CHAPTER 5

Series Solutions of Linear

Differential Equations
 Contents
5.1 Solutions about Ordinary Points
5.2 Solution about Singular Points
5.3 Special Functions

Ch5_2
 5.1 Solutions about Ordinary Point
Review of Power Series
Recall from that a power series in x a has the form

n
c ( x a ) n
c0 c1 ( x a ) c2 ( x a ) 2

n 0

Such a series is said to be a power series centered at

a.

Ch5_3
Convergence
lim N S N ( x) lim N n0 Cn ( x a) n
N
exists.
Interval of Convergence
The set of all real numbers for which the series
converges.
Radius of Convergence
If R is the radius of convergence, the power series
converges for |x a| < R and
diverges for |x a| > R.

Ch5_4
Absolute Convergence
Within its interval of convergence, a power series
converges absolutely. That is, the following
converges.
n0 | cn ( x a)
n
|

Ratio Test
Suppose cn 0 for all n, and
Cn1 ( x a)n1 Cn1
lim | x a | lim L
n C ( x a ) n n C
n n
If L < 1, this series converges absolutely, if L > 1, this
series diverges, if L = 1, the test is inclusive.
Ch5_5
A Power Defines a Function
n 0 n

Suppose y c x n

then
y ' n 0 n x , y" n0 n(n 1) x n2
n1
(1)

Identity Property
If all cn = 0, then the series = 0.

Ch5_6
Analytic at a Point
A function f is analytic at a point a, if it can be
represented by a power series in x a with a positive
radius of convergence. For example:
2 3 5
x x x x
e x 1 , sin x x
1! 2! 3! 5!
2 4 6
x x x
cos x 1 (2)
2! 4! 6!

Ch5_7
Arithmetic of Power Series
Power series can be combined through the operations
of addition, multiplication and division.
e x sin x
x 2 x3 x 4 x3 x5 x7
1 x x
2 6 24 6 120 5040
1 1 3 1 1 4 1
(1) x (1) x x x
2 1 1 5
x
6 2 6 6 120 12 24
3 5
x x
x x2
3 30

Ch5_8
 Example 1

Write n2 n( n 1) cn x n2
c
n 0 n x n 1
as one power
series.
Solution
Since

n(n 1)cn x
n2
n2
cn x
n 0
n 1
21c2 x n(n 1)cn x
0

n 3
n2
cn x n1
n 0

we let k = n 2 for the first series and k = n + 1 for the

second series,

Ch5_9
 Example 1 (2)
then we can get the right-hand side as

2c2 (k 2)(k 1)ck 2 x k ck 1x k
k 1 k 1 (3)
We now obtain

n(n 1)cn x n2
cn x n 1
(4)
n2 n 0

2c2 [( k 2)( k 1)ck 2 ck 1 ]x k
k 1

Ch5_10
 A Solution
Suppose the linear DE
a2 ( x) y a1 ( x) y a0 ( x) y 0 (5)
is put into
y P( x) y Q( x) y 0 (6)

DEFINITION 5.1

A point x0 is said to be an ordinary point of (5) if both

P and Q in (6) are analytic at x0. A point that is not an
ordinary point is said to be a singular point.

Ch5_11
 Polynomial Coefficients

Since P and Q in (6) is a rational function,

P = a1(x)/a2(x), Q = a0(x)/a2(x)
It follows that x = x0 is an ordinary point of (5) if
a2(x0) 0.

Ch5_12
 THEOREM 5.1
Criterion for an Extra Differential
If x = x0 is an ordinary point of (5), we can always find
two linearly independent solutions in the form of power
series centered at x0, that is,
y n0 cn ( x x0 )n

A series solution converges at least of some interval

defined by |x x0| < R, where R is the distance from
x0 to the nearest singular point.

