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8

Power Series

Methods

8.1 Introduction and Review of Power Series

I

n Section 3.3 we saw that solving a homogeneous linear differential equation

with constant coefcients can be reduced to the algebraic problem of nding the

roots of its characteristic equation. There is no similar procedure for solving linear

differential equations with variable coefcients, at least not routinely and in nitely

many steps. With the exception of special types, such as the occasional equation that

can be solved by inspection, linear equations with variable coefcients generally

require the power series techniques of this chapter.

These techniques sufce for many of the nonelementary differential equations

that appear most frequently in applications. Perhaps the most important (because of

its applications in such areas as acoustics, heat ow, and electromagnetic radiation)

is Bessels equation of order n:

x

2

y

+ xy

+ (x

2

n

2

)y = 0.

Legendres equation of order n is important in many applications. It has the form

(1 x

2

)y

2xy

+ n(n + 1)y = 0.

In this section we introduce the power series method in its simplest form and,

along the way, state (without proof) several theorems that constitute a review of the

basic facts about power series. Recall rst that a power series in (powers of) x a

is an innite series of the form

n=0

c

n

(x a)

n

= c

0

+ c

1

(x a) + c

2

(x a)

2

+ + c

n

(x a)

n

+ . (1)

If a = 0, this is a power series in x:

n=0

c

n

x

n

= c

0

+ c

1

x + c

2

x

2

+ + c

n

x

n

+ . (2)

504

8.1 Introduction and Review of Power Series 505

We will conne our review mainly to power series in x, but every general property

of power series in x can be converted to a general property of power series in x a

by replacement of x with x a.

The power series in (2) converges on the interval I provided that the limit

n=0

c

n

x

n

= lim

N

N

n=0

c

n

x

n

(3)

exists for all x in I . In this case the sum

f (x) =

n=0

c

n

x

n

(4)

is dened on I , and we call the series

c

n

x

n

a power series representation of the

function f on I . The following power series representations of elementary functions

should be familiar to you from introductory calculus:

e

x

=

n=0

x

n

n!

= 1 + x +

x

2

2!

+

x

3

3!

+ ; (5)

cos x =

n=0

(1)

n

x

2n

(2n)!

= 1

x

2

2!

+

x

4

4!

; (6)

sin x =

n=0

(1)

n

x

2n+1

(2n + 1)!

= x

x

3

3!

+

x

5

5!

; (7)

cosh x =

n=0

x

2n

(2n)!

= 1 +

x

2

2!

+

x

4

4!

+ ; (8)

sinh x =

n=0

x

2n+1

(2n + 1)!

= x +

x

3

3!

+

x

5

5!

+ ; (9)

ln(1 + x) =

n=1

(1)

n+1

x

n

n

= x

x

2

2

+

x

3

3

; (10)

1

1 x

=

n=0

x

n

= 1 + x + x

2

+ x

3

+ ; (11)

and

(1 + x)

= 1 + x +

( 1)x

2

2!

+

( 1)( 2)x

3

3!

+ . (12)

In compact summation notation, we observe the usual conventions that 0! = 1 and

that x

0

= 1 for all x, including x = 0. The series in (5) through (9) converge to

the indicated functions for all x. In contrast, the series in (10) and (11) converge if

|x| < 1 but diverge if |x| > 1. (What if |x| = 1?) The series in (11) is the geometric

series. The series in (12), with an arbitrary real number, is the binomial series.

If is a nonnegative integer n, then the series in (12) terminates and the binomial

series reduces to a polynomial of degree n which converges for all x. Otherwise,

the series is actually innite and it converges if |x| < 1 and diverges if |x| > 1; its

behavior for |x| = 1 depends on the value of .

506 Chapter 8 Power Series Methods

Remark: Power series such as those listed in (5) through (12) are often

derived as Taylor series. The Taylor series with center x = a of the function f is

the power series

n=0

f

(n)

(a)

n!

(x a)

n

= f (a) + f

(a)(x a) +

f

(a)

2!

(x a)

2

+ (13)

in powers of x a, under the hypothesis that f is innitely differentiable at x = a

(so that the coefcients in Eq. (13) are all dened). If a = 0, then the series in (13)

is the Maclaurin series

n=0

f

(n)

(0)

n!

x

n

= f (0) + f

(0)x +

f

(0)

2!

x

2

+

f

(3)

(0)

3!

x

3

+ . (13

)

For example, suppose that f (x) = e

x

. Then f

(n)

(x) = e

x

, and hence f

(n)

(0) = 1

for all n 0. In this case Eq. (13

Power Series Operations

If the Taylor series of the function f converges to f (x) for all x in some open

interval containing a, then we say that the function f is analytic at x = a. For

example,

every polynomial function is analytic everywhere;

every rational function is analytic wherever its denominator is nonzero;

more generally, if the two functions f and g are both analytic at x = a, then

so are their sum f + g and their product f g, as is their quotient f /g if

g(a) = 0.

For instance, the function h(x) = tan x = (sin x)/(cos x) is analytic at x = 0

because cos 0 = 1 = 0 and the sine and cosine functions are analytic (by virtue

of their convergent power series representations in Eqs. (6) and (7)). It is rather

awkward to compute the Taylor series of the tangent function using Eq. (13) be-

cause of the way in which its successive derivatives grow in complexity (try it!).

Fortunately, power series may be manipulated algebraically in much the same way

as polynomials. For example, if

f (x) =

n=0

a

n

x

n

and g(x) =

n=0

b

n

x

n

, (14)

then

f (x) + g(x) =

n=0

(a

n

+ b

n

)x

n

(15)

and

f (x)g(x) =

n=0

c

n

x

n

= a

0

b

0

+ (a

0

b

1

+ a

1

b

0

)x + (a

0

b

2

+ a

1

b

1

+ a

2

b

0

)x

2

+ , (16)

8.1 Introduction and Review of Power Series 507

where c

n

= a

0

b

n

+a

1

b

n1

+ +a

n

b

0

. The series in (15) is the result of termwise

addition and the series in (16) is the result of formal multiplicationmultiplying

each term of the rst series by each term of the second and then collecting coef-

cients of like powers of x. (Thus the processes strongly resemble addition and

multiplication of ordinary polynomials.) The series in (15) and (16) converge to

f (x) + g(x) and f (x)g(x), respectively, on any open interval on which both the

series in (14) converge. For example,

sin x cos x =

_

x

1

6

x

3

+

1

120

x

5

__

1

1

2

x

2

+

1

24

x

4

_

= x +

_

1

6

1

2

_

x

3

+

_

1

24

+

1

12

+

1

120

_

x

5

+

= x

4

6

x

3

+

16

120

x

5

=

1

2

_

(2x)

(2x)

3

3!

+

(2x)

5

5!

_

=

1

2

sin 2x

for all x.

Similarly, the quotient of two power series can be computed by long division,

as illustrated by the computation shown in Fig. 8.1.1. This division of the Taylor

series for cos x into that for sin x yields the rst few terms of the series

tan x = x +

1

3

x

3

+

2

15

x

5

+

17

315

x

7

+ . (17)

Division of power series is more treacherous than multiplication; the series thus

obtained for f /g may fail to converge at some points where the series for f and g

both converge. For example, the sine and cosine series converge for all x, but the

tangent series in (17) converges only if |x| < /2.

The Power Series Method

The power series method for solving a differential equation consists of substituting

the power series

y =

n=0

c

n

x

n

(18)

in the differential equation and then attempting to determine what the coefcients

c

0

, c

1

, c

2

, . . . must be in order that the power series will satisfy the differential

equation. This is reminiscent of the method of undetermined coefcients, but now

we have innitely many coefcients somehow to determine. This method is not

always successful, but when it is we obtain an innite series representation of a

solution, in contrast to the closed form solutions that our previous methods have

yielded.

Before we can substitute the power series in (18) in a differential equation, we

must rst know what to substitute for the derivatives y

, y

orem (stated without proof) tells us that the derivative y

of y =

c

n

x

n

is obtained

by the simple procedure of writing the sum of the derivatives of the individual terms

in the series for y.

508 Chapter 8 Power Series Methods

x +

x

3

3

+

2x

5

15

+

17x

7

315

+

1

x

2

2

+

x

4

24

x

6

720

+

_

x

x

3

6

+

x

5

120

x

7

5040

+

x

x

3

2

+

x

5

24

x

7

720

+

x

3

3

x

5

30

+

x

7

840

+

x

3

3

x

5

6

+

x

7

72

2x

5

15

4x

7

315

+

2x

5

15

x

7

15

+

17x

7

315

+

.

.

.

FIGURE 8.1.1. Obtaining the series for tan x by division of series.

THEOREM 1 Termwise Differentiation of Power Series

If the power series representation

f (x) =

n=0

c

n

x

n

= c

0

+ c

1

x + c

2

x

2

+ c

3

x

3

+ (19)

of the function f converges on the open interval I , then f is differentiable on I ,

and

f

(x) =

n=1

nc

n

x

n1

= c

1

+ 2c

2

x + 3c

3

x

2

+ (20)

at each point of I .

For example, differentiation of the geometric series

1

1 x

=

n=0

x

n

= 1 + x + x

2

+ x

3

+ (11)

8.1 Introduction and Review of Power Series 509

gives

1

(1 x)

2

=

n=1

nx

n1

= 1 + 2x + 3x

2

+ 4x

3

+ .

The process of determining the coefcients in the series y =

c

n

x

n

so

that it will satisfy a given differential equation depends also on Theorem 2. This

theoremalso stated without prooftells us that if two power series represent the

same function, then they are the same series. In particular, the Taylor series in (13)

is the only power series (in powers of x a) that represents the function f .

THEOREM 2 Identity Principle

If

n=0

a

n

x

n

=

n=0

b

n

x

n

for every point x in some open interval I , then a

n

= b

n

for all n 0.

