4 Series Solutions

Power Series Solutions of
Linear DEs
Chapter 4
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Learning Objective
At At the the end end of of the the section, section, you you should should be be
able able to to solve DE with Power Series as
solutions..
Power Series
A power series in is an infinite
series of the form
a x
... ) ( ) ( ) (
2
2 1 0
0
+ + + =
=
a x c a x c c a x c
n
n
n
The above power series is centered at
x = a.
Power Series
n
n
x ) 1 (
0
+
=
center x = -1
n
n
n
x
0
1
2
center x = 0
Convergence
n
n
n
a x c ) (
0

=
A power series
is convergent at a specified value of x if
its sequence of partial sums
converges.
N
S
=

=
N
n
n
n
N
N
N
a x c S
0
) ( lim lim
exists.
If the above limit does not exists,
the series is said to be divergent.
i.e.
Interval of Convergence
n
n
n
a x c ) (
0

=
Every power series
has an interval of convergence. The
interval of convergence is the set of all
real number x for which the series
converges.
Radius of Convergence
n
n
n
a x c ) (
0

=
Every power series
has a radius of convergence R.
If R > 0, then the power series
converges for and diverges
for
R a x <
. R a x >
Ratio Test
Given a power series
, ) (
0
n
n
n
a x c
=
L a x
c
c
a x
a x c
a x c
n
n
n
n
n
n
n
n
= =
+

+
+

1
1
1
lim
) (
) (
lim
the series converges if
the series diverges
the test is inconclusive if
1 < L a x
1 > L a x
1 = L a x
A Power Series defines a function
A power series defines a function
n
n
n
a x c x f ) ( ) (
0
=
=
whose domain is the interval of
convergence of the series.
Examples
If the radius of convergence is R > 0, then
is
f
continuous
differentiable
integrable
over the interval (a-R, a+R).
Remark
Example
Given
=
=
0 n
n
n
x c y
Find y y
' ' '
and
Example
...
3
3
2
2 1
0
0
0
+ + + + = =
=
x c x c x c x c x c y
n
n
n
... 3 2 0
2
3 2 1
+ + + + =
'
x c x c c y
1
1

=
'
n
n
n
x nc y
Since the
first term is 0.
1
0
=
'
n
n
n
x nc y
... 3 2
2
3 2 1
1
1
+ + + = =
'

x c x c c x nc y
n
n
n
... 6 2 0
3 2
+ + + =
' '
x c c y
2
2
) 1 (

=
' '
n
n
n
x c n n y
Example
Analytic at a Point
A function is analytic at a point a
if it can be represented by a power series
in x-a:
with a positive or infinite radius
of convergence.
n
n
n
a x c ) (
0

=
f
Adding two Power Series
Example
=
+
=
0
1
2
n
n
n
x c S
Write as a single summation.
=
2
2
1
) 1 (
n
n
n
x c n n S
2 1
S S +

=
+
+ = +
2 0
1 2
2 1
) 1 (
n n
n
n
n
n
x c x c n n S S
2 problems: exponents and starting indices
Example

=
+
+
2 0
1 2
) 1 (
n n
n
n
n
n
x c x c n n
Let 2 = n k 1 + = n k
Example
=
2
2
1
) 1 (
n
n
n
x c n n S
2 = n k
=
+
+ + =
0
2 1
) 1 )( 2 ( S
k
k
k
x c k k
Example
2 + = k n
=
+
=
0
1
2
n
n
n
x c S
1 + = n k
=

=
1
1 2

k
k
k
x c S
Example
1 = k n

=
+
+ + + = +
0 1
1 2 2 1
) 1 )( 2 (
k k
k
k
k
k
x c x c k k S S
Now same exponent
Yet to solve: first term!
Example

=
+
+ + + + = +
1 1
1 2
0
2 2 1
) 1 )( 2 ( ) 1 )( 2 (
k k
k
k
k
k
x c x c k k x c S S
=
+
+ + + + =
1
1 2 2
] ) 1 )( 2 [( 2
k
k
k k
x c c k k c

