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Frobenius Series Method

The document discusses regular singular points of differential equations. It provides the following key points: 1) A differential equation has a regular singular point at x0 if it can be written in the form (x - x0)2y'' + (x - x0)P(x)y' + Q(x)y = 0, where P and Q are analytic at x0. 2) Equations of this form have solutions of the form y(x) = (x - x0)sΣAn(x - x0)n, where s can be complex. 3) The procedure to find such solutions is the method of Frobenius, which determines s and

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0% found this document useful (0 votes)
274 views

Frobenius Series Method

The document discusses regular singular points of differential equations. It provides the following key points: 1) A differential equation has a regular singular point at x0 if it can be written in the form (x - x0)2y'' + (x - x0)P(x)y' + Q(x)y = 0, where P and Q are analytic at x0. 2) Equations of this form have solutions of the form y(x) = (x - x0)sΣAn(x - x0)n, where s can be complex. 3) The procedure to find such solutions is the method of Frobenius, which determines s and

Uploaded by

Sneh Patel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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3.

4 Regular Singular Points 149

2. y" + xy' + y = 0 3. 2y" - xy' - 2y = 0 /


4. (I - x2)y" - 5xy' - 3y = 0 S. (2 + x2)y" + 5.xy' + 4y = 0
6• y II - xy =0 7. y" - x2 y' -/2y = 0
8. y" - (x + I)y' - y = 0 9. (I /y" - y =0
10, y" + e'v' + Y = 0 11. y" - (sin x)y = 0
In Exercises 12-15, express the general solution of the differential equation in
term~df power series about the indicated-point x0• Suggestion: Make the
ch/ge of variable t = x - x0 • ,

Jl· /' + (x - I)y' + y = 0,


/ 13.
14.
(x2 + 2x)y' + (x +
(3 - 4x
l)y'
+ x2)y" - 6y =
-J,y= x0 dl
0,
x0 = 2
x0 = -I

15. y" - (x2 + 6x + 9)y' iL3(x + 3)y = 0, x0 = -3

3.4 REGULAR SINGULAR POINTS

The Cauchy-Euler equation


2x2y" + 3xy' -y =0
has a singular point at x = 0. Its general solution is
y(x) = Ci [x] 1/2 + C2X-1,
and from this formula we see that no nontrivial solution is analytic at x = 0.
On the other hand, the occurrence of a singular point may not preclude the
existence of analytic solutions. The general solution of the equation
x2 y" - 2xy' + 2y = 0
IS
y(x) = C1X + Ci x2,
so every solution is analytic at x = 0.
We notice that every equation of the form

b0x2y" + b ocy' + b2y = 0, b0 =I- 0, (3.23)


possesses at least one solution of the form
y = x",
150
Ill Series Solutions

wheres is a number that may be complex. Our concern in this section is with a
generalization of the class of equations (3.23). An equation that can be written
in the form

(x - x0)2 y" + (x - x0)P(x)y' + Q(x)y =0 (3.24)


is said to have a regular singular point at x0 if P and Q are analytic at x0 .t
Such an equation may be written as

y" + p(x)y' + q(x)y = 0, (3.25)


where

P(x)
p(x)=--, q(x) = Q(x) 2 .
X- Xo (x - x0)

Thus Eq. (3.25) has a regular singular point at x0 if and only if the functions

(x - x0)p(x),

are analytic at x0. It turns out that Eq. (3.24) possesses at least one, and some-
times two solutions of the form
0()

y(x) = (x - Xol I An(x - xo?,


n=O
A0=1=0, (3.26)

where s is a number+ that need not be an integer. The procedure for finding
solutions of the type (3.26) is known as the method of Frobenius. We illustrate
the method with some examples.

