 (x) and xPn+1 (x). Now multiply both the values and integrate
from from x = 1 to x = 1. Now result will follow by orthogonal property.
Z1
2
(Q.5) Prove that [P2 (x)]2 dx = .
5
1
Hint: Think!!!
(Q.6) Prove that: (I) nPn = xPn0 Pn1
0 0
(II) (2n + 1)Pn = Pn+1 0
Pn1
0 d
(III) (n + 1)Pn = Pn+1 xPn0 , where Pn0 = [Pn (x)] .
dx
Hint: (I) Differentiate the generating function with respect to t and x to get two
equations, then eliminate (1 2xt + t2 )3/2 from these two equations.
(II) Differentiate the pure recurrence relation w.r.t. x which gives an equation, say
(A). Now, eliminate xPn0 from (A) and the relation (I)
0
(III) Eliminate Pn1 from (I) and (II).