=
+
+ + + + =
1 1
1 2 2
) 1 )( 2 ( 2
k k
k
k
k
k
x c x c k k c
Example

=
+ +
1 2 2
2
3 ) 1 ( 2 ) 1 (
n
n
n
n n
n
n
n
n
x nc x c n n x c n n
Combine.
Exercise

=
+ +
1 2 2
2
3 ) 1 ( 2 ) 1 (
n
n
n
n n
n
n
n
n
x nc x c n n x c n n
Let n k = 2 = n k n k =
1
2
3
Solution
=

2
) 1 (
n
n
n
x c n n
n k =
=

2
) 1 (
k
k
k
x c k k
1
Solution
2
2
) 1 ( 2
n
n
n
x c n n
2 2 + = = k n n k
=
+
+ +
0
2
) 1 )( 2 ( 2
k
k
k
x c k k
2
Solution
=1
3
n
n
n
x nc
n k =
=1
3
k
k
k
x kc
3
Solution
=
+
1
3
k
k
k
x kc
=
+
+ +
0
2
) 1 )( 2 ( 2
k
k
k
x c k k
+
=2
) 1 (
k
k
k
x c k k
Solution
=
+ +
2
1
1
3 ) 1 ( 3
k
k
k
x kc x c
=
+
+ + + + +
2
2
1
3
0
2
) 1 )( 2 ( 2 ) 6 ( 2 ) 2 ( 2
k
k
k
x c k k x c x c
=

2
) 1 (
k
k
k
x c k k
Solution

=
+
=
+ + + +
+ + +
2 2
2
2
3 2 1
3 ) 1 )( 2 ( 2
) 1 ( 12 4 3
k
k
k
k
k
k
k
k
k
x kc x c k k
x c k k x c c x c
Solution
k
k
k
k k
x kc c k k c k k
x c c c
] 3 ) 1 )( 2 ( 2 ) 1 ( [
) 12 3 ( 6
2
2
3 1 2
=
+
+ + + + +
+ +
Solution
Ordinary and Singular Point
A point is said to be an ordinary
point of the DE if both and
are analytic at A point that is not an
ordinary point is said to be a singular
point of the DE.
0
x
) (x P
) (x Q
.
0
x
0 ) ( ) ( = +
'
+
' '
y x Q y x P y
A point that is not an ordinary point
is said to be a singular point of the DE.
Note:
If at least one of the function and
fails to be analytic at then
is a singular point.
0
x
) (x P
) (x Q
0
x
Ordinary and Singular Point
1) Every finite value of is an ordinary
point of the DE
x
. 0 ) (sin ) ( = +
'
+
' '
y x y e y
x
Examples
0 = x
. 0 ) (ln ) ( = +
'
+
' '
y x y e y
x
2) is a singular point of the DE
Existence of Power Series Solutions
If is an ordinary point of the DE,
we can always find two linearly independent
solutions in the form of a power series
centered at ( ).
0
x x =
0
x x =

=
=
0
0
) (
n
n
n
x x c y
Theorem
,
0
R x x <
Each series solution converges at least on
some interval defined by where R is
the distance from to the closest singular point 0
x
Example
Find a power series solution centered at 0 for the following DE
. 0 = +
' '
xy y
. 0 = +
' '
xy y
Ordinary points: All real numbers x.
Example
Since there are no finite singular points,
The previous Theorem guarantees two power
series solutions centered at 0, and
convergent for . < x
. 0 = +
' '
xy y
Let the solution be
n
n
n
n
n
n
x c x c y