In particular, if

a

n

x

n

= 0 for all x in some open interval, it follows from

Theorem 2 that a

n

= 0 for all n 0.

Example 1 Solve the equation y

+ 2y = 0.

Solution We substitute the series

y =

n=0

c

n

x

n

and y

n=1

nc

n

x

n1

,

and obtain

n=1

nc

n

x

n1

+ 2

n=0

c

n

x

n

= 0. (21)

To compare coefcients here, we need the general term in each sum to be the term

containing x

n

. To accomplish this, we shift the index of summation in the rst sum.

To see how to do this, note that

n=1

nc

n

x

n1

= c

1

+ 2c

2

x + 3c

3

x

2

+ =

n=0

(n + 1)c

n+1

x

n

.

Thus we can replace n with n + 1 if, at the same time, we start counting one step

lower; that is, at n = 0 rather than at n = 1. This is a shift of +1 in the index of

summation. The result of making this shift in Eq. (21) is the identity

n=0

(n + 1)c

n+1

x

n

+ 2

n=0

c

n

x

n

= 0;

that is,

n=0

[(n + 1)c

n+1

+ 2c

n

]x

n

= 0.

510 Chapter 8 Power Series Methods

If this equation holds on some interval, then it follows from the identity principle

that (n + 1)c

n+1

+ 2c

n

= 0 for all n 0; consequently,

c

n+1

=

2c

n

n + 1

(22)

for all n 0. Equation (22) is a recurrence relation from which we can succes-

sively compute c

1

, c

2

, c

3

, . . . in terms of c

0

; the latter will turn out to be the arbitrary

constant that we expect to nd in a general solution of a rst-order differential equa-

tion.

With n = 0, Eq. (22) gives

c

1

=

2c

0

1

.

With n = 1, Eq. (22) gives

c

2

=

2c

1

2

= +

2

2

c

0

1 2

=

2

2

c

0

2!

.

With n = 2, Eq. (22) gives

c

3

=

2c

2

3

=

2

3

c

0

1 2 3

=

2

3

c

0

3!

.

By now it should be clear that after n such steps, we will have

c

n

= (1)

n

2

n

c

0

n!

, n 1.

(This is easy to prove by induction on n.) Consequently, our solution takes the form

y(x) =

n=0

c

n

x

n

=

n=0

(1)

n

2

n

c

0

n!

x

n

= c

0

n=0

(2x)

n

n!

= c

0

e

2x

.

In the nal step we have used the familiar exponential series in Eq. (5) to identify our

power series solution as the same solution y(x) = c

0

e

2x

we could have obtained

by the method of separation of variables.

Shift of Index of Summation

In the solution of Example 1 we wrote

n=1

nc

n

x

n1

=

n=0

(n + 1)c

n+1

x

n

(23)

by shifting the index of summation by +1 in the series on the left. That is, we

simultaneously increased the index of summation by 1 (replacing n with n + 1,

n n + 1) and decreased the starting point by 1, from n = 1 to n = 0, thereby

obtaining the series on the right. This procedure is valid because each innite series

in (23) is simply a compact notation for the single series

c

1

+ 2c

2

x + 3c

3

x

2

+ 4c

4

x

3

+ . (24)

8.1 Introduction and Review of Power Series 511

More generally, we can shift the index of summation by k in an innite series

by simultaneously increasing the summation index by k (n n+k) and decreasing

the starting point by k. For instance, a shift by +2 (n n + 2) yields

n=3

a

n

x

n1

=

n=1

a

n+2

x

n+1

.

If k is negative, we interpret a decrease by k as an increase by k = |k|. Thus a

shift by 2 (n n 2) in the index of summation yields

n=1

nc

n

x

n1

=

n=3

(n 2)c

n2

x

n3

;

we have decreased the index of summation by 2 but increased the starting point by

2, from n = 1 to n = 3. You should check that the summation on the right is merely

another representation of the series in (24).

We know that the power series obtained in Example 1 converges for all x

because it is an exponential series. More commonly, a power series solution is

not recognizable in terms of the familiar elementary functions. When we get an

unfamiliar power series solution, we need a way of nding where it converges.

After all, y =

c

n

x

n

is merely an assumed form of the solution. The procedure

illustrated in Example 1 for nding the coefcients {c

n

} is merely a formal process

and may or may not be valid. Its validityin applying Theorem 1 to compute

y

depends on the convergence of the initially unknown series y =

c

n

x

n

. Hence

this formal process is justied only if in the end we can show that the power series

we obtain converges on some open interval. If so, it then represents a solution of

the differential equation on that interval. The following theorem (which we state

without proof) may be used for this purpose.

THEOREM 3 Radius of Convergence

Given the power series

c

n

x

n

, suppose that the limit

= lim

n

c

n

c

n+1

(25)

exists ( is nite) or is innite (in this case we will write = ). Then

(a) If = 0, then the series diverges for all x = 0.

(b) If 0 < < , then

c

n

x

n

converges if |x| < and diverges if |x| > .

(c) If = , then the series converges for all x.

The number in (25) is called the radius of convergence of the power series

c

n

x

n

. For instance, for the power series obtained in Example 1, we have

= lim

n

(1)

n

2

n

c

0

/n!

(1)

n+1

2

n+1

c

0

/(n + 1)!

= lim

n

n + 1

2

= ,

and consequently the series we obtained in Example 1 converges for all x. Even

if the limit in (25) fails to exist, there always will be a number such that exactly

one of the three alternatives in Theorem 3 holds. This number may be difcult to

nd, but for the power series we will consider in this chapter, Eq. (25) will be quite

sufcient for computing the radius of convergence.

512 Chapter 8 Power Series Methods

Example 2 Solve the equation (x 3)y

+ 2y = 0.

Solution As before, we substitute

y =

n=0

c

n

x

n

and y

n=1

nc

n

x

n1

to obtain

(x 3)

n=1

nc

n

x

n1

+ 2

n=0

c

n

x

n

= 0,

so that

n=1

nc

n

x

n

3

n=1

nc

n

x

n1

+ 2

n=0

c

n

x

n

= 0.

In the rst sum we can replace n = 1 with n = 0 with no effect on the sum. In the

second sum we shift the index of summation by +1. This yields

n=0

nc

n

x

n

3

n=0

(n + 1)c

n+1

x

n

+ 2

n=0

c

n

x

n

= 0;

that is,

n=0

_

nc

n

3(n + 1)c

n+1

+ 2c

n

_

x

n

= 0.

The identity principle then gives

nc

n

3(n + 1)c

n+1

+ 2c

n

= 0,

from which we obtain the recurrence relation

c

n+1

=

n + 2

3(n + 1)

c

n

for n 0.

We apply this formula with n = 0, n = 1, and n = 2, in turn, and nd that

c

1

=

2

3

c

0

, c

2

=

3

3 2

c

1

=

3

3

2

c

0

, and c

3

=

4

3 3

c

2

=

4

3

3

c

0

.

This is almost enough to make the pattern evident; it is not difcult to show by

induction on n that

c

n

=

n + 1

3

n

c

0

if n 1.

Hence our proposed power series solution is

y(x) = c

0

n=0

n + 1

3

n

x

n

. (26)

Its radius of convergence is

= lim

n

c

n

c

n+1

= lim

n

3n + 3

n + 2

= 3.

8.1 Introduction and Review of Power Series 513

Thus the series in (26) converges if 3 < x < 3 and diverges if |x| > 3. In this

particular example we can explain why. An elementary solution (obtained by sepa-

ration of variables) of our differential equation is y = 1/(3x)

2

. If we differentiate

termwise the geometric series

1

3 x

=

1

3

1

x

3

=

1

3

n=0

x

n

3

n

,

we get a constant multiple of the series in (26). Thus this series (with the arbitrary

constant c

0

appropriately chosen) represents the solution

y(x) =

1

(3 x)

2

on the interval 3 < x < 3, and the singularity at x = 3 is the reason why the

radius of convergence of the power series solution turned out to be = 3.

Example 3 Solve the equation x

2

y

= y x 1.

Solution We make the usual substitutions y =

c

n

x

n

and y

=

nc

n

x

n1

, which yield

x

2

n=1

nc

n

x

n1

= 1 x +

n=0

c

n

x

n

so that

n=1

nc

n

x

n+1

= 1 x +

n=0

c

n

x

n

.

Because of the presence of the two terms 1 and x on the right-hand side, we need

to split off the rst two terms, c

0

+ c

1

x, of the series on the right for comparison. If

we also shift the index of summation on the left by 1 (replace n = 1 with n = 2

and n with n 1), we get

n=2

(n 1)c

n1

x

n

= 1 x + c

0

+ c

1

x +

n=2

c

n

x

n

.

Because the left-hand side contains neither a constant term nor a term containing

x to the rst power, the identity principle now yields c

0

= 1, c

1

= 1, and c

n

=

(n 1)c

n1

for n 2. It follows that

c

2

= 1 c

1

= 1!, c

3

= 2 c

2

= 2!, c

4

= 3 c

3

= 3!,

and, in general, that

c

n

= (n 1)! for n 2.

Thus we obtain the power series

y(x) = 1 + x +

n=2

(n 1)! x

n

.

514 Chapter 8 Power Series Methods

But the radius of convergence of this series is

= lim

n

(n 1)!

n!

= lim

n

1

n

= 0,

so the series converges only for x = 0. What does this mean? Simply that the

given differential equation does not have a (convergent) power series solution of the

assumed form y =

c

n

x

n

. This example serves as a warning that the simple act of

writing y =

c

n

x

n

involves an assumption that may be false.

Example 4 Solve the equation y

+ y = 0.

Solution If we assume a solution of the form

y =

n=0

c

n

x

n

,

we nd that

y

n=1

nc

n

x

n1

and y

n=2

n(n 1)c

n

x

n2

.

Substitution for y and y

n=2

n(n 1)c

n

x

n2

+

n=0

c

n

x

n

= 0.

