Institute of Basic and

Applied Sciences (BAS)

MTH211 – Mathematics (3)

Lecture 6

Dr. Ali Kandil

Office: B9-F2-17
[Link]@[Link]
A linear homogeneous second order differential equation takes the form
𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0
There are some methods related to power series that can be used to obtain the
series solution of such differential equations.
If a function 𝑓 𝑥 is defined in some interval 𝑎 < 𝑥 < 𝑏, and if 𝑥0 is a point in this
interval, and if all the derivatives of 𝑓 𝑥 exist at 𝑥0 , then Taylor’s series of 𝑓 𝑥 is
𝑓 ′′ 𝑥 𝑓 𝑛 𝑥
′ 0 2 0
𝑓 𝑥0 + 𝑓 𝑥0 𝑥 − 𝑥0 + 𝑥 − 𝑥0 + ⋯ + 𝑥 − 𝑥0 𝑛 + ⋯
2! 𝑛!
If 𝑥0 = 0, we obtain Maclaurin’s series as
𝑓 ′′ 0 𝑓 𝑛 0
𝑓 0 + 𝑓′ 0 𝑥 + 𝑥2 + ⋯ + 𝑥𝑛 + ⋯
2! 𝑛!
The series will converge to 𝑓(𝑥) for all 𝑥 in an interval with 𝑥0 as midpoint under
appropriate hypotheses.
 Analytic Function
A function 𝑓 𝑥 is analytic at 𝑥0 if it can be written in Taylor’s series, i.e.,
 f (n ) ( x 0 ) n
f ( x )   (x x0 )
n 0 n!
f 
(x0 ) f (x0 ) 2
f (x0 )
 (x x0 ) (x x0 ) 
1! 2!
Familiar Examples
(i) The functions 𝑒 𝑥 , cos 𝑥, sin 𝑥 are analytic at all real numbers. For 𝑥0 = 0,
we have that
2 3 3 5 2 4
x x x x x x x
e 
1 x  sin x 
x  cos x 
1 
2! 3! 3! 5! 2! 4!
3
 1
(ii) The functions is analytical at all real numbers except at 𝑥 = 1.
1−𝑥
For 𝑥0 = 0, we have
1 2  n
1 x
 x   x
1 x n 0

(iii) All polynomials function are analytic at all real numbers.

Ordinary Points and Singular Points:
Consider the D.E.: 𝑦 ″ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0 (1)
(i) The point 𝑥0 is an ordinary point of the D.E. if
Both functions 𝑃 𝑥 and 𝑄 𝑥 are analytic at 𝑥0.
If any of these functions is not analytic at 𝑥0 , then 𝑥0 is a singular point.
4
(ii) The point 𝑥0 is a regular singular point of the D.E. if
(1) The point 𝑥0 is a singular point of the D.E.
(2) Both functions 𝑥– 𝑥0 𝑃 𝑥 and 𝑥 − 𝑥0 2 𝑄 𝑥 are analytic at 𝑥0.

5
6
7
The solution can also be written in the form
𝑦 = 𝑐0 + 𝑐1 𝑥 − 𝑥0 + 𝑐2 𝑥 − 𝑥0 2 + ⋯ = 𝐴𝑦1 𝑥 + 𝐵𝑦2 𝑥
The coefficients 𝑐𝑘 are determined so that 𝑦 satisfies the DE. The constants 𝐴 and 𝐵 are
arbitrary, and 𝑦1 𝑥 and 𝑦2 𝑥 are linearly independent analytic functions at 𝑥0 .
8
EXAMPLE: Find the power series solution for the given DE about 𝑥 = 0:
𝑦 ′′ + 𝑥𝑦 ′ + 𝑦 = 0
SOLUTION.
Step 1: Check 𝑃 𝑥 and 𝑄 𝑥 at 𝑥 = 𝑥0 = 0 by calculating
lim 𝑃 𝑥 = lim 𝑥 = 0
𝑥→𝑥0 𝑥→0
lim 𝑄 𝑥 = lim 1 = 1
𝑥→𝑥0 𝑥→0
Both limits exist at the point 𝑥 = 0 so it is an ordinary point, and this differential
equation can be solved using the power series method.
Step 2: Assume that
∞ ∞
𝑘
𝑦 = ෍ 𝑐𝑘 𝑥 − 𝑥0 = ෍ 𝑐𝑘 𝑥 𝑘
𝑘=0 𝑘=0
∞ ∞

