DEPARTMENT OF MATHEMATICS

INDIAN INSTITUTE OF TECHNOLOGY GUWAHATI

MA102 MATHEMATICS-II
Winter Semester of Academic Year 2022 - 2023
ODE Tutorial Sheet-4 & Date of Tutorial Class: 05-June-2023

Power Series Solutions to DEs

Singular Points:

1. Classify the singular points of the following differential equations:

(a) (x − 1)2 y 00 + 1 0
x2
y + 5y = 0.
(b) (x2 − 3x)y 00 − (x + 2)y 0 + y = 0.
(c) (x4 − 2x3 + x2 )y 00 + 2(x − 1)y 0 + x2 y = 0.
(d) (x − 1)3 x2 y 00 + 3x(x − 1)y 0 − 5y = 0.

Solution:
(a) The given ODE can be written in normalized form as
1 5
y 00 + P (x) y 0 + Q(x) y = 0 where P (x) = and Q(x) = .
x2 (x − 1)2 (x − 1)2

The given ODE has singular points at x = 0 and x = 1.

At x = 0, the function xP (x) is not analytic and hence x = 0 is an irregular singular point.
At x = 1, the function (x − 1)P (x) is not analytic and hence x = 1 is an irregular singular point.

(b) The given ODE can be written in normalized form as

−(x + 2) 1
y 00 + P (x) y 0 + Q(x) y = 0 where P (x) = and Q(x) = .
x(x − 3) x(x − 3)

The given ODE has singular points at x = 0 and x = 3.

At x = 0, the function xP (x) is analytic and x2 Q(x) is analytic. Hence x = 0 is a regular singular
point.
At x = 3, the function (x − 3)P (x) is analytic and (x − 3)2 Q(x) is analytic. Hence x = 3 is a
regular singular point.

(c) The given ODE can be written in normalized form as

00 0 2(x − 1) 2x2
y + P (x) y + Q(x) y = 0 where P (x) = 2 and Q(x) = 2 .
x (x − 1)2 x (x − 1)2

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 The given ODE has singular points at x = 0 and x = 1.
At x = 0, the function xP (x) is not analytic. Hence x = 0 is an irregular singular point.
At x = 1, the function (x − 1)P (x) is analytic and (x − 1)2 Q(x) is analytic. Hence x = 1 is a
regular singular point.

(d) The given ODE can be written in normalized form as

3x(x − 1) −5
y 00 + P (x) y 0 + Q(x) y = 0 where P (x) = and Q(x) = .
x2 (x − 1)3 x2 (x − 1)3

The given ODE has singular points at x = 0 and x = 1.

At x = 0, the function xP (x) is analytic and x2 Q(x) is analytic. Hence x = 0 is a regular singular
point.
At x = 1, the function (x − 1)P (x) is not analytic and (x − 1)2 Q(x) is not analytic. Hence x = 1
is an irregular singular point.

2. For each of the following equations, determine whether the point at infinity is an ordinary point, a
regular singular point, or an irregular singular point.

(a) (1 − x2 ) y 00 − 2x y 0 + α(α + 1) y = 0, where α ∈ R (Legendre Equation).

(b) y 00 − 2x y 0 + λ y = 0, where λ ∈ R (Hermite Equation).

Solution:
d2 y dy
Consider the differential equation a0 (x) 2
+ a1 (x) + a2 (x)y = 0. Making the change of vari-
dx dx
able t = 1/x in the ODE, we get

d2 y dy
2
+ P (t) + Q(t) y = 0 ,
dt dt
where
a1 1t a2 1t



2
P (t) = − 2 and Q(t) = 4
.
t a0 1t t a0 1t


t
Now we will analyze at t = 0 of transformed equation and then make the necessary conclusion at
x = ∞ of the original equation.

(a) Here a0 (1/t) = 1 − t12 , a1 (1/t) = − 2t and a2 (t) = α(α + 1).

Then P (t) = t22t−1 and Q(t) = tα(α+1)
2 (t2 −1) .
2 α(α+1)
Observe that t = 0 is a singular point. Further t P (t) = t22t−1 and t2 Q(t) = t2 −1
are analytic at
t = 0. So, t = 0 is a regular singular point of the transformed equation.

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 Therefore, the point at infinity is a regular singular point of (1 − x2 ) y 00 − 2x y 0 + α(α + 1) y = 0.

(b) Here a0 (1/t) = 1, a1 (1/t) = − 2t and a2 (t) = λ.

Then P (t) = 2t + t23 and Q(t) = tλ4 .
Observe that t = 0 is a singular point. Further t P (t) = 2 + t22 and t2 Q(t) = tλ2 are NOT analytic
at t = 0. So, t = 0 is an irregular singular point of the transformed equation.
Therefore, the point at infinity is an irregular singular point of y 00 − 2x y 0 + λ y = 0.

Power Series Solutions about the Ordinary Points:

3. Find the power series solutions about the ordinary point x = 0 to the Chebyshev differential equation
(1 − x2 ) y 00 − x y 0 + α2 y = 0, where α is a real constant. Further, show that if α is a nonnegative
integer n, then there is a polynomial solution of degree n.

Solution:
Step 1: Writing Form of the Solution and its derivatives
X∞
Let y(x) = an xn in |x| < R for some R > 0.
n=0
∞
X ∞
X
0 n−1 00
y (x) = nan x , y (x) = n(n − 1)an xn−2 .
n=1 n=2
Steps 2 and 3: Substituting Power Series in the ODE
∞
X ∞
X ∞
X
2 n−2 n−1 2
(1 − x ) n(n − 1)an x −x nan x +α an x n = 0 .
n=2 n=1 n=0
∞
X ∞
X ∞
X ∞
X
n−2 n n 2
n(n − 1)an x − n(n − 1)an x − nan x + α an x n = 0 .
n=2 n=2 n=1 n=0

Step 4: Shifting the indices and Gathering all terms of Same power of (x − x0 )
∞
X ∞
X ∞
X ∞
X
n n n 2
(n + 1)(n + 2)an+2 x − n(n − 1)an x − nan x + α an x n = 0 .
n=0 n=2 n=1 n=0
∞
X
2 2
(n + 1)(n + 2)an+2 − n(n − 1)an − nan + α2 an xn = 0 .


