UECM1713 Tutorial: Power Series Methods(Solution)

∞
X ∞
X
n−2
1. (a) n(n + 1)an x = (n + 2)(n + 3)an+2 xn
n=3 n=1
m = n − 2; n = 3, m = 1; n → ∞, mn → ∞
∞
X ∞
X ∞
X
n−2 m
n(n + 1)an x = (m + 2)(m + 3)am+2 x = (n + 2)(n + 3)an+2 xn
n=3 m=1 n=1
X∞ ∞
X ∞
X
(b) ak+1 xk + ak xk+1 = a1 + (ak−1 + ak+1 ) xk
k=0 k=0 k=1
DIY
∞ ∞
¡ ¢X X
(c) 1 − x2 n(n − 1)an xn−2 = [(n + 2)(n + 1)an+2 − n(n − 1)an ] xn
n=2 n=0
DIY
2. (a) y 00 + xy = 0
All points are ordinary.
(b) xy 00 + (sin x)y 0 + x2 y = 0
All points are ordinary.
(c) (x2 + x − 6)y 00 + (x + 3)y 0 + (x − 2)y = 0
x = −3 and x = 2 are singular points. All other points are ordinary points.
3. (a) (x − 2)y 0 + y = 0
X∞ ∞
X ∞
X ∞
X
m 0 m−1 m 0
Sub. y = am x , y = mam x = (m + 1)am+1 x , xy = mam xm =
m=0 m=1 m=0 m=1
∞
X
mam xm into the DE,
m=0
X∞ ∞
X ∞
X
m m
mam x − 2 (m + 1)am+1 x + am x m = 0
m=0 m=0 m=0
X∞
[(m + 1)am − 2(m + 1)am+1 ] xm = 0
m=0
Equate coefficients,
am
am+1 = ,m ≥ 0
2
a0 a1 a0 a0
a1 = , a 2 = = 2 , a3 = · · · = 3
2 2 2 2
a0
Hence, am = m , m ≥ 0
2
X∞ ³ ´
x m 1
y = a0 = a0
m=0
2 1 − x2
(b) (1 + x2 )y 00 − 4xy 0 + 6y = 0
y = a0 (1 − 3x2 ) + a1 (x − 13 x3 )
4. (a) Because x = 0 is an ordinary point.
∞
X X∞ ∞
X ∞
X
m 0 m−1 0 m
(b) y = am x , y = mam x , xy = mam x = mam xm
m=0 m=1 m=1 m=0
∞
X ∞
X
y 00 = m(m − 1)am xm−2 = (m + 1)(m + 2)am+2 xm
m=2 m=0

1
 Substitute the above into the DE,
X∞ ∞
X ∞
X
m m
(m + 1)(m + 2)am+2 x − mam x + 8 am x m = 0
m=0 m=0 m=0
X∞
£ ¤
(m + 1)(m + 2)a( m + 2) − (2m − 8)am xm = 0
m=0
(m + 1)(m + 2)am+2 − (2m − 8)am = 0
2m − 8
am+2 = am , m = 0, 1, 2, . . .
(m + 1)(m + 2)
a2 = −4a0 , a4 = −(1/3)a2 = (4/3)a0 , a6 = a8 = · · · = 0
a3 = −a1 , a5 = −(1/10)a3 = (1/10)a1
¡ ¢ ¡ ¢
y = a0 + a2 x 2 + a4 x 4 + · · · + a1 x + a3 x 3 + a5 x 5 + · · ·
¡ ¢ ¡ ¢
y = a0 1 − 4x2 + (4/3)x4 + a1 x − x3 + (1/10)x5 + · · · = a0 y1 (x) + a1 y2 (x)
where y1 (x) = 1 − 4x2 + (4/3)x4 (a polynomial) and
y2 (x) = x − x3 + (1/10)x5 + · · · are two linearly independent solutions of the differential
equation.
(c) y(0) = 3 = a0 , y 0 (0) = 0 = a1
¡ ¢
y = 3 1 − 4x2 + (4/3)x4 = 3 − 12x2 + 4x4
5. (a) (x2 + x − 6)y 00 + (x + 3)y 0 + (x − 2)y = 0
RSP at x = −3, 2
(b) x2 (1 − x)2 (1 + x)y 00 + 2y 0 + y = 0
RSP at x = −1; ISP at x = 0, 1.
6. (a) 4x2 y 00 + 2xy 0 − xy = 0
∞
X ∞
X ∞
X
m+r m+r
4 (m + r)(m + r − 1)am x +2 (m + r)am x − am xm+r+1 = 0
m=0 m=0 m=0
∞
X
2r(2r − 1)a0 xr + [2(m + r) (2(m + r − 1) + 1) am − am−1 ] xm+r = 0
m=1
Since a0 6= 0, r must satisfy the indicial equation 2r(2r − 1) = 0 with roots r1 = 1/2, r2 = 0.
1
The recurrence relation is am = am−1 , m ≥ 1
2(m + r) (2(m + r) − 1)
1
Using r = 1/2 gives am = am−1 and one solution
2m(2m + 1)
X∞
1
y1 = xn+1/2
n=0
(2n + 1)!
1
whereas using r = 0 gives am = am−1 and a second solution
2m(2m − 1)
X∞
1 n
y2 = x .
n=0
(2n)!
(b) 2x2 y 00 − xy 0 + (x2 + 1)y = 0
∞
X
2 r 2 r+1
(2r −3r+1)a0 x +(2r +r)a1 x + [2(m + r) (m + r − 1) am − (m + r)am + am + am−2 ] xm+r =
m=2
0
Since a0 6= 0, r must satisfy the indicial equation 2r2 −3r+1 = 0 with roots r1 = 1/2, r2 = 1.
So a1 = 0
1
The recurrence relation is am = am−2 , m ≥ 2
(m + r)(2m + 2r − 3) + 1