Example 1 The equation

2x2y" + 3xy' - (1 + x)y = 0 (3.27)


has a regular singular point at x = 0. It can be written as

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


with

3 I+x
p(x) = 2x' q(x) =- 2x2 '

t More generally, the nth-order equation


(x - Xo)•y<•> + (x - Xo)"- b1(X)y<•- > + · · · + (x - Xo)bn-1(x)y' -1- bn(x)y = 0
1 1

is said to have a regular singular point at xo if b1, b2, ... , b. are analytic at x0 .
t Jt is possible thats may be complex, but this does not happen in the classical equations
in which we are most interested.
3.4 Regular Singular Points 15 1

and xp(x) and x2q(x) are analytic at x = 0. lf


00 00

y(x) = X5 L Anx" = L Anxn+s'


n=O n=O
then
00

y'(x) = L (n + s)Anxn+s-1
n=O
and
00

y"(x) = L (n + s)(n + s - l)A,1 x11+s-2•


11=0

Substituting into the differential equation (3.27), we obtain the requirement


00 00

2 L (n + s)(n + S - l)Anxn+s + 3 L (n + s)Anxn+s


n=O n=O
00 00

- L Anxn+s - L Anxn+s+I = 0.
n=O n=O

The last sum in this equation begins with a term involving xs+ 1; the remaining
series start with a term involving X 5• In order to combine terms with like
powers of x, we separate out those terms with x' and make a shift of index
(n ---t n - I) in the last series. The result is
(X)

[2s(s - I)+ 3s - l]A0xs + L {[2(n + s)(n + s- I)


n=I
+ 3(n + s)- l]An - An_,}xn+s = 0.
Since A0 -/=- 0, we see that s must be a root of the quadratic equation
2s(s - 1) + 3s + 1 = 0
or

(2s- l)(s+ 1)=0. (3.28)


Thuss must have one of the values s1 = 1- or s2 = -1. In either case the coeffi-
cients Ai must satisfy the recurrence relation

[2(n + s)(n + s- I)+ 3(n + s) - l]A" = An-1, n 2 I. (3.29)


When s = -! , this becomes
n(2n + 3)An = An-1
or

An= n(2n + 3) An-1, n 2 I.


152 Ill Series Solutions

Then
I
Ai =-Ao
I ·5 '
l l
A 2 =-A 1 =---A 0
2· 7 (I · 2)(5 · 7) '

I
A,.=------ A0•
n ! 5 · 7 · · · ( 2n + 3)
Taking A0 = 1, we arrive at the specific" series solution"

y l ( X) = X I I2 [ 1 + f= n ! 5 · 7 · · · (2n + 3)
n 1
X11 ] •
(3.30)

When s = - 1, the recurrence relation (3.29) becomes

n(2n - 3)An =An-I


or

I
A 11 =---A 11 1 n ~ l.
n(2n - 3) - '

From this relation we find that

I
A ----A
1-l·(-l) o,

I I
A2 = 2 . ( l) A I = l . 2( - 1 )(1) AO'

J l
A3 =-Ai =------Ao,
3 ·3 1 · 2 · 3( - I) · I · 3

I
A,.=-------- A0•
n ! ( - l) I · 3 · · · (2n - 3)
Thus a second series solution of Eq. (3.27) is
00

yi(x)=x-1 [ 1-x-
n
I------· x"
= n ! 1 . 3 ... (211 - 3)
2
] (3.31)

We have seen that a function of the form


00

f(x) = xs L A,.x", (3.32)


n =O
3.4 Regular Singular Points 153

where the power series converges in some interval ( -R, R), is a solution of the
differential equation (3.27) if and only if the exponents and the coefficients A 1
satisfy the relations (3.28) and (3.29). Now the power series in formulas (3.30)
and (3.31) converge everywhere, as can be verified by the use of Theorem 3.1.
Consequently, the functions y1 and Yi are both solutions on the interval
(0, co ). These solutions are linearly independent. For if

C1Y/X) + C2 yi(x) = 0
for x > 0, then, letting x-+ 0, we see that c2 must be zero. This is because
Yi(x)-+ co as x-+ 0. We now have

C1Y1(x) =0
for x > 0. But y1 is not the zero function so c1 = 0 also. Hence y1 and y2 are
linearly independent.