Ch5_13
 Example 2

Solve y"xy 0
Solution
We know there are no finite singular points.
Now, y n0 cn x n and y" n(n 1)cn x n2

n2

then the DE gives

y xy cn n(n 1) x n2 x cn x n
n2 n 0
(7)
cn n(n 1) x n2 cn x n1
n2 n 0

Ch5_14
 Example 2 (2)
From the result given in (4),

y xy 2c2 [(k 1)(k 2)ck 2 ck 1 ]x 0 (8)

k

k 1

Since (8) is identically zero, it is necessary all the

coefficients are zero, 2c2 = 0, and
(k 1)( k 2)ck 2 ck 1 0 , k 1, 2 , 3 , (9)
Now (9) is a recurrence relation, since
(k + 1)(k + 2) 0, then from (9)
ck 1
ck 2 , k 1, 2 , 3 , (10)
(k 1)(k 2)
Ch5_15
 Example 2 (3)

Thus we obtain
c0
k 1, c3
23
c1
k 2, c4
34
c2
k 3, c5 0
45
c3 1
k 4, c6 c0
56 2356
c4 1
k 5, c7 c1
67 3467
Ch5_16
 Example 2 (4)
c5
k 6, c8 0
78
c6 1
k 7, c9 c0
89 235689
c7 1
k 8, c10 c1
910 3467910
c8
k 9, c11 0
1011
and so on.

Ch5_17
 Example 2 (5)

Then the power series solutions are

y = c0y1 + c1y2
c0 3 c1 4 c0
y c0 c1x 0 x x 0 x6
23 34 2356
c1
x 7 0 ....
3467

Ch5_18
 Example 2 (6)

1 3 1 1
y1 ( x) 1 x x6 x9
23 2356 235689

(1) k
1 x 3k
k 1 23(3k 1)(3k )
1 4 1 1
y2 ( x ) 1 x x 7
x10
34 3467 3467910

(1) k
x x3k 1
k 1 34(3k )(3k 1)

Ch5_19
 Example 3

Solve ( x 2 1) y" xy' y 0

Solution
Since x2 + 1 = 0, then x = i, i are singular points. A
power series solution centered at 0 will converge at least
for |x| < 1. Using the power series form of y, y and y,
then

( x 2 1) n(n 1)cn x n2 x ncn x n1 cn x n
n2 n 1 n 0

n(n 1)cn x n n(n 1)cn x n2 ncn x n cn x n
n2 n2 n 1 n 0

Ch5_20
 Example 3 (2)

2c2 x c0 x 6c3 x c1 x c1 x n(n 1)cn x
0 0 n

2
n
k n

n(n 1)cn x n2 ncn x n cn x n
4
n
n2
n 2
k n2 k n k n

2c2 c0 6c3 x [k (k 1)ck (k 2)( k 1)ck 2 kck ck ]x k
k 2

2c2 c0 6c3 x [( k 1)( k 1)ck (k 2)( k 1)ck 2 ]x k 0
k 2

Ch5_21
 Example 3 (3)

From the above, we get 2c2c0 = 0, 6c3 = 0 , and

(k 1)(k 1)ck (k 2)(k 1)ck 2 0
Thus c2 = c0/2, ck+2 = (1 k)ck/(k + 2)
Then 1 1 1
c4 c2 c0 2 c0
4 24 2 2!
2
c5 c3 3
5
3 3 13
c6 c4 c0 3 c0
6 246 2 3!
4
c7 c5 0
7 Ch5_22
 Example 3 (4)
5 35 135
c8 c6 c0 4 c0
8 2468 2 4!
6
c9 c7 0
9
7 357 1357
c10 c8 c0 5
c0
10 246810 2 5!

and so on.

Ch5_23
 Example 3 (5)

Therefore,
y c0 c1x c2 x 2 c3 x3 c4 x 4 c5 x5
c6 x 6 c7 x 7 c8 x8 c9 x9 c10 x10
1 2 1 4 13 6 135 8 1357 10
c0 1 x 2 x 3 x 4 x x c x
2 2 2! 2 3! 2 4! 5
2 5!

