Chapter 5

Power Series Method

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 dy
Differntial equation  f  x, y 
dx
Initial condition y  x0   y0

has solution in form of a prowers seris in Powers of  x - x0 


y  c0  c1  x  x0   c2  x  x0      cn  x  x0 
2 n

n 0

that is valid in some interval about the point x  x0 .

Here we are required to find the coefficients c0 ,c1 ,c 2 ....

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Power Series Method Chapter 5
Note.1. Power series about x = 0 is

y  c0  c1 x  c 2 x  c3 x     c n x
2 3 n

n0

Note.2. Derivatives of Power series


dy
 c1  2c 2 x  3c3 x  4c 4 x     ncn x
2 3 n 1

dx n 1

d2y
2
 2. 1.c 2  3. 2.c 3 x  4. 3c 4 x 2
    n  n  1 c n x n2

dx n2

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Note.3. Important Power series (Maclaurin series)

2 3 4 xn
x x
e  1 x    
x x  x 0
n 0 x !
2! 3! 4!
 2 n 1
x
x3 x5 x 7
sin x  x    
  1n 
2n  1!
x 0
n 0
3! 5! 7 ! 
x2 x
x2 x4    1 x 0
cos x  1      n o 2n!
2! 4! 

 1 x
1
 1 x  x  x 
2 3   xn x 1
n 0

x 2 x3 x 4 
n x
n 1
ln  1  x   x         -1  1  x1
2 3 4 n 0 n 1

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Power Series Method Chapter 5
 1.Ordinary and Singular points
For the linear-second order differential equation
a 2  x  y   a1 ( x) y   a 0  x  y  0
x0 is ordinary point if a 2  x0   0, a2  x  and a1  x  are analytic
x0 is singular point if a 2  x0   0, a2  x  or a1  x  is not analytic
Example: Find singular and ordinary points, if any, in the differential equation

 
x 2 -1 y   2 y   6 y  0.
x 2  1  0,  x  1 and x   1 are singular points
All other finite values of x are ordinary points.

Note: Solution of the differential equation can be obtained in term of

power series about the ordinary point.

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 Example:Solve the differential
equation [1/5]
y   2 xy  0
.
by Power series method
Solution: A series solution of the differential equation about
x=0
as differential equation is analytic about x = 0.
Power Series Method Chapter 5


y  c 0  c1 x  c 2 x 2  c 3 x 3    
n0
cn x n

y   c1  2 c 2 x  3 c 3 x 2    
n 1
n c n x n 1

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 [2/5]

s u b s titu tin g th e s e in th e d iffe re n tia l e q u a tio n

 

n 1
n c n x n 1  2  c n x n 1  0
n0

n 1  m n 1  m
n  m 1 n  m 1
 


m 0
( m  1) c m  1 x m  2  c m  1 x m  0
m 1

Powers of x are same

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Power Series Method Chapter 5
 [3/5]

To make summation same, take out m  0 from first term.

 
c1    m  1 cm 1 x m  2  cm 1 x m  0,
m 1 m 1

now summation is also same


c1   [  m  1 cm 1  2 cm 1 ] x m   0
m 1

 c1  0 and
 m  1 cm 1  2cm 1  0, m  1, 2, 3, 
2
or c m 1   cm 1
m 1
m  1, 2, 3,.... is called Recurrence Relation
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Power Series Method Chapter 5
 2
cm 1   m  1, 2,3,....
[4/5]
cm 1
m 1
2
m 1 c2   c0  c0
2
2
m2 c3   c1  0
3
2 2 1 1
m3 c4   c2   1 .c0  c0
4 2 2!
2
m4 c5   c3  0
5
2 31 1 1
m5 c6   c4   1 . c0   c0
6 3 2! 3!

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Power Series Method Chapter 5
Substituting these values in equation 1. [5/5]

y  c0  c1 x  c2 x 2  c3 x 3  c4 x 4  c5 x 5  
1 4 1 6
y  c0  c0 x  c0 x  c0 x  
2

2! 3!
 x 4
x 6

y  c0 1  x    
2

 2! 3! 
       