2
 1
Using r = 1/2 gives am = − am−1 and one solution
µ m(2m − 1) ¶
1/2 1 2 1 4 1 6
y1 = x 1− x + x − x + ··· ;
6 168 11088
1
whereas using r = 1 gives am = − am−1 and a second solution
µ m(2m + 1) ¶
1 1 4 1
y2 = x 1 − x2 + x − x6 + · · ·
10 360 28080
7. (a) 4x2 y 00 + 4xy 0 + (4x2 − 25)y = 0
x2 y 00 + xy 0 + (x2 − (5/2)2 )y = 0 , a Bessel’s equation of order ν = 5/2
The GS is y = c1 J5/2 (x) + c2 Y5/2 (x)
(b) xy 00 + y 0 + xy = 0
x2 y 00 + xy 0 + (x2 − 02 )y = 0, a Bessel’s equation of order ν = 0
The GS is y = c1 J0 (x) + c2 Y0 (x)
dz
8. z = λx ⇒ dx =λ
dy dy dz dy
= =λ
dx dz dx
µ ¶dz µ ¶
d2 y d dy dz d dy dz 2
2d y
= = λ = λ
dx2 dz dx dx dz dz dx dz 2
2
z 2 ddzy2 + z dy
dz
+ (z 2 − ν 2 ) y = 0 , a Bessel’s equation of order ν
y = c1 Jν (z) + c2 Yν (z) = c1 Jν (λx) + c2 Yν (λx)
9. Substitute x = cos θ, then
dx
= − sin θ
dθ
dy dy dx dy
= = − sin θ
dθ dx dθ dx
dy 1 dy
=−
dx sinµθ dθ¶ µ ¶ µ ¶
2
dy d dy d 1 dy d 1 dy dθ
= = − = −
dx2 dx dx dx sin θ dθ dθ sin θ dθ dx
2
· 2
¸µ ¶
dy cos θ dy 1 dy 1
2
= 2 − 2
−
dx sin θ dθ sin θ dθ sin θ
2
· 2
¸
dy cos θ dy d y
sin2 θ 2 = − −
dx sin θ dθ dθ2
d2 y d2 y dy
(1 − x2 ) 2 = 2 − cot θ (∵ sin2 θ = 1 − cos2 θ = 1 − x2 )
dx dθ dθ
dy dy dy
Adding 2 cot θ = −2 cos θ = −2x , we have
dθ dx dx
2 2
d y dy d y dy
(1 − x2 ) 2 − 2x = 2 + cot θ = −λy
dx dx dθ dθ
d2 y dy
(1 − x2 ) 2 − 2x + λy = 0
dx dx
10. (a) A(x) = x, B(x) = 1 − x, C(x) = n, x0 = 0
B(x) 1−x
(x − x0 ) = (x − 0) =1−x
A(x) x
C(x) n
(x − x0 )2 = (x − 0)2 = nx
A(x) x

