Solving Differential Equations via Power Series Methods
Topic: Power Series Method, Bessel's Equation, and Legendre's Equation
1. The Power Series Method (General)
The power series method is used for solving linear differential equations with variable coefficients,
especially when the solution is analytic at the expansion point (often x = 0, an ordinary point).
A. Assumption of Solution Form
We assume the solution y(x) is represented by the power series:
∞
y(x) = ∑ an xn
n=0
B. Procedure (Summary)
The procedure involves substituting y, y ′ , and y ′′ into the differential equation, shifting indices to
combine summations, and setting the coefficient of the general term xk to zero to find the recurrence
relation.
Example 1: Power Series Method (Recurrence Relation)
Problem: Find the recurrence relation for the solution to the differential equation y ′′ + xy ′ + y = 0
centered at x = 0.
Solution Steps: (Substitution and Alignment)
1. Substitute Series into DE:
∞ ∞ ∞
∑ n(n − 1)an xn−2 + ∑ nan xn + ∑ an xn = 0
n=2 n=1 n=0
2. Align Indices (Target power xk ):
∞ ∞ ∞
∑(k + 2)(k + 1)ak+2 x + ∑ kak x + ∑ ak xk = 0
k
k
k=0 k=1 k=0
3. Derive Recurrence Relation (k ≥ 1): Setting the coefficient of xk for k ≥ 1 to zero:
(k + 2)(k + 1)ak+2 + kak + ak = 0
(k + 2)(k + 1)ak+2 = −(k + 1)ak
Recurrence Relation:
ak
ak+2 = − , for k ≥ 1
k+2
2. Legendre's Equation (Detailed Derivation)
Legendre's equation is a special case solvable by the standard Power Series method, yielding
polynomials when n is an integer.
A. Equation Form
(1 − x2 ) y ′′ − 2xy ′ + n(n + 1)y = 0
B. Derivation of Recurrence Relation
We substitute the series for y, y ′ , y ′′ and align indices:
∞ ∞ ∞ ∞
∑(k + 2)(k + 1)ak+2 x − ∑ k(k − 1)ak x − ∑ 2kak x + ∑ n(n + 1)ak xk = 0
k
k
k
k=0 k=2 k=1 k=0
Combine sums for the general coefficient of xk (for k ≥ 2):
(k + 2)(k + 1)ak+2 − k(k − 1)ak − 2kak + n(n + 1)ak = 0
Group the terms involving ak :
(k + 2)(k + 1)ak+2 + [n(n + 1) − k(k − 1) − 2k ] ak = 0
(k + 2)(k + 1)ak+2 + [n2 + n − k 2 + k − 2k ] ak = 0
(k + 2)(k + 1)ak+2 + [(n2 − k 2 ) + (n − k)] ak = 0
(k + 2)(k + 1)ak+2 + [(n − k)(n + k) + (n − k)] ak = 0
Recurrence Relation (for Legendre's Equation):
(n − k)(n + k + 1)
ak+2 = − ak , for k ≥ 0
(k + 1)(k + 2)
C. Solution and Termination
The relation shows ak+2 is determined by ak . This splits the solution into two series (even and odd
powers, determined by a0 and a1 ).
If n is a non-negative integer, the numerator (n − k) becomes zero when k = n. This causes the
series to terminate, resulting in the Legendre Polynomials Pn (x).
3. Bessel's Equation (Method of Frobenius)
Bessel's equation has a regular singular point at x = 0, requiring the Method of Frobenius (a
generalization of the power series method).
A. Equation Form (Order ν )
x2 y ′′ + xy ′ + (x2 − ν 2 ) y = 0
B. Assumption and Substitution
We assume the Frobenius solution form: y(x) = ∑∞
k=0 ak x
k+r
, with a0
= 0.
Substituting y, y ′ , y ′′ into the DE:
∞ ∞ ∞ ∞
∑(k + r)(k + r − 1)ak x
k+r
+ ∑(k + r)ak x
k+r
+ ∑ ak−2 x
k+r
− ∑ ν 2 ak xk+r = 0
k=0 k=0 k=2 k=0
C. Indicial Equation (Determining r)
We equate the coefficient of the lowest power, xr (from k = 0 terms), to zero:
k=0: [r(r − 1)a0 + ra0 − ν 2 a0 ] = 0
Since a0
= 0:
r2 − r + r − ν 2 = 0 ⟹ r2 − ν 2 = 0
Roots of Indicial Equation: r1 = ν , r2 = −ν .
D. Recurrence Relation
We equate the coefficient of the general term xk+r (for k ≥ 2) to zero:
k≥2: [(k + r)(k + r − 1)ak + (k + r)ak + ak−2 − ν 2 ak ] = 0
ak [(k + r)2 − ν 2 ] = −ak−2
General Recurrence Relation (for Bessel's Equation):
ak−2
ak = − , for k ≥ 2
(k + r)2 − ν 2
E. Solution for Jν (x) (First Root r = ν )
We use the root r1 = ν in the recurrence relation:
ak−2 ak−2
ak = − =− 2
(k + ν) − ν
2 2 k + 2kν + ν 2 − ν 2
ak−2
ak = − , for k ≥ 2
k(k + 2ν)
Since the coefficient of xr+1 (for k = 1) is a1 [(ν + 1)2 − ν 2 ] = 0, and (ν + 1)2 − ν 2
= 0, we must
have a1 = 0. This forces all odd coefficients (a3 , a5 , …) to be zero.
We only solve for even coefficients k = 2m:
a2m−2 a2m−2
a2m = − =−
2m(2m + 2ν) 4m(m + ν)
This recurrence relation leads to the definition of the Bessel Function of the First Kind, Jν (x).
∞
(−1)k x 2k+ν
Jν (x) = ∑ ( )
k!Γ(ν + k + 1) 2
k=0