We shift the index of summation in the rst sum by +2 (replace n = 2 with n = 0

and n with n + 2). This gives

n=0

(n + 2)(n + 1)c

n+2

x

n

+

n=0

c

n

x

n

= 0.

The identity (n + 2)(n + 1)c

n+2

+ c

n

= 0 now follows from the identity principle,

and thus we obtain the recurrence relation

c

n+2

=

c

n

(n + 1)(n + 2)

(27)

for n 0. It is evident that this formula will determine the coefcients c

n

with even

subscript in terms of c

0

and those of odd subscript in terms of c

1

; c

0

and c

1

are not

predetermined and thus will be the two arbitrary constants we expect to nd in a

general solution of a second-order equation.

When we apply the recurrence relation in (27) with n = 0, 2, and 4 in turn,

we get

c

2

=

c

0

2!

, c

4

=

c

0

4!

, and c

6

=

c

0

6!

.

Taking n = 1, 3, and 5 in turn, we nd that

c

3

=

c

1

3!

, c

5

=

c

1

5!

, and c

7

=

c

1

7!

.

8.1 Introduction and Review of Power Series 515

Again, the pattern is clear; we leave it for you to show (by induction) that for k 1,

c

2k

=

(1)

k

c

0

(2k)!

and c

2k+1

=

(1)

k

c

1

(2k + 1)!

.

Thus we get the power series solution

y(x) = c

0

_

1

x

2

2!

+

x

4

4!

x

6

6!

+

_

+ c

1

_

x

x

3

3!

+

x

5

5!

x

7

7!

+

_

;

that is, y(x) = c

0

cos x + c

1

sin x. Note that we have no problem with the radius of

convergence here; the Taylor series for the sine and cosine functions converge for

all x.

The solution of Example 4 can bear further comment. Suppose that we had

never heard of the sine and cosine functions, let alone their Taylor series. We would

then have discovered the two power series solutions

C(x) =

n=0

(1)

n

x

2n

(2n)!

= 1

x

2

2!

+

x

4

4!

(28)

and

S(x) =

n=0

(1)

n

x

2n+1

(2n + 1)!

= x

x

3

3!

+

x

5

5!

(29)

of the differential equation y

all x. For instance, the ratio test in Theorem 3 implies convergence for all z of the

series

(1)

n

z

n

/(2n)! obtained from (28) by writing z = x

2

. Hence it follows that

(28) itself converges for all x, as does (by a similar ploy) the series in (29).

It is clear that C(0) = 1 and S(0) = 0, and termwise differentiation of the two

series in (28) and (29) yields

C

Consequently, C

(0) = 0 and S

method (all the while knowing nothing about the sine and cosine functions), we

have discovered that y = C(x) is the unique solution of

y

+ y = 0

that satises the initial conditions y(0) = 1 and y

is the unique solution that satises the initial conditions y(0) = 0 and y

(0) = 1.

It follows that C(x) and S(x) are linearly independent, andrecognizing the im-

portance of the differential equation y

function and S the sine function. Indeed, all the usual properties of these two func-

tions can be established, using only their initial values (at x = 0) and the derivatives

in (30); there is no need to refer to triangles or even to angles. (Can you use the

series in (28) and (29) to show that [C(x)]

2

+ [S(x)]

2

= 1 for all x?) This demon-

strates that

The cosine and sine functions are fully determined by the differen-

tial equation y

independent solutions.

516 Chapter 8 Power Series Methods

Figures 8.1.2 and 8.1.3 show how the geometric character of the graphs of cos x and

sin x is revealed by the graphs of the Taylor polynomial approximations that we get

by truncating the innite series in (28) and (29).

This is by no means an uncommon situation. Many important special func-

tions of mathematics occur in the rst instance as power series solutions of differ-

ential equations and thus are in practice dened by means of these power series.

In the remaining sections of this chapter we will see numerous examples of such

functions.

x

y

n = 8

n = 6 n = 14 n = 22

n = 16 n = 24

2 3

2

1

1

2

y = cos x

FIGURE 8.1.2. Taylor polynomial approximations to

cos x.

n = 5 n = 13 n = 21

x

y

y = sin x

n = 7 n = 15 n = 23

2 3

2

1

1

2

FIGURE 8.1.3. Taylor polynomial approximations to

sin x.

8.1 Problems

In Problems 1 through 10, nd a power series solution of the

given differential equation. Determine the radius of conver-

gence of the resulting series, and use the series in Eqs. (5)

through (12) to identify the series solution in terms of famil-

iar elementary functions. (Of course, no one can prevent you

from checking your work by also solving the equations by the

methods of earlier chapters!)

1. y

= y 2. y

= 4y

3. 2y

+ 3y = 0 4. y

+ 2xy = 0

5. y

= x

2

y 6. (x 2)y

+ y = 0

7. (2x 1)y

+ 2y = 0 8. 2(x + 1)y

= y

9. (x 1)y

= 3y

In Problems 11 through 14, use the method of Example 4 to nd

two linearly independent power series solutions of the given

differential equation. Determine the radius of convergence of

each series, and identify the general solution in terms of famil-

iar elementary functions.

11. y

= y 12. y

= 4y

13. y

+ 9y = 0 14. y

+ y = x

Show (as in Example 3) that the power series method fails to

yield a power series solution of the form y =

c

n

x

n

for the

differential equations in Problems 15 through 18.

15. xy

+ y = 0 16. 2xy

= y

17. x

2

y

+ y = 0 18. x

3

y

= 2y

In Problems 19 through 22, rst derive a recurrence relation

giving c

n

for n 2 in terms of c

0

or c

1

(or both). Then ap-

ply the given initial conditions to nd the values of c

0

and c

1

.

Next determine c

n

(in terms of n, as in the text) and, nally,

identify the particular solution in terms of familiar elementary

functions.

19. y

+ 4y = 0; y(0) = 0, y

(0) = 3

20. y

4y = 0; y(0) = 2, y

(0) = 0

21. y

2y

+ y = 0; y(0) = 0, y

(0) = 1

22. y

+ y

2y = 0; y(0) = 1, y

(0) = 2

23. Show that the equation

x

2

y

+ x

2

y

+ y = 0

has no power series solution of the form y =

c

n

x

n

.

24. Establish the binomial series in (12) by means of the fol-

lowing steps. (a) Show that y = (1 + x)

satises the

initial value problem (1+x)y

that the power series method gives the binomial series in

(12) as the solution of the initial value problem in part (a),

and that this series converges if |x| < 1. (c) Explain why

the validity of the binomial series given in (12) follows

from parts (a) and (b).

25. For the initial value problem

y

= y

+ y, y(0) = 0, y(1) = 1

8.2 Series Solutions Near Ordinary Points 517

derive the power series solution

y(x) =

n=1

F

n

n!

x

n

where {F

n

}

n=0

is the sequence 0, 1, 1, 2, 3, 5, 8, 13,

. . . of Fibonacci numbers dened by F

0

= 0, F

1

= 1,

F

n

= F

n2

+ F

n1

for n > 1.

26. (a) Show that the solution of the initial value problem

y

= 1 + y

2

, y(0) = 0

is y(x) = tan x. (b) Because y(x) = tan x is an odd

function with y

y = x + c

3

x

3

+ c

5

x

5

+ c

7

x

7

+ .

Substitute this series in y

= 1+y

2

and equate like powers

of x to derive the following relations:

3c

3

= 1, 5c

5

= 2c

3

,

7c

7

= 2c

5

+ (c

3

)

2

, 9c

9

= 2c

7

+ 2c

3

c

5

,

11c

11

= 2c

9

+ 2c

3

c

7

+ (c

5

)

2

.

(c) Conclude that

tan x = x +

1

3

x

3

+

2

15

x

5

+

17

315

x

7

+

62

2835

x

9

+

1382

155925

x

11

+ .

(d) Would you prefer to use the Maclaurin series formula

in (13) to derive the tangent series in part (c)? Think about

it!

27. This section introduces the use of innite series to solve

differential equations. Conversely, differential equations

can sometimes be used to sum innite series. For exam-

ple, consider the innite series

1 +

1

1!

1

2!

+

1

3!

+

1

4!

1

5!

+ ;

note the + + + + pattern of signs superimposed

on the terms of the series for the number e. We could

evaluate this series if we could obtain a formula for the

function

f (x) = 1 + x

1

2!

x

2

+

1

3!

x

3

+

1

4!

x

4

1

5!

x

5

+ ,

because the sum of the numerical series in question is sim-

ply f (1). (a) Its possible to show that the power series

given here converges for all x and that termwise differen-

tiation is valid. Given these facts, show that f (x) satises

the initial value problem

y

(3)

= y; y(0) = y

(0) = 1, y

(0) = 1.

(b) Solve this initial value problem to show that

f (x) =

1

3

e

x

+

2

3

e

x/2

_

cos

3

2

x +

3 sin

3

2

x

_

.

For a suggestion, see Problem48 of Section 3.3. (c) Eval-

uate f (1) to nd the sum of the numerical series given

here.

8.2 Series Solutions Near Ordinary Points

The power series method introduced in Section 8.1 can be applied to linear equa-

tions of any order (as well as to certain nonlinear equations), but its most important

applications are to homogeneous second-order linear differential equations of the

form

A(x)y

+ B(x)y

+ C(x)y = 0, (1)

where the coefcients A, B, and C are analytic functions of x. Indeed, in most

applications these coefcient functions are simple polynomials.

We saw in Example 3 of Section 8.1 that the series method does not always

yield a series solution. To discover when it does succeed, we rewrite Eq. (1) in the

form

y

+ P(x)y

+ Q(x)y = 0 (2)

with leading coefcient 1, and with P = B/A and Q = C/A. Note that P(x) and

Q(x) will generally fail to be analytic at points where A(x) vanishes. For instance,

consider the equation

xy

+ y

+ xy = 0. (3)

518 Chapter 8 Power Series Methods

The coefcient functions in (3) are continuous everywhere. But in the form of (2) it

is the equation

y

+

1

x

y

+ y = 0 (4)

with P(x) = 1/x not analytic at x = 0.

