Reduction of Order

This method helps to find a second linearly independent solution of a second order
differential equation provided that we know one nontrivial (not identically zero)
solution of it. Given a second order linear differential equation with a known
nontrivial solution, the Reduction of Order method can be used to reduce the equation
to a first order linear equation and then solved to obtain the general solution. Consider
a second order linear homogeneous differential equation in standard form
y  p  x  y  q  x  y  0 (1)
Where p(x) and q(x) are defined and continuous on some interval I. Suppose that one
solution of (1) is known, say y1(x) . Then y x   c1 y1  x  is a solution for any constant.
Replace the constant by an unknown function v x  and assume a solution of the form
y  x   v x  y1  x  (2)
On substituting (2) into (1), the general solution of (1) can be obtained.
Example
1. Given that y1  x   x , find the general solution of x 2 y  xy  y  0,
0  x   ,using reduction of order technique.
Solution
Given
x 2 y  xy  y  0, (1)
y1  x   x
To find the general solution of (1), let
yx   vx  y1 x   xvx  (2)
Evaluating the derivatives of (1) yield
y x   v x   xv x  (3)
y x   v x   v x   xv x   xv x   2v x  (4)
Substituting equations (2) to (4) into equation (1) yields,
x 2  xv x   2v x   xv x   xv x   xv x   0
x 3v x   2 x 2 v x   xv x   x 2 v x   xv x   0
x 3v x   x 2 v x   0 (5)
Let
u  v x  (6)
Substituting equation (6) into equation (5) yields
x 3u  x   x 2u  x   0
1
u  x   u  x   0
x
du  x  1
 u x   0
dx x
Separating variables yields
du  x  1
  dx
u x  x
integrating yields
1 1
 u x du x     x dx
ln u  x    ln x  C

1
ln u  x   ln x  C
ln xu  x   C
xu  x   e C
xu  x   K , where K  e C
K
u x   (7)
x
Substituting equation (7) into (6) yields
K
v x  
x
dv  x  K

dx x
Separating variables yields
K
dv  x   dx
x
Integrating yields
1
 dvx   k  x dx
v x   K ln x  Q (8)
Substituting equation (8) into equation (2) yields the general solution of equation (1)
as;
y  x   xK ln x  Q   Kx ln x  Qx
Theorem (Reduction Formula)
If y1  x  is one solution of the equation y  p  x  y  q  x  y  0 then a second solution
is given by
 p  x dx
e 
y2  x   y1  x  2 dx (9)
y1  x 
Example
1. Given that y1  x   x 2 is a solution of x 2 y  3 xy  4 y  0 , x  0 , use the reduction
formula to find the second linearly independent solution and write down the general
solution.
Solution
Given
x 2 y  3 xy  4 y  0 (1)
Divide equation (1) by to get
3 1
y  y  2 4 y  0 (2)
x x
3
px   
x
y1  x   x 2

The second solution is given by;

 p  x dx
e 
y2  x   y1  x  2 dx
y1  x 

2
  3 
     dx
x 
e 


2
 x dx
x  2 2

3
 x dx
e
 x2  dx
x4
e 3 ln x
 x2  dx
x4
3
e ln x
 x  4 dx
2

x
x3
 x 2  4 dx
x
1
 x 2  dx
x
2
 x ln x
The general solution is given by
y  x   c1 y1  x   c2 y2  x   c1 x 2  c2 x 2 ln x

Exercise
Use reduction of order or reduction formula, to find a second solution y2  x  and the
general solution of the following differential equations.
1.

2.

3.

4.

5.

6.

7.

8.

9.

3
Initial-Value Problems for Linear Differential Equations
Initial-value problems are solved by applying the initial conditions to the general
solution of the differential equation. It must be emphasized that the initial conditions
are applied only to the general solution and not to the homogeneous solution yh , even
though it is yh that possesses all the arbitrary constants that must be evaluated.
Examples
1. Solve the initial value problem 4 y  4 y  17 y  0 , y 0   1 , y0   2 .
Solution
Given 4 y  4 y  17 y  0 , y1  1 , y1  2 . (1)
The characteristic equation is given by
4m 2  4m  17  0 (2)
Where a = 4, b = 4 and c =17. The roots of the characteristic equation are given by;

