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Frobenius Method in Differential Equations

The document discusses the Frobenius method for finding power series solutions to ordinary differential equations (ODEs) around singular points. It presents a systematic approach to derive the general solution of linear second-order differential equations, including the necessary substitutions and coefficient comparisons. An example is provided to illustrate the application of the method to a specific differential equation.
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0% found this document useful (0 votes)
15 views56 pages

Frobenius Method in Differential Equations

The document discusses the Frobenius method for finding power series solutions to ordinary differential equations (ODEs) around singular points. It presents a systematic approach to derive the general solution of linear second-order differential equations, including the necessary substitutions and coefficient comparisons. An example is provided to illustrate the application of the method to a specific differential equation.
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

Engineering Mathematics (III) B

Computer and Control Engineering Dep. (PME2211)

Lecture #2

Dr. Eng. Ali Abdelmotaal Mehrez


aly_mehrez@[Link]
I. Series solution of ordinary
differential equations (o.d.e)
❑ Power series solution around singular point (Frobenius Method)
Linear second order differential equation
𝒚′′ + 𝒑 𝒙 𝒚′ + 𝒒 𝒙 𝒚 = 𝟎

Solution around singular point 𝑥0 = 0


lim 𝒑 𝒙 = ∞ Ferdinand Georg
𝒙→𝟎 𝑥0 = 0
Frobenius (1849 –1917)
OR is a singular
point (S.P)
lim 𝒒 𝒙 = ∞
𝒙→𝟎
lim 𝒙 𝒑 𝒙 ≠ ∞ 𝑥0 = 0
𝒙→𝟎 is a regular
and singular point
(R.S.P)
lim 𝒙𝟐 𝒒 𝒙 ≠ ∞
𝒙→𝟎

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

o Substitute in the d.e. with 𝑦, 𝑦′, and 𝑦′′ where:


𝒏=∞ 𝒏=∞ 𝒏=∞

𝒚 = ෍ 𝒂𝒏 𝒙𝒏+𝝀 𝒚′ = ෍ 𝒏 + 𝝀 𝒂𝒏 𝒙𝒏+𝝀−𝟏 𝒚′′ = ෍ 𝒏 + 𝝀 𝒏 + 𝝀 − 𝟏 𝒂𝒏 𝒙𝒏+𝝀−𝟐


𝒏=𝟎 𝒏=𝟎 𝒏=𝟎

(2) Change all 𝒙’s in each series to the form 𝒙𝒏+𝝀 , and make all series start
from the same number σ𝒏=

(3) Compare the coefficients in both sides


With the assumption 𝒂𝟎 ≠ 𝟎, we got a quadratic relation for 𝜆 to obtain
𝜆1 and 𝜆2 such that 𝝀𝟏 > 𝝀𝟐
❑ Power series solution around singular point (Frobenius Method)
Solution Scheme (cont.) (4) With two values 𝜆1 and 𝜆2 , the general
solution
𝒚𝑮.𝑺 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 𝝀𝟏 > 𝝀𝟐
❑ Power series solution around singular point (Frobenius Method)
𝒏=∞
Write 𝑦 in
terms of 𝑥 𝒚 = ෍ 𝒂𝒏 𝒙𝒏+𝝀 = 𝒙𝝀 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ]
and 𝜆 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 :

𝜆1 − 𝜆2 ≠ 𝐼𝑛𝑡𝑒𝑔𝑒𝑟 𝜆1 = 𝜆2 𝜆1 − 𝜆2 = 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

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

Sol The general form of d.e. is 𝒚′′ + 𝒑 𝒙 𝒚′ + 𝒒 𝒙 𝒚 = 𝟎

o Check the ordinary point (with considering the general form )


1 lim 𝑝(𝑥) = lim 1/𝑥 = ∞
𝑝 𝑥 = 𝑥→0 𝑥→0
𝑥 𝑥0 = 0 is a singular point
𝑥 2 − 4Τ9
𝑞 𝑥 =
𝑥2

lim 𝑥𝑝(𝑥) = lim 1 = 1 ≠ ∞


𝑥→0 𝑥→0

lim 𝑥 2 𝑞(𝑥) = lim (𝑥 2 − 4Τ9) = − 4Τ9 ≠ ∞


𝑥→0 𝑥→0

𝑥0 = 0 is a regular singular point

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=∞

𝒚 = ෍ 𝒂𝒏 𝒙𝒏+𝝀 𝒚′ = ෍ 𝒏 + 𝝀 𝒂𝒏 𝒙𝒏+𝝀−𝟏 𝒚′′ = ෍ 𝒏 + 𝝀 𝒏 + 𝝀 − 𝟏 𝒂𝒏 𝒙𝒏+𝝀−𝟐


𝒏=𝟎 𝒏=𝟎 𝒏=𝟎

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=∞

෍ 𝑎𝑛 𝑥 𝑛+𝜆+2 − 4/9 ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0


𝑛=0 𝑛=0
❑ Power series solution around singular point (Frobenius Method)
Ex#1 (cont.) o Change all 𝒙’s in each series to the form 𝒙𝒏+𝝀 (Index shift)

