Chapter 3

Second Order Ordinary Differential

Equation

by
by

Dwijendra
Dwijendra Narain Pandey

Department of Mathematics
Indian Institute of Technology Roorkee
Roorkee 247667, Uttarakhand.
E-mail: dwij.iitk@gmail.com
Module 4: Ordinary and Singular Points.

1 Analytic function
A function f(x) defined on an interval containing the point x = x0 is called
analytic at x0 if its Taylor series
∞
X f (n) (x0 )
(x − x0 ) (1)
n=0
n!

ts and converges to f(x) for all x in the interval of convergence of (16).

exists

Therefore, sin(x), cos(x), ex , all poly

lyno
ly nomi
no mial
mi
polynomial al fu
functions are analytic every-
ev
ere. The rational function
where.
33x
x+2
(2)
((x
x − 7)(x
7)((x + 3)
7) 3)

is analytic ev
everywhere
ever
eryw
er ywhe
yw here
he re except
exce
ex cept
ce pt at x = 7 and
an x = −3,−3, implying
im that a rational
ratio
tion
on is analytic
function anal
an alyt
al ytic
yt ic except
exce
ex cept
ce pt at th
thos
osee values
os
those v s of
of x where
wher
wh ere its denominator is zero.
er zer

Ordi
Or dina
di nary
na
Ordinaryry and
and singular
sin
sin
ingula
lar points
la poi
oint
ntss
nt
Definition
finit
fin itio
it ion
io 1. A point
n 1. poi
poi nt x = x0 is called an ordinary point of the equation
oint

x′′ (t)
(t) + P (t)x′ (t) + Q(t)x(t) = 0 (3)

if both thee fun

ffunctions
unct
un ions are analytic at t = t0 .
ctio
ct io

Definition 2. If the point t0 is not an ordinary point of the differential equation

(3), then it is called a singular point of (3).
There are two kinds of singular points, namely, regular and irregular.

Definition 3. A singular point t0 of (3) is called regular if both (t − t0 )P (t)

and (t − t0 )2 Q(t) are analytic at t = t0 . If not, it is called irregular singular
point.
Example 1. Show that x = 0 is an ordinary point of the differential equation

(t2 − 4)x′′ (t) + tx′ (t) − x(t) = 0, (4)

1
but, x = 1 is a regular singular point.
Solution: The given differential equation can be written in the form

t x(t)
x′′ (t) +x′ (t) − 2 =0
t2 − 4 t −4
t x(t)
⇒ x′′ (t) + x′ (t) − =0 (5)
(t + 2)(t − 2) (t + 2)(t − 2)

where
t −1
P (t) = and Q(t) = (6)
(t + 2)(t − 2) (t + 2)(t − 2)

Since both P(t) and Q(t) are analytic at t = 0, therefore, t = 0 is an ordinary

point off tthe gi
given differential
iff equation (4).
eq

Since, both P(t) and Q(t) are not defined

defi
efine
efi d at
ned
ne at t = 2,
2 they are not analytic
lyti at
analy
ly
t = 2. Hence, t = 2 is a singular point.
poin
int.
in Also,
t. Al
Also
so,
so
t t
(t − 2)P (t)) = (t
(t − 2) = and
d
((tt + 2)(t
2)(
2)(
)(tt − 2) (t + 2))
1 t−2
((tt − 2)2 Q (t) = ((tt − 2)2
Q(t) = (7)
((tt + 2)(t
2)(
2)(
)(tt − 2) (t + 2)

aree bot
bboth
oth
ot analytic
h ana
a naly
na lyti
ly ticc at
ti at t =2 ttherefore
=2,, the
here
he refo
re fore t = 2 is
is a regular singular point.
ampl
am ple
pl
Example 2. Sh
e 2. Show
ow that
that x = 0 and
and x = -1 are singular points of

t2 (t 1)2 x′′ (t) + (t2 − 1)x′ (t) + 2x(t) = 0

(t + 1)

d classify the
and hem.
hem.
them.
lution: The
Solution: ggiven
The giviven differential equation can be written in the form
iv

