COLLEGE OF ENGINEERING DESIGN, ART AND

TECHNOLOGY
School of Engineering

ENGINEERING MATHEMATICS III (EMT 2101)
LECTURE NOTES
Department of Mechanical Engineering (2011/2012)



May 12

MAKERERE UNIVERSITY

2


COURSE OUTLINE

1. POWER SERIES SOLUTIONS TO O.D.ES
1.1 Power series Solutions
1.2 Frobenius method
2. GAMMA AND BETA FUNCTIONS
2.1 Integral definition of Gamma and Beta Functions
2.2 Properties of Gamma and Beta Functions
2.3 Relationships between Gamma and Beta Functions
2.4 Definitions of Gamma Functions for Negative Values of Argument.
2.5 Generalization of the Laplace Transform by means of Gamma Function
2.6 Other applications of the Gamma Function
3. BESSEL FUNCTIONS
3.1 Bessels Equation and its solutions.
3.2 Familiarization with characteristics and Graphs of Bessel Functions
3.3 Integrals Involving Bessel Functions
3.4 Orthogonality of Bessel Functions
3.5 Bessel series
3.6 Modified (hyperbolic) Bessel Functions
3.7 Applications
4. LEGENDRE FUCTIONS
4.1 Legendres Equation and its Solutions
4.2 Legendres Polynomials
4.3 The generating function for Legendres Polynomials
3

4.4 Orthogonality of Legendres Polynomials
4.5 Legendre Series
4.6 Relationship between Legendres Polynomials and their Derivatives
4.7 Legendres Function of the Second kind
4.8 Associated Legendre Equation and Its Solutions
4.9 Orthogonality Relations for the Associated Legendre Functions
4.10 Familiarization with characteristics and Graphs of Legendres Polynomials and
Associated Legendre Functions
4.11 Applications
5. FOURIER AND LAPLACE TRANSFORMS
5.1 Direct and Inverse Fourier Transforms and their Applications
5.2 Properties of Fourier and Laplace Transforms
5.3 Solutions to Ordinary Differential Equations by Transform Techniques
5.4 Transforms of Partial Fractions
5.5 Derivatives and Products of Functions
5.6 Transforms of Quadratic Factors
5.7 The Unit Step Function
5.8 The Impulse Function
5.9 Translation and Periodic Functions
5.10 Solutions of Simultaneous Ordinary Differential Equations
5.11 Applications of transform Methods to solutions of Engineering Problems-oscillatory
motion and Plane motion, Electric circuits.etc
5.12 Differentiation and Integration of Transforms.


4

6. APPLIED STATISTICS AND PROBABILITY
6.1 Introduction to applied Statistics :Data description and Representation, Descriptive statistics
and inferential statistics, Numerical Characterization and Summarization of data
6.2 Introduction to probability .Set Theory, Conditional Probability, Total Probability, Bayes
Theorem, Random Variables, Classification of Random Variables, Functions of Random
Variables, Expectations of functions of Random Variables, Moment Generating Functions,
6.3 Examples of Discrete and Continuous Random Distributions
ASSESMENT
2 CATS @ 20%
REFERENCES:
1. Advanced Engineering Mathematics by Erwin Kreyszig
2. Concepts of Engineering Mathematics by Dr. V.P Mishra
3. Mathematical Methods in Physical Sciences by Mary L. Boas
4. Advanced Engineering Mathematics by Wylie and Barrett
5. Advanced Engineering Mathematics By Dean G. Guffy
6. Advanced Engineering Mathematics by Allan Jeffrey


INTRODUCTION:


Differential Equations are of fundamental importance in Engineering because many physical
laws and relations appear mathematically in the form of such Equations. In maths II, differential
equations were derived from physical or other problems (modeling). These were obtained as
ODEs of the First or Second order i.e. involving only the first or second derivative of the
dependent variable. Methods applied for solving included separation, use of integrating factors,
some Laplace transforms, Fourier Series etc. In Math III, we look at other advanced techniques
of solving some special ODEs.
ODEs may be divided into two large classes namely Linear and non-linear Equations. Whereas
non-Linear equations are difficult in general, Linear equations are much simpler because their
solution have general properties that facilitate working with them and there are standard
methods for solving many practically important linear differential equations.
A linear ODE is one which is linear in the dependent variable (unknown) and its derivatives. A
linear equation is an algebraic equation in which each item is either a constant or the product of
a constant and the first power of a single variable. Linear equations can have one or more
variables, example y = mx+b. the origin of the name linear comes from the fact that the set of
solutions of such an equation forms a straight line.
Example of a linear ODEs ; all ODEs which can be written in the form ) ( ) ( x r y x p y = + ' ,
) ( ) ( ) ( x r y x q y x p y = + ' ' + ' '
6


A non-linear ODE is one which is not linear. In the dependent variable eg ) ( ) ( ) (
2
x r y x p y = + '
,
0 2 ) (
2
= ' + ' + ' ' y y y y y x . Less technically a non-linear system is any problem where the
variables to be solved cannot be written as a linear combination of independent components.
An ODE can be homogeneous or non-homogeneous. A homogeneous differential equation in
simple terms is one of the form
n
n
dx
y d ) (
=0 non-homogeneous is of the form
0
) (
=
n
n
dx
y d
.


POWER SERIES SOLUTIONS TO ODEs:

ODEs by nature of their solution fall into two broad categories, in the first category are ODEs
that can be solved exactly (in closed forms) in terms of functions usually studied in elementary
calculus such as rational algebraic, trigonometric and inverse trigonometric, exponential and
logarithmic and hyperbolic functions.
In the second category on the other hand, we have ODEs that cannot be solved exactly in terms
of elementary functions by application of any known methods. To this latter category, belong
certain important for Engineering applications, linear, homogeneous, second order ODEs.
0 r(x)y q(x)y' ' p(x)y' = + + Where r(x) and q(x), p(x), are real numbers, polynomials or analytic
functions (Function that can be represented in form of Taylor series) which are of interest to us.
There are essentially two methods today for solving such equations, either by means of infinite
power series or by means of numerical techniques. In this module, we consider techniques
based on the use of infinite power series.
If a homogeneous linear differential equation has constant coefficients, it can be solved by
algebraic methods, and its solutions are elementary functions known from calculus (e
x
, x cos
etc) however if such an equation has variable coefficients (functions of x), it must be usually
solved by other means. One typical method is the power series method which yields solutions in
the form of power series. An extension to this method is called the Frobenious method.


