C24 APPENDIX C Additional Topics in Differential Equations

APPENDIX C.4 Series Solutions of Differential Equations

Power Series Solution of a Differential Equation • Approximation by Taylor Series

Power Series Solution of a Differential Equation

Power series can be used to solve certain types of differential equations. This section
begins with the general power series solution method.
A power series represents a function f on an interval of convergence, and you can
successively differentiate the power series to obtain a series for f , f , and so on. These
properties are used in the power series solution method demonstrated in the first two
examples.

EXAMPLE 1 Power Series Solution

Use a power series to solve the differential equation y  2y
0.

Solution Assume that y

an xn is a solution. Then, y

nan x n1. Substituting

for y and 2y, you obtain the following series form of the differential equation. (Note
that, from the third step to the fourth, the index of summation is changed to ensure that
xn occurs in both sums.)
y  2y
0
 

na x
n
1
n
n1 2
ax
n
0
n
n
0

 

na x
n
1
n
n1

2a x
n
0
n
n

 

n  1a
n
0
n1x
n

2a x
n
0
n
n

Now, by equating coefficients of like terms, you obtain the recursion formula
n  1an1
2an, which implies that
2an
an1
, n ≥ 0.
n1
This formula generates the following results.
a0 a1 a2 a3 a4 a5 . . .
22a0 23a0 24a0 25a0
a0 2a0 . . .
2 3! 4! 5!
Using these values as the coefficients for the solution series, you have

 2na0 n
y


n
0 n!
x

 2xn

a0

n
0 n!

a0e 2x.
 APPENDIX C.4 Series Solutions of Differential Equations C25

In Example 1, the differential equation could be solved easily without using a

series. The differential equation in Example 2 cannot be solved by any of the methods
discussed in previous sections.

EXAMPLE 2 Power Series Solution

Use a power series to solve the differential equation y  xy  y
0.


Solution Assume that
a x
n
0
n
n is a solution. Then you have

  
y

na x
n
1
n
n1, xy

n
1

na x , n
n y

nn  1a x
n
2
n
n2.

Substituting for y, xy, and y in the given differential equation, you obtain the fol-
lowing series.
  

nn  1a x
n
2
n
n2 
na x
n
0
n
n 
ax
n
0
n
n
0

 

nn  1a x
n
2
n
n2

n  1a x
n
0
n
n

To obtain equal powers of x, adjust the summation indices by replacing n by n  2 in

the left-hand sum, to obtain
 

n  2n  1a
n
0
n2 x
n

n
0

n  1a x . n
n

By equating coefficients, you have n  2n  1an2
 n  1an, from which

you obtain the recursion formula
n  1 a
an2
 an
 n , n ≥ 0,
n  2n  1 n2
and the coefficients of the solution series are as follows.
a0 a1
a2
 a3

2 3
a a a a
a4
 2
0 a5
 3
1
4 24 5 35
a a0 a a1
a6
 4
 a7
 5

6 246 7 357



1 0 1 0
ka ka 1k a1
a2k

k a2k1

246 . . . 2k 2 k! 3  5  7 . . . 2k  1
So, you can represent the general solution as the sum of two series—one for the even-
powered terms with coefficients in terms of a0 and one for the odd-powered terms
with coefficients in terms of a1.

y
a0 1   x2
2

x4
24
x3
 . . .  a1 x  
3
x5
35 
. . .  
1kx 2k
  1kx 2k1

a0

k
0 2 k!
k  a1
k
0 3  5  7


. . . 2k  1
The solution has two arbitrary constants, a0 and a1, as you would expect in the
general solution of a second-order differential equation.
C26 APPENDIX C Additional Topics in Differential Equations

Approximation by Taylor Series

A second type of series solution method involves a differential equation with initial
conditions and makes use of Taylor series.

EXAMPLE 3 Approximation by Taylor Series

Use a Taylor series to find the series solution of

y
y 2  x
given the initial condition y
1 when x
0. Then, use the first six terms of this
series solution to approximate values of y for 0 ≤ x ≤ 1.

