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EE203 Chapter 2 Solve ODE Using Power Series

This document discusses power series solutions of ordinary differential equations (ODEs). It begins with an introduction to power series and their applications to ODEs. It then reviews Taylor series and power series expansions. The main topics covered include the theory of the power series method for solving ODEs, including determining the existence and uniqueness of power series solutions. It also discusses operations that can be performed on power series, such as termwise differentiation and multiplication. Finally, it provides examples of using the power series method to find solutions to specific ODEs.

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224 views

EE203 Chapter 2 Solve ODE Using Power Series

This document discusses power series solutions of ordinary differential equations (ODEs). It begins with an introduction to power series and their applications to ODEs. It then reviews Taylor series and power series expansions. The main topics covered include the theory of the power series method for solving ODEs, including determining the existence and uniqueness of power series solutions. It also discusses operations that can be performed on power series, such as termwise differentiation and multiplication. Finally, it provides examples of using the power series method to find solutions to specific ODEs.

Uploaded by

许凉发
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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MATHEMATICAL METHODS FOR

ENGINEERS II (EE203)

POWER SERIES SOLUTIONS OF ODE

SCHOOL OF ENGINEERING
UCSI UNIVERSITY

Outline
1. Introduction
2. Review of Power Series
3. Theory of Power Series Method
4. Existence of Power Series Solutions
5. Power Series Solutions of ODE
6. Operations on Power Series

1. Introduction
The differential equations studied earlier often possess solutions
expressible in terms of elementary functions such as polynomials,
exponentials and trigonometric. However, many equations arise from
physical problem do not have solutions that can be so conveniently
expressed.

In this chapter, our goal is to obtain representations for ODE solutions


as power series. One of the major benefits of using power series is
that it will allow us to solve many ODE involving variable (nonconstant) coefficients.

2. Review of Power Series

2. Review of Power Series


Remembering how Taylor series work will be a very convenient way
to get comfortable with power series before we start looking at
differential equations.
Taylor Series
If f(x) is an infinitely differential function then Taylor series of f(x)
about x=x0 is:

f ( x) =
m =0

f ( m) ( x0 )
( x x0 ) m
m!

Recall that:
f

(0)

( x) = f ( x)

&

(m)

( x ) = m th derivative of f ( x )

2. Review of Power Series


Example 1:
Taylor series for f(x)=cos(x)
According to Taylor series f(x)=cos(x) can be expressed:

cos( x ) =

m =0

(m)

( x0 )
( x x0 ) m
m!

(1) m ( x 2 m )
cos( x) =
(2m)!
m =0

2. Review of Power Series


Example 2:
Determine Taylor series for f(x)=ex about x=0.

e =?
x

2. Review of Power Series


Familiar examples of power series are MacLaurin series.

3. Theory of Power Series Method


Convergence and divergence

y = am ( x x0 ) m = a0 + a1 ( x x0 ) + a2 ( x x0 ) 2 + ......
m =0

If the power series equals a finite real constant for the


given x, then the series is said to converge at x (the
series is convergent for the given x).
If the series does not converge at x, it is said to
diverge at x (it is divergent for the given x).

Note that polynomials are also power series.

3. Theory of Power Series Method


Convergence Interval & Radius of convergence
Theorem

y = am (x x0 )m = a0 + a1(x x0 ) + a2 (x x0 )2 + ......
m=0

be a power series ,then there exists some number 0R


,called its radius of convergence such that the series is
convergent for
(x x ) < R
0

and divergent for

( x x0 ) > R

The values of x, for which the series converges, form an interval


called the convergence interval.
Every power series has an interval of convergence.