The point x = a is called an ordinary point of Eq. (2)and of the equivalent

Eq. (1)provided that the functions P(x) and Q(x) are both analytic at x = a.

Otherwise, x = a is a singular point. Thus the only singular point of Eqs. (3) and

(4) is x = 0. Recall that a quotient of analytic functions is analytic wherever the

denominator is nonzero. It follows that, if A(a) = 0 in Eq. (1) with analytic coef-

cients, then x = a is an ordinary point. If A(x), B(x), and C(x) are polynomials

with no common factors, then x = a is an ordinary point if and only if A(a) = 0.

Example 1 The point x = 0 is an ordinary point of the equation

xy

+ (sin x)y

+ x

2

y = 0,

despite the fact that A(x) = x vanishes at x = 0. The reason is that

P(x) =

sin x

x

=

1

x

_

x

x

3

3!

+

x

5

5!

_

= 1

x

2

3!

+

x

4

5!

is nevertheless analytic at x = 0 because the division by x yields a convergent power

series.

Example 2 The point x = 0 is not an ordinary point of the equation

y

+ x

2

y

+ x

1/2

y = 0.

For while P(x) = x

2

is analytic at the origin, Q(x) = x

1/2

is not. The reason is

that Q(x) is not differentiable at x = 0 and hence is not analytic there. (Theorem 1

of Section 8.1 implies that an analytic function must be differentiable.)

Example 3 The point x = 0 is an ordinary point of the equation

(1 x

3

)y

+ (7x

2

+ 3x

5

)y

+ (5x 13x

4

)y = 0

because the coefcient functions A(x), B(x), and C(x) are polynomials with

A(0) = 0.

Theorem 2 of Section 3.1 implies that Eq. (2) has two linearly independent

solutions on any open interval where the coefcient functions P(x) and Q(x) are

continuous. The basic fact for our present purpose is that near an ordinary point a,

these solutions will be power series in powers of x a. A proof of the following

theorem can be found in Chapter 3 of Coddington, An Introduction to Ordinary

Differential Equations (Englewood Cliffs, N.J.: Prentice Hall, 1961).

8.2 Series Solutions Near Ordinary Points 519

THEOREM 1 Solutions Near an Ordinary Point

Suppose that a is an ordinary point of the equation

A(x)y

+ B(x)y

+ C(x)y = 0; (1)

that is, the functions P = B/A and Q = C/A are analytic at x = a. Then Eq. (1)

has two linearly independent solutions, each of the form

y(x) =

n=0

c

n

(x a)

n

. (5)

The radius of convergence of any such series solution is at least as large as the

distance from a to the nearest (real or complex) singular point of Eq. (1). The

coefcients in the series in (5) can be determined by its substitution in Eq. (1).

Example 4 Determine the radius of convergence guaranteed by Theorem 1 of a series solution

of

(x

2

+ 9)y

+ xy

+ x

2

y = 0 (6)

in powers of x. Repeat for a series in powers of x 4.

Solution This example illustrates the fact that we must take into account complex singular

points as well as real ones. Because

P(x) =

x

x

2

+ 9

and Q(x) =

x

2

x

2

+ 9

,

the only singular points of Eq. (6) are 3i . The distance (in the complex plane)

of each of these from 0 is 3, so a series solution of the form

c

n

x

n

has radius

of convergence at least 3. The distance of each singular point from 4 is 5, so a

series solution of the form

c

n

(x 4)

n

has radius of convergence at least 5 (see

Fig. 8.2.1).

3i

x

y

4

3i

5

FIGURE 8.2.1. Radius of convergence as distance to nearest singularity.

520 Chapter 8 Power Series Methods

Example 5 Find the general solution in powers of x of

(x

2

4)y

+ 3xy

+ y = 0. (7)

Then nd the particular solution with y(0) = 4, y

(0) = 1.

Solution The only singular points of Eq. (7) are 2, so the series we get will have radius

of convergence at least 2. (See Problem 35 for the exact radius of convergence.)

Substitution of

y =

n=0

c

n

x

n

, y

n=1

nc

n

x

n1

, and y

n=2

n(n 1)c

n

x

n2

n=2

n(n 1)c

n

x

n

4

n=2

n(n 1)c

n

x

n2

+ 3

n=1

nc

n

x

n

+

n=0

c

n

x

n

= 0.

We can begin the rst and third summations at n = 0 as well, because no nonzero

terms are thereby introduced. We shift the index of summation in the second sum

by +2, replacing n with n + 2 and using the initial value n = 0. This gives

n=0

n(n 1)c

n

x

n

4

n=0

(n + 2)(n + 1)c

n+2

x

n

+ 3

n=0

nc

n

x

n

+

n=0

c

n

x

n

= 0.

After collecting coefcients of c

n

and c

n+2

, we obtain

n=0

_

(n

2

+ 2n + 1)c

n

4(n + 2)(n + 1)c

n+2

_

x

n

= 0.

The identity principle yields

(n + 1)

2

c

n

4(n + 2)(n + 1)c

n+2

= 0,

which leads to the recurrence relation

c

n+2

=

(n + 1)c

n

4(n + 2)

(8)

for n 0. With n = 0, 2, and 4 in turn, we get

c

2

=

c

0

4 2

, c

4

=

3c

2

4 4

=

3c

0

4

2

2 4

, and c

6

=

5c

4

4 6

=

3 5c

0

4

3

2 4 6

.

Continuing in this fashion, we evidently would nd that

c

2n

=

1 3 5 (2n 1)

4

n

2 4 (2n)

c

0

.

With the common notation

(2n + 1)!! = 1 3 5 (2n + 1) =

(2n + 1)!

2

n

n!

8.2 Series Solutions Near Ordinary Points 521

and the observation that 2 4 6 (2n) = 2

n

n!, we nally obtain

c

2n

=

(2n 1)!!

2

3n

n!

c

0

. (9)

(We also used the fact that 4

n

2

n

= 2

3n

.)

With n = 1, 3, and 5 in Eq. (8), we get

c

3

=

2c

1

4 3

, c

5

=

4c

3

4 5

=

2 4c

1

4

2

3 5

, and c

7

=

6c

5

4 7

=

2 4 6c

1

4

3

3 5 7

.

It is apparent that the pattern is

c

2n+1

=

2 4 6 (2n)

4

n

1 3 5 (2n + 1)

c

1

=

n!

2

n

(2n + 1)!!

c

1

. (10)

The formula in (9) gives the coefcients of even subscript in terms of c

0

; the

formula in (10) gives the coefcients of odd subscript in terms of c

1

. After we

separately collect the terms of the series of even and odd degree, we get the general

solution

y(x) = c

0

_

1 +

n=1

(2n 1)!!

2

3n

n!

x

2n

_

+ c

1

_

x +

n=1

n!

2

n

(2n + 1)!!

x

2n+1

_

. (11)

Alternatively,

y(x) = c

0

_

1 +

1

8

x

2

+

3

128

x

4

+

5

1024

x

6

+

_

+ c

1

_

x +

1

6

x

3

+

1

30

x

5

+

1

140

x

7

+

_

. (11

)

Because y(0) = c

0

and y

(0) = c

1

, the given initial conditions imply that c

0

= 4

and c

1

= 1. Using these values in Eq. (11

solution satisfying y(0) = 4 and y

(0) = 1 are

y(x) = 4 + x +

1

2

x

2

+

1

6

x

3

+

3

32

x

4

+

1

30

x

5

+ . (12)

Remark: As in Example 5, substitution of y =

c

n

x

n

in a linear second-

order equation with x = 0 an ordinary point typically leads to a recurrence relation

that can be used to express each of the successive coefcients c

2

, c

3

, c

4

, . . . in

terms of the rst two, c

0

and c

1

. In this event two linearly independent solutions are

obtained as follows. Let y

0

(x) be the solution obtained with c

0

= 1 and c

1

= 0, and

let y

1

(x) be the solution obtained with c

0

= 0 and c

1

= 1. Then

y

0

(0) = 1, y

0

(0) = 0 and y

1

(0) = 0, y

1

(0) = 1,

so it is clear that y

0

and y

1

are linearly independent. In Example 5, y

0

(x) and y

1

(x)

are dened by the two series that appear on the right-hand side in Eq. (11), which

expresses the general solution in the form y = c

0

y

0

+ c

1

y

1

.

522 Chapter 8 Power Series Methods

Translated Series Solutions

If in Example 5 we had sought a particular solution with given initial values y(a)

and y

y(x) =

n=0

c

n

(x a)

n

; (13)

that is, in powers of x a rather than in powers of x. For only with a solution of

the form in (13) is it true that the initial conditions

y(a) = c

0

and y

(a) = c

1

determine the arbitrary constants c

0

and c

1

in terms of the initial values of y and y

.

Consequently, to solve an initial value problem, we need a series expansion of the

general solution centered at the point where the initial conditions are specied.

Example 6 Solve the initial value problem

(t

2

2t 3)

d

2

y

dt

2

+ 3(t 1)

dy

dt

+ y = 0; y(1) = 4, y

(1) = 1. (14)

Solution We need a general solution of the form

c

n

(t 1)

n

. But instead of substituting this

series in (14) to determine the coefcients, it simplies the computations if we rst

make the substitution x = t 1, so that we wind up looking for a series of the form

c

n

x

n

after all. To transform Eq. (14) into one with the new independent variable

x, we note that

t

2

2t 3 = (x + 1)

2

2(x + 1) 3 = x

2

4,

dy

dt

=

dy

dx

dx

dt

=

dy

dx

= y

,

and

d

2

y

dt

2

=

_

d

dx

_

dy

dx

__

dx

dt

=

d

dx

(y

) = y

,

where primes denote differentiation with respect to x. Hence we transform Eq. (14)

into

(x

2

4)y

+ 3xy

+ y = 0

with initial conditions y = 4 and y

the initial value problem we solved in Example 5, so the particular solution in (12)

is available. We substitute t 1 for x in Eq. (12) and thereby obtain the desired

particular solution

y(t ) = 4 + (t 1) +

1

2

(t 1)

2

+

1

6

(t 1)

3

+

3

32

(t 1)

4

+

1

30

(t 1)

5

+ .

