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Power Series Solutions for Differential Equations

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0% found this document useful (0 votes)
18 views133 pages

Power Series Solutions for Differential Equations

Uploaded by

Arun Manu
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

Question 1

Obtain power series solutions of the following Differential


Equations (DEs)

(i)(1 − x 2 )y ” − 7xy ′ − 5y = 0

Here x = 0 is an ordinary point, since the coefficient of y ” ̸= 0 at


x = 0. Assume the solution of the given equation to be

y = a0 + a1 x + a2 x 2 + ...an x n + ... − − − (1)

y ′ = a1 + 2a2 x + 3a3 x 2 + ...nan x n−1 + ...

y ” = 2a2 + 6a3 x + 12a4 x 2 + ...n(n − 1)an x n−2 + ...


Substituting in the given equation, we get
(1 − x 2 ){2a2 + 6a3 x + ... + n(n − 1)an x n−2 + ...} − 7x {a1 + 2a2 x +
3a3 x 2 + ... + nan x n−1 + ...} − 5{a0 + a1 x + ... + an x n + ...} = 0
a2 = 25 a0
11
a3 = 6 a1
21 21 5
a4 = 12 a2 = 12 2 a0
32 32 11
a5 = 20 a3 = 20 6 a1

In general (n + 2)(n + 1)an+2 − n(n − 1)an − 7nan − 5an = 0


=⇒ (n + 1)(n + 2)an+2 − (n(n + 6) + 5)an = 0
n(n+6)+5
=⇒ an+2 = (n+1)(n+2) an —–(2)
Putting n = 4, 5, 6... we get a6 , a7 ....
Substituting these values in (i) we get
y = a0 {1 + 52 x 2 + 21 5 4
12 2 x + ...} + a1 {x + 11 3
6 x + ...}
(ii) (1 + x 2 )y ” + xy ′ − y = 0 —–(1)
Solution:
Here x=0 is an ordinary point. Assume its solution is
y = a0 + a1 x + ... —–(2)
Then (1) becomes,
(1+x 2 )(2a2 +6a3 x +12a4 x 2 +...+n(n−1)an x n−2 +...)+x (a1 +2a2 x +
3a3 x 2 + ... + nan x n−1 + ...) − (a0 + a1 x + a2 x 2 + ... + an x n + ...) = 0
Then,
a0
2a2 − a0 = 0 =⇒ a2 = 2

6a3 = 0 =⇒ a3 = 0
−3 −3 a0
12a4 + 3a2 = 0 =⇒ a4 = 12 a2 = 12 2

20a5 + 8a3 = 0 =⇒ a5 = 0
In general,
(n + 2)(n + 1)an+2 + n(n − 1)an + nan − an = 0
=⇒ (n + 2)(n + 1)an+2 + (n2 − 1)an = 0
1−n2
=⇒ an+2 = (n+1)(n+2) an ———(3)
putting n = 4,5,6,.... in (3),
1−16 9a0
a6 = 5×6 a4 = 6×12×2
−24
a7 = 6×7 a5 =0
−35 −35 9
a8 = 7×8 a6 = 7×8 6×12×2 a0

Substituting these values in (2) we get

x2 x4 x6
y = a0 (1 + 2 − 8 + 16 − ...) + a1 x
(iii)
(1 − x 3 )y ′′ − x 2 y ′ + 9xy = 0 (1)

Here x = 0 is an ordinary point. Assume the solution of (1) is


y = a0 + a1 x + ...
Then (1) becomes, (1 − x 3 )(2a2 + 6a3 x + ... + n(n − 1)an x n−2 +
... + x (a1 + 2a2 x + ...) − (a0 + a1 x + ...) = 0
Then 2a2 = 0 =⇒ a2 = 0
−2
6a3 + 9a0 = 0 =⇒ a3 = 32 a0 12a4 + 8a1 = 0 =⇒ a4 = 3 a1
−a2
20a5 + 5a2 = 0 =⇒ a5 = 4 =0
n(n−2)−8
=⇒ an+2 = (n+1)(n+2) an−1

Putting n = 4, 5, 6, ..., a6 = 0
−1
a7 = 9 a1

a8 = 0
−1
a9 = 24 a1

Substituting these values in y = a0 + a1 x + ..., we get


3 2
y = a0 + a1 x + a0 x 3 − x 4 − ...
2 3
3 3 2 1
= a0 (1 + x ) + a1 (x − x 4 − x 7 − ...)
2 3 9
1(4)
y ′′ + x 2 y = 0
Here x = 0 is an ordinary point since coefficient of y ′′ ̸= 0 at
x = 0 assume its solution is y = a0 + a1 x + . . .. (1)

y ′ = a1 + 2a2 x + ... + nan x n−1 + · · · ·


y ′′ = 2a2 + 6a3 x + ... + n(n − 1)an x n−2 + ...
Substituting then given differential equation becomes
 
2a2 + 6a3 x + · · · + n(n − 1)an x n−2 + · · · + x 2 (a0 + a1 x + · · ·

2a2 + 6a3 x + (12a4 + a0 ) x 2 + · · · + ((n + 2)(n + 1)an+2 + an

+··· = 0
equating to zero the coefficients of the various powers of x.
a2 = 0 6a3 = 0
−2a0
12a4 + a0 = 0 ⇒ a4 =
4!
−a1
20a5 + a1 = 0 ⇒ a5 =
4.5
(n + 2)(n + 1)an+2 + an−2 = 0
−an−2
⇒ am+2 = putting n=4,5,6..... in above we get
(n + 1)(n + 2)
−a2
a6 = =0
5.6
−a3
a7 = =0
6.7
−a4 2a0
a8 = =
7.8 4!.7.8
−a5 a1
a9 = = so on.....
8.9 [Link].8
substituting these values in (1) we get

x4 x8 x 12
y = a0 [1 − + − + ...]
4.3 [Link] [Link].4.3
x5 x9 x 13
+ a1 [x − + − + ...]
5.4 [Link] [Link].5.4
Question 2

′′
Obtain the series solution in powers of x of y + 4y = 0and hence
show that its general solution is equal to
y = C1 cos(2x ) + C2 sin(2x ) where C1 and C2 are arbitrary
constants.
SOLUTION:
′′
y + 4y = 0 -Equation(1)
P∞
Initial solution y = a0 + a1 x + a2 x 2 + .... + an x n = n=0 an x
n

′ P∞ n−1 ′′ P∞
y = n=1 nan x and y = n=2 n(n − 1)an x n−2
P∞ P∞
Substituting in Eqn(1) n=2 n(n − 1)an x n−2 + 4 n=0 an x
n =0
[2.1.a2 +3.2.a3 x +4.3.a4 x 2 +....]+4[a0 +a1 x +a2 x 2 +a3 x 3 +....] = 0
Equating coefficients of x n to zero
2a2 = −4a0 =⇒ a2 = −2a0
−2
6a3 = −4a1 =⇒ a3 = 3 a1

Similarly a4 = 23 a0 and a5 = 2
15 a1

Substituting,
y = a0 + a1 x + a2 x 2 + a3 x 3 + a4 x 4 + a5 x 5 ...
−2
= a0 + a1 x + −2a0 x 2 + 3 a1 x
3 + 23 a0 x 4 + 2 5
15 a1 x ...
(2x )2 (2x )4 a1 (2x )3 (2x )5
= a0 [1 − 2! + 4! − ...] + 2 [2x − 3! + 5! − ...]
= a0 cos(2x ) + ( a21 )sin(2x )
= C1 cos(2x ) + C2 sin(2x )
Question 3

Find power series solution in powers of x −1 of the DEx 2 y ′′ +xy ′ +y = 0.

Let t = x − 1
dy dy dt dy
y′ = = · =
dx dt dx dt

X
Let y = cn t n
n=0
∞ ∞
y′ =
X X
ncn t n−1 = (n + 1)Cn+1 t n .
n=1 n=0
∞ ∞
y ′′ =
X X
n(n − 1)cn t n−2 = (n + 2)(n + 1)cn+2 t n
n=2 n=0

t 2 y ′′ =
X
n(n − 1)cn t n .
n=0

ty ′ =
X
ncn t n
n=0

ty ′′ =
X
n(n + 1)cn+1 t n .
n=0

Then (t + 1)2 y ′′ + (t + 1)y ′ + y = 0

⇒ t 2 y ′′ + 2ty ′′ + y ′′ + ty ′ + y ′ + y = 0.

