MA2020 Quiz 2 Notes

Chapter 3
Power series solutions of second

order ODE
3.1 Introduction
In the methods we have discussed until now, there no general method we have seen
to solve the linear differential equations with variable coefficients. Therefore in this
chapter we introduce at a method called Power series series method and also a more
general method called Frobenius method to solve linear differential equations with
variable coefficients.
Consider the following second order homogeneous linear differential equations with
variable coefficients
d2 y dy
a2 (x) 2 + a1 (x) + a0 (x)y = 0 (3.1)
dx dx
3.1.1 Ordinary & singular points :

The x0 in an interval I is said to be an ordinary point of the differential equation
(3.1) if a2 (x0 ) 6= 0, else it is called a singular point.
3.1.2 Regular singular point :

At a singular point of the interval, if we rewrite the equation (3.1) as
d2 y a1 (x) dy a0 (x)
+ + y = 0
dx2 a2 (x) dx a2 (x)
Or more precisely, if x = x0 is a singular point of the differential equation and if we
rewrite it as
d2 y p1 (x) dy p0 (x)
2
+ + y = 0 (3.2)
dx (x − x0 ) dx (x − x0 )2
such that p1 and p0 are analytic in the neighborhood of x = x0 , then the point x0 is
called a regular singular point.
31
32 Sanyasiraju V S S Yedida sryedida@iitm.ac.in
Example :
Find the singular points and then classify their regularity for the equation
(1 − x2 )y ′′ − 2xy ′ + n(1 + n)y = 0, n is a constant
Since 1 − x2 = 0 for x = ±1, therefore x = 1 and x = −1 are the two singular points
of the given equation. To show that x = 1 is a regular singular point, rewrite the
given equation as
1 −2x ′ 1 (1 − x)n(1 + n)
y ′′ + y + 2
y=0
1−x1+x (1 − x) 1+x
Therefore, we have
−1
−2x 2(x − 1 + 1) (x − 1)
p1 (x) = = − = −(1 + (x − 1)) 1 +
1+x x−1+2 2
2

(x − 1) (x − 1)
= −(1 + (x − 1)) 1 − + − ...
2 4
(x − 1) (x − 1)2

= − 1+ − + ...
2 4
and
−1
(1 − x)n(1 + n) 1−x (x − 1)
p0 (x) = = n(n + 1) 1+
1+x 2 2
2

(x − 1) (x − 1) (x − 1)
= −n(n + 1) 1− + − ...
2 2 4
(x − 1) (x − 1)2

= n(n + 1) − + −...
2 4
Therefore, x = 1 is a regular singular point, similarly, to show that x = −1 is also a

regular singular point we rewrite the given equation as
1 −2x ′ 1 (1 + x)n(1 + n)
y ′′ + y + 2
y=0
1+x1−x (1 + x) 1−x
Therefore, we have
−1
−2x 2(x + 1 − 1) 1
p1 (x) = = = (1 − (x + 1)) 1 −
1−x x+1−2 1+x
2

(x + 1) (x + 1)
= (1 − (x + 1)) 1 + + + ...
2 4
(x + 1) (x + 1)2

= 1− − − ...
2 4
Lecture Notes MA2020 Differential Equations 33
and
−1
(1 − x)n(1 + n) (x + 1)
p0 (x) = = n(n + 1)((x + 1) − 2) 1 −
1+x 2
2

(x + 1) (x + 1)
= −n(n + 1)(x + 1) 1 + + + ...
2 4
(x + 1)2 (x + 1)3

= −n(n + 1) (x + 1) + + + ...
2 4
Hence x = −1 is also a regular singular point.
3.1.3 Problems :
Find the singular points for the following equations and then classify them
1. x2 y ′′ + axy ′ + by = 0, a, b are constant
2. x2 y ′′ + (x + x2 )y ′ − y = 0
3. x3 (x − 2)y ′′ + x3 y ′ + 6y = 0
4. x2 y ′′ + sin xy ′ + cos xy = 0
For linear equations, power series solutions can be obtained at ordinary and regular
singular points. The power series solution is an infinite series appears in the form
∞
X
am (x − x0 )m = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + . . . + (3.3)
m=0
where a0 , a1 . . . are constants and x0 is also a constant called the center of the series.
Some simple power series which we know are
∞
1 X
= xm = 1 + x + x2 + . . . ( |x| < 1, it is the geometric series)
1−x m=0
∞
x
X xm x2
e = = 1+x+ + ... (3.4)
m=0
m! 2!
∞
X (−1)m x2m x2 x4
cos x = = 1− + −...
m=0
(2m)! 2! 4!
∞
X (−1)m x2m+1 x3 x5
sin x = = x− + − ...
m=0
(2m + 1)! 3! 5!
3.1.4 Some Simple Examples :

We demonstrate the power series method through some simple example problems for
which we already know the answer.
1. Consider y ′ − y = 0 for which y = cex , where c is a constant, is the general

solution. To obtain the same through power series method, consider
∞
X ∞
X
m
y = am x ⇒ y = ′
am mxm−1
m=0 m=1
X∞ ∞
X
⇒ y′ − y = am mxm−1 − am xm = 0
m=1 m=0
X∞
⇒ am+1 (m + 1)xm − am xm = 0
m=0
X∞
⇒ (am+1 (m + 1) − am ) xm = 0
m=0
that is,
a1 − a0 = 0 ⇒ a1 = a0
a1 a0
2a2 − a1 = 0 ⇒ a2 = =
2 2
a2 a0
3a3 − a2 = 0 ⇒ a3 = =
3 3!
...
x2 x3

⇒ y = a0 1+x+ + + . . . = a0 ex
2 3!
2
2. y ′ − 2xy = 0 for which y = cex is the solution.
∞
X ∞
X
m
y = am x ⇒ y = ′
am mxm−1
m=0 m=1
X∞ ∞
X
⇒ y ′ − 2xy = am mxm−1 − 2 am xm+1 = 0
m=1 m=0
X∞ ∞
X
m
⇒ am+1 (m + 1)x − 2 am−1 xm = 0
m=0 m=1
∞
X
⇒ a1 + (am+1 (m + 1) − 2am−1 ) xm = 0
m=1
that is,
⇒ a1 = 0
2a2 − 2a0 = 0 ⇒ a2 = a0
3a3 − 2a1 = 0 ⇒ a3 = 0
a2 a0
4a4 − 2a2 = 0 ⇒ a4 = =
2 2
...
x4 x6

2 2
⇒ y = a0 1 + x + + + . . . = a0 ex
2! 3!
3. y ′′ + y = 0 for which y = c1 cos x + c2 sin x is the solution.
∞
X ∞
X ∞
X
y = am xm ⇒ y ′ = am mxm−1 , y ′′ = am m(m − 1)xm−2
m=0 m=1 m=1
X∞ ∞
X
⇒ y ′′ + y = am m(m − 1)xm−2 + am xm = 0
m=2 m=0
X∞ ∞
X
m
⇒ am+2 (m + 2)(m + 1)x + am xm = 0
m=0 m=1
that is,
⇒ a1 = 0
a0
2a2 + a0 = 0 ⇒ a2 = −
2
a1
3 2a3 + a1 = 0 ⇒ a3 = −
3!
a0
4 3a4 + a2 = 0 ⇒ a4 =
4!
...
a0 a1 a0
⇒ y = a0 + a1 x − x2 − x3 + x4 + . . .
2 3! 4! 3
2 4
x5

x x x
= a0 1 − + + . . . + a1 x − + + ...
2 4! 3! 5!
= a0 cos x + a1 sin x
The important aspect of the power series solutions is the convergence of the series
solution obtained in this procedure. Fortunately, whenever p1 and p0 are analytic
in some interval then the power series is convergent with a radius of convergence R.
Further it also allows us to do point wise addition, point wise multiplication, point
wise differentiation and point wise integration.
3.1.5 Example :
Find the power series solution for (4 + x2)y ′′ − 6xy ′ + 8y = 0 with origin as the center
∞
X
y= am xm
m=0
X∞ ∞
X
⇒ y′ = am mxm−1 = am+1 (m + 1)xm
m=1 m=0
X∞ ∞
X
m−2
⇒ y = ′′
am m(m − 1)x = am+2 (m + 1)(m + 2)xm
m=2 m=0
2 ′′ ′
(4 + x )y − 6xy + 8y = 0
∞
X ∞
X ∞
X
⇒ (4 + x2 ) am+2 (m + 1)(m + 2)xm − 6x am+1 (m + 1)xm − 8 am xm = 0
m=0 m=0 m=0
∞
X ∞
X
⇒ (4(m + 1)(m + 2)am+2 + 8am ) xm + (m + 1)(m + 2)am+2 xm+2
m=0 m=0
∞
X
−6 am+1 (m + 1)xm+1 = 0
m=0
∞
X ∞
X ∞
X
⇒ (4(m + 1)(m + 2)am+2 + 8am ) xm + (m − 1)(m)am xm − 6 am (m)xm = 0
m=0 m=2 m=1
∞
X
⇒ (8a2 + 8a0 ) + (24a3 + 8a1 )x + (4(m + 1)(m + 2)am+2 + 8am + (m − 1)(m)am ) xm
m=2
∞
X
−6a1 x − 6 am (m)xm = 0
m=2
∞
X
4(m + 1)(m + 2)am+2 + (m2 − 7m + 8)am xm = 0

⇒ (8a2 + 8a0 ) + (24a3 + 2a1 )x +
m=2
Comparing the coefficients of xm on both sides gives
8a2 + 8a0 = 0 ⇒ a2 = −a0

a1
24a3 + 2a2 = 0 ⇒ a3 = −
12
2a2 a0
4.3.4a4 − 2a2 = 0 ⇒ a4 = =−
48 24
4a3 a1
4.4.5a5 − 2a5 = 0 ⇒ a5 = =−
80 240
Finally, substituting a0 , a1 , a2 , . . . in the definition of y gives

