Outline

Introduction Higher Order Differential Coefficients as Series Leibnizs Theorem Power Series Solution by The Leibniz-Maclaurin Method Power Series Solution by the Frobenius Method Bessels Equation and Bessels Functions Legendres Equation and Legendre Polynomials

Chapter 52: Power Series Methods of Solving Ordinary Differential Equations

jenwei@mail.ntust.edu.tw 2008 Spring
1

Introduction
Second order ordinary differential equations that cannot be solved by analytical methods (Chapter 50 and 51), i.e., those involving variable coefficients, can often be solved in the form of an infinite series of powers of the variable. To better understand this chapter, it is necessary to be able to:
Differentiate standard functions (Chapter 27 and 32), Appreciate the binomial theorem (Chapter 7), and Use Maclaurins theorem (Chapter 8)
3

dy d2 y dn y We abbreviate as y, 2 as y,and n dx dx dx as y(n). If y = e ax ,

Higher Order Differential Coefficients as Series (1/4)

y ( n ) = a n e ax

If y = 3e2x, then y(7) = 384e2x If y = sin ax, n y ( n ) = a n sin( ax + ) 2

If y = sin 3x, then y(5) = 243cos 3x
4

Higher Order Differential Coefficients as Series (2/4)

If y = cos ax,

Higher Order Differential Coefficients as Series (3/4)

If y = sinh ax, an y (n) = {[1 + (1) n ] sinh ax + [1 (1) n ] cosh ax} 2
If y = sinh 2x, then y(5) = 32 cosh 2x

y ( n ) = a n cos(ax +

n ) 2

If y = 4 cos 2x, then y(6) = 256 cos 2x

If y = xa,

If y = cosh ax,

y (n) =

a! x a n (a n)!

(n)

an = {[1 (1) n ] sinh ax + [1 + (1) n ] cosh ax} 2

If y = 2x6, then y(4) = 720x2

If y = (cosh 3x)/9, then y(7) = 243 sinh 3x

Higher Order Differential Coefficients as Series (4/4)

If y = ln ax,

Exercise 194
Determine the following derivatives: Exercise 3. y(9) when y = 3cos(2t/3) [29sin(2t/3)/38] Exercise 5. y(7) when y = (sinh 2x)/4 [32cosh 2x] Exercise 7. y(7) when y = (ln 2t)/3 [240/t7]
7 8

y ( n ) = (1) n 1

(n 1)! xn

If y = ln 5x, then y(6) = 120/x6 (0)! = 1

Leibnizs Theorem (1/3)

If y = uv where u and v are each functions of x, then by using the product rule,
y ' = u ' v + uv' y ' ' = u ' ' v + u ' v'+u ' v'+uv' ' = u ' ' v + 2u ' v'+uv' ' y ' ' ' = u ' ' ' v + u ' ' v'+2u ' ' v'+2u ' v' '+u ' v' '+uv' ' ' = u ' ' ' v + 3u ' ' v'+3u ' v' '+uv' ' ' y ( 4 ) = u ( 4 ) v + u ' ' ' v'+3u ' ' ' v'+3u ' ' v' '+3u ' ' v' '+3u ' v' ' '+u ' v' ' '+uv ( 4 ) = u ( 4 ) v + 4u (3) v (1) + 6u ( 2) v ( 2 ) + 4u (1) v (3) + uv ( 4 )
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Leibnizs Theorem (2/3)

From above equations, it is seen that 1. The nth derivative of u decreases by 1 moving from left to right 2. The nth derivative of v increases by 1 moving from left to right 3. The coefficients 1, 4, 6, 4, 1 are the normal binomial coefficients In fact, (uv)(n) may be obtained by expanding (u + v)(n) using the binomial theorem, where the powers are interpreted as derivatives.
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Leibnizs Theorem (3/3)

Thus, expanding (u + v)(n) gives:

Problems
Problem 1. Determine y(n) when y = x2e3x [y(n) = e3x3n2(9x2 + 6nx + n(n 1))] Problem 2. If x2y + 2xy + y = 0, show that: x2y(n+2) + 2(n + 1)xy(n+1) + (n2 + n + 1)y(n) = 0 Problem 3. Differentiate the following differential equation n times: (1 + x2)y + 2xy 3y = 0 [(1 + x2)y(n+2) + 2(n + 1)xy(n+1) + (n2 + n 3)y(n) = 0]
11 12

y ( n ) = (uv )( n ) = u ( n )v + nu ( n 1)v (1) n( n 1) ( n 2 ) ( 2 ) u v + 2! n( n 1)( n 2) ( n 3) ( 3) u v + ... + 3!

This is a statement of Leibnizs theorem, which can be used to differentiate a product n times.

Problems & Exercise 195

Problem 4. Find the 5th derivative of y = x4sin x [y(5) = (x4 120x2 + 120)cos x + (20x3 240x)sin x] Exercise 6. If y = x5ln 2x find y(3). [y(3) = x2(47 + 60ln2x)] Exercise 7. Given 2x2y + xy + 3y = 0 show that 2x2y(n+2) + (4n + 1)xy(n+1) + (2n2 n + 3)y(n) = 0

Power Series Solution by The Leibniz-Maclaurin Method

For second order differential equations that cannot be solved by algebraic methods, the Leibniz-Maclaurin method produces a solution in the form of infinite series of powers of the unknown variable.

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5-Step Procedure
Differentiate the given equation n times, using the Leibniz theorem (equation) Rearrange the result to obtain the recurrence relation (or recurrence formula) at x = 0 Determine the values of the derivatives at x = 0, i.e., find (y)0 and (y)0 Substitute in the Maclaurin expansion for y = f(x) Simplify the result where possible and apply boundary condition (if given)

Problems
Problem 5. Determine the power series solution d2 y dy of the differential equation: 2 + x + 2 y = 0 dx dx using Leibniz-Maclaurins method, given the dy = 2. boundary conditions that at x = 0, y = 1 and dx x2 x 4 x6 x8 [y = 1 + + ... 1 1 3 3 5 3 5 7

x x3 x5 x7 + 2 + + ...] 1 12 2 4 2 4 6
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15

Problems
Problem 6. Determine the power series solution d 2 y dy + xy = 0 of the differential equation: 2 + dx dx given the boundary conditions that at x = 0, y = 0 dy and = 1, using Leibniz-Maclaurins method. dx

Exercise 196
Exercise 1. Determine the power series solution d2 y dy of the differential equations: 2 + 2 x + y = 0 dx dx using the Leibniz-Maclaurin method, given that dy = 2. at x = 0, y = 1 and dx

x2 x3 3x 4 6x 5 10x 6 25x 7 + + + [y = x 2! 3! 4! 5! 6! 7! 8 61x + ...] 8!

17

x2 5x 4 5 9x 6 5 9 13x 8 + + ...) [y = (1 2! 4! 6! 8! 3x3 3 7x 5 3 7 11x 7 + 2(x + + ...)] 3! 5! 7!

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Power Series Solution by the Frobenius Method

A differential equation of the form y + Py + Qy = 0, where P and Q are both functions of x, such that the equation can be represented by a power series, may be solved by the Frobenius method.

4-Step Procedure
Assume a trial solution of the form y = xc{a0 + a1x + a2x2 + a3x3 + + arxr + } Differentiate the trial series Substitute the results in the given differential equation Equate coefficients of corresponding powers of the variable on each side of the equation; this enables index c and coefficients a1, a2, a3, from the trial solution, to be determined.

