S.
Ghorai
Lecture XII
Power Series Solutions: Ordinary points
Analytic function
Definition 1. Let f be a function defined on an interval I. We say f is analytic at
point x0 I if f can be expanded in a power series about x0 which has a positive radius
of convergence.
Thus f is analytic at x = x0 if f has the representation
f (x) =
cn (x x0 )n .
(1)
n=0
Here cn are constant and (1) converges for |x x0 | < R where R > 0. Radius of
convergence R can be found from ratio test/root test.
If f has power series representation (1), then its derivative exits in |x x0 | < R. These
derivatives are obtained by differentiating the RHS of (1) term by term. Thus,
f 0 (x) =
ncn (x x0 )n1
f 00 (x) =
n(n 1)cn (x x0 )n2
(2)
(n + 2)(n + 1)cn+2 (x x0 )n .
(3)
n=0
n=2
(n + 1)cn+1 (x x0 )n ,
n=0
n=1
and
Ordinary points
Consider a linear 2nd order homogeneous ODE of the form
a0 (x)y 00 + a1 (x)y 0 + a2 (x)y = 0,
where a0 , a1 and a2 are continuous in an interval I. The points where a0 (x) = 0 are
called singular points. If a0 (x) 6= 0, x I, then the above ODE can be written as (by
dividing by a0 (x))
y 00 + p(x)y 0 + q(x)y = 0.
(4)
Definition 2. A point x0 I is called an ordinary point for (4) if p(x) and q(x) are
analytic at x = x0 .
Theorem 1. Let x0 be an ordinary point for (4). Then there exists a unique solution
y = y(x) of (4) which is also analytic at x0 and satisfies y(x0 ) = K0 , y 0 (x0 ) = K1
(K0 , K1 are arbitrary constants). Further, if p and q have convergent power series
expansion in |x x0 | < R, (R > 0), then the power series expansion of y is also
convergent in |x x0 | < R.
Example 1. Find power series solution around x0 = 0 for
(1 + x2 )y 00 + 2xy 0 2y = 0.
S. Ghorai
Solution: This can be solved by reduction of order technique since Y1 = x is a
solution. The other solution is given by
Y2 (x) = Y1 (x)
Z
1 R 2x/(1+x2 ) dx
e
dx = x
x2
1
1
dx = (1 + x tan1 x)
2
x
1 + x2
Thus, two LI solutions are Y1 = x and Y2 = 1 + x tan1 x
Here p(x) = 2x/(1 + x2 ) and q(x) = 2/(1 + x2 ) are analytic at x = 0 with common
radius of convergence R = 1. Let
y(x) =
cn x n .
n=0
Now using (3), we get
(1 + x2 )y 00 (x) =
(n + 2)(n + 1)cn+2 xn +
n(n 1)cn xn .
n=2
n=0
Note that the summation in the last term can be taken from n = 0 since the contributions due to n = 0 and n = 1 vanish. Thus
2
00
(1 + x )y (x) =
h
X
(n + 2)(n + 1)cn+2 + n(n 1)cn xn .
n=0
Similarly
2xy 0 (x) =
2ncn xn .
n=0
Substuting into the given ODE we find
h
X
(n + 2)(n + 1)cn+2 + n(n 1)cn + 2ncn 2cn xn = 0.
n=0
Now all the coefficients of powers of x must be zero. Hence,
(n+2)(n+1)cn+2 = n(n1)cn +2ncn 2cn cn+2 =
n1
cn ,
n+1
n = 0, 1, 2, .
This enables us to find cn in terms c0 or c1 . For n = 0 get
c2 = c0 ,
and for n = 1 we obtain
c3 = 0.
Similarly, letting n = 2, 3, 4, we find that cn = 0, n = 5, 7, 9, , and
1
1
c4 = c2 = c0 ,
3
3
3
1
c6 = c4 = c0 , .
5
5
S. Ghorai
By induction we find that for m = 1, 2, 3, ,
c2m = (1)m1
1
c0 ,
2m 1
and
c2m+1 = 0.
Now we write
y(x) = c0 y1 (x) + c1 y2 (x),
where
y1 (x) = 1 + x2
OR
y1 (x) = 1 + x
x 4 x6
+
3
5
(1)m
m=0
1
x2m+1
2m + 1
and
y2 (x) = x.
Here c0 and c1 are arbitrary. Thus, y1 is a solution corresponding to c0 = 1, c1 = 0
and y2 is a solution corresponding to c0 = 0, c1 = 1. They form a basis of solutions.
Obviously y2 being polynomial has radius of convergence R = and y1 has R = 1.
Thus, the power series solution is valid at least in |x| < 1. We can identify y1 with
1 + x tan1 x obtained earlier.
Comment: In the above problem, it was possible to write the series (after substitution
P
n
of y =
n=0 cn x ) in the form
bn xn = 0,
n=0
which ultimately gives bn = 0, n = 0, 1, 2, . Sometimes, we need to leave few terms
outside of the summation OR define few new terms inside the summation. For example,
consider
(1 + x2 )y 00 + x2 y = 0.
If we substitute y =
n=0 cn x
, then we find
(n + 2)(n + 1)cn+2 xn +
n=0
n(n 1)cn xn +
n=0
cn2 xn = 0.
n=2
This can be arranged in two different ways:
(A) Here we write (5) as
2c2 + 3 2c3 x +
h
X
(n + 2)(n + 1)cn+2 + n(n 1)cn + cn2 xn = 0
n=2
Hence c2 = 0, c3 = 0, (n + 2)(n + 1)cn+2 + n(n 1)cn + cn2 = 0, n 2
(B) Here we write (5) as
h
X
(n + 2)(n + 1)cn+2 + n(n 1)cn + cn2 xn = 0,
c2 = c1 = 0.
n=0
Thus, (n + 2)(n + 1)cn+2 + n(n 1)cn + cn2 = 0, n 0, c2 = c1 = 0
(5)