∞
X a1 3 a0 4 a1 5
y = am xm = a0 + a1 x − a0 x2 − x − x − x + ...
m=0
12 24 240
x4 x6 x3 x5 x7

2
= a0 1 − x − − − . . . + a1 x − − − − ...
24 720 12 240 20160
= a0 y1 + a1 y2
4

x6 3 x5 x7
where y1 = 1 − x2 − x24 − 720 − . . . and y2 = x − x12 − 240 − 20160 − . . . are

1 0
linearly independent because the Wronskian w(y1, y2 )at x=0 = = 1. There-
0 1
fore, y1 and y2 are linearly independent, hence the obtained solution is the general
solution of the given problem.
3.1.6 Example :
Find the power series solution for y ′′ + xy ′ + y = 0 with x0 = 2 as the center
∞
X
y= am (x − 2)m
m=0
X∞ ∞
X
m−1
⇒ y = ′
am m(x − 2) = am+1 (m + 1)(x − 2)m
m=1 m=0
X∞ ∞
X
⇒ y ′′ = am m(m − 1)(x − 2)m−2 = am+2 (m + 1)(m + 2)(x − 2)m
m=2 m=0
y ′′ + (x − 2 + 2)y ′ + y = 0
∞ ∞ ∞
!
X X X
⇒ am+2 (m + 1)(m + 2) + (x − 2 + 2) am+1 (m + 1) + am (x − 2)m = 0
m=0 m=0 m=0
∞
X X∞
⇒ ((m + 1)(m + 2)am+2 + 2(m + 1)am+1 + am ) (x − 2)m + (m + 1)am+1 (x − 2)m+1 = 0
m=0 m=0
X∞ X∞
⇒ ((m + 1)(m + 2)am+2 + 2(m + 1)am+1 + am ) (x − 2)m + (m)am (x − 2)m = 0
m=0 m=1
∞
X
⇒ 2a2 + 2a1 + a0 + ((m + 1)(m + 2)am+2 + 2(m + 1)am+1 + (m + 1)am ) (x − 2)m = 0
m=1
Comparing the coefficients of xm on both sides gives

1
2a2 + 2a1 + a0 = 0 ⇒ a2 = −a1 − a0
2
1 1 1 a0 1 1 1
6a3 + 4a2 + 2a1 = 0 ⇒ a3 = − a2 − a1 = − (−a1 − ) − a1 = a1 + a0
3 3 3 2 3 3 3
1 1 1 1 1 1 a0 1 7
12a4 + 6a3 + 3a2 = 0 ⇒ a4 = − a3 − a2 = − ( a1 + a0 ) − (−a1 − ) = a1 − a0
2 4 2 3 3 4 2 12 24
Finally, substituting a0 , a1 , a2 , . . . in the definition of y gives
∞
X
y = am (x − 2)m
m=0

1 2 1 1 3 1 7
= a0 + a1 (x − 2) − a1 + a0 (x − 2) + a1 + a0 (x − 2) + a1 − a0 (x − 2)4 + . . .
2 3 3 12 24
3 4

1 (x − 2) 7(x − 2)
= a0 1 − (x − 2)2 + − − ...
2 3 24
(x − 2)3 (x − 2)4

2
+a1 (x − 2) − (x − 2) + − + ...
3 12
= a0 y1 + a1 y2
where
(x − 2)3 7(x − 2)4

1 2
y1 = 1 − (x − 2) + − −...
2 3 24
and
(x − 2)3 (x − 2)4

2
y2 = (x − 2) − (x − 2) + − + ...
3 12

1 0
are linearly independent because the Wronskian w(y1, y2 )at x=2 = = 1.
0 1
Therefore, y1 and y2 are linearly independent, hence the obtained solution is the
general solution of the given problem.
3.2 Legendre Equation
The linear second order equation given by
(1 − x2 )y ′′ − 2xy ′ + n(n + 1)y = 0 (3.5)
is called the Legendre equation for a constant n. x = ±1 are regular singular points
for this equation, and hence there exists a power series solution for |x| < 1. To find
the power series solution, assume
∞
X
y= am xm
m=0
X∞ ∞
X
m−1
⇒ y = ′
am mx = am+1 (m + 1)xm
m=1 m=0
X∞ ∞
X
⇒ y ′′ = am m(m − 1)xm−2 = am+2 (m + 1)(m + 2)xm
m=2 m=0
(1 − x2 )y ′′ − 2xy ′ + n(n + 1)y = 0
∞ ∞ ∞
!
X X X
⇒ (1 − x2 ) am+2 (m + 1)(m + 2) − 2x am+1 (m + 1) + n(n + 1) am xm = 0
m=0 m=0 m=0
∞
!
X
⇒ am+2 (m + 1)(m + 2) + n(n + 1)am xm
m=0
∞
X ∞
X
− am+2 (m + 1)(m + 2)xm+2 − 2 am+1 (m + 1)xm+1 = 0
m=0 m=0
∞
!
X
⇒ am+2 (m + 1)(m + 2) + n(n + 1)am xm
m=0
∞
X ∞
X
− am (m − 1)(m)xm − 2 am (m)xm = 0
m=2 m=1
Since taking m = 0 in the last term contributes only 0 and similarly m = 0 and
m = 1 does not contribute to the earlier term, therefore
∞
!
X
⇒ am+2 (m + 1)(m + 2) + n(n + 1)am xm
m=0
∞
X ∞
X
m
− am (m − 1)(m)x − 2 am (m)xm = 0
m=0 m=0
∞
!
X
⇒ am+2 (m + 1)(m + 2) + (n + m + 1)(n − m)am xm = 0
m=0
Comparing the coefficients on both sides of the equation, gives
(n + m + 1)(n − m)
am+2 = − am , m = 0, 1, 2, . . . ,
(m + 1)(m + 2)
Therefore, we have
(n + 1)n
a2 = − a0
1.2
(n + 2)(n − 1)
a3 = − a1
2.3
(n + 3)(n − 2) (n + 3)(n + 1)n(n − 2)
a4 = − a2 = a0
3.4 4!
(n + 4)(n − 3) (n + 4)(n + 2)(n − 1)(n − 3)
a5 = − a3 = a1
4.5 5!
with general terms
(−1)m (n + 2m − 1)(n + 2m − 3) . . . (n + 1)n(n − 2) . . . (n − 2m + 2)

a2m = a0
(2m)!
(−1)m (n + 2m)(n + 2m − 2) . . . (n + 2)(n − 1)(n − 3) . . . (n − 2m + 1)

a2m+1 = a1
(2m + 1)!
Finally the solution y is given

(n + 1)n 2 (n + 3)(n + 1)n(n − 2) 4
y(x) = a0 1 − x + x −...
2! 4!

(n + 2)(n − 1) 3 (n + 4)(n + 2)(n − 1)(n − 3) 5
+a1 x − x + x − ...
3! 5!
= a0 y1 + a1 y2
where
(n + 1)n 2 (n + 3)(n + 1)n(n − 2) 4
y1 = 1 − x + x −...
2! 4!
∞
X (−1)m (n + 2m − 1)(n + 2m − 3) . . . (n + 1)n(n − 2) . . . (n − 2m + 2) 2m
= 1+ x
m=1
(2m)!
(n + 2)(n − 1) 3 (n + 4)(n + 2)(n − 1)(n − 3) 5
y2 = x − x + x − ...
3! 5!
∞
X (−1)m (n + 2m)(n + 2m − 2) . . . (n + 2)(n − 1)(n − 3) . . . (n − 2m + 1) 2m+1
= x− x
m=1
(2m + 1)!
For y1 ,

Lt Tm+1 Lt (n + 2m + 1)(n − 2m) 2
= x
m → ∞ Tm m → ∞ (2m + 1)(2m + 2)
n
Lt n − 2 2
= x2 < 1
m

= 1+
2 x
m→∞ 2m + 1 2+ m

therefore y1 is convergent. Similarly for y2 ,

Lt Tm+1 Lt (n + 2m + 2)(n − 2m − 1) 2
= x
m → ∞ Tm m→∞ (2m + 2)(2m + 3)
n−1
Lt n m
−2 2
2
= 1+ x =x <1
m→∞ 2m + 2 2 + m3
therefore y2 is also convergent. Further y1 and y2 are linearly independent, hence

y = a0 y1 + a1 y2 is the general solution of the Legendre equation for |x| < 1.
3.2.1 Properties of the solutions of the Legendre Equation

• Legendre Polynomials : For integer values of n, one of the y1 and y2 is
a polynomial and the other is an infinite series. If n is positive and even or
negative and odd then y1 is a polynomial solution and similarly, if n is positive
and odd or negative and even then y2 is a polynomial solution. Therefore, for
integer values of n there exists a polynomial solution, denoted by Pn (x), to the
Legendre equation (3.5). The polynomial solutions which satisfy Pn (1) = 1
are called Legendre polynomials. The other infinite series is called Legendre
function and is denoted by Qn (x).
• n > −1 : If n ≤ −1 then it can be written as n = −(1 + µ) for some µ > 0.