1

c0 y1 ( x) c1 y2 ( x)
1 2 n 1 135( 2n 3) 2 n
y1 ( x) 1 x (1) n
x , | x | 1
2 n2 2 n!
y2 ( x) x

Ch5_24
 Example 4

If we seek a power series solution y(x) for

y (1 x) y 0
we obtain c2 = c0/2 and the recurrence relation is
ck ck 1
ck 2 , k 1, 2 , 3 ,
(k 1)(k 2)
Examination of the formula shows c3, c4, c5, are
expresses in terms of both c1 and c2. However it is more
complicated. To simplify it, we can first choose c0 0,
c1 = 0. Then we have
1
c2 c0
2

Ch5_25
 Example 4 (2)
c1 c0 c0 1
c3 c0
23 23 6
c2 c1 c0 1
c4 c0
34 234 24
c3 c2 c0 1 1 1
c5 c0
45 45 6 2 30

and so on. Next, we choose c0 = 0, c1 0, then

1
c2 c0 0
2

Ch5_26
 Example 4 (3)
c1 c0 c1 1
c3 c1
23 23 6
c2 c1 c1 1
c4 c1
34 34 12
c3 c2 c1 1
c5 c1
45 456 120
and so on. Thus we have y = c0y1 + c1y2, where
1 2 1 3 1 4 1 5
y1 ( x) 1 x x x x
2 6 24 30
1 3 1 4 1 5
y2 ( x) x x x x
6 12 120
Ch5_27
 Example 5

Solve y"(cos x) y 0
Solution
We see x = 0 is an ordinary point of the equation. Using
the Maclaurin series for cos x, and using
y n0 cn x n , we find

y (cos x) y

x 2
x 4
x 6

n(n 1)cn x n2 1 cn x n
n2 2! 4! 6! n 0
1 2 1 3
2c2 c0 (6c3 c1 ) x 12c4 c2 c0 x 20c5 c3 c1 x
2 2
0
Ch5_28
 Example 5 (2)

It follows that
1 1
2c2 c0 0 , 6c3 c1 0 , 12c4 c2 c0 0 , 20c5 c3 c1 0
2 2
and so on. This gives c2 =1/2c0, c3 =1/6c1, c4 =
1/12c0, c5 = 1/30c1,. By grouping terms we get the
general solution y = c0y1 + c1y2, where the convergence
is |x| < , and
1 2 1 4
y1 ( x) 1 x x
2 12
1 3 1 5
y2 ( x) 1 x x
6 30
Ch5_29
 5.2 Solutions about Singular Points

A Definition
A singular point x0 of a linear DE
a2 ( x) y a1 ( x) y a0 ( x) y 0 (1)
is further classified as either regular or irregular. This
classification depends on
y P( x) y Q( x) y 0 (2)

Ch5_30
 DEFINITION 5.2
Regular/Irregular Singular Points

A singular point x0 is said to be a regular singular

point of (1), if p(x) = (x x0)P(x), q(x) = (x x0)2Q(x)
are both analytic at x0 .
A singular point that is not regular is said to be
irregular singular point.

Ch5_31
 Polynomial Ciefficients

If x x0 appears at most to the first power in the

denominator of P(x) and at most to the second power
in the denominator of Q(x), then x x0 is a regular
singular point.
If (2) is multiplied by (x x0)2,

( x x0 ) y ( x x0 ) p( x) y q( x) y 0
2
(3)

where p, q are analytic at x = x0

Ch5_32
 Example 1

It should be clear x = 2, x = 2 are singular points of

(x2 4)2y + 3(x 2)y + 5y = 0
According to (2), we have
3
P( x)
( x 2)( x 2) 2
5
Q( x)
( x 2) 2 ( x 2) 2

Ch5_33
 Example 1 (2)
For x = 2, the power of (x 2) in the denominator of P
is 1, and the power of (x 2) in the denominator of Q is
2. Thus x = 2 is a regular singular point.

For x = 2, the power of (x + 2) in the denominator of P

and Q are both 2.
Thus x = 2 is a irregular singular point.

