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Ordinary, Singular Points, Power Series

The document discusses series solutions to linear differential equations, including defining ordinary and singular points, power series representations, and working rules for combining power series through addition, multiplication, and division. Regular and irregular singular points are defined. Examples are provided to check the nature of points in differential equations and write power series as a single series.

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Dhruv Pathak
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44 views19 pages

Ordinary, Singular Points, Power Series

The document discusses series solutions to linear differential equations, including defining ordinary and singular points, power series representations, and working rules for combining power series through addition, multiplication, and division. Regular and irregular singular points are defined. Examples are provided to check the nature of points in differential equations and write power series as a single series.

Uploaded by

Dhruv Pathak
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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UNIT 1

Series Solutions of Linear


Differential Equations
Contents
 The Sturm –Liouville Problem
 Orthogonality of Eigen Functions
 Bessel’s and legendre’s equations
 Power Series Solutions
 Method of Frobenius
Ordinary and singular point

 Suppose the linear DE 𝑎2 𝑥 𝑦 ″ + 𝑎1 𝑥 𝑦 ′ + 𝑎0 𝑥 𝑦 = 0 (1)


is put into 𝑦 ″ + 𝑃(𝑥)𝑦 ′ + 𝑄(𝑥)𝑦 = 0
(2)

where 𝑃(𝑥) = 𝑎1(𝑥)/𝑎2(𝑥), 𝑄(𝑥) = 𝑎0(𝑥)/𝑎2(𝑥)

DEFINITION

A point x0 is said to be an ordinary point of (1) if both


P and Q in (2) are finite at x0. A point that is not an
ordinary point is said to be a singular point.
Regular Singular point –
If (𝑥 − x0)P(x) and (𝑥 − x0)2 𝑄(𝑥) both are finite than 𝑥 =
x0 is a regular singular point otherwise irregular singular
point .

2 𝑑2 𝑦 𝑑𝑦
 𝐸𝑋. 2𝑥 + 7𝑥 𝑥 + 1 − 3𝑦 = 0 𝐶ℎ𝑒𝑐𝑘 𝑡ℎ𝑒 𝑛𝑎𝑡𝑢𝑟𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡
𝑑𝑥 2 𝑑𝑥
𝑥 = 0 𝑎𝑛𝑑 𝑥 = 1 .
Sol. Write the given equation as in eq. (2)
𝑑 2 𝑦 7𝑥 𝑥 + 1 𝑑𝑦 3
2
+ 2
− 2 𝑦=0
𝑑𝑥 2𝑥 𝑑𝑥 2𝑥
7𝑥 𝑥+1 3
Here 𝑃 𝑥 = ,𝑄 𝑥 = −
2𝑥 2 2𝑥 2
7𝑥 𝑥+1 3
𝑃 𝑥 = ,𝑄 𝑥 = −
2𝑥 2 2𝑥 2
7𝑥 𝑥+1 7
(i) For 𝑥 = 0 , 𝑃 0 = = not finite
2𝑥 2 0
∴ 𝑥 = 0 𝑖𝑠 𝑎 𝑠𝑖𝑛𝑔𝑢𝑙𝑎𝑟 𝑝𝑜𝑖𝑛𝑡.
𝑁𝑜𝑤 𝑡𝑜 𝑐ℎ𝑘 𝑤ℎ𝑒𝑡ℎ𝑒𝑟 𝑥 = 0 𝑖𝑠 𝑎 𝑟𝑒𝑔𝑢𝑙𝑎𝑟 𝑠. 𝑝. 𝑜𝑟 𝑖𝑟𝑟𝑒𝑔𝑢𝑙𝑎𝑟 𝑠. 𝑝.