We now consider the general second-order equation with a regular


singular point at zero. Such an equation has the form

Ly =a x2 y" + xP(x)y' + Q(x)y = 0, (3.33)


where
00 co

P(x) = l, r,«, Q(x) = LQx 11


11
,
11=0 11=0

for I xi < R. If y is a function of the form


00 00

y(x) = ys L Anx" = L A,.xn+s' (3.34)


n=O n=O
then
00

y'(x) = L (n + s)A 11
x"+s- l,
11=0

00

y"(x) = L (n + s)(n + s - l)A 11


x11+s-l.
11=0
Also

xP(x)y'(x) = x5Cto (n+s)A x )Ct P,.x") 11


11

= ,.to Ct/k + s)Ak P -k)x"+s 11

and

Q(x)y(x) =x (,.t0 x") C~o Q x")


5
A,, 11

= f ( I Qn-k)x"+s · Ak
11=0 k=O
154 Ill Series Solutions

Here we have used Theorem 3.2 to multiply the power series. Upon substitut-
ing the various quantities into the differential equation (3.33) and combining
like powers of x, we obtain the equation

ntO {en+ s)(n + s - 1)An + kt)(k + s)Pn-k + Qn-k]Ak}xn+s = 0.


The coefficient of the lowest power of x (which corresponds tothevaluen = 0
for the summation index) is J(s)A0, where
f (s) = s(s - 1) + sPo + Qo
= s2 + (P0 - l)s + Q0•
Since A0 i= 0, the possible values of s are the roots of the indicial equation
f(s) = 0.
The two roots, which we denote by s1 and s2, are called the exponents of the
differential equation at the regular singular point.
The coefficients A; in the series for y must satisfy the recurrence relation
II

(n + s)(n + s - l)A11 + L [(k + s)Pn-k + Q11 -k]Ak =0


k=O

for n ~ 1. By collecting the terms that involve A11, we can write this relation
as
n- 1
[(n + s)(n + s - 1) + (n + s)P0 + Qo]A11 = - L [(k + s)Pn-k + Qn-dAk,
k=O

where n ~ 1. More briefly, we may write


n-1
.f(s + n)A = 11 L g,.(k, s)Ak, n ~ 1, (3.35)
k=O
where
f(s) = (s - s1)(s - s2),
/(s + n) = (s + n - s1)(s + n - s2),
and the quantities gnCk, s) depend on the coefficients P; and Q; but not on the
coefficients A;. If, for a given value of s, say s1 or s2, the quantities f(s + n),
n ~ 1, do not vanish, then each of the coefficients A1, A2, A3, ... , is uniquely
determined, in terms of A0, by the recurrence relation (3.35).
Let us first take up the case where the exponents s1 and s2 are real and
distinct. We denote the larger of the two exponents by s1. Since
f(s1 + n) = (s1 + n - s1)(s1 + n - s2)
= n[n + (s1 - s2)L
3.4 Regular Singular Points 155

we see that f(s1 + n) # 0 for n ~ I. Thus the differential equation always


possesses a formal series solution y1 of the form

00

Y1(x) = x" L Anxn' (3.36)


n=O

corresponding to the larger exponent s1. It can be shown that the power
series in this formula actually converges, at least for I xi < R, and that the
function y1 is a solution of the differential equation, at least on the interval
(0, R). We refer the reader to Exercise 3, Section 3.8, or to Coddington (1].
Considering now the smaller exponent s2 , we sec that

f(s2 + n) = (s2 + n - s1)(s2 + n - s2)


=n[n-(s1-s2)].

If the difference s2 - s1 is not a positive integer, then f(s2 + n) # 0 for n ~ l,


and we obtain a second series solution y2 of the form

00

Yz(X) = xii L Anx" (3.37)


n=O

corresponding to the exponent s2• The power series in this formula also
converges for Ix I < R and y2 is a solution, at least on the interval (0, R).
However, if s1 - s2 = N, where N is a positive integer, then f(s2 + n) is
zero when and only when n = s1 - s2 = N. In this case the recurrence relation
(3.35) becomes, for n = N,

N-1
0 ·AN= L gN(k, s )Ak. 2
k=O

Unless it happens that the right-hand side of this equation is zero, It IS


impossible to find a number AN that satisfies the equation, and no solution
of the form (3.37) exists. If it does happen that the right-hand side of the
equation is zero, then we have

and any value for AN will do. ([n particular we can choose AN = 0.) In this
case we again obtain a series solution of the form (3.37). The case where
s1 - s2 is a positive integer will be treated in a later section. If the exponents
are equal, there is evidently only one solution of the type (3.34). We shall
consider this case in the next section.
156 Ill Series Solutions