(t2 − 1) ′ 2x(t)
x′′ (t) + x (t) + 2 =0 (8)
t2 (t+ 1) 2 t (t + 1)2

where
(t2 − 1) 2
P (t) = 2 2
and Q(t) = 2 (9)
t (t + 1) t (t + 1)2

Since, both P(t) and Q(t) are undefined at t = 0 and t =-1, they are not analytic
at these points. Hence, t = 0 and t = -1 are singular points. Also,

(t2 − 1) (t2 − 1)
(t − 0)P (t) = (t − 0) = and
t2 (t
+ 1) 2 t(t + 1)2
(t2 − 1) (t2 − 1)
(t − 0)2 Q(t) = (t − 0)2 2 2
= , (10)
t (t + 1) (t + 1)2

2
which clearly shows that t P(t) is not analytic at t = 0, therefore t = 0 is an
irregular singular point.
Again,

(t2 − 1) t−1
(t + 1)P (t) = (t + 1) = 2 and
t2 (t + 1)2 t
2
(t − 1) (t2 − 1)
(t + 1)2 Q(t) = (t + 1)2 2 = (11)
t (t + 1)2 t2

which clearly shows that both t P(t) and t2 Q(t) are analytic at t = -1, therefore
t = -1 is a regular singular point.

2 Solution near Singular points

Consider
nsider the differential equation

d2 x dx
L[x] = P (t) + Q(t)
Q ( t) + R(t)x
R(t)x = 0. (12)
dt2 dt

If both the function Q(t) ) R(t)R (t)

(tt) , P (t)
P (t) are ana
(t) are aanalytic
naly
na lyti
ly ticc at
ti at a point t = t0 then the point p
t = t0 is called an ordinary
ordi
dina
di nary
na ry point
poin
po intt of
in of the
the di
diffe
fferentiall equation
ffe
differential equ
equ
quat
atio
at ion and we can apply
io app
thee power series
seri
se ries
ri es method
meth
me thod
th od to find find thethe general
gene
ge nera
ne ral solution
sol
olut
ol utio
ut ion
ion of
of the
t differential equation
equat
(12).. A point
poin
po intt t = t0 is called
in call
ca lled
ll ed a sin ssingular
ingu
in gular point
gu nt of th
thee differential
d equation (12)
(1 if
anyy or
or both
bot
bot
oth h the
the functions
func
fu ncti
nc tion
ti onss fails
on fai
fai
ails
ls to be an analytic
anal
an alyt
al ytic function. In a neighborhood of
yt
thee singular
sin
sin
ingu
gula
gu larr point
la poi
poioint
nt t0 , solutions
sol
sol
olut
utio
ut ions of (1
io (12)2) fr
frequent become very large, or oscill oscillate
very rapidly.
rapi
ra pidl
pi y. Thus,
dly.
dl Thus
Th us,, solutions
us sol
sol
olut
utions ns of (12)(12) may
ma not even be continuous and the method meth
powe
werr series
we
of power ser
ser
erieiess solution
ie sol
sol
olut
utio
ut ion
io n will
wil
wililll fail
fai
fai
aill to
t work.
Example Cons
nsid
ns ider
id
ample 3. Considerer the
th differential equation

t2 x′′ + (3t − 1)x′ + x = 0, (13)