X
⇒ [n(n − 1)cn + 2n(n + 1)cn+1 +
n=0

(n + 2)(n + 1)cn+2 + ncn + (n + 1)cn+1 + cn ]t n = 0.


− n2 + 1 cn − 2n2 + 3n + 1 cn+1
 
⇒ cn+2 =
(n + 1)(n + α)
−C0 − C1
C2 = .
2
2C1 − 6C2 −C1
C3 = − = − C2
6 3
−c1 c c1 c0 c1
= + + = +
3 2 2 2 6

X
y= Cn (x − 1)n
n=0

= C0 (x − 1)0 + C1 (x − 1) + C2 (x − 1)2 + · · · .
1 1
 
= c0 1 − (x − 1)2 + (x − 1)3 + · · ·
2 2
1 1
 
2 3
· +c1 (n − 1) − (n − 1) + (n − 1) + · · ·
2 6
Question 4
4. Find the power series solution of the IVP y ′′ − xy ′ − y = 0,
y (0) = 0, y ′ (0) = 0.
SOLUTION:
x = 0 is an ordinary point since the coefficient of y ′′ ̸= 0 when
x = 0.
Assume the solution of the given equation to be
y = a0 + a1 x + a2 x 2 + . . . . −→ (1)
y ′ = a1 + 2a2 x + 3a3 x 2 + . . .
y ′′ = 2a2 + 3 · 2a3 x + 4.3a4 x 2 + . . . .
Substituting in the given equations and equating coefficients of
various powers of x .
a0
2a2 − a0 = 0 =⇒ a2 = 2
a1
6a3 − a1 − a1 = 0 =⇒ a3 = 3
a2 a0
12a4 − 2a2 − a2 = 0 =⇒ a4 = 4 = 2.4
a3 a1
20a5 − 3a3 − a3 = 0 =⇒ a5 = 5 = 3.5

a 0 2 a1 3 a0 a1 5
∴ (1) =⇒ y = a0 + a, x + x + x + 4
+ x + ....
" 2 3 # 2 · x
" 3 ·5 #
x2 x4 x3 x5
= a0 1 + + + · · · + a1 x + + + ···
2 2·4 3 3·5

y (0) = 0 =⇒ a0 = 0
y ′ (0) = 0 =⇒ a1 = 0
∴y =0
Question 5

Locate and classify singular points of the DEs:

(i) (x 2 − 3x )y ′′ + (x + 2)y ′ + y = 0

(ii) (x 3 + x 2 )y ′′ + (x 2 − 2x )y ′ + 4y = 0
Solution (i)
(x 2 − 3x )y ′′ + (x + 2)y ′ + y = 0

⇒ y ′′ + x +2 ′
x 2 −3x
y + 1
x 2 −3x
y = 0.

x +2 1
Here, P(x ) = x 2 −3x
and Q(x ) = x 2 −3x
.

x 2 − 3x = 0 ⇒ x = 0, and x = 3 are the singularities.

For the singular point x = 0,


x +2 x
xP(x ) = x −3 and x 2 Q(x ) = x −3 are analytic at x = 0.
So, x = 0 is a regular singular point.
For the singular point x = 3,
x +2 x −3
(x − 3)P(x ) = x and (x − 3)2 Q(x ) = x are analytic at x = 3.
So, x = 3 is also a regular singular point.
Solution (ii)
(x 3 + x 2 )y ′′ + (x 2 − 2x )y ′ + 4y = 0
x 2 −2x ′
⇒ y ′′ + x 3 +x 2
y + 4
x 3 +x 2
y = 0.

x 2 −2x 4
Here, P(x ) = x 3 +x 2
and Q(x ) = x 3 +x 2
.

x 2 − 3x = 0 ⇒ x = 0, and x = −1 are the singularities.

For the singular point x = 0,


x −2 4
Q1 (x ) = x +1 and Q2 (x ) = x +1 are analytic at x = 0.
So, x = 0 is a regular singular point.
For the singular point x = −1,
x −2 4(x +1)
Q1 (x ) = x and Q2 (x ) = x are analytic at x = −1. So,
x = −1 is also a regular singular point.
Question 6(i)

Using Frobenius method solve in series


9x (1 − x )y ′′ − 12y ′ + 4y = 0
Solution
Given equation is

9x (1 − x )y ′′ − 12y ′ + 4y = 0 −→ (1)

The equation can be put in the form


y ′′ − P(x )y ′ + Q(x )y = 0
4 4
where P(x ) = 3x (1−x ) and Q(x ) = 9x (1−x )

Since xP(x ) and x 2 Q(x ) are analytic at x = 0, x = 0 is a regular


singular point.
P∞ r +m
Let y = m=0 Cm x where C0 ̸= 0
P∞
Then y ′ = m=0 Cm (r + m)x r +m−1
P∞
y ′′ = m=0 Cm (r + m)(r + m − 1)x r +m−2
Substituting all the values of y , y ′ ,y ′′ in eqn.(1),

X ∞
X
r +m−2
9x (1−x ) Cm (r +m)(r +m−1)x −12 Cm (r +m)x r +m−1
m=0 m=0
X∞
+4 Cm x r +m = 0
m=0


X
[9(r + m)(r + m − 1) − 12(r + m)]Cm x r +m−1
m=0

X
+ [4 − 9(r + m)(r + m − 1)]Cm x r +m = 0 −→ (2)
m=0
By simplification, Eqn.(2) can be written as

X
[3(r + m)(3r + 3m − 7)]Cm x r +m−1
m=0

X
− (3r + 3m − 4)(3r + 3m + 1)Cm x r +m = 0

3r (3r − 7)C0 x r −1 +
X
[3(r + m)(3r + 3m − 7)]Cm x r +m−1
m=1

X
− (3r + 3m − 4)(3r + 3m + 1)Cm x r +m = 0 −→ (3)
m=0

Put m − 1 = k in the first series and m = k in the second series in


Eqn.(3)

3r (3r − 7)C0 x r −1 +
X
[3(r + k + 1)(3r + 3k − 4)]Ck+1 x r +k
k=0

X
− (3r + 3k − 4)(3r + 3k + 1)Ck x r +k = 0 −→ (4)
k=0

Equating coefficients of x r −1 , we have


7
3r (3r − 7)C0 = 0 =⇒ 3r (3r − 7) = 0 =⇒ r = 0 or r = 3
Equating coefficients of x r +k , we have

[3(r + k + 1)(3r + 3k − 4)]Ck+1 − (3r + 3k − 4)(3r + 3k + 1)Ck = 0

(3r + 3k − 4)(3r + 3k + 1)
=⇒ Ck+1 = Ck
3(r + k + 1)(3r + 3k − 4)
(3r + 3k + 1)
=⇒ Ck+1 = Ck
3(r + k + 1)
i.e,
3r + 1
C1 = C0
3(r + 1)
(3r + 1)(3r + 4)
C2 = C0
(32 (r + 1)(r + 2)
(3r + 1)(3r + 4)(3r + 7)
C3 = C0
33 (r + 1)(r + 2)(r + 3)
and so on.
For r = 0

1
C1 = C0
3
1.4
C2 = C0
3.6
1.4.7
C3 = C0
3.6.9
and so on.
Then at r = 0
P∞
y1 (x ) = n=0 Cn x
n+r = C0 [1 + 31 x + 1.4 2
3.6 x + 1.4.7 3
3.6.9 x + ...]
7
At r = 3

8
C1 = C0
10
8.11
C2 = C0
10.13
8.11.14
C3 = C0
10.13.16
and so on.
7
At r = 3
P∞ 7
n+r 8 8.11 2 8.11.14 3
y2 (x ) = n=0 Cn x = C0 x 3 [1 + 10 x + 10.13 x + 10.13.16 x + ...]