 4  4 2  4(4)(17) 1
m    i2
2( 4) 2
1
Where   and   2 . the general solution is given by
2
y ( x)  c1ex cos  x  c2 ex sin  x
 12 x  12 x
 c1e cos 2 x  c2 e sin 2 x (3)
To evaluate the constants in equation (3), we use the initial conditions. Applying the
initial condition y 0   1 ( x  0 ) to equation (3) gives

y 0   c1e 0 cos 0  c2 e 0 sin 0  1

 c1  1
Substituting c1 into equation (3) gives

y  x   e
 12 x  12 x
cos 2 x  e c2 sin 2 x (4)
Differentiating equation (4) gives
1  12 x 1 1 x
y x  
1 x 1 x
e cos 2 x  2e 2 sin 2 x  c2 e 2 sin 2 x  2c2 e 2 cos 2 x (5)
2 2
Applying the initial condition y0   2 ( x  0 ) to equation (5) gives
1 0 1
y0   e cos 0  2e 0 sin 0  c2 e 0 sin 0  2c2 e 0 cos 0  2
2 2
1
  2c 2  2
2
3
 c2 
4

4
 3
Substituting c2  into equation (4) gives the solution as
4
3 1 x
y  x   e
 12 x
cos 2 x  e 2 sin 2 x
4
2. Solve the initial value problem x 2 y  xy  y  0 , y1  1 , y1  2 .
Solution
Given the equation
x 2 y  xy  y  0 , y 1  1 , y1  2 . (1)
The characteristic equation is given by;
am 2  b  a m  c  0 (2)
From equation (1), a = 1, b = 1 and c = 1. substituting these constants into equation (2)
yields;
m 2  1  1m  1  0

m2  1  0 (3)
Solving equation (3) yields the roots; m  i , m1 = -i and m2 = i where   0 and
  1 . Since the roots are complex, the general solution of equation (1) is given by;
y  x   x c1 cos(  ln x)  c 2 sin(  ln x) c1 cos(ln x)  c 2 sin(ln x) (4)
To evaluate the constants in equation (4), we use the initial conditions. Applying the
initial condition y 1  1  x  1 to (4) gives;
c1 cos(ln 1) c 2 sin(ln 1)  1

c1  1
Substituting c1  1 into equation (4) gives
y  x   cos(ln x)  c 2 sin(ln x) (5)
Differentiating equation (5) gives
1 1
y x    sin(ln x)  c 2 cos(ln x)
x x (6)
Applying the initial condition y1  2  x  1 to (4) gives;
c1 sin(ln 1)  c 2 cos(ln 1)  2

c2  2

Substituting c2  2 into equation (5) yields the solution as;

y  cos(ln x)  2 sin(ln x)

5
Exercise
Solve the following initial value problems
1.

2.

3.

4.

5.

6.

7. Solve y  y  4 x  10 sin x , y    0, y   2 .

Nth Order Homogeneous Differential Equation With Constant Coefficients
The nth order homogeneous linear differential equation with constant coefficients is given
by,
an y n   an 1 y n 1    a2 y  a1 y  a0 y  0 , (1)

Where the coefficients, a0 , a1 , a3 ,  , an are real constants with an  0 . The

characteristic equation associated with (1) is given by;

an n  an 1n 1    a2 2  a1  a0  0 . (2)

The form of the general solution of equation (1) depends on the nature of the roots of
the characteristic equation (2). The forms of the general solution of equation (1) are
presented in the following cases.
Case I: Distinct Real Roots
If the roots 1 , 2 ,  , n of the characteristic equation (2) are real and distinct, then

the general solution of equation (1) is given by,

y  x   c1e 1 x  c2 e 2 x    cn e n x (3)

Example

6
1. Solve y  6 y  11 y  6 y  0 .
Solution
Given y  6 y  11 y  6 y  0
The characteristic equation is given by,
m 3  6m 2  11m  6  0
To solve the characteristic equation, we need to look for a value of m that will satisfy
the equation. m 1 satisfies the equation, so m  1 is a factor of

(m 3  6m 2  11m  6) . Using long division we get,

m  1m  2m  3  0 .
The roots are; m1  1, m2  2 and m3  3. The general solution is

y  x   c1e m1 x  c2 e m2 x  c3e m3 x  c1e x  c2 e 2 x  c3e 3 x

Case II: Repeated Real Roots

If the characteristic equation (2) has a repeated root  of multiplicity k, then the
general solution of equation (1) is given by,
y  x   c1e x  c2 xe x  c3 x 2 e x    ck x k 1e x (3)

