Frobenius Method in Differential Equations
Frobenius Method in Differential Equations
Lecture #2
Frobenius Method
❑ Power series solution around singular point (Frobenius Method)
Solution Scheme
(1) Let the solution to be in the form
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝒏=𝟎 𝝀 is a constant
(2) Change all 𝒙’s in each series to the form 𝒙𝒏+𝝀 , and make all series start
from the same number σ𝒏=
𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 𝝀𝟏 > 𝝀𝟐
o To get 𝑦1 :
Substitute 𝜆 = 𝜆1 𝒚𝟏 = 𝒙𝝀𝟏 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
o To get 𝑦2 :
Substitute 𝜆 = 𝜆2
Check the coeffecients 𝑎𝑛 , Substitute 𝜆 = 𝜆2
𝒚𝟐 = 𝒙𝝀𝟐 [𝒂𝟎 + 𝒂𝟏 𝒙 𝝏𝒚
𝒚𝟐 = ቚ
+ 𝒂𝟐 𝒙𝟐 + … ] 𝝏𝝀 𝝀=𝝀𝟏 =𝝀𝟐
𝑎𝑛 ≠ ∞ At least, One coeff. 𝑎𝑛 = ∞
𝝏
𝒚𝟐 = 𝝀 − 𝝀𝟐 𝒚 ቚ
𝝏𝝀 𝝀=𝝀𝟐
❑ Power series solution around singular point (Frobenius Method)
Ex#1 Find the general solution for the following d.e. around 𝑥0 = 0
𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 4/9 𝑦 = 0
Frobenius Method
❑ Power series solution around singular point (Frobenius Method)
Ex#1 (cont.) o Substitute in the d.e. with 𝑦, 𝑦′, and 𝑦′′ where:
𝒏=∞ 𝒏=∞ 𝒏=∞
𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 4/9 𝑦 = 0
𝑛=∞ 𝑛=∞
𝑥 2 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆−2 + 𝑥 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆−1 +
𝑛=0 𝑛=0
𝑛=∞
𝑥 2 − 4/9 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝑛=0
𝑛=∞ 𝑛=∞
𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝑛=0 𝑛=0
𝑛=∞ 𝑛=∞
𝑛=∞ 𝑛=∞
𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝑛=0 𝑛=0
𝑛=∞ 𝑛=∞
𝒏→𝒏−𝟐
𝑛=∞ 𝑛=∞
𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝑛=0 𝑛=0
𝑛=∞ 𝑛=∞
𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝑛=0 𝑛=0
𝑛=∞ 𝑛=∞
𝜆 𝜆 − 1 𝑎0 𝑥 𝜆 + 𝜆 + 1 𝜆 𝑎1 𝑥 𝜆+1 + 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 +
𝒏=𝟐
𝑛=∞
𝜆 𝑎0 𝑥 𝜆 + 𝜆 + 1 𝑎1 𝑥 𝜆+1 + 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝒏=𝟐
𝑛=∞ 𝑛=∞
𝜆 𝜆 − 1 𝑎0 𝑥 𝜆 + 𝜆 + 1 𝜆 𝑎1 𝑥 𝜆+1 + 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 +
𝒏=𝟐
𝑛=∞
𝜆 𝑎0 𝑥 𝜆 + 𝜆 + 1 𝑎1 𝑥 𝜆+1 + 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝒏=𝟐
𝑛=∞ 𝑛=∞
𝒙𝝀 : 𝜆 𝜆 − 1 𝑎0 + 𝜆 𝑎0 − 4/9𝑎0 = 0
𝑎0 𝜆2 − 𝜆 + 𝜆 − 4/9 = 0 with the assumption 𝜆2 − 4Τ9 = 0
𝒂𝟎 ≠ 𝟎
𝜆 𝜆 − 1 𝑎0 𝑥 𝜆 + 𝜆 + 1 𝜆 𝑎1 𝑥 𝜆+1 + 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 +
𝒏=𝟐
𝑛=∞
𝜆 𝑎0 𝑥 𝜆 + 𝜆 + 1 𝑎1 𝑥 𝜆+1 + 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝒏=𝟐
𝑛=∞ 𝑛=∞
𝒙𝝀+𝟏 : 𝜆 + 1 𝜆 𝑎1 + 𝜆 + 1 𝑎1 − 4/9𝑎1 = 0
𝑎1 𝜆2 + 𝜆 + 𝜆 + 1 − 4/9 = 0 𝑎1 = 0
❑ Power series solution around singular point (Frobenius Method)
Ex#1 (cont.)
