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Introduction Higher Order Differential Coefficients as Series Leibnizs Theorem Power Series Solution by The Leibniz-Maclaurin Method Power Series Solution by the Frobenius Method Bessels Equation and Bessels Functions Legendres Equation and Legendre Polynomials
Introduction
Second order ordinary differential equations that cannot be solved by analytical methods (Chapter 50 and 51), i.e., those involving variable coefficients, can often be solved in the form of an infinite series of powers of the variable. To better understand this chapter, it is necessary to be able to:
Differentiate standard functions (Chapter 27 and 32), Appreciate the binomial theorem (Chapter 7), and Use Maclaurins theorem (Chapter 8)
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y ( n ) = a n e ax
y ( n ) = a n cos(ax +
n ) 2
If y = xa,
If y = cosh ax,
y (n) =
a! x a n (a n)!
(n)
Exercise 194
Determine the following derivatives: Exercise 3. y(9) when y = 3cos(2t/3) [29sin(2t/3)/38] Exercise 5. y(7) when y = (sinh 2x)/4 [32cosh 2x] Exercise 7. y(7) when y = (ln 2t)/3 [240/t7]
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y ( n ) = (1) n 1
(n 1)! xn
Problems
Problem 1. Determine y(n) when y = x2e3x [y(n) = e3x3n2(9x2 + 6nx + n(n 1))] Problem 2. If x2y + 2xy + y = 0, show that: x2y(n+2) + 2(n + 1)xy(n+1) + (n2 + n + 1)y(n) = 0 Problem 3. Differentiate the following differential equation n times: (1 + x2)y + 2xy 3y = 0 [(1 + x2)y(n+2) + 2(n + 1)xy(n+1) + (n2 + n 3)y(n) = 0]
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5-Step Procedure
Differentiate the given equation n times, using the Leibniz theorem (equation) Rearrange the result to obtain the recurrence relation (or recurrence formula) at x = 0 Determine the values of the derivatives at x = 0, i.e., find (y)0 and (y)0 Substitute in the Maclaurin expansion for y = f(x) Simplify the result where possible and apply boundary condition (if given)
Problems
Problem 5. Determine the power series solution d2 y dy of the differential equation: 2 + x + 2 y = 0 dx dx using Leibniz-Maclaurins method, given the dy = 2. boundary conditions that at x = 0, y = 1 and dx x2 x 4 x6 x8 [y = 1 + + ... 1 1 3 3 5 3 5 7
x x3 x5 x7 + 2 + + ...] 1 12 2 4 2 4 6
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Problems
Problem 6. Determine the power series solution d 2 y dy + xy = 0 of the differential equation: 2 + dx dx given the boundary conditions that at x = 0, y = 0 dy and = 1, using Leibniz-Maclaurins method. dx
Exercise 196
Exercise 1. Determine the power series solution d2 y dy of the differential equations: 2 + 2 x + y = 0 dx dx using the Leibniz-Maclaurin method, given that dy = 2. at x = 0, y = 1 and dx
4-Step Procedure
Assume a trial solution of the form y = xc{a0 + a1x + a2x2 + a3x3 + + arxr + } Differentiate the trial series Substitute the results in the given differential equation Equate coefficients of corresponding powers of the variable on each side of the equation; this enables index c and coefficients a1, a2, a3, from the trial solution, to be determined.
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Problems
Problem 7. Determine, using the Frobenius method, the general power series solution of the d 2 y dy differential equation: 3 x 2 + y=0 dx dx
Let a trial solution be of the form y = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + + arxc+r + Differentiating equation to obtain y, y Substituting y, y, y into each term of the given equation The coefficients of each power of x can be equate to zero.
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Problems
The coefficient of xc1 is equate to zero: a0c(3c 2) = 0 (indicial equation) The coefficient of xc is equate to zero: a1(3c + 1)(c + 1) a0 = 0 A general relationship can be obtained for xc+r, where r 0: ar+1{(c + r + 1)(3c + 3r + 1)} ar = 0 From indicial equation c = 0 or c = 2/3 (since a00).
When c = 0:
y = a0 {1 + x +
y = a0 x 2 / 3 {1 + +
When c = 2/3:
Problems
Problem 7. (cont.)