Here t = 0 is a point of singularity. Let us try to use power series method to

solve the given problem
Solution
t2 x′′ + (3t − 1)x′ + x = 0 (14)
here t = 0 is a singular point. Here we want to show that power series solution
defined in previous section may not work.
Let
X∞
x= a n tn (15)
n=0

be the possible form of the solution. Then

∞
X ∞
X
x′ = nan tn−1 and x′′ = n(n − 1)an tn−2 .
n=0 n=0

3
Putting the values of x, x′ and x′′ in the equation 16, we have
∞
X ∞
X ∞
X
t2 n(n − 1)an tn−2 + (3t − 1) nan tn−1 + an tn =0
n=0 n=0 n=0
∞
X ∞
X
[n(n − 1) + 3n + 1]an tn − nan tn−1 =0
n=0 n=0
∞
X X∞
[n2 + 2n + 1]an tn − nan tn−1 =0
n=0 n=0
∞
X X∞
(n + 1)2 an tn − nan tn−1 =0. (16)
n=0 n=0

uating the coefficient of tn of both the sides, we have

Equating

a 0 − a 1 = 0 ⇒ a0 = a1 . (17)
2 a2
2a2 = 0 ⇒ a1 =
2 a1 − 2a ⇒ a2 = 2a0 . (18)
2
a3
32 a2 − 3a3 = 0 ⇒ a2 = ⇒ a3 = 3a3a2 = 6a1 = 3!
33!a
!a 0 . (19)
23
with similar
larr argument,
simila arg
arg
rgum
umen
um ent,
en t, in general
gene
ge nera
nerall the
ra the coefficient
coeffi
co of t n
entt of
efficien
effi en

(n a)2 an − (n
(n + a) (n + 1)a n+1 = 0 ⇒ an+1
1)an+1
1) n+1 = (n + 1)an = (n + 1)!a0 .

Thus
us the
the solution
sol
sol
olut
utio
ut ion
io n will
illl take
wil
wil t the following
foll
fo llow
ll owing form
ow
∞
X ∞
X
x= n!a0 tn = a0 n!tn . (20)
n=0 n=0

Forr radiuss of
of convergence
c

1 (n + 1)!
= lim = lim (n + 1) = ∞.
R n→0 n! n→0

Thus, we have radius of convergence R = 0.

Above example indicates that we can not apply the power series method to
solve a differential equation near a singular point. Our goal is to find a class of
singular equations which we can solve near t0 . So we start with a very simple
differential equation known as Euler’s equation, which is singular but we can
easily solve near the singular point.

The differential equation

d2 x dx
L[x] = t2 + αt + βx = 0 (21)
dt2 dt

4
where α and β are constants is known as Euler-Cauchy’s equation. We can easily
solve the above equation by changing the independent variable t by s = et and
(21) will be reduced to a new equivalent differential equation with constant
coefficients and can be easily solved.
Here we try to solve the Euler-Cauchy’s equation (21) without changing the
independent variable. We will assume at first, for simplicity, that t > 0. Let us
observe that coefficients are polynomial and if we assume that solution is also a
polynomial say x = tr then t2 x′′ and tx′ are both multiples of tr . This suggests
that we may try x = tr as a solution of (21). Computing

d r d2 r
t = rtr−1 and t = r(r − 1)tr−2
dt dt2
we have

L[tr ] = r(r − 1)tr + αrtr + βtr

= [r(r − 1) + αr + β ]tr
β]t
= (r))tr
F (r)t (22)

where
ere

F ((r)
r) = (r − 1) + αr + β
rr(r
= r2 + (α
( − 1)
1)rr + β.

ncee x = tr is a solution
nc
Hence solut
sol utio
ut ion
io n of
of (21)
(21
(21
21)) if
if and
a ononly
ly if
if,, r satisfies the following quadra
quadratic
equation
uati
tion
ti known
on kn
know
own
ow n as iindicial
as ind
ndic
nd icia
ic iall equ
ia eequation
quatioionn

r2 + (α
(α − 1)r + β = 0. (23)

Thee sol
olut
ol utio
ut ions r1 , r2 of (2
io
solutions (23)
3) ar
are
 
1 p
r1 = − (α − 1) + (α − 1)2 − 4β
2
 
1 p
r2 = − (α − 1) − (α − 1)2 − 4β .
2

Now we will consider three cases depending upon the quantity (α − 1)2 − 4β is
positive, negative and zero.
Case 1. (α − 1)2 − 4β > 0. In this case equation (23) has two real, unequal
roots and thus (21) has two solutions of the form x1 (t) = tr1 and x2 (t) = tr2 .
Since r1 6= r2 so the functions tr1 and tr2 are linearly independent. Therefore,
the general solution of (21) is given as

x(t) = c1 tr1 + c2 tr2 .

