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Chapter 5 Notes

The document discusses series solutions of second-order linear differential equations, focusing on power series centered at ordinary points. It explains the convergence of power series and provides methods for finding solutions to homogeneous equations using Taylor series expansions. The document also highlights the distinction between ordinary and singular points in the context of differential equations and their implications for finding solutions.

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0% found this document useful (0 votes)
4 views6 pages

Chapter 5 Notes

The document discusses series solutions of second-order linear differential equations, focusing on power series centered at ordinary points. It explains the convergence of power series and provides methods for finding solutions to homogeneous equations using Taylor series expansions. The document also highlights the distinction between ordinary and singular points in the context of differential equations and their implications for finding solutions.

Uploaded by

wcpaford
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

5 Series Solutions of Second–Order Linear Equations

5.1 Review of Power Series

Recall that a power series centered at �� is a series of the form:



� �� (� − �� )
�=�

Recall that for this to make sense, we have to discuss convergence. A power series
will converge on some interval (�� − �, �� + �) and � is called the radius of convergence.

Let � be a function that is infinitely differentiable (that is, � (�) is define for all
(�)

values of � ). Such a function has a Taylor Series centered at �� :

� (�)
� (�� ) �
� (� − �� ) .
�=�
�!

5.2 Series Solutions Near an Ordinary Point, Part I

We will be dealing with homogeneous equations of the form:

�(�)� �� (�) + �(�)� � (�) + �(�)�(�) = 0.

Here, we assume that �, �, � are polynomials with no common factor (� − �) - if such a


common factor exists, divide it out. Notice that if �(�) = 0 for some � , at that point the
equation is really a first order equation and things are weird. So what we have to do
is this: let �� be a point for which �(�� ) ≠ 0. Such a point is called an “ordinary point”.
We are going to write the solution to the ODE as a series centered at �� . Note that
on some interval around �� , �(�) ≠ 0 since �(�) is continuous. Thus, we only know our
solution exists on that interval. This interval can be really small or really big.

In other words, we assume that the general solution can be written as:



� �� (� − �� ) ,
�=�

and we want to try to find these coefficients.

Solve the ODE � �� (�) + �(�) = 0. First, we write:


�(�) = � �� � � ,
�=�

where we are expanding the solution as a series centered at 0. Note that:


� � (�) = � ��� � � � �
�=�


� �� (�) = � �(� − 1)�� � � � �.
�=�

Plugging this into the ODE gives:

� �
� �(� − 1)�� � � � � + � �� � � = 0.
�=� �=�

We can re-index and write this as:


� �
0 = � (� + 2)(� + 1)�� � � � � + � �� � �
�=� �=�


= � [(� + 2)(� + 1)�� � � + �� ]� � .
�=�

This implies:

(� + 2)(� + 1)�� � � + �� = 0

whence:

1
�� � � = − � .
(� + 2)(� + 1) �

Notice that, in principle, if we know �� we can find �� , then �� and so on. Also, if we
know �� we can find �� and �� an so on. But how to do this?

Now, notice that:

1
�� = − � .
�(� − 1) � � �

Thus:

1 1 1
�� � � = �− �� = �− ��− �� .
(� + 2)(� + 1) � (� + 2)(� + 1) �(� − 1) � � �

And this pattern will continue as long as � − 2 ≥ 0. So, we see that:

??? 1
�� � � = (−1) �
(� + 2)! �

or

??? 1
�� � � = (−1) � ,
(� + 2)! �

the choice being based on whether � is even or odd. There are two things we need to
do: re-index and figure out what the “???” is. Let’s do the even first:

??? 1
�� � � = (−1) �
(� + 2)! �

??? 1
⟹ �� = (−1) � .
�! �

Now, if � is even, then � = 2� for some integer �. Thus:

??? 1
��� = (−1) � .
(2�)! �

The (−1) alternates, so it means that it will be something like (−1) or (−1) . Since it
� ���

is when when � = 0, this means that it is (−1) . And so:


� 1
��� = (−1) � .
(2�)! �

Now, for the odds:

??? 1
�� � � = (−1) �
(� + 2)! �

??? 1
⟹ �� = (−1) � .
�! �

Similarly, if � is odd, then � = 2� + 1 for some integer �. And therefore:


??? 1
��� � � = (−1) � .
(2� + 1)! �

And the “???” will be � or � + 1. Since when � = 0 the term is �� , this implies it is (−1) .