The required series solution is given by y (x ) = c1 y1 (x ) + c2 y2 (x )


Question 6(ii)

Using Frobenius method solve in series

xy ′′ + (1 − x )y ′ + y = 0
Solution
Given equation is

xy ′′ + (1 − x )y ′ + y = 0 − − − − − − − − − −(1)

Let

X
y= Cn x n+r ; C0 ̸= 0
n=0

Then

y′ = Cn (n + r )x n+r −1
X

n=0


y ′′ = Cn (n + r )(n + r − 1)x n+r −2
X

n=0

Substituting all the values of y , y ′ ,y ′′ in eqn.(1),


∞ ∞
Cn (n + r )(n + r − 1)x n+r −2 + (1 − x ) Cn (n + r )x n+r −1
X X
x
n=0 n=0

X
+ Cn x n+r = 0
n=0

Rearranging and simplifying,


∞ ∞
Cn (n + r )2 x n+r −1 +
X X
Cn (n + r + 1)x n+r = 0
n=0 n=0

Changing limits

X ∞
X
Cn+1 (n + r + 1)2 x n+r + Cn (n + r + 1)x n+r = 0
n=−1 n=0
Expanding summation for x=-1

X
C0 r 2 x n+r + [Cn+1 (n + r + 1)2 + Cn (n + r + 1)]x n+r = 0
n=0

Equating the coefficient of x n+r to zero.

Co r 2 = 0

Cn+1 (n + r + 1)2 + Cn (n + r + 1) = 0 where k ≥ 0

Assume C0 ̸= 0 and r 2 = 0 implies r = 0

Cn+1 (n + r + 1)2 = −Cn (n + r + 1)


Cn (n + r + 1)
Cn+1 = −
(n + r + 1)2
When r=0
Cn
Cn+1 = − ;n ≥ 0
(n + 1)
C1 = −C0

−C1
C2 =
2
C0
=
2
−C0
C3 =
2X 3
(−1)n C0
Cn =
n!

X (−1)n C0 n+r
y= x
n=0
n!

y = C0 e −x
Question 6(iii)

Using Frobenius method solve in series

2x 2 y ′′ + xy ′ − (x 2 + 1)y = 0
Solution
Given equation is

2x 2 y ′′ + xy ′ − (x 2 + 1)y = 0 − − − − − − − − − −(1)

Let

X
y= Cn x n+r ; C0 ̸= 0
n=0

Then

y′ = Cn (n + r )x n+r −1
X

n=0


y ′′ = Cn (n + r )(n + r − 1)x n+r −2
X

n=0

Substituting all the values of y , y ′ ,y ′′ in eqn.(1),


∞ ∞
Cn (n + r )(n + r − 1)x n+r −2 + x Cn (n + r )x n+r −1
X X
2x 2
n=0 n=0

X
− (x 2 + 1) Cn x n+r = 0
n=0

Rearranging and simplifying,



X ∞
X ∞
X
2 Cn (n+r )(n+r −1)x n+r + Cn (n+r )x n+r − Cn x n+r +2 +
n=0 n=0 n=0

X
Cn x n+r = 0
n=0

Put n + 2 = k and simplify in third series and resubstitute k=n;



X ∞
X ∞
X
2 Cn (n+r )(n+r −1)x n+r + Cn (n+r )x n+r − Cn−2 x n+r −
n=0 n=0 n=2

X
Cn x n+r = 0
n=0

Equating the coefficient of like powers to zero.


we get
c0 (2r 2 − r − 1) = 0

assume c0 ̸= 0 and r= 1 or (-1/2)


and
Cn−2
Cn =
2(n + r )2 − (n + r ) − 1
When r=1
Cn−2
Cn = ;n ≥ 0
2(n + 1)2 − n − 2
C0
C2 =
2
C1
C3 =
27
C2 C0
C4 = =
42 42 × 14
C3 C1
C5 = =
64 64 × 27
x3 x5 x4 x6
y = c0 (x + + ..) + c1 (x 2 + + + ...)
14 14 × 42 27 27 × 64

For
−1
r=
2
;
Cn−2
Cn = 1 2 1 ;n ≥ 0
2(n − 2) − n− 2
C0
C2 =
2
C1
C3 =
9
3 5
−1 x2 1 x2
y = c0 (x 2 + + ...) + c1 (x 2 + + ...)
2 9
Question 6(iv)

2xy ′′ + (2x + 1)y ′ + 2y = 0


Solution
Given equation is

2xy ′′ + (2x + 1)y ′ + 2y = 0 − − − − − − − − − −(1)

Let

X
y= Cn x n+r ; C0 ̸= 0
n=0

Then

y′ = Cn (n + r )x n+r −1
X

n=0


y ′′ = Cn (n + r )(n + r − 1)x n+r −2
X

n=0

Substituting all the values of y , y ′ ,y ′′ in eqn.(1),


∞ ∞
n+r −2
Cn (n + r )x n+r −1
X X
2x Cn (n + r )(n + r − 1)x + (2x + 1)
n=0 n=0
X∞
+2 Cn x n+r = 0
n=0
P∞
On rearranging and simplifying, n=0 Cn [2(n + r )(n + r − 1) +
P∞
(n + r )]x n+r −1 + n=0 Cn [2(n + r ) + 2]x n+r = 0
Changing the limits,


X
Cn+1 [2(n + 1 + r )(n + r ) + (n + 1 + r )]x n+r
n=−1

X
+ Cn [2(n + r ) + 2]x n+r = 0
n=0
Expanding summation for n = −1 and equating coefficient of x n+r
to zero, we get
1
C0 [2r (r − 1) + r ] = 0, which implies r = 0 or 2
−2Cn
and Cn+1 = (2(n+r )+1)
−2Cn
When r = 0, Cn+1 = (2n+1)
−8
C1 = −2C0 , C2 = 43 C0 , C3 = 5×3 C0
22 2 23 3
y = C0 [1 − 2x + 3x − 5×3 x + · · · ].
−Cn
When r = 21 , Cn+1 = (n+1)
C0 −C0
C1 = −C0 , C2 = 2 , C3 = 2×3
x x2
y = C0 [−1 + 2 − 2×3 + ···]
Question 6(v)

x 2 y ′′ + x + x 2 y ′ + (x − 9)y = 0

Solution I

Let

X
y= Cn x n+r ; C0 ̸= 0
n=0

Then

y′ = Cn (n + r )x n+r −1
X

n=0


y ′′ = Cn (n + r )(n + r − 1)x n+r −2
X

n=0

Substituting all the values of y , y ′ ,y ′′ in given eqn we get


P∞  P∞
x 2( n=0 Cn (n + r )(n + r − 1)x n+r −2 ) + x + x 2 ( n=0 Cn (n +
P∞
r )x n+r −1 ) + (x − 9)( n=0 Cn x
n+r ) =0
Solution II

P∞ P∞
n=0 Cn [(n + r )(n + r − 1) + n + r − 9]x n+r + n=0 Cn [n +r +
1]x n+r +1 = 0
P∞ n+r +P∞ C n+r
n=0 Cn [(n+r )(n+r −1)+n+r −9]x n=1 n−1 [n+r ]x =0
equating coefficient of x n+r to zero, we get
c0 [r (r − 1) + r − 9] = 0
then r = ±3
−cn−1 (n+r )
and cn = (n+r )(n+r −1)+n+r −9

When r = 3
−cn−1 (n+3)
cn = (n+3)(n+2)+n−6

When r = −3
Solution III

−cn−1 (n−3)
cn = (n−3)(n−4)+n−12

Now find ci ’s in terms of c0 and write the equation as in previous


questions.
Question 7(i)

Express f (x ) = x 4 + 3x 3 − x 2 + 5x − 2 in terms of Legendre


polynomials.
Solution Q. 7(i)

35 4 15 2 3
P4 (x ) = x − x + (2)
8 4 8
8 6 3
∴ x 4 = P4 (x ) + x 2 − (3)
35 7 35
8 6 2 3
 
