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ADVANCE MATHEMATICS

Chapter 1. Power Series Solution s 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

u
∞
um u2 u 3
e =∑ =1+ u+ + +. . .,
1. m=0 m! 2 ! 3!
∞
(−1 )m u2 m+1 u 3 u5 u7
sin u= ∑ =u− + − +.. . ,
2. m =0 ( 2 m+1 ) ! 3! 5 ! 7 !
(−1 )m u 2m u2 u 4 u6 ∞
cosu= ∑ =1− + − +.. . ,
3. m=0 ( 2 m ) ! 2! 4! 6!
∞
1
= ∑ um=1+u+u 2 +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=c0 +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+2c2 x+3c3x +. .,= mcmxm−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
2
(3)
k 0 +k 1 x +k 2 x +.. . ,=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
2 3 4 5 6 7 8 9
Let
y=c0 +c 1 x+ c 2 x +c 3 x +c 4 x + c5 x +c 6 x + c7 x +c 8 x + c 9 x .. .
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2 3 4 5 6 7 8
y '=c1 +2 c2 x +3 c 3 x +4 c 4 x +5 c5 x +6 c6 x +7 c 7 x +8 c8 x +9 c 9 x . ..
Insert y and y’ into given differential equation.
c 1 +2 c 2 x+3 c3 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 . . .
−2 x ( c0 +c 1 x+ c 2 x2 +c 3 x 3 +c 4 x 4 + c 5 x5 +c 6 x 6 + c7 x7 +c 8 x 8 + c 9 x 9 .. . ) =0
c 1 +2 c 2 x+3 c3 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 . . .
−2 c 0 x−2 c 1 x 2 −2 c 2 x3 −2 c 3 x 4 −2 c 4 x 5 −2 c 5 x 6 −2 c6 x7 −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.
0
x : c 1=0 1 1 c0 c0
1
x : 2c 2 −2 c 0 =0
c 6= c 4=
3 3 2
=
3! ( )
6
c 2 =c 0 x :7 c 7 −2 c5 =0
2
x :3 c3 −2 c 1 =0 c 7 =o
7
c 3 =0 x :8 c 8 −2 c6 =0
x 3 : 4 c 4 −2 c2 =0 1 1 c0 c0
1
c 4= c 2= 0 = 0
c c
c 8= c 6=
4
=
4 3! 4! ( )
8
2 2 2! x :9 c 9 −2 c 7=0
4
x :5 c 5 −2 c 3=0 c 9 =o
c 5 =0
5
x : 6 c 6 −2 c 4 =0
Therefore,
2 3 4 5 6 7 8 9
y=c0 +c 1 x+ c 2 x +c 3 x +c 4 x + c5 x +c 6 x + c7 x +c 8 x + c 9 x .. .
c0 c0 c0
y=c0 +c 0 x 2 + x4 + x 6+ x 8 +. . .
2! 3! 4!
( x 2 )2 ( x 2 )3 ( x 2 ) 4

or
[
y=c0 1+ ( x ) + 2
+
2!
+
3!
+. ..
4! ]
2
y=c0 e x where C0 is an arbitrary constant.

2) ( x+1 ) y '− ( x +2 ) y=0

2 3 4
Let
y=c0 +c 1 x+ c 2 x +c 3 x +c 4 x +. . .
2 3 4
y '=c1 + 2 c2 x +3 c 3 x + 4 c 4 x + 5 c5 x +. ..
Insert y and y’ into given differential equation.
( x+1 ) ( c 1 +2 c 2 x +3 c 3 x 2 + 4 c 4 x3 +5 c 5 x 4 +. . . )− ( x +2 ) ( c0 +c 1 x+ c 2 x2 +c 3 x 3 +c 4 x 4 +. . . )=0
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c 1 x+2 c 2 x 2 +3 c 3 x 3 + 4 c 4 x 4 +5 c 5 x 5 + .. .+ c 1 +2 c 2 x+3 c3 x 2 +4 c 4 x 3 +5 c 5 x 4 . ..
−c 0 x−c1 x 2 −c 2 x 3−c3 x 4 −c 4 x 5 −. ..−2c 0 −2 c 1 x−2 c 2 x2 −2 c 3 x 3 −2c 4 x 4 −. ..=0