(2a2 + α a0 ) + (6a3 − a1 + α a1 )x +
n=2
Step 5: Equating each coefficient to Zero
2a2 + α2 a0 = 0 .

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 6a3 + (α2 − 1)a1 = 0 .
(n + 1)(n + 2)an+2 − n(n − 1)an − nan + α2 an = 0 .
n2 − α2
=⇒ an+2 = an for n ≥ 2 .
(n + 1)(n + 2)
Step 6: Expressing an for n ≥ 2 in terms of a0 and a1
For even coefficients, we obtain
−α2
a2 = a0 .
2
22 − α2 (22 − α2 )(−α2 )
a4 = a2 = a0
3·4 1·2·3·4
In general,

[(2n)2 − α2 ][(2(n − 1))2 − α2 ] · · · [22 − α2 ][−α2 ]

a2n = a0 for n = 1, 2, . . . .
(2n)!

For odd coefficients, we obtain

1 − α2
a3 = a1 .
6
32 − α2 (32 − α2 )(12 − α2 )
a5 = a3 = a1 .
4·5 1·2·3·4·5
[(2n − 1)2 − α2 ][(2n − 3)2 − α2 ] · · · [32 − α2 ][12 − α2 ]
a2n+1 = a1 for n = 1, 2, . . . .
(2n + 1)!
Step 7: Writing the solution y(x) along with the domain of convergence
Insert obtained expressions of these coefficients in y(x), we get
∞
! ∞
!
X X
y(x) = a0 a2n x2n + a1 x + a2n+1 x2n+1 .
n=0 n=1

Set ∞ 
[(2n)2 − α2 ][(2(n − 1))2 − α2 ] · · · [22 − α2 ][−α2 ]
X 
y1 (x) = x2n
n=0
(2n)!
and ∞ 
[(2n − 1)2 − α2 ][(2n − 3)2 − α2 ] · · · [32 − α2 ][12 − α2 ]
X 
y2 (x) = x + x2n+1 .
n=1
(2n + 1)!
Note that both the series converges for |x| < 1, because x = ±1 are the nearest singularity of
the ODE to x0 = 0. Assume that a0 and a1 are arbitrary real constants. Therefore, the general
solution to the given ODE is

y(x) = A y1 (x) + B y2 (x) for |x| < 1 ,

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 where A and B are arbitrary real constants.

If α = 2n where n = 0, 1, 2, . . ., then y1 (x) becomes a polynomial of degree 2n.

If α = 2n + 1 where n = 0, 1, 2, . . ., then y2 (x) becomes a polynomial of degree 2n + 1.
Therefore, if α = n where n is a nonnegative interger, then the given ODE has a polynomial
solution of degree n.

4. Find the general solution of 2y 00 + x y 0 + y = 0 by computing the first few terms in the power series
solutions about the ordinary point x = 1.

Solution:
Step 1: Writing Form of the Solution and its derivatives
X∞
Let y(x) = an (x − 1)n in |x − 1| < R for some R > 0.
n=0
∞
X ∞
X
0 n−1 00
y (x) = nan (x − 1) , y (x) = n(n − 1)an (x − 1)n−2 .
n=1 n=2

Steps 2 and 3: Substituting Power Series in the ODE

∞
X ∞
X ∞
X
n−2 n−1
2 n(n − 1)an (x − 1) + x nan (x − 1) + an (x − 1)n = 0 .
n=2 n=1 n=0
∞
X ∞
X ∞
X
n−2 n−1
2 n(n − 1)an (x − 1) + (1 + (x − 1)) nan (x − 1) + an (x − 1)n = 0 .
n=2 n=1 n=0
∞
X ∞
X ∞
X ∞
X
n−2 n−1 n
2 n(n − 1)an (x − 1) + nan (x − 1) + + nan (x − 1) + an (x − 1)n = 0 .
n=2 n=1 n=1 n=0

Step 4: Shifting the indices and Gathering all terms of Same power of (x − x0 )
∞
X ∞
X ∞
X ∞
X
n n n
2 (n+1)(n+2)an+2 (x−1) + (n+1)an+1 (x−1) + + nan (x−1) + an (x−1)n = 0 .
n=0 n=0 n=1 n=0

X∞
(a0 +a1 +4a2 )+(2a1 +2a2 +12a3 )(x−1)+ (2(n + 1)(n + 2)an+2 + (n + 1)an+1 + (n + 1)an ) (x−1)n = 0 .
n=2

Step 5: Equating each coefficient to Zero

a0 + a1 + 4a2 = 0 .

2a1 + 2a2 + 12a3 = 0 .

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 −(an+1 + an )
2(n + 1)(n + 2)an+2 + (n + 1)an+1 + (n + 1)an = 0 =⇒ an+2 = for n ≥ 1 .
2(n + 2)
Step 6: Expressing an for n ≥ 2 in terms of a0 and a1

(−1)(a0 + a1 )
a2 = .
4
(−1)(a1 + a2 ) (−1)(a1 − a0 +a
4
1
) 1 1
a3 = = = a0 − a1 .
6 6 24 8
    
−1 −1 1 1 1 1 5 1
a4 = (a3 + a2 ) = a0 − a1 − a0 − a1 = a0 − a1 .
8 8 24 8 4 4 192 64
In this case, it is difficult to get a general pattern. So, we have computed the first few coefficients
Step 7: Writing the solution y(x) along with the domain of convergence
Insert obtained expressions of these coefficients in y(x), we get
  
1 2 1 3 5 1 1 1
y(x) = a0 1 − (x − 1) + (x − 1) + (x − 1) + · · · +a1 (x − 1) − (x − 1)2 − (x − 1)3 − (x
4
4 24 192 4 8 64

Set
1 1 5
y1 (x) = 1 − (x − 1)2 + (x − 1)3 + (x − 1)4 + · · ·
4 24 192
and
1 1 1
y2 (x) = (x − 1) − (x − 1)2 − (x − 1)3 − (x − 1)4 − · · · .
4 8 64
Note that both the series converges for |x − 1| < ∞, because x = ±∞ are the nearest singularity
of the ODE to x0 = 1. Assume that a0 and a1 are arbitrary real constants. Therefore, the general
solution to the given ODE is

y(x) = A y1 (x) + B y2 (x) for |x − 1| < ∞ ,

where A and B are arbitrary real constants.