Example
1. Solve y 4   8 y  24 y  32 y  16 y  0 .
Solution
Given y 4   8 y  24 y  32 y  16 y  0
The characteristic equation is given by,
m 4  8m 3  24m 2  36m  16  0
To solve the characteristic equation, we need to look for a value of m that will satisfy
the equation. m  2 satisfies the equation, so m  2  is a factor of
4 3 2
(m  8m  24m  36m  16) . Using long division we get,
m  24  0 .
The roots are; m1  m2  m3  m4  2 . The general solution is

y  x   c1e m1 x  c2 xe m1 x  c3 x 2 e m1 x   c4 x 3e m1 x  c1e 2 x  c2 xe 2 x  c3 x 2 e 2 x  c4 x 3e 2 x

Case III: Repeated complex Roots

If the characteristic equation (2) has the complex roots   i of multiplicity k, then
the general solution of equation (1) is given by,

7
y  x   ex  A1 cos  x  B1 sin  x   xex  A2 cos  x  B2 sin  x     x k 1ex  Ak cos  x  Bk sin  x 
Example
1. Solve y 4   2 y  y  0 .
Solution
Given y 4   2 y  y  0
The characteristic equation is given by,
k 4  2k 2  1  0 (1)
To solve the characteristic equation, let
m  k2 (2)
Substituting (2) into (1) yields
m 2  2m  1  0
m  1m  1  0
m  12  0
m  m1  m2  1

But m  k 2 , implies
k 2  1

k    1  i
Hence, the roots of the characteristic equation are the conjugate pair
k  i   0 and   1 with multiplicity 2. The general solution is given by

y  x   ex C1 cos  x  C2 sin  x   xex C3 cos  x  C4 sin  x 

 C1 cos x  C2 sin  x   xC3 cos x  C4 sin x 
 C1  C3 x  cos x  C2  C4 x  sin x

2. Solve y  6 y  2 y  36 y  0

Solution
Given y  6 y  2 y  36 y  0
The characteristic equation is given by,
m 3  6m 2  2m  36  0
To solve the characteristic equation, we need to look for a value of m that will satisfy
the equation. m  2 satisfies the equation, so m  2  is a factor of
m3  6m 2  2m  36. Using long division we get,
m  2m 2  8m  18  0 .
The roots are; m1  2and m  4  i 2 . The general solution is

8
 
y  x   c1e m1 x  ex c2 cos  x  c3 sin  x   c1e 2 x  e 4 x c2 cos 2 x  c3 sin 2 x 
Exercise
Solve the following equations
4 

1. y  9 y  20 y  0
5  4 
  
2. y  y  2 y  2 y  y  y  0
4 
  
3. y  4 y  5 y  36 y  36 y  0
   2 x
4. y  6 y  12 y  8 y  12e

5. . y  6 y  11 y  6 y  0; y    0, y    0, y    1 .
    

REVIEW OF POWER SERIES

 A power series about a point x0 is defined by the expression;

(1)
Where x is a variable and the an’s are constants.

 The power series is said to converge at a point x if

exists for that x. If the limit does not exist at x, then the
series is said to diverge.

 The series is said to converge absolutely at a point x if the series

converges.
 One of the most useful tests for the absolute convergence of a power series is the
ratio test. If an  0 , and if, for a fixed value of x,

then the power

series converges absolutely at that value of x if and diverges if

If the test is inconclusive.

9
 If the power series converges at it converges absolutely

for and if it diverges at it diverges for

 There is a nonnegative number ρ, called the radius of convergence, such that

converges absolutely for and diverges for

For a series that converges only at x0, we define ρ to be zero; for a

series that converges for all x, we say that ρ is infinite. If ρ > 0, then the interval

is called the interval of convergence; it is indicated by the

hatched lines in Figure 1. The series may either converge or diverge when

Figure 1: Interval of convergence of power series

 Series can be added or subtracted term-wise as

and the resulting series converges at

least for
 Series can be multiplied as

where and the resulting series converges at

least for , if the series can be divided as

In the case of division the radius of convergence of

the resulting power series may be less than ρ.

