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ADVANCE MATHEMATICS

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 = ∑ c m x m +r m

(2) m=0 m=0 or

y=x r ( c0 +c 1 x+ c 2 x2 +c 3 x 3 +. .. )
c ≠0 .
where the exponent r may be real or complex number and is chosen so that 0
To solve for number (1) we write it in a more convenient form.
x2 y+ ital xa left (x right )y'+b left (x right )y=0} {¿.
We first expand a ( x ) and b ( x ) in power series,
a ( x )=a0 + a1 x +a2 x 2 + a3 x 3 +. . .
b ( x )=b 0 + b1 x+ b2 x 2 + b3 x 3 +. ..
Then we differentiate (2) term by term, finding
∞
y '= ∑ ( m+r ) c m x m +r−1 =x r−1 [ rc0 + ( r+1 ) c 1 x 1 +. .. ]
m=0

y=SumcSub{size8{m=0} cSup{size8{infinty} {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
x r [ r ( r −1 ) c 0 +. .. ]+ ( a0 +a1 x 1 +. . . ) xr ( rc 0 +. . . ) + ( b 0 + b1 x+ .. . ) x r ( c0 +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
c r
involving the unknown coefficient, m , the smallest power is x , and the corresponding equation is
[ r ( r −1 )+ a0 r + b0 ] c 0=0
c ≠0 , we obtain
since by assumption 0

(3) ( 0 ) r 2 + 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
( c 0 + c1 x+ c 2 x 2 + c3 x 3 +. .. )
y 2= x

The indicial equation has a double root ( 1

r =r 2=r )
Case 2. .
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∞
y 2 = y 1 ln x +x r ∑ A m 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 )
.
∞
y 2 = y 1 ln x +x 2 ∑ c m x
r m

m=1

EXAMPLES.

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

( )∑ c x
∞ ∞
5
x 2 ∑ ( m+r )( m+r −1 ) c m x m+r−2 + x 2 + m
m+r
=0
m=0 36 m=0
∞ ∞
5 ∞
∑ ( m+r ) ( m+r −1 ) c m x m+r + ∑ c m x m+r+2 + ∑ c x m+r =0
36 m=0 m
m=0 m +0

[ ]
∞ ∞
5
∑ ( m+r ) ( m+ r−1 ) +
36
c m x m+r + ∑ c m x m+r+2 =0
m=0 m +0
r
The smallest power is x and the corresponding equation is

[ r ( r−1 ) +
5
c =0
36 0 ]
5
r 2 −r + =0 ; c 0 ≠0
36

( )( )
r−
5
6
1
r − =0
6
5 1
∴ r= ,
6 6
5 1
r1= , r2=
6 6
5 1 4 2
r 2 −r 1 = − = =
6 6 6 3
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5
5
r 1 = , y 1 =x
6
6
( c 0 + c 1 x+ c2 x 2 + c 3 x 3 +. .. )
a) For

[( )( ]
5 5 +2

)
∞ m+ ∞ m+
5 5 5
∴∑ m+ m+ −1 + c m x 6 + ∑ cm x 6
=0
m=0 6 6 36 m=0

m+ 5 m + 17
∑ m (m+ )c
∞ ∞
2
m x 6
+ ∑ cm x 6
=0
m=0 3 m=0

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

5
x 6
( 23 ) c =0; c ≠0
: 0 0+ 0 0

11
: 1 (1+ ) c =0 ; c =0
6 2
x 1 1
3
17
: 2 ( 2+ ) c + c =0 ; c =−
6 2 3
x 2 c 0 2 0
3 16
23
: 3 ( 3+ ) c +c =0 ; c =0
6 2
x 3 1 3
3
29
: 4 ( 4+ ) c + c =0
6 2
x 4 2
3

c 4 =−
3
56
c 2=−
3
−
56 16
3
c0 =
9
c
896 0 ( )
35
x 6
( 23 ) c +c =0 ; c =0 ; c =0
: 5 5+ 5 3 5 2n+1