We have n(n + 1) = −(1 + µ)(−1 − µ + 1) = µ(µ + 1).
• All roots of Pn (x) = 0 lie between -1 and 1.
• Some Legendre Polynomials are P0 (x) = 1, P1 (x) = x, P2 (x) = 12 (3x2 − 1),

P3 (x) = 12 (5x3 − 3x), P4 (x) = 18 (35x4 − 30x2 + 3) and P5 (x) = 81 (65x5 − 70x3 +
15x).
0.5
n=0
n=1
P (x)
n=2
0
n=3
n
n=4
n=5
−0.5
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
x
Figure 3.1: Roots of the Legendre Polynomial

• Express f (x) = x4 + 3x3 − x2 + 5x − 2 in terms of Legendre polynomials.
1
35x4 − 30x2 + 3

P4 (x) =
8
8 6 3
f (x) = P4 (x) + x2 − + 3x3 − x2 + 5x − 2
35 7 35
8 1
= P4 (x) + 3x3 − x2 + 5x − 2
35 7
1
5x3 − 3x

P3 (x) =
2
9 1 73
f (x) = + x − x2 + 5x −
5 7 35
8 6 1 34 73
= P4 (x) + P3 (x) − x2 + x −
35 5 7 5 35
1
2x2 − 1

P2 (x) =
2
8 6 2 1 34 73
f (x) = P4 (x) + P3 (x) − P2 (x) + + x−
35 5 21 21 5 35
P1 (x) = x, P0 (x) = 1
8 6 2 34 224
f (x) = P4 (x) + P3 (x) − P2 (x) + P1 (x) − P0 (x)
35 5 21 5 105
3.2.2 Rodrigue’s formula

1 dn
The Legendre polynomials can be obtained from Pn (x) = n!2n dxn
(x2 − 1)n
dV
V = (x2 − 1)n ⇒ V1 = = n(x2 − 1)n−1 2x ⇒ V1 = 2nx(x2 − 1)n−1
dx
(1 − x2 )V1 + 2nxV = 0 differentiate w.r.t x
(1 − x2 )V2 − 2x(1 − n)V1 + 2nV = 0 differentiate w.r.t x
(1 − x2 )V3 − 2x(2 − n)V2 + 2(2n − 1)V1 = 0 differentiate w.r.t x
...
2 ¯
(1 − x )Vn+2 − 2x(n + 1 − n)Vn+1 + 2 (n(n + 1) − 1 − 2 − 3 . . . − n) Vn = 0
(1 − x2 )y ′′ − 2xy ′ + n(n + 1)y = 0
d n
2 n
Therefore, Vn+2 = C dx n (x − 1) satisfies the Legendre equation. But, we have
Pn (1) = 1, therefore
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 + terms of n − 1 )
1
= C n! 2n ⇒ C = n
2 n!
3.2.3 Rodrigue’s formula as a summation

PN (−1)r (2n−2r)!
Pn (x) = r=0 2n r! (n−r)! (n−2r)! x
n−2N
where N is n2 or n−1 2
depending on n is even
or odd.
From Binomial theorem we have
n n
X X n!
(x2 − 1)n = nCr (x2 )n−r (−1)r = (−1)r (x)2n−2r
r=0 r=0
r! (n − r)!
n
!
n n
1 d 1 d X n!
Pn (x) = n (x2 − 1) = n (−1)r (x)2n−2r
2 n! dxn 2 n! dxn r=0 r! (n − r)!
n
!
n
X 1 d
= (−1)r n n
(x)2n−2r
r=0
2 r! (n − r)! dx
n
X 1 (2n − 2r)! n−2r
= (−1)r (x)
r=0
2n r! (n − r)! (n − 2r)!
N
X (−1)r (2n − 2r)! n−2r
= n
(x)
r=0
2 r! (n − r)! (n − 2r)!
In the last term n − 2r must be either 1 or 0 due to the derivative with respect to x,
all other terms are zero, therefore r = N.
3.2.4 Generating function for Pn (x)

1 1
Prove that (1 − 2xt + t2 )− 2 = (1 − t(2x − t))− 2 = tn Pn (x)
P∞
n=0
We know from Binomial expansion that
m(m − 1) 2 m(m − 1)(m − 2) 3
(1 + x)m = 1 + mx + x + x + ...
1.2 1.2.3
1 3 1 3 5
1 1 .
2 2 2
. .
(1 − z)− 2 = 1+ z+ z + 2 2 2 z3 + . . .
2 2! 3!
2! 4! 6!
= 1+ 2 2
z+ 2 4
z2 + 2 6
z3 + . . .
(1!) 2 (2!) 2 (3!) 2
1 2! 4! 2
(1 − t(2x − t))− 2 = 1+ t(2x − t) + t (2x − t)2 + . . .
(1!)2 22 (2!)2 24
(2n − 2r)! (2n)! n
2 (2n−2r)
t(n−r) (2x − t)(n−r) + . . . + t (2x − t)n + . . .
((n − r)!) 2 (n!)2 22n
Collecting the tn terms from tn−r (2x − t)n−r gives

(2n − 2r)!
= 2 (2n−2r)
t(n−r) (n − r)Cr (−t)r (2x)n−2r
((n − r)!) 2
(2n − 2r)! (n − r)!
= (−1)r tn (2x)n−2r
((n − r)!)2 2(2n−2r) r! (n − 2r)!
(2n − 2r)! (n − r)!
= 2 (2n−2r)
(−1)r tn (2x)n−2r
((n − r)!) 2 r! (n − 2r)!
(−1)r (2n − 2r)!
= n xn−2r tn
2 r! (n − r)! (n − 2r)!
Now collecting all such terms gives
N
X (−1)r (2n − 2r)! n−2r
(x) = tn Pn (x)
r=0
2n r! (n − r)! (n − 2r)!
n n−1
where, N = 2
or 2
depending on n is even or odd.
3.2.5 Numerical Example

Using the generating function of the Legendre polynomial, compute the values of
Pn (1), Pn (−1) and Pn (0).
Fixing the value of x as 1, -1 and 0 gives the required values.
3.2.6 Recurrence formulae for Pn (x)

1. (n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x)
We have ∞
1
X
(1 − 2xt + t2 )− 2 = tn Pn (x)
n=0
Differentiating with respect t gives
∞
1 3
X
− (1 − 2xt + t2 )− 2 (−2x + 2t) = ntn−1 Pn (x)
2 n=0
∞
2 − 21
X
2
(x − t)(1 − 2xt + t ) = (1 − 2xt + t ) ntn−1 Pn (x)
n=0
∞
X ∞
X
(x − t) tn Pn (x) = (1 − 2xt + t2 ) ntn−1 Pn (x)
n=0 n=0
n
Equating the coefficients of t on both sides gives the required relation
2. nPn (x) = xPn′ (x) − Pn−1
′
(x)
Differentiating the generating function w.r.to x gives
∞
2 − 23
X
t(1 − 2xt + t ) = tn Pn′ (x)
n=0
Differentiating the generating function w.r.to t gives

∞
2 − 32
X
(x − t)(1 − 2xt + t ) = ntn−1 Pn (x)
n=0
Dividing one with the other gives

∞
X ∞
X
n
(x − t) t Pn′ (x) =t ntn−1 Pn (x)
n=0 n=0
Comparing the coefficients of tn gives the required relation
3. (2n + 1)Pn (x) = Pn+1′

(x) − Pn−1 ′(x)
Differentiating the recurrence relation (1) with respect to x and then using
xPn′ (x) from (2) gives the required relation
4. Pn′ (x) = xPn−1

′
(x) + nPn−1 (x)
Differentiating w.r.to x and rewriting (1) gives

(n + 1)Pn′ (x) = (2n + 1)Pn (x) + (n + 1)xPn′ (x) + n xPn′ (x) − Pn−1
′
(x)
Using the relation (2) and replacing n with n − 1 gives the required relation
5. (1 − x2 )Pn′ (x) = n (Pn−1 (x) − xPn (x))

Using recurrence relations (2) and (4) gives the required relation
3.2.7 Orthogonality of the Legendre Polynomials

The Legendre polynomials Pn (x) satisfy the following orthogonal property
Z 1
0, m 6= n
Pm (x) Pn (x) dx = 2 (3.6)
−1 2n+1
, m=n
Proof : Assume that Pm (x) is the solution of (1 − x2 )u′′ − 2xu′ + m(m + 1)u = 0 and
Pn (x) is the solution of (1 − x2 )v ′′ − 2xv ′ + n(n + 1)v = 0. Multiplying the first one
with v and second one with u and then subtracting gives (for m 6= n)
d
(1 − x2 )(u′v − uv ′) + (m − n)(m + n + 1)uv = 0

dx
Integrating both sides with respect to x in the limits -1 to 1 gives

Z 1 1
Z 1
uv dx = (1 − x2 )(u′v − uv ′)−1 = 0 ⇒

(m−n)(m+n+1) Pm (x) Pn (x) dx = 0, (m 6= n)
−1 −1
For m = n, from Rodrigue’s formula we can write

Z 1 Z 1
n 2 2
(n!2 ) Pn (x) dx = D n (x2 − 1)n D n (x2 − 1)n dx
−1 −1
Z 1
D (x − 1)n D n−1 (x2 − 1)n−1 1 −
n 2
D n+1 (x2 − 1)n D n−1 (x2 − 1)n dx

= −1
−1
Z 1
= − D n+1 (x2 − 1)n D n−1 (x2 − 1)n dx
−1
Integrating n − 1 times gives
Z 1
n
= (−1) D 2n (x2 − 1)n (x2 − 1)n dx
−1
Z 1 Z 1
n 2 n
= (−1) (2n)! (x − 1) dx = 2(2n!) (1 − x2 )n dx
−1 0
Z π
2
= 2(2n)! cos2n+1 θdθ dx
0
2n (2n − 2) . . . 4 2
= 2(2n)!
(2n + 1) (2n − 1) . . . 2 1
(2n (2n − 2) . . . 4 2)2 2
= 2(2n)! = (n!2n )2
(2n + 1)! 2n + 1
1
2
Z
Pn2 (x) dx =
−1 2n + 1
3.2.8 Fourier - Legendre Expansion

