Application 1 Application 2

(Radius of convergence) (Frobenius method – Case II)

Find the radius of convergence for the Find the series solution of the given
following series. differential equation around the point
x = 0 . Should you apply the Frobenius
∞
(−1)m ∞
1 method?
a.) ∑
m=0 5
m
( x − 5) m b.) ∑2
m=0
m
( x − 1) 2 m
x( x − 1) y ''+ (3 x − 1) y '+ y = 0

Solution Solution

We divide each side by x( x − 1) ,

∞
(−1)m
a.) ∑
m=0 5 m
( x − 5) m
3x − 1 1
y ''+ y '+ y=0
m x( x − 1) x( x − 1)
1  1
R= → am =  −  x( x − 1) = 0 → x1 = 0 , x2 = 1(Singular points)
a  5
lim m+1 → The points which make the main equation
m →∞ a
m
infinite.
1 1
R= m +1
= =5 3x − 1 1
 1 1 p ( x) = , q( x) =
lim − x( x − 1) x( x − 1)
−  m →∞ 5
lim  5
m
m →∞
 1 The power series method :
 − 
 5 ∞
y ( x ) = ∑ am . x m
x − x0 < R → x − 5 < 5 m=0

→ 0 < x < 10 , radius = 5 The Frobenius method :

∞
∞
1 y ( x ) = ∑ am . x m + r
b.) ∑2
m=0
m
( x − 1) 2 m m=0

2
This is a series in powers of t = x with coefficients So the Frobenius method is an extended
1 power series method.
am =
2m Result : We can use the Frobenius method
For the convergent series, for the point x = 0 in this question.
1 1 1
R' = = = =2
am+1 1 m 1 x( x − 1) y ''+ (3 x − 1) y '+ y = 0
lim lim .2 lim
m →∞ a m →∞ 2 m +1 m →∞ 2 x 2 y ''− xy ''+ 3 xy '− y '+ y = 0
m
We write down the following correlations
Hence the series converges for t < 2, that is x < 2
into the main equation.
Re sult : R = 2
x − x0 < R → x − 1 < 2

( )
→ 1− 2 < x < 1+ 2 ( )

1
 ∞ then we apply the reduction of order
y = ∑ am .x m+ r
m =0
method when y1 ( x) is known, to find out
∞ y2 ( x ) .
y ' = ∑ (m + r )am .x m+ r −1 *In case III (roots differing by an integer)
m =0
∞ we use,
y '' = ∑ (m + r )(m + r − 1)am .x m+ r − 2 y1 ( x) = x r1 (a0 + a1 x + a2 x 2 + ...)
m=0
∞
then we apply the same rule to find out
→ x .∑ (m + r )(m + r − 1)am .x
2 m+ r −2 y2 ( x) as case II.
m =0 In (*) equation, we substitute
∞ ∞
m = s transformation for 1.,3. and 5. terms,
− x.∑ (m + r )(m + r − 1)am .x m+ r −2
+ 3 x.∑ (m + r )am .x m+ r −1
m=0 m =0 and m = s + 1 transformation for 2. and 4.
∞ ∞ terms.
− ∑ (m + r )am .x m + r −1 + ∑ am .x m+ r = 0 → ( s + r )( s + r − 1)as .x s + r
m =0 m=0
∞ −( s + r + 1)( s + r )as +1.x s + r + 3( s + r )as .x s + r
→ ∑ (m + r )(m + r − 1)am .x m+ r

