Lecture No.
09
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Mathematical Methods of
Physics
Dr. Sarmad Masood Shaheen
Assistant Professor,
Department of Physics,
University of Sahiwal, Sahiwal
Outlines
• Objectives
• Course Outline
• Recap
• Frobenius Method
• Bessel’s Equation
• Bessel’s Functions
• Bessel’s Function of order zero
• To do list
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Objectives
➢ To give an understanding of Frobenius Method
➢ To give an understanding of Bessel’s Equation
➢ To give an understanding of Bessel’s Functions
➢ To give an understanding of Bessel’s Function of order zero
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Recap
• Heat equation
• two dimensional laplac equation
• 2 -D heat equation
• n th order homogenous Linear differential Equation
• Some Examples on non-homogenous DE.
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Exercise # 3
• Q:
• Find the solution for the following P.D.E
∂ 2u ∂2u ∂ 2u x+y
• 4 2 + 4 + = e
∂x ∂x∂y ∂y 2
• Sol:
• Let the solution is u = ϕ(y + m x) then the equation can be written as:
• 4m 2ϕ′′ + 4(mϕ′)(ϕ′) + ϕ′′ = 0
• (4m 2 + 4m + 1)ϕ′′ = 0
• 4m 2 + 4m + 1 = 0
−1 −1
• Thus m = ,
2 2
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Exercise # 3
• Thus the complimentary solution is:
1 1
• uc = ϕ(y − x) + xϕ(y − x)
2 2
• Now let us calculate the particular solution up
• 4Dx2u + 4Dxu Dyu + Dy2u = e x + y
• Integrating the above eq. yields
• u [4Dx + 4 + Dy] = e x + y
• u [4 + 4 + 1] = e x + y
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Exercise # 3
ex + y
• Thus up =
9
• And the general solution is
• u = uc + up
1 1 ex + y
• = ϕ(y − x) + xϕ(y − x) +
2 2 9
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Frobenius Method
• For power series solution:
• y′′ + p(x)y′ + q(x)y = r(x)
• There exist a solution which is
∞
an(x − x0)n
∑
•
y =
n=0
• What if p, q and r does not have a valid tailor expansions about x0 but
we are interested in the series solution about x0
•
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Frobenius Method
• In mathematical physics, Frobenius method → a technique to find an
infinite series solution for second order differential equations of the
form:
• Z 2u′′ + p(Z )Zu′ + q(Z )u = 0 − − − − − − (S19 − 1)
• where
2
′ du ′′ d u
• u = ,u =
dz dz 2
• Dividing the eq. S19 - 1 by Z 2 then the eq is:
′
′′ p(Z )u q(Z )u
• u + + = 0
Z Z 2
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Frobenius Method
1
• Then for f(x) = at x = 0, the given function is undefined.
x
• In this case, x = 0 is a regular singular point and is defined as
where the function becomes undefined.