=
=
= =
0 0
) 0 (
1
1
=
'
n
n
n
nx c y
2
2
) 1 (

=
=
' '

n
n
n
x n n c y
0 ) 1 (
0
2 0
2
= +
= +
' '

n n
n
n
n
n
x c x x n n c
xy y

=
+
= +
2 0
1 2
0 ) 1 (
n n
n
n
n
n
x c x n n c
0 ) 1 (
2 0
1 2
= +

=
+
n n
n
n
n
n
x c x n n c
2 = n k
1 + = n k
0 ) 1 )( 2 (
0 1
1 2
= + + +

=
+
k k
k
k
k
k
x c x k k c
0 ) 1 )( 2 (
0 1
1 2
= + + +

=
+
k k
k
k
k
k
x c x k k c
0 ) 1 )( 2 ( 2
1 1
1 2
0
2
= + + + +

=
+
k k
k
k
k
k
x c x k k c x c
0 ] ) 1 )( 2 ( [ 2
1
1 2 2
= + + + +
=
+
k
k
k k
x c k k c c
0 ) 2 )( 1 ( . 2
0 2 . 1
1 2
2
= + + +
=
+ k k
c c k k
c

for
,... 3 , 2 , 1 = k
Using the Identity Property:
The (recursive) relation generate consecutive
coefficients of the solution.
0 ) 2 )( 1 (
1 2
= + + +
+ k k
c c k k
) 3 )( 2 (
0 ) 3 )( 2 ( , 1
0
3 0 3
c
c c c k = = + =
) 4 )( 3 (
0 ) 4 )( 3 ( , 2
1
4 1 4
c
c c c k = = + =
0
) 5 )( 4 (
0 ) 5 )( 4 ( , 3
2
5 2 5
= = = + =
c
c c c k
) 6 )( 5 )( 3 )( 2 ( ) 6 )( 5 (
0 ) 6 )( 5 ( , 4
0 3
6 3 6
c c
c c c k = = = + =
...
5
5
4
4
3
3
2
2 1 0
+ + + + + + = x c x c x c x c x c c y
...
6 . 5 . 3 . 2
0
4 . 3 3 . 2
0
6
0
4
1
3
0
1 0
+ + + + + = x
c
x
c
x
c
x c c y
n
n
n
x c y

=
=
0
|
.
|
\
|
+ +
|
.
|
\
|
+ + = ..
4 . 3
1
..
6 . 5 . 3 . 2
1
3 . 2
1
1
4
1
6 3
0
x x c x x c y
...
6 . 5 . 3 . 2
1
3 . 2
1
1 ) (
6 3
1
+ + = x x x y
...
4 . 3
1
) (
4
2
+ = x x x y
) ( ) ( ) (
2 1 1 0
x y c x y c x y + =
where
Example
. 0 ) 1 (
2
=
'
+
' '
+ y y x y x
. 0 ) 1 (
2
=
'
+
' '
+ y y x y x
. 0
) 1 (
1
) 1 (
2 2
=
+
'
+
+
' '
y
x
y
x
x
y
The standard form:
Ordinary Points: All real numbers x.
Singular point: None.
Example
Let the solution be
n
n
n
x c y

=
=
0
1
1
=
'
n
n
n
nx c y
2
2
) 1 (

=
=
' '

n
n
n
x n n c y
. 0 ) 1 (
2
=
'
+
' '
+ y y x y x
. 0
) 1 ( ) 1 (
0
1
1
2
2 2
=
+ +
n
n
n
n
n
n
n
n
n
x c
x nc x x c n n x
. 0 ) 1 (
2
=
'
+
' '
+ y y x y x
0
) 1 ( ) 1 (
0 1
2
2
2
= +
+

=
n
n
n
n
n
n
n
n
n
n
n
n
x c x nc
x c n n x c n n
n k = 2 = n k
n k = n k =
0
) 1 )( 2 ( ) 1 (
0 1
0
2
2
= +
+ + +

=
+
=
k
k
k
k
k
k
k
k
k
k
k
k
x c x kc
x c k k x c k k
0 ] [ 1
) 1 )( 2 ( 6 2 ) 1 (
2
1
0
0
2
1
2
2
2
3
0
2
= + + + +
+ + + + +