Power Series Solutions about the Regular Singular Points:

5. Compute the indicial equation and their roots of the following differential equations.

(a) (x2 − x − 2)2 y 00 + (x2 − 4) y 0 − 6xy = 0 at x = 2.

(b) x2 y 00 + x y 0 + x2 y = 0 at x = 0.

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 Solution:
(a) We have
(x + 2) −6x
P (x) = and Q(x) = .
(x − 2)(x + 1)2 (x − 2)2 (x + 1)2
The point x = 2 is a regular singular point.
4 −4
lim (x − 2)P (x) = = p0 and lim (x − 2)2 Q(x) = = q0 .
x→2 9 x→2 3
The indicial equation is
4 4 5 4
r(r − 1) + p0 r + q0 = 0 ⇒
r(r − 1) + r − = 0 ⇒ r2 − r − = 0 .
9 3 9 3
√ √
5 + 457 5 − 457
Its roots are r1 = and r2 = .
18 18
(b) We have
1
P (x) = and Q(x) = 1 .
x
The point x = 0 is a regular singular point.

lim xP (x) = 1 = p0 and lim x2 Q(x) = 0 = q0 .

x→0 x→0

The indicial equation is given by

r(r − 1) + p0 r + q0 = 0 =⇒ r(r − 1) + r = r2 = 0 .

It has a repeated root, namely, r = 0.

Case I: Exponents r1 − r2 is not a nonnegative integer

6. Derive two linearly independent (series) solution of 2x2 y 00 − 3x y 0 + (2 − x) y = 0.

Solution:
Step 1: Writing Form of the Solution and its derivatives
Since x0 = 0 is a regular singular point of the given ODE, we seek solution of the form
∞
X ∞
X
r n
y(x) = x an x = an xn+r with a0 6= 0
n=0 n=0

Page 7
in 0 < x < R for some R > 0.
∞
X ∞
X
0 n+r−1 00
y (x) = (n + r)an x , y (x) = (n + r)(n + r − 1)an xn+r−2 .
n=0 n=0

Steps 2: Substituting Power Series of Coefficient functions, y(x), y 0 (x) and y 00 (x) in the ODE
∞
X ∞
X ∞
X
2 n+r−2 n+r−1
2x (n + r)(n + r − 1)an x − 3x (n + r)an x + (2 − x) an xn+r = 0 .
n=0 n=0 n=0

∞
X ∞
X ∞
X ∞
X
2(n + r)(n + r − 1)an xn+r − 3(n + r)an xn+r − an xn+r+1 + 2 an xn+r = 0 .
n=0 n=0 n=0 n=0

Step 3: Gather together all terms of Same power of (x − x0 )

∞
X ∞
X ∞
X ∞
X
n+r n+r n+r
2(n + r)(n + r − 1)an x − 3(n + r)an x − an−1 x +2 an xn+r = 0 .
n=0 n=0 n=1 n=0
∞
X
xr [2r(r − 1) − 3r + 2] a0 + xr {[(n + 4)(2n + 2r − 5) + 2]an − an−1 } xn = 0 .
n=1

Step 4: Equating the coefficient of the lowest power of x to Zero to get Indicial Equation & its
Roots
Equating the coefficient of xr to zero, we get the indicial equation as

2r(r − 1) − 3r + 2 = 0 ⇔ 2r2 − 5r + 2 = 0 .

The indicial equation has roots r1 = 2 and r2 = 21 .

Note that r1 − r2 = 2 − 21 = 23 which is not a nonnegative integer.
For each root of r, we get one series solution and hence we get two LI solutions.
Step 5: Finding Series Solution corresponding to r1 = 2
Step 5(a): Equating the coefficients of higher powers of (x − x0 ) to Zero

[(n + 4)(2n + 2r − 5) + 2]an − an−1 = 0 .

an−1
an = for n ∈ N .
(n + r)(2n + 2r − 5) + 2
Setting r = r1 = 2 in the above recursion formula, we get
an−1
an = for n ∈ N .
n(2n + 3)

Step 5(b): Expressing an for n ≥ 2 in terms of a0

a0
a1 = .
1·5

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 a1 a0
a2 = = .
2·7 2! (5 · 7)
a2 a0
a3 = = .
3·9 3! (5 · 7 · 9)
a3 a0
a4 = = .
4 · 11 4! (5 · 7 · 9 · 11)
In general,
a0
an = for n ∈ N .
n! (5 · 7 · · · (2n + 1)(2n + 3))
Step 5(c): Writing the solution y1 (x)
∞
!
X xn
y1 (x) = a0 |x|2 1+ for all x ∈ R .
n=1
n! (5 · 7 · · · (2n + 1)(2n + 3))
Step 6: Finding Series Solution corresponding to r2 = 1/2
Step 6(a): Equating the coefficients of higher powers of (x − x0 ) to Zero

[(n + 4)(2n + 2r − 5) + 2]an − an−1 = 0 .

an−1
an = for n ∈ N .
(n + r)(2n + 2r − 5) + 2
Setting r = r2 = 1/22 in the above recursion formula, we get
an−1
an = for n ∈ N .
n(2n − 3)
Step 6(b): Expressing an for n ≥ 2 in terms of a0
a0
a1 = .
(−1)
a1 a0
a2 = = .
2·1 2! (−1)(1)
a2 a0
a3 = = .
3·3 3! (−1) (1 · 3)
a3 a0
a4 = = .
4·5 4! (−1) (1 · 3 · 5)
In general,
a0
an = for n ∈ N .
n! (−1) (1 · 3 · 5 · · · (2n − 5)(2n − 3))
Step 6(c): Writing the solution y2 (x)
∞
!
X xn
y2 (x) = a0 |x|(1/2) 1− for all x ∈ R .
n=1
n! (1 · 3 · · · (2n − 5)(2n − 3))

Page 9
 Step 7: Writing the General Solution y(x) along with the domain of convergence
The general solution is given by

y(x) = A y1 (x) + B y2 (x) ,

where A and B are arbitrary real constants, and

∞
!
X xn
y1 (x) = x2 1+ for all x ∈ R ,
n=1
n! (5 · 7 · · · (2n + 1)(2n + 3))

∞
!
X xn
y2 (x) = |x|(1/2) 1− for all x ∈ R .
n=1
n! (1 · 3 · · · (2n − 5)(2n − 3))

7. Find the general solution of (x + 2)x2 y 00 − x y 0 + (1 + x) y = 0 by computing the first few terms of
power series solutions about the regular singular point x = 0.

