5.4 Regular Singular Points 271 Determine the singular points of the differential equation EXAMPLE para > 7 2xle 2 y" 4 30y' + Dy = and classify them as regular or irregular. Dividing the differential equation by 2xtx ~2)°, we have 3 L Be te 7 3/20 = 2)? and gx) = ROD/P Ex) Consider x = 0. We have 80 pox) = Qt /PWX rex =Oand x 1/2xtx ~2). The singular points 3 lim xp) = lim x5 Hye) = ae ae tin q¢0) = lim * Bed Since these limits are finite, isa regular singular point. For we have Tinycx ~ 2)p(x) = limoe— 2) 5 = lim = 5, linger ~ 2)p(x) = limo ~ 2) aps = Him 555 so the limit does not exists hence 2is an irregular singular point Determine the singular points of EXAMPLE oat 8 (6= §)' 9" + osny! + Gineyy = and clasify them as regular or irregular. ‘The only singular point is x = 2/2. To study it we consider the functions (¢- $) ou (x3) 9 = 2 sos (FY a= 6-3) 35 ‘Starting from the Taylor series for cos x about x = 2/2, we find that cose =n? xy ez 3 3 Which converges forall x. Similarly, sinx is analytic atx :x/2s a regular singular point for this equation. /2. Therefore, we conclude that ee PROBLEMS tn each of Problems | through 18 find == whether each one is regular or irregular Lay" + —y' tay FU = ay" +20 +4y =0 3. 8 xy" + = Dy —3y=0 wd Bday" + Gipy + dy 20 5. x ¥y’ ba ny Hd ey 20 I singular points of the given equation and determine278 Chapter 5. Series Solutions of Second Order Linear Equations The solutions of an Euler equation of the form (e—m)'y" tate—x)y' + By =0 7) are similar to those given in Theorem 5.5.1. If one looks for solutions of the form (x = 29)’, then the general solution is given by Eq, (24), Ea. (25),0r Eq. (26) with x replaced by x ~ x9. Alternatively, we can reduce Eq, (27) to the form of Eq, (1) by making the change of independent variable t = x — x. ‘The situation for a general second order differential equation with a regular sin- gular point is analogous to that for an Euler equation, We consider that problem in the next section, PROBLEMS tn each of Problems 1 through 12 determin the general solution of the given diferent Chuan hat valid in any interval ot including te singular peat Ay’ +4ry +27=0 2 e+ Diy's 3+ Dy O78) =0 Ja ey ay 44a 0 Ay tty 45y=0 NS. xy’-ayt+y=0 6. (@- 1? y' +8 — Dy +12y =0 Y 7. Ay" 4 buy y= 0 8 dxty! = day’ + 6y = 0 J 9.89 —51y +9y=0 10, = 2%y" +5ur— ay +8 LL xy" + dey 44y=0 12, xy" — dy 44y SSS In each of Problems 13 through 16 find the solution of the given initial value problem, Plot the graph of the solution and describe how the solution behaves as x ~r 0, 13, 28y' tay -3y=0, 14. 4ety’ 480 + 1Ty=0, yl) =2, 15, xy" Sry e4y= 0, yi“) =2, 16. ey" 43/45y=0, yC) 17, Find all values of «for which al solutions of xy" + axy’ + (5/29 x0. 18, Find ll values of for which all solutions of xy" + y = 0 approach zero asx —+ 0 yd) =1,¥0) approach zero as 19, Find y so that the solution of the initial value problem x2y" ~ 2y is bounded as x - 0, 20, Find all values of for which all solutions of 2y" + axy’+(5/2)y = O approach zero as y 21. Consider the Euler equation x*y" + axy’ + Ay (a) All solutions approach zero as x — 0. (b) All solutions are bounded as x -> 0. (©) All solutions approach zero as x + oo. (2) All solutions are bounded as x ~ oo. (©) All solutions are bounded both as x + O and asx —» oe, Find conditions on a and 8 so that 22, Using the method of reduction of order, show that if r i8 a repeated root of rir = 1) + r+ =0,then x" and." Inx are solutions of y" + aay + By = Ofor x > 0, 23, Transformation to a Constant Coefficient Equation. The Euler equation xy" + oxy’ + Ay = Ocan be reduced to an equation with constant coefticients by a change of the inde~ pendent variable. Let x = e°,or z = Inx,and consider only the interval x > 0.284 Chapter 5. Series Solutions of Second Order Linear Equations iSonly one suck solution, then the second solution involves a logarithmic term, just as for the Euler equation when the roots of the characteristic equation are equal. The