Exercises for Section 3.4


1. Locate all regular singular points of the given differential equations.
II 1 -x I x+3
()
a y + x(x + + 2) y + x2(x + 2)3 y = O
1 )(x
(b) (x - 1)2(x - 2)y" + xy' + y = 0
(2x + l)(x - 2) y" + (x + 2)y' = 0
2
(c)

In Exercises 2-10, verify that x = 0 is a regular singular point of the differen-


tial equation. If possible, express the general solution in terms of series of the
form (3.34).
2. 2x2y" - 3xy' + (3 =0
- x)y 3. 2x2 y" + xy' - (x + J)y =0
4. 2x2 y" + (x - x2)y' -y =0 5. 3xy" + 2y' + y = 0
6. 2xy" + 3 y' - xy = 0

7. 3x2 y" + (Sx + 3x3)y' + (3x2 - l)y = 0


2x y" + Sxy' + (l - x )y = 0
2 3
8.
9. (2x2 - x3)y" + (7 x - 6x2)y' + (3 - 6x)y = 0
(2x - 2x )y" + (I + x)y' + 2y = 0
2
10.
In Exercises I I and 12, verify that x0 is a regular singular point for the differ-
ential equation. If possible, express the general solution in terms of series of
the form (3.26). Suggestion: Make the change of variable t = x - x0.
11. 9(x - 1)2y" + (9(x - 1) - 3(x - 1)2]y' + (4x - 5)y = 0, Xo =l
12. 2(x + l)y" - (l + 2x)y' + 7y = 0, Xo = -1

13. Show that the solutions (3.36) and (3.37) are linearly independent.
14. Let the function P, Q, and F be analytic at x = 0. Show that the equa-
tion
x2y" + xP(x)y' + Q(x)y = x"F(x)
possesses at least a formal solution of the form
00

y(x) = xa L A"xn
n=O

whenever the constant r:x. is such that neither a - s1 nor a - s2 is a


positive integer. Show, by means of an example, that the equation may
still possibly have a solution of the indicated form even when a does
not satisfy these conditions.
3.5 The Case of Equal E,cponents 157

3.5 THE CASE OF EQUAL EXPONENTS

When the exponents s1 and s2 of the differential equation (3.33) are equal,
we can find only one solution of the form (3.34). In order to get some idea
as to how a second solution can be found, suppose we examine a Cauchy-
Euler equation whose exponents are equal. let the equation be

Ly= x2y" + b.xy' + b2y = 0,


where b1 and b2 are real constants. Seeking a solution of the form

y(x, s) =X 5
,

we have

The exponents are the roots of the indicial equation

(3.38)

Evidently Ly(x, s1) = 0, so one solution is

y1(x) = y(x, s1) = X 51


To obtain a second solution, let us differentiate both members of Eq. (3.38)


with respect to s. We have

aLy(x, s) = L 8y(x, s)
as as
= [2(s - s1) + (s - s1)2 In x]x 5
,

where the first equality involves merely the interchange of the order of dif-
ferentiation betweens and x. Upon settings= s1, we see that

8y(x, s)
L--
I =0
as s=s1

so that a second solution is

Y2(x)
oy(x. s)
= ---
OS
I s=s1
=X 51
In x.
158 Ill Series Solutions

We shall use this same technique to obtain a second solution of the


equation

Ly= x2 y" + xP(x)y' + Q(x)y = 0. (3.39)

Writing
rY)

y(x, s) = x' L An(s)x", (3.40)


n=O

where the coefficients Ai are functions to be determined, we find as in the


previous section that

Here, since s2 = s1, we have


= (s - s1)2,
J(s)
f(s + n) = (s + n - s1)2.

