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Module 2-1

The document discusses power series, their definitions, and properties, including the radius of convergence and analytic functions. It also covers methods for solving ordinary differential equations (ODEs) using power series and the Frobenius method, particularly in the presence of singular points. Several examples illustrate the application of these concepts in solving ODEs.

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0% found this document useful (0 votes)
19 views14 pages

Module 2-1

The document discusses power series, their definitions, and properties, including the radius of convergence and analytic functions. It also covers methods for solving ordinary differential equations (ODEs) using power series and the Frobenius method, particularly in the presence of singular points. Several examples illustrate the application of these concepts in solving ODEs.

Uploaded by

gopesh1512bgh
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Module # : Series Solution and Special Function

Power series

Def" : Let voERgao , a - -- an ...


-

ER .
An

typean
expression of the
Au is called a
power

Series in 12 around No The ·

point no is called the center

and an's are called as the coefficients .

Example 0 x- +5
:

Here no = 0
> 90 = 0 , G2n = 0 , 121

=
a
24 + 1 , n

② anuh
Any polynomial astain + --- + i

a
power series.

efinition : Consider a
power Series Ian (n-ud"
n= 0
A real number RLO is called the radius of

convergence if the expression converges for all

NE (Uo-R No + R) ,
and R is the
largest such number .
Let R be the radius of convergence of the
power
series · Let I =
(No-R , NotR) ·
Hence it defines
a real valued function and we denote it
by
f(x) i. e
.,

2 -U
,

f(x) = an , NE

We f
call is
analytic on the interval I
.

In Example O the
analytic function Sin .
u

Formula for radius of convergence :

T= himano
= lim
Example: Consider the power
series
Here 20 =
-1
& an = 1 .

So
, him Ian1Y
= =
1

=> R = .
1
The Series is a
geometric series

careyes to flu) =

#Hu =
in , me (2 0),

Properties of power series

1.
Equality Let f(u) =
[an (n-no)" & g(n) [bum-n)" =

be two series with radius of convergence


power
R , R2 respectively .
Let R =
minGR R2] ,,

Then f(u) =
g(u) - xE (No - R ,
Mo + R)
= an =
bu fu .

2 Term term addition .


by
.

f(u) = [anCr-ro)" ,
xE (No ) -
R
,,
20+ R ,

& g(u) 2 bu (n- uo)" = ,


nE(Mo-R2 Mo +R2) ,

R =
minGR R23 ,,

for n-
( -

R , no + R) , ( g) (n)
+ :
= Can b) +

. Term
3
by term differentiation :

Let f(u) =
I an G-uo)" ,
ne (no-R ,
R
Mo +

Then f (n) = nan(-u(-R , not


and points of
Ordinary Singular differential Equation

Consider a differential equation of second order

f(u) D
y" a(u)y
uEI
b(u)y
+
+
-
= ...

called
A pointNot I is an
ordinary point if the

functions a , b & f admit power series expression


around Otherwise it is called
singular
u= do :

Point of the ODE .

Solving ODE D:
If all the points of I are
ordinary ,
we use

power series sol method .

I there exists a
singular point of the ODE from I ,

Frobenious series sol method

Power series solution Method

Consider
y" + a (u) y + b(x)
y
=
f(u) .
Let a ,
b , f be

analytic around No = 0
(say)
we can expect Ienu" is solution to the
y
: a

diff equation
-

We need to determine en's.


Example Consider thediffequation Y-
:

-gl
y

around No = .
0

Let
y enu" is a seto
yty
zenue

y
=

y" +
y 0
=

=> Cu
=> M +
2) ( + ) Cut
=> ( + (( + 2)
Cut
=> Cn + 2
=

-2) n+

2 =
- 2z =
-
712 25
7/2
=

24 =

·
i

En
=

Eight
:
Therefore yea
= Guru
=

C +I
=
To cosn + & Sin 1 ,
Co , GER .

Frobenious Series Solution Method

We solution
can
apply power series method when

the coefficients are


analytic .