Solution:
Step 1: Writing Form of the Solution and its derivatives
Since x0 = 0 is a regular singular point of the given ODE, we seek solution of the form
∞
X ∞
X
y(x) = xr an x n = an xn+r with a0 6= 0
n=0 n=0

in 0 < x < R for some R > 0.

∞
X ∞
X
y 0 (x) = (n + r)an xn+r−1 , y 00 (x) = (n + r)(n + r − 1)an xn+r−2 .
n=0 n=0

Steps 2: Substituting Power Series of Coefficient functions, y(x), y 0 (x) and y 00 (x) in the ODE
∞
X ∞
X ∞
X
(x + 2)x2 (n + r)(n + r − 1)an xn+r−2 − x (n + r)an xn+r−1 + (1 + x) an xn+r = 0 .
n=0 n=0 n=0
∞
X ∞
X ∞
X ∞
X
(n+r)(n+r−1)an xn+r+1 +2 (n+r)(n+r−1)an xn+r − (n+r)an xn+r +(1+x) an xn+r = 0 .
n=0 n=0 n=0 n=0
∞
X ∞
X ∞
X ∞
X
(n+r−1)(n+r−2)an−1 xn+r +2 (n+r)(n+r−1)an xn+r − (n+r)an xn+r +(1+x) an xn+r = 0 .
n=1 n=0 n=0 n=0
Step 3: Gather together all terms of Same power of (x − x0 )
X∞
(2r2 −3r+1)a0 xr + {(n + r − 1)(n + r − 2)an−1 + 2(n + r)(n + r − 1)an − (n + r)an + an + an−1 } xn+r .
n=1

Page 10
 ∞
X
2 r
(2r −3r+1)a0 x + {[(n + r − 1)(n + r − 2) + 1] an−1 + [(n + r − 1)(2n + 2r − 1)] an } xn+r .
n=1

Step 4: Equating the coefficient of the lowest power of x to Zero to get Indicial Equation & its
Roots
Equating the coefficient of xr to zero, we get the indicial equation as

2r2 − 3r + 1 = 0 .

The indicial equation has roots r1 = 1 and r2 = 12 .

Note that r1 − r2 = 1 − 21 = 21 which is not a nonnegative integer.
For each root of r, we get one series solution and hence we get two LI solutions.
Step 5: Finding Series Solution corresponding to r1 = 1
Step 5(a): Equating the coefficients of higher powers of (x − x0 ) to Zero

[(n + r − 1)(n + r − 2) + 1] an−1 + [(n + r − 1)(2n + 2r − 1)] an = 0 for n ∈ N .

Setting r = r1 = 1 in the above expression, we get

[(n − 1)n + 1] an−1 + [2n2 + n] an = 0 for n ∈ N .

−(n2 − n + 1)
an = an−1 for n ∈ N .
2n2 + n
Step 5(b): Expressing an for n ≥ 2 in terms of a0
 
−1
a1 = a0 .
3
      
−3 −3 −1 1
a2 = a1 = a0 = a0 .
10 10 3 10
      
−1 −1 1 −1
a3 = a2 = a0 = a0 .
3 3 10 30
In this case, it is difficult to get a general pattern. So, we have computed the first few coefficients
Step 5(c): Writing the solution y1 (x)
   
1 1 2 1 3 1 2 1 3 1 4
y1 (x) = a0 x 1 − x + x − x + · · · = a0 x − x + x − x + · · · for x < 2 .
3 10 30 3 10 30
Reason: x = −2 is the nearest singular point of the ODE from x0 = 0.
Step 6: Finding Series Solution corresponding to r2 = 1/2
Step 6(a): Equating the coefficients of higher powers of (x − x0 ) to Zero

[(n + r − 1)(n + r − 2) + 1] an−1 + [(n + r − 1)(2n + 2r − 1)] an = 0 for n ∈ N .

Page 11
 Setting r = r2 = 1/2 in the above expression, we get
7
[n2 − 2n + ] an−1 + [2n2 − n] an = 0 for n ∈ N .
4
n2 − 2n + 74


an = (−1) an−1 for n ∈ N .
(2n2 − n)
Step 6(b): Expressing an for n ≥ 2 in terms of a0
 
−3
a1 = a0 .
4
      
−7 −7 −3 7
a2 = a1 = a0 = a0 .
4 4 4 32
      
−19 −19 7 −133
a3 = a2 = a0 = a0 .
60 60 32 1920
In this case, it is difficult to get a general pattern. So, we have computed the first few coefficients
Step 6(c): Writing the solution y2 (x)
 
1 3 7 2 133 3
y2 (x) = a0 x 2 1 − x + x − x + ··· for x < 2 .
4 32 1920
Reason: x = −2 is the nearest singular point of ODE from x0 = 0.
Step 7: Writing the General Solution y(x) along with the domain of convergence
The general solution is given by

y(x) = A y1 (x) + B y2 (x) ,

where A and B are arbitrary real constants, and

 
1 1 2 1 3
y1 (x) = |x| 1 − x + x − x + · · · for |x| < 2 ,
3 10 30
 
(1/2) 3 7 2 133 3
y2 (x) = |x| 1− x+ x − x + ··· for |x| < 2 .
4 32 1920

Case II: Exponents r1 − r2 is a positive integer

8. Find the general solution of x y 00 + 3 y 0 − xy = 0 for x > 0 by computing the first few terms of power
series solutions about the regular singular point x = 0.

Page 12
Solution:
Step 1: Writing Form of the Solution and its derivatives
Since x0 = 0 is a regular singular point of the given ODE, we seek solution of the form
∞
X ∞
X
r n
y(x) = x an x = an xn+r with a0 6= 0
n=0 n=0

in 0 < x < R for some R > 0.