8

Overview of Power Series:
A power series is an infinite series of the form
k
o
k
k x a
x y ) (
0
=

=
R x
xo
Z = ... ) ( ) (
2
2 1
+ + +
x a x a a o o o
x x
Where ,... , ,
2 1 a a ao
are constants called the coefficients of the series.
xo
is a constant called
the centre of expansion of the series. k is a summation index and real number, particularly a
non- negative integer. x the independent variable is a real number bounded on the interval
R x
x
Z
0

R being the radius of convergence of the series.
In mathematics, the radius of convergence of a power series is a quantity/either anon-negative
real number or , that represents a domain (within the radius) in which the series will
converge. Within the radius of convergence, power series converges absolutely.
Examples of Series:
1. Taylor Series:
This is a representation of a function as an infinite sum of terms calculated from the values of its
derivatives at a single point (Introduced by Brook Taylor in 1715)
2. Maclaurin Series:
This is technically a Taylor series centered at zero (origin) (Introduced by Collin Maclaurin).

Taylor Series is of the form:
9

( )
( )
k
k
n
a x
k
a f

=0
!
=
( )
( )
( )
( )
( )
( )
( ) ...
! 3 ! 2 ! 1
3
' ' '
2
' ' '
+ + + + a x
a f
a x
a f
a x
a f
a f


( )
( )
( )
( )
...
! 3 ! 2
1
!
...
! 5 ! 3 ! 1 2
1
sin
...
! 4 ! 2
1
! 2
1
cos
... 1
1
1
e.g
series. maclaurin the gives It ; 0 t when coefficien the is
!
where
3 2
0
5 3
0
1 2
4
2
0
2
2
0
+ + + + = =
+ + =
+

=
+ + =

=
+ + + = =

=
+

=
x x
x
k
e
x
k
x
x
x
k
x
x
x
x
a
k
a f
k
k
x
k
k k
k
k k
k
k
k
x
x x
x
x x


The Series Solution to ODEs:
To motivate the discussion of the power series method of solution, let us start with a simple
example of solving the first order ODE. Subject to initial conditions .
ODE subject to initial conditions
( ) ( ) Problem Value Initial - IVP 1 0 , 0 ' = = y y y
1. Intuitive approach;
10



We know the solution to this as being an exponential function
1 A then
'
= =
=
=
x x
x
x
Ae Ae
Ae y
Ae y

Solution; ,
x
e y =
On the other hand however, we recall that virtually all elementary functions encountered in
calculus that feature in exact solutions of ODEs can be represented as infinite power series.
( ) ...
2
2 1 0
+ + + = =

=
x a a a x a
x x y
o
o k
k

Where
ak
are coefficients that have to be determined from auxiliary equations known as initial
boundary equations . On this basis, we could therefore legitimately seek a solution for the
equation in the form (see next page)
( ) x f y y
dx
dy
y y
= =
=
where
0 '
11




( )
| | 0
: 1 k then : 0 1 - k k If
series the shifting i.e harmonise to 1 - k k setting
0
0
that; implies this
... 3 2 '
... ,
1 0 0 ' solving
expansion. of center the is origin
1
1 k
1
2
1
1
1
1
0
1
1
1 2
3 2 1
1
1
3
3
2
2 1 0
0
0
= =
= =

= =
=
+ + + + = =
+ + + + = Z =
= =
=

k
k k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
x a ka
x a x ka
x a x ka
x ka x a x a a x ka y
x a x a x a a R x x a y
y y y
x y
a
12

then , 0 solutions; l non trivia For = x
1 ,
1 0
1
1
> =
> =

k
k
a
ak
k a ka
k
k k

arbitrary is that assume we
0
a
! 3 2 3 3
; 3
2 2
; 2
; 1 For

0 0 2
3
0 1
2
0 1
a a a
a k
a a
a k
a a k
=

= = =
= = =
= =

! 4 ! 3 4 4
; 4
0 0 3
4
a a a
a k =

= = =
Generally;
0
!
0
> = k
k
a
a
k

equation original our in back Feeding
x
k
k
k
k
e a
k
x
a x
k
a
y
0
0
0
0
0
! !
= = =


=

=



13

conditions Initial our in Feeding
( )
. is; solution The
1
1 0
0
x
e y
a
y
=
=
=

Example: 2
Solve 0 ' ' = +y y by the power series method..
Postulate a solution of the form.
( )
2
2
2
1
1
4
4
3
3
2
2 1 0
' '
'
...

=
=
+ + + + + = =
k
k
k
k
k
k
k
o k
k
x a k k y
x ka y
x a x a x a x a a x a y

But 0 ' ' = +y y .
Substituting the derivatives into the ODE
( )
2 set
0
2
2
2

= +


=

=
k k
x a x a k k
k
o k
k
k
k
k





14

= + =
2 2
2
2
2 2
0 ) (
k k
k
k
k
k
x a x a k k
| |

= +
2
2
2
2
0 ) (
k
k
k k
x a a k k
0 solutions; trivial - non For = x
( )
( )
2
1
0
2
2
2
>

=
= +

k
k k
a
a
a a k k
k
k
k k

. and of in terms s other term express we arbitrary, are and case, For this
1 0 1 0
a a a a
(

+ +
(

+ =
+ + + + =

= =
=

= =

= =

= =
...
! 5 ! 3
...
! 4 ! 2
1
...
! 5 ! 4 ! 3 ! 2
! 5 4 5
; 5
! 4 3 4
; 4
! 3
; 3
;
! 2
; For
5 3
1
4 2
0
5
1
4
0
3
1
2
0
1 0
1 3
5
0 2
4
1
3
0
2
x x
x a
x x
a
x a x a x a x a
x a a y
a a
a k
a a
a k
a
a k
a
a k

15

series odd sin ...
! 5 ! 3
series even cos ...
! 4 ! 2
1 But
5 3
4 2
x
x x
x
x
x x
+
+

Remember the coefficients
( )
( )
( )
series odd for is
! 1 2
1
and
series even for is
! 2
1

1
1 2
0
2
+

=
+
k
a
a
k
a
a
k
k
k
k

Therefore our expression can be simplified to give
( )
( )
( )

=
+

=
+

=
+

=
+

=
+ = =
0
1 2
1
0
2
0
1 2
0
1 2
2
0
2
0
! 1 2
1
! 2
1
k
k k
k
k k
k
k
k
k
k
k
k
k
k
k
x
a
k
x
a
x a x a x a y

x a x a y sin cos
1 0
+ =




16

Example: 3
Solve the Initial Value Problem 1 ) 0 ( ' , 0 ) 0 ( 0 ' 2 ' ' = = = + y y y xy y using the power series
method.
Solution
We start our search for the power series solution by postulating a series of the form.
k
k
k
x a y

=
=
0

ODE e satisfy th should solution postulated the , t coefficien the determine To
k
a
( )
( )
( ) ( ) 0 2 2 1
. of powers equal obtain shift to we ; 2 set
0 2 1
0 2 1
2
2
2
2
3
2
2
2 k
0 1
2
2 k
0
1
1
2
2 k
= + =