𝑦 ′ = ෍ 𝑘𝑐𝑘 𝑥 𝑘−1 ⇒ 𝑦′′ = ෍ 𝑘 𝑘 − 1 𝑐𝑘 𝑥 𝑘−2

𝑘=1 𝑘=2 9
Step 3: Substitute in the differential equation 𝑦 ′′ + 𝑥𝑦 ′ + 𝑦 = 0 :
∞ ∞ ∞

෍ 𝑘 𝑘 − 1 𝑐𝑘 𝑥 𝑘−2 + 𝑥 ෍ 𝑘𝑐𝑘 𝑥 𝑘−1 + ෍ 𝑐𝑘 𝑥 𝑘 = 0

𝑘=2 𝑘=1 𝑘=0

∞ ∞ ∞

෍ 𝑘 𝑘 − 1 𝑐𝑘 𝑥 𝑘−2 + ෍ 𝑘𝑐𝑘 𝑥 𝑘 + ෍ 𝑐𝑘 𝑥 𝑘 = 0
𝑘=2 𝑘=1 𝑘=0

Step 4: By equating the coefficients of 𝑥 𝑘 on both sides, we get

𝑘 + 2 𝑘 + 1 𝑐𝑘+2 + 𝑘𝑐𝑘 + 𝑐𝑘 = 0

1
𝑐𝑘+2 =− 𝑐𝑘 𝑘 ≥ 0 Recurrence Relation
𝑘+2
10
 1
Step 5: Based on the recurrence relation 𝑐𝑘+2 = − 𝑐𝑘 , we can obtain the
𝑘+2
series solution in terms of 𝑐0 and 𝑐1 such that

1 1
𝑐2 = − 𝑐0 𝑐3 = − 𝑐1
2 3
1 1 1 1
𝑐4 = − 𝑐2 = + 𝑐0 𝑐5 = − 𝑐3 = + 𝑐1
4 2×4 5 3×5
1 1 1 1
𝑐6 = − 𝑐4 = − 𝑐0 𝑐7 = − 𝑐5 = − 𝑐1
6 2×4×6 7 3×5×7
⋮ ⋮
𝑛
−1 −1 𝑛
𝑐2𝑛 = 𝑐0 𝑐2𝑛+1 = 𝑐1
2𝑛 2𝑛 + 1
11
Step 6: The final solution is then given by
∞ ∞ ∞

𝑦 = ෍ 𝑐𝑘 𝑥 𝑘 = 𝑐0 + 𝑐1 𝑥 + ෍ 𝑐2𝑛 𝑥 2𝑛 + ෍ 𝑐2𝑛+1 𝑥 2𝑛+1

𝑘=0 𝑛=1 𝑛=1

∞ ∞
−1 𝑛 −1 𝑛
𝑦 = 𝑐0 + 𝑐1 𝑥 + 𝑐0 ෍ 𝑥 2𝑛 + 𝑐1 ෍ 𝑥 2𝑛+1
2𝑛 2𝑛 + 1
𝑛=1 𝑛=1

∞ ∞
−1 𝑛 −1 𝑛
𝑦 = 𝑐0 1+෍ 𝑥 2𝑛 + 𝑐1 𝑥 + ෍ 𝑥 2𝑛+1
2𝑛 2𝑛 + 1
𝑛=1 𝑛=1

12
EXAMPLE: Find the power series solution for the given DE about 𝑥 = 0:
𝑥 2 + 1 𝑦 ″ + 𝑥𝑦 ′ − 𝑦 = 0
SOLUTION.
Step 1: First, we rewrite the equation as 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0, so we have
′′
𝑥 ′
1
𝑦 + 2 𝑦 − 2 𝑦=0
𝑥 +1 𝑥 +1
Clearly,
𝑥
lim 𝑃 𝑥 = lim 2 =0
𝑥→𝑥0 𝑥→0 𝑥 + 1
−1
lim 𝑄 𝑥 = lim 2 = −1
𝑥→𝑥0 𝑥→0 𝑥 + 1
So, the limits exist, and the point 𝑥 = 0 is an ordinary point, and this differential
equation can be solved using the power series method.
Step 2: Assume that
∞ ∞ ∞ ∞