∞
X ∞
X
y 0 (x) = (n + r)an xn+r−1 , y 00 (x) = (n + r)(n + r − 1)an xn+r−2 .
n=0 n=0

Steps 2: Substituting Power Series of Coefficient functions, y(x), y 0 (x) and y 00 (x) in the ODE
∞
X ∞
X ∞
X
n+r−2 n+r−1
x (n + r)(n + r − 1)an x +3 (n + r)an x −x an xn+r = 0 .
n=0 n=0 n=0

∞
X ∞
X ∞
X
n+r−1 n+r−1
(n + r)(n + r − 1)an x +3 (n + r)an x − an xn+r+1 = 0 .
n=0 n=0 n=0
∞
X ∞
X
(n + r)(n + r + 2)an xn+r−1 − an xn+r+1 = 0 .
n=0 n=0
∞
X ∞
X
r−1 r n+r−1
r(r + 2)a0 x + (r + 1)(r + 3)a1 x + (n + r)(n + r + 2)an x − an xn+r+1 = 0 .
n=2 n=0

Step 3: Gather together all terms of Same power of (x − x0 )

∞
X ∞
X
r−1 r n+r+1
r(r + 2)a0 x + (r + 1)(r + 3)a1 x + (n + r + 2)(n + r + 4)an+2 x − an xn+r+1 = 0 .
n=0 n=0

∞
X
r−1 r
r(r + 2)a0 x + (r + 1)(r + 3)a1 x + [(n + r + 2)(n + r + 4)an+2 − an ] xn+r+1 = 0 .
n=0

Step 4: Equating the coefficient of the lowest power of x to Zero to get Indicial Equation & its
Roots
Equating the coefficient of xr−1 to zero, we get the indicial equation as

r(r + 2) = 0 .

The indicial equation has roots r1 = 0 and r2 = −2. Note that Re(r1 ) ≥ Re(r2 ).
Note that r1 − r2 = 0 − (−2) = 2 which is a positive integer.
Step 5: Finding Series Solution corresponding to r1 = 0 (Largest Root)

Page 13
Step 5(a): Equating the coefficients of higher powers of (x − x0 ) to Zero

(r + 1)(r + 3)a1 = 0 .
(n + r + 2)(n + r + 4)an+2 − an = 0 .
Setting r = r1 = 0 in the above equations, we get

3a1 = 0 =⇒ a1 = 0 .
1
(n + 2)(n + 4)an+2 − an = 0 =⇒ an+2 = an for n = 0, 1, 2, . . . .
(n + 2)(n + 4)
Step 5(b): Expressing an for n ≥ 2 in terms of a0
1
a0 . a2 =
2·4
1
a3 = a1 = 0 .
3·5
  
1 1 1
a4 = a2 = a0 .
4·6 4·6 2·4
1
a5 = a3 = 0 .
5·7
      
1 1 1 1 1 1
a6 = a4 = a0 = a0 .
6·8 6·8 4·6 2·4 4·6·8 2·4·6
In general,
a2n+1 = 0 for n = 0, 1, 2, 3, . . . .
  
1 1 1
a2n = a0 = 2n a0 for n ∈ N .
4 · 6 · 8 · · · (2n) · (2n + 2) 2 · 4 · 6 · · · (2n − 2)(2n) 2 n! (n + 1)!
Step 5(c): Writing the solution y1 (x)
∞
! ∞
X 1 X x2n
y1 (x) = a0 x0 x2n = a0 for all x ∈ R .
n=0
22n n! (n + 1)! n=0
22n n! (n + 1)!
Step 6: Finding Series Solution corresponding to r2 = −2
Step 6(a): Equating the coefficients of higher powers of (x − x0 ) to Zero
Setting r = r2 = −2, we get
∞
X
0 a0 x−3 − a1 x−2 − a0 x−1 + [n(n + 2)an+2 − an ] xn−1 = 0 .
n=1

Equating the coefficient of x−2 , we get

−a1 = 0 =⇒ a1 = 0 .

Page 14
Equating the coefficient of x−1 , we get
a0 = 0 .
Equating the coefficient of xn−1 for n ∈ N, we get
1
n(n + 2)an+2 − an = 0 =⇒ an+2 =an for n = 1, 2, . . . .
n(n + 2)
 
1 1
Coefficient of x : a3 = a1 = 0 .
1·3
 
2 1
Coefficient of x : a4 = a2 .
2·4
 
3 1
Coefficient of x : a5 = a3 = 0 .
3·5
    
4 1 1 1
Coefficient of x : a6 = a4 = a2 .
4·6 4·6 2·4
These coefficients will lead to the solution C y1 (x). Therefore, we are not getting the second
linearly independent solution by proceeding with r = r2 = −2.
Step 7: Finding the Second Linearly Independent Solution y2 (x)
In this case, the second linearly independent solution is given by
∞
X
r2
y2 (x) = |x − x0 | dn (x − x0 )n + A y1 (x) ln |x − x0 | where d0 6= 0 .
n=0

Here the constant A may or may not be zero.

Then, for 0 < x < R,
∞
X
y2 (x) = dn xn−2 + A y1 (x) ln x where d0 6= 0 .
n=0

Then ∞
X y1 (x)
y20 (x) = (n − 2)dn xn−3 + A y10 (x) ln x + A .
n=0
x
∞
X y 0 (x) y1 (x)
y200 (x) = (n − 2)(n − 3)dn xn−4 + A y100 (x) ln x + 2A 1 −A .
n=0
x x2
Substituting in the ODE x y 00 + 3 y 0 − xy = 0, we get
y1 (x)
(x y100 (x) + 3 y10 (x) − xy1 (x)) A ln x + 2Ay10 (x) + 2A +
x
∞
X ∞
X ∞
X
(n − 2)(n − 3)dn xn−3 + 3 (n − 2)dn xn−3 − dn xn−1 = 0 .
n=0 n=0 n=0