∴ f (x ) = P4 (x ) + x − + 3x 3 − x 2 + 5x − 2
35 7 35
8 1 73
= P4 (x ) + 3x 3 − x 2 + 5x −
35 7 35
2 3 2 1
 
x3 = P3 (x ) + x ; x 2 = P2 (x ) +
5 5 3 3
Solution Q. 7(i)

8 2 3 1 2 1 73
   
∴ f (x ) = P4 (x )+3 P3 (x ) + x − P2 (x ) + +5x −
35 5 5 7 3 3 35
8 6 2 34 224
= P4 (x ) + P3 (x ) − P2 (x ) + x −
35 5 21 5 105

[x=P1 (x ), 1 = P0 (x )]

8 6 2 34 224
= P4 (x ) + P3 (x ) − P2 (x ) + P1 (x ) − P0 (x )
35 5 21 5 105
Solution 7(ii)
Let f (x ) = x 3 − 4x 2 + 1
1 dn 2
We have Pn (x ) = n (x − 1)n
2 n! dx n
Putting n = 0, 1, 2, 3
1
3x 2 − 1

P0 (x ) = 1 P1 (x ) = x P2 (x ) = 2 P3 (x ) =
1
5x 3 − 3x

2
2 1 2 3
Hence x 2 = P2 (x ) + P0 (x ) and x 3 = P3 (x ) + P1 (x )
3 3 5 5
3 2
Substituting x and x in the given equation f (x ) we get

2 3 2 1
 
f (x ) = P3 (x ) + P1 (x ) − 4 P2 (x ) + P0 (x ) + P0 (x )
5 5 3 3

2 8 3 1
= P3 (x ) − P2 (x ) + P1 (x ) − P0 (x )
Question 7(iii) solution

Let the given polynomial be E = 3x 3 − 4x 2 + 5x − 4.


From the Legendre polynomials,

P0 (x ) = 1 P1 (x ) = x
1 2  1 1
P2 (x ) = 3x − 1 ⇒ x 2 = (2P2 (x ) + 1) = (2P2 (x ) + P0 (x ))
2 3 3
1 3  1 1
P3 (x ) = 5x − 3x ⇒ x 3 = (2P3 (x ) + 3x ) = (2P3 (x ) + 3P1 (x ))
2 5 5
Substituting values of 1, x , x 2 and x 3 in given equation, we get
1 1
   
E =3 (2P3 (x ) + 3P1 (x )) − 4 (2P2 (x ) + P0 (x )) + 5P1 (x ) − 4P0 (
5 3
6 8 34 16
= P3 (x ) − P2 (x ) + P1 (x ) − P0 (x )
5 3 5 3
question 8
Let Legendre polynomial be
1 dn  2 n
fn (x ) = x − 1
2n n! dx n
n
Note that x 2 − 1 has roots −1, 1 each with multiplicity n, and
  dm  2 n
x2 − 1 | x − 1 , when m < n.
dx m
dm
n
Thus, −1, 1 are always roots of dx m x 2 − 1 . And by Rolle’s
theorem, we know that there are n − 1 distinct zeros
x1 , x2 , · · · , xn−1 in the interval (−1, 1) for the polynomial
d n−1
n d n−1
n
dx n−1
x2 − 1 . Since −1, 1 are also zeros of dx n−1
x 2 − 1 . Use
Rolle’s theorem once again, we get n distinct zeros in (−1, 1) and
 n 
dn
since deg dx n x2 − 1 = n, we have found all the distinct roots
Question 9

Show that the coefficient of hn in the expansion of


−1
(1 − 2xh + h2 ) 2 is Pn (x ).
Solution:
−1/2
1 − 2xh + h2 = {1 − h(2x − h)}−1/2
1.3...(2n−3) n−1
= 1 + 21 h(2x − h) + 1.3 2
2.4 h (2x − h)2 + · · · + 2.4...(2n−2) h (2x − h)n−1
1.3...(2n−3) n
2.4..2 h (2x − h)n + · · ·

∴ Coefficient of hn in R.H.S. of (1) is


1.3 . . . (2n − 1) 1.3 . . . (2n − 3)
= · (2x )n − n − 1C1 (2x )n−2 +
2.4 . . . 2n 2.4 . . . (2n − 2)
1.3 . . . (2n − 5)
n − 2C2 (2x )n−4 − · · ·
2.4 . . . (2n − 4)
h
1.3...(2n−1) n n 2n x n−2 2n(2n−2) (n−2)(n−3) x n−4
= 2.4...2n 2 x − 2n−1 (n − 1) 22 + (2n−1)(2n−3) · 2! · 22 −
h n−2 n−4
1.3...(2n−1) 2n 2n(2n−2) (n−2)(n−3)
= n! x n − 2n−1 · (n − 1) x 22 + (2n−1)(2n−3) · 2! · x 22 −
h i
1.3...(2n−1) n − n(n−1) x n−2 + n(n−1)(n−2)(n−3) x n−4 − · · ·
= n! x 2(2n−1) 2·4(2n−1)(2n−3)

= Pn (x )
Question 10

P∞
Show that √ 1
n=0 Pn (x ) = 2−2x
Solution:
1
We have coefficient of t n in the expansion of (1 − 2xt + t 2 )− 2 is
Pn (x ).
Then
1
Pn (x ) = (1 − 2x + 1)− 2 = √ 1
P
2−2x
Question 11

Prove that
R1 2n
(i) −1 xPn (x )Pn−1 (x )dx = 4n2 −1
R1 2P 2n(n+1)
(ii) −1 x n+1 (x )Pn−1 (x )dx = (2n−1)(2n+1)(2n+3)
Solution

(i) We have the recurrence formulae derived from the generating


function for Pn (x ), (n + 1)Pn (x ) = (2n + 1)xPn (x ) − nPn−1 (x )
i.e, (2n − 1)xPn−1 = nPn + (n − 1)Pn−2
Multiplying by Pn , we get
1 2
xPn Pn−1 = 2n−1 (nPn + (n − 1)Pn Pn−2 )
Integrating both sides w.r.t. x from x = −1 to x = 1, we get
R1 n R1 2 n−1 R 1
−1 xPn Pn−1 dx = 2n−1 −1 Pn dx + 2n−1 −1 Pn Pn−2 dx
n 2 n−1
= 2n−1 ( 2n+1 ) + 2n−1 (0), by orthogonality property
R1 2n
Hence −1 xPn (x )Pn−1 (x )dx = 4n2 −1
(ii) We have, (2n + 1)xPn = (n + 1)Pn+1 + nPn−1
1
xPn−1 = 2n−1 (nPn + (n − 1)Pn−2 )
1
and xPn+1 = 2n+3 ((n + 2)Pn+2 + (n + 1)Pn )P
1
Therefore x 2 Pn−1 Pn+1 = (2n−1)(2n−3) (n(n + 2)Pn Pn+2 +
n(n + 1)Pn2 + (n − 1)(n + 2)Pn−2 Pn+2 + (n2 − 1)Pn Pn−2 )
Integrating on both sides from −1 to 1 and using
orthogonality of Legendre polynomials, we get
R1 2P n(n+1) R1 2
−1 x n+1 (x )Pn−1 (x )dx = (2n−1)(2n+3) −1 Pn dx =
2n(n+1)
(2n−1)(2n+1)(2n+3) .
Question 12

R1 ′ ′
Show that −1 (1 − x 2 )Pm (x )Pn (x ) = 0
SOLUTION:
R1 ′ ′
−1 (1 − x 2 )Pm (x )Pn (x )dx
′ R1 d ′
= [(1 − x 2 )Pm (x )Pn (x )]1−1 − −1 [ dx (1 − x 2 )Pm (x )]Pn (x )dx
R1 ′′ ′
=0− −1 [(1 − x 2 )Pm (x ) − 2xPm (x )]Pn (x )dx
R1
=− −1 [−m(m + 1)Pm (x )]Pn (x )dx
′′ ′
(Since (1 − x 2 )y − 2xy + m(m + 1)y = 0
′′ ′
=⇒ (1 − x 2 )Pm − 2xPm + m(m + 1)Pm = 0)
R1
= m(m + 1) −1 Pm (x )Pn (x )dx


