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Lecture 20

The document outlines the process of finding power series solutions for first and second order differential equations, emphasizing the use of power series representation and the conditions under which solutions exist. It discusses the distinction between ordinary and singular points in relation to the coefficients of the equations, and provides examples to illustrate the application of these concepts. Additionally, it includes a theorem regarding the uniqueness of solutions at ordinary points and examples of specific differential equations.

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7 views

Lecture 20

The document outlines the process of finding power series solutions for first and second order differential equations, emphasizing the use of power series representation and the conditions under which solutions exist. It discusses the distinction between ordinary and singular points in relation to the coefficients of the equations, and provides examples to illustrate the application of these concepts. Additionally, it includes a theorem regarding the uniqueness of solutions at ordinary points and examples of specific differential equations.

Uploaded by

vishisp1234
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MATHEMATICS III

MATH F211
Semester I 2023-2024

Dr. Yasmeen Akhtar


BITS Pilani K K Birla Goa Campus
(Figure and data source: Textbook, Reference book)

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Series Solutions of First Order Equations

Now that we are familiar with the power series representation of analytic
functions, we can use the power series representation to find solutions (if
it exists) to some di↵erential equations.
Strategy:
1. Assume the di↵erential equation has a solution in the form of a
power series in x, say y (x) = • n
n=0 an x .

2. Di↵erentiate the power series term wise and substitute the


respective power series expressions into the di↵erential equation.
3. Re-index sums as needed to combine terms and simplify the
expression.
4. Equate coefficients of like powers of x to determine values for
coefficients.
5. Substitute the value of coefficients ai back into the power series to
get the desired solution.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Example: Find a power series solution for y 0 y = 0.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Ex: Find the power series expansion of (1 + x)p where p is an arbitrary
constant.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Example: Find a power series solution for
1. y 0 = x 2 4x + y + 1, y (2) = 3.
2. y0 = 1 + y 2 , y (0) = 0. (Assuming the validity of power series
solution in some interval containing 0)

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Series Solutions of Second Order Linear Equations

Consider the general homogeneous second-order linear equation

y 00 + P(x)y 0 + Q(x)y = 0. (3)

We are interested in finding a power series solution for (3). But the
question is when the existence of such a solution is guaranteed.

Note that the behavior of its solutions near a point x0 depends on the
behavior of its coefficient functions P(x) and Q(x) near x0 . Thus, we
have the following existence result.

If the coefficients P(x) and Q(x) in (3) are analytic at x = x0 , then


the solutions of (3) are also analytic at x0 and thus can be represented
by a power series in (x x0 ) with the radius of convergence R as the
smaller of the radii of convergence of the power series expansions of
P(x) and Q(x).

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Ordinary Point Singular Point

• If P(x) and Q(x) in y 00 + P(x)y 0 + Q(x)y = 0 are analytic at a point


x = x0 , then x0 is called an ordinary point of the given homogeneous
second order linear equation.
• Any point that is not an ordinary point of y 00 + P(x)y 0 + Q(x)y = 0
is called a singular point.
Example:
1. y 00 + xy 0 + (log x)y = 0

2. (x 2 1)y 00 + 3xy 0 + 6y = 0

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Theorem: Let x0 be an ordinary point of the di↵erential equation

y 00 + P(x)y 0 + Q(x)y = 0,

and let a0 and a1 be arbitrary constants. Then there exists a unique


function y (x) that is analytic at x0 , is a solution of this equation in a
certain neighborhood of this point, and satisfies the initial conditions
y (x0 ) = a0 and y 0 (x0 ) = a1 . Furthermore, if the power series expan-
sions of P(x) and Q(x) are valid on an interval |x x0 | < R, R > 0,
then the power series expansion of this solution is also valid on the
same interval.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Example: Find a power series solution of the Legendre’s equation

(1 x 2 )y 00 2xy 0 + p(p + 1)y = 0

about x = 0, where p is constant.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Example: Find the general solution of (1 + x 2 )y 00 + 2xy 0 2y = 0 in terms
of power series in x. Can you express this solution by means of
elementary functions?

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

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