If f (x) is a function defined from x = −1 to 1 then wee can write f (x) = ∞
P
n=0 cn Pn (x).
To find the coefficients cn multiply Pn (x) on both sides and integrate with respect
to x in the limits -1 to 1 and finally using the orthogonality condition of Legendre
polynomials gives
Z 1 Z 1
cn
f (x) Pn (x) dx = cn Pn2 (x) =
−1 −1 2n + 1
2n+1
R1
Therefore, cn = n −1
f (x) Pn (x) dx.
Chapter 4
Frobeneous Method
Power series method to solve homogeneous linear second order equations with variable
coefficients at regular singular points generally results in to trivial solution, therefore
alternatively, the Frobeneous method is used to solve such equations at regular singu-
lar points. To describe the method, let us consider the general second order equation
(x − x0 )2 y ′′ + (x − x0 )p1 (x)y ′ + p0 (x)y = 0
where x = x0 is a regular singular point and p1 (x) and p0 (x) are some analytic
functions that is, there exists some power series expansions for them, about x0 , given
by
p0 (x) = p00 + p10 (x − x0 ) + p20 (x − x0 )2 + . . .

p1 (x) = p01 + p11 (x − x0 ) + p21 (x − x0 )2 + . . .
Finally, assume (a0 6= 0)

∞
X
y = am xm+k
m=0
X∞
y′ = am (m + k)xm+k−1
m=0
X∞
y ′′ = am (m + k)(m + k − 1)xm+k−2
m=0
Substituting them in the given equation gives

∞ ∞
! ∞
X X X
am (m + k)(m + k − 1)(x − x0 )m+k + pl1 (x − x0 )l am (m + k)(x − x0 )m+k
m=0 l=0 m=0
∞
! ∞
X X
+ pl0 (x − x0 )l am (x − x0 )m+k = 0
l=0 m=0
47
Collecting the coefficients of the lowest powers of (x − x0 ), which is a quadratic

polynomial in k, called as indicial polynomial, and equating it to zero gives
k(k − 1) + p01 k + p00 = 0 (4.1)
The indicial equation (4.1) has two roots and depending on the nature of these two
roots the general solution of the given equation is written
1. Case 1 : The roots are real, distinct and not differ by an integer
In this case, the two linearly independent solutions can be obtained as in the
power series method, and the general solution will looks like y = C1 y1 + C2 y2 .
Numerical Example 1: Find the general solution of
2x2 y ′′ + xy ′ − (x2 + 1)y = 0
Let the solution be written as
∞
X
y = am xm+k c0 6= 0
m=0
X∞
y′ = am (m + k)xm+k−1
m=0
X∞
y ′′ = am (m + k)(m + k − 1)xm+k−2
m=0
⇒ 2x y + xy ′ − (x2 + 1)y
2 ′′
∞
X X∞
2 am (m + k)(m + k − 1)xm+k + am (m + k)xm+k
m=0 m=0
∞
X
− (x2 + 1) am xm+k = 0
m=0
The indicial equation is given by (m = 0), 2k 2 − k − 1 = 0, Therefore, the two

roots are k = 1, − 21
Similarly, equating the coefficients of xk+1 to zero gives a1 (2k 2 + 3k) = 0, since
(2k 2 + 3k) 6= 0 for k = 1, − 21 , therefore a1 must be zero.
Now the summation can be written as
∞
X ∞
X
m+k
(2(m + k)(m + k − 1) + (m + k) − 1) am x − am xm+k+2 = 0
m=2 m=0
X∞ X∞
(2(m + k)(m + k − 1) + (m + k) − 1) am xm+k − am−2 xm+k = 0
m=2 m=2
∞
X
((2(m + k)(m + k − 1) + (m + k) − 1) am − am−2 ) xm+k = 0
m=2
∞
X
(((m + k)(2m + 2k − 1) − 1) am − am−2 ) xm+k = 0
m=2
Equating the coefficients of xm+k gives
((m + k)(2m + 2k − 1) − 1) am − am−2 = 0
or
am−2
am = , m≥2
(m + k)(2m + 2k − 1) − 1
Further, since a1 = 0, therefore a3 = a5 = . . . = 0 and for k = 1, we have
am−2 a0 a2 a0
am = , ⇒ a2 = , a4 = = ,...
(m + 1)(2m + 1) − 1 14 44 616
Similarly, for k = − 21 , we have

am−2 a0 a2 a0
am = , ⇒ a2 = , a4 = = ,...
(m + 1/2)(2m − 2) − 1 2 20 40
Therefore, the two linearly independent solutions are
x2 x4

y1 (x) = a0 x 1 + + + ...
14 616
x2 x4

− 12
y2 (x) = a0 x 1+ + + ...
2 40
9x(1 − x)y ′′ − 12y ′ + 4y = 0

∞
X
y = am xm+k c0 6= 0
m=0
X∞
y′ = am (m + k)xm+k−1
m=0
X∞
y ′′ = am (m + k)(m + k − 1)xm+k−2
m=0
9x(1 − x)y ′′ − 12y ′ + 4y = 0

X∞ ∞
X
m+k−1
⇒ (9(m + k)(m + k − 1) − 12(m + k))am x + (−9(m + k) + 4)am xm+k = 0
m=0 m=0
X∞ ∞
X
⇒ 3(m + k)(3m + 3k − 7)am xm+k−1 + (−9(m + k) + 4)am xm+k = 0
m=0 m=0
The indicial equation is given by (coefficient of xk−1 ), 9k 2 − 21k = 0, Therefore,

the two roots are k = 0, 37
∞
X ∞
X
m+k−1
3(m + k)(3m + 3k − 7)am x + (−9(m + k) + 4)am xm+k = 0
m=1 m=0
∞
X X∞
3(m + k + 1)(3m + 3k − 4)am+1 xm+k + (−9(m + k) + 4)am xm+k = 0
m=0 m=0
∞
X
(3(m + k + 1)(3m + 3k − 4)am+1 + (−9(m + k) + 4)am ) xm+k = 0
m=0
3(m + k + 1)(3m + 3k − 4)am+1 + (−9(m + k) + 4)am = 0
or
−9(m + k) + 4
am+1 = am , m≥0
3(m + k + 1)(3m + 3k − 4)
Finally, the coefficients can be written as
3k + 1
a1 = a0
3(k + 1)
3k + 4 (3k + 4)(3k + 1)
a2 = a1 = 2 a0
3(k + 2) 3 (k + 2)(k + 1)
3k + 7 (3k + 7)(3k + 4)(3k + 1)
a3 = a2 = 3 a0
3(k + 3) 3 (k + 3)(k + 2)(k + 1)
...
For, k = 0, we have
1 14 147
a1 = a0 , a2 = a0 , a3 = a0 , . . .
3 36 369
Therefore,
1 14 2 147 3
y1 (x) = a0 1+ x+ x + x + ...
3 36 369
Similarly, for k = 37 , we have

7 8 8 11 2 8 11 14 3
y2 (x) = a0 x 1 + x +
3 x + x + ...
10 10 13 10 13 16
2x2 y ′′ + xy ′ − (x2 + 1)y = 0

The roots of the indicial equation are 1, − 12 . The two linearly independent
solutions are
x2 x4

y1 (x) = a0 x 1 + + + ...
14 616
x2 x4

− 12
y2 (x) = a0 x 1+ + + ...
2 40
2. Case II : The roots of the indicial equation are equal

In this case the second linearly independent solution is obtained, after obtaining
y1 (x), taking partial derivative of y1 with respect to k and substituting k = k1 .
Numerical Example : Find the general solution of
xy ′′ + y ′ − xy = 0

∞
X
y = am xm+k c0 6= 0
m=0
X∞
y′ = am (m + k)xm+k−1
m=0
X∞
y ′′ = am (m + k)(m + k − 1)xm+k−2
m=0
⇒ xy ′′ + y ′ − xy
∞
X ∞
X
m+k−1 m+k−1
am (m + k)(m + k − 1)x + am (m + k)) x − am xm+k+1 = 0
m=0 m=0
∞
X ∞
X
(m + k)2 am xm+k−1 − am xm+k+1 = 0
m=0 m=0
The indicial equation is given by (m = 0), k 2 = 0, Therefore, the two roots are
k = 0, 0
Similarly, equating the coefficients of xk is equal to zero gives a1 (k 2 + 1) = 0,
since (k 2 + 1) 6= 0 for k = 0, therefore a1 must be zero.
∞
X ∞
X
2 m+k−1
(m + k) am x − am xm+k+1 = 0
m=2 m=0
∞
X X∞
(m + k + 2)2 am+2 xm+k+1 − am xm+k+1 = 0
m=0 m=0
∞
X
(m + k + 2)2 am+2 − am xm+k+1

= 0
m=0

(m + k + 2)2 am+2 − am = 0
or
am
am+2 = m≥0
(m + k + 2)2
Further, since a1 = 0, therefore a3 = a5 = . . . = 0. For m = 2, 4, . . .
a0 a2 a0
a2 = 2
, ⇒ a4 = 2
=
(k + 2) (k + 4) (k + 2) (k + 4)2
2
a4 a0
a6 = 2
= ,...
(k + 6) (k + 2) (k + 4)2 (k + 6)2
2
Substituting them in the series gives

x2 x4 x6

k
y1 = a0 x 1 + + + + ...
(k + 2)2 (k + 2)2 (k + 4)2 (k + 2)2 (k + 4)2 (k + 6)2
(4.2)
Finally, fixing k = 0 gives
x2 x4 x6

y1 = a0 1 + 2 + 2 2 + 2 2 2 + . . .
2 2 4 2 4 6
To compute the second linearly independent solution, substitute (4.2) in the
given equation. (This results into a remainder of the indicial polynomial as
the coefficients in the other terms are computed by substituting them in the
equation), that is, we get
xy ′′ + y ′ − xy = a0 k 2 xk−1
Differentiating with respect to k gives
2
d d dy
= a0 2kxk−1 + k 2 xk−1 ln(x)

x 2+ −x
dx dx dk
dy
Since, the right hand side of the above equation is zero at k = 0, therefore dk
is also a solution of the given equation. Therefore, differentiating (4.2) with
respect to k and then using k = 0 in the resultant function gives the other
linearly independent solution.
x2 x4 x6

dy1 k
= a0 x ln(x) 1 + + + + ...
dk (k + 2)2 (k + 2)2 (k + 4)2 (k + 2)2 (k + 4)2 (k + 6)2
2x2

k 4 2 2
+ a0 x − −x + + ...
(k + 2)3 (k + 2)3 (k + 4)2 (k + 2)3 (k + 2)2
2x2

k 4 1 1
= ln(x)y1 (x) + a0 x − − 2x + + ...
(k + 2)3 (k + 2)3 (k + 4)2 (k + 2)3 (k + 2)2
Now substituting k = 0 gives
2
3x4

dy1 x
y2 (x) = = ln(x)y1 (x) − a0 + + ...
dk k=0 4 128
3. Case III : The roots of the indicial equation differ by an integer. There can
be three possibilities in this case, they are
• The two roots of the indicial equation may two linearly independent solu-
tions as in the Case I
• One root of the indicial equation itself may give the complete solution with
two parameters and the other root of the indicial equation may produce
only a dependent solution.
• One root of the indicial equation may produce indeterminant terms how-
ever by modifying the coefficient, it may be manageable to eliminate the
indeterminacy. In this case the other root is obtained by the method fol-
lowed in the Case II
Now let us look at some examples of Case III.
x(x + 1)y ′′ + 3xy ′ + y = 0