3. Theory of Power Series Method


Radius of convergence
What is R?
The number R is called the radius of convergence.
It can be obtained as,
R=

1
am +1
lim
m a
m

R=
OR

1
lim

am

Radius of convergence

Radius of convergence

Exercise 1:
Determine the radius of convergence, R, for
the following power series:

mx m

m +1
m =0 2
(1) m x 2 m

m
k
m =0

4. Existence of Power Series Solutions;


Real Analytic Functions
Definition: Ordinary and Singular Points

y ' '+ p ( x) y '+ q ( x) y = 0

(3)

A point x0 is said to be an ordinary point of the DE


(3) if both p(x) and q(x) are analytic at x0. A point that
is not an ordinary point is said to be a singular point
of the equation.
What is a real analytic function ?
A real function y(x) is called analytic at an ordinary
point x = x0 if it can be represented by a power series

m
a ( x x ) with radius of convergence R > 0.

m =0

Examples

Ordinary and Singular Points

(a) The differential equation xy'' + (sin x)y = 0. A point at x = 0 is


ordinary point since it can be shown that q(x) = (sin x)/x possesses
the power series form:

x2 x4 x6
q( x) = 1
+

+L
3! 5! 7!
that converges for all finite values of x. (R=)
(b) The differential equation y'' + (ln x)y = 0 has a singular point at
x = 0 because q(x) = ln x possesses no power series in x.
(Note: ln(0)=-)
(c) The singular points of the equation (x2 - 1)y'' + 2xy' + 6y = 0 are
the solutions of x2 - 1 = 0 or x = 1. p(x)= 2x/(x2 - 1)= and also
q(x)= 6/(x2 - 1)= for x=1. All other finite values of x are
ordinary points.
(d) x2y'' - 2xy' + 2y = 0 and x2y'' - 2y = 0 has a singular point at
x = 0 since p(x)= 2/x= and also q(x)= 2/x2= for x=0.

4. Existence of Power Series Solutions;


Real Analytic Functions
Existence of the power series solutions

y ' '+ p ( x) y '+ q ( x) y = 0

(3)

The power series solution to DE (3) will exist and be


unique provided that p(x) and q(x) are analytic in the
domain of interest (interval).
Thus, if p(x) and q(x) have power series representations,
then (3) has power series solutions.

5. Power Series Solutions of ODE


Idea of the Power Series Method

(3)

(4)

5. Power Series Solutions to ODE


By term-wise differentiation we obtain y and y

y = am x m = a0 + a1 x + a2 x 2 + a3 x 3 + ..........

(4)

m=0

so,

y ' = mam x m 1 = a1 + 2a2 x + 3a3 x 2 + ..........

(4a)

m =1

y '' = m(m 1)am x m 2 = 2a2 + 3.2a3 x + 4.3a4 x 2 .......... (4b)


m=2

5. Power Series Solutions to ODE


Step of the solution
 Substitute equations (4), (4.a) and/or (4.b) into
original DE.
 Collect like powers of x.
 Equate the coefficients of each occurring power of x
to zero.
 Hence the equation can expressed in power series
form.

Example 3:
(3)
(3a)

Example 3 contd

Power series

We can conform the result by using the basic technique: separation


of variables  integration.

Example 4:
(3)
(3a)
(3b)

Example 4 contd

#
y = a0.cos(x)+ a1.sin(x)

Note:
1. It is not always necessary to get the power series solution in the form
of familiar functions! (trigonometric, exponential, etc).
2. In example 1 and 2, the series solutions are done in open form (the
series are expanded). Later we will see how the solutions are done in
closed form.

y = am x m = a0 + a1 x + a2 x 2 + a3 x 3 + ..........
m =0

Closed form

Open form

Exercise 2:
Solve:

y+2xy =0

By using power series method!

6. Operations on Power series


(1) Termwise Differentiation

m
y
=
a
x
m
If
m =0

is convergent, then

y ' = mam x m 1
m =1

and

y '' = m(m 1)am x m 2


m=2

are also convergent.


(2) Termwise
Addition

m
a
x
and
If m
m=0

m
b
x
m

m=0

are convergent

in the same domain x, then the sum


also converges in that domain.

m
(
a
+
b
)
x
m m

m =0

6. Operations on Power series


(3) Termwise Multiplication
Two power series may be multiplied term by term.

If

m=0

and

m
b
x
m

m=0

are convergent.