𝑛=∞
𝜆 𝜆 − 1 𝑎0 𝑥 𝜆 + 𝜆 + 1 𝜆 𝑎1 𝑥 𝜆+1 + 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 +
𝒏=𝟐
𝑛=∞
𝜆 𝑎0 𝑥 𝜆 + 𝜆 + 1 𝑎1 𝑥 𝜆+1 + 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝒏=𝟐
𝑛=∞ 𝑛=∞
𝑎𝑛−2
𝑎𝑛 = − 𝑛 = 2, 3, … (Recurrence Relation)
𝑛 + 𝜆 2 − 4/9
𝑎0
𝑛=2 𝑎2 = −
2 + 𝜆 2 − 4/9
𝑎1
𝑛=3 𝑎3 = − =0
3 + 𝜆 2 − 4Τ9
….. 𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + 𝒂𝟑 𝒙𝟑 + …
𝒏=𝟎 Write 𝑦 in
= 𝒙𝝀 𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂 𝟐 𝒙𝟐 + 𝒂𝟑 𝒙𝟑 + … terms of 𝑥
and 𝜆
𝟏
= 𝒙𝝀 𝒂 𝟎 𝟏− 𝟐
𝒙𝟐 + …
𝟐+𝝀 − 𝟒Τ𝟗
❑ Power series solution around singular point (Frobenius Method)
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝒏=𝟎
𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 𝝀𝟏 > 𝝀𝟐
Substitute 𝜆 = 𝜆2
Check the coeffecients 𝑎𝑛 , Substitute 𝜆 = 𝜆2
𝒚𝟐 = 𝒙𝝀𝟐 [𝒂𝟎 + 𝒂𝟏 𝒙 𝝏𝒚
𝒚𝟐 = ቚ
+ 𝒂𝟐 𝒙𝟐 + … ] 𝝏𝝀 𝝀=𝝀𝟏 =𝝀𝟐
𝑎𝑛 ≠ ∞ At least, One coeff. 𝑎𝑛 = ∞
𝝏
𝒚𝟐 = 𝝀 − 𝝀𝟐 𝒚 ቚ
𝝏𝝀 𝝀=𝝀𝟐
❑ Power series solution around singular point (Frobenius Method)
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝒏=𝟎
𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 𝝀𝟏 > 𝝀𝟐
Substitute 𝜆 = 𝜆2
Check the coeffecients 𝑎𝑛 , Substitute 𝜆 = 𝜆2
𝒚𝟐 = 𝒙𝝀𝟐 [𝒂𝟎 + 𝒂𝟏 𝒙 𝝏𝒚
𝒚𝟐 = ቚ
+ 𝒂𝟐 𝒙𝟐 + … ] 𝝏𝝀 𝝀=𝝀𝟏 =𝝀𝟐
𝑎𝑛 ≠ ∞ At least, One coeff. 𝑎𝑛 = ∞
𝝏
𝒚𝟐 = 𝝀 − 𝝀𝟐 𝒚 ቚ
𝝏𝝀 𝝀=𝝀𝟐
❑ Power series solution around singular point (Frobenius Method)
Ex#1 (cont.) 𝒏=∞
𝟏
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 𝒂 𝟎 𝟏− 𝟐
𝒙𝟐 + …
𝟐+𝝀 − 𝟒Τ𝟗
𝒏=𝟎
𝑦1 is obtained as
1
𝑦1 = 𝑥 2Τ3 𝑎0 1 − 2
𝑥2 + …
𝜆1 = 2Τ3 2 + 2/3 − 4Τ9
𝑦2 is obtained as
1
𝜆2 = − 2Τ3 𝑦2 = 𝑥 −2Τ3 𝑎0 1− 𝑥 2+ …
2 − 2/3 2 − 4Τ9
Substitute
𝜆 = 𝜆2
𝒚𝟐 = 𝒙−𝟐Τ𝟑 𝒂𝟎 𝟏 − 𝟑/𝟒 𝒙𝟐 + …
Frobenius Method
❑ Power series solution around singular point (Frobenius Method)
Ex#2 (cont.) o Substitute in the d.e. with 𝑦, 𝑦′, and 𝑦′′ where:
𝒏=∞ 𝒏=∞ 𝒏=∞
𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + (1 + 𝑥)𝑦 = 0
𝑛=∞ 𝑛=∞
𝑥 2 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆−2 − 𝑥 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆−1 +
𝑛=0 𝑛=0
𝑛=∞
1 + 𝑥 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝑛=0
𝑛=∞ 𝑛=∞
𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 − 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝑛=0 𝑛=0
𝑛=∞ 𝑛=∞
𝑎𝑛 𝑥 𝑛+𝜆 + 𝑎𝑛 𝑥 𝑛+𝜆+1 = 0
𝑛=0 𝑛=0
❑ Power series solution around singular point (Frobenius Method)
Ex#2 (cont.) o Change all 𝒙’s in each series to the form 𝒙𝒏+𝝀 (Index shift)
𝑎𝑛 𝑥 𝑛+𝜆+1 = 0
𝑛=0
𝒏→𝒏−𝟏
𝑎𝑛−1 𝑥 𝑛+𝜆 = 0
𝑛=1
❑ Power series solution around singular point (Frobenius Method)
Ex#2 (cont.) o Make all series start from 𝒏 = 𝟏
𝑛=∞
𝜆 𝜆 − 1 𝑎0 𝑥 𝜆 + 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆
𝒏=𝟏
𝑛=∞ 𝑛=∞
− 𝜆 𝑎0 𝑥 𝜆 + 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 + 𝑎0 𝑥 𝜆 + 𝑎𝑛 𝑥 𝑛+𝜆 +
𝒏=𝟏 𝒏=𝟏
𝑛=∞
𝑎𝑛−1 𝑥 𝑛+𝜆 = 0
𝒏=𝟏
𝜆1 = 1, 𝜆2 = 1
𝒙𝝀+𝒏 : 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 − 𝑛 + 𝜆 𝑎𝑛 + 𝑎𝑛 + 𝑎𝑛−1 = 0
❑ Power series solution around singular point (Frobenius Method)
Ex#2 (cont.)
