Homework 1
§5.1 Series Solutions of ODEs. Special Functions
1. Determine the radius of convergence.
∑∞ ∑∞ ∑∞
m(m + 1) xm+1 (m − 3)2 2m
(a) m
(x − 3)m
(b) 2
(c) 4
x
m=0
2 m=1
(m)! m=2
(m + 3)
2. Applying the power series method, solve the ODEs.
(a) (1 + x)y ′ = 2y (b) y ′′ − xy ′ + y = 0 (c) y ′′ + 4y = 0
3. Find a power series solution in powers of x.
(a) y ′′ −y ′ +x2 y = 0 (b) y ′′ −4xy ′ +(4x2 −2)y = 0 (c) (1−x2 )y ′′ −2xy ′ +2y = 0
4. Solve the initial value problem by a power series.
(a) (x−2)y ′ = xy, y(0) = 4 (b) (1−x2 )y ′′ −2xy ′ +30y = 0, y(0) = 0, y ′ (0) = 1
§5.2 Legendre’s equation. Legendre Polynomials Pn (x)
1. Show that two solutions y1 (x) and y2 (x) of Legendre’s equation with n = 0 are
x3 x 5 1 1+x
y1 (x) = 1, y2 (x) = x + + + · · · = ln .
3 5 2 1−x
Verify this by solving (1 − x2 )y ′′ − 2xy ′ = 0, setting z = y ′ and separating variables.
2. Consider the Legendre’s equation (1 − x2 )y ′′ − 2xy ′ + 2 · 3y = 0. Show that the
Legendre’s equation has a polynomial solution, that is, P2 (x) = 12 (3x2 − 1).
3. Applying the binomial theorem to (x2 − 1)n and differentiating it n times term
by term, show that the Legendre polynomial of degree n can be obtained by
1 dn
Pn (x) = n n
[(x2 − 1)n ].
2 n! dx
§5.3 Frobenius Method
1. Find a basis of solutions. Try to identify the series as expansions of known func-
tions.
(a) xy ′′ + 2y ′ − xy = 0 (b) xy ′′ + (2x + 1)y ′ + (x + 1)y = 0
(c) 2x(x − 1)y ′′ − (x + 1)y ′ + y = 0 (d) xy ′′ + 2y ′ + 16xy = 0
2. Consider
x(1 − x)y ′′ + [c − (a + b + 1)x]y ′ − aby = 0.
Here, a, b, c are constants.
Computational Science & Engineering (CSE) T. Jeong
Homework 2
(a) Show that this ODE has a solution
ab a(a + 1)b(b + 1) 2
y1 (x) = 1 + x+ x
1!c 2!c(c + 1)
a(a + 1)(a + 2)b(b + 1)(b + 2) 3
+ x + ··· .
3!c(c + 1)(c + 2)
(b) Denote y1 (x) by F (a, b, c; x) (c ̸= 0, −1, −2, · · · ). Show that for |x| < 1
d
[xF (1, 1, 2, −x)] = F (1, 1, 1; −x).
dx
§5.4 Bessel Function. Bessel Functions Jν (x)
1. Find a general solution in terms of Jν and J−ν .
(a) x2 y ′′ + xy ′ + (x2 − 19 )y = 0
(b) x2 y ′′ + xy ′ + 16
1
(x2 − 1)y = 0 (Set x = 4z.)
(c) xy ′′ + (2ν + 1)y ′ + xy = 0 (Set y = x−ν u, ν ̸= integer.)
(d) (x − 1)2 y ′′ − (1 − x)y ′ + x(x − 2)y = 0, (Set x − 1 = z.)
2. Show
∫ that the following properties.∫
(a) xa+ν Jν−1 (x)dx = xa+ν Jν (x) − a xa+ν−1 Jν (x)dx
∫ ∫
(b) Jν+1 (x)dx = Jν−1 (x)dx − 2Jν (x)
∫ ∫
(c) x2 J0 (x)dx = x2 J1 (x) + xJ0 (x) − J0 (x)
§5.5 Bessel Functions Yν (x). General solution
1. Find a general solution in terms of Jν and Yν . Indicate whether you can also J−ν
instead of Yν .
(a) x2 y ′′ + xy ′ + (x2 − 16)y = 0 (b) 9x2 y ′′ + 9xy ′ + (9x4 − 4)y = 0 (Set 2z = x2 .)
√ √ √
(c) xy ′′ + y ′ + 4y = 0 (Set z = 4 x.) (d) xy ′′ + y = 0 (Set y = xu, z = 2 x.)
Computational Science & Engineering (CSE) T. Jeong