Ch5_34
 THEOREM 5.2
Frobenius Theorem
If x = x0 is a regular singular point of (1), then there
exists one solution of the form

y ( x x0 )r Cn ( x x0 )n Cn ( x x0 )nr (4)
n 0 n 0

where the number r is a constant to be determined.

The series will converge at least on some interval
0 < x x0 < R.

Ch5_35
 Example 2: Frobenius Method

Because x = 0 is a regular singular point of

3xy y y 0 (5)
we try to find a solution .
Now,
y n0 cn x nr

y (n r )cn x nr 1
n 0

y (n r )(n r 1)cn x nr 2
n 0

Ch5_36
 Example 2 (2)

3 xy y y

3 (n r )( n r 1)cn x n r 1 (n r )cn x n r 1 cn x n r
n 0 n 0 n 0

(n r )(3n 3r 2)cn x n r 1
cn x n r
n 0 n 0

n
x r (3r 2)c0 x (n r )(3n 3r 2)cn x cn x
r 1 n 1

n 1
n 1
k n 1 k n

k
x r (3r 2)c0 x [( k r 1)(3k 3r 1)ck 1 ck ]x 0
r 1

k 0
Ch5_37
 Example 2 (3)

which implies r(3r 2)c0 = 0

(k + r + 1)(3k + 3r + 1)ck+1 ck = 0, k = 0, 1, 2,
Since nothing is gained by taking c0 = 0, then
r(3r 2) = 0 (6)
and
ck
ck 1 , k 0, 1, 2, (7)
(k r 1)(3k 3r 1)
From (6), r = 0, 2/3, when substituted into (7),

Ch5_38
 Example 2 (4)
ck
r1 = 2/3, ck 1 , k = 0,1,2, (8)
(3k 5)(k 1)
ck
r2 = 0, ck 1 , k = 0,1,2, (9)
(k 1)(3k 1)

Ch5_39
 Example 2 (5)

From (8) From(9)

c1 c0 c1 c0
c2 c2
82 2! 58 24 2!14
c2 c0 c2 c0
c3 c3
113 3! 5811 37 3!147
c3 c0 c3 c0
c4 c4
144 4! 581114 410 4!14710

c0 (1)n c0
cn cn
n! 5811 (3n 2) n!147 (3n 2)

Ch5_40
 Example 2 (6)

These two series both contain the same multiple c0.

Omitting this term, we have

1 n
y1 ( x) x 1
2/3
x (10)
n1 n! 5811 (3n 2)

0 1 n
y2 ( x) x 1 x (11)
n1 n!147 (3n 2)

Ch5_41
 Example 2 (7)

By the ratio test, both (10) and (11) converges for all
finite value of x, that is, |x| < . Also, from the forms of
(10) and (11), they are linearly independent. Thus the
solution is
y(x) = C1y1(x) + C2y2(x), 0 < x <

Ch5_42
 Indicial Equation
Equation (6) is called the indicial equation, where
the values of r are called the indicial roots, or
exponents.

If x = 0 is a regular singular point of (1), then p = xP

and q = x2Q are analytic at x = 0.

Ch5_43
Thus the power series expansions
p(x) = xP(x) = a0a1xa2x2
q(x) = x2Q(x) = b0b1xb2x2 (12)
are valid on intervals that have a positive radius of
convergence.
By multiplying (2) by x2, we have
(13)
x y x[ xP( x)] y [ x Q( x)] y 0
2 2

After some substitutions, we find the indicial equation,

r(r 1) + a0r + b0 = 0 (14)

