Power Series Undergrad Sept 2016

Power series solutions
(PSS)
applicable in solving linear differential equations
with constant and variable coefficients
• A power series (in powers of x-xo) is an
infinite series of the form 
an x  x0  n
• a0 + a1(x-x0) + a2(x-x0)2 + … =
n 0
where a0, a1,…, an = constants, called the coefficients

of the series
x0 = a constant called the center of
the series
x = an independent variable
2/2/2020 joseemalyn.wordpress.com 2
• A power series (in powers of x) centered
at zero (x0 = 0) has the form
a x
n 0
n
n
 a0  a1 x  a2 x  a3 x  ...
2 3
Taylor series
• A Taylor series is an expression of a real
function f(x) about a point x = a
• Maclaurin series: if a = 0
′′
′
𝑓 𝑎
𝑓 𝑥 =𝑓 𝑎 +𝑓 𝑎 𝑥−𝑎 + 𝑥−𝑎 2
2!
𝑓3 𝑎 𝑓 𝑛 𝑎
+ 𝑥 − 𝑎 3 + ⋯+ 𝑥−𝑎 𝑛+⋯
3! 𝑛!
Examples…
Standard form of a linear differential
equation (LDE) with variable coefficients
n 1
b0 ( x) y  b1 ( x) y
n
 ...  bn ( x) y  0
where b i ( x)  a function of x
 polynomial coefficien ts
k
d y
y  k derivative , k
k th
dx
• Ordinary point (OP)
x0 is an OP if b0(x0) ≠ 0
• Singular point (SP)

x0 is a SP if b0(x0) = 0
Examples
• 1. (1-x2) y” - 6x y’ – 4 y = 0
SP in the finite complex plane: ±1
• 2. y” + 2xy’ + y = 0
No SP in the finite plane
• 3. x y” + y’ + x y = 0
SP: 0
Region of validity
Steps in identifying the region of
validity:
1. Identify the singular points
bo(x) = 0
2. The region of validity is the so-called

circle of convergence
converges for |x-xo| < r
may or may not converge for |x-xo| = r
where
r = radius of convergence
r = min |xs – xo|, distance from point xo
to the nearest singular point
xo = center
xs = a SP
e.g. ( x  4) y"6 x y'3 y  0
2
a) Define the region of validity of PSS

about the origin (xo = 0)
b0 ( x)  x  4 2
SP :  2i
b0 ( x0 )  0  4  0,  xo  0 is an OP

For an OP, y   an x n
n 0
Imaginary axis
circle of
convergence
2i
rmin
rmin = 2
-2 x0=0 2 Real axis Region of validity:
the series converges for |x| < 2

-2 < x < 2
-2i
No SP inside
b) Define the region of validity of PSS
about x0 = 3
b0(x) = x2 + 4 SP: ±2i

b0(x0) = (3)2 + 4 ≠ 0
Therefore, x0 = 3 is an OP.
Graph
Imaginary axis
rmin  22  32  13
2i
rmin  1 3
3  13
( 1 3  3) X0=3 Real axis
 3  13
-2i
13  3
Region of validity
the series converges for
x - 3  13
 13  x  3  13
i.e., 3 - 13  x  3  13
Example
• x y” + y’ + x y = 0 ; x0 = 2
Solution
SP: 0
rmin = 2
• Region of validity:
the series converges for │x - 2│< 2
or -2 < x - 2 < 2
i.e., 0<x<4
Graph
Imaginary axis
rmin  2
0
●
SP X0=2 4 Real axis
Example
• (x2 + 1) y” – 2 y’ + 5 x y = 0
x0 = 0, 1
• Solution
SP: ±i
a) xo  0
Graph Imaginary axis
The series will converge for │x │<1

or if x is real, -1 < x < 1
i
x
● o
0
-1 1 Real axis
i
b) xo  1 the series will be convergent for
Graph Imaginary axis

x -1  2
 2  x 1  2
or if x is real,
1- 2  x  1 2
i
r min  2
1 2
●
1 2 xo  1 Real axis
i
Power series solution (PSS)
near an ordinary point (OP)
Steps:
1. Set up the solution and differentiate

For x 0  0 : y   a n ( x  x0 ) or n
n 0

y   a n v n where v  x - x 0
n 0

for x 0  0 : y   a n x n
n 0
Steps cont’d…
2. Substitute y, y’, … into the given LDE

