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Frobenius Method - L8

The Frobenius method provides power series solutions to differential equations near regular singular points. It involves assuming a solution of the form of a Frobenius series with an unknown exponent r. Substituting this series into the differential equation leads to an indicial equation for determining r. Once r is known, the method determines the coefficients to obtain one solution. The other solution depends on whether the roots of the indicial equation are distinct, differ by an integer, or are a double root. In some cases the second solution contains a logarithmic term.

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40 views10 pages

Frobenius Method - L8

The Frobenius method provides power series solutions to differential equations near regular singular points. It involves assuming a solution of the form of a Frobenius series with an unknown exponent r. Substituting this series into the differential equation leads to an indicial equation for determining r. Once r is known, the method determines the coefficients to obtain one solution. The other solution depends on whether the roots of the indicial equation are distinct, differ by an integer, or are a double root. In some cases the second solution contains a logarithmic term.

Uploaded by

Prakritish Ghosh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MA2002D-Mathematics IV

Frobenius Method

National Institute of Technology, Calicut


Frobenius Method

❑ A Power series solution σ∞


𝑛=0 𝑐𝑛 𝑥 − 𝑥0
𝑛
was obtained for DE only when 𝑥0 is an
ordinary point (or, regular point). Solution near regular singular point 𝑥0 can be obtained by
an extension of the power series method known as Frobenius method.

❑ In this method we consider a series of the form

𝑥 − 𝑥0 𝑟 σ∞
𝑛=0 𝑐𝑛 𝑥 − 𝑥0
𝑛
……… (1)

known as Frobenius series. Here 𝑟 is unknown (real or complex) constant to be determined.


Theorem: Let 𝑥0 be a regular singular point of the DE
𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0 … … … (2)

Then (2) has at least one non-trivial solution of the form

∞
𝑟 𝑛
𝑦 = 𝑥 − 𝑥0 ෍ 𝑐𝑛 𝑥 − 𝑥0 … … … . (3)
𝑛=0

which is convergent in some deleted neighbourhood about 𝑥0 , 0 < 𝑥 − 𝑥0 < 𝑅, 𝑅 > 0


Frobenius Method:

Step I: Assume a solution of the form 𝑦 𝑥 = 𝑥 − 𝑥0 𝑟 σ∞


𝑛=0 𝑐𝑛 𝑥 − 𝑥0
𝑛
… … (4)

For the DE (2), with 𝑥0 as a regular singular point. Here 𝑟 is chosen so that 𝑐0 ≠ 0.

Step II: Differentiating (4) obtaining

𝑦 ′ 𝑥 = ෍ 𝑛 + 𝑟 𝑐𝑛 𝑥 − 𝑥0 𝑛+𝑟−1
… . . (5)
𝑛=0

and 𝑦 ′′ 𝑥 = σ∞
𝑛=0 𝑛 + 𝑟 𝑛 + 𝑟 − 1 𝑐𝑛 𝑥 − 𝑥0
𝑛+𝑟−2
… … . . (6)

Substitute (4), (5), (6) in DE (2).


Collecting the coefficients of like powers of 𝑥 − 𝑥0 , equation (2) takes the form
𝑟+𝑘 𝑟+𝑘+1 𝑟+𝑘+2
𝐾0 𝑥 − 𝑥0 + 𝐾1 𝑥 − 𝑥0 + 𝐾2 𝑥 − 𝑥0 +⋯=0

Here the coefficients 𝐾𝑖 (𝑖 = 0,1,2,3. . ) are functions of the exponent 𝑟 and the constant
coefficients 𝑐𝑛′ 𝑠. Also 𝑘 is an integer.

Step III: Since (4) is the solution of DE, then we must have
𝐾0 = 𝐾1 = 𝐾2 = ⋯ = 0

Here 𝐾0 is the coefficient of the lower power 𝑟 + 𝑘 of 𝑥 − 𝑥0 .

The equation 𝐾0 = 0 is a quadratic equation in 𝑟, known as the indicial equation of the DE


(2).
Step IV: Now 𝑟 is known, solving the equations 𝐾1 = 0, 𝐾2 = 0, … we determine completely
the unknown constant coefficient 𝑐𝑛′ 𝑠.

Step V: Let 𝑦1 (𝑥) and 𝑦2 (𝑥) be two non trivial linearly independent solutions of the DE (2).

