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Lecture 7

Chapter 5 of the document focuses on series solutions of second order linear differential equations, particularly near ordinary points. It introduces methods for finding solutions using power series and discusses the existence and uniqueness of solutions in specified intervals. The chapter includes examples such as the Bessel and Legendre equations, illustrating the process of deriving recurrence relations for coefficients in power series solutions.

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4 views19 pages

Lecture 7

Chapter 5 of the document focuses on series solutions of second order linear differential equations, particularly near ordinary points. It introduces methods for finding solutions using power series and discusses the existence and uniqueness of solutions in specified intervals. The chapter includes examples such as the Bessel and Legendre equations, illustrating the process of deriving recurrence relations for coefficients in power series solutions.

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We take content rights seriously. If you suspect this is your content, claim it here.
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EEF 210E

DIFFERENTIAL EQUATIONS
CHAPTER 5
Series Solutions of Second Order Linear Equations

5.1 Review of Power Series

This is homework. Study this chapter to review your


background on power series.
5.2 Series Solutions Near an Ordinary Point, Part I
In this chapter, we will introduce a method to solve second order
differential equations with variable coefficients.

Example
(Bessel equation)
(Legendre equation)

are functions of the independent variable x.


Consider the case where they are polynomials and there is no factor
common to all three of them.
Suppose also that we want to solve the equation in the neighborhood
of a point
A point such that is called an ordinary point.
If , then is called a singular point.
Around an ordinary point , P is continuous and there is an
interval about in which is never zero. We can divide by

According to the existence and uniqueness Theorem 3.2.1,


there exists in that interval a unique solution that also satisfies the
initial conditions
We now look for the solution in the neighborhood of an ordinary
point of the form:

We assume that the series converges in the interval


for some
Example Find a series solution of the equation

hence every point is an ordinary point.


We look for a solution in the form of a power series about

Substitute into the equation:


Replace n by n+2, to make the powers of x equal.

For this equation to be satisfied for all x, the coefficient of each power
of x must be zero.

This is called the recurrence relation.


Even numbered coefficients Odd numbered coefficients
Let us call:

Consequently,
So, they form a
fundamental set of solutions.
Example Find a series solution in powers of x of Airy’s equation

hence every point is an ordinary point.

We assume a solution in the form:

Compute the derivatives:

Substitute into the equation:


We equate
the powers of x

Now, the coefficients of each power of x must be equal.


Recurrence relation

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