Ch5_44
 Example 3

Solve 2 xy"(1 x) y ' y 0

Solution
Let y n0 cn x nr , then
2 xy (1 x) y y

2 (n r )( n r 1)cn x n r 1 (n r )cn x n r 1
n 0 n 0

(n r )cn x n r
cn x n r
n 0 n 0

(n r )( 2n 2r 1)cn x n r 1
(n r 1)cn x n r
n 0 n 0

Ch5_45
 Example 3 (2)

r n

x r (2r 1)c0 x (n r )( 2n 2r 1)cn x (n r 1)cn x
1 n 1

n 1
0
n
k n 1 k n

r k
x r (2r 1)c0 x [( k r 1)( 2k 2r 1)ck 1 (k r 1)ck ]x
1

k 0

which implies r(2r 1) = 0 (15)

(k r 1)( 2k 2r 1)ck 1 (k r 1)ck 0, k 0, 1, 2, (16)

Ch5_46
 Example 3 (3)

From (15), we have r1 = , r2 = 0.

Foe r1 = , we divide by k + 3/2 in (16) to obtain
ck
ck 1 , k 0, 1, 2, (17)
2(k 1)
Foe r2 = 0 , (16) becomes
ck
ck 1 , k 0, 1, 2, (18)
2k 1

Ch5_47
 Example 3 (4)

From (17) From (18)

c0 c0
c1 c1
21 1
c1 c0 c1 c0
c2 2 c2
22 2 2! 3 13
c2 c0 c2 c0
c3 3 c3
23 2 3! 5 135
c3 c0 c3 c0
c4 4 c4
24 2 4! 7 1357

(1) n c0 (1) n c0
cn n cn
2 n! 1357 (2n 1)
Ch5_48
 Example 3 (5)

Thus for r1 =

( 1) n

( 1) n
y1 ( x) x1/ 2 1 n x n n x n1/ 2
n1 2 n! n0 2 n!
for r2 = 0

(1) n
y2 ( x ) 1 xn , | x|
n 1 1357 ( 2n 1)

and on (0, ), the solution is y(x) = C1y1 + C2y2.

Ch5_49
 Example 4

Solve xy" y 0
Solution
From xP = 0, x2Q = x, and the fact 0 and x are their own
power series centered at 0, we conclude a0 = 0, b0 = 0.
Then form (14) we have r(r 1) = 0, r1 = 1, r2 = 0. In
other words, there is only a single series solution

(1) n n1 x 2 x3
y1 ( x) x x ...
n 0 n!( n 1)! 2 12

Ch5_50
 Three Cases

(1) If r1, r2 are distinct and do not differ by an integer,

there exists two linearly independent solutions of the
form:

y1 ( x) cn x nr1 and y2 ( x) bn x n r2
n 0 n 0

Ch5_51
(2) If r1 r2 = N, where N is a positive integer, there
exists two linearly independent solutions of the form:

y1 ( x) cn x nr1 , c0 0 (19)
n 0

y2 ( x) Cy1 ( x) ln x bn x nr2 , b0 0 (20)
n 0

Ch5_52
(3) If r1 = r2, there exists two linearly independent
solutions of the form:

y1 ( x) cn x n r1
, c0 0 (21)
n 0

y2 ( x) y1 ( x) ln x bn x n r2
(22)
n 0

Ch5_53
 Finding a Second Solution

If we already have a known solution y1, then the

second solution can be obtained by
Pdx
e
y2 ( x) y1 2
dx (23)
y1

Ch5_54
 Example 5

Find the general solution of xy" y 0

Solution
From the known solution in Example 4,
1 2 1 3 1 4
y1 ( x) x x x x
2 12 144
we can use (23) to find y2(x). Here please use a CAS
for the complicated operations.

Ch5_55
 Example 5 (2)
0 dx
e dx
y2 ( x) y1 ( x) dx y1 ( x ) 1 2 1 3 1 4 2
[ y1 ( x)]2
x 2 x 12 x 144 x
dx
y1 ( x)
x 2 x3 5 x 4 7 x5
12 12

y1 ( x) 2 x dx
1 1 7 19
x x 12 72
1
y1 ( x) ln x x
7
x
19 2
x 12 144

1 7
y2 ( x) y1 ( x) ln x y1 ( x) x x
19 2
x 12 144
Ch5_56
 5.3 Special Functions
Bessels Equation of order v
x 2 y xy ( x 2 v 2 ) y 0 (1)
where v 0, and x = 0 is a regular singular point of
(1). The solutions of (1) are called Bessel functions.
Lengenders Equation of order n
(1 x 2 ) y 2 xy n(n 1) y 0 (2)
where n is a nonnegative integer, and x = 0 is an
ordinary point of (2). The solutions of (2) are called
Legender functions.

