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5.3. Series Solutions Near an Ordinary Point, Part I 269
EXAMPLE
5
Can we determine a series solution about
0 for the differential equation
yi + Ginny +0 +x) =0,
and if so, what isthe radius of convergence?
For this differential equation, p(x) = sin x and q(x) = 1 +.°. Recall from calculus that sin.x
bas a Taylor series expansion about x = 0 that converges for allx. Further, q also has a Taylor
series expansion about x= 0, namely, q(x) = 1 +.", that converges for all x, Thus there is
a series solution of the form y= 5° aye" with ay and a arbitrary, and the series converges
for all x =
PROBLEMS
Im cach of Problems 1 through 4, determine #” (x), $i). and # (%) forthe given point x
ify = @(2) isa solution ofthe given intial value problem.
Ly'tyty=0 yO=1 YO
2. y+ Ginny’ + (osny yO)
Rxy+(Ltwy'+Hnvy=0; yt)
Ay bey tGinny=0 yO) =a, yO =a
In each of Problems 5 through 8, determine a lower bound for the radius of convergence of
series solutions about each given point xy for the given differential equation.
Sy Hay F6xy=0; = 0, HO =4
6. = 2x—3)y"tay'H4y=0; x
Tex y"s4yty=0; = 0, %
Bay ty=0 yal
9. Determine a lower bound for the radius of convergence of series solutions about the given
1m for each ofthe differential equations in Problems | through 14 of Section 5.2
10. The Chebyshev Equation. The Chebyshev" differential equation it
U-2y' -9! tery
where ais a constant,
(a) Determine two solutions in powers of x for |x| < 1, and show that they form a
fundamental set of solutions.
(b) Show that if « is a nonnegative integer n, then there is @ polynomial solution of
degree n. These polynomials, when properly normalized, are called the Chebyshev
polynomials. They are very useful in problems that require a polynomial approximation
to a function defined on —1 = x
(©) Find a polynomial solution for each of the cases a =
11,2,3.
*Palnuty L, Chebyshev (1$21-1894),the most influential ninetoenth-century Russian mathematician, was
for 35 years profestor at the University of St Petersburg which produced a longline of distinguished
mathematicians His study of Chebyshev polynomials bepan in sbout 1854 as past of an investigation of
the approximation of functions by polynomials. Chebyshev is also known for his workin number theory
and probability.270
Chapter 5. Series Solutions of Second Order Linear Equations
For each of the differential equations in Problems 11 through 14 find the fist four nonzero
termsin each of two power series solutions about the origin, Show that they form fundamental
set of solutions, What do you expect the radius of convergence to be for each solution?
11, y+ Ginxyy =0 12, ety" tay =0
13, (oss)y" +xy —2y=0 14 ey" + Ind ny —ay =0
15. Let rand x‘ be solutions ofa differential equation P(x)y" + Qtx)y’ + Ray = 0.Can you
say whether the point x = 0 is an ordinary point or a singular point? Prove your answer
First Order Equations. ‘The series methods discussed in this section are directly applicable
to the fist order linear differential equation P(x)y’ + Qcx)y = 0 ata point xo, if the function
P= QP hs a Taylor series expansion about that point. Such a point is called an ordinary
point, and further, the radius of convergence of the series y = J” ag(x — x)" is at least as large
as the radius of convergence ofthe series for Q/P. In each of Problems 16 through 21, solve the
given differential equation by a series in powers of x and verify that ay is arbitrary in each case
Problems 20 and 21 involve nonkzomogencous differential equations to which series methods
‘can be easily extended, Where possible, compare the series solution with the solution obtained
bby using the methods of Chapter 2
16. y'-y=0 1. y-ay=0
18. y'Se"y, three terms only 19. day
20. yy
y
2. ytay= dx
‘The Legendre Equation. Problems 22 through 29 deal with the Legendre* equation
(GQ -2)y" 2)’ pat Dy =O.
‘Asindicated in Example 3,the point x = 0 an ordinary point of this equation, and the distance
from the origin to the nearest zero of P(x) = 1 ~ xis 1. Hence the radius of convergence of
series solutions about x = 0 is at least 1. Also notice that we need to consider only a > —1
because if a = —1, then the substitution a = —(1 + 9), where y 2 0, leads to the Legendre
equation (1 )y" —2xy'+ ply + Dy =0.
22, Show that two solutions of the Legendre equation for jx| < 1 are
2m 42-4 1)--- (42m
Gn
D om
3y@
Dar s
Sa gym (= Beef = 2m + T+ 2)-- (IM) apg
* Advien-Marie Legendre (1752-1833) held various postions in the French Académie des Sciences from
1783 onward. His primary work was in the felds of eliptic functions and number theory. The Legendre
Functions solutions of Legend's equation irs appearedin1784in isstudy ofthe attraction ol speroids