= + =
= + =

=



k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
k
x a x a k x a k k
x k k
x a x ka x a k k
x a x ka x x a k k

terms like collecting
( ) | | ( )
( ) | | ( ) 0 2 2 1 2
0 2 2 1
2
2
3
2
3
2 0 2
2
2
3
2
0
2
= + + =
= + =

=



k
k
k
k
k
k k
k
k
k
k
k
k k
x a k x a a k k a a
x a k x a a k k

17

( ) ( ) | |
( ) ( ) ( ) | |
( ) ( ) | | 0 5 2 1 2
0 1 2 2 1 2
0 2 2 1 2
2
3
2 0 2
2
3
2 0 2
2
3
2 2 0 2
= + + =
= + + =
= + + =

k
k
k k
k
k
k k
k
k
k k k
x a k a k k a a
x a k a k k a a
x a k a a k k a a

Obtaining the re;ationships
( ) ( )
( )
( )
3
1
5 2
2.
2
1;
From
3 0 5 2 1 2.
and 0 2 . 1
2
0
2
2
0 2
>

=
=
> = +
=

k
k k
a k
a
a
a
k a k a k k
a a
k
k
k k

! 4
3
; 4
! 3
; 3 : For
2
4
1
3
a
a
k
a
a
k

=
=

=
=


18

! 7
5 9
6 7
9
! 6
3 7
5 6
7
! 5
5
4 5
5
1 5
7
0 4
6
1 3
5
a a
a
a a
a
a a
a

=

=
=

=

arbitrary are and Thus
1 0
a a
( )
( )
Therefore
1 1 0 '
0 0 0 From
...
! 7
9 5
! 5
5
! 3
...
! 6
7 3
! 4
3
! 2
1
! 7
5 9
! 6
7 3
! 5
5
! 4
3
! 3 2!
solution; he Remember t
1
0
7 5 3
1
6 4 2
0
7
1
6
0
5
1
4
0
3
1
2
0
1
= =
= =
(

+ +
(

+ + =

+ + + + =
a y
a y
x x x
x a
x x x
a y
x a x a x a x a x a x a
x a a y
o

.
! 7
9 5
! 5
5
! 3
7 5 3
+

+ =
x x x
x y
Basic Theories and concepts of Power series:
Theorem 1:
Given the ODE of the generic form
( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p
If the coefficient terms ( ) ( ) ( ) x r x q x p and , are
a) Real numbers
b) Polynomials
c) Analytic functions at a point
0
x , then
0
x is an ordinary point of the ODE.
The undetermined coefficients
k
a can be determined by requiring that the postulated solution
satisfies the differential equation in question and the radius of convergence R can be determined
using the ratio test given R .
a) R
k
k
a
lim
k
1

=
b)
k
k
a
a
1
k
lim
1
R
+

=
Provided these limits exist and are not zero.
R is at least as great as the distance from
0
x to the nearest singular point of the ODE.
0
x is said to be an ordinary point of the ODE if the leading coefficient ( ) x p isnt equal to zero
at 0 = x (point of expansion) or infinity; otherwise
0
x is said to be a singular point of the ODE
i.e. ( ) x p =0; at
0
x , then
0
x = singular point.
20

Radius of convergence:
The series
( ) ( ) ( ) ...
2
0 2 0 1
0
0
+ + + =

=
x x a x x a a x x a
o
k
k
k

Always converges at
0
x x = , because then all its terms except for the first
o
a , are zero. In
exceptional cases, this may be the only x for which the series converges. Such a series is of no
practical interest.
If there are further values of x for which the series converges, these values form the interval,
called the convergence interval. If this interval is finite, it has the midpoint
0
x , so that it is of the
form.
R
0
Z x x And the series converges for all x .

Such that R
0
Z x x and Diverges for all x such that R
0
> x x .
Example:
Determine the radius of convergence for the Maclaurins type series solution of the Legendre
equation of the order n.
( ) ( )
( )
( )
( )
1. Radius
0 1 or 1 0 R
1 ; 0 For
1 For
1 t coefficien leading
solution;
0 0 1 ' 2 ' ' - 1
2
2
2
=
=
= =
=
=
> = + +

x x p
x x p
x x p
n y n n xy y x

21

Analytic Functions:
A function is said to be analytic at a point
0
x if and only if it has a Taylor series in powers of
0
x x which represent it in some open interval containing
0
x with a radius of convergence
0 R > i.e.
( ) ( )
0
finite
lim
0
x f x f
x x
= =

Properties
1. A function which is analytic at a point has a derivative of all orders on an open interval
containing that point.
2. On an open interval where they are analytic, sums, differences and products of analytic
functions and the quotients of two analytic functions i.e.
( )
( ) x g
x f
Are both analytic at
0
x , then ( ) 0 = x g
Theorem:
For every power series of the form
( )

=
=
0
0
k
k
k
x x a y , One of the following statements is true.
a) The series only converges at
0
x x = therefore 0 R = , such series are of no Engineering
relevance.
b) There is a finite number R greater than zero such that for all values of x , if R
0
< x x ,
the series converges and otherwise Diverges.



22

Illustration
Find the 5
th
degree polynomial approximation to the series solution of the Initial Value Problem
of;
( ) ( ) ( ) 1 0 ' , 2 0 0 ' ' ' 1 = = = + + y y y xy y x
Step one:
Postulating a solution;
The ODE in question belongs to the family of ODEs in the form:
( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p
In comparison, ( ) ( ) ( ) 1 , , 1 = = = x r x x q x x p are all Coefficient functions being polynomials, or
real numbers, Therefore the ODE in question can be solved using the power series method.

Observe that the origin (point about which the initial conditions are prescribed) like all other
real numbers 1 = x , is an ordinary point of the ODE. Hence the ODE has at least one
Maclaurins type series solution about the origin of the form


Where R is the radius of convergence and
k
a is the coefficient of the k
th
term of the series.

Step two:
Determining R and
k
a .
By definition R , is the distance between
0
x and the nearest singular point of the ODE. In this
case 0
0
= x , and the only singularity due to ( ) 0 1= = x x p is 1 = x thus 1 R =
R ,
0
< =

=
x x a y
k
k
k
23


The coefficients can be determined to within an arbitrary constant by requiring that the
postulated solution satisfies the ODE in question. Hence substituting the postulated solution and
its derivatives yields the expression.
( ) ( )


=

=
= + +
1 0
2
2
0 1 1
k k
k
k
k
k
k
k
k
x a x ka x a k k x

It is our intention to combine all the terms on the left hand side into one series term under one
summation. For this to be possible, same power of x must appear in the general term of the
general series terms. This can be achieved by shifting the summation indices in all series to
bring down the exponent of the independent variable x to 2 k i.e. the least available.