Ch5_57
 The Solution of Bessels Equation

Because x = 0 is a regular singular point, we know

there exists at least one solution of the
form y n0 cn x nr . Then from (1),

x 2 y xy ( x 2 v 2 ) y

cn (n r )( n r 1) x n r
cn (n r ) x n r
cn x n r 2
v 2
cn x nr
n 0 n 0 n 0 n 0

c0 (r r r v ) x x
2 2 r r
cn [(n r )(n r 1) (n r ) v 2
]x xn r
cn x n2
n 1 n 0

c0 (r v ) x x
2 2 r r
cn [(n r ) v ]x x2 2 n r
n
c x n 2
(3)
n 1 n 0

Ch5_58
From (3) we have the indicial equation r2 v2 = 0, r1 =
v, r2 = v. When r1 = v, we have
(1 + 2v)c1 = 0
(k + 2)(k + 2+ 2v)ck+2 + ck = 0
ck
or ck 2 , k 0, 1, 2, (4)
(k 2)(k 2 2v)
The choice of c1 = 0 implies c3 = c5 = c7 = = 0,
so for k = 0, 2, 4, ., letting k + 2 = 2n, n = 1, 2, 3, ,
we have c2 n2
c2 n 2
2 n( n v ) (5)

Ch5_59
Thus
c0
c2 2
2 1(1 v)
c2 c0
c4 2 4
2 2(2 v) 2 12(1 v)( 2 v)
c4 c0
c6 2 6
2 3(3 v) 2 123(1 v)( 2 v)(3 v)

(1) n c0
c2 n 2n , n 1, 2, 3, (6)
2 n!(1 v)( 2 v) (n v)

Ch5_60
We choose c0 to be a specific value
1
c0 v
2 (1 v)
where (1 + v) is the gamma function. See Appendix II.
There is an important relation:
(1 + ) = ()
so we can reduce the denominator of (6):
(1 v 1) (1 v)(1 v)
(1 v 2) (2 v)(2 v) (2 v)(1 v)(1 v)

Ch5_61
Hence we can write (6) as
(1)n
c2 n 2 nv , n 0,1,2,...
2 n!(1 v n)

Ch5_62
 Bessels Functions of the First Kind

We define Jv(x) by
2 nv
(1) n
x
J v ( x) (7)
n 0 n! (1 v n) 2

and
2 n v
(1)
n
x
J v ( x ) (8)
n 0 n! (1 v n) 2

In other words, the general solution of (1) on (0, ) is

y = c1Jv(x) + c2J-v(x), v integer (9)
See Fig 5.3

Ch5_63
Fig 5.3

Ch5_64
 Example 1

Consider the DE
x 2 y" xy'( x 2 1/4) y 0
We find v = , and the general solution on (0, ) is
y c1 J1/2 ( x) c2 J 1/2 ( x)

Ch5_65
 Bessels Functions of the Second Kind

If v integer, then
cos v J v ( x) J v ( x)
Yv ( x) (10)
sin v
and the function Jv(x) are linearly independent.
Another solution of (1) is y = c1Jv(x) + c2Yv(x).
As v m, m an integer, (10) has the form 0/0. From
LHopitals rule, the function
Ym ( x) lim Yv ( x)
v m
and Jv(x) are linearly independent solutions of
x 2 y" xy'( x 2 m2 ) y 0
Ch5_66
Hence for any value of v, the general solution of (1) is

y c1 J v ( x) c2Yv ( x) (11)

Yv(x) is called the Bessel function of the second kind of

order v. Fig 5.4 shows y0(x) and y1(x).