∞
X
y = am xm+k c0 6= 0
m=0
X∞
y′ = am (m + k)xm+k−1
m=0
X∞
y ′′ = am (m + k)(m + k − 1)xm+k−2
m=0
⇒ x(x + 1)y ′′ + 3xy ′ + y
∞
X X∞
am (m + k)(m + k − 1)xm+k−1 + ((m + k)(m + k − 1) + 3(m + k) + 1) am xm+k = 0
m=0 m=0
The indicial equation is given by (m = 0), k(k − 1) = 0, Therefore, the two

roots are k = 0, 1, which are differ by an integer
∞
X ∞
X
m+k−1
am (m + k)(m + k − 1)x + ((m + k)(m + k − 1) + 3(m + k) + 1) am xm+k = 0
m=1 m=0
∞
X
((m + k + 1)(m + k)am+1 + ((m + k)(m + k + 2) + 1)am ) xm+k = 0
m=0
Equating the coefficients of xm+k to zero gives (for m ≥ 0)

(m + k)(m + k + 2) + 1 (m + k + 1)2 (m + k + 1)
am+1 = − am , = − am = − am
(m + k + 1)(m + k) (m + k + 1)(m + k) (m + k)
k+1
a1 = − a0
k
k+2 k+2
a2 = − a1 = a0
k+1 k
k+3 k+3
a3 = − a2 = a0
k+2 k
...
Therefore, the solution can be written as

k k+1 k+2 2 k+3 3
y1 (x) = a0 x 1 − x+ x − x + ...
k k k
In the above solution all the terms after the first one are equal to ∞ as k = 0,
However if we modify a0 = kc0 , in general replace a0 with c0 (x − x0 ), then the
above solution can be written as
y1 (x) = c0 xk k − (k + 1)x + (k + 2)x2 − (k + 3)x3 + . . .

For k = 0 we have
y1 (x) = c0 −x + 2x2 − 3x3 + . . . = −c0 x(1 + x)−2

Similarly, for k = 1 we have (k = 1 is the root of the modified indicial equation)
y2 (x) = c0 x 1 − 2x + 3x2 − 4x3 + . . . = c0 x(1 + x)−2

Therefore, y1 and y2 are not linearly independent, to obtained the other solution
take the partial derivative of y1 with respect to k, to get
y2 (x) = c0 y1 ln(x) + c0 xk 1 − x + x2 − x3 + . . . = c0 y1 ln(x) + c0 xk (1 + x)−1

Substituting k = 0 gives
y2 (x) = c0 y1 ln(x) + c0 (1 + x)−1
x2 y ′′ + 6xy ′ + (6 + x2 )y = 0

∞
X
y = am xm+k c0 6= 0
m=0
X∞
y′ = am (m + k)xm+k−1
m=0
X∞
y ′′ = am (m + k)(m + k − 1)xm+k−2
m=0
x2 y ′′ + 6xy ′ + (6 + x2 )y = 0
X∞ ∞
X
⇒ ((m + k)(m + k + 5) + 6)am xm+k + am xm+k+2 = 0
m=0 m=0
The indicial equation is given by (k + 2)(k + 3) = 0, Therefore, the two roots

are k = −2, −3, and k = −3 gives two linearly independent solutions.
∞
X
((m + k + 2)(m + k + 7) + 6)am+2 + am )xm+k+2 = 0
m=0
Equating the coefficients of xm+k to zero gives (for m ≥ 0)

am
am+2 = −
(m + k + 2)(m + k + 7) + 6
a0
a2 = −
(k + 2)(k + 7) + 6
a0
a3 = −
(k + 3)(k + 8) + 6
a2 a0
a4 = − =
(k + 4)(k + 9) + 6 ((k + 4)(k + 9) + 6)((k + 2)(k + 7) + 6)
a3 a1
a5 = − =
(k + 5)(k + 10) + 6 ((k + 5)(k + 10) + 6)((k + 3)(k + 8) + 6)
...
For k = −3. we have

a0 a1 a0 a1
a2 = − , a3 = − , a4 = , a5 = ,...
2 6 24 120
The general solution is
x2 x4 x3 x5

−3
y(x) = x a0 1 − + + . . . + a1 x − + + ...
2! 4! 3! 5!
cos x sin x
= a0 3 + a1 3
x x
4.1 Bessel’s Function

4.1.1 Gamma Function
Gamma function is defined as
Z∞
Γ(ν) = e−x xν−1 dx ν > 0 (4.3)
0
Z∞
∞
Γ(1) = e−x x0 dx = −e−x 0
= 1 (4.4)
0
Z∞ Z∞
∞
Γ(ν + 1) = e−x xν dx = −xν e−x 0 + e−x xν−1 dx = νΓ(ν) (4.5)
0 0
Or (4.6)
Γ(ν + 1)
Γ(ν) = (4.7)
ν
That is, for integer values of ν = n it works as a factorial function, therefore, the
Gamma can be taken as the generalization of the Factorial function (to the non-zero,
non-negative real numbers).
Further, if Γ(ν) is known in an interval, say, 1 < ν ≤ 2 then it can be computed

in the interval 2 < ν ≤ 3, 3 < ν ≤ 4 so on and similarly, 0 < ν ≤ 1, that is for
all ν except for ν = 0 and negative integers. Therefore, in general, the values of the
Gamma function can be obtained using
Γ(r + 1) Γ(r + 2) Γ(r + k + 1)
Γ(r) = = = ··· =
r r(r + 1) r(r + 1)(r + 2) · · · (r + k)
Γ(r + k + 1)
Γ(r) = , (r 6= 0, −1, −2, · · · )
r(r + 1)(r + 2) · · · (r + k)
k may be chosen as a smallest integer such that r + k + 1 > 0.
A typical graph of the Gamma function is shown in the Figure 4.1.1.

√
One special value of the Gamma function is Γ(1/2) = π.
Proof : Consider
Z∞
1 1
Γ = e−x x( 2 −1) dx
2
0
2
Take the transformation x = u
Z∞
2
= 2 e−u du
0
Gamma Function
25
20
15
Γ(x) 10
−5
−10
−15
−4 −3 −2 −1 0 1 2 3 4 5
x
Figure 4.1: Gamma Function
squaring the terms will give

2 Z∞ Z∞
1 2 2
Γ = 4 e−u e−v du dv
2
0 0
changing in to polar coordinates will give
π
Z2 Z∞
2
= 4 e−r r dr dθ
0 0
π
Z 2
= 2 1 dθ = π
0
√
That is, Γ(1/2) = π.
4.1.2 Bessel’s equation of order ν
d2 y dy
x2 2
+ x + (x2 − ν 2 )y = 0 (4.8)
dx dx
Frobeneous method can be used to solve the Bessel’s equation near x = 0. Consider
∞
X
y = am xm+k c0 6= 0
m=0
X∞
y′ = am (m + k)xm+k−1
m=0
X∞
y ′′ = am (m + k)(m + k − 1)xm+k−2
m=0
d2 y dy
⇒ x2 2
+ x + (x2 − ν 2 )y = 0
dx dx
∞
X ∞
2
m+k X
⇒ am (m + k)(m + k − 1) + (m + k) − ν x + am xm+k+2 = 0
m=0 m=0
The indicial equation is given by (m = 0), k(k − 1) + k − ν 2 = 0, Therefore, the two

roots are k = ±ν
Similarly, equating the coefficients of xk+1 to zero gives a1 ((k + 1)2 − ν 2 ) = 0, since
(k + 1)2 − ν 2 6= 0 for k = ±ν, therefore a1 must be zero.
∞
X ∞
X
2 m+k
am xm+k+2

(m + k)(m + k − 1) + (m + k) − ν am x + = 0
m=2 m=0
∞
X X∞
(m + k)2 − ν 2 am xm+k + am−2 xm+k