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

0 2 c 2 4 c0
x :c 1−2c 0 =0 1
c 1=2c 0
c 3 = c 1= 0
3 3 2
=()
3!
3
1
x : c 1 +2 c 2−c0 −2 c 1 =0 x : 3 c 3 +4 c 4 −c 2 −2 c 3=0
3c 1
1 c 4 = ( c2 −c 3 )
c 2 = ( c 0 + c1 )= 0 4
2 2!
1 3 c0 2 c0 5 c0
2
x :2c 2 + 3 c3 −c1 −2 c 2 =0 c 4=
4 2 ( −
3 ) =
4!
Therefore,
2 3 4
y=c0 +c 1 x+ c 2 x +c 3 x +c 4 x +. . .
3c 4c 5c
y=c0 +2 c 0 x+ 0 x2 + 0 x 3 + 0 x 4 +. ..
2! 3! 4!
3 x2 4 x3 5 x4
(
y=c0 1+2 x+ + +
2! 3 ! 4 ! )
+. ..
2 3 4 2 3 4
x x x 2x 3x 4 x
y=c ( 1+x + + + +.. .)+c ( x +
0 + + +.. .) 0
2 ! 3! 4 ! 2! 3! 4!
2 3
x x
y=c e +c x ( 1+ x + + + .. .)
0
x
0
2! 3 !
x x
y=c0 e +c 0 xe
x
y=c0 e ( 1+x )

B. Extended Power Series Method

Any differential equation of the form

(1)
y+{ aleft(xright)} over {x} y'+{ bleft(xright)} over {xrSup{size8{2} } y=0}{¿
where the functions a ( x ) and b(x) are analytic at x=0 , has at least one solution which can be
represented in the form
∞ ∞
y=x r ∑ c m x m= ∑ c m x m+r
(2) m=0 m=0 or
r 2 3
y=x ( c 0 + c 1 x +c 2 x + c3 x +.. . )
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where the exponent r may be real or complex number and is chosen so that
c 0≠0 .
To solve for number (1) we write it in a more convenient form.
2
x y+ ital xa left (x right )y'+b left (x right )y=0} {¿ .
We first expand a ( x ) and b ( x ) in power series,
2 3
a ( x )=a 0 +a 1 x +a 2 x +a3 x + .. .
2 3
b ( x )=b 0 +b 1 x +b 2 x +b3 x + .. .
Then we differentiate (2) term by term, finding
∞
y '= ∑ ( m+r ) c m x m+r−1= xr−1 [ rc 0 + ( r+1 ) c 1 x 1 +. .. ]
m=0

y=SumcSub{size8{m=0} cSup{size8{inf ity} {left(m+r ight)} left(m+r-1right)crSub{size8{m} xrSup{size8{m+r-2} =xrSup{size8{r-2} left[rleft(r-1right)crSub{size8{0} +left(r+1right)ital rc rSub{size8{1} xrSup{size8{1} + . . right]}{¿
by inserting all these series into (1) we readily obtain
r r r
x [ r ( r−1 ) c 0 + .. . ] + ( a0 + a1 x1 +.. . ) x ( rc 0 + .. . ) + ( b0 + b1 x+ .. . ) x ( c 0 +c 1 x+. . . )=0 .
We now equate the sum of the coefficient of each power of x to zero, as before. This yields a system of

equations involving the unknown coefficient,

c m , the smallest power is x r , and the corresponding
equation is
[ r ( r−1 ) + a0 r +b 0] c 0=0
since by assumption
c 0 ≠0 , we obtain
2
(3) ( 0 ) r + a −1 r +b =0
0

This important equation is called the indicial equation of the differential equation (1). We shall see that
our method will yield a fundamental system of solutions; one of the solutions will always be of the form
(2) but for the other solution there will be three different possibilities corresponding to the following
cases:
Case 1. The roots of the indicial equation are distinct and do not differ by an integer
( r 1 −r 2 ≠int eger , r 1 >r 2 ) .
r2
( c0 +c 1 x +c 2 x2 +c 3 x 3 +.. . )
y 2 =x
r =r =r )
Case 2. The indicial equation has a double root ( 1 2 .
∞
r
y 2 = y 1 ln x+x ∑ Am x m
m=1

Case 3. The roots of the indicial equation differ by an integer ( r 1 −r 2 =int eger , r 1 >r 2 ) .
∞
r2
y 2 = y 1 ln x+x ∑ c m xm
m=1

EXAMPLES.
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2
1. x y+ left (x rSup { size 8{2} } + { {5} over {36} } right )y=0} {¿
∞ ∞
r
y=x ∑ c m x = ∑ c m x m+r m

let m=0 m=0

∞
y'= ∑ ( m+r ) c m x m+r−1
m=0

y=SumcSub{size8{m=0} cSup{size8{inf ity} {left(m+r ight)} left(m+r-1right)crSub{size8{m} xrSup{size8{m+r-2} }{¿

