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Math 240: More Power Series Solutions To D.E.s at Singular Points

This document summarizes a lecture on finding power series solutions to differential equations at singular points. It first reviews regular singular points and Frobenius' Theorem, which states there are power series solutions centered at regular singular points. It then discusses the exceptional cases when applying Frobenius' Theorem. There are two cases: 1) if the indicial roots are distinct and not differ by an integer, there are two linearly independent series solutions; and 2) in all other cases, one solution involves the natural logarithm and the other is another series solution. The lecture aims to explain how to deal with these exceptional cases.

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39 views

Math 240: More Power Series Solutions To D.E.s at Singular Points

This document summarizes a lecture on finding power series solutions to differential equations at singular points. It first reviews regular singular points and Frobenius' Theorem, which states there are power series solutions centered at regular singular points. It then discusses the exceptional cases when applying Frobenius' Theorem. There are two cases: 1) if the indicial roots are distinct and not differ by an integer, there are two linearly independent series solutions; and 2) in all other cases, one solution involves the natural logarithm and the other is another series solution. The lecture aims to explain how to deal with these exceptional cases.

Uploaded by

juncos0729
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Math 240: More Power Series Solutions to D.E.

s at
Singular Points
Ryan Blair
University of Pennsylvania

Tuesday April 26, 2011

Ryan Blair (U Penn)

Math 240: More Power Series Solutions to D.E.s at Singular


Tuesday
Points
April 26, 2011

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Outline

Review

The Exceptional cases of the Frobenius Theorem

Ryan Blair (U Penn)

Math 240: More Power Series Solutions to D.E.s at Singular


Tuesday
Points
April 26, 2011

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Review

Last Lecture!

Ryan Blair (U Penn)

Math 240: More Power Series Solutions to D.E.s at Singular


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April 26, 2011

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Review

Review of Last Time

Found power series solutions to D.E.s at regular singular points.

Ryan Blair (U Penn)

Math 240: More Power Series Solutions to D.E.s at Singular


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Points
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Review

Given a differential equation y + P(x)y + Q(x)y = 0


Definition
A point x0 is an ordinary point if both P(x) and Q(x) are analytic
at x0 . If a point in not ordinary it is a singular point.

Ryan Blair (U Penn)

Math 240: More Power Series Solutions to D.E.s at Singular


Tuesday
Points
April 26, 2011

5/9

Review

Given a differential equation y + P(x)y + Q(x)y = 0


Definition
A point x0 is an ordinary point if both P(x) and Q(x) are analytic
at x0 . If a point in not ordinary it is a singular point.
Definition
A point x0 is a regular singular point if the functions (x x0 )P(x)
and (x x0 )2 Q(x) are both analytic at x0 . Otherwise x0 is irregular.

Ryan Blair (U Penn)

Math 240: More Power Series Solutions to D.E.s at Singular


Tuesday
Points
April 26, 2011

5/9

Review

Theorem
(Frobenius Theorem)
If x0 is a regular singular point of y + P(x)y + Q(x)y = 0, then
there exists a solution of the form
y=

cn (x x0 )n+r

n=0

where r is some constant to be determined and the power series


converges on a non-empty open interval containing x0

Ryan Blair (U Penn)

Math 240: More Power Series Solutions to D.E.s at Singular


Tuesday
Points
April 26, 2011

6/9

Review

Theorem
(Frobenius Theorem)
If x0 is a regular singular point of y + P(x)y + Q(x)y = 0, then
there exists a solution of the form
y=

cn (x x0 )n+r

n=0

where r is some constant to be determined and the power series


converges on a non-empty open interval containing x0
To solve y + P(x)y + Q(x)y = 0 at a regular singular point x0 ,
substitute
y=

cn (x x0 )n+r

n=0

and solve for r and the cn to find a series solution centered at x0 .


Ryan Blair (U Penn)

Math 240: More Power Series Solutions to D.E.s at Singular


Tuesday
Points
April 26, 2011

6/9

The Exceptional cases of the Frobenius Theorem

Todays Goals

Deal with exceptional cases of finding power series solutions to


D.E.s at regular singular points.

Ryan Blair (U Penn)

Math 240: More Power Series Solutions to D.E.s at Singular


Tuesday
Points
April 26, 2011

7/9

The Exceptional cases of the Frobenius Theorem

Indicial Roots

P
n+r
To find the r in y =
we substitute the series into
n=0 cn (x x0 )

y + P(x)y + Q(x)y = 0 and equate the total coefficient of the


lowest power of x to zero. This will be a quadratic equation in r .

Ryan Blair (U Penn)

Math 240: More Power Series Solutions to D.E.s at Singular


Tuesday
Points
April 26, 2011

8/9

The Exceptional cases of the Frobenius Theorem

Indicial Roots

P
n+r
To find the r in y =
we substitute the series into
n=0 cn (x x0 )

y + P(x)y + Q(x)y = 0 and equate the total coefficient of the


lowest power of x to zero. This will be a quadratic equation in r .
The roots, r1 and r2 , we get are the indicial roots of
y + P(x)y + Q(x)y = 0

Ryan Blair (U Penn)

Math 240: More Power Series Solutions to D.E.s at Singular


Tuesday
Points
April 26, 2011

8/9

The Exceptional cases of the Frobenius Theorem

Cases
Case 1: If r1 and r2 are distinct and do not differ by an integer, then
we get two linearly independent solutions
y1 =

X
n=0

Ryan Blair (U Penn)

cn (x x0 )

n+r1

and y2 =

bn (x x0 )n+r2

n=0

Math 240: More Power Series Solutions to D.E.s at Singular


Tuesday
Points
April 26, 2011

9/9

The Exceptional cases of the Frobenius Theorem

Cases
Case 1: If r1 and r2 are distinct and do not differ by an integer, then
we get two linearly independent solutions
y1 =

cn (x x0 )

n=0

n+r1

and y2 =

bn (x x0 )n+r2

n=0

Case 2: In all other cases we get two linearly independent solutions


of the form

y1 =

cn (x x0 )

n=0

Ryan Blair (U Penn)

n+r1

and y2 = Cy1 (x)ln(x) +

bn (x x0 )n+r2

n=0

Math 240: More Power Series Solutions to D.E.s at Singular


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Points
April 26, 2011

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