8.2 Series Solutions Near Ordinary Points 523

This series converges if 1 < t < 3. (Why?) A series such as this can be used to

estimate numerical values of the solution. For instance,

y(0.8) = 4 + (0.2) +

1

2

(0.2)

2

+

1

6

(0.2)

3

+

3

32

(0.2)

4

+

1

30

(0.2)

5

+ ,

so that y(0.8) 3.8188.

The last computation in Example 6 illustrates the fact that series solutions of

differential equations are useful not only for establishing general properties of a

solution, but also for numerical computations when an expression of the solution in

terms of elementary functions is unavailable.

Types of Recurrence Relations

The formula in Eq. (8) is an example of a two-term recurrence relation; it expresses

each coefcient in the series in terms of one of the preceding coefcients. A many-

term recurrence relation expresses each coefcient in the series in terms of two or

more preceding coefcients. In the case of a many-term recurrence relation, it is

generally inconvenient or even impossible to nd a formula that gives the typical

coefcient c

n

in terms of n. The next example shows what we sometimes can do

with a three-term recurrence relation.

Example 7 Find two linearly independent solutions of

y

xy

x

2

y = 0. (15)

Solution We make the usual substitution of the power series y =

c

n

x

n

. This results in the

equation

n=2

n(n 1)c

n

x

n2

n=1

nc

n

x

n

n=0

c

n

x

n+2

= 0.

We can start the second sum at n = 0 without changing anything else. To make

each term include x

n

in its general term, we shift the index of summation in the rst

sum by +2 (replace n with n +2), and we shift it by 2 in the third sum (replace n

with n 2). These shifts yield

n=0

(n + 2)(n + 1)c

n+2

x

n

n=0

nc

n

x

n

n=2

c

n2

x

n

= 0.

The common range of these three summations is n 2, so we must separate the

terms corresponding to n = 0 and n = 1 in the rst two sums before collecting

coefcients of x

n

. This gives

2c

2

+ 6c

3

x c

1

x +

n=2

_

(n + 2)(n + 1)c

n+2

nc

n

c

n2

_

x

n

= 0.

The identity principle now implies that 2c

2

= 0, that c

3

=

1

6

c

1

, and the three-term

recurrence relation

c

n+2

=

nc

n

+ c

n2

(n + 2)(n + 1)

(16)

524 Chapter 8 Power Series Methods

for n 2. In particular,

c

4

=

2c

2

+ c

0

12

, c

5

=

3c

3

+ c

1

20

, c

6

=

4c

4

+ c

2

30

,

c

7

=

5c

5

+ c

3

42

, c

8

=

6c

6

+ c

4

56

.

(17)

Thus all values of c

n

for n 4 are given in terms of the arbitrary constants c

0

and

c

1

because c

2

= 0 and c

3

=

1

6

c

1

.

To get our rst solution y

1

of Eq. (15), we choose c

0

= 1 and c

1

= 0, so that

c

2

= c

3

= 0. Then the formulas in (17) yield

c

4

=

1

12

, c

5

= 0, c

6

=

1

90

, c

7

= 0, c

8

=

3

1120

;

thus

y

1

(x) = 1 +

1

12

x

4

+

1

90

x

6

+

3

1120

x

8

+ . (18)

Because c

1

= c

3

= 0, it is clear from Eq. (16) that this series contains only terms of

even degree.

To obtain a second linearly independent solution y

2

of Eq. (15), we take c

0

= 0

and c

1

= 1, so that c

2

= 0 and c

3

=

1

6

. Then the formulas in (17) yield

c

4

= 0, c

5

=

3

40

, c

6

= 0, c

7

=

13

1008

,

so that

y

2

(x) = x +

1

6

x

3

+

3

40

x

5

+

13

1008

x

7

+ . (19)

Because c

0

= c

2

= 0, it is clear from Eq. (16) that this series contains only terms

of odd degree. The solutions y

1

(x) and y

2

(x) are linearly independent because

y

1

(0) = 1 and y

1

(0) = 0, whereas y

2

(0) = 0 and y

2

(0) = 1. A general solution of

Eq. (15) is a linear combination of the power series in (18) and (19). Equation (15)

has no singular points, so the power series representing y

1

(x) and y

2

(x) converge

for all x.

The Legendre Equation

The Legendre equation of order is the second-order linear differential equation

(1 x

2

)y

2xy

+ ( + 1)y = 0, (20)

where the real number satises the inequality > 1. This differential equation

has extensive applications, ranging from numerical integration formulas (such as

Gaussian quadrature) to the problem of determining the steady-state temperature

within a solid spherical ball when the temperatures at points of its boundary are

known. The only singular points of the Legendre equation are at +1 and 1, so

it has two linearly independent solutions that can be expressed as power series in

8.2 Series Solutions Near Ordinary Points 525

powers of x with radius of convergence at least 1. The substitution y =

c

m

x

m

in

Eq. (20) leads (see Problem 31) to the recurrence relation

c

m+2

=

( m)( + m + 1)

(m + 1)(m + 2)

c

m

(21)

for m 0. We are using m as the index of summation because we have another role

for n to play.

In terms of the arbitrary constants c

0

and c

1

, Eq. (21) yields

c

2

=

( + 1)

2!

c

0

,

c

3

=

( 1)( + 2)

3!

c

1

,

c

4

=

( 2)( + 1)( + 3)

4!

c

0

,

c

5

=

( 1)( 3)( + 2)( + 4)

5!

c

1

.

We can show without much trouble that for m > 0,

c

2m

= (1)

m

( 2)( 4) ( 2m + 2)( + 1)( + 3) ( + 2m 1)

(2m)!

c

0

(22)

and

c

2m+1

= (1)

m

( 1)( 3) ( 2m + 1)( + 2)( + 4) ( + 2m)

(2m + 1)!

c

1

.

(23)

Alternatively,

c

2m

= (1)

m

a

2m

c

0

and c

2m+1

= (1)

m

a

2m+1

c

1

,

where a

2m

and a

2m+1

denote the fractions in Eqs. (22) and (23), respectively. With

this notation, we get two linearly independent power series solutions

y

1

(x) = c

0

m=0

(1)

m

a

2m

x

2m

and y

2

(x) = c

1

m=0

(1)

m

a

2m+1

x

2m+1

(24)

of Legendres equation of order .

Now suppose that = n, a nonnegative integer. If = n is even, we see

from Eq. (22) that a

2m

= 0 when 2m > n. In this case, y

1

(x) is a polynomial of

degree n and y

2

is a (nonterminating) innite series. If = n is an odd positive

integer, we see from Eq. (23) that a

2m+1

= 0 when 2m + 1 > n. In this case,

y

2

(x) is a polynomial of degree n and y

1

is a (nonterminating) innite series. Thus

in either case, one of the two solutions in (24) is a polynomial and the other is a

nonterminating series.

526 Chapter 8 Power Series Methods

With an appropriate choice (made separately for each n) of the arbitrary con-

stants c

0

(n even) or c

1

(n odd), the nth-degree polynomial solution of Legendres

equation of order n,

(1 x

2

)y

2xy

is denoted by P

n

(x) and is called the Legendre polynomial of degree n. It is cus-

tomary (for a reason indicated in Problem 32) to choose the arbitrary constant so

that the coefcient of x

n

in P

n

(x) is (2n)!/

_

2

n

(n!)

2

_

. It then turns out that

P

n

(x) =

N

k=0

(1)

k

(2n 2k)!

2

n

k! (n k)! (n 2k)!

x

n2k

, (26)

where N = [[n/2]], the integral part of n/2. The rst six Legendre polynomials are

P

0

(x) 1, P

1

(x) = x,

P

2

(x) =

1

2

(3x

2

1), P

3

(x) =

1

2

(5x

3

3x),

P

4

(x) =

1

8

(35x

4

30x

2

+ 3), P

5

(x) =

1

8

(63x

5

70x

3

+ 15x),

and their graphs are shown in Fig. 8.2.2.

1 1

x

1

1

y

P

1

P

3

P

4

P

2

P

5

FIGURE 8.2.2. Graphs y = P

n

(x) of the Legendre polynomials for

n = 1, 2, 3, 4, and 5. The graphs are distinguished by the fact that all n

zeros of P

n

(x) lie in the interval 1 < x < 1.

8.2 Problems

Find general solutions in powers of x of the differential equa-

tions in Problems 1 through 15. State the recurrence relation

and the guaranteed radius of convergence in each case.

1. (x

2

1)y

+ 4xy

+ 2y = 0

2. (x

2

+ 2)y

+ 4xy

+ 2y = 0

3. y

+ xy

+ y = 0

4. (x

2

+ 1)y

+ 6xy

+ 4y = 0

5. (x

2

3)y

+ 2xy

= 0

6. (x

2

1)y

6xy

+ 12y = 0

7. (x

2

+ 3)y

7xy

+ 16y = 0

8. (2 x

2

)y

xy

+ 16y = 0

9. (x

2

1)y

+ 8xy

+ 12y = 0

10. 3y

+ xy

4y = 0

11. 5y

2xy

+ 10y = 0

12. y

x

2

y

3xy = 0

13. y

+ x

2

y

+ 2xy = 0

14. y

15. y

+ x

2

y = 0

8.2 Series Solutions Near Ordinary Points 527

Use power series to solve the initial value problems in Prob-

lems 16 and 17.