And so:

� 1
��� � � = (−1) � .
(2� + 1)! �

Now we just need to plug these into the series. Note that if � is even, then � = 2�
for some integer and if � is odd it is equal to 2� + 1 for some integer. Thus:


�(�) = � �� � �
�=�

� �
= � ��� � �� + � ��� � � � ���
�=� �=�

� �
� 1 � 1
= � (−1) � � �� + � (−1) � � �� � �
�=�
(2�)! � �=�
(2� + 1)! �

� � � �
(−1) �� (−1)
= �� � � + �� � � �� � �
�=�
(2�)! �=�
(2� + 1)!

=: �� �� (�) + �� �� (�).

Observe this is just �� cos � + �� sin � , which of course we expect.

Observe that �� and �� are linearly independent since one is odd and one is even
(we can tell this even with out using the fact that they are cos and sin.) We can also
use the Wronskian. Remember that if the Wronskian is not zero at one point, then
the two functions are linearly independent. So we can compute �� (0) = 1, ��� (0) = 0, �� (0) = 0
and ��� (0) = 1. Thus � [�� , �� ](0) = 1 so these two functions are linearly independent.

Solve �� �� + � � + � = 0 using series. First observer that �� = 0 is not an ordinary point. So


we expand at �� = 1:



�(�) = � �� (� − 1)
�=�


���
� � (�) = � ��� (� − 1)
�=�


���
� �� (�) = � �(� − 1)�� (� − 1) .
�=�

Plug this into the ODE:

� � �
��� ��� �
� � �(� − 1)�� (� − 1) + � ��� (� − 1) + � �� (� − 1) = 0.
�=� �=� �=�

We want to distribute the � to the series, but it needs to be a � − 1 so we add and


subtract:

� � �
��� ��� ���
� � �(� − 1)�� (� − 1) = (� − 1) � �(� − 1)�� (� − 1) + � �(� − 1)�� (� − 1)
�=� �=� �=�

� �
��� ���
= � �(� − 1)�� (� − 1) + � �(� − 1)�� (� − 1) .
�=� �=�

Plugging this into the expression above:


� � �
��� ��� �
0 = � � �(� − 1)�� (� − 1) + � ��� (� − 1) + � �� (� − 1)
�=� �=� �=�

� � � �
��� ��� ��� �
= � �(� − 1)�� (� − 1) + � �(� − 1)�� (� − 1) + � ��� (� − 1) + � �� (� − 1)
�=� �=� �=� �=�

� � � �
� � � �
= � (� + 1)��� � � (� − 1) + � (� + 2)(� + 1)�� � � (� − 1) + � (� + 1)�� � � (� − 1) + � �� (� − 1) .
�=� �=� �=� �=�

This gives a recurrence relation:

�� � � (� + 2)(� + 1) + �� � � (� + 1)(� + 1) + �� = 0.

That is:

�� + �� � � (� + 1)(� + 1)
�� � � = − .
(� + 2)(� + 1)

Notice that to solve this we need both �� and �� .

Solve (1 − �)� �� (�) + �(�) = 0.

We assume that �(�) = ∑��= � �� � �. Notice that this procedure is only valid in the interval
(−∞, 1).

Plugging this into the equation gives:

� �
0 = (1 − �) � �(� − 1)�� � � � � + � �� � �
�=� �=�

� � �
= � �(� − 1)�� � � � � − � �(� − 1)�� � � � � − � �� � �
�=� �=� �=�

� � �
= � (� + 2)(� + 1)�� � � � � + � (� + 1)(�)�� � � � � + � �� � �
�=� �=� �=�


= 2�� + �� + � [(� + 2)(� + 1)�� � � − (� + 1)(�)�� � � + �� ]� � .
�=�

Thus:

�� ��
�� � � = − + ��� .
(� + 2)(� + 1) � + 2

Solving this recurrence relation is difficult and so we won’t. But the important thing
to consider is that we can compute as many terms as we want. So, for example, we
can use a computer to compute the power series to any desired degree of accuracy.