𝒙𝝀+𝒏 : 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 − 𝑛 + 𝜆 𝑎𝑛 + 𝑎𝑛 + 𝑎𝑛−1 = 0
To R.H.S.
𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 − 𝑛 + 𝜆 𝑎𝑛 + 𝑎𝑛 = −𝑎𝑛−1
Common Factors
𝑛 + 𝜆 𝑎𝑛 𝑛 + 𝜆 − 1 − 1 + 𝑎𝑛 = −𝑎𝑛−1
𝑛 + 𝜆 𝑎𝑛 𝑛 + 𝜆 − 2 + 𝑎𝑛 = −𝑎𝑛−1
𝑛 + 𝜆 𝑎𝑛 𝑛 + 𝜆 − 2 + 𝑎𝑛 = −𝑎𝑛−1
Common Factor
𝑎𝑛 𝑛+𝜆 𝑛 + 𝜆 − 2 + 1 = −𝑎𝑛−1
❑ Power series solution around singular point (Frobenius Method)
Ex#2 (cont.) 𝑎𝑛−1 𝑛 = 1,2, 3, …
𝑎𝑛 = −
𝑛+𝜆 𝑛+𝜆−2 +1
(Recurrence Relation)
𝑎0 𝑎0 −𝑎0
𝑛=1 𝑎1 = − =− 2 = 2
𝜆+1 𝜆−1 +1 𝜆 −1+1 𝜆
𝑎1 𝑎1 −𝑎1 𝑎0
𝑛=2 𝑎2 = − =− 2 = =
𝜆+2 𝜆 +1 𝜆 + 2𝜆 + 1 𝜆 + 1 2 𝜆2 𝜆 + 1 2
…..
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + 𝒂𝟑 𝒙𝟑 + …
𝒏=𝟎
𝒂𝟎 𝒂𝟎 Write 𝑦 in
= 𝒙𝝀 𝒂𝟎 − 𝟐 𝒙 + 𝟐 𝒙 𝟐+ …
terms of 𝑥
𝝀 𝝀 𝝀+𝟏 𝟐
𝟏 𝟏 and 𝜆
𝝀 𝟐+ …
= 𝒙 𝒂𝟎 𝟏 − 𝟐 𝒙 + 𝟐 𝒙
𝝀 𝝀 𝝀+𝟏 𝟐
❑ Power series solution around singular point (Frobenius Method)
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝒏=𝟎
𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 𝝀𝟏 > 𝝀𝟐
o To get 𝑦1 : 𝜆1 = 1, 𝜆2 = 1
Substitute 𝜆 = 𝜆1 𝒚𝟏 = 𝒙𝝀𝟏 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
o To get 𝑦2 :
Substitute 𝜆 = 𝜆2
Check the coeffecients 𝑎𝑛 , Substitute 𝜆 = 𝜆2
𝒚𝟐 = 𝒙𝝀𝟐 [𝒂𝟎 + 𝒂𝟏 𝒙 𝝏𝒚
𝒚𝟐 = ቚ
+ 𝒂𝟐 𝒙𝟐 + … ] 𝝏𝝀 𝝀=𝝀𝟏 =𝝀𝟐
𝑎𝑛 ≠ ∞ At least, One coeff. 𝑎𝑛 = ∞
𝝏
𝒚𝟐 = 𝝀 − 𝝀𝟐 𝒚 ቚ
𝝏𝝀 𝝀=𝝀𝟐
❑ Power series solution around singular point (Frobenius Method)
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝒏=𝟎
𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 𝝀𝟏 > 𝝀𝟐
o To get 𝑦1 : 𝜆1 = 1, 𝜆2 = 1
Substitute 𝜆 = 𝜆1 𝒚𝟏 = 𝒙𝝀𝟏 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
o To get 𝑦2 :
Substitute 𝜆 = 𝜆2
Check the coeffecients 𝑎𝑛 , Substitute 𝜆 = 𝜆2