In so doing, we achieve the following,
a) The exponent of the independent variable x is the same in all the series.
b) k is the largest subscript on a in any series.
( ) ( )
( )( ) ( ) ( )
( )( ) ( ) | | ( ) | | 2 ... 0 1 2 2 1
0 2 1 2 1
yeilds This
2 - k k 2 - k k 1
0 1 1
2
2
2
2
3
2 1
3 2
2
2
2
2
2
2
2
3
1
1 0
2
2
1
2
> = + + +
= + +

= + +

=



k x a a k k x a k a k k
x a x a k x a k k x a k k
k k
x a x ka x a k k x a k k
k
k
k k
k
k
k k
k k
k
k
k
k
k
k
k
k
k
k
k k
k
k
k
k
k
k
k
k
k
k


24

Extracting the terms that have
0
x yields.
( ) ( )( ) ( ) | | 0 2 2 1 1 2
3
2 1 2 2 0
= + + +

=

k
k k k k
a k a k k a k k a a a
For non-trivial solutions; 0 = x
( ) ( )( ) ( )
( ) ( )( ) ( )
( ) ( ) ( ) | |
( )
6 120
19
5
3
6 24
5
4
2
! 3
2
3
2
2 1 1
0 1 2 1 1
2 From
2
1 From
0 1 2 1 1 . 2
0 2 . 1
1 0 3 4
5
1 0 2 3
4
1 0 1 2
3
2 1
2 1
2 1
0
2
2 1
2 0
a a a a
a
a a a a
a
a a a a
a
k
a a k
a
a a k k a k k
a k a k k a k k
a
a
a k a k k a k k
a a
k k
k
k k k
k k k
k k k
+ =
+
=
+ =
+
=
+
=
+
=
+
=
+ =
= + +
=
= + +
=








25

We discover that our solution is in the form
2 1 1 0
y a y a y + =
(

+ + + + +
(

+ + + + + = ...
120
20
24
4
6
2
...
120
19
24
5
6 2
1
5 4 3
1
5 4 3 2
0
x x x
x a
x x x x
a y
Invoking the initial conditions
( ) ( )
1 , 2
1 0 ' , 2 0
1 0
= =
= =
a a
y y

On substituting the conditions to get the necessary powers of x , [particular solution]. We have
20
3
4
2
5 4
2
x x
x x y + + + =
Exercise:
Using the power series method, solve the initial Value problems
1. ( ) ( ) ( ) 6 0 y , 1 0 y 0 2 4 1
2
= ' = = ' ' ' + y y x y x
2. ( ) ( ) 0 0 y , 1 0 y 0 2 = ' = = ' + ' ' y y x y

26


METHOD OF FROBENIOUS (Extension of the of the Power series Method):

The solution of an ODE of the form ( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p about a point
0
x depends on the
nature of
0
x . If
0
x is an ordinary point of the ODE i.. the leading coefficient. ( ) 0 = x p , at
0
x
then the ODE has at least one power series solution of the form.
( ) R ,
0
0
0
< =

=
x x x x a y
k
k
About
0
x If however ( ) 0 = x p at
0
x , it is termed as singular
point of the ODE and is denoted as 0 x .
This implies that the quotient s
( )
( ) x p
x q
and/or
( )
( ) x p
x r
have discontinuities at
0
x and are not analytic
there.
We will continue to note that the manifested discontinuities may be removed by ;
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
0 ' ' '
is; ODE The
)
)
2
0
0
= + +

y
x p
x r
y
x p
x q
y
x p
x r
x x b
x p
x q
x x a

Singular Points (Regular and irregular singular Points)
A regular point of an ODE ( ) ( ) 0 ' ' ' = + + y x q y x p y is a point
0
x at which the coefficient s p and q
are analytic. If a point is regular, then the power series method can be applied. If
0
x is not
regular, then it is called a singular point.
27

A singular point 0 x of the ODE
( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p
Can be regular if the product coefficients ( )
( )
( ) x p
x q
x x
0
and ( )
( )
( ) x p
x r
x x
2
0
are analytic at
0
x .
Mathematically;
( )
( )
( )
( )
( )
( )
finite lim
and finite lim
2
0
0
0
0

x p
x r
x x
x p
x q
x x
x x
x x

Otherwise x is said to be an irregular singularity of the ODE.
Remember;
0
x is a regular point of the ODE
( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p If ( ) ( ) x q x p , and ( ) x r are analytic and ( ) 0 = x p and as seen previously
can be solved by the power series method.
Example:
Find and classify the singularities of the ODE
( ) ( ) 0 3 ' 2 5 ' ' 2
2 3
= + + + y x y x y x x
Solution:
The given ODE belongs to the family of ODEs of the form
( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p




28

In comparison ( ) ( ) 2
3
= x x x p , ( ) ( ) 2 5 + = x x q , ( )
2
3x x r = , ( ) ( ) { } 2 , 0 ; 0 2
0
3
= = = x x x x p ,
if regular be to said is
0
x


Since the first product coefficient is not analytic at the origin, the origin is an irregular
singularity of the ODE in question.
( ) ( ) | |
( )
( )
( )
( )
( )
question. in ODE the of y singularit regular a is
2, at analytic are ts coefficien product both Since
0
2 3
lim
2
3 2
lim
5 . 2
2 5
lim
2
2 5 2
lim
; 2
2
3
2 2
2
3
2
3
2
0
o
o
x x
x x
x
x
x
x
x x
x x
x
x
x x
x x
x
=
=

=
+
=

+
=




Theorem:
In case
0
x is an irregular singularity of the singularity of the ODE ( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p ,
there are no power series solutions to that ODE. The solution techniques applicable to problems
in that domain are beyond the scope of our discussion. We will again note that if
0
x a regular
( )
( )
( )
( )
( )
( )
( ) | |
( )
( )

+
=

+
=

) 2 (
2 5
lim
2
2 5
lim
0 For
finite lim
finite lim
2
0
3
0
2
0
0
0
x x
x
x x
x x
x
x x
x p
x r
x x
x p
x q
x x
x x
o
x x
29

singularity of the ODE ( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p ; we postulate an extended solution of the
form;
( ) 0 ;
0
0
0
= =
+

a x x a y
c k
k
k

0n the deleted neighborhood.
< <
+
c c R
0 0 0
D
x x x x
Where c are the roots of the individual equation (indicating equation)
This is known as the method of Frobenius and the associated series is known as the Frobenius
type series. The discussion will be limited to those cases where the origin ( 0
0
= x ) is a regular
singularity of the ODE. ( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p .
If the ODE ( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p has analytic coefficient functions ( ) ( ) ( ) x r x q x p , , and a
regular singularity at the origin ( ) 0
0
= x so that the product coefficients
( )
( ) x p
x q
x and
( )
( ) x p
x r
x
2
have
valid Maclaurin series.
( )
( )
( )
( )
2
0
2
1
0
R
R
< =
< =