𝑦 = ෍ 𝑐𝑘 𝑥 − 𝑥0 𝑘 = ෍ 𝑐𝑘 𝑥 𝑘 ⇒ 𝑦 ′ = ෍ 𝑘𝑐𝑘 𝑥 𝑘−1 ⇒ 𝑦′′ = ෍ 𝑘 𝑘 − 1 𝑐𝑘 𝑥 𝑘−2

𝑘=0 𝑘=0 𝑘=1 𝑘=2 13
Step 3: Substitute in the differential equation 𝑥 2 + 1 𝑦 ″ + 𝑥𝑦 ′ − 𝑦 = 0 :
∞ ∞ ∞ ∞

𝑥 2 ෍ 𝑘 𝑘 − 1 𝑐𝑘 𝑥 𝑘−2 + ෍ 𝑘 𝑘 − 1 𝑐𝑘 𝑥 𝑘−2 + 𝑥 ෍ 𝑘𝑐𝑘 𝑥 𝑘−1 − ෍ 𝑐𝑘 𝑥 𝑘 = 0

𝑘=2 𝑘=2 𝑘=1 𝑘=0

∞ ∞ ∞ ∞

෍ 𝑘 𝑘 − 1 𝑐𝑘 𝑥 𝑘 + ෍ 𝑘 𝑘 − 1 𝑐𝑘 𝑥 𝑘−2 + ෍ 𝑘𝑐𝑘 𝑥 𝑘 − ෍ 𝑐𝑘 𝑥 𝑘 = 0
𝑘=2 𝑘=2 𝑘=1 𝑘=0

Step 4: By equating the coefficients of 𝑥 𝑘 on both sides, we get

𝑘 𝑘 − 1 𝑐𝑘 + 𝑘 + 2 𝑘 + 1 𝑐𝑘+2 + 𝑘𝑐𝑘 − 𝑐𝑘 = 0

1−𝑘
𝑐𝑘+2 = 𝑐𝑘 𝑘≥0 Recurrence Relation
𝑘+2 14
 1−𝑘
Step 5: Based on the recurrence relation 𝑐𝑘+2 = 𝑐 , we can obtain the series
𝑘+2 𝑘
solution in terms of 𝑐0 and 𝑐1 such that

1 𝑐3 = 0
𝑐2 = 𝑐0
2 2
𝑐5 = − 𝑐3 = 0
1 1 5
𝑐4 = − 𝑐2 = − 𝑐0
4 2×4 4
𝑐7 = − 𝑐5 = 0
3 1×3 7
𝑐6 = − 𝑐4 = + 𝑐0
6 2×4×6 ⋮
⋮ 𝑐2𝑛+1 = 0
𝑛+1
−1 2𝑛 − 3
𝑐2𝑛 = 𝑐0
2𝑛

15
Step 6: The final solution is then given by
∞ ∞ ∞

𝑦 = ෍ 𝑐𝑘 𝑥 𝑘 = 𝑐0 + 𝑐1 𝑥 + ෍ 𝑐2𝑛 𝑥 2𝑛 + ෍ 𝑐2𝑛+1 𝑥 2𝑛+1

𝑘=0 𝑛=1 𝑛=1

∞
−1 𝑛+1 2𝑛 − 3
𝑦 = 𝑐0 + 𝑐1 𝑥 + 𝑐0 ෍ 𝑥 2𝑛
2𝑛
𝑛=1

∞
−1 𝑛+1 2𝑛 − 3
𝑦 = 𝑐1 𝑥 + 𝑐0 1 + ෍ 𝑥 2𝑛
2𝑛
𝑛=1

16
EXAMPLE: Find the power series solution for the given DE about 𝑥 = 0:
𝑦 ″ − 𝑥𝑦 = 𝑥 + 4
SOLUTION.
Since 𝑥0 = 0 is an ordinary point of the DE, then the solution is
∞ ∞ ∞ ∞
𝑘
𝑦 = ෍ 𝑐𝑘 𝑥 − 𝑥0 = ෍ 𝑐𝑘 𝑥 𝑘 ⇒ 𝑦 ′ = ෍ 𝑘𝑐𝑘 𝑥 𝑘−1 ⇒ 𝑦′′ = ෍ 𝑘 𝑘 − 1 𝑐𝑘 𝑥 𝑘−2
𝑘=0 𝑘=0 𝑘=1 𝑘=2
Substituting in the given DE gives us
∞ ∞