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+2 − 4/9 ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0


𝑛=0 𝑛=0

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=∞

෍ 𝑎𝑛−2 𝑥 𝑛+𝜆 − 4/9 ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0


𝑛=2 𝑛=0
❑ Power series solution around singular point (Frobenius Method)
Ex#1 (cont.) 𝑛=∞ 𝑛=∞

෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +
𝑛=0 𝑛=0
𝑛=∞ 𝑛=∞

෍ 𝑎𝑛−2 𝑥 𝑛+𝜆 − 4/9 ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0


𝑛=2 𝑛=0

o Make all series start from 𝒏 = 𝟐


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 𝑥 𝑛+𝜆 − 4/9 𝑎0 𝑥 𝜆 + 𝑎1 𝑥 𝜆+1 + ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0


𝒏=𝟐 𝒏=𝟐
❑ 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 𝑥 𝑛+𝜆 − 4/9 𝑎0 𝑥 𝜆 + 𝑎1 𝑥 𝜆+1 + ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0


𝒏=𝟐 𝒏=𝟐

o Compare the coefficients of 𝒙’s in both sides (with the assumption 𝒂𝟎 ≠ 𝟎)

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

𝜆1 = 2Τ3 , 𝜆2 = −2/3 𝜆 = ± 2Τ3


❑ 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 𝑥 𝑛+𝜆 − 4/9 𝑎0 𝑥 𝜆 + 𝑎1 𝑥 𝜆+1 + ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0


𝒏=𝟐 𝒏=𝟐

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 𝑥 𝑛+𝜆 − 4/9 𝑎0 𝑥 𝜆 + 𝑎1 𝑥 𝜆+1 + ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0


𝒏=𝟐 𝒏=𝟐

𝒙𝝀+𝒏 : 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 + 𝑛 + 𝜆 𝑎𝑛 + 𝑎𝑛−2 − 4/9𝑎𝑛 = 0

𝑛 + 𝜆 𝑎𝑛 𝑛+𝜆−1 +1 + 𝑎𝑛−2 − 4/9𝑎𝑛 = 0

𝑛 + 𝜆 𝑎𝑛 𝑛+𝜆 + 𝑎𝑛−2 − 4/9𝑎𝑛 = 0


❑ Power series solution around singular point (Frobenius Method)
Ex#1 (cont.)
𝑛 + 𝜆 𝑎𝑛 𝑛+𝜆 + 𝑎𝑛−2 − 4/9𝑎𝑛 = 0

𝑛+𝜆 2 𝑎𝑛 + 𝑎𝑛−2 − 4/9𝑎𝑛 = 0

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

o To get 𝑦1 : 𝜆1 = 2Τ3 , 𝜆2 = −2/3


Substitute 𝜆 = 𝜆1 𝒚𝟏 = 𝒙𝝀𝟏 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ] 𝜆1 − 𝜆2 = 2Τ3 − (−2Τ3)
= 4Τ3
o To get 𝑦2 :

𝜆1 − 𝜆2 ≠ 𝐼𝑛𝑡𝑒𝑔𝑒𝑟 𝜆1 = 𝜆2 𝜆1 − 𝜆2 = 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

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 = 2Τ3 , 𝜆2 = −2/3


Substitute 𝜆 = 𝜆1 𝒚𝟏 = 𝒙𝝀𝟏 [𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + … ] 𝜆1 − 𝜆2 = 2Τ3 − (−2Τ3)
= 4Τ3
o To get 𝑦2 :

𝜆1 − 𝜆2 ≠ 𝐼𝑛𝑡𝑒𝑔𝑒𝑟 𝜆1 = 𝜆2 𝜆1 − 𝜆2 = 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

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

Substitute 𝒚𝟏 = 𝒙𝟐Τ𝟑 𝒂𝟎 𝟏 − 𝟑/𝟐𝟎 𝒙𝟐 + …


𝜆 = 𝜆1

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 + …

The general solution is 𝑦𝐺.𝑆 = 𝑐1 𝑦1 + 𝑐2 𝑦2


❑ Power series solution around singular point (Frobenius Method)
Ex#2 Solve the following d.e. around 𝑥0 = 0
𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + (1 + 𝑥)𝑦 = 0