=
+
=
k
k
k
k
k
k
k
k
k
k
k
k
x c x c x c x kc x c
x c k k x c x c x c k k
0
) 1 )( 2 ( ) 1 (
6 2
2 2
2
2
2
3 2 1 1 0
= +
+ + +
+ + + +

=
+
=
k
k
k
k
k
k
k
k
k
k
k
k
x c x kc
x c k k x c k k
x c c x c x c c
0
) 1 )( 2 ( ) 1 (
6 2
2 2
2
2
2
3 2 0
= +
+ + +
+ + +

=
+
=
k
k
k
k
k
k
k
k
k
k
k
k
x c x kc
x c k k x c k k
x c c c
combine
0 ]
) 1 )( 2 ( ) 1 ( [
6 2
2
2
3 2 0
= +
+ + +
+ + +
=
+
k
k k
k
k k
x c kc
c k k c k k
x c c c
0 ] ) 1 )( 2 ( ) 1 )( 1 [(
6 2
2
2
3 2 0
= + + + +
+ + +
=
+
k
k
k k
x c k k c k k
x c c c
0 ] ) 1 )( 2 ( ) 1 )( 1 [(
6 2
2
2
3 2 0
= + + + +
+ + +
=
+
k
k
k k
x c k k c k k
x c c c
0 ) 1 )( 2 ( ) 1 )( 1 (
0 0 6
2
1
0 2
2
3 3
0 2 2 0
= + + + +
= =
= = +
+ k k
c k k c k k
c c
c c c c
k k
k k
c
k
k
c
c
k k
k k
c
c
c c
) 2 (
) 1 (
) 1 )( 2 (
) 1 )( 1 (
0
2
1
2
2
3
0 2
+

=
+ +
+
=
=
=
+
+
,... 5 , 4 , 3 , 2 = k
k k
c
k
k
c
c c c
) 2 (
) 1 (
0 ;
2
1
2
3 0 2
+

=
= =
+
,... 5 , 4 , 3 , 2 = k
0 2 4
4 . 2
1
4
1
, 2 c c c k =
= =
0
5
2
, 3
3 5
=
= = c c k
0 4 6
6 . 4 . 2
3
6
3
, 4 c c c k =
= =
0
7
4
, 5
5 7
=
= = c c k
...
5
5
4
4
3
3
2
2 1 0
+ + + + + + = x c x c x c x c x c c y
...
6 . 4 . 2
3 . 1
4 . 2
1
2
1
6
0
4
0
2
0 1 0
+ + + + = x c x c x c x c c y
) ( ) (
] [ ...]
6 . 4 . 2
3 . 1
4 . 2
1
2
1
1 [
2 1 1 0
1
6 4 2
0
x y c x y c y
x c x x x c y
+ =
+ + + + =
n
n
n
x c y

=
=
0
x x y
x x x x y
=
+ + + =
) (
...
6 . 4 . 2
3 . 1
4 . 2
1
2
1
1 ) (
2
6 4 2
1
Example
. 0 ) 1 ( = +
' '
y x y
Example
0 ) 1 ( = +
' '
y x y
0 ) 1 ( ) 1 (
0 2
2
= +

=
n
n
n
n
n
n
x c x x c n n
0 ) 1 (
0
1
0 2
2
=

=
+
n
n
n
n
n
n
n
n
n
x c x c x c n n
Example
0 ) 1 )( 2 (
1
1
0 0
2
= + +

=

=
+
k
k
k
k
k
k
k
k
k
x c x c x c k k
0 ) 1 (
0
1
0 2
2
=

=
+
n
n
n
n
n
n
n
n
n
x c x c x c n n
2 =n k
n k =
1 + =n k
Example
0 ) 1 )( 2 (
1
1
0 0
2
= + +