3. Factor out equal powers of x
4. Shift index in order to express all
summations to the common lowest
power of x
Steps cont’d…
5. Equate to zero the collected sum of

coefficients for each power of x
6. Identify the arbitrary constants
7. Obtain the recurrence relation
satisfied by an, enabling the
evaluation of all an’s
Example
Find the PSS about the origin
y” + 3xy’ + 3y = 0
Solution
SP: none
Therefore, x0 = 0 is an OP
1. Set up the solution and
differentiate 
y n
n 0
an x

y'  
n 0
nan x n 1

y"  n 0
n(n  1)an x n2
2. Substitute the values of y”,
y’, and y into the given LDE
  
 n(n  1)a x
n 0
n
n2
 3 x  nan x
n 0
n 1
 3 an x  0
n 0
n
  
 n(n  1)a x
n 0
n
n2
  3nan x   3an x  0
n 0
n
n 0
n
3. Factor out equal
powers of x
 
 n(n  1)a x
n 0
n
n2
  3(n  1)an x  0
n 0
n
4. Shift index : n  n - 2
nd
(replace n by n - 2 in the 2 series)
 
 n(n  1)a x
n 0
n
n2
  3(n  1)an 2 x
n2
n2
0
5 and 6.
n0 n 1 n2
•

0(0  1)a0 x  2  1(1  1)a1 x 1   n(n  1)an x n  2
n2

  3(n  1)an  2 x n  2  0
n2
n  0 : 0a 0  0 ; a 0 is an arbitrary constant
n  1 : 0a1  0 ; a 1 is an arbitrary constant
7. Obtain the recurrence relation
n  2 : n(n - 1)a n  3(n  1)an 2  0

3
an  an  2
n
recurrence relation
n=2k (even) n=2k+1 (odd)
3 3
k  1: a2  a0 a3  a1
2 3
3 3
k  2: a4  a2 a5  a3
4 5
3 3
k  3: a6  a4 a5  a5
6 7
  
3 3
k k: a 2k  a2 k  2 a 2k 1  a2 k 1
2k 2k  1
Prod of LHS = Prod of RHS
n  2k (even) :
(3) a0 a 2 a4 ...a2 k  2
k
a 2 a4 a6 ...a2 k 
2.4.6...2k
(3) a0
k
a2 k  ; 2.4.6...2k  2 (1.2.3...k )
k
k
2 k!  
k!
Prod of LHS = Prod of RHS
n  2k  1 (odd ) :
(3) a1a 3a5 ...a2 k 1
k
a 3 a5 a7 ...a2 k 1 
3.5.7...(2k  1)
(3) a1 k
a2 k 1 
3.5.7...(2k  1)
Substitute into the solution…

y   an x n
n 0
n  0 n 1 n2
 
y  a 0 x  a1 x   a2 k x   a2 k 1 x
0 1 2k 2 k 1
k 1 k 1
Solution cont’d…
 
 3  3k a1
  3.5.7...(2k  1)
k
a0 2k
y  a 0  a1x  x  x 2k 1
2 k k!
k 1 k 1
     
 3 2k   3
 
k k

y  a0 1  x 
 a1 x  x 2k 1 
 2 k
k !   3.5.7...(2k  1) 
 k 1   k 1 
Re gion of validity: validfor all finite x
Example
• Find the solution about x = 2
• y” + (x-2) y = 0
Solution
• Let v  x - 2  y"  v y  0
d2y
dv  dx i.e., 2  v y  0
dv
dy dy
 NO SP
dx dv
2 2
d y d y
2
 2 x  2 is an OP
dx dv

y 
n 0
an v n

y'  
n 0
nan v n 1

y"  
n 0
n( n  1) an v n  2
 
Subst. :  n(n  1)anv
n 0
n2
 v  an v n  0
n 0
 
Collect equal powers of x :  n(n  1)anv
n 0
n2
  an v n 1  0
n 0
Shift index : n  1  n - 2 (replace n by n - 3 in the 2 nd series)

 
 n(n  1)anv
n 0
n2
  an 3v n  2  0
n 3
n0 n 1 n2
2 1 0
0(0  1)a0v  1(1  1)a1v  2(2  1)a2v
n3
 
  n(n  1)a v
n 3
n
n2
 a
n 3
n 3v
n2
0
n  0 : 0(0 - 1) a 0  0 ; a 0 is an arbitraryconstant
n  1 : 1(1- 1) a1  0 ; a1 is an arbitraryconstant
n  2 : 2(2 - 1) a 2  0 ; a 2  0
n  3 : n(n - 1) a n  a n -3  0
-1
an  an  3 recurrencerelation
n(n - 1)
n  3k n  3k  1 n  3k  2
1 1 1
k  1: a3  a0 a4  a1 a5  a2  0
3(2) 4(3) 5(4)
1 1
k  2: a6  a3 a7  a4  0
6(5) 7(6)
1 1
k  3: a9  a6 a10  a7 vanish
9(8) 10(9)
   