10
 The value of an is given by The series is called the Taylor1
series for the function f about x = x0.

 If for each x in some open interval with

center x0, then for n = 0, 1, 2, 3,. . . . In particular, if

for each such x, then

Differentiation of Power Series

A power series with positive radius of convergence  has

derivatives of all orders in its open interval of convergence, and successive
derivatives can be obtained by repeatedly differentiating term by term; that is,

Shifting the Summation Index in a Power Series

For any integer k, the power series can be rewritten as

that is, replacing n by n + k in the general term and

subtracting k from the lower limit of summation leaves the series unchanged.
Examples
1. Rewrite the following power series so that the general term in each is a constant
multiple of (x - x0)n:

11
Solution
(a)
Replacing n by n + 2 in the general term and subtracting 2 from the lower limit of
summation yields

(b)
Replacing n by n + k in the general term and subtracting k from the lower limit of
summation yields

2. Write as a series whose first term corresponds to n = 0 rather than n = 2.

Solution
Replacing n by n + 2 in the general term and subtracting 2 from the lower limit of
summation yields

3. Show that
Solution
Taking the x3 inside the summation on the left-hand side yields

(1)

Replacing n by n - 3 in the general term at the right hand side of equation (1) and
adding 3 to the lower limit of summation yields;

Exercise

1. Express the series as a series whose generic term involves xn .

12
2. Show that

3. Show that

4. Write the series as a series whose generic term

involves rather than .

5. Rewrite the following expressions as a sum whose generic term involves xn.

i. ii. iii. iv.

6. Write as one power series.

Analytic Functions
f n   x0  x  x0 
 n
A function f(x) is analytic at x0 if its Taylor series about x0, 
n 0 n!
converges to f(x) in some neighbourhood of x0. Polynomials, sin x, cos x, and ex are
analytic everywhere; so too are sums, differences, and products of these functions.
Quotients of any two of these functions are analytic at all points where the
denominator is not zero.
Ordinary and Singular Points
A second-order linear differential equation of the form;

(1)
has variable coefficients when b2(x), b1(x), and b0(x) are not all constants. If b2(x) is
not zero in a given interval, then we can divide by it and rewrite equation (1) in
standard form as;

(2)
b x 
Where P  x   1
b2
x  , Qx   b0 x b x  , and  x   g x  b x  . A point x0 is an
2 2

ordinary point of the differential equation (2) if both P(x) and Q(x) are analytic at x0.

13
If either of these functions is not analytic at x0, then x0 is a singular point of (2). For

Legendre’s equation, x0 = 1 and x0 = -1 are

singular points and all other points are ordinary points. For Bessel’s equation,

x0 = 0 is a singular point and all other points are

ordinary points.
Power Series Solution about an Ordinary Point of Homogeneous Equation
Equation (2) is homogeneous when   x   0 , in this case equation (2) reduces to;

(3)
If x = 0 is an ordinary point of equation (3), then the general solution in an interval
containing this point has the form;

(4)
where a0 and a1 are arbitrary constants and y1(x) and y2(x) are linearly independent
functions analytic at x = 0.
If x = x0 is an ordinary point of equation (3), then the general solution in an interval
containing this point has the form;

(4*)
To evaluate the coefficients an, use the following five-step procedure known as the
power series method.
Steps
1. Substitute into the left side of the homogeneous differential equation, the power
series;

(5)
Together with the derivatives

y x    nan x n 1 (6)
n 1


y x    n  1nan x n  2 (7)
n2

14
2. Collect powers of x and set the coefficients of each power of x equal to zero.
3. The equation obtained by setting the coefficient of xn to zero in Step 2 will
contain aj terms for a finite number of j values. Solve this equation for the a term
having the largest subscript. The resulting equation is known as the recurrence
formula for the given differential equation.
4. Use the recurrence formula to sequentially determine aj, (j = 2, 3, 4,...) in terms
of a0 and a1.
5. Substitute the coefficients determined in Step 4 into equation (5) and rewrite the
solution in the form of equation (4).
Remark
Although a differential equation must be in the form of equation (2) to determine
whether x = 0 is an ordinary point, once this condition is verified, the power series
method can be used on either form (1) or (2). If P(x) or Q(x) in (2) are quotients of
polynomials, it is often simpler to first multiply through by the lowest common
denominator, thereby clearing fractions, and then apply the power series method to
the resulting equation in the form of equation (1).
Examples
1. Determine whether x = 0 is an ordinary point of the differential equation;

solution
Here P(x) =-x and Q(x) = 2 are both polynomials; hence they are analytic everywhere.
Therefore, every value of x, in particular x = 0, is an ordinary point.