Ch5_67
Fig 5.4

Ch5_68
 Example 2

Consider the DE
x 2 y" xy'( x 2 9) y 0
We find v = 3, and from (11) the general solution on
(0, ) is
y c1J 3 ( x) c2Y3 ( x)

Ch5_69
 DEs Solvable in Terms of Bessel Function

Let t = x, > 0, in

x 2 y xy ( 2 x 2 v 2 ) y 0 (12)
then by the Chain Rule,
dy dy dt dy

dx dt dx dt
d 2 y d dy dt d 2
y
2
dx dt dx dx
2
dt 2

Ch5_70
Thus, (12) becomes

2 2
2 y t dy t 2 v 2 y 0
t d

dt dt
2

2
d y dy 2 2
t 2
2
t t v y 0
dt dt
The solution of the above DE is y = c1Jv(t) + c2Yv(t)
Let t = x, we have
y = c1Jv(x) + c2Yv(x) (13)

Ch5_71
Another equation is called the modified Bessel
equation order v,
x 2 y xy ( x 2 v 2 ) y 0 (14)
This time we let t = ix, then (14) becomes
2
d y dy
t 2
2
t (t 2
2
)y 0
dt dt
The solution will be Jv(ix) and Yv(ix). A real-valued
solution, called the modified Bessel function of the
first kind of order v is defined by
I ( x) i J (ix ) (15)

Ch5_72
Analogous to (10), the modified Bessel function of
the second kind of order v integer is defined by
I ( x) I ( x) (16)
K ( x)
2 sin
and for any integer v = n,
K n ( x) lim K ( x)
n

Because Iv and Kv are linearly independent on (0, ),

the general solution of (14) is
y c1I ( x) c2 K ( x) (17)

Ch5_73
We consider another important DE:
1 2a 2 2 2 c 2 a 2 p 2c 2
y y b c x 2

y 0, p 0 (18)
x x
The general solution of (18) is

y x a [c1J p (bxc ) c2Yp (bxc )] (19)

We shall not supply the details here.

Ch5_74
 Example 3

Find the general solution of xy 3 y 9 y 0 on (0, )

Solution
Writing the DE as
3 9
y y y 0
x x
according to (18)
1 2a = 3, b2c2 = 9, 2c 2 = 1, a2 p2c2 = 0
then a = 1, c = . In addition we take b= 6, p = 2.
From (19) the solution is
y x 1[c1J 2 (6 x1/ 2 ) c2Y2 (6 x1/ 2 )]

Ch5_75
 Example 4

Recall the model in Sec. 3.8

mx ke t x 0, 0
You should verify that by letting
2 k t / 2
s e
n
we have
2
d x dx 2
s 2
2
s s x0
ds ds

Ch5_76
 Example 4 (2)

The solution of the new equation is

x = c1J0(s) + c2Y0(s),
If we resubstitute
2 k t / 2
s e
n
we get the solution.
2 k t / 2 2 k t / 2
x(t ) c1J 0 e c2Y0 e
m m

Ch5_77
 Properties

(1) J m ( x) (1)m J m ( x)

(2) J m ( x) (1)m J m ( x)

0 , m 0
(3) J m (0)
1 , m 0

(4) lim x0 Ym ( x)

Ch5_78
 Example 5

Derive the formula xJ 'v ( x) vJ v ( x) xJ v1 ( x)

Solution
It follows from (7)
2 nv
(1) n (2n v) x
xJ v ( x)
n 0 n! (1 v n ) 2
2 nv 2 nv
(1) n
x (1) n x
n
v 2
n 0 n! (1 v n) 2 n 0 n! (1 v n) 2
2 n v 1
(1) n x
vJ v ( x) x
( n 1)! (1 v n ) 2

n 1
k n 1

Ch5_79
 Example 5 (2)

2 k v 1
(1)k
x
vJ v ( x) x
k 0 k!( 2 v k ) 2
vJ v ( x) xJ v1 ( x)