Sol The general form of d.e. is 𝒚′′ + 𝒑 𝒙 𝒚′ + 𝒒 𝒙 𝒚 = 𝟎

o Check the ordinary point (with considering the general form )


1 −1
𝑝 𝑥 =− lim 𝑝(𝑥) = lim =∞ 𝑥0 = 0 is a
𝑥 𝑥→0 𝑥→0 𝑥
singular point
(1 + 𝑥)
𝑞 𝑥 =
𝑥2
lim 𝑥𝑝(𝑥) = lim −1 = −1 ≠ ∞
𝑥→0 𝑥→0

lim 𝑥 2 𝑞(𝑥) = lim (1 + 𝑥) = 1 ≠ ∞


𝑥→0 𝑥→0

𝑥0 = 0 is a regular singular point

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=∞

𝒚 = ෍ 𝒂𝒏 𝒙𝒏+𝝀 𝒚′ = ෍ 𝒏 + 𝝀 𝒂𝒏 𝒙𝒏+𝝀−𝟏 𝒚′′ = ෍ 𝒏 + 𝝀 𝒏 + 𝝀 − 𝟏 𝒂𝒏 𝒙𝒏+𝝀−𝟐


𝒏=𝟎 𝒏=𝟎 𝒏=𝟎

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)

𝑛=∞ 𝑛=∞ 𝑛=∞

෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 − ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑎𝑛 𝑥 𝑛+𝜆 +


𝑛=0 𝑛=0 𝑛=0
𝑛=∞

෍ 𝑎𝑛 𝑥 𝑛+𝜆+1 = 0
𝑛=0
𝒏→𝒏−𝟏

𝑛=∞ 𝑛=∞ 𝑛=∞

෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 − ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑎𝑛 𝑥 𝑛+𝜆 +


𝑛=0 𝑛=0 𝑛=0
𝑛=∞

෍ 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

o Compare the coefficients of 𝒙’s in both sides (with the assumption 𝒂𝟎 ≠ 𝟎)

with the assumption


𝒙𝝀 : 𝜆 𝜆 − 1 𝑎0 − 𝜆 𝑎0 + 𝑎0 = 0 𝜆2 − 2𝜆 + 1 = 0
𝒂𝟎 ≠ 𝟎

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 :

𝜆1 − 𝜆2 ≠ 𝐼𝑛𝑡𝑒𝑔𝑒𝑟 𝜆1 = 𝜆2 𝜆1 − 𝜆2 = 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

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 :

𝜆1 − 𝜆2 ≠ 𝐼𝑛𝑡𝑒𝑔𝑒𝑟 𝜆1 = 𝜆2 𝜆1 − 𝜆2 = 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

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

Differentiate with respect to 𝜆 (two multiplied functions)


❑ Power series solution around singular point (Frobenius Method)
Ex#2 (cont.)
Remember
𝝏 𝝀
𝟏 𝟏
𝒚𝟐 = (𝒙 𝒂𝟎 𝟏 − 𝟐 𝒙 + 𝟐 𝟐
𝒙𝟐 + … ) ቚ
𝝏𝝀 𝝀 𝝀 𝝀+𝟏 𝝀=𝝀𝟏 =𝝀𝟐 Differentiation of 𝑎𝑢
𝒚𝟐 𝑎𝑢 𝑎𝑢 𝑢′ ln 𝑎
𝟐 𝟐 𝟐 𝝏 𝝀
= (𝒙𝝀 𝒂𝟎 𝟎 + 𝟑 𝒙 − 𝟐 𝟑 − 𝟑 𝟐 𝒙𝟐 + … 𝒙 = 𝒙𝝀 𝟏 ln 𝒙
𝝀 𝝀 𝝀+𝟏 𝝀 𝝀+𝟏 𝝏𝝀
𝟏 𝟏
+ 𝒙𝝀 𝟏 ln 𝒙 𝒂𝟎 𝟏 − 𝟐 𝒙 + 𝟐 𝟐 𝒙𝟐 + … ) ቚ
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

The general solution is 𝑦𝐺.𝑆 = 𝑐1 𝑦1 + 𝑐2 𝑦2


❑ Power series solution around singular point (Frobenius Method)
Ex#3 Find the general solution for the following d.e. around 𝑥0 = 0
𝑥 2 𝑦 ′′ + (𝑥 2 − 2𝑥)𝑦 ′ + 2𝑦 = 0