=
x x r
x p
x r
x
x x q
x p
x q
x
k
k
k
k
k
k

And if the roots
1
c and
2
c of the indicial equation ( ) 0 r c 1 - q c
0 0
2
= + + are identified such that
the real part of c
1
is at least equal to the real part of c
2
. If ( ) ( )
2 1
Re Re c c > then the ODE has a
30

complete solution
2 1
by ay y + = where a , b are parameters on the deleted neighborhood of the
origin. R 0 < < x . R Is not less than the smallest of
1
R and
2
R
( )
2 1
R and R min R >
1
y And
2
y are linearly independent solutions with the following
mathematical structure;
The ODE in question is ( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p the postulated Frobenious solution is of the
form.
( )
solutions t independen linearly and of composed is
2 1
0
0 0
0
y y y
x a x y
x a x x a y
k
k
k
c
k
c k
k
k
c k
k

=
+

=
+
=
= =

Case I:
Distinct roots not differing by an integer then
2 0
0
2
0
1 0
1
R 0 0 ,
R 0 , 0 ,
2
1
< < = =
< < =
=

=
x b x b x y
x a x a
x y
k
k
k
c
k
k
k
c
i.e.
( )
( ) ...
...
2
2 1 0 2
2
2 1 0 1
2
1
+ + + =
+ + + =
x b x b b x y
x a x a a x y
c
c

Case II:
31

Roots differing by an integer . If then Integer, positive
2 1
= c c
( ) 0
R 0 , 0 ,
0 1
0
2
0
1 0 1
2
1
= + =
< < = =

=
b x In x ky x b x y
x a x a x y
k
k
k
c
k
k
k
c

e.g.
( ) ...
2
2 1 0 1
+ + + = x a x a a x y
c

( ) ( ) ...
2
2 1 0 1 2
2
+ + + + = x b x b b x x In ky y
c

If the roots 0
2 1
> c c , and k may turn out to be zero.
Case III:
Double roots If c c c = =
2 1

( )
( ) ( ) ...
...
. .
0 ,
2
2 1 1 1
2
2 1 0 1
1
1 2
0
0 1
+ + + =
+ + + =
+ =
= =

=
x b x b x x In y y
x a x a a x y
g e
x b x x In y y
a x a x y
c
c
k
k
k
c
k
k
k
c

Technically, the Frobenius method is similar to the power series method once the roots of the
indicial equation has been determined.
Observations
32

1. In all cases, the ODE has at least one Frobenius type series solution
1
y , associated with the
algebraically bigger indicial root.
2. In case I, both
1
y and
2
y are Frobenius type series.
3. In case II, the parameter k is unrestricted i.e .can take on any values.
4.In case III,
2
y is never a Frobenius type series. In the special case where 0 =
k
b , for
2
, 1 y k > is
said to be a purely logarithmic case (
1
y x In )
Example 1:
Find the Frobenius type series solution of the O.D.E 0 2 = + ' + ' ' xy y y x near the orign. Give the
general solution and discuss its convergence.
Solution
Step 1:Postulating a solution
The ODE 0 2 = + ' + ' ' xy y y x belongs to a family of ODEs of the form
( ) ( ) ( ) 0 = + ' + ' ' y x r y x q y x p .In comparison ( ) x x p = , ( ) 2 = x q and ( ) x x r =
All coefficient functions being real numbers or polynomials and hence analytic for all x .
Therefore the O.D.E in question can be solved using the power series method. Observe that the
origin is a singular point of the ODE the only singularity. Since both product coefficients are
analytic at the origin,
( )
( )
( )
( )
0 lim lim
, 2 2 lim lim
2
0
2
0
0
0 0
0
= = =
= = =


x
x p
x r
x r
x p
x xq
q
x x
x x

33

The origin is a regular singularity of the ODE in question , therefore there exists at least one
Frobenius type series solution of the form
expansion. series in the term the of t coefficien the -
equation, indicial the of roots the - , e convergenc of radius the is R where 0
origin. about the ood neighbourh deleted in the 0 ,
0
0
th
k
c k
k
k
k a
c R x
a x a y
< <
= =
+

Determining R, C and the coeffcients

By definition R is as great as the distance between the centre of expansion of the postulated
series solution and the nearest singularity
= =
=
=
0 R
0
0
x
x

The coefficients
k
a can be to within an arbitrary constant by requiring that the postulated
solution satisfies the ODE in question.
( ) ( ) ( ) ( )( )

=
+ + +
+ + +

=
+
+ + + + + + + = + =
+ + + + = =
0
2 1
2 1
1
0
1
2
2
1
1 0
0
1 ... 2 1 '
...
k
c k
k
c c c c k
k
c k
k
c c c
k
c k
k
x a c k c k x a c x a c x ca x a c k y
x a x a x a x a x a y

Substituting the postulated solution and its derivatives into the ODE in question;
( )( ) ( ) 0 2 1
0
1
0 0
2
= + + + + +


=
+ +

=
+
k
c k
k
c k
k
k
k
c k
k
x a x x a c k x a c k c k x
Algebraic manipulation to make each term on the LHS a Power Series yields;.
34

( )( ) ( ) 0 2 1
0
1 1
0 0
1
= + + + + +


=
+ + +

=
+
k
c k
k
c k
k
k
k
c k
k
x a x a c k x a c k c k
Factoring out
c
x
( ) ( ) 0 2 ) 1 (
0 0 0
1 1 1
=
(

+ + + + +

=
+ c
k k k
k
k
k
k
k
k
x x a x a c k x a c k c k
The only way the product can be equal to zero is when;
( )( ) 0 1
0 0
1 1
=
(

+ + + +

=
+
k k
k
k
k
k
x a x a c k c k Since 0 =
c
x
For non-trivial solutions

We seek to combine all terms on the left hand side of the above expression under one
summation. This can be achieved by first shifting the summation indices in all series such that
the power of variable x is 1 k . Setting 2 k k in the second series yields;
( )( )

= + + + +
0 2
1
2
1
0 1
k k
k
k
k
k
x a x a c k c k
To combine the terms in the above expression under one summation, we then extract all terms
in the first series that are not in the second series.
( ) ( )( ) ( )( )


=

= + + + + + + + + +
2
1
2
1
2
0 1
1
0
0 1 2 1 1
k
k
k
k
k
k
x a x a c k c k x a c c x a c c
( ) ( )( ) ( )( ) | |

= + + + + + + + + +
2
1
2
0
1
1
0
0 1 2 1 1
k
k
k k
x a a c k c k x a c c x a c c
Since the above expression is identically equal to zero, then
( )
( )
( )( ) 2 0 1 1 . 3
0 ) 2 ( 1 . 2
0 1 . 1
2
1
0
> = + + + +
= + +
= +

k a a c k c
a c c
a c c
k k

These results imply that
35

1. ( ) 0 0 1
0
= = + a c c
Indicial roots 1 , 0
2 1
= = c c
Check with
( )
0 r , 2 -1 c when
0 1
0 0
0 0
2
= = =
= + +
q
r q c