𝒚𝟐 = 𝒙𝝀𝟐 [𝒂𝟎 + 𝒂𝟏 𝒙 𝝏𝒚
𝒚𝟐 = ቚ
+ 𝒂𝟐 𝒙𝟐 + … ] 𝝏𝝀 𝝀=𝝀𝟏 =𝝀𝟐
𝑎𝑛 ≠ ∞ At least, One coeff. 𝑎𝑛 = ∞
𝝏
𝒚𝟐 = 𝝀 − 𝝀𝟐 𝒚 ቚ
𝝏𝝀 𝝀=𝝀𝟐
❑ Power series solution around singular point (Frobenius Method)
Ex#2 (cont.) 𝒏=∞
𝟏 𝟏
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 𝒂 𝟎 𝟏− 𝟐𝒙+ 𝟐 𝟐
𝒙 𝟐+ …
𝝀 𝝀 𝝀+𝟏
𝒏=𝟎
𝑦1 is obtained as
1 2
𝑦1 = 𝑥 1 𝑎0 1 − 𝑥 + 𝑥 + …
𝜆1 = 1 4
Substitute 𝟏 𝟐
𝒚𝟏 = 𝒙 𝒂𝟎 𝟏−𝒙+ 𝒙 + …
𝜆 = 𝜆1 𝟒
𝑦2 is obtained as
𝝏𝒚
𝜆2 = 1 𝒚𝟐 = ቚ
𝝏𝝀 𝝀=𝝀𝟏 =𝝀𝟐
Differentiate with
𝝏 𝟏 𝟏
respect to 𝜆 then 𝒚𝟐 = 𝝀
(𝒙 𝒂𝟎 𝟏 − 𝟐 𝒙 + 𝟐 𝟐
𝟐𝒙
+ … )ቚ
substitute 𝜆 = 𝜆2 𝝏𝝀 𝝀 𝝀 𝝀+𝟏 𝝀=𝝀𝟏 =𝝀𝟐
𝟐 𝟐 𝟐 𝟏 𝟐
𝒚𝟐 = 𝒙𝟏 𝒂𝟎 𝟏
𝟎 + 𝟐𝒙 − − 𝒙 + … + 𝒙 ln 𝒙 𝒂𝟎 𝟏 − 𝒙 + 𝒙 + …
𝟖 𝟒 𝟒
𝟏 𝟏
𝒚𝟐 = 𝒙 𝒂𝟎 𝟐𝒙 + 𝒙𝟐 + … + 𝒙 ln 𝒙 𝒂𝟎 𝟏 − 𝒙 + 𝒙𝟐 + …
𝟒 𝟒
Frobenius Method
❑ Power series solution around singular point (Frobenius Method)
Ex#3 (cont.) o Substitute in the d.e. with 𝑦, 𝑦′, and 𝑦′′ where:
𝒏=∞ 𝒏=∞ 𝒏=∞
𝑥 2 𝑦 ′′ + (𝑥 2 − 2𝑥)𝑦 ′ + 2𝑦 = 0
𝑛=∞ 𝑛=∞
2 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝑛=0
+2 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝑛=0
❑ Power series solution around singular point (Frobenius Method)
Ex#3 (cont.) o Change all 𝒙’s in each series to the form 𝒙𝒏+𝝀 (Index shift)
𝒏→𝒏−𝟏
𝑛=∞ 𝑛=∞ 𝑛=∞
𝑛=∞
+2 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝑛=0
𝑛=∞ 𝑛=∞ 𝑛=∞
𝑛=∞
+2 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝑛=0
❑ Power series solution around singular point (Frobenius Method)
Ex#3 (cont.) o Make all series start from 𝒏 = 𝟏
𝑛=∞
𝜆 𝜆 − 1 𝑎0 𝑥 𝜆 + 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 +
𝒏=𝟏
𝑛=∞ 𝑛=∞
𝑛=∞
2 𝑎0 𝑥 𝜆 + 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝒏=𝟏
𝜆1 = 2, 𝜆2 = 1
To R.H.S.
𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 − 2 𝑛 + 𝜆 𝑎𝑛 + 2𝑎𝑛 = − 𝑛 + 𝜆 − 1 𝑎𝑛−1
𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 − 2 𝑛 + 𝜆 𝑎𝑛 + 2𝑎𝑛 = − 𝑛 + 𝜆 − 1 𝑎𝑛−1
Common Factors
𝑛 + 𝜆 𝑎𝑛 𝑛 + 𝜆 − 1 − 2 + 2𝑎𝑛 = − 𝑛 + 𝜆 − 1 𝑎𝑛−1
𝑛 + 𝜆 𝑎𝑛 𝑛 + 𝜆 − 3 + 2𝑎𝑛 = − 𝑛 + 𝜆 − 1 𝑎𝑛−1
𝑛 + 𝜆 𝑎𝑛 𝑛 + 𝜆 − 3 + 2𝑎𝑛 = − 𝑛 + 𝜆 − 1 𝑎𝑛−1
Common Factor
❑ Power series solution around singular point (Frobenius Method)
Ex#3 (cont.) 𝑎𝑛 𝑛 + 𝜆 𝑛 + 𝜆 − 3 + 2 = − 𝑛 + 𝜆 − 1 𝑎𝑛−1
𝑛 + 𝜆 − 1 𝑎𝑛−1 𝑛 = 1,2, 3, …
𝑎𝑛 = −
𝑛+𝜆 𝑛+𝜆−3 +2 (Recurrence Relation)
−𝜆𝑎0 −𝜆𝑎0 −𝑎0
𝑛=1 𝑎1 = = =
𝜆 + 1 𝜆 − 2 + 2 𝜆2 − 𝜆 − 2 + 2 𝜆 − 1
− 𝜆 + 1 𝑎1 − 𝜆 + 1 𝑎1 −𝑎1 𝑎0
𝑛=2 𝑎2 = = = =
𝜆 + 2 𝜆 − 1 + 2 𝜆2 + 𝜆 − 2 + 2 𝜆 𝜆(𝜆 − 1)
…..
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + 𝒂𝟑 𝒙𝟑 + … Write 𝑦 in
𝒏=𝟎 terms of 𝑥
𝝀
𝒂𝟎 𝒂𝟎
= 𝒙 𝒂𝟎 − 𝒙+ 𝒙𝟐 + … and 𝜆
𝝀−𝟏 𝝀(𝝀 − 𝟏)
𝝀
𝟏 𝟏
= 𝒙 𝒂𝟎 𝟏 − 𝒙+ 𝒙𝟐 + …
𝝀−𝟏 𝝀(𝝀 − 𝟏)
❑ Power series solution around singular point (Frobenius Method)
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝒏=𝟎
𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 𝝀𝟏 > 𝝀𝟐
o To get 𝑦1 :
Substitute 𝜆 = 𝜆1 𝒚𝟏 = 𝒙𝝀𝟏 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
o To get 𝑦2 :
Substitute 𝜆 = 𝜆2
Check the coeffecients 𝑎𝑛 , Substitute 𝜆 = 𝜆2
𝒚𝟐 = 𝒙𝝀𝟐 [𝒂𝟎 + 𝒂𝟏 𝒙 𝝏𝒚
𝒚𝟐 = ቚ
+ 𝒂𝟐 𝒙𝟐 + … ] 𝝏𝝀 𝝀=𝝀𝟏 =𝝀𝟐
𝑎𝑛 ≠ ∞ At least, One coeff. 𝑎𝑛 = ∞
𝝏
𝒚𝟐 = 𝝀 − 𝝀𝟐 𝒚 ቚ
𝝏𝝀 𝝀=𝝀𝟐
❑ Power series solution around singular point (Frobenius Method)
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝒏=𝟎
𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 𝝀𝟏 > 𝝀𝟐
o To get 𝑦1 : 𝜆1 = 2, 𝜆2 = 1
Substitute 𝜆 = 𝜆1 𝒚𝟏 = 𝒙𝝀𝟏 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝜆1 − 𝜆2 = 1
o To get 𝑦2 :
Substitute 𝜆 = 𝜆2
Check the coeffecients 𝑎𝑛 , Substitute 𝜆 = 𝜆2
𝒚𝟐 = 𝒙𝝀𝟐 [𝒂𝟎 + 𝒂𝟏 𝒙 𝝏𝒚
𝒚𝟐 = ቚ
+ 𝒂𝟐 𝒙𝟐 + … ] 𝝏𝝀 𝝀=𝝀𝟏 =𝝀𝟐
𝑎𝑛 ≠ ∞ At least, One coeff. 𝑎𝑛 = ∞
𝝏
𝒚𝟐 = 𝝀 − 𝝀𝟐 𝒚 ቚ
𝝏𝝀 𝝀=𝝀𝟐