2. Determine whether x = 0 is an ordinary point of the differential equation;

Solution
Given the differential equation;

Dividing by 2x2 gives,

7 x  1 3
y  y  2 y  0
2x 2x
where

15
As neither function is analytic at x = 0 (both denominators are zero there), x = 0 is not
an ordinary point but, rather a singular point.

3. Find a power series solution about the ordinary point x = 0 of

Solution
Given the equation

(1)
we are to find a power series solution of the form;

y  x    an x n (2)
n 0

Our next task is to determine the coefficients an. For this purpose we need to find the
derivative y x  :

y x    nan x n 1 (3)
n 1

Substitute the series expansions for y and y into (1) to get

Which simplifies to;

(4)
To obtain a formula for the general term in the power series (4), let’s shift the indices
in the two power series so that they sum over the same powers of x, say, xk. To do this
we shift the index in the first summation in (4) by letting k = n - 1. Then n = k + 1
and k = 0 when n = 1. Hence, the first summation in (4) becomes;

(5)
In the second summation of (4), we put k = n + 1 so that k = 1 and when n = 0. This
gives

(6)

16
Substituting (5) and (6) into (4) yields

(7)
Since the first summation in (7) begins at k = 0 and the second at k = 1, we break up
the first into

(8)
Substituting (8) into (7) yields

(9)
When we set all the coefficients of x in (9) equal to zero, we find
(10)
For k  1 ,

(11)
Equation (11) is a recurrence relation that we can use to determine the coefficient ak+1
in terms of ak-1. That is,

(12)
Setting k = 1, 2, . . . , 8 and using the fact that a1 = 0, we find

By induction,

(13)

(14)
Substituting equation (13) into equation (2) yields the power series solution as;

4. Find two power series solutions near the ordinary point x = 0 of y  xy  2 y  0 .

17
Solution
Given the equation

(1)
We are to find a power series solution of the form;

y  x    an x n (2)
n 0

Our next task is to determine the coefficients an. For this purpose, we need to find the
derivatives: y x  and y x  ,

y x    nan x n 1 (3)
n 1


y x    n  1nan x n  2 (4)
n2

Substitute the series expansions for y, y and y into (1) to get
  

 n  1nan x n2  x nan x n1  2 an x n  0

n2 n 1 n 0

Which simplifies to;

  

 n  1nan x n2   nan x n   2an x n  0

n2 n 1 n 0
(5)

To obtain a formula for the general term in the power series (5), let’s shift the indices
in the power series so that they sum over the same powers of x, say, xn. To do this we
shift the index in the first summation in (5) by replacing n by n + 2 and subtracting 2
from the lower limit of the summation to get;
 

 n  1nan x n2   n  1(n  2)an 2 x n

n2 n 0
(6)

Substituting (6) into (4) yields

  

 n  1(n  2)an 2 x n   nan x n   2an x n  0

n 0 n 1 n 0
(7)

Since the first summation in (7) begins at n = 0, the second at n = 1, and the third n =
0, we break up the first and third into
 

 n  1(n  2)an 2 x n  2a2   n  1(n  2)an 2 x n

n 0 n 1
(8)

 

 2 a n x n  2 a0   2 a n x n
n 0 n 1
(9)

18
Substituting (8) and (9) into (7) yields
  
2a2   n  1(n  2)an  2 x n   nan x n  2a0   2an x n  0
n 1 n 1 n 1

Which simplifies to

2a2  2a0   n  1(n  2)an  2  nan  2an x n  0 (9)
n 1

When we set all the coefficients in (9) equal to zero, we find

(10)
For n  1 ,
n  1(n  2)an 2  nan  2an  0
n  1(n  2)an 2  (2  n)an  0 (11)

Equation (11) is a recurrence relation that we can use to determine the coefficient an+2
in terms of an. That is,

(12)
Setting n = 1, 2, . . . and noting that a2   a0 , we find

(13)
From equation (2)
y  a0  a1 x  a2 x 2  a3 x 3  a4 x 4  a5 x 5  a6 x 6  a7 x 7  a8 x 8  ... (14)

19
Substituting equation (13) into (14) yields the power series solution as;
1 1 1
y  a0  a1 x  a0 x 2  a1 x 3  a1 x 5  a1 x 7  ...
6 120 1680
1 1 1
 a0  a0 x 2  a1 x  a1 x 3  a1 x 5  a1 x 7  ...
6 120 1680

Hence, the two power series solutions are;

y1  1  x 2
1 3 1 5 1 7
y2  x  x  x  x  ...
6 120 1680
Exercise
1. Find the power series solution around the ordinary point t = 0 of

2. Determine whether x = 0 or x= l is an ordinary point of the differential equation

for any positive integer n.