( )
( ) equation. indicial an is 0 1
0
0 1 2
2
0
2
= +
= +
= + +
c c
c c
r c c

2. ( ) ( ) arbitrary is ; 0 1 c , 0 2
1
a c = + = +
3.
( )( )
2 arbitrary is
1
1
2
>
+ + +

=

k a
c k c k
a
a
k
k

The general solution
In such a case i.e. integer ve
2 1
+ c c , 1 , 0
2 1
= = c c It saves time to commence the search for
an infinite series solution by considering the algebraically smaller indicial root. And if a general
solution is not possible this way, there will be only one Frobenius type series with the
algebraically larger indicial root and the second linearly independent solution for the formation
of the desired general solution (method) of variation of parameters etc.
Therefore considering 1 = c
( )( )
, 2
1
1
2
>
+ + +

=

k a
c k c k
a
k k 0
a

And
1
a are arbitrary.
2
0
2
a
a

= ;
! 6
0
6
a
a

=
36

Even coefficients;
( )
( )
3 , 2 , 1 , 0 ,
! 2
1
0
2
=

= m
m
a
a
m
m

! 3
1
3
a
a

= ;
! 5
1
5
a
a =
( )
( )! 1 2
1
1
1 2
+

=
+
m
a
a
m

1 2 2
0
;
+

=
+
+ = =
m m k
k
c k
k
a a a x a y



=
+

+ =
0
2
1 2
0
1 2
2
m
m
m
m
m
m
x a x a y
Factoring out x
( ) ( )
( )
x
m
x
a
m
x
a
y
x
x a
x
x a
y
m m
m m m m
m m
m
m
m
m
(

=
(

+ =

=
+

=
+
+
0 0
1 2
1
2
0
0 0
1 2
1 2
2
2
! 1 2
1
! 2
1

x
x a x a
y
sin cos
1 0
+
=

Since the solution contains 2 arbitrary constants and two linearly independent solutions
x
x
y
cos
1
= and
x
x
y
sin
2
= , It is clearly the solution of the ODE in question and there is no need
to consider the other identical root.

Convergence of the general solution:
37

In the series
x
x a x a
y
sin cos
1 0
+
= , It is well known that the cosine and sine functions converge
for all x . Observe however that y is a rational function with a denominator x and hence y is
not analytic at the origin which is the only singularity of the ODE in question, therefore
x
x a x a
y
sin cos
1 0
+
= is analytic for all x except for 0 = x
Example 2:
Find the Frobenius type series solution of the ODE 0 ' 2 ' ' 4 = + + y y xy .
Solution
The ODE in question belongs to the family ODEs of the form ( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p . In
comparison, ( ) x p = x 4 , ( ) x q =2, ( ) x r =1; all coefficient functions being polynomials and/or real
numbers hence analytic for all x . Therefore the ODE can be solved using the power series
method. Observe that the origin ( x =0) is a singular point, the only singularity of the ODE.
( )
( )
( )
( )
0
4
lim lim
2
1
4
2
lim lim
2
0
2
0
0
0 0
0
= = =
= = =


x
x
x p
x r
x r
x
x
x p
x q
x q
x x
x x

Since both product coefficients are analytic at the origin, the origin is the only singularity of the
ODE, there exists at least one Frobenius type series solution of the form
0 ,
0
= =

+
a x a y
c k
k
in the deleted neighborhood R 0 < < x

e convergenc of radius = R , radius indicial = c , series in term the of t coefficien
th
k
k a =
Determining R ,
k
a , c
:

By definition R is as great as the distance between the center of expansion of the postulated
series solution and the nearest singularity. In this case, the origin which is the center of
expansion of the postulated series solution. ie the only singularity therefore = R
The coefficients
k
a can be determined to within an arbitrary constant by requiring that the
postulated solution satisfies the ODE in question. Therefore substituting the postulated solution
and its derivatives into the ODE yields the expression
39

( )( ) ( )
( )( ) ( )
( ) ( ) | | 0 1 2 2
into ormed lly transf algebraica be can expression above the , 0 ie solutions trivial - non For
0 2 1 4
yields LHS on the terms the of on manipulati Algebraic
0 2 1 4
0
1
0
0
1
0
1
0
1
0
1 2
0
= + + +
=
= + + + + +
= + + + + +

=
+

=
+

=
+

=
+

=
+

=
+ +

=
k
k
k
e k
k
k
c k
k
k
c k
k
k
c k
k
o k
k
c k
k
k
c k
k
c k
k
k
x a x a c k c k
x
x a x a c k x a c k c k
x a x a c k x a c k c k

We seek to combine the terms on the LHS of the expression under one summation. This can be
achieved by first shifting the summation we set k to 1 k and the result will be
( ) ( ) | | 0 1 2 2
1
1
1
1
0
= + + +

=

k
k
k
k
k
k
x a x a c k c k
To combine the series in the above expression under one summation we extract the first term in
the 1
st
series and combining the rest under one summation yields
( ) ( ) | | ( )| | 0 1 2 2 1 2 2
1
1
1
1
0
= + + + +

k
k k
k
x a a c k c k x a c c
Since the above expression is identically equal to zero, for non- trivial solutions
( )
( ) ( ) | | 1 0 1 2 2 ) 2
0 1 2 2 1)
1
0
> = + + +
=

k a a c k c k
a c c
k k

0 , 0 2 (1) from
0
= = a , ( ) 0 1 2 = c c ,
2
1
1
=
c
, 0
2
= c
40

Check : The indicial equation
0 ) 1 (
0
2
= + +
r c o
c q , 0
2
1 2
= c
c
, 0 ,
2
1
2 1
= = c c
From (2)
( ) | | ( ) 1 2 2
1
+ +

=

c k c k
a
a
k
k

Since
2
1
2 1
= c c is not an integer, we will associate
1
c with
k
a and
2
c with
k
b ie
k
a c =
1
,
k
b c =
2
obtaining two linearly independent solutions
1
y and
2
y both being Frobenius type
series
0 ,
0
2
1
0
1
= =
+

a x a y
k
k
k

0 ,
0
0
2
= =

=
b x b y
k
k
k

( )
! 5
! 3
constant arbitrary an is
1 ,
1 2 2
,
2
1
g considerin
0
2
0
1
0
1
a
a
a
a
a
k
k k
a
a
c
k
k
=