16. (1 + x

2

)y

+ 2xy

2y = 0; y(0) = 0, y

(0) = 1

17. y

+ xy

2y = 0; y(0) = 1, y

(0) = 0

Solve the initial value problems in Problems 18 through 22.

First make a substitution of the form t = x a, then nd a

solution

c

n

t

n

of the transformed differential equation. State

the interval of values of x for which Theorem 1 of this section

guarantees convergence.

18. y

+ (x 1)y

+ y = 0; y(1) = 2, y

(1) = 0

19. (2x x

2

)y

6(x 1)y

4y = 0; y(1) = 0, y

(1) = 1

20. (x

2

6x + 10)y

4(x 3)y

+ 6y = 0; y(3) = 2,

y

(3) = 0

21. (4x

2

+ 16x + 17)y

= 8y; y(2) = 1, y

(2) = 0

22. (x

2

+6x)y

+(3x+9)y

3y = 0; y(3) = 0, y

(3) = 2

In Problems 23 through 26, nd a three-term recurrence re-

lation for solutions of the form y =

c

n

x

n

. Then nd the

rst three nonzero terms in each of two linearly independent

solutions.

23. y

+ (1 + x)y = 0

24. (x

2

1)y

+ 2xy

+ 2xy = 0

25. y

+ x

2

y

+ x

2

y = 0

26. (1 + x

3

)y

+ x

4

y = 0

27. Solve the initial value problem

y

+ xy

+ (2x

2

+ 1)y = 0; y(0) = 1, y

(0) = 1.

Determine sufciently many terms to compute y(1/2) ac-

curate to four decimal places.

In Problems 28 through 30, nd the rst three nonzero terms

in each of two linearly independent solutions of the form

y =

c

n

x

n

. Substitute known Taylor series for the analytic

functions and retain enough terms to compute the necessary

coefcients.

28. y

+ e

x

y = 0

29. (cos x)y

+ y = 0

30. xy

+ (sin x)y

+ xy = 0

31. Derive the recurrence relation in (21) for the Legendre

equation.

32. Follow the steps outlined in this problem to establish Ro-

driguess formula

P

n

(x) =

1

n! 2

n

d

n

dx

n

(x

2

1)

n

for the nth-degree Legendre polynomial. (a) Show that

v = (x

2

1)

n

satises the differential equation

(1 x

2

)v

+ 2nxv = 0.

Differentiate each side of this equation to obtain

(1 x

2

)v

+ 2(n 1)xv

+ 2nv = 0.

(b) Differentiate each side of the last equation n times in

succession to obtain

(1 x

2

)v

(n+2)

2xv

(n+1)

+ n(n + 1)v

(n)

= 0.

Thus u = v

(n)

= D

n

(x

2

1)

n

satises Legendres equa-

tion of order n. (c) Show that the coefcient of x

n

in u is (2n)!/n!; then state why this proves Rodrigues

formula. (Note that the coefcient of x

n

in P

n

(x) is

(2n)!/

_

2

n

(n!)

2

_

.)

33. The Hermite equation of order is

y

2xy

+ 2y = 0.

(a) Derive the two power series solutions

y

1

= 1 +

m=1

(1)

m

2

m

( 2) ( 2m + 2)

(2m)!

x

2m

and

y

2

= x

+

m=1

(1)

m

2

m

( 1)( 3) ( 2m + 1)

(2m + 1)!

x

2m+1

.

Show that y

1

is a polynomial if is an even integer,

whereas y

2

is a polynomial if is an odd integer. (b) The

Hermite polynomial of degree n is denoted by H

n

(x). It

is the nth-degree polynomial solution of Hermites equa-

tion, multiplied by a suitable constant so that the coef-

cient of x

n

is 2

n

. Show that the rst six Hermite polyno-

mials are

H

0

(x) 1, H

1

(x) = 2x,

H

2

(x) = 4x

2

2, H

3

(x) = 8x

3

12x,

H

4

(x) = 16x

4

48x

2

+ 12,

H

5

(x) = 32x

5

160x

3

+ 120x.

A general formula for the Hermite polynomials is

H

n

(x) = (1)

n

e

x

2 d

n

dx

n

_

e

x

2

_

.

Verify that this formula does in fact give an nth-degree

polynomial. It is interesting to use a computer alge-

bra system to investigate the conjecture that (for each

n) the zeros of the Hermite polynomials H

n

and H

n+1

are interlacedthat is, the n zeros of H

n

lie in the n

bounded open intervals whose endpoints are successive

pairs of zeros of H

n+1

.

34. The discussion following Example 4 in Section 8.1 sug-

gests that the differential equation y

+ y = 0 could be

used to introduce and dene the familiar sine and cosine

functions. In a similar fashion, the Airy equation

y

= xy

528 Chapter 8 Power Series Methods

serves to introduce two new special functions that appear

in applications ranging from radio waves to molecular vi-

brations. Derive the rst three or four terms of two dif-

ferent power series solutions of the Airy equation. Then

verify that your results agree with the formulas

y

1

(x) = 1 +

k=1

1 4 (3k 2)

(3k)!

x

3k

and

y

2

(x) = x +

k=1

2 5 (3k 1)

(3k + 1)!

x

3k+1

for the solutions that satisfy the initial conditions y

1

(0) =

1, y

1

(0) = 0 and y

2

(0) = 0, y

2

(0) = 1, respectively. The

special combinations

Ai(x) =

y

1

(x)

3

2/3

(

2

3

)

y

2

(x)

3

1/3

(

1

3

)

and

Bi(x) =

y

1

(x)

3

1/6

(

2

3

)

+

y

2

(x)

3

1/6

(

1

3

)

dene the standard Airy functions that appear in math-

ematical tables and computer algebra systems. Their

graphs shown in Fig. 8.2.3 exhibit trigonometric-like os-

cillatory behavior for x < 0, whereas Ai(x) decreases

exponentially and Bi(x) increases exponentially as

x +. It is interesting to use a computer algebra

system to investigate how many terms must be retained in

the y

1

- and y

2

-series above to produce a gure that is visu-

ally indistinguishable from Fig. 8.2.3 (which is based on

high-precision approximations to the Airy functions).

x

0.5

1

y

10 5

Bi(x)

Ai(x)

FIGURE 8.2.3. The Airy function graphs

y = Ai(x) and y = Bi(x).

35. (a) To determine the radius of convergence of the series

solution in Example 5, write the series of terms of even

degree in Eq. (11) in the form

y

0

(x) = 1 +

n=1

c

2n

x

2n

= 1 +

n=1

a

n

z

n

where a

n

= c

2n

and z = x

2

. Then apply the recurrence

relation in Eq. (8) and Theorem 3 in Section 8.1 to show

that the radius of convergence of the series in z is 4. Hence

the radius of convergence of the series in x is 2. How does

this corroborate Theorem 1 in this section? (b) Write the

series of terms of odd degree in Eq. (11) in the form

y

1

(x) = x

_

1 +

n=1

c

2n+1

x

2n

_

= x

_

1 +

n=1

b

n

z

n

_

to show similarly that its radius of convergence (as a

power series in x) is also 2.

8.2 Application Automatic Computation of Series Coefficients

Repeated application of a recurrence relation to grind out successive coefcients

isespecially in the case of a recurrence relation with three or more termsa te-

dious aspect of the innite series method. Here we illustrate the use of a computer

algebra system for this task. In Example 7 we saw that the coefcients in the series

solution y =

c

n

x

n

of the differential equation y

xy

x

2

y = 0 are given in

terms of the two arbitrary coefcients c

0

and c

1

by

c

2

= 0, c

3

=

c

1

6

, and c

n+2

=

nc

n

+ c

n2

(n + 2)(n + 1)

for n 2. (1)

It would appear to be a routine matter to implement such a recurrence relation,

but a twist results from the fact that a typical computer system array is indexed by

the subscripts 1, 2, 3, . . . , rather than by the subscripts 0, 1, 2, . . . that match the

exponents in the successive terms of a power series that begins with a constant term.

8.2 Series Solutions Near Ordinary Points 529

For this reason we rst rewrite our proposed power series solution in the form

y =

n=0

c

n

x

n

=

n=1

b

n

x

n1

(2)

where b

n

= c

n1

for each n 1. Then the rst two conditions in (1) imply that

b

3

= 0 and b

4

=

1

6

b

2

; also, the recurrence relation (with n replaced with n 1)

yields the new recurrence relation

b

n+2

= c

n+1

=

(n 1)c

n1

+ c

n3

(n + 1)n

=

(n 1)b

n

+ b

n2

n(n + 1)

. (3)

Now we are ready to begin. Suppose that we want to calculate the terms

through the 10th degree in (2) with the initial conditions b

1

= b

2

= 1. Then either

the Maple commands

k := 11: # k terms

b := array(1..k):

b[1] := 1: # arbitrary

b[2] := 1: # arbitrary

b[3] := 0:

b[4] := b[2]/6:

for n from 3 by 1 to k - 2 do

b[n+2] := ((n-1)b[n] + b[n-2])/(n(n+1));

od;

or the Mathematica commands

k = 11; ( k terms )

b = Table[0, {n,1,k}];

b[[1]] = 1; ( arbitrary )

b[[2]] = 1; ( arbitrary )

b[[3]] = 0;

b[[4]] = b[[2]]/6;

For[n=3, n<=k-2,

b[[n+2]]=((n-1)b[[n]] + b[[n-2]])/(n(n+1)); n=n+1];

quickly yield the coefcients {b

n

} corresponding to the solution

y(x) =

1 + x +

x

3

6

+

x

4

12

+

3x

5

40

+

x

6

90

+

13x

7

1008

+

3x

8

1120

+

119x

9

51840

+

41x

10

113400

+ . (4)

You might note that the even- and odd-degree terms here agree with those shown in

Eqs. (18) and (19), respectively, of Example 7.