3
 B(x)
L1 = lim (x − x0 ) = lim (1 − x) = 1 < ∞
x→x0 A(x) x→0
C(x)
L2 = lim (x − x0 )2 lim nx = 0 < ∞
x→x0 A(x) x→0
Since both L1 and L2 are finite, x = 0 is a regular singular point.
(b) xy 00 + (1 − x)y 0 + ny = 0.
∞
X X∞ ∞
X
m+r 0 m+r−1 r−1
y = am x ,y = (m + r)am x = ra0 x + (m + r + 1)am+1 xm+r , xy 0 =
m=0 m=0 m=0
∞
X
(m + r)am xm+r
m=0
∞
X ∞
X
m+r−2 00
00
y = (m + r − 1)(m + r)am x , xy = (m + r − 1)(m + r)am xm+r−1 = (r −
m=0 m=0
∞
X
1)ra0 xr + (m + r)(m + r + 1)am+1 xm+r
m=0
Substitute the above into the DE xy 00 + (1 − x)y 0 + ny = 0,
∞
X ∞
X
r m+r r−1
(r − 1)ra0 x + (m + r)(m + r + 1)am+1 x + ra0 x + (m + r + 1)am+1 xm+r −
m=0 m=0
∞
X ∞
X
(m + r)am xm+r + n am xm+r = 0
m=0 m=0
r−1 r−1
(r − 1)ra0 x + ra0 x
∞
X
+ [(m + r)(m + r + 1)am+1 + (m + r + 1)am+1 − (m + r)am + nam ] xm+r = 0
m=0
∞
X
2 r−1
£ ¤
r a0 x + (m + r + 1)2 am+1 − (m + r − n)am xm+r = 0
m=0
r2 a0 = 0, (m + r + 1)2 am+1 − (m + r − n)am = 0
r2 = 0 or r = 0
m−n
am+1 = am , m ≥ 0
(m + 1)2
a1 = (−1)na0
1−n (−1)2 n(n − 1)
a2 = a 1 = a0
22 22
2−n (−1)3 n(n − 1)(n − 2)
a3 = a2 = a0
9 22 32
(−1)4 n(n − 1)(n − 2)(n − 3)
a4 = a0
22 32 42
(−1)m n(n − 1)(n − 2) · · · (n − m + 1)
am = a0
(m!)2
X∞ X∞
m+r (−1)m n(n − 1)(n − 2) · · · (n − m + 1) m
A solution y = am x = a0 2
x
m=0 m=0
(m!)
(c) If n is a nonnegative integer,
m−n
am+1 = am ⇒ an+1 = an+2 = an+3 = · · · = 0 or am = 0 ∀ m ≥ n + 1
(m + 1)2
The solution in part (b) reduces to
X n Xn
(−1)m n(n − 1)(n − 2) · · · (n − m + 1) m
y= am x m = a0 2
x , a polynomial of degree n
m=0 m=0
(m!)

4
 (−1)m n(n − 1)(n − 2) · · · (n − m + 1)
(d) am = a0 , m ≥ n + 1
(m!)2
n = 0 : am = 0 ∀ m ≥ 1 and L0 (x) = a0
L0 (0) = 1 ⇒ a0 = 1 and L0 (x) = 1
n = 1 : am = 0 ∀ m ≥ 2; a1 = −a0 and L1 (x) = a0 + a1 x = a0 (1 − x)
L1 (0) = 1 ⇒ a0 = 1 and L1 (x) = 1 − x
1−2 1
n = 2 : am = 0 ∀ m ≥ 3; a1 = −2a0 , a2 = 2
a1 = a0 and L1 (x) = a0 + a1 x + a2 x2 =
2 2
a0 (1 − 2x + 12 x2 )
L2 (0) = 1 ⇒ a0 = 1 and L2 (x) = 1 − 2x + 12 x2
¯ ¯ ¯ ¯ ¯ ¯
¯ am+1 xm+1 ¯ ¯ am+1 x ¯ ¯ m−n ¯
(c)(e) L = lim ¯ ¯ = lim ¯¯ ¯ = lim ¯ ¯ · x¯¯ = 0 < 1 ∀ x
m→∞ ¯ am x m ¯ m→∞ am ¯ m→∞ (m + 1) 2

the radius of convergence R = ∞

∞
X
11. r(r−1)a0 xr−1 +ra0 xr−1 + [(m + r + 1)(m + r)am+1 + (m + r + 1)am+1 − (m + r)am − am ] xm+r =
m=0
0
∞
X
2 r−1
£ ¤
r a0 x + (m + r + 1)2 am+1 − (m + r + 1)am xm+r−1
m=0
2
r = 0 ⇒ r = r 1 = r2 = 0
am am
am+1 = = ,m ≥ 0
m+r+1 m+1
X∞
xm
y 1 = a0 = a0 ex = ex (take a0 = 1)
m=0
m!
Z − R [(1−x)/x]dx Z −x · ¸
e e x 1 2 1 3
y2 = y1 dx = y1 dx = e ln x − x + x − x + ···
[y1 ]2 x 2 · 2! 3 · 3!
· ¸
x x 1 2 1 3
y = c1 y1 + c2 y2 = c1 e + c2 e ln x − x + x − x + ···
2 · 2! 3 · 3!

5
Power Series Method