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Problems
Problem 7. Determine, using the Frobenius method, the general power series solution of the d 2 y dy differential equation: 3 x 2 + y=0 dx dx
Let a trial solution be of the form y = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + + arxc+r + Differentiating equation to obtain y, y Substituting y, y, y into each term of the given equation The coefficients of each power of x can be equate to zero.
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Problems
The coefficient of xc1 is equate to zero: a0c(3c 2) = 0 (indicial equation) The coefficient of xc is equate to zero: a1(3c + 1)(c + 1) a0 = 0 A general relationship can be obtained for xc+r, where r 0: ar+1{(c + r + 1)(3c + 3r + 1)} ar = 0 From indicial equation c = 0 or c = 2/3 (since a00).
When c = 0:

y = a0 {1 + x +
y = a0 x 2 / 3 {1 + +

x2 x3 x4 + + + ...} ( 2 4) ( 2 3)( 4 7 ) ( 2 3 4)( 4 7 10)

x x2 x3 + + 5 ( 2 5 8) ( 2 3)(5 8 11)
22

When c = 2/3:

x4 + ...} ( 2 3 4)(5 8 11 14)

Problems
Problem 7. (cont.)
[y = A{1 + x + x2 x3 x4 + + + ...} (2 4) (2 3)(4 7) (2 3 4)(4 7 10) x x2 x3 + + 5 (2 5 8) (2 3)(5 8 11)

Problems
Problem 9. Use the Frobenius method to determine the general power series solution of d2 y the differential equation: 2 2 y = 0 dx
Let a trial solution be of the form y = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + + arxc+r + Differentiating equation to obtain y, y Substituting y and y into each term of the given equation The indicial equation is obtained by equating the coefficient of the lowest power of x to zero: a0c(c 1) = 0, c = 0 or c = 1, since a00
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+ Bx2/3 {1 + +

x4 + ...}] (2 3 4)(5 8 11 14)

Problems
For the term in xc1, i.e., a1c(c + 1) = 0
With c = 1, a1 = 0 When c = 0, a1 is indeterminate

Exercise 197
Exercise 1. Produce, using Frobenius method, a power series solution for the differential d 2 y dy equation: 2 x 2 + y=0 dx dx x2 x3 [y = A{1 + x + + + ...} (2 3) (2 3)(3 5)

For the term in xc, a2 = 2a0/[(c + 1)(c + 2)] For the term in xc+r, ar+2 = 2ar/[ (c + r + 1)(c + r + 2)] When c = 0:
y = P {1 + 2x2 4x4 2 x3 4 x5 + + ...} + Q { x + + + ...} 2! 4! 3! 5!
2 x3 4 x5 + + ...} 3! 5!

When c = 1:
y = K {x +

+ Bx +

1/2

x x2 {1 + + (1 3) (1 2)(3 5)

2x2 4x 4 2x3 4x 5 [y = P{1 + + + ...} + Q{x + + + ...}] 2! 4! 3! 5! 25

x3 + ...}] (1 2 3)(3 5 7)
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Exercise 197
Exercise 2. Use the Frobenius method to determine the general power series solution of d2 y the differential equation: 2 + y = 0 dx

Bessels Equation and Bessels Functions

Bessels equation is of the form:

x2 x 4 x x5 [y = A{1 + ...} + B{x + ...} 3! 5! 2! 4! = Pcosx + Qsinx]

d2 y dy + x + (x2 v2 ) y = 0 x 2 dx dx where v is a real constant.

2

The equation, which has applications in electric fields, vibrations and heat conduction, may be solved using Frobenius method.

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Problems
Problem 10. Determine the general power series solution of Bessels equation.
Rewritten Bessels equation as: x2y + xy + (x2 v2)y = 0 Let a trial solution be of the form y = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + + arxc+r + Differentiating equation to obtain y, y Substituting y, y, y into each term of the given equation The indicial equation is obtained by equating the coefficient of the lowest power of x to zero: a0 (c2 v2) = 0, c = +v or c = v, since a00
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Problems
For the term in xc+r, the recurrence relation is: a ar = 2 r 2 2 for r 2 v (c + r ) For the term in xc+1,
If c = v, a1(2v + 1) = 0 If c = v, a1(1 2v) =0 Since v is a real constant, a1 = 0