Insert y and y"into the given differential equation.
∞
5 ∞
x 2 ∑ ( m+r ) ( m+r−1 ) c m x m +r−2 + x 2 +
m=0
( 36 )∑ c x
m=0
m
m+r
=0
∞ ∞ ∞
5
∑ ( m+r )( m+r−1 ) c m xm +r + ∑ c m x m+r+2 + ∑ c m x m+r =0
m=0 m+0 36 m=0
∞ ∞
5
∑
m=0
[ ( m+r )( m+r −1 )+
36 m ]
c xm +r + ∑ c m x m+r+2 =0
m +0

The smallest power is x r and the corresponding equation is

5
[( r r −1 ) + c =0
36 0 ]
5
r 2 −r + =0 ; c 0 ≠0
36
5 1
( )( )
r − r − =0
6 6
5 1
∴r = ,
6 6
5 1
r1= , r2=
6 6
5 1 4 2
r 2 −r 1 = − = =
6 6 6 3
5
5 6
r 1 = , y 1=x
6 ( c 0 +c 1 x +c 2 x 2 +c 3 x 3 +. . . )
a) For
5 5
∞
5 5 5 m+ ∞ m+

[( )( ]
+2
∴∑
m=0
m+
6
m+ −1 +
6 36
cm x
6
+ ∑ cm x
m=0
) 6
=0
5 17
∞ m+ ∞ m+
2
∑ m( m+ 3)
c x m
6
+ ∑ cm x 6
=0
m=0 m=0
Equate the sum of the coefficient of each power of x to zero.
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5
x : 0 0+
6
( 23 ) c =0 ; c ≠0 0 0

11
2
: 1 ( 1+ ) c =0 ; c =0
6
x 1 1
3
17
2 3
: 2 (2+ ) c +c =0 ; c =− c
6
x 2 0 2 0
3 16
23
2
: 3 ( 3+ ) c + c =0; c =0
6
x 3 1 3
3
29
2
:4 ( 4+ ) c +c =0
6
x 4 2
3
3 3 3 9
c 4 =−
56
c 2=− −
56 16
c 0= c
896 0 ( )
35
x 6
( 23 ) c + c =0; c =0 ; c =0
: 5 5+ 5 3 5 2 n+1

41
2 1 9 9
: 6 ( 6+ ) c +c =0 ; c =− (
40 896 )
6
x c =−
6 4 c 6 0 0
3 35840
5
6
∴ y 1= x ( c0 +c 1 x+ c 2 x2 +c 3 x 3 +. .. )
5
=x (c −163 c x + 8969 c x −35840
6
0
9
c x +. . .)
0
2
0
4
0
2

5
3 9 9
y =c x ( 1−
1 x+0 x − 6
x +. . .) 2 4 6

or 16 896 35840
where c0 is an arbitrary constant.
1
1 6
r2=
6
y=x ( c0 +c 1 x+ c 2 x 2 +.. . )
b) For
1 1
∞
1 1 5 m+ ∞ m+

[( )( ]
+2
∴∑
m=0
m+
6
m+ −1 +
6 36
cm x
6
+ ∑ cm x
m=0
) 6
=0
1 13
∞
2 m+ ∞ m+
∑ m m− 3 c m x
m=0
( ) 6
∑ cm x
m=0
6
=0

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

1
x : 0 0−
6
( 23 ) c =0; c ≠0 0 0

7
2
x 6
: 1 ( 1− ) c =0; c =0 1 1
3
13
2
: 2 (2− ) c + c =0
6
x 2 0
3
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3
c 2 =− c 0
8
19
x
6
: 3 3−( 32 ) c +c =0 3 1

c 3 =0
25
2
x
6
: 4 4− ( )
c +c =0
3 4 2
3 3 9
c 4 =− − c0 =
40 8 ( c
320 0 )
31
x
6
( 23 ) c +c =0 ; c =0;
: 5 5− 5 3 5 c2 n+1=0
37
2
: 6 ( 6− ) c + c =0
6
x 6 4
3
1 9 9
c 6 =− −
32 320 (
c 0 =− c
10240 0 )
1
∴ y =x
6
(c + c x − 38 c x +c x + 3209 c x −10240
0 1
9
c x +. .. )
0
2
3
3
0
4
0
6

2. ( x2−x ) y + left (3x - 1 right )y'+y=0} {¿

∞ ∞
r
y=x ∑ c m x = ∑ c m x m+r m

let m=0 m=0

∞
y'= ∑ ( m+r ) c m x m+r−1
m=0

y=SumcSub{size8{m=0} cSup{size8{inf ity} {left(m+r ight)} left(m+r-1right)crSub{size8{m} xrSup{size8{m+r-2} }{¿