m=0
−( s + r + 1)as +1.x s + r + as .x s + r = 0
∞ ∞ → [( s + r )( s + r − 1) + 3( s + r ) + 1]as
− ∑ (m + r )(m + r − 1)am .x m+ r −1 + 3∑ (m + r )am .x m+ r
m =0 m=0 −[( s + r + 1)( s + r ) + ( s + r + 1)]as +1 = 0
∞ ∞
→ [( s + r )( s + r + 2) + 1]as
− ∑ (m + r )am .x m + r −1 + ∑ am .x m+ r = 0 (*)
m =0 m=0 −[( s + r + 1)( s + r + 1)]as +1 = 0
r r +1 r +2
→ r (r − 1)a0 x + (r + 1)ra1 x + (r + 2)(r + 1)a2 x + ...
− r (r − 1)a0 x r −1 − (r + 1)ra1 x r − (r + 2)(r + 1)a2 x r +1 + ...as +1 = ( s + r )( s + r + 22) + 1 as
( s + r + 1)
+3ra0 x r + 3(r + 1)a1 x r +1 + 3(r + 2)a2 x r + 2 + ...
− ra0 x r −1 − (r + 1)a1 x r − (r + 2)a2 x r +1 + ... → for y1 ( x) : r1 = 0;
r r +1 r +2
+ a0 x + a1 x + a2 x + ... = 0 r (r + 2) + 1
a1 = a0 → a1 = a0
(r + 1)2
The coefficient of the smallest power must (r + 1)(r + 3) + 1
be zero. ( x r −1 ) a2 = a1 → a2 = a0
(r + 2)2
− r (r − 1)a0 − ra0 = 0 (r + 2)(r + 4) + 1
a3 = a2 → a3 = a0
a0 [−r 2 + r − r ] = 0 → r 2 = 0 (r + 3)2
r1 = r2 = 0 (Case II) We assume a0 = 1, then a1 = a2 = a3 = 1
y1 ( x) = x 0 (1 + x + x 2 + ...)
Note : There are three cases to find out
y1 ( x) and y2 ( x) . (They are linearly y1 ( x) = 1 + x + x 2 + ...
independent) 1
→ y1 ( x) = → y2 ( x ) = ?
y1 ( x) → First solution 1− x
y2 ( x) → Second solution We will find out a second independent solution y2 ( x)
*In case I (distinct roots not differing by an by the method of reduction of order, substituting
integer) we use, y2 ( x) = u. y1 ( x) and its derivatives into the equation.
y1 ( x) = x r1 (a0 + a1 x + a2 x 2 + ...)
y2 ( x) = x r2 ( A0 + A1 x + A2 x 2 + ...) x( x − 1) y ''+ (3 x − 1) y '+ y = 0
*In case II (double root) we use, We divide each side by x( x − 1) ,
y1 ( x) = x r (a0 + a1 x + a2 x 2 + ...)

2
 3x − 1 1 Application 3
y ''+ y '+ y=0
x( x − 1) x( x − 1)
(Bessel’s equation)
1 − 3x
− ∫ pdx = ∫ dx = ?
x( x − 1) Find a general solution in terms of J v and
1 − 3x A B J − v or J v and Yv .
→ = +
x( x − 1) x x − 1
a.) 4 x 2 y ''+ 4 xy '+ (100 x 2 − 9) y = 0
→ A( x − 1) + Bx = 1 − 3 x
b.) x 2 y ''+ xy '+ ( x 2 − 25) y = 0
→ Ax − A + Bx = 1 − 3 x
→ A + B = −3 , − A = 1 Solution
→ A = −1 , B = −2
a.) 4 x 2 y ''+ 4 xy '+ (100 x 2 − 9) y = 0
1 − 3x −1 2
∫ x( x − 1) = ∫ x dx − ∫ x − 1 dx
x 2 y ''+ xy '+ ( x 2 −ν 2 ) y = 0 → Bessel's equation
= − Inx − 2 In( x − 1)
We divide each side by 4,
1 − ∫ pdx 1
U= e = 2
e − Inx − 2 In ( x −1) 9
y12
 1  x 2 y ''+ xy '+ (25 x 2 − ) y = 0
  4
 1− x  3
1 1 1 ν = ∓ , z = 5x
= (1 − x)2 . . 2
= 2
x ( x − 1) x y ( x) = c1 J 3/ 2 (5 x) + c2 J −3/ 2 (5 x)
1
u = ∫ Udx = ∫ dx → u = Inx
x b.) x 2 y ''+ xy '+ ( x 2 − 25) y = 0
1
y2 ( x) = u. y1 ( x) = Inx.
1− x ν = ∓5 , z = x
Inx y ( x) = c1 J 5 ( x) + c2Y5 ( x)
y2 ( x ) =
1− x
If ν is an integer, we can not use J - v for the
general solution. We write
y ( x) = c1 J v ( x) + c2Yv ( x) or
y ( x) = c1 J n ( x) + c2Yn ( x)