2 3 4
2 2 2
x x x
 c0 1  x 2     
 2! 3! 4! 
 
 
n
 1 x 2n

 c0 
x 0 n!
 x2
y  c0e
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Power Series Method Chapter 5
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Power Series Method Chapter 5
 Substituting for y and y  in the differential equation, we obtained
[2/4]
 

 n  n  1 c n x n2
  2
 n 0
c x n

n2 n 0
Let m  n2
n  m2
 

 
m 0
m  2   m  1 c m 2 x m
  2
 m 0
c x m

m 0



 
m 0
m  2   m  1 c m 2   2
c 
mx m
0

Then, the Recurrence relation is

 m  2  m  1 m 2 cm  0
c   2
for m  0,1,2,3,
 2
c m 2  cm , m  0,1, 2,3,
 m  2   m  1
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Power Series Method Chapter 5
  2 [3/4]
c m 2  c m , m  0 ,1, 2, 3, 
 m  2   m  1
 2 - 2
m 0 c2  c0  c0
2 .1 2!
 2 - 2
m 1 c3  c1  c1
3 .2 3!
 2 4 4
m  2 c4  c2   c0  c0
4 .3 4 .3 .2 .1 4!
 2 4 4
m 3 c5  c3   c5  c1
5 .4 5 .4 .3 .2 .1 5!
y  c0  c1 x   c2 x 2  c3 x 3  c4 x 4  c5 x 5  ....
2  2
 4
 4
 c0  c1 x  c0 x 2 - c1 x 3 - c0 x 4  c1 x 5  ...
2! 3! 4! 5!

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Power Series Method Chapter 5
 [4/4]
.

 2 2 4 4 6 5 
y  c0 1  x  x  x   
 2! 4! 6! 
 2 3 4 5 6 7 
 c1  x  x  x  x   
 3! 5! 7! 
c1
y  c0 cos  x  sin   x   c0 cos  x  c2 sin  x

c1
where c 2 


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Power Series Method Chapter 5
 Example:3. Solve the differential equation [1/4]

y  x y  0 2

Solution: Differential equation is analytic at x=0,

we can consider a solution in the form of power series.


y  c0  c1 x  c2 x  c3 x     cn x n  1
2 3

n 0

y   c1  2c2 x  3c3 x 2     ncn x n 1
n 1

y   2c2  6c3 x  
2
  n( n  1)cn x n  2
n2

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Power Series Method Chapter 5
  
n+2 = m
 n n  1 cn x n 2  x 2  cn x n  0
n2 x0 m = n+2
[2/4]
Substituting in the differential
m = n-2 equation, we obtained
 

 n
n2
 n  1 cn x n2
 x 2
 n 0
c x n

x 0
 

   n
 n 2
  n 0
n2
Power Series Method Chapter 5

n n 1 c x c x
n2Let n-2= m n0
n+2
=m
n = m+2 n=
 
m-2
  m  2   m  1 c
m0
m2 x m
 c
m2
m2 xm  0

2 c 2  6 c3 x     m  2   m  1  c
m2
m2  c m  2  x m  0

2 c 2  0, c 2  0.
6 c 3  0, c 3  0 .
 m  2   m  1 cm  2  cm  2  0 fo r m  2 ,3 ,4 , 
is th e R ecu rren ce relatio n .
1
cm2   cm 2
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 m  2   m  1 16
 considering c 0 and c1 as arbitray constants [3/4]

1
m2 c4  - c0
4.3
1
m3 c5  - c1
5.4
1
m4 c6  - c2  0
6.5
1
m5 c7  - c3  0
7.6
1 1
m6 c8  - c4  c0
8.7 8.7.4.3
1 1
m 7 c9  - c5  c1
9.8 9.8.5.4
and so on
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Power Series Method Chapter 5
 [4/4]
substituting values of C’s in series

y  c0  c1 x  c2 x 2  c3 x 3  c4 x 4  
x4 x5 x8 x9
y  c0  c1 x  c0  c1  c0  c1 
12 20 672 1440
 x 4 x8   x 5
x 9

y  c0 1       c1  x     
 12 672   20 1440 
4 8
x x
 y1  1    
12 672
5 9
x x
y2  x    
20 1440
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Power Series Method Chapter 5
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