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ADVANCE MATHEMATICS

Chapter 1. Power Series Solutions of Differential Equations

A. The Power Series Method

We shall now consider solving differential equation by power series method which yields solutions in the form of
power series. It is a very effective standard procedure in connection with linear differential equation where
coefficients are variables.

B. Examples of Power Series

∞
um u 2 u3
e u= ∑ =1+u+ + +.. . ,
1. m=0 m ! 2! 3 !
(−1 )m u 2m +1
∞
u 3 u5 u 7
sin u= ∑ =u− + − +. .. ,
2. m=0 ( 2m+1 ) ! 3! 5! 7!
(−1 )m u2 m
∞
u 2 u 4 u6
cos u= ∑ =1− + − +. . .,
3. m=0 ( 2 m ) ! 2! 4! 6!
∞
1
= ∑ um=1+u+ u2 +u3 +.. . ,
4.
1−u m=0
The basic order of the power series methods of solving differential equations is being simple and natural. Given
differential equation, we first represent all given functions in the equation by power series in forms of x. Then we
assume a solution in the form of a power series, say,
∞
y=c 0 +c 1 x +c 2 x +c 3 x +. . .,= ∑ c m x m 2 3

(1) m=0
and insert this series and the series obtained by term wise differentiation,
∞
∑
y'=c1+2c2x+3c3x +. .,= mcm xm−1
2

m=0 ¿
y=2c rSub { size 8{2} } +3 left (2 right )c rSub { size 8{3} } x+4 left (3 right )c rSub { size 8{4} } x rSup { size 8{2} } + . . . ,= Sum cSub { size 8{m=0} } cSup { size 8{ infinity } } {m left (m - 1 right )} c rSub { size 8{m} } x rSup { size 8{m - 2} } {} } } {
(2) ¿
into the equation. Collecting like powers of x, we may write the resulting equation in the form

(3)
k 0 +k 1 x + k 2 x 2 +. .. ,=0
where the constants k0, k1,… are expressions containing the unknown coefficient c0. c1, …,cm. In order that
(3) hold for all x in some interval, we must have k0=0; k1=0, k2=0.
From these equations, we may then determine the coefficients c1. c2,c3…., successfully.

C. Examples.

Solve the following:

1) y '−2 xy=0
Let
y=c 0 +c 1 x +c 2 x 2 +c 3 x 3 + c 4 x 4 +c 5 x 5 + c6 x 6 +c 7 x 7 +c 8 x 8 + c 9 x 9 .. .
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y '=c 1 +2 c 2 x+3 c 3 x 2 + 4 c 4 x 3 +5 c 5 x 4 +6 c 6 x 5 +7 c 7 x 6 +8 c 8 x 7 +9 c 9 x 8 . ..
Insert y and y’ into given differential equation.
c 1 +2 c 2 x +3 c 3 x 2 +4 c 4 x 3 + 5 c5 x 4 +6 c 6 x 5 +7 c 7 x 6 + 8 c 8 x 7 +9 c 9 x 8 . . .
−2 x ( c 0 + c1 x +c 2 x 2 +c 3 x 3 + c 4 x 4 +c 5 x 5 + c 6 x 6 + c7 x 7 +c 8 x 8 + c 9 x 9 .. . )=0
c 1 +2 c 2 x +3 c 3 x 2 +4 c 4 x 3 +5 c5 x 4 +6 c 6 x 5 +7 c 7 x 6 + 8 c 8 x 7 +9 c 9 x 8 . . .
−2 c 0 x−2 c 1 x 2−2 c 2 x 3 −2 c3 x 4 −2 c 4 x 5 −2 c5 x6 −2 c 6 x 7 −2 c 7 x 8 −2 c 8 x 9−2c 9 x 10 .. .=0
Equate the sum of the coefficients of each power of x to zero.
x 0 : c 1 =0
x 1 : 2 c 2−2 c 0 =0
1
c 6= c 4 =
3
1 c0
3 2
=
c0
3! ( )
c 2 =c 0 x 6 : 7 c 7 −2 c 5 =0
x 2 : 3 c 3 −2 c1 =0 c 7 =o
c 3 =0 x 7 : 8 c 8 −2 c 6 =0
x 3 : 4 c 4 −2 c 2 =0
1 c
c 4 = c2 = 0 = 0
c
1
c 8= c 6=
4
1 c0 c
= 0
4 3! 4! ( )
2 2 2! x 8 : 9 c 9 −2 c 7 =0
4
x : 5 c5 −2 c 3 =0 c 9 =o
c 5 =0
x 5 : 6 c 6 −2 c 4 =0
Therefore,
y=c 0 +c 1 x +c 2 x 2 +c 3 x 3 + c 4 x 4 +c 5 x 5 + c6 x 6 +c 7 x 7 +c 8 x 8 + c 9 x 9 .. .
c c c
y=c 0 +c 0 x 2 + 0 x 4 + 0 x 6 + 0 x 8 +.. .
2! 3! 4!