= 0
m=2 m=2
∞
X
(m + k)2 − n2 am + am−2 xm+k

= 0
m=2
(m + k)2 − ν 2 am + am−2 = 0

or
am−2
am = , m≥2
(m + k)2 − ν 2
Further, since a1 = 0, therefore a3 = a5 = . . . = 0 and for k = 1, we have
−a0 a2 a0
a2 = 2 2
, a4 = − 2 2
= ,...
(k + 2) − ν (k + 4) − ν ((k + 2) − ν )((k + 4)2 − ν 2 )
2 2
Therefore, the solution can be written as
x2 x4

k
y(x) = a0 x 1 − + + ...
(k + 2)2 − ν 2 ((k + 2)2 − ν 2 )((k + 4)2 − ν 2 )
For k = ±n we get
x2 x4

n
y1 (x) = a0 x 1 − + −... (4.9)
4(ν + 1) 42 2!(ν + 1)(ν + 2)
x2 x4

n
y2 (x) = a0 x 1 − + − ... (4.10)
4(−ν + 1) 42 2!(−ν + 1)(−ν + 2)
1. Case(i) : n is not zero or an integer, then (4.9) and (4.10) gives two linearly
independent solutions and the general solution to the Bessel’s equation y is
1
y = c1 y1 + c2 y2 . Further if a0 = 2ν Γ(ν+1) then (4.9) is called Bessel function of
first kind of order ν and is denoted by Jν (x). It’s expression is given by

xν 1 1 x 2 1 x 4
Jν (x) = − + − · ·(4.11)
·
2 Γ(ν + 1) 1! Γ(ν + 2) 2 2! Γ(ν + 3) 2
∞ x ν+2r
X 1
= (−1)r (4.12)
r=0
2 r! Γ(ν + r + 1)
Similarly
∞ x −ν+2r
X 1
J−ν (x) = (−1)r (4.13)
r=0
2 r! Γ(−ν + r + 1)
2. Case(ii) : ν is zero, In this case since y2 = y1 , therefore, y2 is obtained using

y2 = ∂y 1
∂k k=0
.
3. Case(iii) : ν = n is an integer, then y2 fails to give a solution for positive n

and similarly y1 fails to give for negative n. In such cases, the second solution is
obtained by assuming y2 (x) = u(x) y1 (x). Substituting y2 in Bessel’s equation
gives
x2 u′′ Jn + 2x2 u′Jn′ + xu′ Jn = 0
dividing with x2 u′Jn gives
d
xu′ Jn2 = 0 ⇒ xu′ Jn2 = A

dx
A dx
Z
′
⇒ u =; 2 ⇒ u=A +B
xJn xJn2
Therefore, the second solution is y2 (x) = Jn (x) x(J dx(x))2 which is called Bessel
R
n
function of second kind order n (or Neumann function) and is denoted by Yn .
Observation J−n (x) = (−1)n Jn (x), (n is an integer)
We have
∞ x −n+2r
X 1
J−n (x) = (−1)r
r=0
2 r! Γ(−n + r + 1)
Observe that, Γ(−n + r + 1) = (r − n)! and it will tend to ∞ for all negative r − n + 1
(Γ function is not defined for 0 and negative integers) , therefore, the first n − 1 terms
in the above series are zero and it can be re-written as
∞ x −n+2r
X 1
J−n (x) = (−1)r
r=n
2 r! Γ(−n + r + 1)
Replacing r with r + n gives
∞ x n+2r
X 1
J−n (x) = (−1)r+n
r=0
2 (r + n)! Γ(−n + r + n + 1)
∞ x n+2r
X 1
= (−1)r+n
r=0
2 (r + n)! r!
∞ x n+2r
X
r+n 1
= (−1)
r=0
2 Γ(n + r + 1) r!
n
= (−1) Jn (x)
4.1.3 Recurrence Relations
d
1. (xν Jν (x)) = xν Jν−1 (x)
dx
We have
∞ x ν+2r
X 1
xν Jν (x) = xν (−1)r
r=0
2 r! Γ(ν + r + 1)
∞
X 1 1
= (−1)r x2ν+2r ν+2r
r=0
r! Γ(ν + r + 1) 2
∞
d ν X 2(ν + r) 1
(x Jν (x)) = (−1)r x2ν+2r−1 ν+2r
dx r=0
r! Γ(ν + r + 1) 2
∞ x ν+2r−1
X (ν + r)
= xν (−1)r
r=0
2 r! Γ(ν + r + 1)
∞ x (ν−1)+2r
X 1
= xν (−1)r
r=0
2 r! Γ((ν − 1) + r + 1)
ν
= x Jν−1 (x)
d
2. dx
(x−ν Jν (x)) = −x−ν Jν+1 (x)
We have
∞ x ν+2r
X 1
−ν
x Jν (x) = x −ν
(−1)r
r=0
2 r! Γ(ν + r + 1)
∞
X 1 1
= (−1)r x2r ν+2r
r=0
r! Γ(ν + r + 1) 2
∞
d X 2r 1
(−1)r x2r−1

x−ν Jν (x) = n+2r
dx r=0
r! Γ(ν + r + 1) 2
∞ x ν+2r−1
X r
= x −ν
(−1)r
r=0
2 r! Γ(ν + r + 1)
∞ x ν+2r−1
X r
= x−ν (−1)r (∵ r = 0 contributes only zero
r=1
2 r! Γ(ν + r + 1)
∞ x n+2(r−1)+1
−ν
X
r−1 1
= −x (−1)
r=1
2 (r − 1)! Γ(n + (r − 1) + 2)
∞ x ν+2r+1
−ν
X
r 1
= −x (−1) (replace r − 1 with r
r=0
2 r! Γ(ν + r + 2)
∞ x ν+2r+1
X 1
= −x−ν (−1)r
r=0
2 r! Γ(ν + 1 + r + 1)
= −x−ν Jν+1 (x)
x
3. Jν (x) = 2ν
(Jν−1 (x) + Jν+1 (x)) From first and second recurrence relations, we
have
d ν
(x Jν (x)) = xν Jν−1 (x)
dx
d
x−ν Jν (x) = −x−ν Jν+1 (x)
dx
or
x Jν (x) + νxν−1 Jν (x) = xν Jν−1 (x)
ν ′
x−ν Jν′ (x) − νx−ν−1 Jν (x) = −x−ν Jν+1 (x)

or
′ ν
Jν (x) + Jν (x) = Jν−1 (x)
x
ν
−Jν′ (x) + Jν (x) = Jν+1 (x)
x
x
⇒ Jν (x) = (Jν−1 (x) + Jν+1 (x))
2ν
1
⇒ Jν′ (x) = (Jν−1 (x) − Jν+1 (x))
2
ν
4. Jν′ (x) = J (x)
x ν
− Jν+1 (x) Comes directly from recurrence relation (2)
2ν
5. Jν+1 (x) = x ν
J (x) − Jν−1 (x) Comes directly from recurrence relation (3)
4.1.4 Observation
J0 (x) = 0 has no complex roots but an infinite number of real positive roots. Its first
four roots are x = 2.4, 5.52, 8.65 and 11.79
4.1.5 Compute J0 (x), J1 (x) and J1/2(x)
∞ x ν+2r
X 1
Jν (x) = (−1)r
r=0
2 r! Γ(ν + r + 1)
For ν = 0
∞ x 2r
X
r 1
J0 (x) = (−1)
r=0
2 r! Γ(r + 1)

1 x 2
1 x 4 1 x 6
= 1− + − +···
1! 2 (2!)2 2 (3!)2 2
For ν = 1
∞ x 2r+1
X 1
J1 (x) = (−1)r
r=0
2 r! Γ(r + 2)

x 1 x 2 1 x 4 1 x 6
= 1− + − +···
2 1! 2! 2 (2! 3!) 2 (3! 4!) 2
1
For ν = 2
∞ x 2r+1/2
X 1
J1/2 (x) = (−1)r
r=0
2 r! Γ(r + 1 + 1/2)
x 1/2
1 1 x 2 1 x 4 1 x 6
= − + − +···
2 Γ(3/2) 1!Γ(5/2) 2 2!Γ(7/2) 2 3!Γ(9/2) 2
x 1/2 1 1 x 2 1 x 4
= − + − +···
2 1/2 Γ(1/2) 1! 1/2 3/2 Γ(1/2) 2 2 5/2 3/2 1/2 Γ(1/2) 2
x 1/2 1 2 2x2 2x4

= − + −+···
2 Γ(1/2) 1! 3! 5!
√ !
x3 x5 √

2 x
= √ − + − +··· ∵ Γ(1/2) = π
xπ 1! 3! 5!
r
2
= sin x Similarly
xπ
r
2
J−1/2 (x) = cos x
xπ
4.1.6 Express J5 (x) in terms of J1(x) and J0(x)

We have
x 2ν
Jν (x) = (Jν−1 (x) + Jν+1 (x)) ⇒ Jν+1 (x) = Jν (x) − Jν−1 (x)
2ν x
2
J2 (x) = J1 (x) − J0 (x)
x
4 8 4
J3 (x) = J2 (x) − J1 (x) = 2
− 1 J1 (x) − J0 (x)
x x x

6 48 8 24
J4 (x) = J3 (x) − J2 (x) = − J1 (x) + 1 − 2 J0 (x)
x x3 x x

8 384 72 12 192
J5 (x) = J4 (x) − J3 (x) = − 2 − 1 J1 (x) + − 3 J0 (x)
x x4 x x x
4.1.7 Prove the following

q
2 3−x2
1. J 5 (x) = xπ x2
sin x − x3 cos x
2
We have
2ν
Jν+1 = Jν (x) − Jν−1 (x)
x
2 . 3/2
J 5 (x) = J 3 +1 (x) = J3/2 (x) − J(3/2−1) (x)
2 2
x
2 . 3/2 2 . 1/2
= J1/2 (x) − J(1/2−1) (x) − J1/2 (x)
x x

3 1
= J1/2 (x) − J(−1/2) (x) − J1/2 (x)
x x
3 − x2 3
= 2
J1/2 (x) − J(−1/2) (x)
rx x
2

2 3−x 3
= sin x − cos x
xπ x2 x
2. Jν′′ = 41 (Jν−2 − 2Jν + Jν+2 )

We have
1
Jν′ = (Jν−1 − Jν+1 )
2
1 1 1
Jν′′ = (Jν−2 − Jν ) − (Jν − Jν+2 )
2 2 2
1
= (Jν−2 − 2Jν + Jν+2 )
4
d
(x Jν Jν+1 ) = x Jν2 − Jν+1
2

3. dx
d d
(x−ν Jν ) (xν+1 Jν+1 )