What if not all the coefficients are


analytic at some
Pointeo
(say).
ef :
& Let totl be a
singular point of the diff .

equation
y" P(u)y g(u)y
+ + = 0 .

said to
No is regular singular point if
be

(x-10) PSU) & (x-2) &(1) are analytic .

ToSolve such ODE we will use Frobenious method .

Zan
wes : Assume
# D y
:
y a
se the
to

ODE .

We used to determine v .
② substitute the values of y y'y" , into the ODE .

coefficient of
③ collect then lowest power of M-U) ,
this
gives
a

polynomial egul of degree 2 in v. solve the esun.

of solutions : Let two sets of the


polynomial
be
Types
r h
,

equation .

Case 1 : v
, - V2 **, then two independent Frobenious
solutions .

Case 1 : v -rEX , One Frobenious solution , second

Solution
may
involve a
logarithmic term

Case III : v =
2 ,
one Frobenimus solution ,
second sol
always
-

involves
log (-1).
Example
1: Solve
ny" my' + + (n 2) y
- =
0 about 0 .

Station P( = q( = clearly a
is

!
are

point of the ODE .

N
ntr
Let Sol 0
y = anc is a to .

n = 0
(o +1)
n+ V

y"= Intrant
1

y' =an
-

e &

Substitute into the ODE ,


we
get

ny" +
xy +
my
-

2y
= 0 .

=> +Intranc an uat t


+ unt an

=> (2) an
unta
lowest of "
is

the series
degree power a .

& its coefficient is


(VE2) do
no (= 1 = 0 => V = + v .
Let V = E IE = -
v

for 221 , an =

-
Two Frobenious Sot's are

Jana" ,
with no = 1
9

-E Zana" with ao = 1 .
ans
satisfy the recurrence

relation ( * )
Example
2 :
n2y" +
My'-ny = 0 about 1=0

cheek that e= o is a
regular Singular point of the

ODE .

Let y : anti Go8


as

gives Can
++
This (n + r) "an + 10 ·

n =0
n = 0
2148
=> Entry
120
an
-an)a = 0 .

v= 0
lowest degree term
yields = v= .
0

an
=
N

Thus
y (v) =I
, an
at is <
Sc

The second sel" is


y
=

y ,
em
+ bar
Putting J2 Ye , ,
ye" we
get
bn = -

zan .
(31) , bo = 0 .

=>
F2 =
Y , (n-2an ,
an=
about
Example
:
cy" +
my-y = 0 100 ·

cheek v= 0 is a
regular Singular point of the ODE
.

y
=
Zancentr is a
sel ?

=Cutt 11
+
Entry - Janu
Cus = 1

lowes term
gives
El
v2 -1 = 0 = V = .

=> ( = 1) an= = 0 + 230 ·

=> an = 0 + n>1 :

n are two
Take ao = 1 = Y ,
= U
& Y2 =

sells of the ODE .


Example
4 : Solve
ry"-myt y = 0 about 1= 0

Solution: cheek n=0 is a


regular Singular point of
The ODE .

Let
yan put is a solution of the D

y =Intrancentr ,

yaur) (tret
The ODE becomes

Can (utr) M + -D -

an Mtr) +
an u

=> (n + ran t

coefficient of lowest degree term

(V-2ao = 0

=> v= 1 ie . r
,
= r= 1 .
(+ r -

1)an =
0 f nx1

=> nan =

0[ : v=
1]
=> an = 0 n3 1 ·

is solution of the
Y aox a
=>
=

,
ODE .

put 20 1 : is So
Y,
= .
.
e a a

Solution is
Other

y2
=
y, (a +
b
+
n 1

Y y:
-

= lux +
y/ ,

Y =
y,
(nx +
yim +
Yiv -

51/2bun
ny" xyz - +
yz = 0

<y +-
=>
Ly"-y N
u=1

+ [buk" = .
0
n =8

comparing coefficients ,
we
get
bn = 0 + .
n

=> x In a
Yz
=

General sol" is
Gy , +
22 , no ·

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