Then the series obtained by multiplying each term of


the first series by each term of the second series and
collecting like powers of x is also convergent.

m
(
a
b
+
a
b
+
...
+
a
b
)
x
0 m 1 m1
m 0

m =0

(4) Shifting Summation Indices


This is technically best explained by example (we will
see in the last example).

Examples 5
Solve by power series:

y'' - 2xy = 0.

Solution:
x = 0 is an ordinary point of the equation. From the above Theorem,
we can find the solutions of the power series form:

y = cm x m .
m =0

y' = mcm x m1
m=1

y' ' = m(m 1)cm x m2


m=2

Therefore,

m=2

m=0

y' '2 xy = m(m 1)cm xm 2 2cm xm +1 = 0

Examples 5 contd

m=2

m=0

y' '2 xy = m(m 1)cm x m 2 2cm x m +1 = 0


Now we will need to shift the first series down by 2 and the second
series up by 1 to get both of the series in terms of xnk. Let k = m - 2 in
the first series and k = m + 1 in the second, we have

k =0

k =1

k
k
(
k
+
2
)(
k
+
1
)
c
x

2
c
x

k 1 = 0
k +2

Next we need to get the two series starting at the same value of index k.
The only way to do that for this problem is to strip out the k=0 term.

k =1

k =1

(2)(1)c2 (1) + (k + 2)(k + 1)ck + 2 x k 2ck 1 x k = 0

2c2 + [(k + 2)(k + 1)ck + 2 2ck 1 ]x k = 0


k =1

Examples 5 contd
We must then have
2c2 = 0
 c2=0
(k + 2)(k + 1)ck + 2 - 2ck - 1 = 0
and
ck + 2 =

2ck 1
( k + 2 )( k + 1 ) ,

for k=0
for k = 1, 2, 3,
for k = 1, 2, 3,

This leads to recurrence relation:

2c0
3 2
2c
c4 = 1
43
2c
c5 = 2 = 0
5 4
2
22
c6 =
c3 =
c0
65
6 5 3 2
c3 =

2
22
c7 =
c4 =
c1
76
7643
2
c8 =
c5 = 0
8 7
2
23
c9 =
c6 =
c0
98
9 8 6 5 3 2
2
23
c10 =
c3 =
c1
10 9
10 9 7 6 4 3
M

Examples 5 contd
The solution is now:

y = cm x m
m =0

y = c 0 + c1 x + c 2 x 2 + c 3 x 3 + c 4 x 4 + c 5 x 5 + L
2
2
22
22
3
4
6
= c 0 + c1 x + 0 +
c0 x +
c1 x + 0 +
c0 x +
c1 x 7
3 2
6 53 2
7 6 43
43

2 3
22
2 4
22
6
7
= c 0 1 +
x +
x + L + c1 x +
x +
x + L
6 53 2
43
7643
3 2

y = c0 y1 ( x ) + c1 y 2 ( x )

Examples 6
We will repeat Example 4, but now the power series will
be expressed in Closed form.
Solve it by power series:

y'' +y = 0.

y = am x m
m =0

m=0

m=1

y' = mcm xm1 = mam xm1

m=0

m=2

y' ' = m(m 1)am xm2 = m(m 1)am xm2

Substitute them into the equation, therefore:

m(m 1)am x

m=2

m2

+ am x m = 0
m =0

Examples 6 contd

m=2

m =0

m2
m
m
(
m

1
)
a
x
+
a
x

m =0
m
k = m2

k =m

k =0

k =0

k
k
(
k
+
2
)(
k
+
1
)
a
x
+
a
x

k =0
k +2

[(k + 2)(k + 1)a

+ ak ] x = 0
k

k +2

k =0

(k + 2)(k + 1)ak + 2 + ak = 0
We want to let a0 and a1 be
unknowns (arbitrary), thus:

For k=0,1,2,

ak + 2

ak
=
(k + 2)(k + 1)

Examples 6 contd
ak + 2

ak
=
(k + 2)(k + 1)

For k=0,1,2,

#
y = a0.cos(x)+ a1.sin(x)

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