(x Jν Jν+1 ) =
dx dx
d d
x−ν Jν (xν+1 Jν+1 ) + (x−ν Jν ) xν+1 Jν+1

=
dx dx
= −x−ν Jν+1 (xν+1 Jν+1 ) + (x−ν Jν ) xν+1 Jν
= x Jν2 − Jν+1
2

2
R
4. J3 dx = c − J2 (x) − x
J1 (x)
Z Z
J3 dx = x2 (x−2 J3 ) dx
Z
2 −2 d
= −x (x J2 ) + 2x x−2 J2 dx (∵ dx
(x−ν Jν (x)) = −x−ν Jν+1 (x)
Z
= −J2 + 2 x−1 J2 dx
= −J2 + 2(−x−1 J1 )
2
= c − J2 (x) − J1 (x)
x
x2
x J02 (x) dx = (J02 (x) + J12 (x))
R
5. 2
x2 x2 x2 2
Z Z Z
x J02 (x) dx = J02 (x) − 2J0 J0′ dx = J (x) − x2 J0 J0′ dx
2 2 2 0
x2
Z
= J02 (x) + (x J0 ) (x J1 ) dx (∵ d
dx
(x−0 J0 (x)) = −x−0 J0+1 (x)
2
x2 d
Z
= J02 (x) + (x J1 ) (x J1 ) dx (∵ d
dx
(x J1 ) = x J0
2 dx
x2 x2 2
= J02 (x) + J (x)
2 2 1
6. Using Rolle’s theorem, prove that between two consecutive Zeros of J0 (x) there
is precisely one zero of J1 (x).
Rolls theorem : For a continuous and closed function f in an interval I,

if f ′ exists at every point of I and f (a) = f (b) = 0 then there exists a point
c ∈ I such that f ′ (c) = 0.
If a and b are any two consecutive roots of J0 (x), then we have J0 (a) = J0 (b) = 0.
Since J0 satisfies the conditions required for the Rolle’s theorem, there must ex-
ists a c, (a < c < b) such that J0′ (c) = 0.
d d
But we have dx (x−ν Jν ) = −x−ν Jν+1 ⇒ dx
(x−0 J0 ) = −x−0 J0+1 ⇒
d
dx
(J0 ) = −J1 . therefore J1 (c) = 0.
d d
Similarly using the rule dx (xν Jν ) = xν Jν−1 ⇒ dx
(x1 J1 ) = x1 J0 ⇒
d
dx
(x J1 ) = xJ0 . That is two consecutive zeros of J1 contains a zero of J0 (the
result: Zeros of J1 = 0 and also the zeros of xJ1 = 0 are used).
4.1.8 Equations Reducible to Bessel’s Equation

d y 2 dy
1. x2 dx 2 2 2
2 + x dx + (k x − ν )y = 0.
2
Take the transformation t = kX gives the equation t2 ddt2y + t dy
dt
+ (t2 −ν 2 )y = 0,
whose solution is y(t) = c1 Jν (t) + c2 J−ν (t), if ν is not an integer and y(t) =
c1 Jn (t) + c2 Yn (t), if ν = n is an integer.
Therefore, y(x) = c1 Jν (kx) + c2 J−ν (kx)(t) or y(x) = c1 Jn (kx) + c2 Yn (kx)(t)

are the solutions of the given equation.
2
d y dy 2
2. x dx 2 + a dx + k xy = 0.
Taking y = xν z and dividing with xν−1 and using 2ν + a = 1 gives

d2 z dz
x2 2
+ x + (k 2 x2 − ν 2 )z = 0
dx dx
2
d y dy 2 r
3. x dx 2 + c dx + k x y = 0.
Taking x = tm gives
d2 y dy
t
2
+ (1 − m + cm) + (km)2 tmr+m−1 y = 0
dt dt
2 r+2c−1
Fixing mr + m − 1 = 1 that is m = r+1 and a = 1 − m + cm = r+1
gives
dy dy
t 2
+ a + (km)2 ty = 0
dt dt
4.1.9 Orthogonality of the Bessel Functions
Z 1
0, α 6= β
x Jn (αx) Jn (βx) dx = 1 2 (4.14)
0 J (α),
2 n+1
α=β
where α and β are the roots of Jn (x) = 0.
Consider
d2 u du
x2 2
+ x + (α2 x2 − n2 )u = 0
dx dx
2
d v dv
x2 2 + x + (β 2 x2 − n2 )v = 0
dx dx
Multiply the first with xv and second with ux and then subtracting one from the other
gives
2
d2 v

du du dv
x 2
v−u 2 + v −u + (α2 − β 2 )xuv = 0
dx dx dx dx

d du dv
x v −u = (β 2 − α2 )xuv
dx dx dx
Integrating both sides from 0 to 1
Z1 1
2 2 du dv du dv
(β − α ) x uv dx = x v −xu = v −u
dx dx 0 dx dx x=1
0
Using u = Jn (αx), v = Jn (βx), u′ = αJn′ (αx) and v ′ = βJn′ (βx) (for α 6= β ) gives
Z1
2 2 dJn (αx) dJn (βx)
(β − α ) x Jn (αx)Jn (βx) dx = Jn (βx) − Jn (αx)
dx dx x=1
0
Z1
(α Jn (βx) Jn′ (αx) − β Jn (αx) Jn′ (βx))x=1
x Jn (αx)Jn (βx) dx =
(β 2 − α2 )
0
Z1
α Jn (β) Jn′ (α) − β Jn (α) Jn′ (β)
β 2 − α2
0
= 0 ( since α and β are the roots of Jn (x) = 0
For the case with α = β, let us assume α is a root of Jn (x) = 0 and β is a variable
approaching α, that is
Z1
lt lt α Jn (β) Jn′ (α)
β→α β→α β 2 − α2
0
lt α Jn′ (β) Jn′ (α)
= by L’Hospital’s rule
β→α 2β
1 ′ 2
= (Jn (α))
2
1 ′ 2
= Jn+1 (α) ∵ Jn′ = nx Jn − Jn+1 & Jn (α) = 0
2
4.1.10 Observation
Za
a2 ′ 2
x Jn2 (αx) dx = Jn+1 (α a)
2
0
4.1.11 Fourier-Bessel Expansion

If f (x) is a continuous function having finite number of oscillations in an interval
(0, a) then we can write
∞
X
f (x) = ck Jn (αk x) (4.15)
k=1
where α1 , α2 , · · · are the roots of Jn (x) = 0.

Proof : Multiplying both sides with xJn (αr x) and integrating in the limits 0 to a
gives
Za Za
x f (x) Jn (αr x) dx = cr x Jn2 (αr x) dx (due to orthogonality)
0 0
2
a 2
= cr J (aαr )
2 n+1
Za
2
cr = 2 2 x f (x) Jn (αr x) dx, for r = 1, 2, 3, · · ·
a Jn+1 (αr x)
0
Note:
1. When f (x) and f ′ (x) have only finite number of jump discontinuities, the above
series can be shown to converge however such an exercise is beyond the scope
of this notes and hence is not included here.
2. At x = 1, the above series converges to 0 irrespective of the function f . Simi-

larly, at x = 0, it converges to zero again for n > 0 and converges to f (0+) if
n = 0.
4.1.12 Problem
Expand f (x) = x2 in the interval 0 < x < 2 in terms of Jn (αn x) where αn are the
roots of J2 (2αn ) = 0.
Answer : ∞
X
x2 = ck J2 (αk x)
k=1
where
Z2 2
x3 J3 (αn x)

2 2 2 4
cn = 2 x x J2 (αn x) dx = 2 =
2 J3 (2 αn ) 2 J3 (2 αn ) αn 0 αn J3 (2 αn )
0
∞
2
X J2 (αk x)
x = 4
αn J3 (2 αn )
k=1
4.1.13 Problem
Expand
 1 0 ≤ x < 21

1
f (x) = x = 12
 2 1
0 2 <x≤1
in terms of J0 (αn x) where αn are the positive roots of J0 (x).
Answer : ∞
X
f (x) = ck J0 (αk x)
k=1
then any coefficient cn , n = 1, 2, · · · can be computed using

αn
3
2 Z2
2 x J3 (αn x) 2 t dt
cn = = J0 (t)
22 J3 (2 αn ) αn 0 (J1 (αn ))2 αn αn
0
αn
2
2 1 d
Z
= 2 (t J1 (t)) dt
(J1 (αn )) αn2 dt
0
2 1 αn 2 1 αn α
n
= 2 2
(t J1 (t))0 =
2
2 2
J1
(J1 (αn )) αn (J1 (αn )) αn 2 2
αn

J1 2
=
αn (J1 (αn ))2
J1 α2n
X∞
f (x) = 2 J0 (αn x)
k=1
α n (J 1 (α n ))
Chapter 5
Sturm - Liouvelle Problems
5.1 Introduction
A differential equation of the form

d dy
r(x) + (q(x) + λp(x))y = 0 (5.1)
dx dx
with continuous functions r(x), r ′(x), q(x), p(x)(> 0), ( p(x) is either positive or neg-
ative but don’t change its sign in the interval I ) defined in an interval I = [a, b], is
called a Sturm-Liouvelle problem. In addition if we have conditions
dy
K1 y(a) + K2 = 0
dx x=a
dy
L1 y(b) + L2 = 0 (5.2)
dx x=b
not both K1 & K2 are zero and similarly, not both L1 & L2 are zero, then the
differential equation (5.1) along with the conditions (5.2) is called Sturm-Liouvelle
boundary value problem (SLBVP). If r(a) = 0 or r(b) = 0 then such a problem is
called a singular SLBVP else it is called a regular SLBVP.
5.2 Some Examples of the Sturm-Liouvelle Equa-

tions
d2 y
1. dx2
+ λy = 0
2. Legendre equation
d2 y dy
(1 − x2 ) 2
− 2x + n(n + 1)y = 0
dx dx
which can also be written as

d 2 dy
(1 − x ) + n(n + 1)y = 0
dx dx
69
The eigenvalues in this case are λ = n(n + 1) and the eigenfunctions are the
corresponding Legendre Polynomials.
3. Bessel’s equation
d2 y dy
t2 2
+ t + (t2 − ν 2 )y = 0
dt dt
It is equivalent to
2
d dy ν
x + − + λx y = 0 (5.3)
dx dx x
after taking the transformation t = kx.
The trivial solution y ≡ 0 is always a solution of any Sturm - Liouvelle problem (also
SLBVP) however, the interest is to find some non-trivial (non-zero) solutions. Such
non-trivial solutions exists for SLBVP, under some simple conditions, for some real
values of λ, called eigenvalues of the problem, and the corresponding solutions are
called eigenfucntions of the problem.
5.3 Orthogonality of the Eigenfunctions