Case 2. (α − 1)2 − 4β = 0. In this case

1−α
r1 = r 2 =
2

5
and we have only one solution x(t) = tr1 of (21). to find the second linearly
independent solution we may use the method of reduction of order. Here we
would like to discuss an alternating method to have second linearly independent
solution x2 . Since the quadratic polynomial F (r) has two equal roots that is
F (r) = (r − r1 )2 , so from (22) we have

L[tr ] = (r − r1 )2 tr . (24)

Taking partial derivatives of both the sides of (24) with respect to r gives
   
∂ ∂ r ∂
L[tr ] = L t = (r − r1 )2 tr .
∂r ∂r ∂r

Or

L[tr ln t] = (r − r1 )2 tr ln t + 2(r − r1 )tr . (25)

Thee right hand side of (25) will be zero at r = r1 . Hence,

H

[tr1 ln tt]] = 0.
L[t
L[ 0.

which
ich implies that x2 ((t)t) = tr1 ln t sa
satisfies
sati
tisfi
ti es the
sfies
sfi the equation
equation
equ ), and the ratio xx21 (t)
((21),
n (21
21),
21 (t)

valu
va
is not a constant value.lue.
lu e. Hence
Henc
He ncee we
nc we can
can taketake x2 (t)) as
as a se
second solution of (2 (21).
Thee general
al solution
solu
so luti
lu tion
ti on of (21)
(21) in the
the case
c e of o equal
equ
qual
qu al roots
root
ro ots is given by
ot

t)tr , t > 0.
x(t) = ((cc1 + c2 ln t)t
x(t)

Case (α − 1)2 − 4β
Case 3. (α β < 0. In th
this case both the roots

r1 = λ + iµ and r2 = λ − iµ

with
1−α [4β − (α − 1)2 ]1/2
λ= , µ= (26)
2 2
are unequal complex roots. Hence,

φ(t) = tλ+iµ = tλ tiµ

= tλ (eln t )iµ = tλ eln tiµ
= tλ [cos(µ ln t) + i sin(µ ln t)]

is a complex valued solution of (21). But then

x1 (t) = Re{φ(t)} = tλ cos(µ ln t)

and

x2 (t) = Im{φ(t)} = tλ sin(µ ln t)

6
are two real valued independent solution of (21). Hence, in the case of complex
roots, the general solution of (21) is given by

x(t) = tλ [c1 cos(µ ln t) + c2 sin(µ ln t)]

with λ and µ given by (26).

Now, when t < 0, we change the independent variable t by a new independent
dx d2 x d2 x
variable s = −t. Since t < 0 we have s > 0, and dx
ds = − dt ds2 = dt2 and we
can re-write equation (21) as

d2 x dx
L[x] = s2 + αs + βx = 0, s > 0. (27)
ds2 ds
Since s is a dummy variable so renaming s as t we have the same equation as
(21).. So without loss of generality for |t| > 0, expressions of the general solution
solut
(21) are given by:

se 1: (α − 1)2 − 4β > 0 , x(t) = (c1 |t|

Case |t|r2 ), |t| > 0.
|t|r1 + c2 |t|
se 2: (α − 1)2 − 4β = 0 , x(t)
Case x(tt) = (c |t|)|t|r , |t| > 0.
(c1 + c2 ln |t|)|t|
se 3: (α − 1)2 − 4β
Case β < 0 , x(t) |t|λ [c
x(t) = |t| [c1 cos(µ
cos(
cos(µ
s( µ ln |t|)) + c2 sin(µ
sin(
si n(µ
n( µ ln |t|)], |t| > 0
with λ and µ given
give
gi ven
ve n by
by (26).
(26
(26
26).
).