 0, if m̸= n

=

m(m + 1)2

if m = n
2m+1
Question 13

R1 2t n
Prove that −1 Pn (x )(1 − 2xt + t 2 )−1/2 dx = 2n+1

SOLUTION:
P∞
We have (1 − 2xt + t 2 )−1/2 = m=0 Pm (x )t
m

R1 R1 P∞
−1 Pn (x )(1 − 2xt + t 2 )−1/2 dx = −1 Pn (x )
m
m=0 Pm (x )t dx
R1 2 n
= −1 (Pn (x )) t dx ,

by Orthogonality of Pn (x )
2t n
= 2n+1
Question 14 (i)

Prove the following relation Pn (−x ) = (−1)n Pn (x )


Generating function of the Legendre polynomial is given by
−1 P∞
(1 − 2xz + z 2 ) 2 = n=0 z
nP
n (x ), |x | ≤ 1, |z| ≤ 1........(1)
−1
Note: The function (1 − 2xh + h2 ) 2 is called the generating
function for Pn (x ) and there for Pn (x ) is the coefficient of hn in he
−1
expansion of (1 − 2xh + h2 ) 2 in the ascending powers of h.
−1 P∞
We have (1 − 2xz + z 2 ) 2 = n=0 z
nP
n (x ), |x | ≤ 1, |z| ≤ 1
Replacing x by −x in ...(1) ,
−1 P∞
(1 + 2xz + z 2 ) 2 = n=0 z
nP
n (−x )....(2)

Next replacing z by −z in ....(1)


−1 P∞
we get (1 + 2xz + z 2 ) 2 = n
n=0 (−z) Pn (x )....(3)

this =⇒ (2) = (3).


P∞ nP P∞ nP
ie, n=0 z n (−x ) = n=0 (−z) n (x )

Equating the coefficient of z n on both sides,

Pn (−x ) = (−1)n Pn (x ).
Question 14 (ii)

n(n+1)
Prove that Pn′ (1) = 2

SOLUTION:

Generating function for the Legendre polynomial is given by


−1/2 P∞
1 − 2xz + z 2 = n=0 z
nP
n (x ) |x | < 1, |z| < 1.
Putting x = 1 we get
−1 P∞
(1 − 2z + z 2 ) 2 = n=0 z
nP
n (1)
P∞
=⇒ (1 − z)2·−1/2 = n=0 z
nP
n (1)
P∞
→ (1 − z)−1 = n=0 z
nP
n (1)
P∞
⇒ 1 + z + z 2 + + · · · + z n + ... = n=0 z
nP
n (1)
Equating coefficients of z n on both sides, we get Pn (1) = 1.
Now Pn (x ) is, a solution of the Legendre differential equation
′′ ′
(1 − x 2 )y − 2xy + n(n + 1)y = 0.
Since y = Pn (x ) is a solution,

1 − x 2 Pn′′ (x ) − 2xPn (x ) + n(n + 1)Pn (x ) = 0.


Setting x = 1

−2Pn (1) = −n(n + 1)Pn (1)
′ n(n+1)
i.e, Pn (1) = 2 as Pn (1) = 1.
Question 14 (iii)

Prove that (2n + 1)Pn (x ) = Pn+1 ′
(x ) − Pn−1 (x ).

Solution:

Claim 1:
(2n + 1)xPn′ (x ) + (2n + 1)Pn (x ) = (n + 1)Pn+1
′ ′
(x ) + nPn−1 (x ).
P∞
By qn no. 9, (1 − 2xt + t 2 )−1/2 = n=0 t
nP
n (x ).

Differentiating both sides w.r.t t and multiplying by (1 − 2xt + t 2 ),


(x − t)(1 − 2xt + t 2 )−1/2 = (1 − 2xt + t 2 )
X
nt n−1 Pn (x ). −→ (1)
n=0
P∞
Substituting n=0 t nP n (x ) for (1 − 2xt + t 2 )−1/2 ,

X ∞
X
n 2
(x − t) t Pn (x ) = (1 − 2xt + t ) nt n−1 Pn (x ).
n=0 n=0
Equating coefficient of t n on both sides,

(2n + 1)xPn (x ) = (n + 1)Pn+1 (x ) + nPn−1 (x ).

Differentiating both sides w.r.t x ,

(2n + 1)xPn′ (x ) + (2n + 1)Pn (x ) = (n + 1)Pn+1


′ ′
(x ) + nPn−1 (x ).

Claim 2: xPn′ (x ) = nPn (x ) + Pn−1


′ (x ).
P∞
By (1), (x − t)(1 − 2xt + t 2 )−3/2 = n=0 nt
n−1 P
n (x ). −→ (2)
Differentiating both sides w.r.t x and multiplying by (x − t),

2 −3/2
t n Pn′ (x ).
X
t(x − t)(1 − 2xt + t ) = (x − t)
n=0
Substituting for (x − t)(1 − 2xt + t 2 )−3/2 from (2),
∞ ∞
t n Pn′ (x ).
X X
t nt n−1 Pn (x ) = (x − t)
n=0 n=0

Equating coefficient of t n ,

xPn′ (x ) = nPn (x ) + Pn−1



(x ).

Substituting for xPn′ (x ) in claim 1 and simplifying we get the


required equation.
Question 14 (iv)

Prove that (1 − x 2 )Pn′ (x ) = n(Pn−1


′ (x ) − xPn (x )).

Solution:
From previous case we have ,
nPn (x ) = xPn′ (x ) − Pn−1
′ (x ) −→ (a)

(2n + 1)Pn (x ) = Pn+1 ′
(x ) − Pn−1 (x ) −→ (b)
(b)-(a) gives,

(n + 1)Pn (x ) = Pn+1 (x ) − xPn′ (x ) −→ (c)
Replacing n by n-1 in (c) we get,
nPn−1 (x ) = Pn′ (x ) − xPn−1
′ (x ) −→ (d)
(a).x gives,
nxPn (x ) = x 2 Pn′ (x ) − xPn−1
′ (x ) −→ (e)
From (d) - (e) we get,

n(Pn−1 (x ) − xPn (x )) = (1 − x 2 )Pn′ (x )
Question 14(v)

Prove the relation nPn (x ) − xPn′ (x ) + Pn−1


′ (x ) = 0
Solution
Generating function for Pn (x ) is given by


(1 − 2xh + h2 )−1/2 =
X
hn Pn (x ) −→ (1)
n=0
Differentiating with respect to h,

(x − h)(1 − 2xh + h2 )−3/2 =
X
nhn−1 Pn (x ) −→ (2)
n=0
Again differentiating the generating function with respect to x,

h(1 − 2xh + h2 )−3/2 = hn Pn′ (x ) −→ (3)
X

n=0
Multiplying both sides of (3) by (x − h),

h(x − h)(1 − 2xh + h2 )−3/2 = (x − h) hn Pn′ (x ) −→ (4)
X

n=0
Now from (2) and (4)
∞ ∞
hn Pn′ (x )
X X
h nhn−1 Pn (x ) = (x − h)
n=0 n=0

∞ ∞ ∞
hn Pn′ (x ) − hn+1 Pn′ (x )
X X X
nhn Pn (x ) = x
n=0 n=0 n=0

Equationg the general coefficients on both sides, we have,

nPn (x ) = xPn′ (x ) − Pn−1



(x )
Question 15

R1 mP
Using Rodrigue’s formula, prove that −1 x n (x )dx = 0 , if m is
a non- negative integer less than n.
Solution

Consider

dn 2
Z 1 Z 1
1
I= f (x )Pn (x )dx = n f (x ) (x − 1)n dx
−1 2 n! −1 dx n
" #1
d n−1 d n−1 2
Z 1
1
= n
[f (x ) (x 2 − 1) n
− f ′ (x ) (x − 1)n dx
2 n! dx n−1 −1 dx n−1
−1
d n−1
Z 1
=− f ′ (x ) (x 2 − 1)n dx
−1 dx n−1
Repetition of integration by parts repeatedly gives
Z 1
1
I = (−1)n n
f n (x )(x 2 − 1)n dx
2 n! −1
when m is a non negative integer less than n and

f (x ) = x m
dn m
then f n (x ) = x =0
dx n
∴I=0
Z 1
ie x m Pn (x )dx = 0 when 0 ≤ m < n
−1
Question 16

If p(x) is a polynomial of degree n ≥ 1, such that


Z 1
x k p(x ) = 0
−1

for k=0,1,...,n-1, Show that p(x ) = cPn (x ) for some constant c.