Consider the SL problem (5.1) in an interval x ∈ [a, b] with ym and yn are two
eigenfucntions corresponding to the eigenvalues λm and λn (λm 6= λn ), respectively.
Then ym and yn are orthogonal in the interval (a, b) with respect to the weight function
p(x). Further for singular SLBVP, one of the boundary conditions of (5.2) ( condition
at x = a if r(a) = 0 and similarly at x = b if r(b) = 0 ) is not required. Finally for
r(a) = r(b), the boundary conditions can be made periodic, that is, y(a) = y(b) and
y ′(a) = y ′(b).
Proof : Let ym and yn be eigenfunctions of the equations

d dym
r(x) + (q(x) + λp(x))ym = 0
dx dx

d dyn
r(x) + (q(x) + λp(x))yn = 0
dx dx
respectively.
These equations can be rearranged to
′
(λm − λn )pym yn = ym (ryn′ )′ − yn (rym
′ ′
) = (ym (ryn′ ) − yn (rym
′
))
Integrating on both sides with respect x in the interval a to b gives

Zb
b
(λm − λn ) p ym yn dx = (r(ym yn′ − yn ym
′
))a (5.4)
a
= r(b) (ym (b)yn′ (b) − yn (b)ym
′
(b)) − r(a) (ym (a)yn′ (a) − yn (a)ym
′
(a))
1. Case (i) : r(a) = r(b) = 0. Then the right hand side of (5.4) is zero giving the
required orthogonality condition for the eigenfunctions.
2. Case (ii) : r(a) = 0, r(b) 6= 0. (such a problem is called Singular Sturm-

Liouvelle Porblem ) From the boundary conditions (5.2) at x = b one can
write
′
L1 ym (b) + L2 ym (b) = 0
′
L1 yn (b) + L2 yn (b) = 0
if the coefficients L1 and L2 are not zero then one can come up with either
L1 (ym (b)yn′ (b) − yn (b)ym
′
(b)) = 0, or L2 (ym (b)yn′ (b) − yn (b)ym
′
(b)) = 0 since the
coefficients are not zero gives (ym (b)yn (b) − yn (b)ym (b)) 0. Using this in (5.4)
′ ′
gives the required orthogonality condition for the eigenfunctions. (Proof is

similar even if one of L1 and L2 is zero, anyway both can’t be zero from the
statement of theorem)
3. Case (iii) : r(a) 6= 0, r(b) = 0. Proof is similar to case (ii).
4. Case (iv) : r(a) 6= 0, r(b) 6= 0. Use the proofs of both case (ii) and case (iii).
5. Case (v) : r(a) = r(b). (such a problem is called Periodic Sturm-Liouvelle

Porblem ) Clearly, the right hand side of (5.4) is zero if we replace the condition
(5.4) with periodic conditions as given (before that, the procedure adopted
above can be used once again to prove the orthogonality).
5.3.1 Orthogonality of the Bessel Functions

Since equation (5.3) is a (singular) Sturm-Liouvelle equation (it is singular because
r(x) = x = 0 at the initial point x = 0), therefore the orthogonality condition is given
over the solutions of the equation (5.3), that is over Jn (kx) for any integer n. The
Bessel orthogonality condition is given by
Za
x Jn (ki x) Jn (kj x) dx = 0
0
αin αjn
where ki = a
and kj = a
, αin , αjn are any distinct roots of Jn (kx) = 0.
5.3.2 Example Problems

1. Find a SL problem for which eigenfunctions are 1, cos x, cos 2x, · · ·
2. Find a SL problem for which eigenfunctions are 1, cos mπx L

, sin mπx
L
, m =
1, 2, · · · . ( y + λy = 0, y(−π) = y(π), y (−π) = y (π).)
′′ ′ ′
3. Find the eigenvalues and eigenfucntions of the following SLBVP

(a) y ′′ + λy = 0, y(0) = 0, y ′(l) = 0

(b) (xy ′ )′ + λx y = 0, y(1) = 0, y(s) = 0
4. Expand f (x) = x, 0 < x < 1, in terms of the Bessel functions J1 (ki1 x), i =
1, 2, 3, · · · where ki1 are roots of J1 (x) = 0, then prove that
∞
X J1 (ki1 x) x
= , 0<x<1
i=1
k J (k
i1 2 i1 ) 2
5.4 Eigenvalues of a Sturm-Liuovelle Problem are

Real
If p, q, r and r ′ are real valued continuous functions in the interval I = [a, b], and fur-
ther, if p(x) doesn’t change its sign in I, then the eigenvalues of the Sturm-Liuovelle
problem λ are real.
Proof : Let us assume the eigenvalues are complex taking the form λ = a + i b
and the corresponding eigenfunctions are y(x) = u(x) + i v(x). Substituting the y(x)
in the SLP (5.1) and equating the real imaginary part to zero gives
(r u′ )′ + (q + ap)u − bpv = 0
(r v ′ )′ + (q + ap)v + bpu = 0
Multiplying the first with v and the second with −u and adding gives
−b(u2 + v 2 )p = u(r v ′ )′ − v(r u′ )′ = (u(r v ′ ) − v(r u′ ))

′
Integrating in the limits a ≤ x ≤ b gives the right hand side of the above equation is
zero (proved in the orthogonality) but left side integral is not equal to zero as (u2 +v 2 )
is positive and p(x) doesn’t change its sign in a ≤ x ≤ b, therefore b = 0 proving the
λ as a real quantity.

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Chapter 3

Power series solutions of second

3.1.1 Ordinary & singular points :

3.1.2 Regular singular point :

(1 − x2 )y ′′ − 2xy ′ + n(1 + n)y = 0, n is a constant

Therefore, x = 1 is a regular singular point, similarly, to show that x = −1 is also a

Hence x = −1 is also a regular singular point.

1. x2 y ′′ + axy ′ + by = 0, a, b are constant

3.1.4 Some Simple Examples :

1. Consider y ′ − y = 0 for which y = cex , where c is a constant, is the general

3. y ′′ + y = 0 for which y = c1 cos x + c2 sin x is the solution.

Comparing the coefficients of xm on both sides gives

8a2 + 8a0 = 0 ⇒ a2 = −a0

Finally, substituting a0 , a1 , a2 , . . . in the definition of y gives

Comparing the coefficients of xm on both sides gives

Finally, substituting a0 , a1 , a2 , . . . in the definition of y gives

(x − 2)3 7(x − 2)4

3.2 Legendre Equation

The linear second order equation given by

(1 − x2 )y ′′ − 2xy ′ + n(n + 1)y = 0 (3.5)

the power series solution, assume

Comparing the coefficients on both sides of the equation, gives

with general terms

(−1)m (n + 2m − 1)(n + 2m − 3) . . . (n + 1)n(n − 2) . . . (n − 2m + 2)

(−1)m (n + 2m)(n + 2m − 2) . . . (n + 2)(n − 1)(n − 3) . . . (n − 2m + 1)

therefore y1 is convergent. Similarly for y2 ,

therefore y2 is also convergent. Further y1 and y2 are linearly independent, hence

3.2.1 Properties of the solutions of the Legendre Equation

• n > −1 : If n ≤ −1 then it can be written as n = −(1 + µ) for some µ > 0.

• All roots of Pn (x) = 0 lie between -1 and 1.

• Some Legendre Polynomials are P0 (x) = 1, P1 (x) = x, P2 (x) = 12 (3x2 − 1),

Figure 3.1: Roots of the Legendre Polynomial

• Express f (x) = x4 + 3x3 − x2 + 5x − 2 in terms of Legendre polynomials.

3.2.2 Rodrigue’s formula

3.2.3 Rodrigue’s formula as a summation

3.2.4 Generating function for Pn (x)

Collecting the tn terms from tn−r (2x − t)n−r gives

3.2.5 Numerical Example

3.2.6 Recurrence formulae for Pn (x)

Differentiating the generating function w.r.to t gives

Dividing one with the other gives

Comparing the coefficients of tn gives the required relation

3. (2n + 1)Pn (x) = Pn+1′

4. Pn′ (x) = xPn−1

5. (1 − x2 )Pn′ (x) = n (Pn−1 (x) − xPn (x))

3.2.7 Orthogonality of the Legendre Polynomials

Integrating both sides with respect to x in the limits -1 to 1 gives

For m = n, from Rodrigue’s formula we can write

3.2.8 Fourier - Legendre Expansion

(x − x0 )2 y ′′ + (x − x0 )p1 (x)y ′ + p0 (x)y = 0

p0 (x) = p00 + p10 (x − x0 ) + p20 (x − x0 )2 + . . .

Finally, assume (a0 6= 0)

Substituting them in the given equation gives

Collecting the coefficients of the lowest powers of (x − x0 ), which is a quadratic

The indicial equation is given by (m = 0), 2k 2 − k − 1 = 0, Therefore, the two

Equating the coefficients of xm+k gives

((m + k)(2m + 2k − 1) − 1) am − am−2 = 0

Similarly, for k = − 21 , we have

Therefore, the two linearly independent solutions are

Numerical Example 2: Find the general solution of

9x(1 − x)y ′′ − 12y ′ + 4y = 0

Let the solution be written as

9x(1 − x)y ′′ − 12y ′ + 4y = 0