MA2002D-Mathematics IV

Power Series Method

National Institute of Technology, Calicut

 Power series solution in ODE

❑ ODE’s with variable coefficients

a) Solutions are complicated

b) non elementary functions

❑ Important ODE’s of this kind is

a) Legendre’s eqn : 1 − 𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 𝑛 𝑛 + 1 𝑦 = 0

b) Bessel’s eqn: 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑥 2 − 𝑛2 𝑦 = 0

c) Hypergeometric equations
❑ Method for solving such ODE’s is:

a) Power series method

b) Frobenius method

Power Series Method: ODE with variable coefficient

• Power series in (𝑥 − 𝑥0 ) is : σ∞
𝑚=0 𝑎𝑚 𝑥 − 𝑥0
𝑚

• Power series in 𝑥 is : σ∞ 𝑎
𝑚=0 𝑚 𝑥 𝑚

Note: -ve or fractional powers of 𝑥 is not included.

1
Example: 1−𝑥
= 1 + 𝑥 + 𝑥2 + 𝑥3 + ⋯ , 𝑥 < 1

𝑥 𝑥2 𝑥3
𝑒 = 1+𝑥+ + 3! + ⋯ etc.
2
Technique of power series solution on ODE:

Example: Solve : 𝑦 ′ − 𝑦 = 0 ………….(1)

Solution: 1st step: Put 𝑦 = σ∞ 𝑚 2

𝑚=0 𝑎𝑚 𝑥 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 + ⋯

𝑦 ′ = σ∞
𝑚=1 𝑚 𝑎𝑚 𝑥
𝑚−1
= 𝑎1 + 2𝑎2 𝑥 + 3 𝑎3 𝑥 2 + ⋯

into the ODE (1), we get

𝑎1 + 2𝑎2 𝑥 + 3 𝑎3 𝑥 2 + ⋯ − 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ = 0
𝑎1 − 𝑎0 + 2 𝑎2 − 𝑎1 𝑥 + 3 𝑎3 − 𝑎2 𝑥 2 + ⋯ = 0

Equating the coefficient of each power of 𝑥 to zero, we get:

𝑎1 − 𝑎0 = 0 ⇒ 𝑎1 = 𝑎0
 𝑎1 𝑎0
2𝑎2 − 𝑎1 = 0 ⇒ 𝑎2 = =
2 2
𝑎2 𝑎0
3𝑎3 − 𝑎2 = 0 ⇒ 𝑎3 = = ,…
3 3!

Substituting the coefficient in the series we get

𝑎0 2 𝑎 0 3
𝑦 = 𝑎 0 + 𝑎0 𝑥 + 𝑥 + 𝑥 + ⋯ .
2! 3!

𝑥2 𝑥3
=𝑎0 1 + 𝑥 + 2! + 3!
+ ⋯ = 𝑎0 𝑒 𝑥

This is the general solution of the given ODE.

Ordinary point and singular point

Consider 2nd order ODE with variable coefficient

𝑃 𝑥 𝑦 ′′ + 𝑄 𝑥 𝑦 ′ + 𝑅 𝑥 𝑦 = 0

❑ A point 𝑥 = 𝑥0 is called a singular point if 𝑃 𝑥 = 0 at 𝑥 = 𝑥0

❑ If 𝑃(𝑥) ≠ 0 at 𝑥 = 𝑥0 then 𝑥0 is called an ordinary point.

❑ Singular point are two types

i) Regular singular point

ii) irregular singular point

❑ Regular singular point say at 𝑥 = 𝑥0

It is a singular point i.e 𝑃 𝑥 = 0 at 𝑥 = 𝑥0 and

𝑄(𝑥) 𝑅(𝑥)
lim 𝑥 = finite and lim 𝑥 2 = finite
𝑥→𝑥0 𝑃(𝑥) 𝑥→𝑥0 𝑃(𝑥)

Note: For irregular singular point series solution does not apply.

Example: 2𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 1 − 𝑥 2 𝑦 = 0, check 𝑥 = 0 is ordinary point or regular

singular point.

Here 𝑃 𝑥 = 2𝑥 2 , 𝑄 𝑥 = −𝑥, 𝑅 𝑥 = 1 − 𝑥 2

At 𝑥 = 0, 𝑃 𝑥 = 0, this implies 𝑥 = 0 is singular point.

Check for regular singular point:

−𝑥 1
lim 𝑥 = − 2 (finite)
𝑥→0 2𝑥 2

𝑥 2 1−𝑥 2 1
lim 2𝑥 2
= 2
(finite)
𝑥→0

So, 𝑥 = 0 is regular singular point.

❑ We know that (from complex analysis) power series σ∞

𝑚=0 𝑎𝑚 𝑥 − 𝑥0
𝑚
converges for all
𝑥 interior the interval 𝑥 − 𝑥0 < 𝑅 and diverges outside of the interval. The interval may
be also infinite.