Solution
The Legendre polynomials

P0 (x ), P1 (x ), ...Pn (x )

form a basis for the vectorspace of ploynomial of degree n≤ 1 For


we need to prove

{P0 (x ), P1 (x ), ...Pn (x )}

is linearly [Link] follows from the fact that if you express


each Pk in the basis {1, x , x 2 ..., x n } , then you’ll get an upper
traingular matrix A such that entries of the main diagonal are all
different from 0. Therefore detA ̸= 0.
    
P0 (x ) a11 0 . .. 0 1
    
    
 .  a21 a22 . . . 0
 x
 
= (4)
   
  

 .   .
 
. . . . .
 .
 

    
Pn (x ) a1n a2n a3n . ann xn
Pn
Hence any polynomial p(x) can be written as p(x)= i=0 ai Pi (x ).
R1 k
−1 x p(x )dx = 0fork = 0, 1, .., n − 1
R 1 k Pn
−1 x i=0 ai Pi (x )dx = 0fork = 0, 1, .., n −1
finding each integral for k=0,1,...,n-1 we get ai = 0 for
i = 0, 1, ...n − 1
Hence p(x ) = an Pn (x )
Question 17


0 −1 < x < 0


If f (x ) =
 x 2 − 2x

0<x <1
−1
prove that f (x ) = 3 P0 (x ) − 85 P1 (x ) − 7
24 P2 (x ) + ···
Solution
Legendre polynomials are
P0 (x ) = 1, P1 (x ) = x , P2 (x ) = 12 (3x 2 − 1), P3 (x ) = 12 (5x 3 − 3x )
P4 (x ) = 18 (35x 4 − 30x 2 + 3), P5 (x ) = 81 (63x 5 − 70x 3 + 15x )
P∞
Express f (x ) = l=0 cl Pl (x ) , where Pl (x ) is the l th legendre
polynomial. Now multiplying both L.H.S and R.H.S by Pm (x ) and
then integrating -1 to 1, we will get
R1 R 1 P∞
−1 f (x )Pm (x )dx = −1 l=0 cl Pl (x )Pm (x )dx
P∞ R1
= l=0 cl −1 Pl (x )Pm (x )dx
R1 R1 2
−1 f (x )Pm (x )dx = cm −1 (Pm (x )) dx (using orthogonal property)
2
= cm [ 2m+1 ]
R0 R1 2
Now −1 f (x )Pm (x )dx + 0 f (x )Pm (x )dx = cm [ 2m+1 ]
R1 2
i.e 0 (x 2 − 2x )Pm (x )dx = cm [ 2m+1 ]
R1
For m = 0, 0 (x 2 − 2x )dx = c0 ( 12 ) i.e. c0 = − 13 .
Similarly for m = 1, c1 = − 85
7
for m = 2, c2 = − 24 .
−1
Thus, f (x ) = 3 P0 (x ) − 58 P1 (x ) − 7
24 P2 (x ) + ···
Question 18

Expand f (x ) = e −x in terms of Legendre polynomials in the


interval [−1, 1].
Solution

Let f (x ) = e −x
The Legendre polynomial of f (x ) is

X
f (x ) = cn Pn (x )
n=0

2n+1 R 1 2n+1 R 1 −x P (x )dx


Where cn = 2 −1 f (x )Pn (x )dx = 2 −1 e n

c0 = −1/2(e −1 − e)
c1 = −3e
−10 −1 70
c2 = 4 e + 4 e

Therefore
e −x = −1/2(e −1 − e)P0 (x ) − 3eP1 (x ) + ( −10
4 e
−1 + 70 e)P (x ) + ...
4 2
Question 19

d
Show that (xJn (x )Jn+1 (x ) = x Jn2 (x ) − Jn+1
2 (x )
dx
Solution 19

d ′
(xJn (x )Jn+1 (x ) = Jn (x )Jn+1 (x )+x Jn (x )Jn+1 (x ) + Jn′ (x )Jn+1 (x )
dx
(5)
We know that
n
Jn′ (x ) = Jn (x ) − Jn+1 (x ) (6)
x
Changing n to n + 1,

n
Jn′ (x ) + Jn (x ) = Jn−1 (x )
x

We get
′ n+1
Jn+1 (x ) = Jn (x ) − Jn+1 (x ) (7)
x
Solution 19

substituting 6 and 7 in 5, we get

d
(xJn (x )Jn+1 (x )) =
dx
n+1
  
Jn (x )Jn+1 (x ) + x Jn (x ) Jn (x ) − Jn+1 (x )
x
n
 
+ Jn (x ) − Jn+1 (x ) Jn+1 (x ) = x Jn2 (x ) − Jn+1
2
(x )
x
Question 20

Show that J0 (kx ), where k is a constant, satisfies the DE


xy ” + y ′ + k 2 xy = 0 .
Solution

y (x ) = J0 (kx )

X (−1)m (kx )2m
=
m=0
22m (m!)2
(kx )2 (kx )4 (kx )6
=1− + − + ···
22 (1!)2 24 (2!)2 26 (3!)2

(−1)m 2mk(kx )2m−1
y′ =
X

m=1
22m (m!)2

(−1)m 2m(2m − 1)k 2 (kx )2m−2
y ′′ =
X

m=1
22m (m!)2
Solution Continued


′′ ′ 2
X (−1)m 2m(2m − 1)k 2m (x )2m−1
xy + y + k xy =
m=1
22m (m!)2
∞ ∞
X (−1)m 2mk 2m (x )2m−1 X (−1)m (x )2m+1 k 2m+2
+ + =0
m=1
22m (m!)2 m=0
22m (m!)2
Question 21

kx
Show that Jp (kx ) = 2p [Jp−1 (kx ) + Jp+1 (kx )]
Solution
Claim (1) : Jp′ (x ) = Jp−1 (x ) − px Jp (x ) ———————— (1)
Proof: From recurrence relation
d p
[x Jp (x )] = x p Jp−1 (x )
dx
⇒x p Jp ′ (x ) + px p−1 Jp (x ) = x p Jp−1 (x )
Dividing by x p , we get
p
Jp′ (x ) + Jp (x ) = Jp−1 (x )
x
p
⇒Jp′ (x ) = Jp−1 (x ) − Jp (x )
x
Claim (2) : Jp′ (x ) = −Jp+1 (x ) + px Jp (x ) ———————— (2)
Proof: Similarly as in above proof, we can use the recurrence
relation
d  −p  −p
Cont..

(1) - (2) gives


p
2 Jp (x ) = Jp−1 (x ) + Jp+1 (x )
x
x
⇒Jp (x ) = [Jp−1 (x ) + Jp+1 (x )]
2p
Substitute kx in place of x , we get

kx
Jp (kx ) = [Jp−1 (kx ) + Jp+1 (kx )]
2p
Question 22

For n ∈ Z, we have
Z π
1
Jn (x ) = cos(nθ − x sin θ)dθ
π 0

In particular
Z π
1
J0 (x ) = cos(−x sin θ)dθ
π 0
π
put θ = 2 − ϕ and after simplifications we will get
π
2
Z
2
J0 (x ) = cos(x cos ϕ)dϕ
π 0
Question 23

Express J4 (x ) in terms of J0 (x ) and J1 (x ).


Solution: We have
2P
x JP (x ) = JP−1 (x ) + JP+1 (x )
2P
=⇒ JP+1 (x ) = JP−1 (x ) − x JP (x )

Put P = 1, 2, 3, J4 (x ) = x6 J3 (x ) − J2 (x )
J3 (x ) = x4 J2 (x ) − J1 (x )
J2 (x ) = x2 J1 (x ) − J0 (x )
=⇒ J4 (x ) = x6 { x4 {J1 (x ) − J0 (x )} − J1 (x )} − { x2 J1 (x ) − J0 (x )}
Question 24

Prove that xcosx = 2(12 J1 (x ) − 32 J3 (x ) + 52 J5 (x ) − ...)