❑ Power series solution around singular point (Frobenius Method)
Ex#3 (cont.) 𝒏=∞
𝟏 𝟏
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 𝒂 𝟎 𝟏− 𝒙+ 𝒙𝟐 + …
𝝀−𝟏 𝝀(𝝀 − 𝟏)
𝒏=𝟎
𝒚𝟏 is obtained as
2
1 2
𝑦1 = 𝑥 𝑎0 1−𝑥+ 𝑥 − …
𝜆1 = 2 2
Substitute 𝟏 𝟐
𝜆 = 𝜆1 = 2 𝒚𝟏 = 𝒙𝟐 𝒂𝟎 𝟏−𝒙+ 𝒙 − …
𝟐
❑ Power series solution around singular point (Frobenius Method)
Ex#3 (cont.) 𝒚𝟐 is obtained as
Since 𝜆1 − 𝜆2 = 1 = 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟, so we need to check the
coefficients 𝑎𝑛 from the recurrence relation
𝑛 = 1,2, 3, …
𝑛 + 𝜆 − 1 𝑎𝑛−1
𝑎𝑛 =−
𝑛+𝜆 𝑛+𝜆−3 +2
Substitute 𝜆 = 𝜆2 = 1 𝑛 + 1 − 1 𝑎𝑛−1
𝑎𝑛 = −
𝑛+1 𝑛+1−3 +2
−𝑛 𝑎𝑛−1
𝑎𝑛 =
𝑛+1 𝑛−2 +2
−𝑛 𝑎𝑛−1
𝑎𝑛 = 2
𝑛 −𝑛−2+2
− 𝑎𝑛−1
𝑎𝑛 = 𝑛 = 1,2, 3, …
𝑛−1
− 𝑎0
𝑛=1 𝑎1 = =∞
0
❑ Power series solution around singular point (Frobenius Method)
Ex#3 (cont.)
Here, we obtained one of the coefficients, 𝑎1 , equals to ∞.
Accordingly, the second solution 𝑦2 will be obtained as
❑ Power series solution around singular point (Frobenius Method)
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝒏=𝟎
𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 𝝀𝟏 > 𝝀𝟐
o To get 𝑦1 : 𝜆1 = 2, 𝜆2 = 1
Substitute 𝜆 = 𝜆1 𝒚𝟏 = 𝒙𝝀𝟏 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝜆1 − 𝜆2 = 1
o To get 𝑦2 :
Substitute 𝜆 = 𝜆2
Check the coeffecients 𝑎𝑛 , Substitute 𝜆 = 𝜆2
𝒚𝟐 = 𝒙𝝀𝟐 [𝒂𝟎 + 𝒂𝟏 𝒙 𝝏𝒚
𝒚𝟐 = ቚ
+ 𝒂𝟐 𝒙𝟐 + … ] 𝝏𝝀 𝝀=𝝀𝟏 =𝝀𝟐
𝑎𝑛 ≠ ∞ At least, One coeff. 𝑎𝑛 = ∞
𝝏
𝒚𝟐 = 𝝀 − 𝝀𝟐 𝒚 ቚ
𝝏𝝀 𝝀=𝝀𝟐
❑ Power series solution around singular point (Frobenius Method)
Ex#3 (cont.)
Here, we obtained one of the coefficients, 𝑎1 , equals to ∞.
Accordingly, the second solution 𝑦2 will be obtained as
𝟏 𝟏
𝒚 = 𝒙𝝀 𝒂 𝟎 𝟏 − 𝒙+ 𝒙𝟐 + …
𝝀−𝟏 𝝀(𝝀 − 𝟏)
𝝏
𝒚𝟐 = 𝝀 − 𝝀𝟐 𝒚 ቚ
𝝏𝝀 𝝀=𝝀𝟐
𝝏 𝝀
𝟏 𝟏
𝒚𝟐 = 𝝀 − 𝝀𝟐 𝒙 𝒂𝟎 𝟏− 𝒙+ 𝒙𝟐 + … ቚ
𝝏𝝀 𝝀−𝟏 𝝀(𝝀 − 𝟏) 𝝀=𝝀𝟐 =𝟏
𝝀𝟐 = 𝟏
𝝏 𝟏 𝟏
𝒚𝟐 = 𝝀−𝟏 𝒙𝝀 𝒂𝟎 𝟏− 𝒙+ 𝒙𝟐 + … ቚ
𝝏𝝀 𝝀−𝟏 𝝀(𝝀 − 𝟏) 𝝀=𝝀𝟐 =𝟏
❑ Power series solution around singular point (Frobenius Method)
Ex#3 (cont.)