Sol The general form of d.e. is 𝒚′′ + 𝒑 𝒙 𝒚′ + 𝒒 𝒙 𝒚 = 𝟎

o Check the ordinary point (with considering the general form )


𝑥 2 − 2𝑥 𝑥 2 − 2𝑥 𝑥−2
𝑝 𝑥 = lim 𝑝(𝑥) = lim = lim =∞ 𝑥0 = 0 is a
𝑥2 𝑥→0 𝑥→0 𝑥2 𝑥→0 𝑥
singular point
2
𝑞 𝑥 =
𝑥2
lim 𝑥𝑝(𝑥) = lim (𝑥 − 2) = −2 ≠ ∞
𝑥→0 𝑥→0

lim 𝑥 2 𝑞(𝑥) = lim 2 = 2 ≠ ∞


𝑥→0 𝑥→0

𝑥0 = 0 is a regular singular point

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=∞

𝒚 = ෍ 𝒂𝒏 𝒙𝒏+𝝀 𝒚′ = ෍ 𝒏 + 𝝀 𝒂𝒏 𝒙𝒏+𝝀−𝟏 𝒚′′ = ෍ 𝒏 + 𝝀 𝒏 + 𝝀 − 𝟏 𝒂𝒏 𝒙𝒏+𝝀−𝟐


𝒏=𝟎 𝒏=𝟎 𝒏=𝟎

𝑥 2 𝑦 ′′ + (𝑥 2 − 2𝑥)𝑦 ′ + 2𝑦 = 0

𝑛=∞ 𝑛=∞

𝑥 2 ෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆−2 + (𝑥 2 − 2𝑥) ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆−1 +


𝑛=0 𝑛=0
𝑛=∞

2 ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝑛=0

𝑛=∞ 𝑛=∞ 𝑛=∞

෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆+1 − 2 ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆


𝑛=0 𝑛=0 𝑛=0
𝑛=∞

+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 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆+1 − 2 ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆


𝑛=0 𝑛=0 𝑛=0

𝑛=∞

+2 ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝑛=0
𝑛=∞ 𝑛=∞ 𝑛=∞

෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑛 + 𝜆 − 1 𝑎𝑛−1 𝑥 𝑛+𝜆 − 2 ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆


𝑛=0 𝑛=1 𝑛=0

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 + 𝜆 − 1 𝑎𝑛−1 𝑥 𝑛+𝜆 − 2 𝜆 𝑎0 𝑥 𝜆 + ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 +


𝑛=1 𝒏=𝟏

𝑛=∞

2 𝑎0 𝑥 𝜆 + ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0
𝒏=𝟏

o Compare the coefficients of 𝒙’s in both sides (with the assumption 𝒂𝟎 ≠ 𝟎)


with the assumption
𝒙𝝀 : 𝜆 𝜆 − 1 𝑎0 − 2𝜆 𝑎0 + 2𝑎0 = 0 𝜆2 − 3𝜆 + 2 = 0
𝒂𝟎 ≠ 𝟎

𝜆1 = 2, 𝜆2 = 1

𝒙𝝀+𝒏 : 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 + 𝑛 + 𝜆 − 1 𝑎𝑛−1 − 2 𝑛 + 𝜆 𝑎𝑛 + 2𝑎𝑛 = 0


❑ Power series solution around singular point (Frobenius Method)
Ex#3 (cont.)

𝒙𝝀+𝒏 : 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 + 𝑛 + 𝜆 − 1 𝑎𝑛−1 − 2 𝑛 + 𝜆 𝑎𝑛 + 2𝑎𝑛 = 0

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 :

𝜆1 − 𝜆2 ≠ 𝐼𝑛𝑡𝑒𝑔𝑒𝑟 𝜆1 = 𝜆2 𝜆1 − 𝜆2 = 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

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 :

𝜆1 − 𝜆2 ≠ 𝐼𝑛𝑡𝑒𝑔𝑒𝑟 𝜆1 = 𝜆2 𝜆1 − 𝜆2 = 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

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 :

𝜆1 − 𝜆2 ≠ 𝐼𝑛𝑡𝑒𝑔𝑒𝑟 𝜆1 = 𝜆2 𝜆1 − 𝜆2 = 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

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 + …

The general solution is 𝑦𝐺.𝑆 = 𝑐1 𝑦1 + 𝑐2 𝑦2


❑ Power series solution around singular point (Frobenius Method)
Ex#4 Find the general solution for the following d.e. around 𝑥0 = 0
𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 1/4 𝑦 = 0

Sol The general form of d.e. is 𝒚′′ + 𝒑 𝒙 𝒚′ + 𝒒 𝒙 𝒚 = 𝟎

o Check the ordinary point (with considering the general form )