Hence J(s + n) i= 0 for n ~ 1 and Js - s1 I < 1. The coefficients An can be


determined in terms of A0 (which we take to be a fixed nonzero constant,
independent of s) by means of the recurrence relation
1 n-1
AnCs) = (-~ --
s+n-s1
)2 L gn(k, s)Ak,
k=O
n ~ 1. (3.42)

The functions An that are so defined are rational functions of s, and hence
possess derivatives of all orders for Is - s I I < I.
Let us assume that the coefficients Ais) in the series (3.40) have been
chosen in the manner just described. Then from Eq. (3.41) we have

(3.43)

Evidently Ly(x, s1) = 0, so the function


00

y1 (x) = y(x, s1) = X L An(s1)x" 51


(3.44)
11=0

is a solution. Upon differentiating both sides of Eq. (3.43) with respect to s


and settings= s1, we see that

oy(x, s) I = L oy(x, s) I = 0.
OS S'"'S1 OS s=s1
3.5 The Case of Equal Exponents 159

Thus a second solution (at least formally) is

ay(x, s)
Yi (X ) = "
OS
00 <X)

= X
51
L AnCsi)Xn In X + x L A~(si)Xn s1

n=O n=l

or
co
yi(x) = y1(x) In x +X 51
L A~(s )x",1 (3.45)
n=I

where y1 is the solution (3.44). It can be shown (Exercise 5, Section 3.8)


that the power series in this formula converges at least for I <Rand that xi
Y2 is a solution, at least on the interval (0, R).

Example 1 Let us consider the equation

Ly = x y" + 3xy' + (I
2
- x)y = 0.
Setting
00

y(x, s) = L A,.(s)xn+s,
n=O

we find that
00

Ly(x, s) = (s + 1)2A0xs + L [(n + s + 1)2A" - A11_1]xn+s.


n=I

The indicial equation is (s + 1)2 = 0 and the exponents are s1 = s2 = -1.


We choose the coefficients A,,(s) to satisfy the recurrence relation

(n +s+ 1)2 A,1(s) = A"_1(s)


for n ~ 1. Then

Ao
A1(s) = (s + 2)2'
A s - A1(s) - Ao
i( ) - (s + 3)2 - (s + 2)2 (s + 3)2'
and in general,

Ao
An(s) = i ' n ~ l. (3.46)
(s + 2) (s + 3) 2
• • • (s +n+ l )2
160 Ill Series Solutions

Settings= s1 = - l, we have

Ao Ao
A(-1)=-----
" 12,22 ... n2-(n!)2·

Taking A0 = l, we obtain the solution

1 oo x"
Y1(x) = x- L-( ')2·
n=O n.

In order to obtain a second solution, we need to compute the derivatives


A~( - I). It is convenient to do this by logarithmic differentiation. From
formula (3.46) we have

log A"(s) = log A0 - 2[1og (s + 2) + log (s + 3) +· .. +log (s + n + l)].


Differentiating with respect to s, we have

A~(s) [ 1 1 1 ]
AnCs) = -2 s +2+ s + 3 + ··· + s + n + l ·
Then
_
A"_
'(_
-_l) = -2[1 + ~ + ... + ~]
An(-1) 2 n
or
A' ( - 1) = - 2 </>( n) n ~ 1,
n (n !)2 ,

where we use the notation

(3.47)

From the general formula (3.45) we see that a second solution of the differen-
tial equation is
oo </>(n)
yi(x) = y1(x) In x - 2x-1 L -- x" 2
11= I (n !)

The second solution could also have been determined by substituting an


expression of the form
00

y(x) = y1(x) In x + x-1 L B x" 11


11=!

into the differential equation. The coefficients B; can be determined by collect-


ing the like powers of x and equating the coefficient of each power of x to
zero. This method, however, does not so readily yield a general formula for
the coefficients B,. .
3.6 The Case W hen the Exponents Differ by an Integer 161

Exercises for Section 3.5

In Exercises 1-10, verify that the exponents relative to x = 0 are equal, and
find the general solution by using the method described in this section.