Solve � �� − 2�� � + �� = 0.

5.3 Series Solutions Near an Ordinary Point, Part II

Recall this problem from last class:

Solve (1 − �)� �� (�) + �(�) = 0.

We did this before, but now we will try to do it by expanding at � = 1 – which is a


singular point.

The form of the solution is:




�(�) = � �� (� − 1) .
�=�

Plugging this into the equation gives:

� �
��� �
0 = (1 − �) � �(� − 1)�� (� − 1) + � �� (� − 1)
�=� �=�

� �
��� �
= � �(� − 1)�� (� − 1) + � �� (� − 1)
�=� �=�

� �
� �
= � (� + 1)(�)�� � � (� − 1) + � �� (� − 1)
�=� �=�


���
= �� + � [ (� + 1)(�)�� � � + �� ] (� − 1) .
�=�

Now, this implies that �� = 0 and that:

1
�� � � = − � .
(� + 1)� �

But if �� = 0 then �� = 0 and so on. And so all coefficients are zero. And so the solution
this method comes up with is the identically zero solution which means this method
doesn’t work. The issue is that we tried to expand around a singular point.

In general, consider the IVP:

�(�)� �� (�) + �(�)� � (�) + �(�)�(�) = 0, �(0) = �� , � � (0) = �� .

Using standard Taylor coefficient things we know that in general �!�� = � (�) (�� ) when we
expand the solution �(�) at �� . If �(�� ) ≠ 0, we can solve this for � �� :

�(�) � �(�)
� �� (�) = − � (�) − �(�),
�(�) �(�)

in particular:

�(�� ) � �(�� )
� �� (�� ) = − � (�� ) − �(�� ).
�(�� ) �(�� )

Thus, we can solve for �� . We can differentiate the equation:

�(�) � �(�)
� �� (�) = − � (�) − �(�)
�(�) �(�)

to get an expression for � ��� (�) and thus � ��� (�� ). As long as � / � and � / � are analytic at
the point �� , we can continue doing this and get an expression for � (�) (�� ) and thus �� .

This actually allows us to expand our study a little. Instead of requiring that �, �, �
are polynomials, we will require that they be “any” function. And in the equation:

�(�)� �� (�) + �(�)� � (�) + �(�)�(�) = 0,

we say that �� is an ordinary point if � / � and � / � are analytic there. Otherwise, we


say that �� is a singular point.

Theorem 5.1. If �� is an ordinary point of the differential equation

�(�)� �� (�) + �(�)� � (�) + �(�)�(�) = 0,

that is if � / � and � / � are analytic at �� then the general solution is:



�(�) = � �� (� − �� ) = �� �� (�) + �� �� (�).
�=�
Here �� and �� are arbitrary and �� , �� form a fundamental set of solutions. Furthmore, the
radius of convergence of the series solutions �� and �� is at least as big as the minimum
of the radius of convergence of � / � and � / �.

When dealing with a rational function, the radius of convergence of the power series
of �(�) / �(�) centered at �� is the distance from �� to the closest zero of �. BUT
WARNING: we have to include ALL THE ZEROS - even the complex zeros of �!!

Consider the equation:

(1 − � �)� �� − 2�� � + �(� + 1)� = 0.

Find a lower bound for the radius of convergence for solutions expanded at � = 0. This is
going to be the distance from 0 to the zeros of �(�) = (1 − � �) = (1 − �)(1 + �). So the lower
bound is 1.

Consider the equation:

(1 + � �)� �� + 2�� � + 4� �� = 0.

Find a lower bound for the radius of convergence for solutions expanded at � = 0, � = − � .

This is going to be the distance from � = 0 to the closest zero of 1 + � �. What are the
zeros of �(�)? They are ±�. The distance from � = 0 to ±� is 1. So, for expanding the
solution at �� = 0 the lower bound is 1.

For − � we use the distance formula. The distance between �� = �� + ��� and �� = �� + ��� is

(�� − �� ) + (�� − �� ) . So here this is:


� �


1 � 1
(− − 0) + (0 − 1) = �5 / 4 = √5.
� 2 2

So the IOC is at least as big as ( , � ).


� � √� � � √�

6 The Laplace Transform

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