Page 15
 ∞ ∞ ∞
2A X X X
=⇒ 2A y10 (x) + y1 (x) + (n − 2)(n − 3)dn x n−3
+3 (n − 2)dn x n−3
− dn xn−1 = 0 .
x n=0 n=0 n=0
∞ ∞ ∞
2A X X X
2A y10 (x)+ −3 −2 n−3 −3 −2
y1 (x)+6d0 x +2d1 x + (n−2)(n−3)dn x −6d0 x −3d1 x +3 n−3
(n−2)dn x − dn x
x n=2 n=2 n=0
∞
2A X
2A y10 (x) + y1 (x) − d1 x−2 + [n(n − 2)dn − dn−2 ] xn−3 = 0 .
x n=2

Substituting the series expansions of y1 (x) and y10 (x) and writing out the first few terms of the
summation leads to
   
−2 −1 3A 2 5A
−d1 x +(2A−d0 )x +(3d3 −d1 )+ + 8d4 − d2 x+(15d5 − d3 ) x + + 24d6 − d4 x3 +· · · = 0 .
4 96
Equating each of the coefficients to zero, we get
−d1 = 0 =⇒ d1 = 0 .
2A − d0 = 0 =⇒
d0 = 2A (A is an arbitrary real constant ) .
d1
3d3 − d1 = 0 =⇒ d3 = =0.
3
3A 1 3
+ 8d4 − d2 = 0 =⇒ d4 = d2 − A (d2 is an arbitrary real constant ) .
4 8 32
d3
15d5 − d3 = 0 =⇒ d5 = =0.
15
5A 1 7
+ 24d6 − d4 =⇒ d6 = d2 − A.
96 192 1152
Therefore
   
−2 3 2 7 4 1 2 1 4
y2 (x) = A y1 (x) ln x + 2x − x − x + · · · +d2 1 + x + x + · · · for 0 < x < ∞ .
32 1152 8 192
Step 8: Writing the General Solution y(x) along with the domain of convergence
The common domain of convergence of the series solutions y1 (x) and y2 (x) is 0 < x < ∞.
The general solution is given by
y(x) = A y1 (x) + B y2 (x) ,
where A and B are arbitrary real constants, and
∞
X x2n
y1 (x) = for 0 < x < ∞ ,
n=0
22n n! (n + 1)!
   
−2 3 2 7 4 1 2 1 4
y2 (x) = y1 (x) ln x + 2x − x − x + ··· + 1 + x + x + · · · for 0 < x < ∞ .
32 1152 8 192

Page 16
 Case III: Exponents r1 − r2 is zero
9. Find the general solution of x2 y 00 − x y 0 + (1 − x)y = 0 by computing the first few terms of power
series solutions about the regular singular point x = 0.

Solution:
Step 1: Writing Form of the Solution and its derivatives
Since x0 = 0 is a regular singular point of the given ODE, we seek solution of the form
∞
X ∞
X
r n
y(x) = x an x = an xn+r with a0 6= 0
n=0 n=0

in 0 < x < R for some R > 0.

∞
X ∞
X
0 00
y (x) = (n + r)an xn+r−1 , y (x) = (n + r)(n + r − 1)an xn+r−2 .
n=0 n=0

Steps 2: Substituting Power Series of Coefficient functions, y(x), y 0 (x) and y 00 (x) in the ODE
∞
X ∞
X ∞
X
2 n+r−2 n+r−1
x (n + r)(n + r − 1)an x −x (n + r)an x + (1 − x) an xn+r = 0 .
n=0 n=0 n=0

∞
X ∞
X ∞
X
n+r n+r
(n + r)(n + r − 1)an x − (n + r)an x + (1 − x) an xn+r = 0 .
n=0 n=0 n=0
∞
X ∞
X
[(n + r)(n + r − 1) − (n + r) + 1] an xn+r − an xn+r+1 = 0 .
n=0 n=0
∞
X ∞
X
(n + r − 1)2 an xn+r − a0 xr+1 − an xn+r+1 = 0 .
n=0 n=1

Step 3: Gather together all terms of Same power of (x − x0 )

∞
X ∞
X
r+1 2 n+r
−a0 x + (n + r − 1) an x − an−1 xn+r = 0 .
n=0 n=2

∞
X ∞
X
2 r 2 r+1 r+1 2 n+r
(r − 1) a0 x + r a1 x − a0 x + (n + r − 1) an x − an−1 xn+r = 0 .
n=2 n=2
∞
X
(r − 1)2 a0 xr + r2 a1 − a0 xr+1 + (n + r − 1)2 an − an−1 xn+r = 0 .

 
n=2

Page 17
Step 4: Equating the coefficient of the lowest power of x to Zero to get Indicial Equation & its
Roots
Equating the coefficient of xr to zero, we get the indicial equation as

(r − 1)2 = 0 .

The indicial equation has roots r1 = 1 = r2 . Thus, r1 − r2 = 0. We will get one solution
corresponding to r = 1.
Step 5: Finding Series Solution corresponding to r = 1
Step 5(a): Equating the coefficients of higher powers of (x − x0 ) to Zero
Setting r = 1, we get
a1 − a0 = 0 =⇒ a1 = a0 .
a n−1
n2 an − an−1 = 0 =⇒ an = 2 for n ≥ 2 .
n
Step 5(b): Expressing an for n ≥ 2 in terms of a0
1 1
a2 =
2
a1 = 2 a0 .
2 2
1 1
a3 = 2 a2 = 2 2 a0 .
3 3 ·2
1 1
a4 = 2 a3 = 2 2 2 a0 .
4 4 ·3 ·2
1 1 1
an = an−1 = 2 a0 = a0 for n ≥ 1 .
n2 2 2
n · (n − 1) · · · 2 · 1 2 (n!)2
Step 5(c): Writing the solution y1 (x)
∞
! ∞
1
X xn X xn+1
y1 (x) = a0 x = a0 for all x ∈ R .
n=0
(n!)2 n=0
(n!)2
Step 6: Finding the Second Linearly Independent Solution y2 (x)
In this case, the second linearly independent solution is given by
∞
X
r+1
y2 (x) = |x − x0 | dn (x − x0 )n + y1 (x) ln |x − x0 | where d0 6= 0 .
n=0