41
: 6 ( 6+ ) c +c =0 ; c =− ( c )=−
6 2 1 9 9
x 6 4 c 6 0 0
3 40 896 35840
5
∴ y 1= x 6
( c 0 + c1 x +c 2 x 2 + c3 x 3 +.. . )
5
=x ( c −163 c x +8969 c x − 35840
6
0
9
c x +. .. )
0
2
0
4
0
2

5
y =c x ( 1− x + x +. .. )
3 9 6 9 2 4 6
1 0 x −
16 896 35840
or

where c0 is an arbitrary constant.

1
1
r2=
6
y =x 6
( c 0 + c1 x +c 2 x 2 +. .. )
b) For
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[( )( ]
1 1 +2

)
∞ m+ ∞ m+
1 1 5
∴∑ m+ m+ −1 + c m x 6+ ∑ cm x 6
=0
m=0 6 6 36 m=0
1 m + 13
( )
∞ m+ ∞
2
∑ m m− 3 c m x 6
∑ cm x 6
=0
m=0 m=0

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

1
x 6
( 23 ) c =0 ; c ≠0
: 0 0− 0 0

7
: 1 ( 1− ) c =0 ; c =0
6 2
x 1 1
3
13
: 2 ( 2− ) c +c =0
6 2
x 2 0
3
3
c 2 =− c 0
8
19
x 6
(
: 3 3−
2
)
c + c =0
3 3 1
c 3 =0
25
x 6
(
: 4 4−
2
)
c + c =0
3 4 2

c 4 =−
3
40
3
− c0 =
8 ( 9
c
320 0 )
31
x 6
( 23 ) c +c =0 ; c =0 ; c
: 5 5− 5 3 5 2n+1 =0

37
: 6 ( 6− ) c +c =0
6 2
x 6 4
3

c 6 =−
1
−
9
32 320 (
c 0 =−
9
c
10240 0 )
1
∴ y=x 6
( c +c x− 38 c x +c x +3209 c x −10240
0 1 0
9
c x +. .. )
2
3
3
0
4
0
6

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

2.
∞ ∞
y=x r
∑ 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
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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.
∞ ∞ ∞
( x 2 −x ) ∑ ( m+r ) ( m+r−1 ) c m x m +r−2 +( 3 x−1 ) ∑ ( m+r ) c m x m +r−1 + ∑ cm x m+r =0
m =0 m=0 m=0
∞ ∞ ∞
∑ ( m+r ) ( m+r−1 ) c m ( x m +r −x m+r−1) + ∑ ( m+r ) c m ( 3 x m+r −x m +r−1 ) + ∑ 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:
2 2
r c0 =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
∞ ∞
∴ ∑ ( m+1 ) c m x − ∑ m2 c m x m−1 =0
2 m

m=0 m=0

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

x−1 : ( 0 ) c 0 =0 ; c 0 ≠0
x 0 : ( 0+1 )2 c 0−c1 =0 ; c 1 =c 0
x 1 : ( 1+1 )2 c 1−22 c 2=0; c2 =c 1 =c 0
x 2 : ( 2+1 )2 c 2 −32 c 3 =0 ; c 3 =c 2=c 1=c 0
∴ c m=c 0
y 1 =c 0 + c1 x +c 2 x 2 + c3 x 3 +c 4 x 4 +. . .
=c 0 + c0 x+ c0 x2 +c 0 x 3 + c0 x 4 +. ..
=c 0 ( 1+ x + x 2 + x 3 + x 4 .. . )
c0
y 1=
1−x
, where c0 is an arbitrary constant.
∞
r =0 ; y 2= y 1 ln x +x 0
∑ Am x m
b) For m=0
1
c 0 =1 ∧ y 1 =
let 1−x
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∞
ln x
∴ y 2= + ∑ 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 '= + + ∑ mA m x m−1
x ( 1−x ) ( 1− x ) m =1
2

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.

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

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