• The solution could be:
∞
an(x − x0)n + r
∑
•
y =
n=0
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Frobenius Method
• The method tells us we can seek a power series solution of the form:
∞
an Z n + r
∑
•
u =
n=0
• For the differential equation of the form:
′′ p(Z )u′ q(Z )u
• u + + = 0 − − − − − − − − − − − − (S21 − 1)
Z Z 2
∞
an(Z − Z0)n + r
∑
•
u =
n=0
• Since the regular singular point is z = 0, so
∞
an Z n + r − − − − − − − (S21 − 2)
∑
•
u =
n=0
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Frobenius Method
• Then:
∞
′
an(n + r)Z n + r − 1
∑
•
u =
n=0
• Similarly
∞
u′′ = an(n + r)(n + r − 1)Z n + r − 2
• ∑
n=0
• Using the above two equation in eq. S21 - 1 then
∞ ∞ ∞
n+r−2 p(Z ) n+r−1 q(Z ) n+r
∑ ∑ ∑
an (n + r)(n + r − 1)Z + an(n + r)Z + an Z = 0
•
n=0
Z n=0 Z n=0
2
∞ ∞ ∞
n+r−2 n+r−2
an Z n + r − 2 = 0
∑ ∑ ∑
•
an(n + r)(n + r − 1)Z + p(Z ) an(n + r)Z + q(Z )
n=0 n=0 n=0
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Frobenius Method
∞ ∞ ∞
( n∑ ∑ )
an Z n + r − 2 = 0
∑
• an(n + r)(n + r − 1) + p(Z ) an(n + r) + q(Z )
=0 n=0 n=0
∞
an ((n + r)(n + r − 1) + p(Z )(n + r) + q(Z )) Z n + r − 2 = 0
• ∑
n=0
• Expanding the equation for n = 1, 2 and after simplifying:
• r 2 − r + p(Z )r + q(z) = 0
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Exercise # 1
• Find the solution for the following DE
• 2(x − 1)2 y′′ − (x − 1)y′ + y = 0
• Sol:
1 y
• 2y′′ − y′ + = 0 − − − − − − − − (A)
(x − 1) (x − 1)2
• For this equation:
• x = 1 is a regular singular point
• And
1
• p(x) =
(x − 1)
1
• q(x) =
(x − 1)2
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Exercise # 1
∞
an(x − x0)n + r
∑
Since y =
•
n=0
• As
• x0 = 1
• So the above equation will become
∞
an(x − 1)n + r − − − − − (1)
∑
•
y =
n=0
∞
y′ = an(n + r)(x − 1)n + r−1 − − − − − (2)
• ∑
n=0
∞
y′′ = an(n + r)(n + r − 1)(x − 1)n + r−2 − − − − − (3)
• ∑
n=0
• Putting all eq. (1), (2) and (3) in eq.
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Exercise # 1
∞ ∞ ∞
n + r−2 1 n + r−1 1
an(x − 1)n + r = 0
∑ ∑ ∑
• 2 an(n + r)(n + r − 1)(x − 1) − an(n + r)(x − 1) +
n=0
x−1 n=0 (x − 1) n = 0
2
• After simplification the eq. Becomes:
• (2r(r − 1) − r + 1)(x − 1)r−2 = 0 after solving for n = 1, 2
• Thus (2r(r − 1) − r + 1) = 0
• 2r 2 − 2r − r + 1 = 0
• (2r − 1)(r − 1) = 0
1
• r= ,1
2
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Exercise # 1
• The obtained values of r can be used to calculate the terms
a1, a2, a3, . . . . . . . . . .
1
• Let us calculate a1 for r =
2
• Since we know that
• a1[2r 2 + 2r − r]
( )
2
[ 2 2]
1 1 1
= a1 2 + 2. −
• 2
• Thus a1[1] = 0 → a1 = 0
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Exercise # 1
1
• Thus one can calculate th other terms for r =
2
• Now let us calculate a1, a2, a3, . . . . . . . . . . for r = 1
• Since
• a1[2r 2 + 2r − r]
• = a1[2 + 2 − 1]
• = a1[3] = 0
• So a1, a2, a3 = 0
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Exercise # 1
∞
an(x − 1)n+r and we know that a1, a2, a3 = 0 So
∑
•
As the solution is y =
n=0
• y = a0(x − 1)r + 0 + 0.....