=
>
+

=
=

41

( )
( )
0 g considerin
! 1 2
1
! 7
0
0
3
=
+

=
c
k
a
a
a
a
k
k


( )
1 ,
1 2 2
1
1
>

=

k b
k k
b
k k

Making the substitution
( ) ( )
( )
( ) ( )
( )
x B x A y
c
y
y
x y
k
x
b y
x y
k
x
a y
k
k
k
k
k
k
sin cos
cos
! 2
1
sin
! 1 2
1
2
1
2
0
2
0 2
1
0
1 2
0 1
+ =
=
=

=
=
+

=
+


! 6
! 4
2!
constant arbitrary an is
0
3
0
2
0
1
0
b
b
b
b
b
b
b

=
=

=
42

Convergence
Testing for convergence of the composite function
x B x A y sin cos + =
exist not does lim
0 lim
0
0

x
x
x
x

The general solution x B x A y sin cos + = , < < x 0

Exercise
Find a series solution to the ODE 0 ' 2 ' ' = + xy y xy near the origin.
Solution ( ) 0 ,
sinh cosh
1 0
=
+
= x
x
x a x a
x y
( ) ( ) ( ) x x r x q x x p = = = , 2 ,
When ; 0
0
= x ( ) 0 = x p ; origin is a singular point of the ODE, the only singularity.
( )
( )
( )
( )
( )
0 lim lim
2
2
lim lim
2
0
2
0
0
0 0
0
=

= =
= = =


x
x
x
x p
x r
x r
x
x
x p
x q
x q
x x
x x

; 0
0
= x is a regular singularity of the ODE; There exists at least one Frobenius type series
solution of the form

=
+
=
0 k
c k
k
x a y R 0 , 0
0
< < = x a Where R is the radius of convergence.
c -roots of the indicial equation ,
k
a -coefficient of the k
th
term
Determining R ,
k
a and c
0
0
= x =
0
x R is as great as the distance between the centre of expansion of the postulated
series solution and the nearest singularity = = 0 R
43

Coefficient
k
a can be determined to within an arbitrary constant by requiring that the postulated
solution satisfies the ODE in question.
c k
k
k
x a y
+

=
0

( )
1
0
'
+

+ =
c k
k
k
x a c k y
( )( )
2
0
1 ' '
+

+ + =
c k
k
k
x a c k c k y
Hence substituting the postulated solution and its derivatives into the ODE in question;

( )( ) ( ) 0 2 1
0
1
0
2
0
= + + + +
+

=
+

=
+

=

c k
k
k
c k
k
k
c k
k
k
x a x x a c k x a c k c k
Algebraic manipulation to make each term on the LHS a series yields
( )( ) ( ) 0 2 1
1
0
1
0
1
0
= + + + +
+ +

=
+

=
+

=

c k
k
k
c k
k
k
c k
k
k
x a x a c k x a c k c k
Factoring out
c
x
( )( ) ( ) 0 2 2 1
1
0
1
0
1
0
=
(

+ + + + +
+

=

k
k
k
k
k
k
k
k
k
c
x a x a c k x a c k c k x
( )( ) 0 2 1
1
0
1
0
=
(

+ + +
+

=

k
k
k
k
k
k
c
x a x a c k c k x
The product above is identically equal to zero but 0 =
c
x , therefore
( )( ) 0 1
1
0
1
0
=
(

+ + +
+

=

k
k
k
k
k
k
x a x a c k c k
We seek to combine all terms of the LHS of the above expressions under the summation. This
can be achieved by first shifting the summation indices in all series such that the variable x is
1 k setting k to 2 k on the second series yields.
( )( ) 0 1
1
2
2
1
0
= + + +

=

k
k
k
k
k
k
x a x a c k c k
44

To combine the terms in the above expression under one summation, we then extract all terms
in the first series that doesnt exist in the second series.
( ) ( )( ) ( )( ) 0 1 2 1 1
2
1
2
1
2
0
1
1
0
= + + + + + + +


=

k
k
k
k
k
k
x a x a c k c k x a c c x a c c
( ) ( )( ) ( )( ) | | 0 1 2 1 1
1
2
2
0
1
1
0
= + + + + + + + +

k
k
k k
x a a c k c k x a c c x a c c
Since the above expression is identically equal to zero then.
( )
( )( )
( )( )
( )
constant arbitrary an is 0 , 1 , 0
; 0 1
checking
1 , 0 1. From
2 ; 0 1 . 3
0 2 1 . 2
0 1 . 1
0 0 1
0 0
2
1
2
1
0
a a c c
r c q c
c c
k a a c k c k
a c c
a c c
k k
= = =
= + +
= =
> = + +
= + +
= +

( )( )
constant arbitrary an is , 0 2 , 1
0 2 1 2.
1
1
a c c
a c c
= + =
= + +

( )( )
( )( )
( )
constants arbitrary are and 2
1
1
2 0 1
1 0
2
2
2
a a k
k k
a
a
c k c k
a
a
k a a c k c k
k
k
k
k
k k
>

=
+ + +
=
> = + +

integer, since
2 1
ve c c + =

we find the infinite series solution by considering the algebraically
smaller indicial roots and if this is not possible, this way, there will be one Frobenius type series
solution with the algebraically larger indicial root.
Therefore considering 1 = c
45

( )
( )
( )
( )
,... 3 , 2 , 1 , 0
! 1 2
1
,... 3 , 2 , 1 , 0
! 2
1
! 9

! 8
! 7

! 6
! 5 5 4 3 2 4 5
! 4 4 3 2 3 4
! 3 3 2
2
1
1 2
0
2
1
9
0
8
1
7
0
6
1 1 3
5
0 0 2
4
1 1
3
0
2
=
+
=
= =
= =
= =
=

=

=
=

=

=
=

=
=
+
m
m
a
a
m
m
a
a
a
a
a
a
a
a
a
a
a a a
a
a a a
a
a a
a
a
a
m
m
m
m

From the postulated series solution
m
m
m
m
m
m
m m k
k
c k
k
x a x a y
a a a c x a y
2
0
1 2
1 2
0
2
1 2 2
0
, 1 ,

=
+

=
+

=
+
+ =
+ = = =

Factoring out x :
0
1 2
0
1 2
2
0
2
= + =
+

=
+

=

m
m
m
m
m
m
x a x a y
( )
( )
( )
( )
x
x a x a
y
x
m
x
a
m
x
a
y
o m m
m m m m
sinh cosh
! 1 2
1
! 2
1
1 0
0
1 2
1
2
0
+
=
+
+
=

=
+




46

Exercise
Find the general solution of the ODE ( ) 0 5 ' ' ' 2
2
= + y x xy y x near the origin. (20 marks)
Postulating a solution
The ODE ( ) 0 5 ' ' ' 2
2
= + y x xy y x belongs to the family of ODEs of the form
( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p In comparison ( ) 2 = x p , ( ) x x q = , and ( ) 5 = x x r , all coefficient
functions being real numbers or polynomials and hence analytic for all x .
Therefore, the ODE ( ) 0 5 ' ' ' 2
2
= + y x xy y x can be solved using the power series method.
Observe that x =0, is a singular point of the ODE and the only singularity.
Since
( )
( )
( )
2
1
2
lim lim
2
0 0
=