෍ 𝑘 𝑘 − 1 𝑐𝑘 𝑥 𝑘−2 − ෍ 𝑐𝑘 𝑥 𝑘+1 = 𝑥 + 4
𝑘=2 𝑘=0
By equating the coefficients on both sides, we get
𝑥 0 : 2𝑐2 = 4 ⇒ 𝑐2 = 2
1
1
𝑥 : 6𝑐3 − 𝑐0 = 1 ⇒ 𝑐3 = 𝑐0 + 1
6
1
𝑥𝑘: 𝑘 + 2 𝑘 + 1 𝑐𝑘+2 − 𝑐𝑘−1 = 0 ⇒ 𝑐𝑘+2 = 𝑐𝑘−1 17
𝑘+2 𝑘+1
 1
Based on the recurrence relation 𝑐𝑘+2 = 𝑐𝑘−1 , we can obtain
𝑘+2 𝑘+1

1
𝑐4 = 𝑐1
12
1 1
𝑐5 = 𝑐2 =
20 10
⋮
The final solution is then given by
∞
1 1 1 5
𝑦 = ෍ 𝑐𝑘 𝑥𝑘 = 𝑐0 + 𝑐1 𝑥 + 2𝑥 2 3 4
+ 𝑐0 + 1 𝑥 + 𝑐1 𝑥 + 𝑥 + ⋯
6 12 10
𝑘=0
𝑥3 𝑥4 𝑥 3
𝑥 5
= 𝑐0 1 + + ⋯ + 𝑐1 𝑥 + + ⋯ + 2𝑥 2 + + +⋯
6 12 6 10
18
 We follow the same steps done in the power
series method, then equate the coefficients of lowest power of 𝑥 with zero to get
the indicial equation which is a second degree polynomial of two roots 𝑟1 and 𝑟2 .
We will have three cases, then equate the coefficients of 𝑥 𝑘+𝑟 with zero. 19
EXAMPLE: Find the power series solution for the given DE about 𝑥 = 0:
4𝑥𝑦 ″ + 2𝑦 ′ + 𝑦 = 0
SOLUTION.
The given DE can take the form 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0 as follows
″
1 ′ 1
𝑦 + 𝑦 + 𝑦=0
2𝑥 4𝑥
At 𝑥0 = 0, 𝑃 𝑥 and 𝑄 𝑥 are not analytic functions, but
1 2
𝑥
𝑥𝑃 𝑥 = and 𝑥 𝑄 𝑥 =
2 4
are analytic functions at 𝑥0 = 0. Thus, the point 𝑥0 = 0 is a regular singular point.
This differential equation can be solved using the Frobenius method. 20
Considering 𝑐0 ≠ 0, assume that
∞ ∞