1. (x2 - x3)y" - 3xy' + 4y = 0


2. x2y" + Txy' + (9 + 2x)y = 0
3. x2y" - xy' + (1 - x)y =0
4. x2y" - (3x + x2)y' + (4 - x)y = 0
5. xy" + y' - 2xy =0
2
6. (x + x4)y" + ( -x + 7x3)y' + (1 + 9x2)y = 0
7. x2 y" + 5xy' + (4 - x)y = 0
2 2
8. x y"+(3x+x )y'+y=0

9. (x2 + x3)y" - (x2 + x)y' + y = 0


10. xy" + (1 - x2)y' + 4xy = 0

3.6 THE CASE WHEN THE EXPONENTS DIFFER BY AN


INTEGER

When s1 - s2 = N, Na positive integer, the equation

Ly= x2y" + xP(x)y' + Q(x)y = 0 (3.48)

may possess either one or two solutions of the form


00

y(x) =X 5
L A"x". (3.49)
"=O
(In the special case of a Cauchy-Euler equation, there are always two such
solutions.) In any case, there is always a solution
00

Y1(s) = X
51
L A,.x" (3.50)
"=O
of this type, corresponding to s1•
162 Ill Series Solutions

We now consider the case where there is only one solution of the form
(3.49). Substituting the series
<X>

y(x, s) = xs L A"(s)x"
",- 0

into Eq. (3.48), we find that

(3.51)

where

and
J(s + n) = (s + n ·- s2 - N)(s + N - si)
when n ~ I. In particular, f(s + N) is zero when s = s2, because
f(s + N) = (s - s 2 )(s + N - s2).

This is the only one of the quantities f(s + n) that vanishes when s = s2.
Let us choose the coefficient functions A" (where A0 is a fixed nonzero con-
stant) so that they satisfy the recurrence relation
n- l
J(s + n)An(s) = L gik, s)Ais). (3.52)
k=O

Then the functions A1, A2, •.• , A,.._1 are analytic at s = s2 but for n ~ N, the
quantities A"(s) contain the factor s - s2 in the denominator. They may
become infinite ass approaches s2. However, the functions B", where

are analytic at s = s2 and satisfy the recurrence relation (3.52) not only for s
near s2 but also for s =Si. (To see this, multiply through in Eq. (3.52)
by S - Sz .)
Let
y(x, s) = (s - s2)y(x, s)
<X>
= xs L Bn{s)x".
n=O

Multiplying through in Eq. (3.51) bys - Si, we see that


Ly(x, s) = A0(s - s2)J(s)X 5

= Ao(S - S1)(s - S2)2x'.


3.6 The Case W hen the Exponents Diffe r by an Integer 163

Because of the occurence of the factor (s - s2)2 in the last expression, it follows
that each of the quantities

oy(x, s)
Y2 ( X) =
OS s= .,2

formally satisfies the differential equation.


We now examine the forms of these two formal solutions. Since Bn(s2) = 0
for O ~ n ~ N - I, the solution ji1 has the form
<Y)

.Y1(x) = X 52
L B/s2)xn
n=N
eo
= xs2+N L Bn+isi)x"
n=O
00

=X 5
' °" B
L,
n=O
I
n+Ns;s 2 )x" ·

Thus ji1 must simply be a multiple of the solution y1 given in formula (3.50).
In fact,

The solution y2 is obtained by settings= s2 in the formula

oy(x, s) = ~ [xs
OS OS n=O
f
B/s)xn]

00 00

= x' L Bn(s)xn In X + x' L Bis)x".


n=O n=O
We have
00

yi(x) = y1(x) In x + X 52
L B~(s )x"
2
n=O
or

(3.53)

It can be shown (Exercise 6, Section 3.8) that the power series in this formula
converges, at least for Ix I < R, and that the function Yi is a solution of the
differential equation, at least on the interval (0, R).
164 Ill Series Solutions

Example 1 Let us consider the equation


Ly = xy" + 2y' -y = 0.
Writing
00

y(x, s) = x' L AnCs)x",


n=O
we find that
00
Ly(x, s) = s(s + l)Ao xs- I + L [(n + s)(n + S + l)An - An-1]Xn+s- I.
n=I

The exponents for the equation are s1 =0 and s2 = -1. The recurrence
relation for the coefficients A" is
(n + s)(n + s + l)An(s) = A"_1(s), n ';?:: 1.

