Solution of Differential Equations

by
Pragyansri Pathi
Graduate student
Department of Chemical Engineering,
FAMU-FSU College of Engineering,FL-32310

Topics to be discussed
Solution of Differential equations
Power series method

Bessels equation by Frobenius method

POWER SERIES METHOD

Power series method

Method for solving linear differential equations with
variable co-efficient.

y '' p( x) y ' q( x) y f ( x)
p(x) and q(x) are variable co-effecients.

Power series method (Contd)

Solution is expressed in the form of a power series.

Let

y am x m a0 a1 x a2 x 2 a3 x 3 ..........
m 0

so,

y ' ma m x m 1 a1 2a2 x 3a3 x 2 ..........

m 1

y '' m(m 1)am x m 2 2a2 3.2a3 x 4.3a4 x 2 ..........

m2

Power series method (Contd)

Substitute

y , y ' , y ''

Collect like powers of x

Equate the sum of the co-efficients of each occurring power

of x to zero.
Hence the unknown co-efficients can be determined.

Examples

Example 1: Solve

y y0

Example 2: Solve

y 2 xy

Example 3: Solve

y y0

'

'

''

Power series method (Contd)

The general representation of the power series
solution is,

y am ( x x0 ) m a0 a1 ( x x0 ) a2 ( x x0 ) 2 ......
m 0

Theory of power series method

Basic concepts
A power series is an infinite series of the form

(1)

m 0

( x x0 ) m a0 a1 ( x x0 ) a2 ( x x0 ) 2 ......

x is the variable, the center x0, and the coefficients a0,a1,a2 are
real.

Theory of power series method (Contd)

(2) The nth partial sum of (1) is given as,
sn ( x) a0 a1 ( x x0 ) a2 ( x x0 ) 2 ...... an ( x x0 ) n
where n=0,1,2..

(3) The remainder of (1) is given as,

Rn ( x) an 1 ( x x0 ) n 1 an 2 ( x x0 ) n 2 ......

Convergence Interval. Radius of

convergence
Theorem: Let

y am ( x x0 ) m a0 a1 ( x x0 ) a2 ( x x0 ) 2 ......
m 0

be a power series ,then there exists some

number R0 ,called its radius of convergence
such that the series is convergent for
( x x0 ) R and divergent for ( x x0 ) R
The values of x for which the series converges,
form an interval, called the convergence interval

Convergence Interval. Radius of

convergence
What is R?
The number R is called the radius of convergence.
It can be obtained as,
R

1
am 1
lim
m a
m

or

R 1

lim m am

Examples (Calculation of R)
n

nx
2 n1

Example 1:
Answer
(n 1)term
(n)term

(n 1) x n 1

As n,

2n2

(n 1) x
2 n 1

n
2.n
( n) x

(n 1) x
2.n

x
2

Examples (Calculation of R) Contd

Hence

R2

The given series converges for

( x 0) 2
The given series diverges for

( x 0) 2

Examples
Example 2:
Find the radius of convergence of the following
series,

n
n 0 n.2

Examples
Example 3:
Find the radius of convergence of the following
series,

xn

n 0 n.( n 1).( n 2).( n 3)... 1

Operations of Power series: Theorems

(1) Equality of power series
If

n 0

n 0

n
n
a
(
x

x
)

b
(
x

x
)
, with
n
n
a
a

an bn

then

R0

,for all n

Corollary

If

a ( x x ) 0,
n 0

all an=0, for all n ,R>0

Theorems (Contd)
(2) Termwise Differentiation

If

y an x n
n 0

is convergent, then

'
''
y
(
x
),
y
( x), etc
derivatives involving y(x) such as

are also convergent.

(3) Termwise Addition

If

an x
n 0

and

n
b
x
n
n 0

are convergent

in the same domain x, then the sum also

converges in that domain.

Existence of Power Series Solutions.

Real Analytic Functions
The power series solution will exist and be unique
provided that the variable co-efficients p(x), q(x), and
f(x) are analytic in the domain of interest.
What is a real analytic function ?

A real function f(x) is called analytic at a point

x=x0 if it can be represented by a power series
in powers of x-x0 with radius of convergence
R>0.

Example
Lets try this

y ( x) xy ( x) y ( x) 0
''

'

BESSELS EQUATION.
BESSEL FUNCTIONS J(x)

Application

Heat conduction
Fluid flow
Vibrations
Electric fields

Bessels equation
Bessels differential equation is written as

x y xy ( x n ) y 0
2

''

'

or in standard form,
2
1
n
y '' y ' (1 2 ) y 0
x
x

Bessels equation (Contd)

n is a non-negative real number.
x=0 is a regular singular point.
The Bessels equation is of the type,
p ( x) ' q( x)
f ( x)
y
y
y
r ( x)
r ( x)
r ( x)
''

and is solved by the Frobenius method

Non-Analytic co-efficients Methods of

Frobenius
If x is not analytic, it is a singular point.
r ( x) y '' p( x) y ' q( x) y f ( x)

p ( x) ' q( x)
f ( x)
y
y
y
r ( x)
r ( x)
r ( x)
''

The points where r(x)=0 are called as singular

points.

Non-Analytic co-efficients Methods of

Frobenius (Contd)
The solution for such an ODE is given as,

y x r am x m
m 0

Substituting in the ODE for values of y(x),

y ' ( x), y '' ( x) , equating the co-efficient of xm and

obtaining the roots gives the indical
solution

Non-Analytic co-efficients Methods of

Frobenius (Contd)
We solve the Bessels equation by Frobenius
method.
Substituting a series of the form,
y

mr
a
x
m

m 0

Indical solution

r1 n(n 0)

r2 n

General solution of Bessels equation

Bessels function of the first kind of order n
is given as,
(1) m x 2 m
J n ( x) x 2 m n
m!(n m)!
m 0 2

Substituting n in place of n, we get

m 2m
(

1
)
x
n
J n ( x) x 2 m n
m!( n m 1)!
m 0 2

Example
Compute

J 0 ( x)
Compute

J1 ( x)

General solution of Bessels equation

If n is not an integer, a general solution of Bessels
equation for all x0 is given as

y( x) c1.J n ( x) c2 .J n ( x)

Properties of Bessels Function

J0(0) = 1
Jn(x) = 0 (n>0)
J-n(x) = (-1)n Jn(x)

d n
x J n ( x) x n J n1 ( x)
dx

d n
x J n ( x) x n J n1 ( x)
dx

Properties of Bessels Function

(Contd)
d
1
J n ( x) J n1 ( x) J n1 ( x)
dx
2

x.J n1 ( x) 2.n.J n ( x) x.J n1 ( x)

n
(
x
J

n 1

n
(
x
J

( x))dx x n J n ( x) C

n 1

( x))dx x n J n ( x) C

Properties of Bessels Function

(Contd)

J n1 ( x) J n1 ( x) 2.J n' ( x)
2.n
J n1 ( x) J n1 ( x) J n ( x)
x
2
J 1 ( x)
sin x
2
x
2
J 1 ( x)
cos x
2
x

Examples
Example : Using the properties of Bessels functions
compute,
1.
2.
3.

J 3 ( x)
2
(
x
J ( x))dx
2

J 3 ( x)
2