• y = a0(x − 1)r
1
• For r =
2
• y1 = a0 x − 1
• And for r = 1
• y2 = a0(x − 1)
• And y = c1 x − 1 + c2(x − 1)
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Exercise # 1
• The previous solution is when a1 = 0
• If a1 ≠ 0 then
• 2r(r + 1) − (r + 1) + 1 = 0
• 2r 2 + 2r − r − 1 + 1 = 0
• 2r 2 + 2r − r = 0
• 2r 2 + r = 0
1
• r(2r + 1) = 0 → r = 0, −
2
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Exercise # 1
• Thus we can find the terms a0, a2, a3, . . . . . . . . . . Please follow previous slides
• We can show that a0, a2, a3, . . . . . . . . . . = 0 then
∞
an(x − 1)n+r transforms to:
∑
•
y=
n=0
• y = a1(x − 1)r+1
1
• For r = 0, −
2
• y1 = a1(x − 1) and y2 = a1 x − 1 and the solution is:
• y = c1 x − 1 + c2(x − 1)
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Bessel’s Equation and Bessel’s Functions
• The Bessel’s equation of order v is given as:
• x 2y′′ + xy′ + (x 2 − v 2)y = 0
• For this particular equation, the regular singular point is at
• x=0
• F.W Bessel studied disturbances in planetary motion
• This studied lead him in 1824 to make the first systematic analysis of
the solutions of the these equations.
• The solutions obtained by Bessel were termed as Bessel’s functions.
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Bessel’s Equation of order “0”
• Bessel’s equation of order 0 is an expression of the form
• x 2y′′ + xy′ + x 2y = 0 as v = 0
• We will apply Forbenius method to solve the equation.
• Let the solution is:
∞
an(x − x0)n+r
∑
•
y(x) =
n=0
• Since the regular singular point is x0 = 0 So:
∞
an x n+r
∑
•
y(x) =
n=0
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Bessel’s Function of order zero
• The Bessel’s eq. of order zero is:
• x 2y′′ + xy′ + x 2y = 0
• In order to solve this problem we will use Forbenius method
• Let us assume the solution is:
∞
an(x − x0)n+r
∑
•
y(x) =
n=0
• Since the regular singular point is at x = 0, So
• x0 = 0
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Bessel’s Function of order zero
• And the solution transforms to:
∞
an x n+r − − − − − − − − (2)
∑
•
y(x) =
n=0
∞
y′ = an(n + r)x n + r−1 − − − − − (3)
• ∑
n=0
∞
y′′ = an(n + r)(n + r − 1)x n + r−2 − − − − − (4)
• ∑
n=0
• Now let us put the values in Bessel’s equation of order zero, then
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Bessel’s Function of order zero
∞ ∞ ∞
an(n + r)(n + r − 1)x n + r + an(n + r)x n + r + an x n+r+2 = 0
• ∑ ∑ ∑
n=0 n=0 n=0
• Since n is a dummy indices, we can replace it with an arbitrary value.
• Now let us replace n with n-2 in the third term, to simplify the equation. i.e
• n=n−2
• Then the third term will become:
•
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Bessel’s Function of order zero
∞
an−2 x n−2+r+2
• ∑
n=2
∞
an−2 x n+r
∑
•
=
n=2
• And the equation will can be written as:
∞ ∞ ∞
an(n + r)(n + r − 1)x n + r + an(n + r)x n + r + an−2 x n+r = 0 − − − − (4)
• ∑ ∑ ∑
n=0 n=0 n=2
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Bessel’s Function of order zero
• Let us expand the first and second term of eq.4 for n=2
∞
[ ]
a0(r)(r − 1)x r + a1(1 + r)(r)x 1+r + an(n + r)(n + r − 1)x n+r
• ∑
n=2
∞
[ ]
+ a0(r)x r + a1(1 + r)x r+1 + an(n + r)x n+r
• ∑
n=2
∞
an−2 x n+r = 0
∑
•
+
n−2
•
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About Next lecture
• In the next lecture, we will focus on:
• Bessel’s Function of order zero
• Forbenius Method(Power Series)
• Simple Harmonic Oscillator
• More on Bessel’s Function
• Recurrence Relations of Jn(x)
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Online Resources
• Please follow the links given below to develop a
deeper understandings
• https://tutorial.math.lamar.edu/Classes/DE/
IntroSecondOrder.aspx
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Please do not hesitate to ask any question.
As there are no stupid questions.
Send your queries/questions at:
[email protected] Your questions/concerns will be
Addressed ASAP.
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