3. Find the power series solution around the ordinary point x = 0 of y  xy  0 .
4. Find the power series solution near the ordinary point x = 0 of
x 2

 1 y  xy  y  0 .
5. Find the power series solution about the ordinary point x = 2 of

6. Determine whether x = 0 is an ordinary or a singular point of the following

differential equations;
a)

b)

c)

d)

20
e)

7. Find the recurrence formula for the given differential equation by the power series
method around, the given value of x.
a)

b)

c)

Series Solutions Near a Regular Singular Point

Regular and irregular Singular Points
The point x0 is a regular singular point of the second-order homogeneous linear
differential equation;
y  P  x  y  Q  x  y  0 (1)
if x0 is a singular point (is not an ordinary point) but both (x - x0)P(x) and (x - x0)2Q(x)
are analytic at x0. A singular point that is not regular is said to be an irregular
singular point of the equation. To solve a differential equation (1) about a regular
singular point, we employ the following theorem due to the eminent German
mathematician Ferdinand Georg Frobenius (1849–1917).
Method of Frobenius
Theorem 1
If x = x0 is a regular singular point of equation (1), then the equation has at least one
solution of the form;

(2)
where r , and cn (n = 0, 1, 2, ...) are constants to be determined. The series will
converge at least on some interval 0 < x - x0 < R.
Theorem 2

21
If x = 0 is a regular singular point of equation (1), then the equation has at least one
solution of the form;
 
y  x r  cn x n   cn x n  r (3)
n 0 n 0

where r , and cn (n = 0, 1, 2, ...) are constants to be determined. The series will

converge at least on some interval 0 < x < R.
Finding series solutions about a regular singular point x0 using the method of
Frobenius, is similar to the power-series method in the preceding section in that we

substitute y   cn  x  x0 
nr
into the given differential equation and determine the
n 0

unknown coefficients cn by a recurrence relation. But before determining the

coefficients, we must find the unknown exponent or indicial root r (from indicial

equation). In general, after substituting y   cn  x  x0 
nr
into the given differential
n 0

equation and simplifying, the indicial equation is a quadratic equation in r that results
from equating the total coefficient of the lowest power of x to zero. We solve for the
two values of r and substitute these values into a recurrence relation to obtain the
solution. The nature of the indicial roots r1 and r2 will correspond to three cases. In
the first two cases, r1 denotes the largest of the two distinct roots (r1 > r2) whilst in the
last case, r1 = r2.
Case I
If r1 and r2 are distinct and the difference r1 - r2 is not a positive integer, then there
exist two linearly independent solutions of equation (1) of the form

Case II
If r1 and r2 are distinct and the difference r1 - r2 is a positive integer, then there exist
two linearly independent solutions of equation (1) of the form

Case III
If r1 and r2 are equal, then there always exist two linearly independent solutions of
equation (1) of the form

22
Indicial Equation
If x  0 is a regular singular point of equation (1) then its indicial equation is given
by r r  1  a0 r  b0  0 , where a and b are obtained from the expressions;

xP  x   a0  a1 x  a2 x 2  ... and x 2Q  x   b0  b1 x  b2 x 2  ... . Alternatively, they can be

obtained from the relations; a0  lim xP  x  and b0  lim x 2Q  x  . The roots of the
x 0 x 0

indicial equation are called the exponents (indices) of the singularity x0.
Examples
1. Determine whether x = 0 is a regular singular point of the differential equation;

solution
Here P(x) =-x and Q(x) = 2 are both polynomials; hence they are analytic everywhere.
Therefore, every value of x, in particular x = 0, is an ordinary point. so x = 0 is not a
regular singular point.
2. Determine whether x = 0 is a regular singular point of the differential equation;

Solution
Given the differential equation;

Dividing by 2x2 gives,

7 x  1 3
y  y  2 y  0
2x 2x
where

23
As neither function is analytic at x = 0 (both denominators are zero there), x = 0 is not
an ordinary point but, rather a singular point. Furthermore both

and are analytic everywhere. Hence, both

functions are analytic at x = 0, and as a result the point is a regular singular point.
3. Determine whether x = 0 is a regular singular point of the differential equation;

Solution
Given the differential equation;

Dividing by x3 gives
2 1
y  y  3 y  0
x x
Where

(1)

(2)
Neither of these functions is defined at x = 0, so this point is a singular point. But,

(3)

(4)
Equation (3) is analytic everywhere, but equation (4) is undefined at x = 0 and not
analytic there. Therefore, x = 0 is not a regular singular point for the given differential
equation.