Then, for 0 < x < R,

∞
X
y2 (x) = dn xn+2 + y1 (x) ln x where d0 6= 0 .
n=0

Then ∞
X y1 (x)
y20 (x) = (n + 2)dn xn+1 + y10 (x) ln x + .
n=0
x

Page 18
 ∞
X y10 (x) y1 (x)
y200 (x) = (n + 2)(n + 1)dn xn + y100 (x) ln x + 2 − .
n=0
x x2
Substituting in the ODE x2 y 00 − x y 0 + (1 − x)y = 0 , we get
(∞ )
0
X y (x) y 1 (x)
x2 (n + 2)(n + 1)dn xn + y100 (x) ln x + 2 1 −
n=0
x x2
(∞ ) (∞ )
X y1 (x) X
−x (n + 2)dn xn+1 + y10 (x) ln x + + (1 − x) dn xn+2 + y1 (x) ln x =0.
n=0
x n=0

This gives that

∞
X ∞
X ∞
X
2x y10 (x) − 2y1 (x) + x 2 n
(n + 2)(n + 1)dn x − x (n + 2)dn x n+1
+ (1 + x) dn xn+2 = 0 .
n=0 n=0 n=0

∞
X ∞
X
2x y10 (x) − 2y1 (x) + 2
(n + 1) dn x n+2
− dn xn+3 = 0 .
n=0 n=0
∞
X
2x y10 (x) − 2y1 (x) + d0 x2 + (n + 1)2 dn − dn−1 xn+2 = 0 .
 
n=1

Substituting the series expansions of y1 (x) and y10 (x) (by taking a0 = 1), we get
∞ ∞ ∞
X (n + 1)xn X xn+1 2
X  2
 n+2
2x −2 + d 0 x + (n + 1) d n − d n−1 x =0.
n=0
(n!)2 n=0
(n!)2
n=1

∞ ∞
X 2n n+1 2
X
(n + 1)2 dn − dn−1 xn+2 = 0 .
 
2
x + d 0 x +
n=0
(n!) n=1
∞ ∞
X
2 2n n+1 X  2  n+1
(2 + d0 ) x + x + n d n−1 − d n−2 x =0.
n=2
(n!)2 n=2
∞  
2
X 2n
(2 + d0 ) x + 2
+ n dn−1 − dn−2 xn+1 = 0 .
2

n=2
(n!)
Equating each of the coefficients to zero, we get

2 + d0 = 0 =⇒ d0 = −2 .

For n ≥ 2,
2n dn−2 2
+ n2 dn−1 − dn−2 = 0 =⇒ dn−1 = − .
(n!)2 n2 (n!)2 n

Page 19
 d0 2 −3
d1 = − = .
4 8 4
d1 2 3 2 −11
d2 = − =− − = .
9 36 × 3 36 36 × 3 108
Therefore
 
2 3 3 11 4
y2 (x) = y1 (x) ln(x) + −2x − x − x − ··· 0 < |x| < ∞ .
4 108

Step 7: Writing the General Solution y(x) along with the domain of convergence
The common domain of convergence of the series solutions y1 (x) and y2 (x) is 0 < |x| < ∞.
The general solution is given by

y(x) = A y1 (x) + B y2 (x) ,

where A and B are arbitrary real constants, and

∞
X xn+1
y1 (x) = for 0 < |x| < ∞ ,
n=0
(n!)2
 
2 3 3 11 4
y2 (x) = y1 (x) ln(x) + −2x − x − x − −··· 0 < |x| < ∞ .
4 108

Properties of Legendre Polynomials and Bessel Functions:

10. Prove the following properties of the Legendre polynomials.

Z 1 
0 if m 6= n,
(a) Pn (x)Pm (x)dx = 2 .
−1 2n+1
if m = n.
n
2k + 1 1
X Z
(b) If f (x) is a polynomial of degree n, then f (x) = ck Pk (x), where ck = f (x)Pk (x)dx.
k=0
2 −1
Z 1
(c) Use orthogonality relation to show that g(x)Pn (x)dx = 0 for every polynomial g(x) with
−1
deg(g(x)) < n.

Solution:
(a):

Page 20
 0
Pn (x) satisfies ((1 − x2 )Pn0 (x)) +n(n+1)Pn (x) = 0. Multiply this equation by Pm (x) and integrate
over the interval (−1, 1) and then apply integrate by parts to get
Z 1 Z 1 Z 1
0 0
−n(n + 1) Pm (x)Pn (x)dx = 2
Pm (x)((1 − x )Pn (x)) = − (1 − x2 )Pn0 (x)Pm0 (x)dx.
−1 −1 −1

This implies Z 1 Z 1
(1 − x 2
)Pn0 (x)Pm0 (x) dx = n(n + 1) Pm (x)Pn (x) dx.
−1 −1

Interchange the role of n and m to have

Z 1 Z 1
2 0 0
(1 − x )Pn (x)Pm (x) dx = m(m + 1) Pm (x)Pn (x) dx.
−1 −1
R1
On subtrating we get [(m(m + 1) − n(n + 1)] −1 Pm (x)Pn (x) dx = 0 =⇒ (m − n)(m + n +
R1
1) −1 Pm (x)Pn (x) dx = 0. When m 6= n, the result (a) follows.
For n = m, using Rodrigues’s formula, a repeated application of integration by parts gives
Z 1 Z 1
2 1
[Pn (x)] dx = 2n 2
Dn (x2 − 1)n · Dn (x2 − 1)n dx
−1 2 (n!) −1
Z 1
(−1)n
= 2n (x2 − 1)n · D2n (x2 − 1)n dx.
2 (n!)2 −1
Note that
D2n (x2 − 1)n = D2n [x2n + c1 x2n−1 + c2 x2n−4 + · · · + c2n ] = (2n)!,
here ci ’s are constant coefficients. Thus,
Z 1 Z 1
(2n)!
[Pn (x)]2 dx = 2n 2
2 (1 − x2 )n dx
−1 2 (n!) −1
2(2n)! Γ(1/2)Γ(n + 1)
= 2n 2
.
2 (n!) (2n + 1)Γ(n + 1/2)
Γ(n)Γ(n+1/2)
Substituting (2n)! = (2n)Γ(2n) and Γ(2n) = 21−2n Γ(1/2)
, we get
Z 1
2
[Pn (x)]2 dx = .
−1 2n + 1

(b):
Let Pn = {P (x) : P (x) is a polynomial of degree ≤ n} be the vector space over the real field.
Note that the dimension of Pn is (n + 1).
Observe that the Legendre polynomials P0 (x), P1 (x), . . ., Pn (x) forms a finite set of orthogonal
vectors and hence they are linearly independent in Pn . Further they form a basis for Pn .