𝑦 = ෍ 𝑐𝑘 𝑥 − 𝑥0 𝑘+𝑟 = ෍ 𝑐𝑘 𝑥 𝑘+𝑟 ⇒
𝑘=0 𝑘=0
∞ ∞

𝑦 ′ = ෍ 𝑘 + 𝑟 𝑐𝑘 𝑥 𝑘+𝑟−1 ⇒ 𝑦′′ = ෍ 𝑘 + 𝑟 𝑘 + 𝑟 − 1 𝑐𝑘 𝑥 𝑘+𝑟−2

𝑘=0 𝑘=0
Substitute in the differential equation 4𝑥𝑦 ″ + 2𝑦 ′ +𝑦 =0:
∞ ∞ ∞

෍ 4 𝑘 + 𝑟 𝑘 + 𝑟 − 1 𝑐𝑘 𝑥 𝑘+𝑟−1 + ෍ 2 𝑘 + 𝑟 𝑐𝑘 𝑥 𝑘+𝑟−1 + ෍ 𝑐𝑘 𝑥 𝑘+𝑟 = 0

𝑘=0 𝑘=0 𝑘=0
Equate the coefficient of 𝑥 𝑟−1 with zero to get the indicial equation:
4𝑟 𝑟 − 1 𝑐0 + 2𝑟𝑐0 = 0 ⇒ 4𝑟 2 − 2𝑟 𝑐0 = 0 ⇒ 2𝑟 2𝑟 − 1 𝑐0 = 0
This gives us 𝑟1 = 1/2 or 𝑟2 = 0. Equate the coefficients of 𝑥 𝑘+𝑟 to get
4 𝑘 + 𝑟 + 1 𝑘 + 𝑟 𝑐𝑘+1 + 2 𝑘 + 𝑟 + 1 𝑐𝑘+1 + 𝑐𝑘 = 0
2 𝑘 + 𝑟 + 1 2𝑘 + 2𝑟 + 1 𝑐𝑘+1 + 𝑐𝑘 = 0 21
 1 Recurrence
𝑐𝑘+1 =− 𝑐𝑘 𝑘≥0 Relation
2 𝑘 + 𝑟 + 1 2𝑘 + 2𝑟 + 1
At 𝑟 = 1/2: At 𝑟 = 0:
1 1
𝑐𝑘+1 = − 𝑐𝑘 𝑐𝑘+1 = − 𝑐𝑘
2 𝑘 + 1 2𝑘 + 3 2 𝑘 + 1 2𝑘 + 1
1 1
𝑐1 = − 𝑐0 𝑐1 = − 𝑐0
2×3 2
1 1 1 1
𝑐2 = − 𝑐1 = + 𝑐0 𝑐2 = − 𝑐1 = + 𝑐0
20 2×3×4×5 12 2×3×4
1 1 1 1×3
𝑐3 = − 𝑐2 = − 𝑐0 𝑐3 = − 𝑐2 = − 𝑐0
42 2×3×4×5×6×7 30 2×3×4×5×6
⋮ ⋮
−1 𝑛 −1 𝑛
𝑐𝑛 = 𝑐0 𝑐𝑛 = 𝑐0
2𝑛 + 1 ! 2𝑛 ! 22
Therefore, the two independent solutions can be expressed as follows
∞ ∞ ∞
1 −1 𝑛
At 𝑟1 = ⇒ 𝑦1 = ෍ 𝑐𝑛 𝑥 𝑛+𝑟1 = 𝑥 𝑟1 ෍ 𝑐𝑛 𝑥 𝑛 = 𝑐0 𝑥 ෍ 𝑥𝑛
2 2𝑛 + 1 !
𝑛=0 𝑛=0 𝑛=0
∞ ∞ ∞
−1 𝑛
At 𝑟2 = 0 ⇒ 𝑦2 = ෍ 𝑐𝑛 𝑥 𝑛+𝑟2 = 𝑥 𝑟2 ෍ 𝑐𝑛 𝑥 𝑛 = 𝑐0 ෍ 𝑥𝑛
2𝑛 !
𝑛=0 𝑛=0 𝑛=0

The final solution is then given by

𝑦 = 𝐴𝑦1 + 𝐵𝑦2

23
EXAMPLE: Find the power series solution for the given DE about 𝑥 = 0:
2𝑥𝑦 ″ + 1 + 𝑥 𝑦 ′ − 2𝑦 = 0
SOLUTION.
The given DE can be put in the form 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0. At 𝑥0 = 0,
𝑃 𝑥 and 𝑄 𝑥 are not analytic functions, but 𝑥𝑃 𝑥 and 𝑥 2 𝑄 𝑥 are analytic.
Thus, the point 𝑥0 = 0 is a regular singular point. This differential equation can be
solved using the Frobenius method. Considering 𝑐0 ≠ 0, assume that
∞ ∞ ∞ ∞

𝑦 = ෍ 𝑐𝑘 𝑥 − 𝑥0 𝑘+𝑟 = ෍ 𝑐𝑘 𝑥 𝑘+𝑟 ⇒ 𝑦 ′ = ෍ 𝑘 + 𝑟 𝑐𝑘 𝑥 𝑘+𝑟−1 ⇒ 𝑦′′ = ෍ 𝑘 + 𝑟 𝑘 + 𝑟 − 1 𝑐𝑘 𝑥 𝑘+𝑟−2