Since a1 = 0, a3 = a5 = a7 = = 0 When c = +v,

a2 = a0/[22(v + 1)] a4 = a0/[242(v + 1)(v + 2)] a6 = a0/[263!(v + 1) (v + 2) (v + 3)]
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Problems
The resulting solution for c = +v is given by: x2 x4 y = u = Ax v {1 2 + 4 2 (v + 1) 2 2!(v + 1)(v + 2)

Problems
The resulting solution for c = v is given by: x2 x4 y = w = Bx v {1 + 2 + 4 2 (v 1) 2 2!(v 1)(v 2) +

x6 + ...} 26 3!(v + 1)(v + 2)(v + 3)

x6 + ...} 26 3!(v 1)(v 2)(v 3)

which is valid provided v is not a negative integer and where A is an arbitrary constant. When c = v,
a2 = a0/[22(v 1)] a4 = a0/[242(v 1)(v 2)] a6 = a0/[263!(v 1) (v 2) (v 3)]

which is valid provided v is not a positive integer and where B is an arbitrary constant.

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Problems
Problem 10. (cont.)

The Gamma Function

4

[y = u + w = Ax v {1

x x + 4 2 (v + 1) 2 2! (v + 1)(v + 2)
2 2

x6 6 + ...} 2 3! (v + 1)(v + 2)(v + 3) + Bx v {1 + x x + 4 22 (v 1) 2 2! (v 1)(v 2)

2 4

The solution of the Bessel equation of Problem 10 may be expressed in terms of gamma functions. The gamma function (x) is defined by the integral ( x) = t x 1e t dt
0

and is convergent for x > 0

From the definition and by using integration by parts

x6 + 6 + ...}] 2 3! (v 1)(v 2)(v 3)

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( x + 1) = x( x)
Similarly, ( x + 2) = ( x + 1)( x + 1) = ( x + 1) x( x)

( x + 3) = ( x + 2)( x + 2) = ( x + 2)( x + 1) x( x)
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Bessel Functions
The power series solution of the Bessel equation may be written in terms of gamma functions. Problem 11. Show that the power series solution of the Bessel equation of worked problem 10 may be written in terms of the Bessel functions Jv(x) and Jv(x) as:
AJ v ( x) + BJ v ( x) x2 x4 1 x = A { 2 + 4 ...} 2 (v + 1) 2 (1!)(v + 2) 2 (2!)(v + 3) x2 x4 1 x + B { 2 + 4 ...} 2 (1 v) 2 (1!)(2 v) 2 (2!)(3 v)
v v

Problems
Problem 11. (cont.)
The power series solution of the Bessel equation:
y = Ax v {1 x2 x4 x6 + 4 6 + ...} 2 2 (v + 1) 2 2!(v + 1)(v + 2) 2 3!(v + 1)(v + 2)(v + 3) x2 x4 x6 + 4 + 6 + ...} 2 2 (v 1) 2 2!(v 1)(v 2) 2 3!(v 1)(v 2)(v 3)

+ Bx v {1 +

Written in terms of the Bessel functions Jv(x) and Jv(x)

AJ v ( x) + BJ v ( x) x2 x4 1 x = A { 2 + 4 ...} 2 (v + 1) 2 (1!)(v + 2) 2 (2!)(v + 3) x2 x4 1 x + B { 2 + 4 ...} 2 (1 v) 2 (1!)(2 v) 2 (2!)(3 v)
v v

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Problems
Problem 11. (cont.)
From Problem 10, when c = +v

Problems
Problem 11. (cont.)
(1) k And if we let r = 2k, then: a2 k = v + 2 k for k = 1, 2, 3, 2 (k!)(v + k + 1)

a2 =

a0 a a , ar = 2 r 2 2 = 2 r 2 2 (v + 1) v (c + r ) r + 2vr
2

1 If we let a0 = v 2 (v + 1) a2 1 1 = v+4 , a4 = then a2 = v + 2 2 (v + 2) 4(2v + 4) 2 (2!)(v + 3)

Hence, it is possible to write the new form for v 2 4 equation y = u = Ax {a0 + a2 x + a4 x + ...} as: 1 x2 x4 v
y = Ax { 2v (v + 1) 2v + 2 (1!)(v + 2) + 2 v + 4 (2!)(v + 3)