Page 21
 Given that f ∈ Pn .
Therefore, there exist scalars c0 , c1 , . . ., cn such that
n
X
f (x) = ck Pk (x) for x ∈ R .
k=0

Take innerproduct with Pk (x) on both sides. Theny, by (a) we get

Z 1 n Z 1
X 2
f (x)Pk (x) dx = ck Pk (x)Pk (x) dx = ck .
−1 k=0 −1 2k + 1

This gives that Z 1

2k + 1
ck = f (x)Pk (x) dx .
2 −1

(c):
Given that g(x) is a polynomial of degree m and m < n.
Then, by (b), g(x) can be written as
m
X
g(x) = ck Pk (x) for x ∈ R .
k=0

Take innerproduct with Pn (x) on both sides. Theny, by (a) we get

Z 1 m
X Z 1
g(x)Pn (x) dx = ck Pk (x)Pn (x) dx = 0 since k 6= n .
−1 k=0 −1

Z 1
0
11. Show that the value of the integral Pn (x)Pn+1 (x) dx is independent of n.
−1

Z 1 Z 1
0
Solution: Pn (x)Pn+1 (x)dx = Pn (1)Pn+1 (1) − Pn (−1)Pn+1 (−1) − Pn+1 Pn0 dx = 2
R1 −1 −1
as −1 Pn+1 Pn0 dx = 0.

1 − 4k 2
 
00
12. Find a solution of y + 1 + y = 0, where k > 0 is a real constant, using the Bessel
4x2
function of the first kind.

Page 22
 Solution: Let y = x1/2 u(x). Then y 0 = 12 x−1/2 u + x1/2 u0 and y 00 = − 41 x−3/2 u + x−1/2 u0 + x1/2 u00
transform the given equation to x2 u00 + xu0 + (x2 − k 2 )u = 0. We know u = Jk (x) a solution to
this equation which is the Bessel function of the first kind. Thus, y = x1/2 Jk (x) is a solution to
the original equation.

13. Using the series definition for Jα (x), prove the following identities:
d α
(a) (x Jα (x)) = xα Jα−1 (x) where α ≥ 1.
dx
d −α
(b) (x Jα (x)) = −x−α Jα+1 (x) where α ≥ 0.
dx

Solution: (a)
∞
dh α i X dh (−1)n  x 2n+α i
x Jα (x) =
dx n=0
dx n!Γ(1 + n + α) 2
∞
X (−1)n (2n + 2α)x2n+2α−1
=
n=0
n!Γ(1 + n + α)22n+α
∞
X (−1)n 2x2n+2α−1
= , [since Γ(1 + n + α) = (n + α)Γ(n + α)]
n=0
n!Γ(n + α)22n+α
∞
X (−1)n  x 2n+α−1
= xα
n=0
n!Γ(1 + (α − 1) + n) 2
= xα Jα−1 (x).

(b) Similar to (a).

14. From the relations in Question (13), deduce the following recurrence relations.

(a) α Jα (x) + x Jα0 (x) = x Jα−1 (x) for α ≥ 1.

(b) α Jα (x) − x Jα0 (x) = x Jα+1 (x) for α ≥ 0.
2α
(c) Jα−1 (x) + Jα+1 (x) = Jα (x) for α ≥ 1.
x
(d) Jα−1 (x) − Jα+1 (x) = 2Jα0 (x) for α ≥ 1.

Page 23
 Solution:
(a) Since dxd
{xα Jα (x)} = xα Jα0 (x) + αxα−1 Jα , use the relation (a) in Question (13) to get the
desired identity.
d
(b) Since dx {x−α Jα (x)} = x−α Jα0 (x) − αx−α−1 Jα (x), use the relation (b) in Question (13) to
obtain the desired relation.
(c) follows from (a) + (b).
(d) follows from (a) − (b).

Z
15. Show that axα Jα−1 (ax) dx = xα Jα (ax) + C, where a > 0 and C is an arbitrary constant.

Solution: Let u = ax. Then

d α d h u α i d h u α i du
[x Jα (ax)] = Jα (u) = Jα (u)
dx dx a du a dx
d d
= a−α [uα Jα (u)] a = a1−α [uα Jα (u)]
du du
= a [u Jα−1 (u)] = a [(ax)α Jα−1 (ax)]
1−α α 1−α

= axα Jα−1 (ax).

Now, integrate to have the result.

16. Using the series definition of Jα (x), show that

r
2
(a) J−1/2 (x) = cos x.
πx
r
2
(b) J1/2 (x) = sin x.
πx

Solution: (a)
∞ r ∞
X (−1)n x2n−(1/2) 2X (−1)n x2n
J−1/2 (x) = = .
n=0
22n−1/2 n! Γ(n + 1/2) x n=0 22n n!Γ(n + 1/2)
√
(2n − 1)(2n − 3)(2n − 5) · · · (3)(1) π
As Γ(n + 1/2) = and 2n n! = (2n)(2n − 2)(2n − 4) · · · ,
2n
we get r ∞ r
2 X (−1)n x2n 2
J−1/2 (x) = = cos x.
πx n=0 (2n)! πx

Page 24
 px
(b) Multiplying both side by 2
, we get
r ∞
x X (−1)n x2n+1
J1/2 (x) = .
2 n=0
22n+1 n! Γ(n + 3/2)
√
(2n + 1)(2n − 1)(2n − 3)(2n − 5) · · · (3)(1) π
Since Γ(n + 3/2) = , we have
2n+1
r ∞
2 X (−1)n x2n+1
J1/2 (x) = .
πx n=0 2n n! (2n + 1)(2n − 1)(2n − 3)(2n − 5) · · · (3)(1)

Again, use 2n n! = (2n)(2n − 2)(2n − 4) · · · to obtain

r ∞ r
2 X (−1)n x2n+1 2
J1/2 (x) = = sin x.
πx n=0 (2n + 1)! πx

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