❑ Here 𝑅 is called the radius of convergence. If the series converges for all 𝑥 we set 𝑅 = ∞
1
and =0
𝑅
We also know the radius of convergence formula.

Existence of power series solution

Consider 𝑦 ′′ + 𝑝 𝑥 𝑦 ′ + 𝑞 𝑥 𝑦 = 𝑟(𝑥)…….(1)

If 𝑝, 𝑞, 𝑟 are analytic at 𝑥 = 𝑥0 then every solution of (1) is analytic at 𝑥 = 𝑥0 and can thus
be represented by a power series in powers of 𝑥 − 𝑥0 with radius of convergence 𝑅 > 0.

Operations on Power series

a) Term wise differentiation

b) Term wise addition, subtraction and multiplication

Legendre’s Equation: Legendre’s differential equation

1 − 𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 𝑛 𝑛 + 1 𝑦 = 0 … … (1)

2𝑥 𝑛 𝑛+1
Dividing by (1 − 𝑥 2 ) we see that the coefficients − 1−𝑥2 and are analytic at 𝑥 = 0, so
1−𝑥 2
we can apply the power series method.

Put 𝑦 = σ∞ 𝑎
𝑚=0 𝑚 𝑥 𝑚
and its derivative in (1). Let 𝑛 𝑛 + 1 = 𝑘, we get

∞ ∞ ∞

1 − 𝑥 2 ෍ 𝑚 𝑚 − 1 𝑎𝑚 𝑥 𝑚−2 − 2𝑥 ෍ 𝑚 𝑎𝑚 𝑥 𝑚−1 + 𝑘 ෍ 𝑎𝑚 𝑥 𝑚 = 0
𝑚=2 𝑚=1 𝑚=0

∞ ∞ ∞ ∞

෍ 𝑚 𝑚 − 1 𝑎𝑚 𝑥 𝑚−2 − ෍ 𝑚 𝑚 − 1 𝑎𝑚 𝑥 𝑚 − ෍ 2𝑚 𝑎𝑚 𝑥 𝑚 + ෍ 𝑘 𝑎𝑚 𝑥 𝑚 = 0
𝑚=2 𝑚=2 𝑚=1 𝑚=0
Put 𝑚 = 𝑠 + 2 in 1st series and 𝑚 = 𝑠 in the other series, we get

∞ ∞ ∞ ∞

෍ 𝑠 + 2 𝑠 + 1 𝑎𝑠+2 𝑥 𝑠 − ෍ 𝑠 𝑠 − 1 𝑎𝑠 𝑥 𝑠 − ෍ 2𝑠 𝑎𝑠 𝑥 𝑠 + ෍ 𝑘 𝑎𝑠 𝑥 𝑠 = 0
𝑠=0 𝑠=2 𝑠=1 𝑠=0

The sum of the coefficients of each powers of 𝑥 on the left side must be zero as right hand
side is zero.

Coeff. Of 𝑥 0 : 2𝑎2 + 𝑛 𝑛 + 1 𝑎0 = 0

Coeff of 𝑥1 : 3.2𝑎3 + −2 + 𝑛 𝑛 + 1 𝑎1 = 0 and so on..

𝑠 + 2 𝑠 + 1 𝑎𝑠+2 + −𝑠 𝑠 − 1 − 2𝑠 + 𝑛 𝑛 + 1 𝑎𝑠 = 0

i.e. 𝑠 + 2 𝑠 + 1 𝑎𝑠+2 + 𝑛 − 𝑠 𝑛 + 𝑠 + 1 𝑎𝑠 = 0
 𝑛−𝑠 𝑛+𝑠+1
Thereofore, 𝑎𝑠+2 = − 𝑎𝑠 , 𝑠 = 0,1,2, …
𝑠+2 𝑠+1

This is called recurrence relation.

𝑛 𝑛+1 𝑛−1 𝑛+2

Now, 𝑎2 = − 𝑎0 , 𝑎3 = − 𝑎1
2! 3!

𝑛−2 𝑛+3 𝑛−3 𝑛+4

𝑎4 = − 𝑎2 𝑎5 = − 𝑎3
4.3 5.4

𝑛−2 𝑛 (𝑛+1)(𝑛+3) (𝑛−3)(𝑛−1)(𝑛+2)(𝑛+4)

= 𝑎0 = 𝑎1
4! 5!

And so on.

By inserting these expressions for the coefficients in 𝑦(𝑥) we get

 𝑦 𝑥 = 𝑎0 𝑦1 𝑥 + 𝑎1 𝑦2 (𝑥)

𝑛 𝑛+1 𝑛−2 𝑛 𝑛+1 𝑛+3

Where 𝑦1 𝑥 = 1 − 𝑥2 + 𝑥4 − ⋯
2! 4!