The MATLAB commands

k = 11; % k terms

b = 0(1:k);

b(1) = 1; % arbitrary

b(2) = 1; % arbitrary

b(3) = 0;

b(4) = b(2)/6;

530 Chapter 8 Power Series Methods

for n = 3:k-2

b(n+2) = ((n-1)b(n) + b(n-2))/(n(n+1));

end

format rat, b

give the same results, except that the coefcient b

10

of x

9

is shown as 73/31801

rather than the correct value 119/51840 shown in Eq. (4). It happens that

73

31801

0.0022955253 while

119

51840

0.0022955247,

so the two rational fractions agree when rounded to 9 decimal places. The explana-

tion is that (unlike Mathematica and Maple) MATLAB works internally with deci-

mal rather than exact arithmetic. But at the end its format rat algorithm converts

a correct 14-place approximation for b

10

into an incorrect rational fraction thats

close but no cigar.

You can substitute b

1

= 1, b

2

= 0 and b

1

= 0, b

2

= 1 separately (instead of

b

1

= b

2

= 1) in the commands shown here to derive partial sums of the two linearly

independent solutions displayed in Eqs. (18) and (19) of Example 7. This technique

can be applied to any of the examples and problems in this section.

8.3 Regular Singular Points

We now investigate the solution of the homogeneous second-order linear equation

A(x)y

+ B(x)y

+ C(x)y = 0 (1)

near a singular point. Recall that if the functions A, B, and C are polynomials

having no common factors, then the singular points of Eq. (1) are simply those

points where A(x) = 0. For instance, x = 0 is the only singular point of the Bessel

equation of order n,

x

2

y

+ xy

+ (x

2

n

2

)y = 0,

whereas the Legendre equation of order n,

(1 x

2

)y

2xy

+ n(n + 1)y = 0,

has the two singular points x = 1 and x = 1. It turns out that some of the features

of the solutions of such equations of the most importance for applications are largely

determined by their behavior near their singular points.

We will restrict our attention to the case in which x = 0 is a singular point

of Eq. (1). A differential equation having x = a as a singular point is easily trans-

formed by the substitution t = x a into one having a corresponding singular point

at 0. For example, let us substitute t = x 1 into the Legendre equation of order n.

Because

y

=

dy

dx

=

dy

dt

dt

dx

=

dy

dt

,

y

=

d

2

y

dx

2

=

_

d

dt

_

dy

dx

__

dt

dx

=

d

2

y

dt

2

,

and 1 x

2

= 1 (t + 1)

2

= 2t t

2

, we get the equation

t (t + 2)

d

2

y

dt

2

2(t + 1)

dy

dt

+ n(n + 1)y = 0.

This new equation has the singular point t = 0 corresponding to x = 1 in the

original equation; it has also the singular point t = 2 corresponding to x = 1.

8.3 Regular Singular Points 531

Types of Singular Points

A differential equation having a singular point at 0 ordinarily will not have power

series solutions of the form y(x) =

c

n

x

n

, so the straightforward method of Sec-

tion 8.2 fails in this case. To investigate the form that a solution of such an equation

might take, we assume that Eq. (1) has analytic coefcient functions and rewrite it

in the standard form

y

+ P(x)y

+ Q(x)y = 0, (2)

where P = B/A and Q = C/A. Recall that x = 0 is an ordinary point (as opposed

to a singular point) of Eq. (2) if the functions P(x) and Q(x) are analytic at x =

0; that is, if P(x) and Q(x) have convergent power series expansions in powers

of x on some open interval containing x = 0. Now it can be proved that each

of the functions P(x) and Q(x) either is analytic or approaches as x 0.

Consequently, x = 0 is a singular point of Eq. (2) provided that either P(x) or

Q(x) (or both) approaches as x 0. For instance, if we rewrite the Bessel

equation of order n in the form

y

+

1

x

y

+

_

1

n

2

x

2

_

y = 0,

we see that P(x) = 1/x and Q(x) = 1 (n/x)

2

both approach innity as x 0.

We will see presently that the power series method can be generalized to apply

near the singular point x = 0 of Eq. (2), provided that P(x) approaches innity no

more rapidly than 1/x, and Q(x) no more rapidly than 1/x

2

, as x 0. This is a

way of saying that P(x) and Q(x) have only weak singularities at x = 0. To state

this more precisely, we rewrite Eq. (2) in the form

y

+

p(x)

x

y

+

q(x)

x

2

y = 0, (3)

where

p(x) = x P(x) and q(x) = x

2

Q(x). (4)

DEFINITION Regular Singular Point

The singular point x = 0 of Eq. (3) is a regular singular point if the functions

p(x) and q(x) are both analytic at x = 0. Otherwise it is an irregular singular

point.

In particular, the singular point x = 0 is a regular singular point if p(x) and

q(x) are both polynomials. For instance, we see that x = 0 is a regular singular

point of Bessels equation of order n by writing that equation in the form

y

+

1

x

y

+

x

2

n

2

x

2

y = 0,

noting that p(x) 1 and q(x) = x

2

n

2

are both polynomials in x.

By contrast, consider the equation

2x

3

y

+ (1 + x)y

+ 3xy = 0,

532 Chapter 8 Power Series Methods

which has the singular point x = 0. If we write this equation in the form of (3), we

get

y

+

(1 + x)/(2x

2

)

x

y

+

3

2

x

2

y = 0.

Because

p(x) =

1 + x

2x

2

=

1

2x

2

+

1

2x

as x 0 (although q(x)

3

2

is a polynomial), we see that x = 0 is an irregular

singular point. We will not discuss the solution of differential equations near irreg-

ular singular points; this is a considerably more advanced topic than the solution of

differential equations near regular singular points.

Example 1 Consider the differential equation

x

2

(1 + x)y

+ x(4 x

2

)y

+ (2 + 3x)y = 0.

In the standard form y

+ Py

+ Qy = 0 it is

y

+

4 x

2

x(1 + x)

y

+

2 + 3x

x

2

(1 + x)

y = 0.

Because

P(x) =

4 x

2

x(1 + x)

and Q(x) =

2 + 3x

x

2

(1 + x)

both approach as x 0, we see that x = 0 is a singular point. To determine the

nature of this singular point we write the differential equation in the form of Eq. (3):

y

+

(4 x

2

)/(1 + x)

x

y

+

(2 + 3x)/(1 + x)

x

2

y = 0.

Thus

p(x) =

4 x

2

1 + x

and q(x) =

2 + 3x

1 + x

.

Because a quotient of polynomials is analytic wherever the denominator is nonzero,

we see that p(x) and q(x) are both analytic at x = 0. Hence x = 0 is a regular

singular point of the given differential equation.

It may happen that when we begin with a differential equation in the general

form in Eq. (1) and rewrite it in the form in (3), the functions p(x) and q(x) as given

in (4) are indeterminate forms at x = 0. In this case the situation is determined by

the limits

p

0

= p(0) = lim

x0

p(x) = lim

x0

x P(x) (5)

and

q

0

= q(0) = lim

x0

q(x) = lim

x0

x

2

Q(x). (6)

If p

0

= 0 = q

0

, then x = 0 may be an ordinary point of the differential equation

x

2

y

+ xp(x)y

8.3 Regular Singular Points 533

If both the limits in (5) and (6) exist and are nite, then x = 0 is a regular

singular point.

If either limit fails to exist or is innite, then x = 0 is an irregular singular

point.

Remark: The most common case in applications, for the differential equa-

tion written in the form

y

+

p(x)

x

y

+

q(x)

x

2

y = 0, (3)

is that the functions p(x) and q(x) are polynomials. In this case p

0

= p(0) and

q

0

= q(0) are simply the constant terms of these polynomials, so there is no need

to evaluate the limits in Eqs. (5) and (6).

Example 2 To investigate the nature of the point x = 0 for the differential equation

x

4

y

+ (x

2

sin x)y

+ (1 cos x)y = 0,

we rst write it in the form in (3):

y

+

(sin x)/x

x

y

+

(1 cos x)/x

2

x

2

y = 0.

Then lH opitals rule gives the values

p

0

= lim

x0

sin x

x

= lim

x0

cos x

1

= 1

and

q

0

= lim

x0

1 cos x

x

2

= lim

x0

sin x

2x

=

1

2

for the limits in (5) and (6). Since they are not both zero, we see that x = 0 is not

an ordinary point. But both limits are nite, so the singular point x = 0 is regular.

Alternatively, we could write

p(x) =

sin x

x

=

1

x

_

x

x

3

3!

+

x

5

5!

_

= 1

x

2

3!

+

x

4

5!

and

q(x) =

1 cos x

x

2

=

1

x

2

_

1

_

1

x

2

2!

+

x

4

4!

x

6

6!

+

__

=

1

2!

x

2

4!

+

x

4

6!

.

These (convergent) power series show explicitly that p(x) and q(x) are analytic and

moreover that p

0

= p(0) = 1 and q

0

= q(0) =

1

2

, thereby verifying directly that

x = 0 is a regular singular point.

534 Chapter 8 Power Series Methods

The Method of Frobenius

We now approach the task of actually nding solutions of a second-order linear dif-

ferential equation near the regular singular point x = 0. The simplest such equation

is the constant-coefcient equidimensional equation

x

2

y

+ p

0

xy

+ q

0

y = 0 (7)

to which Eq. (3) reduces when p(x) p

0

and q(x) q

0

are constants. In this case

we can verify by direct substitution that the simple power function y(x) = x

r

is a

solution of Eq. (7) if and only if r is a root of the quadratic equation

r(r 1) + p

0

r + q

0

= 0. (8)

In the general case, in which p(x) and q(x) are power series rather than con-

stants, it is a reasonable conjecture that our differential equation might have a solu-

tion of the form

y(x) = x

r

n=0

c

n

x

n

=

n=0

c

n

x

n+r

= c

0

x

r

+ c

1

x

r+1

+ c

2

x

r+2

+ (9)

the product of x

r

and a power series. This turns out to be a very fruitful con-

jecture; according to Theorem 1 (soon to be stated formally), every equation of the

form in (1) having x = 0 as a regular singular point does, indeed, have at least one

such solution. This fact is the basis for the method of Frobenius, named for the

German mathematician Georg Frobenius (18481917), who discovered the method

in the 1870s.