𝝏 𝟏 𝟏
𝒚𝟐 = 𝝀−𝟏 𝒙𝝀 𝒂𝟎 𝟏− 𝒙+ 𝒙𝟐 + … ቚ
𝝏𝝀 𝝀−𝟏 𝝀(𝝀 − 𝟏) 𝝀=𝝀𝟐 =𝟏
Remember
𝝏 𝝀
𝟏 𝟐
𝒚𝟐 = 𝒙 𝒂𝟎 𝝀 − 𝟏 − 𝒙 + 𝒙 + … ቚ
𝝏𝝀 𝝀 𝝀=𝝀𝟐 =𝟏 Differentiation of 𝑎𝑢
𝑎𝑢 𝑎𝑢 𝑢′ ln 𝑎
Differentiate with respect to 𝜆 (two multiplied functions) 𝝏 𝝀
𝒙 = 𝒙𝝀 𝟏 ln 𝒙
𝝏𝝀
𝟏 𝟏
𝒚𝟐 = 𝒙𝝀 𝟏 𝐥𝐧 𝒙 𝒂𝟎 𝝀 − 𝟏 − 𝒙 + 𝒙𝟐 + … + 𝒙𝝀 𝒂𝟎 𝟏 − 𝟐 𝒙𝟐 + … ቚ
𝝀 𝝀 𝝀=𝝀𝟐 =𝟏
Substitute 𝜆 = 𝜆2 = 1
𝒚𝟐 = 𝒙 𝐥𝐧 𝒙 𝒂𝟎 𝟎 − 𝒙 + 𝒙𝟐 + … + 𝒙 𝒂𝟎 𝟏 − 𝒙𝟐 + …
❑ Power series solution around singular point (Frobenius Method)
Ex#3 (cont.)
𝒚𝟐 = 𝒙 𝐥𝐧 𝒙 𝒂𝟎 𝟎 − 𝒙 + 𝒙𝟐 + … + 𝒙 𝒂𝟎 𝟏 − 𝒙𝟐 + …
Frobenius Method
❑ Power series solution around singular point (Frobenius Method)
Ex#4 (cont.) o Substitute in the d.e. with 𝑦, 𝑦′, and 𝑦′′ where:
𝒏=∞ 𝒏=∞ 𝒏=∞
𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 1/4 𝑦 = 0
𝑛=∞ 𝑛=∞
𝑥 2 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆−2 + 𝑥 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆−1 +
𝑛=0 𝑛=0
𝑛=∞
𝑥 2 − 1/4 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝑛=0
𝑛=∞
𝜆 𝜆 − 1 𝑎0 𝑥 𝜆 + 𝜆 𝜆 + 1 𝑎1 𝑥 𝜆+1 + 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆
𝒏=𝟐
𝑛=∞ 𝑛=∞
1
𝑛 + 𝜆 𝑎𝑛 𝑛 + 𝜆 − 1 + 1 − 𝑎𝑛 = −𝑎𝑛−2
4
2
1
𝑛+𝜆 𝑎𝑛 − 𝑎𝑛 = −𝑎𝑛−2
4
𝑎𝑛−2
𝑎𝑛 = − 𝑛 = 2, 3, …
1
𝑛+𝜆 2−
4
𝑎0
𝑛=2 𝑎2 = −
2 1
𝜆+2 −
4
𝑎1
𝑛=3 𝑎3 = − =0
1
𝜆+1 2−
4
…..
❑ Power series solution around singular point (Frobenius Method)
Ex#4 (cont.) Write 𝑦 in terms of 𝑥 and 𝜆
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + 𝒂𝟑 𝒙𝟑 + …
𝒏=𝟎
𝒂𝟎
= 𝒙𝝀 𝒂𝟎 − 𝒙𝟐 + …
𝟐 𝟏
𝝀+𝟐 −𝟒
𝟏
= 𝒙𝝀 𝒂 𝟎 𝟏− 𝟏
𝒙 𝟐+ …
𝝀+𝟐 𝟐 −
𝟒
❑ Power series solution around singular point (Frobenius Method)
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝒏=𝟎
𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 𝝀𝟏 > 𝝀𝟐
1 1
o To get 𝑦1 : 𝜆1 = , 𝜆2 = −
Substitute 𝜆 = 𝜆1 𝒚𝟏 = 𝒙𝝀𝟏 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ] 2 2
𝜆1 − 𝜆2 = 1
o To get 𝑦2 :
Substitute 𝜆 = 𝜆2
Check the coeffecients 𝑎𝑛 , Substitute 𝜆 = 𝜆2
𝒚𝟐 = 𝒙𝝀𝟐 [𝒂𝟎 + 𝒂𝟏 𝒙 𝝏𝒚
𝒚𝟐 = ቚ
+ 𝒂𝟐 𝒙𝟐 + … ] 𝝏𝝀 𝝀=𝝀𝟏 =𝝀𝟐
𝑎𝑛 ≠ ∞ At least, One coeff. 𝑎𝑛 = ∞
𝝏
𝒚𝟐 = 𝝀 − 𝝀𝟐 𝒚 ቚ
𝝏𝝀 𝝀=𝝀𝟐
❑ Power series solution around singular point (Frobenius Method)
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝒏=𝟎
𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 𝝀𝟏 > 𝝀𝟐