𝑘=0 𝑘=0 𝑘=0 𝑘=0
Substitute in the differential equation 2𝑥𝑦 ″ + 1 + 𝑥 𝑦 ′ − 2𝑦 = 0:
∞ ∞ ∞ ∞

෍ 2 𝑘 + 𝑟 𝑘 + 𝑟 − 1 𝑐𝑘 𝑥 𝑘+𝑟−1 + ෍ 𝑘 + 𝑟 𝑐𝑘 𝑥 𝑘+𝑟−1 + ෍ 𝑘 + 𝑟 𝑐𝑘 𝑥 𝑘+𝑟 − ෍ 2𝑐𝑘 𝑥 𝑘+𝑟 = 0

𝑘=0 𝑘=0 𝑘=0 𝑘=0
Equate the coefficient of 𝑥 𝑟−1 with zero to get the indicial equation:
2𝑟 𝑟 − 1 𝑐0 + 𝑟𝑐0 = 0 ⇒ 2𝑟 2 − 𝑟 𝑐0 = 0 ⇒ 𝑟 2𝑟 − 1 𝑐0 = 0
This gives us 𝑟1 = 1/2 or 𝑟2 = 0. Equate the coefficients of 𝑥 𝑘+𝑟 to get 24
2 𝑘 + 𝑟 + 1 𝑘 + 𝑟 𝑐𝑘+1 + 𝑘 + 𝑟 + 1 𝑐𝑘+1 + 𝑘 + 𝑟 𝑐𝑘 − 2𝑐𝑘 = 0
𝑘+𝑟−2 Recurrence
𝑐𝑘+1 = − 𝑐𝑘 𝑘≥0
𝑘 + 𝑟 + 1 2𝑘 + 2𝑟 + 1 Relation

At 𝑟 = 1/2: At 𝑟 = 0:
2𝑘 − 3 𝑘−2
𝑐𝑘+1 = − 𝑐𝑘 𝑐𝑘+1 = − 𝑐𝑘
2 𝑘 + 1 2𝑘 + 3 𝑘 + 1 2𝑘 + 1
1 𝑐1 = 2𝑐0
𝑐1 = 𝑐0
2 1 1
1 1 𝑐2 = 𝑐1 = 𝑐0
𝑐2 = 𝑐1 = 𝑐0 6 3
20 40 𝑐3 = 0
1 1 𝑐4 = 𝑐5 = ⋯ = 𝑐𝑛 = 0
𝑐3 = − 𝑐2 = − 𝑐0
42 1680
1 1
𝑐4 = − 𝑐3 = 𝑐0
24 40320
⋮ 25
Therefore, the two independent solutions can be expressed as follows
∞
1 𝑥 𝑥 2 𝑥 3 𝑥 4
At 𝑟1 = ⇒ 𝑦1 = 𝑥 𝑟1 ෍ 𝑐𝑛 𝑥 𝑛 = 𝑐0 𝑥 1 + + − + −⋯
2 2 40 1680 40320
𝑛=0
∞
𝑥2
At 𝑟2 = 0 ⇒ 𝑦2 = 𝑥 𝑟2 ෍ 𝑐𝑛 𝑥 𝑛 = 𝑐0 1 + 2𝑥 +
3
𝑛=0

The final solution is then given by

𝑦 = 𝐴𝑦1 + 𝐵𝑦2

26
 𝜕𝑐𝑛
𝑏𝑛 =
𝜕𝑟
𝜕𝑦1
=
𝜕𝑟 𝑟=𝑟1
EXAMPLE: Find the power series solution for the given DE about 𝑥 = 0:
2 ′′ ′
1
𝑥 − 𝑥 𝑦 + 2𝑥 + 1 𝑦 − 𝑦 = 0
𝑥
SOLUTION.
The given DE can take the form 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0 as follows
″
2𝑥 + 1 ′ 1
𝑦 + 𝑦 − 2 𝑦=0
𝑥 𝑥−1 𝑥 𝑥−1
At 𝑥0 = 0, 𝑃 𝑥 and 𝑄 𝑥 are not analytic functions, but 𝑥𝑃 𝑥 and 𝑥 2 𝑄 𝑥 are
analytic. Thus, the point 𝑥0 = 0 is a regular singular point. 27
Considering 𝑐0 ≠ 0, assume that
∞ ∞ ∞ ∞