...}

The recurrence relation is:

ar = 2 (1) r / 2
v+r

This is called the Bessel function of the first order kind, of order v, is denoted by Jv(x), (provided v is not a negative integer)
x2 x4 1 x J v ( x) = { 2 + 4 ...} 2 (v + 1) 2 (1!)(v + 2) 2 (2!)(v + 3)
v

r r ( !)(v + + 1) 2 2

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Problems
Problem 11. (cont.)
When c = v, replacing v by v in the recurrence relation gives: (1) k a2 k = 2 k v 2 (k!)(k v + 1) When k = 0, a0 = Hence,
y = Bx v {
v

Problems
Problem 11. (cont.)
1 x2 x4 2v + 4v ...} 2 v (1 v) 2 (1!)(2 v) 2 (2!)(3 v)

i.e.,

1 2 (1 v) 1 When k = 1, a2 = 2v 2 (1!)(2 v) 1 When k = 2, a4 = 4v 2 (2!)(3 v)

v
39

1 x2 x4 x J v ( x) = { 2 + 4 ...} 2 (1 v) 2 (1!)(2 v) 2 (2!)(3 v)

provided v is not a positive integer.

y = AJ v ( x) + BJ v ( x) x2 x4 1 x = A { 2 + 4 ...} 2 (v + 1) 2 (1!)(v + 2) 2 (2!)(v + 3) x2 x4 1 x + B { 2 + 4 ...} 2 (1 v) 2 (1!)(2 v) 2 (2!)(3 v)

v
40

Another Bessel Function

It may be shown that another series for Jn(x) is given by:
1 x 1 x x 1 J n ( x) = { ...} + 2 n! (n + 1)! 2 (2!)(n + 2)! 2
n 2 4

Exercise 198
Exercise 1. Determine the power series solution 2 dy 2 d y of the Bessel function: x + x + (x2 v2 ) y = 0 2 dx dx when v = 2, up to and including the term in x6. [y = Ax2{1 x2/12 + x4/384 }] Exercise 3. Evaluate the Bessel functions J0(x) and J1(x) when x = 1, correct to 3 decimal places. [J0(x) = 0.765, J1(x) = 0.440]

From this series, two commonly used function are derived.

J 0 ( x) = 1 x x x + 4 6 + ... 2 2 2 (1!) 2 (2!) 2 (3!) 2
2 2 4 6

J1 ( x) =

x x3 x5 x7 3 + 5 7 + ... 2 2 (1!)(2!) 2 (2!)(3!) 2 (3!)(4!)

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Legendres Equation and Legendre Polynomials

Another important differential equation in physics and engineering applications is Legendres equation of the form:

Problems
Problem 12. Determine the general power series solution of Legendres equation. To solve Legendres equation (1 x2)y 2xy + k(k + 1)y = 0 using the Frobenius method.
Let a trial solution be of the form y = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + + arxc+r + Differentiating equation to obtain y and y Substituting y, y, y into each term of the given equation

d2 y dy (1 x ) 2 2 x + k ( k + 1) y = 0 dx dx
2

where k is a real constant.

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Problems
Problem 12. (cont.)
The indicial equation is obtained by equating the coefficient of the lowest power of x to zero: a0c(c 1) = 0, c = 0 or c = 1, since a00 For the term in xc 1, a1c(c + 1) = 0
If c = 1, a1 = 0 If c = 0, a1 is indeterminate

Problems
Problem 12. (cont.)
When c = 0,

ar + 2 =

ar [ r ( r + 1) k ( k + 1)] ( r + 1)( r + 2)

For the term in xc+r, a [(c + r )(c + r + 1) k ( k + 1)] ar + 2 = r (c + r + 1)(c + r + 2)

a0 [k (k + 1)] a (k 1)(k + 2) , a3 = 1 (1)(2) 3! a k (k + 1)(k + 3)(k 2) a (k 1)(k 3)(k + 2)(k + 4) a4 = 0 , a5 = 1 4! 5! a2 =