1 1
o To get 𝑦1 : 𝜆1 = , 𝜆2 = −
Substitute 𝜆 = 𝜆1 𝒚𝟏 = 𝒙𝝀𝟏 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ] 2 2
𝜆1 − 𝜆2 = 1
o To get 𝑦2 :
Substitute 𝜆 = 𝜆2
Check the coeffecients 𝑎𝑛 , Substitute 𝜆 = 𝜆2
𝒚𝟐 = 𝒙𝝀𝟐 [𝒂𝟎 + 𝒂𝟏 𝒙 𝝏𝒚
𝒚𝟐 = ቚ
+ 𝒂𝟐 𝒙𝟐 + … ] 𝝏𝝀 𝝀=𝝀𝟏 =𝝀𝟐
𝑎𝑛 ≠ ∞ At least, One coeff. 𝑎𝑛 = ∞
𝝏
𝒚𝟐 = 𝝀 − 𝝀𝟐 𝒚 ቚ
𝝏𝝀 𝝀=𝝀𝟐
❑ Power series solution around singular point (Frobenius Method)
Ex#4 (cont.) 𝒏=∞
𝟏
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 𝒂 𝟎 𝟏− 𝒙𝟐 + …
𝟐 𝟏
𝒏=𝟎 𝝀+𝟐 −
𝟒
𝒚𝟏 is obtained as
1 16 2
1 𝑦1 = 𝑥2 𝑎0 1− 𝑥 − …
𝜆1 = 9
2
Substitute 𝟏 𝟏𝟔 𝟐
𝜆 = 𝜆1 = 2
1 𝒚𝟏 = 𝒙𝟐 𝒂𝟎 𝟏− 𝒙 − …
𝟗
❑ Power series solution around singular point (Frobenius Method)
Ex#4 (cont.) 𝒚𝟐 is obtained as
Since 𝜆1 − 𝜆2 = 1 = 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟, so we need to check the
coefficients 𝑎𝑛 from the recurrence relation
𝑎𝑛−2
𝑎𝑛 = −
2 1 𝑛 = 2, 3, …
𝑛+𝜆 −
4
1 𝑎𝑛−2
Substitute 𝜆 = 𝜆2 = − 𝑎 𝑛 = −
2 1 2 1
𝑛− −
2 4
It is indicated that the coefficients 𝑎𝑛 equals ∞ when the denominator equals 0. i.e.
2 𝑛=0 𝑎0 = ∞
1 1 1 1
𝑛− − =0 𝑛− =±
2 4 2 2
𝑛=1 𝑎1 = ∞
Since the recurrence relation starts from 𝒏 =2, so both coefficients are rejected.
❑ Power series solution around singular point (Frobenius Method)
Ex#3 (cont.)
Here, we obtained none of the coefficients equals to ∞.
Accordingly, the second solution 𝑦2 will be obtained as
❑ Power series solution around singular point (Frobenius Method)
𝒏=∞
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝒏=𝟎
𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 𝝀𝟏 > 𝝀𝟐
o To get 𝑦1 : 𝜆1 = 2, 𝜆2 = 1
Substitute 𝜆 = 𝜆1 𝒚𝟏 = 𝒙𝝀𝟏 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
𝜆1 − 𝜆2 = 1
o To get 𝑦2 :
Substitute 𝜆 = 𝜆2
Check the coeffecients 𝑎𝑛 , Substitute 𝜆 = 𝜆2
𝒚𝟐 = 𝒙𝝀𝟐 [𝒂𝟎 + 𝒂𝟏 𝒙 𝝏𝒚
𝒚𝟐 = ቚ
+ 𝒂𝟐 𝒙𝟐 + … ] 𝝏𝝀 𝝀=𝝀𝟏 =𝝀𝟐
𝑎𝑛 ≠ ∞ At least, One coeff. 𝑎𝑛 = ∞
𝝏
𝒚𝟐 = 𝝀 − 𝝀𝟐 𝒚 ቚ
𝝏𝝀 𝝀=𝝀𝟐
❑ Power series solution around singular point (Frobenius Method)
Ex#4 (cont.) 𝒏=∞
𝟏
𝒚 = 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 𝒂 𝟎 𝟏− 𝒙𝟐 + …
𝟐 𝟏
𝒏=𝟎 𝝀+𝟐 −
𝟒
𝒚𝟐 is obtained as
1
−2 1 2
1 𝑦2 = 𝑥 𝑎0 1− 𝑥 − …
𝜆2 = − 2
2
Substitute 𝟏
−𝟐 𝟏 𝟐
𝜆 = 𝜆2 = − 2
1 𝒚𝟐 = 𝒙 𝒂𝟎 𝟏− 𝒙 − …
𝟐