[y = A{1 + x + x2 x3 x4 + + + ...} (2 4) (2 3)(4 7) (2 3 4)(4 7 10) x x2 x3 + + 5 (2 5 8) (2 3)(5 8 11)
Problems
Problem 9. Use the Frobenius method to determine the general power series solution of d2 y the differential equation: 2 2 y = 0 dx
Let a trial solution be of the form y = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + + arxc+r + Differentiating equation to obtain y, y Substituting y and y into each term of the given equation The indicial equation is obtained by equating the coefficient of the lowest power of x to zero: a0c(c 1) = 0, c = 0 or c = 1, since a00
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+ Bx2/3 {1 + +
Problems
For the term in xc1, i.e., a1c(c + 1) = 0
With c = 1, a1 = 0 When c = 0, a1 is indeterminate
Exercise 197
Exercise 1. Produce, using Frobenius method, a power series solution for the differential d 2 y dy equation: 2 x 2 + y=0 dx dx x2 x3 [y = A{1 + x + + + ...} (2 3) (2 3)(3 5)
For the term in xc, a2 = 2a0/[(c + 1)(c + 2)] For the term in xc+r, ar+2 = 2ar/[ (c + r + 1)(c + r + 2)] When c = 0:
y = P {1 + 2x2 4x4 2 x3 4 x5 + + ...} + Q { x + + + ...} 2! 4! 3! 5!
2 x3 4 x5 + + ...} 3! 5!
When c = 1:
y = K {x +
+ Bx +
1/2
x x2 {1 + + (1 3) (1 2)(3 5)
x3 + ...}] (1 2 3)(3 5 7)
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Exercise 197
Exercise 2. Use the Frobenius method to determine the general power series solution of d2 y the differential equation: 2 + y = 0 dx
The equation, which has applications in electric fields, vibrations and heat conduction, may be solved using Frobenius method.
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Problems
Problem 10. Determine the general power series solution of Bessels equation.
Rewritten Bessels equation as: x2y + xy + (x2 v2)y = 0 Let a trial solution be of the form y = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + + arxc+r + Differentiating equation to obtain y, y Substituting y, y, y into each term of the given equation The indicial equation is obtained by equating the coefficient of the lowest power of x to zero: a0 (c2 v2) = 0, c = +v or c = v, since a00
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Problems
For the term in xc+r, the recurrence relation is: a ar = 2 r 2 2 for r 2 v (c + r ) For the term in xc+1,
If c = v, a1(2v + 1) = 0 If c = v, a1(1 2v) =0 Since v is a real constant, a1 = 0
Problems
The resulting solution for c = +v is given by: x2 x4 y = u = Ax v {1 2 + 4 2 (v + 1) 2 2!(v + 1)(v + 2)
Problems
The resulting solution for c = v is given by: x2 x4 y = w = Bx v {1 + 2 + 4 2 (v 1) 2 2!(v 1)(v 2) +
which is valid provided v is not a negative integer and where A is an arbitrary constant. When c = v,
a2 = a0/[22(v 1)] a4 = a0/[242(v 1)(v 2)] a6 = a0/[263!(v 1) (v 2) (v 3)]
which is valid provided v is not a positive integer and where B is an arbitrary constant.
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Problems
Problem 10. (cont.)
[y = u + w = Ax v {1
x x + 4 2 (v + 1) 2 2! (v + 1)(v + 2)
2 2
The solution of the Bessel equation of Problem 10 may be expressed in terms of gamma functions. The gamma function (x) is defined by the integral ( x) = t x 1e t dt
0
( x + 1) = x( x)
Similarly, ( x + 2) = ( x + 1)( x + 1) = ( x + 1) x( x)
( x + 3) = ( x + 2)( x + 2) = ( x + 2)( x + 1) x( x)
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Bessel Functions
The power series solution of the Bessel equation may be written in terms of gamma functions. Problem 11. Show that the power series solution of the Bessel equation of worked problem 10 may be written in terms of the Bessel functions Jv(x) and Jv(x) as:
AJ v ( x) + BJ v ( x) x2 x4 1 x = A { 2 + 4 ...} 2 (v + 1) 2 (1!)(v + 2) 2 (2!)(v + 3) x2 x4 1 x + B { 2 + 4 ...} 2 (1 v) 2 (1!)(2 v) 2 (2!)(3 v)
v v
Problems
Problem 11. (cont.)
The power series solution of the Bessel equation:
y = Ax v {1 x2 x4 x6 + 4 6 + ...} 2 2 (v + 1) 2 2!(v + 1)(v + 2) 2 3!(v + 1)(v + 2)(v + 3) x2 x4 x6 + 4 + 6 + ...} 2 2 (v 1) 2 2!(v 1)(v 2) 2 3!(v 1)(v 2)(v 3)
+ Bx v {1 +
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Problems
Problem 11. (cont.)
From Problem 10, when c = +v
Problems
Problem 11. (cont.)