From this relation we find that

Ao A 2 (s) - Ao
Ai(s) = (s + l)(s + 2)' - (s + I )(s + 2)2(s + 2) ,
and in general,

A (s) = Ao
" (s + l)(s + 2)2(s + 3)2 .. · (s + n)2(s +n + l)
for n ';?:: 2. Setting s = s1 = 0 in these formulas, we find that

Ao Ao
A (s1) = -------
2 3 2 = --- , n ';?:: 0.
" 1·2 ·3 .. ·n (n+I) n!(n+l)!
Therefore a solution of the equation which corresponds to the exponent
s1 = 0 is
oo x"
Yi(x) = n~o n!(n + l)!.
The quantity A1 (s)(N = I in this example) becomes infinite ass approaches
s2 = -1, because of the factor (s + 1) in its denominator. Hence the equation
does not possess a second solution of the form (3.49) corresponding to the
exponent s2 . The second solution is therefore logarithmic.
The functions
B0(s) = (s + l)A0,
Ao
B1(s) = (s + I)A1(s) = -- ,
s+ 2
Ao n ';?:: 2,
Bn(s) = (s + I)AnCs) = (s+ 2)2(s+ 3)2 ... (s+n )2(s+n+ I)'
3.6 The Cas a W han the Exponents Differ by an Integer 165

are analytic at s = s2 = - 1. Routine calculation shows that


B0(-l)=A0, Ba-1)=-A0,

B'(-l) = _ <p(n - 1) + </>(n) A


n (
n -1)'.n.1 o, n~2,

where <p(n) is defined by formula (3.47). Choosing A0 = 1, we obtain the


solution
00
- 1) + <p(n) ]
yi(x) = y1(x) In x - x-1 [ 1 - x - L <p(n
----- x" ,
n=2 (n-l)!n!
where y1 (x) is as above.
This second solution could also have been found by substituting an
expression of the form
00

y(x) = y1(x) In x + X-1 L enx"


n=O

into the differential equation and determining the coefficients en. However,
it is difficult to find a general formula for en using this method.

Example 2 The equation

xy" + 3y' - x2y = 0


has a regular singular point at x = 0. Seeking solutions of the form
CX)

y(x, s) = x~ L Anx", A0-:/ 0,


n=O

we find, after some calculation, that the indicial equation is

s(s + 2) = 0,
and that the coefficients Ai must satisfy the conditions
(s + I)(s + 3)A1 = 0,
(s + 2)(s + 4)A2 = 0,
and
+ s)(n + s + 2)An = A,,_3,
(n n ~ 3.
The exponents are s1 = 0 and s2 = -2. For the larger exponent s1, we have
A1 = 0,
A 2 =0,
A,,_3
An= n(n + 2)' n ~ 3.
166 Ill Series Solutions

All the coefficients Ai vanish except those whose subscripts are multiples
of three. We have
I
A3 =--Ao
3 ·5 '

I I
A-
6 A----A
3 0'
- 6. 8 - (3 . 6)(5 . 8)
and in general,
1
AJm = -------------- Ao
(3 · 6 · 9 .. · 3m)[5 · 8 · 11 · .. (3m + 2)]
I
=---------A 0
3mm ! [5 · 8 · 11 · .. (3m + 2)] ·

The solution which corresponds to the exponent s1 is


00 x]m
Y1(x) = 1 + m=L 1 --------
3mm ! [5 · 8 · 11 · · · (3m + 2)]
·
For the smaller exponent s2 = -2, we have
A1 = 0,
O·A2=0,

(n - 2)nAII =An-], n ~ 3.
(Note that A2 is the critical coefficient, since N = 2 in this example.) Here
A2 is arbitrary, and we may choose A2 = 0. A solution that corresponds
to the exponent s2 is found to be
3
oo x m ]
yi(x)=x-2 [ l+ .
m~l 3mm! [] · 4 · 7 ... (3m - 2)]

Exercises for Section 3. 6

In Exercises 1-14, express the general solution 10 terms of series about


x=O.
1. xy - xy I - y
I/
=0
2. xy" + xy' + 2y = 0
3. (x2 - x4)y" + 4xy' + (2 + 20x2)y = 0
4. x2y" + x2y' - 2y = 0
5. x2 y" - 2xy' + (2 - x)y = 0

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