Insert y, y' and y" into the given differential equation.
∞ ∞ ∞
2 m+r−2 m+r−1
( x −x ) ∑ ( m+r )( m+r −1 ) cm x + ( 3 x−1 ) ∑ ( m+r ) c m x + ∑ c m x m +r =0
m=0 m=0 m=0
∞ ∞ ∞
m+r m+r−1 m+r m+r−1
∑ ( m+r )( m+r−1 ) c m ( x −x ) + ∑ ( m+r ) c m ( 3 x −x ) + ∑ c m x m+r =0
m=0 m=0 m=0
∞ ∞
∑ [( m+r ) ( m+r−1 ) +3 ( m+r ) +1 ] c m x m+r − ∑ [ ( m+r ) ( m+r−1 ) +( m+r ) ] c m x m+r−1=0
m=0 m=0
∞ ∞
∑ ( m+r+1 )2 c m x m+r − ∑ ( m+r )2 c m x m +r−1=0
m=0 m=0
r−1
The smallest power of x of its corresponding equation is:
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2 2
r c 0 =0 ; r =0 ; c 0 ≠0 ; r=0,0 (double root)

Case 2.
r=0; y =x 0 ( c 0 +c 1 x+ c 2 x 2 + .. . )
a) For
∞ ∞
2
∴ ∑ ( m+1 ) c m x − ∑ m2 c m x m−1=0 m

m=0 m=0
Equate the sum of the coefficient of each power of x to zero.
−1
x : ( 0 ) c 0=0 ; c 0≠0
2
x 0 : ( 0+1 ) c 0 −c 1 =0 ; c 1=c 0
x 1 : (1+1 )2 c1 −22 c 2 =0 ; c 2 =c 1=c 0
2
x 2 : ( 2+ 1 ) c 2−3 2 c 3=0; c3 =c2 =c 1 =c 0
∴ c m=c 0
2 3 4
y 1 =c 0 +c 1 x +c 2 x +c 3 x + c 4 x +.. .
2 3 4
=c 0 +c 0 x +c 0 x + c 0 x +c 0 x +.. .
=c 0 ( 1+ x+ x2 + x3 + x 4 . .. )
c0
y1=
1−x , where c0 is an arbitrary constant.
∞
0
r=0; y 2 = y 1 ln x +x ∑ A m xm
b) For m=0
1
c 0 =1 ∧ y 1 =
let 1−x
∞
ln x
∴ y2= + ∑ A m xm
1−x m=1
1
( 1−x ) −ln x (−1 ) ∞
x
y 2 '= 2
+ ∑ mA m x m−1
(1−x ) m=1
∞
1 ln
y 2 '= + 2
+ ∑ mA m x m−1
x ( 1−x ) ( 1−x ) m=1

y2=xrSup{size8{-1} left[- left(1-xright)rSup{size8{-2} left(-1right)right]+left(1-xright)rSup{size8{-1} left(-xrSup{size8{-2} right)+{ left(1-xright)rSup{size8{2} { 1} over {x} -lnx`2left(1-xright)left(-1right)} over {left(1-xright)rSup{size8{4} }+SumcSub{size8{m=1} cSup{size8{inf ity} {mleft(m-1right)ArSub{size8{m} xrSup{size8{m-2} }{¿
y2={ 1} over {xleft(1-xright)rSup{size8{2} } - { 1} over {xrSup{size8{2} left(1-xright)} +{ 1} over {xleft(1-xright)rSup{size8{2} } +{ 2lnx} over {left(1-xright)rSup{size8{3} } +SumcSub{size8{m=1} cSup{size8{inf ity} {mleft(m-1right)ArSub{size8{m} xrSup{size8{m-2} } {¿
Insert y, y' and y" into the given differential equation.
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∞
2 1 2 ln x
[
x ( x−1 ) 2
− 2 +
x (1−x ) x ( 1−x ) (1−x ) m=0
∞
+ m ( m−1 ) Am x m−2
3 ∑

∞
]
1 ln x m−1 ln x
+ ( 3 x−1 )
[ + + mA m x
2 ∑
x ( 1−x ) ( 1−x ) m=1
+
] + ∑ A m x m=0
1−x m=1
−2 1 2 ln x 3 1 ( 3 x−1 ) ln x ln x
+ − + − + +
1−x x ( 1−x ) ( 1−x ) x ( 1−x ) ( 1−x )2
2 1−x
∞ ∞ ∞
+ ∑ m ( m−1 ) A m [ x m−x m−1 ] + ∑ mA m [3 x n+1 −xm ] + ∑ A m x m=0
m=1 m=1 m=1
−2 x +1−x+3 x−1 −2 x +3 x−1+ ( 1−x ) ∞
+ 2
+ ∑ [ m ( m−1 )−m+1 ] A m x m
x ( 1−x ) ( 1−x ) m=1
∞
− ∑ [ m ( m−1 )−3 m ] A =0
m=1 m m+1