(1) k And if we let r = 2k, then: a2 k = v + 2 k for k = 1, 2, 3, 2 (k!)(v + k + 1)
a2 =
a0 a a , ar = 2 r 2 2 = 2 r 2 2 (v + 1) v (c + r ) r + 2vr
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Hence, it is possible to write the new form for v 2 4 equation y = u = Ax {a0 + a2 x + a4 x + ...} as: 1 x2 x4 v
y = Ax { 2v (v + 1) 2v + 2 (1!)(v + 2) + 2 v + 4 (2!)(v + 3)
...}
This is called the Bessel function of the first order kind, of order v, is denoted by Jv(x), (provided v is not a negative integer)
x2 x4 1 x J v ( x) = { 2 + 4 ...} 2 (v + 1) 2 (1!)(v + 2) 2 (2!)(v + 3)
v
r r ( !)(v + + 1) 2 2
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Problems
Problem 11. (cont.)
When c = v, replacing v by v in the recurrence relation gives: (1) k a2 k = 2 k v 2 (k!)(k v + 1) When k = 0, a0 = Hence,
y = Bx v {
v
Problems
Problem 11. (cont.)
1 x2 x4 2v + 4v ...} 2 v (1 v) 2 (1!)(2 v) 2 (2!)(3 v)
i.e.,
Exercise 198
Exercise 1. Determine the power series solution 2 dy 2 d y of the Bessel function: x + x + (x2 v2 ) y = 0 2 dx dx when v = 2, up to and including the term in x6. [y = Ax2{1 x2/12 + x4/384 }] Exercise 3. Evaluate the Bessel functions J0(x) and J1(x) when x = 1, correct to 3 decimal places. [J0(x) = 0.765, J1(x) = 0.440]
J1 ( x) =
Problems
Problem 12. Determine the general power series solution of Legendres equation. To solve Legendres equation (1 x2)y 2xy + k(k + 1)y = 0 using the Frobenius method.
Let a trial solution be of the form y = a0xc + a1xc+1 + a2xc+2 + a3xc+3 + + arxc+r + Differentiating equation to obtain y and y Substituting y, y, y into each term of the given equation
d2 y dy (1 x ) 2 2 x + k ( k + 1) y = 0 dx dx
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Problems
Problem 12. (cont.)
The indicial equation is obtained by equating the coefficient of the lowest power of x to zero: a0c(c 1) = 0, c = 0 or c = 1, since a00 For the term in xc 1, a1c(c + 1) = 0
If c = 1, a1 = 0 If c = 0, a1 is indeterminate
Problems
Problem 12. (cont.)
When c = 0,
ar + 2 =
ar [ r ( r + 1) k ( k + 1)] ( r + 1)( r + 2)
Hence,
k ( k + 1) 2 k ( k + 1)( k 2)( k + 3) 4 y = a0 1 x + x ... 2! 4! ( k 1)( k + 2) 3 ( k 1)( k 3)( k + 2)( k + 4) 5 + a1 x x + x ... 3! 5!
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Problems
Problem 12. (cont.)
If two solutions of the indicial equation differ by an integer (e.g., c = 0 and 1) and if one coefficient is indeterminate (as with when c = 0), then the complete solution is always given by using this value of c.
Legendres Polynomials
k ( k + 1) 2 k ( k + 1)( k 2)( k + 3) 4 y = a0 1 x + x ... 2! 4! ( k 1)( k + 2) 3 ( k 1)( k 3)( k + 2)( k + 4) 5 x + x ... + a1 x 3! 5!
When k in the general power series solution of Legendres equation is an integer, say n, one of the solution series terminates after a finite number of terms. The resulting polynomial in x, denoted by Pn(x), is called a Legendre polynomial. Constants a0 and a1 are chosen so that y = 1 when x = 1.
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Problems
Problem 13. Determine the Legendre polynomial P2(x). [P2(x) = (3x2 1)/2] Problem 14. Determine the Legendre polynomial P3(x). [P3(x) = (5x3 3x)/2]
Pn ( x ) =
1 d n ( x 2 1)n 2 n n! dx n
Problem 15. Determine the Legendre polynomial P2(x) using Rodrigues formula. [P2(x) = (3x2 1)/2]
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dx
dx
+ Bx v {1
(i!)(i + 1 + v) 2
i =0
(1) i
2i
x ; J v ( x) = 2
(i!)(i + 1 v) 2
i =0
(1) i
2i
2i
=1
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Rodrigues formula
Pn ( x) =
1 d n ( x 2 1) n 2 n n! dx n
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