Solution:

xcosx = xcos(xsin(π/2))

X
= x (J0 (x ) + 2 J2p (x )cos(pπ))
p=1
= x (J0 (x ) − 2J2 (x ) + 2J4 (x ) − ...)
2J1 (x )
 
= x − 3J2 (x ) + 2J4 (x ) + ...
x
2n
(since Jn−1 (x ) + Jn+1 (x ) = x Jn (x ))
2J1 (x ) 18J3 (x )
 
xcosx = x − + 3J4 (x ) − ...
x x
2J1 (x ) 18J3 (x ) 30J5 (x )
 
= x − + − ...
x x x
= 2(J1 (x ) − 9J3 (x ) + 15J5 (x ) − ...)

= 2(J1 (x ) − 3 ∗ 3J3 (x ) + 3 ∗ 5J5 (x ) − ...)


Question 25

Prove that sinx = 2J1 (x ) − 2J3 (x ) + 2J5 (x ) − ...


Solution
From the properties of Bessel’s function,

x 1 X (−1)n
e 2 (t− t ) = J0 (x ) + Jn (x )(t n + ) → (1)
n=1
tn

Now evaluating LHS and RHS for t = e iθ = cosθ + isinθ




(−1)n 2cosnθ,
 if n is even,
tn + = e inθ + (−1)n e −inθ = → (2)
tn 

 2isinnθ, if n is odd.

x 1 x iθ −e −iθ )
e 2 (t− t ) = e 2 (e = e xisinθ = cos(xsinθ) + isin(xcosθ) → (3)

Using (2) and (3) in (1) =⇒ cos(xsinθ) + isin(xcosθ) =


P∞ P∞
J0 (x ) + 2 p=1 J2p (x )cos(2pθ) + 2i p=0 J2p+1 (x )sin((2p + 1)θ)
Equating the real and imaginary parts,

X
cos(xsinθ) = J0 (x ) + 2 J2p (x )cos(2pθ)
p=1

X
sin(xcosθ) = 2 J2p+1 (x )sin((2p + 1)θ)
p=0

Using sin(xsinθ), put θ = π2 , sinθ = 1



X π
sinx = 2 J2p+1 (x )sin(2p + 1( ))
p=0
2
π π
= 2(J1 (x )sin( ) + J3 (x )sin(3 ) + ...
2 2
∴ sinx = 2(J1 (x ) − J3 (x ) + J5 (x ) − ...
Question 26
P∞
Prove that 1 = J02 (x ) + 2 2
k=1 Jk (x )

Solution:
We know that
x (t− 1t )
e 2 = J0 (x )+tJ1 (x )+t 2 J2 (x )+...+t −1 J−1 (x )+t −2 J−2 (x )+....
Since J−n (x ) = (−1)n Jn (x )
x (t− 1t )
e 2 = J0 + J1 (t − 1t ) + J2 (t 2 − 1
t2
) + ......
Put t = cosθ + isinθ
1
Then t p + tp = 2isinpθ
=⇒ e ixsinθ =
J0 + 2[J2 cos2θ + J4 cos4θ + ....] + 2i[J1 sinθ + J3 sin3θ + ....]
Equating real and imaginary parts,
cos(xsinθ) = J0 +2[J2 cos2θ +J4 cos4θ +....] ...(1)
sin(xsinθ) = 2[J1 sinθ + J3 sin3θ + ....] ...(2)
Squaring (1) and (2) and integrating from 0 to π, we get

[J0 (x )]2 π + 4[J2 (x )]2 π2 + 4[J4 (x )]2 π2 + ..... = 0 cos 2 (xsinθ)dθ

and 4[J1 (x )]2 π2 + 4[J3 (x )]2 π2 + ... = 0 sin2 (xsinθ)dθ

Adding, π[J02 + 2J12 + 2J22 + 2J32 + .... = 0 dθ = π
Hence J02 + 2J12 + 2J22 + .... = 1
Question 27
q  
2 3sinx 3−x 2
Show that J−5/2 (x ) = πx x + x2
cosx
SOLUTION:
x
We know Jn (x ) = 2n (Jn−1 (x ) + Jn+1 (x ))
 
Put n = − 21 , J−1/2 (x ) = x
2x − 21
J−3/2 (x ) + J1/2 (x )
q q
J−3/2 (x ) = − x1 2
πx cosx − 2
πx sinx

 
Put n = − 32 , J−3/2 (x ) = − 2xx− 3 J−5/2 (x ) + J1/2 (x )
2

q q q
J−5/2 (x ) = − x32 2
πx cosx + 3
x
2
πx sinx − 2
πx cosx
q  
2 3sinx 3−x 2
πx x + x2
cosx
question 28
If n is an integer, prove that

X
Jn (x + y ) = Jk (x )Jn−k (y )
k=−∞

Solution:

1
   
(x + y ) t − t −1
X
Jn (x + y )t n = exp
n=−∞
2
1  1 
     
= exp x t − t −1 · exp y t − t −1
2 2

X ∞
X
= Jk (x )t k · Jm (y )t m
k=−∞ m=−∞
 

X ∞
X
=  Jk (x )Jn−k (y ) t n
n=−∞ k=−∞
Question 29

Reduce into Bessel equation and hence solve:


4x2 y ′′ + 4xy ′ + 64x 2 − 9 y = 0


SOLUTION:
4 x2 y ′′ + 4xy ′ + 64x 2 − 9 y = 0


y′
 
y′′ + x + 16 − 9
4x 2
y =0
a2 −p 2 c 2
 
Comparing with y′′ + 1−2a ′
x y + b 2 c 2 x 2c−2 + x2
y =0
 



 1 − 2a =1 



 
−9
b2c 2 = 16 a2 − p 2 c 2 = 4 

 
 
 2c − 2 = 0
 

3
⇒ c = 1, b = 4, a = 0, p = 2

then y =xa (c1 Jp (bx c ) + c2 Yp (bx c ))


⇒ y = c1 J3/2 (4x ) + c2 Y3/2 (4x ) is the required solution.
Question 30
Prove that Jn+3 + Jn+5 = x2 (n + 4)jn+4 .

Solution:

Claim: xJn′ (x ) = nJn (x ) − xJn+1 (x ).


P∞ (−1)r x n+2r
Jn (x ) = r =0 r !Γ(n+r +1) ( 2 ) .
P∞ (−1)r x n+2r −1
Jn′ (x ) = r =0 r !Γ(n+r +1) (n + 2r ) 2n+2r .


(−1)r x n+2r
xJn′ (x ) =
X
(n + 2r ) n+2r
r =0
r !Γ(n + r + 1) 2
∞ ∞
X (−1)r x n+2r X (−1)r x n+2r
= n n+2r + (2r ) n+2r
r =0
r !Γ(n + r + 1) 2 r =0
r !Γ(n + r + 1) 2

(−1)r x
( )n+1+2(r −1)
X
= nJn (x ) + x
r =0
(r − 1)!Γ(n + 1 + r − 1 + 1) 2

= nJn (x ) − xJn+1 (x ). −→ (1)

Similarly, we can prove that, xJn′ (x ) = −nJn (x ) + xJn−1 (x ). −→


(2)

2n
(1) - (2) ⇒ Jn+1 (x ) + Jn−1 (x ) = x Jn (x ).

Putting n = n + 4, we get the required equation.