Ch5_80
The result in example 5 can be written as
v
J v ( x) J v ( x) J v1 ( x)
x
which is a linear DE in Jv(x). Multiplying both sides
the integrating factor x-v, then
d v (20)
[ x J v ( x)] x v J v1 ( x)
dx
It can be shown
d v (21)
[ x J v ( x)] x J v1 ( x)
v
dx
When y = 0, it follows from (14) that
J 0 ( x) J1 ( x), Y0( x) Y1 ( x) (22)

Ch5_81
 Spherical Bessel Functions

When the order v is half an odd number, that is,

1/2, 3/2, 5/2, ..
The Bessel function of the first kind Jv(x) can be
expressed as spherical Bessel function:
2 n 1 / 2
(1) n x
J1 / 2 ( x)
n 0 n!(1 1 / 2 n) 2
Since (1 + ) = () and (1/2) = , then
1 (2n 1)!
1 n 2n1
2 2 n!

Ch5_82
Hence
2 n 1 / 2
(1) n x 2 (1) n 2 n1
J1/ 2 ( x) x
n 0 ( 2n 1)! 2 x n0 (2n 1)!
n!
22 n1 n!
and
2
J1 / 2 ( x ) sin x (23)
x
2
J 1/ 2 ( x) cos x (24)
x

Ch5_83
 The Solution of Legender Equation

Since x = 0 is an ordinary point of (2), we use

y c
n 0 n x n

After substitutions and simplifications, we obtain

n(n 1)c0 2c2 0
(n 1)( n 2)c1 6c3 0
( j 2)( j 1)c j 2 (n j )( n j 1)c j 0
or in the following forms:

Ch5_84
 n(n 1)
c2 c0
2!
(n 1)( n 2)
c3 c1
3!
(n j )( n j 1)
c j 2 c j , j 2, 3, 4, (25)
( j 2)( j 1)
Using (25), at least |x| < 1, we obtain
n(n 1) 2 (n 2)n(n 1)( n 3) 4
y1 ( x) c0 1 x x
2! 4!
(n 4)( n 2)n(n 1)( n 3)( n 5) 6
x
6!
Ch5_85
 (n 1)( n 2) 3 (n 3)( n 1)( n 2)( n 4) 5
y2 ( x) c1 x x x
3! 5!
(n 5)( n 3)( n 1)( n 2)( n 4)( n 6) 7
x (26)
7!

Notices: If n is an even integer, the first series

terminates, whereas y2 is an infinite series.
If n is an odd integer, the series y2 terminates with xn.

Ch5_86
 Legender Polynomials

The following are nth order Legender polynomials:

P0 ( x) 1, P1 ( x) x
1 2 1 3
P2 ( x) (3 x 1), P3 ( x) (5 x ) 3 x (27)
2 2
1 1
P4 ( x) (35 x 30 x 3), P5 ( x) (63x5 70 x3 15 x)
2
8 8

Ch5_87
They are in turn the solutions of the DEs. See Fig 5.5

n 0: (1 x 2 ) y 2 xy 0
n 1: (1 x 2 ) y 2 xy 2 y 0
n 2: (1 x 2 ) y 2 xy 6 y 0
(28)
n 3: (1 x 2 ) y 2 xy 12 y 0

Ch5_88
Fig 5.5

Ch5_89
 Properties

(1) Pn ( x) (1)n Pn ( x)

(2) Pn (1) 1

(3) Pn (1) (1)n

(4) Pn (0) 0, n odd

(5) P'n (0) 0, n even

Ch5_90
 Recurrence Relation

Without proof, we have

(k 1) Pk 1 ( x) (2k 1) xPk ( x) kPk 1 ( x) 0 (29)
which is valid for k = 1, 2, 3,
Another formula by differentiation to generate
Legender polynomials is called the Rodrigues
formula:
1 dn 2
Pn ( x) n n
( x 1) n
, n 0, 1, 2, ... (30)
2 n! dx

Ch5_91