Differential Equations

Power Series Solutions of Linear

Differential Equations

Tutorial 1
Power Series

The infinite power series centered at that comes in

powers of ( − ) is given in the form:


n 2
n
c (
n 0
x  a )  c0  c1 ( x  a )  c 2 ( x  a ) 
Convergence
N
lim N  S N ( x )  lim N    n 0 C n ( x  a ) 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.
• Absolute Convergence
Within its interval of convergence, a power series converges
absolutely. That is, the following converges.
 n
n0 | cn ( x  a) |

• Ratio Test
C n 1 ( x  a ) n 1 C n 1
Suppose cn  0 for all n, and lim n
 | x  a | lim L
n  Cn ( x  a) n   Cn

Ratio Test Cases

If L < 1, this
if L > 1, this if L = 1, the test
series converges
series diverges. fails.
absolutely.
Note.1. Power series about x = 0 is

y  c 0  c1 x  c 2 x 2  c3 x 3     c n x n
n 0
Note.2. Derivatives of Power series

dy
 c1  2c 2 x  3c3 x 2  4c 4 x 3     nc n x n 1
dx n 1

d2y 

2
 2 . 1 .c 2  3 .2 .c 3 x  4 .3c 4 x 2
    n n  1c n x n2

dx n2

Identity Property

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

The general form of linear differential equation is :

a2 ( x) y  a1 ( x) y  a0 ( x) y  0

We turn it into the standard form:

y  P( x) y  Q( x) y  0

Since P and Q are a rational function,

P = a1(x)/a2(x), Q = a0(x)/a2(x)

It follows that x = x0 is an ordinary point if a2(x0)  0.

Important Power series (Maclaurin series)
 Convergent
1

Divergent
 Example 1
Write n2 n(n  1)cn xn2  n0 cn xn1 as one power series.
Solution
Since
   
n 2 n 1 n2
 n(n  1)c x
n   cn x 0
 2．1c2 x   n(n  1)cn x   cn x n1
n 2 n 0 n 3 n 0

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

series,
then we can get the right-hand side as
 
2c2   (k  2)(k  1)ck  2 x   ck 1 x k
k

k 1 k 1

We now obtain
 
n2 n 1
 n ( n  1) cn x  n
c x
n2 n 0

 2c2  [(k  2)(k  1)ck  2  ck 1 ]x k
k 1
Solution:
 Example
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
 Example
c1  c0 c0 1
c3    c0
2．3 2．3 6
c c c0 1
c4  2 1   c0
3．4 2．3．4 24
c3  c2 c0  1 1 1
c5        c0
4．5 4．5  6 2  30

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

1
c2  c0  0
2
 Example
c1  c0 c1 1
c3    c1
2．3 2．3 6
c c c 1
c4  2 1  1  c1
3．4 3．4 12
c c c 1
c5  3 2  1  c1
4．5 4．5．6 120
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