=

x
x
x
x p
x q
x
x x
and
( )
( )
( )
2
5
2
5
lim lim
2
2
0
2
0
=

=

x
x
x
x p
x r
x
x x

It follows that x =0 is a regular singular point of the ODE. Thence, there exists a Frobenius type
series solution of the form
0 ,
0
0
= =

=
+
a x a y
k
c k
k

On the deleted neighborhood R 0 < < x of the origin, where R is the radius of convergence
and
k
a is the coefficient of the
th
k term of the series.
Determining c and
k
a :
The coefficients
k
a can be determined to within an arbitrary constant by requiring that the
postulated solution satisfies the ODE in question.
Hence substituting the postulated solution and its derivatives into the ODE yields the expression
( )( ) ( ) ( ) 0 5 1 2
0
1
0
2
0
2
= + + + +
+

=
+ +

=
+

=

c k
k
k
c k
k
k
c k
k
k
x a x x a c k x x a c k c k x
Algebraic manipulation to make each term on the LHS a power series yields
( )( ) ( ) 0 5 1 2
0
1
0 0 0
= + + + +
+

=
+ +

=
+

=
+

=

c k
k
k
c k
k
k
c k
k
k
c k
k
k
x a x a x a c k x a c k c k


47

Factoring out
c
x and combining 1
st
, 2
nd
and 4
th
series under one summation
( )( ) ( ) | |

=
+
= + + + +
0 0
1
0 5 1 2
k k
k
k
k
k
x a x a c k c k c k
To combine the series in the above expression under one summation, we then extract all terms
in the 1
st
series that are not in the 2
nd
series 1.e. the 1
st
term in this case and combining the rest
under one summation yields:
( ) ( ) ( )( ) ( ) | | | |

=

= + + + + +
1
1 0
0 5 1 2 5 1 2
k
k
k k
x a a c k c k c k a c c c
Since the above expression is identically equal to zero, for non-trivial values of x :
( ) ( )
( )( ) ( ) | | ,... 5 , 4 , 3 , 2 , 1 0 5 1 2 2.
equation indicial the , 0 5 1 2 . 1
1
0
= = + + + +
=

k a a c k c k c k
a c c c
k k

These results imply that
1. ( ) ( ) 0 5 1 2
0
= a c c c 0
0
= a ,the indicial roots are
2
5
1
= c and 1
2
= c
2.
( )( ) ( )
1
5 1
1

+ + +

=
k k
a
c k c k c k
a for ,.... 4 , 3 , 2 , 1 = k

The mathematical structure of solution:
In this case i.e. 2 7
2 1
= c c is not an integer, the two linearly independent solutions of the ODE
have the following mathematical structure.
0 ;
0
0
1
1
= =

=
a x a x y
k
k
k
c
on the interval
1
R 0 < < x
Where
k
a is the Fourier coefficient associated with the indicial root 2 5
1
= c , hence
0 ;
0
0
1
2
= =

=
b x b x y
k
k
k
c
on the interval
2
R 0 < < x where
k
b is the Fourier coefficient
associated with the indicial root 1
2
= c , hence it is important to note here that both
1
y and
2
y
Are Frobenius type series solutions.
The Fourier coefficients
k
a and
k
b
( ) 7 2
1
+

=

k k
a
a
k
k
and
( ) 7 2
1

=

k k
b
b
k
k
1 > k more specifically.
48

0
a and
0
b are arbitrary constants which can be determined by imposing the initial conditions to
the resultant general solution if given.
( ) ( ) ( )
( )
( )
( ) ( ) ( )
( ) ( ) ( ) ( )
( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
( ) 7 2
5 3 1 1 3 5 5 4 3 2 1 5 6
3 1 1 3 5 5 4 3 2 1 3 5
1 1 3 5 4 3 2 1 1 4
1 3 5 3 2 1 1 3
3 5 2 1 3 2
5 1
! 7 2 !
105 ! 3 2 1
19 17 15 13 11 9 5 4 3 2 1 19 5
17 15 13 11 9 5 4 3 2 1 17 5
15 13 11 9 5 4 3 2 1 15 4
13 11 9 3 1 13 3
11 9 2 1 11 2
9 1
1
0 5
6
0 4
5
0 3
4
0 2
3
0 1
2
0
1
0
3
0 5
6
0 4
5
0 3
4
0 2
3
0 1
2
0
1

=

=

=


=

=

=

=


=

=

=

=
+
+
=

=

=


=

=

=

=


=

=

=

+
k k
b
b
b b
b
b b
b
b b
b
b b
b
b b
b
b
b
k k
a k
a
a a
a
a a
a
a a
a
a a
a
a a
a
a
a
k
k
k k
k






49

Convergence of the linearly independent solutions:
Consistent with the fact are polynomials, the ratio test gives
( )( ) | | = + + =

+

9 2 1 lim lim
1
k k
a
a
k
k
k
k
and
( )( ) | | = + =

+

5 2 1 lim lim
1
k k
b
b
k
k
k
k
which implies.
That , R R
2 1
= hence the Frobenius type series in the expression for
1
y and
2
y converge for all x
on the deleted neighborhood of x =0, and
1
y is a solution there. Its important to note however
that
1
y is not defined on the interval ( ) 0 , but is finite at 0 = x where
2
y is not defined.

The general solution:
The general solution to the ODE in question is hence given by


=

=
+ =
0
1
0
2 5
k
k
k
k
k
k
x b Bx x a x A y
Where Aand B are parameters of the ODE on the deleted neighborhood < < x 0 of the origin
0 = x

Exercises:
1. Find the Frobenius type series of the ODE 0 ' 2 ' ' = + + xy y xy near the origin. Give the general
solution and discuss its convergence.
Find the general solution to the ODE ( ) 0 ' ' ' 1 = + y xy y x x near the origin and determine the
values of x for which each of the two independent solutions
1
y and
2
y and the general solution
2 1
By Ay y + = is valid.
Hint: Having evaluated the indicial roots
2 1
andc c and the recurrence relationship for
k
a , using
the algebraically greater indicial root
1
c , obtain the 1
st
solution
1
y to the ODE of the general
form ( ) ( ) ( ) 0 ' ' ' = + + y x r y x q y x p The other solution can be obtained using the method of
variation of parameters, specifically from the expression

( )
( )
dx
y
e
y y
dx
x p
x q
}
}
=
2
1
1 2
) (

And the general solution
( )
( )
dx
y
e
By Ay y
dx
x p
x q
}
}
+ =
2
1
1 1
) (
(25 marks)