𝑦 = ෍ 𝑐𝑘 𝑥 − 𝑥0 𝑘+𝑟 = ෍ 𝑐𝑘 𝑥 𝑘+𝑟 ⇒ 𝑦 ′ = ෍ 𝑘 + 𝑟 𝑐𝑘 𝑥 𝑘+𝑟−1 ⇒ 𝑦′′ = ෍ 𝑘 + 𝑟 𝑘 + 𝑟 − 1 𝑐𝑘 𝑥 𝑘+𝑟−2

𝑘=0 𝑘=0 𝑘=0 𝑘=0
1
Substitute in the differential equation 𝑥2 −𝑥 𝑦 ′′ + 2𝑥 + 1 𝑦′ − 𝑦 =0:
𝑥
∞ ∞ ∞

෍ 𝑘 + 𝑟 𝑘 + 𝑟 − 1 𝑐𝑘 𝑥 𝑘+𝑟 − ෍ 𝑘 + 𝑟 𝑘 + 𝑟 − 1 𝑐𝑘 𝑥 𝑘+𝑟−1 + ෍ 2 𝑘 + 𝑟 𝑐𝑘 𝑥 𝑘+𝑟

𝑘=0 𝑘=0 𝑘=0
∞ ∞

+ ෍ 𝑘 + 𝑟 𝑐𝑘 𝑥 𝑘+𝑟−1 − ෍ 𝑐𝑘 𝑥 𝑘+𝑟−1 = 0
𝑘=0 𝑘=0
Equate the coefficient of 𝑥 𝑟−1 with zero to get the indicial equation:
−𝑟 𝑟 − 1 𝑐0 + 𝑟𝑐0 − 𝑐0 = 0 ⇒ −𝑟 2 + 2𝑟 − 1 𝑐0 = 0 ⇒ − 𝑟 − 1 2 𝑐0 = 0
This gives us 𝑟1 = 𝑟2 = 1. Equate the coefficients of 𝑥 𝑘+𝑟 to get
𝑘+𝑟+1 Recurrence
𝑐𝑘+1 = 𝑐𝑘 𝑘≥0 Relation
𝑘+𝑟
28
 𝑘+𝑟+1
𝑐𝑘+1 = 𝑐𝑘
𝑘+𝑟
𝑟+1 𝑟+2 𝑟+3 𝑟+𝑛
𝑐1 = 𝑐0 ⇒ 𝑐2 = 𝑐0 ⇒ 𝑐3 = 𝑐0 ⇒ ⋯ ⇒ 𝑐𝑛 = 𝑐0
𝑟 𝑟 𝑟 𝑟
Hence, the recurrence relation of 𝑏𝑛 will be
𝜕 𝑟+𝑛 𝑛
𝑏𝑛 = 𝑐0 = − 2 𝑐0
𝜕𝑟 𝑟 𝑟
At 𝑟 = 1:
𝑐𝑛 = 𝑛 + 1 𝑐0 and 𝑏𝑛 = −𝑛𝑐0
Therefore, the two independent solutions can be expressed as follows
∞ ∞

𝑦1 = ෍ 𝑐𝑛 𝑥 𝑛+𝑟1 = 𝑐0 ෍ 𝑛 + 1 𝑥 𝑛+1
𝑛=0 𝑛=0
∞ ∞

𝑦2 = 𝑦1 ln 𝑥 + ෍ 𝑏𝑛 𝑥 𝑛+𝑟1 = 𝑦1 ln 𝑥 − 𝑐0 ෍ 𝑛𝑥 𝑛+1
𝑛=1 𝑛=1
The final solution is then given by 𝑦 = 𝐴𝑦1 + 𝐵𝑦2 . 29
EXAMPLE: Find the power series solution for the given DE about 𝑥 = 0:
𝑥 2 𝑦 ″ − 𝑥𝑦 ′ + (𝑥 2 + 1)𝑦 = 0
SOLUTION.
The given DE can take the form 𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0 as follows
1 𝑥 2+1
𝑦″ − 𝑦′ + 2
𝑦=0
𝑥 𝑥
At 𝑥0 = 0, 𝑃 𝑥 and 𝑄 𝑥 are not analytic functions, but 𝑥𝑃 𝑥 and 𝑥 2 𝑄 𝑥 are
analytic. Thus, the point 𝑥0 = 0 is a regular singular point. Considering 𝑐0 ≠ 0,
assume that
∞ ∞ ∞ ∞