Then the general solution of (2) is 𝑦 𝑥 = 𝐴 𝑦1 𝑥 + 𝐵𝑦2 (𝑥), where 𝐴, 𝐵 are arbitrary
constants.

Then with the known exponent 𝑟 and the known coefficients 𝑐𝑛′ 𝑠 , 𝑦1 (𝑥) , one of the two
solutions of (2) is of the form (4). The form of the second (other) solution 𝑦2 (𝑥) may be
similar to (4) (with different 𝑟 and different coefficient) or may contain a logarithmic term.
The form of 𝑦2 𝑥 will be indicated by the indicial equation. There are three cases:
Case 1: Distinct roots not differing by an integer 1,2,3,…

Suppose 𝑟1 − 𝑟2 ≠ 𝑁, where 𝑁 is a non-negative integer, then

∞
𝑟1 𝑛
𝑦1 𝑥 = 𝑥 − 𝑥0 ෍ 𝑐𝑛 𝑥 − 𝑥0 … … . . (7)
𝑛=0

and 𝑦2 𝑥 = 𝑥 − 𝑥0 𝑟2 σ∞ 𝑛
𝑛=0 𝑏𝑛 𝑥 − 𝑥0 , 𝑐0 ≠ 0, 𝑏0 ≠ 0 … … … (8)

Case 2: Roots differencing by an integer 1,2,3…

Suppose 𝑟1 − 𝑟2 = 𝑁, where 𝑁 is a positive integer. Then


∞
𝑟 𝑛
𝑦1 𝑥 = 𝑥 − 𝑥0 ෍ 𝑐𝑛 𝑥 − 𝑥0 … … . (7)
𝑛=0

and 𝑦2 𝑥 = 𝑥 − 𝑥0 𝑟 σ∞
𝑛=0 𝑏𝑛 𝑥 − 𝑥0
𝑛
+ 𝐴∗ 𝑦1 𝑥 ln 𝑥 − 𝑥0 … … . . (9)

Here 𝑐0 ≠ 0, 𝑏0 ≠ 0 and the constant 𝐴∗ may or may not be zero.

Case 3: Double root 𝑟1 = 𝑟2

Suppose 𝑟1 − 𝑟2 = 0. Then

∞
𝑟1
𝑦1 𝑥 = 𝑥 − 𝑥0 ෍ 𝑐𝑛 𝑥 − 𝑥0 𝑛 , 𝑐0 ≠ 0 … . . (7)
𝑛=0
𝑟1 +1 σ∞ 𝑛
and 𝑦2 𝑥 = 𝑥 − 𝑥0 𝑛=0 𝑏𝑛 𝑥 − 𝑥0 + 𝑦1 𝑥 ln 𝑥 − 𝑥0 … … … . . (10)

Note 1: If 𝑟1 − 𝑟2 = 𝑁, where 𝑁 = 1,2, … sometimes it is possible to obtain the general


solution using the smaller root alone, without bothering to find explicitly the solution
corresponding to the larger root.

Note 2: In Case 2, 𝑟1 − 𝑟2 = 𝑁, where 𝑁 = 1,2, … the second solution 𝑦2 (𝑥) may not contain
the logarithm term 𝐴∗ 𝑦1 𝑥 ln(𝑥 − 𝑥0 ) . In some cases 𝐴∗ is zero, so 𝑦2 is same as (6).

Note 3: In Case 3, 𝑟1 − 𝑟2 = 0 (double root), 𝑦2 (𝑥) always contain the logarithm term
𝑦1 𝑥 ln 𝑥 − 𝑥0 and is never of the simple form (6).
Note 4: In Case 2, roots differing by an integer in logarithmic case, take the first solution
𝜕 𝑦1 (𝑥,𝑟)
𝑦1 𝑥, 𝑟 , then the second solution is i.e. partial derivative of 𝑦1 (𝑥, 𝑟) w.r.t. r. Then
𝜕𝑟

taking 𝑟 as the smaller root 𝑟2 , we get the two linearly independent solutions 𝑦1 𝑥, 𝑟2 and

𝜕 𝑦1 (𝑥,𝑟2 )
. Here the second solution 𝑦2 contains the logarithm term.
𝜕𝑟

Note 5: In both Cases 2 and 3, the second solution containing logarithmic term can be
obtained by reduction of order.

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