[
y=c 0 1+ ( x ) + 2 ( x 2 )2 ( x 2 )3 ( x 2 )4
2!
+
3!
+
4!
+.. . ]
or
2
y=c 0 e x where C0 is an arbitrary constant.

2) ( x +1 ) y '−( x+2 ) y =0
Let
y=c 0 +c 1 x +c 2 x 2 +c 3 x 3 + c 4 x 4 +. ..
y '=c 1 +2 c 2 x+3 c 3 x 2 + 4 c 4 x 3 +5 c 5 x 4 +.. .
Insert y and y’ into given differential equation.
( x +1 ) ( c 1 +2 c 2 x +3 c 3 x 2 +4 c 4 x 3 + 5 c5 x 4 +. .. )−( x +2 ) ( c0 +c 1 x+ c 2 x 2 +c 3 x 3 + c 4 x 4 +.. . )=0
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c 1 x +2 c2 x 2 +3 c3 x3 +4 c 4 x 4 +5 c 5 x 5 +. ..+c1 +2 c 2 x +3 c 3 x 2 +4 c 4 x 3 +5 c 5 x 4 . . .
−c 0 x−c1 x 2 −c 2 x 3 −c 3 x 4 −c 4 x 5−. . .−2 c 0 −2 c1 x−2 c 2 x 2 −2 c3 x 3 −2 c 4 x 4 −.. .=0

Equate the sum of the coefficients of each power of x to zero.

2 c 2 4 c0
x 0 : c 1 −2 c 0=0
c 1 =2 c 0
1
c 3= c 1= 0
3 3 2
=
3! ()
x 1 : c 1 +2 c 2 −c 0 −2 c1 =0 x 3 : 3 c 3 + 4 c 4 −c 2−2 c 3 =0
3 c0 1
1 c 4 = ( c 2−c 3 )
c 2= (c 0+ c 1)= 4
2 2!
2
x : 2 c 2 +3 c 3 −c 1−2 c 2 =0 c 4=
4 2(
1 3 c 0 2c 0 5 c 0
−
3
=) 4!
Therefore,
y=c 0 +c 1 x +c 2 x 2 +c 3 x 3 + c 4 x 4 +. ..
3c 4c 5c
y=c 0 +2 c 0 x + 0 x 2 + 0 x 3 + 0 x 4 + .. .
2! 3! 4!

(
y=c 0 1+2 x +
3 x2 4 x3 5 x 4
+ +
2! 3 ! 4 ! )
+.. .

y=c (1+ x + + + +. .. )+c ( x+ +. . .)

2 3 4 2 3 4
x x x 2x 3x 4x
0 + + 0
2! 3 ! 4 ! 2! 3! 4 !

y=c e + c x ( 1+ x+ + +. .. )
2 3
x x x
0 0
2! 3!
y=c 0 e x + c 0 xe x
y=c 0 e x ( 1+ x )