1 1
𝑝 𝑥 = lim 𝑝(𝑥) = lim = ∞ 𝑥0 = 0 is a
𝑥 𝑥→0 𝑥→0 𝑥
singular point
𝑥 2 − 1/4
𝑞 𝑥 =
𝑥2
lim 𝑥𝑝(𝑥) = lim 1 ≠ ∞
𝑥→0 𝑥→0

lim 𝑥 2 𝑞(𝑥) = lim (𝑥 2 − 1/4) = −1/4 ≠ ∞


𝑥→0 𝑥→0

𝑥0 = 0 is a regular singular point

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=∞

𝒚 = ෍ 𝒂𝒏 𝒙𝒏+𝝀 𝒚′ = ෍ 𝒏 + 𝝀 𝒂𝒏 𝒙𝒏+𝝀−𝟏 𝒚′′ = ෍ 𝒏 + 𝝀 𝒏 + 𝝀 − 𝟏 𝒂𝒏 𝒙𝒏+𝝀−𝟐


𝒏=𝟎 𝒏=𝟎 𝒏=𝟎

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=∞ 𝑛=∞ 𝑛=∞

෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑎𝑛 𝑥 𝑛+𝜆+2


𝑛=0 𝑛=0 𝑛=0
𝑛=∞
1
− ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0
4
𝑛=0
❑ Power series solution around singular point (Frobenius Method)
Ex#4 (cont.) o Change all 𝒙’s in each series to the form 𝒙𝒏+𝝀 (Index shift)
𝒏→𝒏−𝟐
𝑛=∞ 𝑛=∞ 𝑛=∞

෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑎𝑛 𝑥 𝑛+𝜆+2


𝑛=0 𝑛=0 𝑛=0
𝑛=∞
1
− ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0
4
𝑛=0

𝑛=∞ 𝑛=∞ 𝑛=∞

෍ 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑎𝑛−2 𝑥 𝑛+𝜆


𝑛=0 𝑛=0 𝑛=2
𝑛=∞
1
− ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0
4
𝑛=0
❑ Power series solution around singular point (Frobenius Method)
Ex#4 (cont.) o Make all series start from 𝒏 = 𝟐

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=∞

+ 𝜆 𝑎0 𝑥 𝜆 + 𝜆 + 1 𝑎1 𝑥 𝜆+1 + ෍ 𝑛 + 𝜆 𝑎𝑛 𝑥 𝑛+𝜆 + ෍ 𝑎𝑛−2 𝑥 𝑛+𝜆


𝒏=𝟐 𝒏=𝟐
𝑛=∞
1
− 𝑎0 𝑥 𝜆 + 𝑎1 𝑥 𝜆+1 + ෍ 𝑎𝑛 𝑥 𝑛+𝜆 = 0
4
𝒏=𝟐

o Compare the coefficients of 𝒙’s in both sides (with the assumption 𝒂𝟎 ≠ 𝟎)


1 1
𝝀
𝒙 : 𝜆 𝜆 − 1 𝑎0 + 𝜆 𝑎0 − 𝑎0 = 0 with the assumption 𝜆2− =0
4 𝒂𝟎 ≠ 𝟎 4
1 1
𝜆1 = , 𝜆2 = −
2 2
1
𝒙𝝀+𝟏 : 𝜆 𝜆 + 1 𝑎1 + 𝜆 + 1 𝑎1 − 𝑎1 = 0 𝑎1 = 0
4
❑ Power series solution around singular point (Frobenius Method)
Ex#4 (cont.) 1
𝒙𝝀+𝒏 : 𝑛 + 𝜆 𝑛 + 𝜆 − 1 𝑎𝑛 + 𝑛 + 𝜆 𝑎𝑛 + 𝑎𝑛−2 − 𝑎𝑛 = 0
4
Common Factors
To R.H.S.

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 :

𝜆1 − 𝜆2 ≠ 𝐼𝑛𝑡𝑒𝑔𝑒𝑟 𝜆1 = 𝜆2 𝜆1 − 𝜆2 = 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

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 :

𝜆1 − 𝜆2 ≠ 𝐼𝑛𝑡𝑒𝑔𝑒𝑟 𝜆1 = 𝜆2 𝜆1 − 𝜆2 = 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

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 :

𝜆1 − 𝜆2 ≠ 𝐼𝑛𝑡𝑒𝑔𝑒𝑟 𝜆1 = 𝜆2 𝜆1 − 𝜆2 = 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

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

The general solution is 𝑦𝐺.𝑆 = 𝑐1 𝑦1 + 𝑐2 𝑦2


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