=

=
+
k
k
k
k
k
k
k
k
k
x c x c x c k k
0
) 1 )( 2 ( 2
1
1
1
0
0
1
2
0
2
=
+ + +
=
+
k
k
k
k
k
k
k
k
k
x c
x c x c x c k k x c
Example
0
) 1 )( 2 ( 2
1
1
1 1
2 0 2
=
+ + +
=
+
k
k
k
k
k
k
k
k
k
x c
x c x c k k c c
0 ] ) 1 )( 2 [( 2
1
1
2 0 2
= + + +

=
+
k
k k
k
k
x c c c k k c c
Example
,... 3 , 2 , 1 ,
) 2 )( 1 (
0 ) 2 )( 1 (
2
1
0 2
1
2
1 2
0 2 0 2
=
+ +
+
=
= + +
= =
+
+
k
k k
c c
c
c c c k k
c c c c
k k
k
k k k
Using Identity Property:
Example
,... 3 , 2 , 1 ,
) 2 )( 1 (
2
1
1
2
0 2
=
+ +
+
=
=
+
k
k k
c c
c
c c
k k
k
3 . 2
, 1
0 1
3
c c
c k
+
= =
4 . 3
, 2
1 2
4
c c
c k
+
= =
5 . 4
, 3
2 3
5
c c
c k
+
= =
6 . 5
, 4
3 4
6
c c
c k
+
= =
Example
0 2
2
1
c c =
3 . 2 3 . 2
, 1
0 0 1
3
c c c
c k =
+
= =
4 . 3 . 2 4 . 3 4 . 3
, 2
0 2 1 2
4
c c c c
c k = =
+
= =
5 . 3 . 2 5 . 4 . 2 5 . 4 . 3 . 2 5 . 4
, 3
0 0 0 2 3
5
c c c c c
c k = + =
+
= =
6 . 4 . 3 . 2 6 . 5 . 3 . 2 6 . 5 . 4 . 3 . 2 6 . 5
, 4
0 0 0 3 4
6
c c c c c
c k = + =
+
= =
Case 1: 0 , 0
1 0
= = c c
Example
0
2
1
0 2
= = c c
3 . 2 3 . 2
, 1
1 0 1
3
c c c
c k =
+
= =
4 . 3 4 . 3
, 2
1 1 2
4
c c c
c k =
+
= =
5 . 4 . 3 . 2 5 . 4
, 3
1 2 3
5
c c c
c k =
+
= =
6 . 5 . 4 6 . 5 . 3 . 2 6 . 5 . 4 . 3 6 . 5
, 4
0 1 1 3 4
6
c c c c c
c k = + =
+
= =
Case 2: 0 , 0
1 0
= = c c
Example
...
5
5
4
4
3
3
2
2 1 0
+ + + + + + = x c x c x c x c x c c y
From case 1:
...
5 . 3 . 2 4 . 3 . 2 3 . 2 2
5
0
4
0
3
0
2
0
0
+ + + + + = x
c
x
c
x
c
x
c
c y
...]
5 . 3 . 2
1
4 . 3 . 2
1
3 . 2
1
2
1
1 [
5 4 3 2
0
+ + + + + = x x x x c y
...
5 . 3 . 2
1
4 . 3 . 2
1
3 . 2
1
2
1
1 ) (
5 4 3 2
1
+ + + + + = x x x x x y
Example
...
5
5
4
4
3
3
2
2 1 0
+ + + + + + = x c x c x c x c x c c y
From case 2:
...
6 . 5 . 4 4 . 3 3 . 2
5
1
4
1
3
1
1
+ + + + = x
c
x
c
x
c
x c y
...]
6 . 5 . 4
1
4 . 3
1
3 . 2
1
[
5 4 3
1
+ + + + = x x x x c y
...
6 . 5 . 4
1
4 . 3
1
3 . 2
1
) (
5 4 3
2
+ + + + = x x x x x y
End chapter 3

4 Series Solutions

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