Question 31
Prove that Bessel equation and Legendre linear differential
equation are Strum-Liouville equations.
Proof:
Legendre equation: (1 − x 2 )y ′′ − 2xy ′ + v (v + 1)y = 0
=⇒ ((1 - x2 )y ′ )′ + v (v + 1)y = 0−→ (1)
d
Since dx (1 − x 2 ) = −2x
Equation (1) is of Strum-Liouville form.
Bessel equation : x 2 y ′′ + xy ′ + (x 2 − v 2 )y = 0
dividing by x gives:
v2
xy ′′ + y ′ + (x − x )y =0
v2
=⇒ (xy ′ )′ + (x − x )y = 0, which is of Strum-Liouville form.
Question 32(i)

Find the eigen values and eigen functions of teh following


Sturm-Liouville’s problem.
y ′′ + λy = 0, y (0) = 0, y (L) = 0
Solution
The characteristic polynomial from the diffential equation is

m2 + λ = 0 =⇒ m = ± −λ
Case I : λ > 0

=⇒ m = ± λi
The solution will be
√ √
y (x ) = c1 cos( λx ) + c2 sin( λx )

By applying the boundary conditions, we have

y (0) = 0 =⇒ c1 = 0


y (L) = 0 =⇒ c2 sin( λL) = 0

=⇒ sin( λL) = 0(since c2 = 0 gives trivial solution)
Eigen function corresponding to these eigen values are

nπx
yn (x ) = sin( ) n = 1, 2, 3, ...
L

Case II: λ = 0
Since m = 0 is a repeated root, the general solution will be

y (x ) = c1 + c2 x

y (0) = 0 =⇒ c1 = 0

y (L) = 0 =⇒ c2 = 0

For λ = 0, we have only the trivial solution. So λ = 0 cannot be


an eigen value.
Case III: λ < 0
The roots of the characteristic equation are,

m = ± −λ
The general solution of the differential equation in this case is
√ √
y (x ) = c1 cosh( −λ x ) + c2 sinh( −λ x )

y (0) = 0 =⇒ c1 = 0

y (L) = 0 =⇒ c2 sinh( −λL) = 0

Since λ < 0, λL ̸= 0


=⇒ sinh( −λL) ̸= 0

=⇒ c2 = 0

For λ < 0, we have only trivial solution, so the given differential


Question 32(ii)

Find eigenvalues and eigenfunctions of the following


Sturm-Liouville’s problems
y ′′ + λy = 0 y (0) = 0 y ′ (L) = 0
Solution
Case I
λ < 0 then λ = − µ2 whereµis real and non zero

∴ general solution

y (x ) =C0 e µx + C1 e −µx

y (0) =0 =⇒ C0 + C1 = 0

y ′ (L) =C0 µe µL − C1 µe −µL = 0

C0 µe µL + C0 µe −µL = 0

C0 µ(e µL + e −µL ) = 0

C0 = C1 = 0

∴ No negative eigen values


Solution

Case II
λ=0
∴ general solution

y (x ) =C1 + C2 x

y (0) =0 =⇒ C1 = 0

y ′ (L) =C2

C2 = 0

∴ No zero eigen value


Solution

Case III

λ > 0 ie λ = µ2

∴ general solution of ODE is

y (x ) =C1 cos µx + C2 sin µx

y (0) =0 =⇒ C1 = 0

y ′ (L) =0

y ′ (x ) =C2 µ cos µx

y ′ (L) =C2 µ cos µL = 0


Since

µ ̸= 0

C2 cos µL =0

cos µL =0

Let C2 ̸= 0

cos µL =0
2n − 1
µL = π
2
(2n − 1)π
µ= where n is a positive integer
2L
(2n − 1)2 π 2
∴ λn = is an eigen value
4L2
(2n − 1)π
and yn =c2 sin is the associated eigen function
2L
Question 32(iii)

Find eigenvalues and eigenfunctions of the following


Sturm-Liouville’s problems
y ′′ + λy = 0 y (0) = 0 y ( π2 ) = 0
Solution
Case I
λ < 0 then λ = − µ2 whereµis real and non zero

∴ general solution

y (x ) =C0 e µx + C1 e −µx

y (0) =0 =⇒ C0 + C1 = 0
π π π
y ( ) =C0 e µ 2 + C1 e −µ 2 = 0
2
π π
C0 e µ 2 − C0 e −µ 2 = 0
π π
C0 (e µ 2 − e −µ 2 ) = 0

C0 = C1 = 0

∴ No negative eigen values


Case II
λ=0
∴ general solution

y (x ) =C1 + C2 x

y (0) =0 =⇒ C1 = 0
π
y ( ) =0 =⇒ C2 = 0
2
C2 = 0

∴ No zero eigen value


Case III

λ > 0 ie λ = µ2

general solution of ODE is

y (x ) =C1 cos µx + C2 sin µx

y (0) =0 =⇒ C1 = 0
π
y ( ) =0 =⇒
2
π
=C2 µ sin µ = 0
2
π
C2 sin µ =0
2
π
sin µ = 0(C2 = 0givestrivial)
2
π
sin µ
=0
2
π
=⇒ µ = nπ
2
µ = 2n

∴ λn = 4n2 is an eigen value

and yn (x ) = c2 sin 2nx is the associated eigen function


Question 32(iv)

Find eigenvalues and eigenfunctions of the following


Sturm-Liouville’s problems
y ′′ + λy = 0 y (0) = 0 y (π) − y ′ (π) = 0
Solution
Case I

λ < 0 then λ = −µ2 where µ is real and n

∴ general solution

y (x ) = C0 e µx + C1 e −µx

y (0) = 0 =⇒ C0 + C1 = 0

y (π) − y ′ (π) = 0

=⇒ C0 e µπ + C1 e −µπ − µ[C0 e µπ − C1 e −µπ ] = 0

=⇒ C0 [(1 − µ)e µπ − (1 + µ)e −µπ ] = 0

=⇒ C0 = 0andC1 = 0, trivial solution.


Case II: λ = 0, yields a trivial solution.
Case III: λ > 0 i.e. λ = µ2
General solution is y (x ) = A cos µx + B sin µx
y (0) = 0 =⇒ A = 0
y (π) − y ′ (π) = 0
=⇒ B sin µπ − Bµ cos µπ = 0 =⇒ B(sin µπ − µ cos µπ) = 0
If B = 0, then trivial solution. So let, sin µπ − µ cos µπ = 0
=⇒ µ = tan µπ =⇒ µ − tan µπ = 0.
Let f (x ) = x − tan πx , then f ′ (x ) = 1 − π sec2 πx , a non-trivial
solution using Newton-Raphson formula and let it be λn .
Thus eigen functions are ϕn (x ) = B sin(λn x ).
32(v)

y ′′ + λy = 0, y (0) − y ′ (0) = 0, y (π) − y ′ (π) = 0


Solution I

Let λ ∈ R
Case 1: λ < 0 λ = −µ2
y ′′ + λy = 0 =⇒ y ” − µ2 y = 0
Auxillary equation: m2 − µ2 = 0
m = ±µ
General solution y (x ) = Ae µx + Be −µx
y (0) − y ′ (0) = 0 =⇒ A + B − (Aµ − Bµ)e = 0
y (π) − y ′ (π) = 0 =⇒ Ae µπ + Be −µπ − Aµe µπ − Bµe −µπ = 0
A(e µπ − µe −µπ ) + B(e −µπ + µe −µπ ) = 0
On solving we get A = 0, B=0
Solution II

=⇒ λ < 0 yields trivial solution.


Case 2: λ = 0
Yields the trivial solution.
Case 3: λ > 0 λ − µ2
y ′′ + λy = 0 =⇒ y ” − µ2 y = 0
Auxillary equation: m2 + µ2 = 0
m = iµ
General solution: y (x ) = Acosµx + Bsinµx
y ′ (x ) = −Aµsinµx + Bµcosµx
y (0) − y ′ (0) = 0 =⇒ A = Bµ
Solution III

y (π)−y ′ (π) = 0 =⇒ Acosµπ +Bsinµπ +Aµsinµπ −Bµcosµπ = 0


=⇒ B = 0 or µ2 + 1 = 0 or sinµπ = 0
B = 0 =⇒ trivial solution
µ2 + 1 = 0 =⇒ µ = ±i contradiction to λ ∈ R
=⇒ sinµπ = 0 =⇒ µ = nπ ∈ Z+
therefore λ = n2 π 2
and corresponding eigenfunctions are
Pn (x ) = B(cosnπx .nπ + sinnπx )

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