Hence,
k ( k + 1) 2 k ( k + 1)( k 2)( k + 3) 4 y = a0 1 x + x ... 2! 4! ( k 1)( k + 2) 3 ( k 1)( k 3)( k + 2)( k + 4) 5 + a1 x x + x ... 3! 5!
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Problems
Problem 12. (cont.)
If two solutions of the indicial equation differ by an integer (e.g., c = 0 and 1) and if one coefficient is indeterminate (as with when c = 0), then the complete solution is always given by using this value of c.

Legendres Polynomials
k ( k + 1) 2 k ( k + 1)( k 2)( k + 3) 4 y = a0 1 x + x ... 2! 4! ( k 1)( k + 2) 3 ( k 1)( k 3)( k + 2)( k + 4) 5 x + x ... + a1 x 3! 5!

When k in the general power series solution of Legendres equation is an integer, say n, one of the solution series terminates after a finite number of terms. The resulting polynomial in x, denoted by Pn(x), is called a Legendre polynomial. Constants a0 and a1 are chosen so that y = 1 when x = 1.
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Problems
Problem 13. Determine the Legendre polynomial P2(x). [P2(x) = (3x2 1)/2] Problem 14. Determine the Legendre polynomial P3(x). [P3(x) = (5x3 3x)/2]

Rodrigues Formula & Problems

An alternative method of determining Legendre polynomials is by using Rodrigues formula, which states:

Pn ( x ) =

1 d n ( x 2 1)n 2 n n! dx n

Problem 15. Determine the Legendre polynomial P2(x) using Rodrigues formula. [P2(x) = (3x2 1)/2]
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Problems & Exercise 199

Problem 16. Determine the Legendre polynomial P3(x) using Rodrigues formula. [P3(x) = (5x3 3x)/2] Exercise 1. Determine the power series solution of the Legendre equation: (1 x2)y 2xy + k(k + 1)y = 0 when k = 2, up to and including the term in x5. [y = a0{1 3x2} + a1{x 2x3/3 x5/5}] Exercise 2. Find the Legendre polynomial P4(x). [(35x4 30x2 + 3)/8]
51

2 Bessels equation is of the form: x 2 d y + x dy + ( x 2 v 2 ) y = 0 2

dx

dx

The power series solution of the Bessel equation:

y = Ax v {1 1 x 1 1 x x + ...} + 1!(1 + v) 2 2!(1 + v)(2 + v) 2 3!(1 + v)(2 + v)(3 + v) 2 1 x 1 1 x x + ...} + 1!(1 v) 2 2!(1 v)(2 v) 2 3!(1 v)(2 v)(3 v) 2
2 4 6 2 4 6

+ Bx v {1

Written in terms of the Bessel functions Jv(x) and Jv(x)

y = AJ v ( x) + BJ v ( x) x J v ( x) = 2
v

(i!)(i + 1 + v) 2
i =0

(1) i

2i

x ; J v ( x) = 2

(i!)(i + 1 v) 2
i =0

(1) i

2i

Another Bessel function

x J n ( x) = 2
n

(n) = (n 1)! Q ( x + 1) = x( x), (1) = t 0 e t dt = e t

0 0

(1) i x (i!)(n + i)! 2 i =0

2i

=1

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 Legendres equation is of the form:

(1 x 2 ) dy d2 y 2 x + k (k + 1) y = 0 2 dx dx

The power series solution of the Legendre equation:

y = a0 { x 0 x 2 (k 0)(k + 1) x 4 (k 0)(k + 1)(k 2)(k + 3) + ...} 0! 2! 4! x1 x 3 (k 1)(k + 2) x 5 (k 1)(k + 2)(k 3)(k + 4) + a1{ + ...} 1! 3! 5!

Rodrigues formula

Pn ( x) =

1 d n ( x 2 1) n 2 n n! dx n
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