𝑛−1 𝑛+2 3 𝑛−3 𝑛−1 𝑛+2 𝑛+4

And 𝑦2 𝑥 = 𝑥 − 𝑥 + 𝑥5 − ⋯
3! 5!

Problem: Find the first four terms in each portion of the series solution around 𝑥0 = −2 for
𝑦 ′′ − 𝑥𝑦 = 0

Solution: we have 𝑦 ′′ − 𝑥𝑦 = 0 … . (1)

Given 𝑥0 = −2

Then 𝑦 𝑥 = σ∞
𝑚=0 𝑎𝑚 𝑥 + 2
𝑚
, 𝑦 ′ 𝑥 = σ∞
𝑚=1 𝑚 𝑎𝑚 𝑥 + 2
𝑚−1
,

𝑦 ′′ 𝑥 = σ∞
𝑚=2 𝑚 𝑚 − 1 𝑎𝑚 (𝑥 + 2)
𝑚−2
Substituting in (1), we get

∞ ∞
𝑚−2 𝑚
෍ 𝑚 𝑚 − 1 𝑎𝑚 𝑥 + 2 − 𝑥 ෍ 𝑎𝑚 𝑥 + 2 =0
𝑚=2 𝑚=0

We will modify the coeff of the second series

∞ ∞
𝑚−2 𝑚
෍ 𝑚 𝑚 − 1 𝑎𝑚 𝑥 + 2 − (𝑥 + 2 − 2) ෍ 𝑎𝑚 𝑥 + 2 =0
𝑚=2 𝑚=0

∞ ∞ ∞
𝑚−2 𝑚+1 𝑚
෍ 𝑚 𝑚 − 1 𝑎𝑚 𝑥 + 2 − ෍ 𝑎𝑚 𝑥 + 2 + 2 ෍ 𝑎𝑚 𝑥 + 2 =0
𝑚=2 𝑚=0 𝑚=0
Put 𝑚 = 𝑠 + 2 in 1st series, 𝑚 = 𝑠 − 1 in the 2nd series and 𝑚 = 𝑠 in the 3rd series, we get

∞ ∞ ∞
𝑠 𝑠 𝑠
෍ 𝑠 + 2 𝑠 + 1 𝑎𝑠+2 𝑥 + 2 − ෍ 𝑎𝑠−1 𝑥 + 2 + ෍ 2 𝑎𝑠 𝑥 + 2 =0
𝑠=0 𝑠=1 𝑠=0

∞
𝑠
⟹ 2𝑎2 + 2𝑎0 + ෍ 𝑠 + 2 𝑠 + 1 𝑎𝑠+2 − 𝑎𝑠−1 + 2 𝑎𝑠 𝑥 + 2 =0
𝑠=1

Equating the coeffs of like powers 𝑥 to zero:

𝑠 = 0: 2𝑎2 + 2𝑎0 = 0

𝑠 = 1,2, … 𝑠 + 2 𝑠 + 1 𝑎𝑠+2 − 𝑎𝑠−1 + 2𝑎𝑠 = 0

So, 𝑎2 = −𝑎0

𝑎𝑠−1 −2 𝑎𝑠
𝑎𝑠+2 = (𝑠+2)(𝑠+1)

𝑎0 −2𝑎1 𝑎0 𝑎1
𝑠 = 1: 𝑎3 = 3.2
= 6
− 3

𝑎1 − 2𝑎2 𝑎1 − 2(−𝑎0 ) 𝑎0 𝑎1
𝑠 = 2: 𝑎4 = = = +
4.3 4.3 6 12
𝑎2 −2𝑎3 𝑎 𝑎
𝑠 = 3: 𝑎5 = = − 150 + 301
5.4

Now substituting in the solution 𝑦 𝑥 = σ∞

𝑚=0 𝑎𝑚 𝑥 + 2
𝑚

2 3 4 5
= 𝑎0 + 𝑎1 𝑥 + 2 + 𝑎2 𝑥 + 2 + 𝑎3 𝑥 + 2 + 𝑎4 𝑥 + 2 + 𝑎5 𝑥 + 2 + ⋯.
 2 𝑎0 𝑎1 3 𝑎0 𝑎1 4
=𝑎0 + 𝑎1 𝑥 + 2 − 𝑎0 𝑥 + 2 + − 𝑥+2 + + 12 𝑥+2
6 3 6

𝑎0 𝑎1 5
+ − + 𝑥+2 +⋯
15 30

2 1 3 1 4 1 5
=𝑎0 1 − 𝑥 + 2 +6 𝑥+2 + 𝑥+2 − 𝑥+2 +⋯
6 15

1 3 1 4 1 5
+𝑎1 [ 𝑥 + 2 − 𝑥+2 + 𝑥+2 + 𝑥+2 + ⋯]
3 12 30

This is the solution of the given ODE.