method of reduction of order or some other procedure can be invoked to determing the second solution in such cases. This is discussed in Sections 5.7 and 5.8 fete Toots of the indical equation are complex, then they cannot be equal or ditfer by an integer, so there are always two solutions of the form (7) or (22). OF Course, these solutions are complex-valued functions of x. However, as for the Euler pauation. its Possible to obtain real-valued solutions by takingthe real andimaginary arts of the complex solutions Finally, we mention a practical point. If P, Q, and R are polynomials, itis often myuch better to work directly with Eg. (1) than with Eq, (3). This avoids the necessity of expressing xQ(x)/P(x) and x°R¢x)/P(x) as power series. For examplesit is more convenient to consider the equation x +209" 429 day 20 than to write it in the form ayt 4 2F y Yt y+ =0, lex lex hs ‘hich would entail expanding 2x/(1 +.x) and x°/(1 +2) in power series. PROBLEMS {Reach of Problems {through 1Oshow thatthe given ditferential equation haa regular singular SST _ point atx = 0. Determine the indcil equation, the recurrence relation, and the woot oy nn tndicial equation. Find the series solution (x > 0) corresponding to the larger root, It the Toots ate unequal and donot differ by an integer, find the series solution corresponding tothe smaller root also, ML Dey" ty tay 2 ey tay + (P= By Va'ty=0 Ayty-yn0 v SRY Dy tly 6 sy" tay +2 =0 7ay’ +=ny 8 2ey' 430+ Qe—Dy= 9. 11. The Legendre equation of order eis 10, ey" (43) 0 A ~2y" 2’ +al@ + Dy =o, ‘The solution ofthis equation near the ordinary point x= 0 was discussed in Problems 22 and 2h.of Section 5.3. In Example 6 of Section 54 it was shown that x = 1 are regular Singular points. Determine the indical equation and its roots forthe point x= 1. Eada series solution in powers of x — 1 forx—1 > 0, Glan Hite Ltxr= 24 t= 1 and x= 14 (2 1), Altematively, make the change of variable « — 1 = ¢and determine a series solution in powers of 12, The Chebyshev equation is GaP y? ay Hee where a isa constant;see Problem 10 of Section $.3.292 Chapter 5. Series Solutions of Second Order Linear Equations PROBLEMS In each of Problems 1 through 12 find all the regular singular points of the given differential equation. Determine the indicial equation and the exponents atthe singularity for each regular singular point. VL ay" + 2ey' + 6ety 2. Fy —xQ4+ny + 04x) V3, xe— Dy" + 6y 4 3y Ay tay’ +6y JS. By" 346inny —2y = 0 6, 2x(r+2y" ty —ay =O 7. Sy’ + eet singyy ty =0 8 (eh Dy’ +3 Ly +3 9. 80 ny’ tay +2ay 10. (-2)°(e +2)y" +24y' +3 —Dy =0 AL, @—2)y" +249" 439 12, x43" -2043)y' —2y =0 In each of Problems 13 through 17: (a) Show that x =Ois a regular singular point ofthe given differential equation. (b) Find the exponents atthe singular point x = 0 (©) Find the first three nonzero terms in each of two linearly independent solutions about x=0, 13. xy’ ty'-y=0 14. xy’ £2xy'+6e"y=0; see Problem 1 15, x= Dy" +6r'y'+3y=0; see Problem3 16. xy" +y=0 17, xy" + (sinsyy’ ~ (cosy 18, Show that any" +4 +y=0 has a regular singular point atx = 1. Determine the roots ofthe indicial equation atx Determine the frst three nonzero termsin the series $° a,(x ~ 1)°** corresponding to the larger root. Take x1 > 0. What would you expect the radius of convergence of the series to be? 19. In several problems in mathematical physics it is necessary to study the differential equa- tion x -ay' tly - Cd te4 piely’ aby =0, @ where a, and y are constants. This equation is known as the hypergeometric equation. (a) Show that x = 0s a regular singular point and that the roots of the indicial equation are O and I= y. (b) Show that x = 1 isa regular singular point and that the roots of the indicial equation are Oand y ~~ B. (€) Assuming that 1 — y isnot a positive integer, show that in the neighborhood of x = 0, ‘one solution of (i) is a8, w+ DPE+D » pei yee mage t+ ‘What would you expect the radius of convergence of this series to be?