4. Find the indicial roots or exponents of the differential equation

x 2 y  x 2  2 x y  2 y  0 .
Solution
Given the differential equation
 
x 2 y  x 2  2 x y  2 y  0 (1)
Rewrite equation (1) as

24
 2
y  x x22 x  y 
2
y0
x2
x2  2x 2
Where P  x   2
and Q  x   2 .
x x
The indicial equation is given by,
r r  1  a0 r  b0  0
(2)
Then
 x2  2x 
xP  x   x 2
  x  2 (3)
 x 
 2
x 2Q  x   x 2  2   2 . (4)
x 

From equations (3) and (4), a0  2 and b0  2 . Substituting a0  2 and b0  2 into

equation (2) gives
r r  1  2r  2  0

r 2  r  2r  2  0
r 2  3r  2  0

The roots are r1  1 and r2  2 .

Remark

we can find a0 and b0 using the relations below

 x2  2x 
a0  lim xP  x   lim x 2
  lim x  2  2
x 0 x 0
 x  x 0

 2
b0  lim x 2Q  x   lim x 2  2   lim 2  2
x 0 x 0
 x  x 0
5. Determine two linearly independent series solutions about the regular singular point
x = 0 for the 3 xy  y  y  0 . using the method of Frobenius
Solution
Given 3 xy  y  y  0 (1)
we try to find a solution of the form,
 
y  x r  cn x n   cn x n  r (2)
n 0 n 0

Finding the first and second derivatives of equation (2) gives,

25
 (3)

(4)
Substituting equations (2) - (4) into (1) yields;
  
3 x  n  r  1n  r cn x n  r  2   n  r cn x n  r 1   cn x n  r  0
n 0 n 0 n 0

  

 3n  r  1n  r c x
n 0
n
n  r 1
  n  r cn x n  r 1   cn x n  r  0
n 0 n 0

 

 3n  3r  2n  r cn x n r 1   cn x n r  0

n 0 n 0

  

x r  3n  3r  2 n  r cn x n 1   cn x n   0
 n 0 n 0 
Breaking up the first summation and simplifying gives
 
r 3r  2 c0 x 1   3n  3r  2 n  r cn x n 1   cn x n  0
n 1 n 0
Letting k = n - 1 (n = k + 1, when n = 1, k = 0) in the first summation and n = k in
the second summation gives
 
r 3r  2 c0 x 1   3k  1  3r  2 k  r  1ck 1 x k   ck x k  0
k 0 k 0
 
r 3r  2 c0 x 1   3k  3r  1k  r  1ck 1 x k   ck x k  0
k 0 k 0
 
r 3r  2 c0 x 1   3k  3r  1k  r  1ck 1 x k   ck x k  0
k 0 k 0

Simplifying yields

r 3r  2 c0 x 1   3k  3r  1k  r  1ck 1  ck x k  0
k 0

Equating the coefficient of each power of x to zero, we get,

r 3r  2 c0  0
(5)
From equation (5),
c0  0

r 3r  2   0

2
The roots are; r  r1  and r  r2  0 .
3

26
3k  3r  1k  r  1ck 1  ck  0, k  0,1,2,...

ck
ck 1  , k  0,1,2,...
3k  3r  1k  r  1 (5)

2
Substituting r1  into equation (5) gives,
3
ck
ck 1  , k  0,1,2,...
3k  5k  1 (6)
From equation (6), we get

(7)
Substituting r2  0 into equation (5) gives,
ck
ck 1  , k  0,1,2,...
3k  1k  1 (8)
From equation (8), we get

(9)

27
 2
Substituting r1  , r2  0 , equations (7) & (9) and dropping c0, gives the two series
3
solutions as

Exercise
1. Determine whether x = 0 is a regular singular point of the following differential
equations.
a)

b)

c)

d)

2. Find the indicial roots of the differential equation

3. Find two linearly independent series solutions near x = 0 of

4. Find two linearly independent series solutions near x = 0 of

28