7𝑥 𝑥+1
𝑥 − 0 P(x) = 𝑥 . =finite
2𝑥 2
3
𝑥−0 2𝑄 𝑥 = 𝑥2 .(− 2 )= 𝑓𝑖𝑛𝑖𝑡𝑒
2𝑥
So 𝑥 = 0 𝑖𝑠 𝑎 𝑟𝑒𝑔𝑢𝑙𝑎𝑟 𝑠. 𝑝.
(ii) For 𝑥 = 1
7𝑥 𝑥+1 3
𝑃 𝑥 = ,𝑄 𝑥 = −
2𝑥 2 2𝑥 2
𝑃 1 = 𝑓𝑖𝑛𝑖𝑡𝑒 , 𝑄 1 = 𝑓𝑖𝑛𝑖𝑡𝑒
Here 𝑥 = 1 is an ordinary point.
2 𝑑2 𝑦 𝑑𝑦
𝐸𝑥 2. (𝑥 −1) + 𝑥 −𝑦 =0 𝐶ℎ𝑒𝑐𝑘 𝑡ℎ𝑒 𝑛𝑎𝑡𝑢𝑟𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡
𝑑𝑥 2 𝑑𝑥
𝑥 = 0 𝑎𝑛𝑑 𝑥 = 1 .
2
2 2 𝑑 𝑦 𝑑𝑦
𝐸𝑥 3. (𝑥 + 1) + (𝑥 2 −1) + 2𝑦 =
.𝑥
𝑑𝑥 2 𝑑𝑥
0 𝐶ℎ𝑒𝑐𝑘 𝑡ℎ𝑒 𝑛𝑎𝑡𝑢𝑟𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡
𝑥 = 0 𝑎𝑛𝑑 𝑥 = 1 .
Ans. 2 𝑥 = 0 𝑜. 𝑝. 𝑎𝑛𝑑 𝑥 = 1(𝑠. 𝑝. ) .
Ans. 3 𝑥 = 0 𝑠. 𝑝. 𝑎𝑛𝑑 𝑥 = 1(0. 𝑝. )
Power Series
 Power Series- An infinite series of the form

σ∞ 𝑛 2
𝑛=0 𝑐𝑛 (𝑥 − 𝑎) = 𝑐0 + 𝑐1 (𝑥 − 𝑎) + 𝑐2 (𝑥 − 𝑎) + ⋯
(1)
is called a power series in (𝑥 − 𝑎). The constants 𝑐0 , 𝑐1 ,
𝑐2 … … . . 𝑎𝑟𝑒 𝑘𝑛𝑜𝑤𝑛 𝑎𝑠 𝑡ℎ𝑒 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑠 𝑎𝑛𝑑 since n takes only positive integral
values , the power series (1) does not contain negative or fractional powers.

 σ∞ 𝑐
𝑛=0 𝑛 𝑥 𝑛 = 𝑐 + 𝑐 𝑥 + 𝑐 𝑥2 + ⋯
0 1 2
is called a power series in 𝑥.
Working Rule-
 Arithmetic of Power Series
Power series can be combined through the operations of addition,
multiplication and division.

𝑒 𝑥 sin 𝑥
𝑥2 𝑥3 𝑥4 𝑥3 𝑥5 𝑥7
= 1+𝑥+ + + +⋯ 𝑥− + − −⋯
2 6 24 6 120 5040
1 1 3 1 1 4 1 1 1
= (1)𝑥 + (1)𝑥 2 + − + 𝑥 + − + 𝑥 + − + 𝑥5 + ⋯
6 2 6 6 120 12 24
𝑥 3 𝑥 5
= 𝑥 + 𝑥2 + − −⋯
3 30
Example 1
Write the given power series as one power series.
∞ ∞
Solution
Since
෍ 𝑛(𝑛 − 1)𝑐𝑛 𝑥 𝑛−2 + ෍ 𝑐𝑛 𝑥 𝑛+1
𝑛=2 𝑛=0

we let k = n – 2 for the first series and k = n + 1 for the second series,

   

 n
n=2
( n − 1) c n x n−2
+ n
c
n =0
x n +1
= 2．1c 2 x 0
+  n
n =3
( n − 1) c n x n−2
+ n
c
n =0
x n +1
Example 1 (2)
then we can get the right-hand side as

 
2c2 +  (k + 2)(k + 1)ck +2 x k +  ck −1x k
k =1 k =1
EX.1

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