𝑦 = ෍ 𝑐𝑘 𝑥 − 𝑥0 𝑘+𝑟 = ෍ 𝑐𝑘 𝑥 𝑘+𝑟 ⇒ 𝑦 ′ = ෍ 𝑘 + 𝑟 𝑐𝑘 𝑥 𝑘+𝑟−1 ⇒ 𝑦′′ = ෍ 𝑘 + 𝑟 𝑘 + 𝑟 − 1 𝑐𝑘 𝑥 𝑘+𝑟−2

𝑘=0 𝑘=0 𝑘=0 𝑘=0
Substitute in the differential equation 𝑥 2 𝑦 ″ − 𝑥𝑦 ′ + (𝑥 2 + 1)𝑦 = 0 :
∞ ∞ ∞ ∞

෍ 𝑘 + 𝑟 𝑘 + 𝑟 − 1 𝑐𝑘 𝑥 𝑘+𝑟 − ෍ 𝑘 + 𝑟 𝑐𝑘 𝑥 𝑘+𝑟 + ෍ 𝑐𝑘 𝑥 𝑘+𝑟+2 + ෍ 𝑐𝑘 𝑥 𝑘+𝑟 = 0

𝑘=0 𝑘=0 𝑘=0 𝑘=0
30
Equate the coefficient of 𝑥 𝑟 with zero to get the indicial equation:
𝑟 𝑟 − 1 𝑐0 − 𝑟𝑐0 + 𝑐0 = 0 ⇒ 𝑟 2 − 2𝑟 − 1 𝑐0 = 0 ⇒ 𝑟 − 1 2 𝑐0 = 0
This gives us 𝑟1 = 𝑟2 = 1. Equate the coefficients of 𝑥 𝑘+𝑟 to get
1 Recurrence
𝑐𝑘 = − 𝑐
2 𝑘−2
𝑘≥2
𝑘+𝑟−1 Relation

1 𝜕𝑐2 2
𝑐2 = − 𝑐
2 0
𝑏2 = =+ 3
𝑐0
𝑟+1 𝜕𝑟 𝑟+1
1 𝜕𝑐3
𝑐3 = − 𝑐
2 1
= 0 = 𝑐5 = 𝑐7 = ⋯ 𝑏3 = = 0 = 𝑏5 = 𝑏7 = ⋯
𝑟+2 𝜕𝑟
1 1 𝜕𝑐4 4 𝑟+2
𝑐4 = − 𝑐 =+ 𝑐 𝑏4 = =− 3 3
𝑐0
𝑟+3 2 2 𝑟+1 2 𝑟+3 2 0 𝜕𝑟 𝑟+1 𝑟+3
⋮ ⋮

31
At 𝑟 = 1:
1 1
𝑐2 = − 2 𝑐0 ⇒ 𝑐4 = + 6 𝑐0 ⇒ ⋯
2 2
1 3
𝑏2 = + 2 𝑐0 ⇒ 𝑏4 = − 7 𝑐0 ⇒ ⋯
2 2
Therefore, the two independent solutions can be expressed as follows
∞
𝑥 2 𝑥 4
𝑦1 = 𝑥 𝑟1 ෍ 𝑐𝑛 𝑥 𝑛 = 𝑐0 𝑥 1 − 2 + 6 − ⋯
2 2
𝑛=0
∞
𝑥 2 3 4
𝑟 𝑛
𝑦2 = 𝑦1 ln 𝑥 + 𝑥 1 ෍ 𝑏𝑛 𝑥 = 𝑦1 ln 𝑥 + 𝑐0 𝑥 2 − 7 𝑥 + ⋯
2 2
𝑛=2

The final solution is then given by 𝑦 = 𝐴𝑦1 + 𝐵𝑦2 . 32

The constants 𝐶 and 𝑏𝑛 are obtained by substituting the expression of 𝑦2 into the
original differential equation (1), then equating the coefficients of various powers
of 𝑥 with zero. This case will be studied in detail in the course Math 5.

CANCELLED
33