1 1
k k: a 3k  a3k 3 a 3k 1  a3k  2
3k (3k  1) (3k  1)(3k )
Pr od of LHS  Prod of RHS

n  3k :
(1) a 0 a 3 a 6 ...a3k 3
k
a 3 a 6 a9 ...a3k  k
3 k!2.5.8...3k  1
(1) a 0 k
a3k  k
3 k!2.5.8...3k  1
n  3k  1:
(1) a1a 4 a7 ...a3k 2
k
a 4 a7 a10 ...a3k 1 
4.7.10...3k  13k k!
(1) k a1
a3k 1  k
3 k!4.7.10...3k  1

y   an v n
n 0
n  0 n 1 n2 n3
  
y  a 0 v 0  a1v1  a2 v 2   a3k v 3k   a3k 1v 3k 1   a3k  2 v 3k  2
k 1 k 1 k 1

y  a 0  a1( x  2)   3 k!2.5.8...3k  1
k 1
k
(1) k a0
( x  2)3k

  3 k!4.7.10...3k  1
k 1
k
(1) k a1
( x  2)3k 1
  

k

y  a 0 1  ( x  2)3k 
( 1)

 k 1 3 k
k !2. 5.8 ...3k  1 

  

k

 a1  x  2  ( x  2)3k 1 
( 1)

 k 1
3 k
k !4.7 .10 ...3k  1 

2/2/2020
Region of validity : validfor all finite x
joseemalyn.wordpress.com 46
Assignment
A. Solve the following:
1. (1-4x2)y” + 8 y = 0
2. y” + 2 x y’ + 5 y = 0
B. Identify and classify (RSP, ISP) the
singular points
Singular points
Consider
b0 (x) y” + b1(x)y’ + b2(x) y = 0
x = x0 is a SP if b0(x0) = 0
b1 ( x) b 2 ( x)
y"  y'  y0
b0 ( x) b0 ( x)
 
p(x) q(x)
y"  p(x) y '  q(x) y  0

where p(x) and q(x) are rational
functions of x
Note : the numerator and the denominato r
must not contain common factors
Regular singular points
(RSP)
x = x0 is a RSP if
i) the denominator of p(x) does not contain a

factor (x-x0) raised to a power higher than
one and
ii) the denominator of q(x) does not contain a
factor (x-x0) raised to a power higher than
two
• otherwise x = x0 is an irregular singular
point (ISP)
Example
x ( x  4) y"  2x y'3 y  0
2 2 3
b0 ( x)  x ( x  4)  0
2 2
SP : 0,  2
2x 3
y" 2 y ' 2 2 y0

x 4 
x x 4  
2x 3
p( x)  2 q(x)  2 2

x 4  x x 4  
RSP : 0,  2
ISP : none
Example
x 2

 1 x  4 y"x  4 y ' y  0
3 2

b 0 ( x)  x  1  x  4
2
 3
SP : 4,  i
1 1
y" 2 y'  2 y0
x  1 x  4  
x  1 x  4
3

1 1
p(x)  2 q(x)  2

x  1 x  4  x  1 x  4
3
 
 RSP :  i ISP : 4
Power series solutions (PSS)
about the origin which is a
regular singular point (RSP)

y   an x nc
n 0

y '   ( n  c ) an x n  c 1
n 0

y"   (n  c)( n  c  1)an x nc2
2/2/2020 n 0 joseemalyn.wordpress.com 55
Consider
y" p( x) y ' q( x) y  0
p0
p ( x)   p1  p2 x  p3 x  ...
2
x
q0 q1
q( x)  2   q2  q3 x  q4 x ...2
x x
 p0 
y"  p1  p2 x  p3 x  ... y '
2
 x 
 q0 q1 2 
  2   q2  q3 x  q4 x ... y  0
x x 
Substitute…

 n  c n  c  1a x
n 0
n
nc 2


 p0 
  p1  p2 x  p3 x  ...  n  c an x
2 n  c 1
 x  n 0

 0
q q 
  2   q2  q3 x  q4 x  ...  an x n  c  0
1 2
x x  n 0
Consider the 1st few terms
0  c 0  c  1a0 x c2

 p0 ca0 x c2
c2
 q 0 a0 x 0
cc  1  p0c  q0 a0  0
cc  1  p0 c  q0  0 indicial equation
quadratic in c; c' s  c1 , c2
where c1  l arg er root
Four cases
1. c1 ≠ c2 and c1 - c2 = not an integer
2. c1 = c2
c1 and c2 = integer or non-integer
(logarithmic case)
3. c1 - c2 = positive integer
(nonlogarithmic case)
4. c1 - c2 = positive integer
(logarithmic case)
Sample quiz:
Study slides 8-20, 48-54
Given: a LDE with variable

coefficients
Required: p(x), q(x), SP, RSP, ISP,

region of validity, circle of
convergence (draw)
Good luck…

Power Series Undergrad Sept 2016

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Power series solutions

where a0, a1,…, an = constants, called the coefficients

• Singular point (SP)

2. The region of validity is the so-called

a) Define the region of validity of PSS

the series converges for |x| < 2

b0(x) = x2 + 4 SP: ±2i

( 1 3  3) X0=3 Real axis

The series will converge for │x │<1

Graph Imaginary axis

2. Substitute y, y’, … into the given LDE

5. Equate to zero the collected sum of

n  2 : n(n - 1)a n  3(n  1)an 2  0

Shift index : n  1  n - 2 (replace n by n - 3 in the 2 nd series)

Pr od of LHS  Prod of RHS

y"  p(x) y '  q(x) y  0

i) the denominator of p(x) does not contain a

0  c 0  c  1a0 x c2

Given: a LDE with variable

Required: p(x), q(x), SP, RSP, ISP,

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