Solution Recall that, for c
0,

y 0 2 y0 3 . . .
y
y0  y0x  x  x  .
2! 3!
Because y0
1 and y
y 2  x, you obtain the following.
y0
1
y
y 2  x y0
1
y
2yy  1 y 0
2  1
1
y
2yy  2 y2 y0
2  2
4
y4
2yy  6yy y40
8  6
14
y5
2yy4  8yy  6 y 2 y50
28  32  6
66
Therefore, you can approximate the values of the solution from the series
y 0 2 y0 3 y40 4 y50 5 . . .
y
y0  y0x  x  x  x  x 
2! 3! 4! 5!
1 4 14 4 66 5 . . .

1  x  x 2  x3  x  x  .
2 3! 4! 5!
Using the first six terms of this series, you can compute values for y in the interval
0 ≤ x ≤ 1, as shown in the below.

x 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
y 1.0000 1.1057 1.2264 1.3691 1.5432 1.7620 2.0424 2.4062 2.8805 3.4985 4.3000
 APPENDIX C.4 Series Solutions of Differential Equations C27

EXERCISES FOR APPENDIX C.4

In Exercises 1–6, verify that the power series solution of the 16. Consider the differential equation y  xy
0 with the initial
differential equation is equivalent to the solution found using conditions y0
0 and y0
2. (See Exercise 9.)
perviously learned solution techniques. (a) Find the series solution satisfying the initial conditions.
1. y  y
0 2. y  ky
0 (b) Use a graphing utility to graph the third-degree and fifth-
3. y  9y
0 4. y  k 2y
0 degree series approximations of the solution. Identify the
approximations.
5. y  4y
0 6. y  k 2y
0
(c) Identify the symmetry of the solution.
In Exercises 7–10, use power series to solve the differential
equation and find the interval of convergence of the series. In Exercises 17 and 18, use Taylor’s Theorem to find the series
solution of the differential equation under the specified initial
7. y  3xy
0 8. y  2xy
0 conditions. Use n terms of the series to approximate y for the
9. y  xy
0 10. y  xy  y
0 given value of x.

17. y  2xy
0, y0
1, y0
3, n
6, x
4

1

In Exercises 11 and 12, find the first three terms of each of the
18. y  2xy  y
0, y0
1, y0
2, n
8, x
2
1
power series representing independent solutions of the differen-
tial equation.
In Exercises 19–22, verify that the series converges to the given
11. x 2  4y  y
0 12. y  x 2y
0 function on the indicated interval. (Hint: Use the given differen-
tial equation.)
In Exercises 13 and 14, use Taylor’s Theorem to find the series  xn
solution of the differential equation under the specified initial
conditions. Use n terms of the series to approximate y for the
19.
n!
e ,  , 
n
0
x

given value of x and compare the result with the approximation Differential equation: y  y
0
given by Euler’s Method for
x  0.1.  1nx2n
13. y  2x  1y
0, y0
2, n
5, x

1
20.

n
0 2n!

cos x,  , 
2
14. y  2xy
0, y0
1, n
4, x
1 Differential equation: y  y
0
 1nx 2n1
15. Investigation Consider the differential equation
21.

n
0 2n  1

arctan x, 1, 1

y  9y
0 Differential equation: x 2  1y  2xy
0

 2n!x2n1
with initial conditions y0
2 and y0
6. 22.
2 n! 2n  1
arcsin x, 1, 1
n
0
n 2

(a) Find the solution of the differential equation using the

Differential equation: 1  x 2y  xy
0
techniques of Section C.2.
(b) Find the series solution of the differential equation.
23. Find the first six terms in the series solution of Airy’s equation
(c) The figure shows the graph of the solution of the y  xy
0.
differential equation and the third-degree and fifth-degree
polynomial approximations of the solution. Identify each.
y

3
2
1
x
1 2