An innite series of the form in (9) is called a Frobenius series. Note that

a Frobenius series is generally not a power series. For instance, with r =

1

2

the

series in (9) takes the form

y = c

0

x

1/2

+ c

1

x

1/2

+ c

2

x

3/2

+ c

3

x

5/2

+ ;

it is not a series in integral powers of x.

To investigate the possible existence of Frobenius series solutions, we begin

with the equation

x

2

y

+ xp(x)y

+ q(x)y = 0 (10)

obtained by multiplying the equation in (3) by x

2

. If x = 0 is a regular singular

point, then p(x) and q(x) are analytic at x = 0, so

p(x) = p

0

+ p

1

x + p

2

x

2

+ p

3

x

3

+ ,

q(x) = q

0

+ q

1

x + q

2

x

2

+ q

3

x

3

+ .

(11)

Suppose that Eq. (10) has the Frobenius series solution

y =

n=0

c

n

x

n+r

. (12)

8.3 Regular Singular Points 535

We may (and always do) assume that c

0

= 0 because the series must have a rst

nonzero term. Termwise differentiation in Eq. (12) leads to

y

n=0

c

n

(n +r)x

n+r1

(13)

and

y

n=0

c

n

(n +r)(n +r 1)x

n+r2

. (14)

Substitution of the series in Eqs. (11) through (14) in Eq. (10) now yields

_

r(r 1)c

0

x

r

+ (r + 1)rc

1

x

r+1

+

_

+

_

p

0

x + p

1

x

2

+

_

_

rc

0

x

r1

+ (r + 1)c

1

x

r

+

_

+

_

q

0

+ q

1

x +

_

_

c

0

x

r

+ c

1

x

r+1

+

_

= 0. (15)

Upon multiplying initial terms of the two products on the left-hand side here and

then collecting coefcients of x

r

, we see that the lowest-degree term in Eq. (15) is

c

0

[r(r 1)+p

0

r +q

0

]x

r

. If Eq. (15) is to be satised identically, then the coefcient

of this term (as well as those of the higher-degree terms) must vanish. But we are

assuming that c

0

= 0, so it follows that r must satisfy the quadratic equation

r(r 1) + p

0

r + q

0

= 0 (16)

of precisely the same formas that obtained with the equidimensional equation in (7).

Equation (16) is called the indicial equation of the differential equation in (10), and

its two roots (possibly equal) are the exponents of the differential equation (at the

regular singular point x = 0).

Our derivation of Eq. (16) shows that if the Frobenius series y = x

r

c

n

x

n

is

to be a solution of the differential equation in (10), then the exponent r must be one

of the roots r

1

and r

2

of the indicial equation in (16). If r

1

= r

2

, it follows that there

are two possible Frobenius series solutions, whereas if r

1

= r

2

there is only one

possible Frobenius series solution; the second solution cannot be a Frobenius series.

The exponents r

1

and r

2

in the possible Frobenius series solutions are determined

(using the indicial equation) by the values p

0

= p(0) and q

0

= q(0) that we have

discussed. In practice, particularly when the coefcients in the differential equation

in the original form in (1) are polynomials, the simplest way of nding p

0

and q

0

is

often to write the equation in the form

y

+

p

0

+ p

1

x + p

2

x

2

+

x

y

+

q

0

+ q

1

x + q

2

x

2

+

x

2

y = 0. (17)

Then inspection of the series that appear in the two numerators reveals the constants

p

0

and q

0

.

Example 3 Find the exponents in the possible Frobenius series solutions of the equation

2x

2

(1 + x)y

+ 3x(1 + x)

3

y

(1 x

2

)y = 0.

536 Chapter 8 Power Series Methods

Solution We divide each term by 2x

2

(1 + x) to recast the differential equation in the form

y

+

3

2

(1 + 2x + x

2

)

x

y

+

1

2

(1 x)

x

2

y = 0,

and thus see that p

0

=

3

2

and q

0

=

1

2

. Hence the indicial equation is

r(r 1) +

3

2

r

1

2

= r

2

+

1

2

r

1

2

= (r + 1)(r

1

2

) = 0,

with roots r

1

=

1

2

and r

2

= 1. The two possible Frobenius series solutions are

then of the forms

y

1

(x) = x

1/2

n=0

a

n

x

n

and y

2

(x) = x

1

n=0

b

n

x

n

.

Frobenius Series Solutions

Once the exponents r

1

and r

2

are known, the coefcients in a Frobenius series so-

lution are determined by substitution of the series in Eqs. (12) through (14) in the

differential equation, essentially the same method as was used to determine coef-

cients in power series solutions in Section 8.2. If the exponents r

1

and r

2

are

complex conjugates, then there always exist two linearly independent Frobenius se-

ries solutions. We will restrict our attention here to the case in which r

1

and r

2

are

both real. We also will seek solutions only for x > 0. Once such a solution has

been found, we need only replace x

r

1

with |x|

r

1

to obtain a solution for x < 0.

The following theorem is proved in Chapter 4 of Coddingtons An Introduction to

Ordinary Differential Equations.

THEOREM 1 Frobenius Series Solutions

Suppose that x = 0 is a regular singular point of the equation

x

2

y

+ xp(x)y

+ q(x)y = 0. (10)

Let > 0 denote the minimum of the radii of convergence of the power series

p(x) =

n=0

p

n

x

n

and q(x) =

n=0

q

n

x

n

.

Let r

1

and r

2

be the (real) roots, with r

1

r

2

, of the indicial equation r(r 1) +

p

0

r + q

0

= 0. Then

(a) For x > 0, there exists a solution of Eq. (10) of the form

y

1

(x) = x

r

1

n=0

a

n

x

n

(a

0

= 0) (18)

corresponding to the larger root r

1

.

8.3 Regular Singular Points 537

(b) If r

1

r

2

is neither zero nor a positive integer, then there exists a second

linearly independent solution for x > 0 of the form

y

2

(x) = x

r

2

n=0

b

n

x

n

(b

0

= 0) (19)

corresponding to the smaller root r

2

.

The radii of convergence of the power series in Eqs. (18) and (19) are each at

least . The coefcients in these series can be determined by substituting the

series in the differential equation

x

2

y

+ xp(x)y

+ q(x)y = 0.

We have already seen that if r

1

= r

2

, then there can exist only one Frobenius

series solution. It turns out that, if r

1

r

2

is a positive integer, there may or may

not exist a second Frobenius series solution of the form in Eq. (19) corresponding to

the smaller root r

2

. These exceptional cases are discussed in Section 8.4. Examples

4 through 6 illustrate the process of determining the coefcients in those Frobenius

series solutions that are guaranteed by Theorem 1.

Example 4 Find the Frobenius series solutions of

2x

2

y

+ 3xy

(x

2

+ 1)y = 0. (20)

Solution First we divide each term by 2x

2

to put the equation in the form in (17):

y

+

3

2

x

y

+

1

2

1

2

x

2

x

2

y = 0. (21)

We now see that x = 0 is a regular singular point, and that p

0

=

3

2

and q

0

=

1

2

.

Because p(x)

3

2

and q(x) =

1

2

1

2

x

2

are polynomials, the Frobenius series we

obtain will converge for all x > 0. The indicial equation is

r(r 1) +

3

2

r

1

2

=

_

r

1

2

_

(r + 1) = 0,

so the exponents are r

1

=

1

2

and r

2

= 1. They do not differ by an integer, so

Theorem 1 guarantees the existence of two linearly independent Frobenius series

solutions. Rather than separately substituting

y

1

= x

1/2

n=0

a

n

x

n

and y

2

= x

1

n=0

b

n

x

n

in Eq. (20), it is more efcient to begin by substituting y = x

r

c

n

x

n

. We will

then get a recurrence relation that depends on r. With the value r

1

=

1

2

it becomes

a recurrence relation for the series for y

1

, whereas with r

2

= 1 it becomes a

recurrence relation for the series for y

2

.

When we substitute

y =

n=0

c

n

x

n+r

, y

n=0

(n +r)c

n

x

n+r1

,

538 Chapter 8 Power Series Methods

and

y

n=0

(n +r)(n +r 1)c

n

x

n+r2

in Eq. (20)the original differential equation, rather than Eq. (21)we get

2

n=0

(n +r)(n +r 1)c

n

x

n+r

+ 3

n=0

(n +r)c

n

x

n+r

n=0

c

n

x

n+r+2

n=0

c

n

x

n+r

= 0. (22)

At this stage there are several ways to proceed. A good standard practice is to shift

indices so that each exponent will be the same as the smallest one present. In this

example, we shift the index of summation in the third sum by 2 to reduce its

exponent from n +r + 2 to n +r. This gives

2

n=0

(n +r)(n +r 1)c

n

x

n+r

+ 3

n=0

(n +r)c

n

x

n+r

n=2

c

n2

x

n+r

n=0

c

n

x

n+r

= 0. (23)

The common range of summation is n 2, so we must treat n = 0 and n = 1

separately. Following our standard practice, the terms corresponding to n = 0 will

always give the indicial equation

[2r(r 1) + 3r 1]c

0

= 2

_

r

2

+

1

2

r

1

2

_

c

0

= 0.

The terms corresponding to n = 1 yield

[2(r + 1)r + 3(r + 1) 1]c

1

= (2r

2

+ 5r + 2)c

1

= 0.

Because the coefcient 2r

2

+ 5r + 2 of c

1

is nonzero whether r =

1

2

or r = 1, it

follows that

c

1

= 0 (24)

in either case.

The coefcient of x

n+r

in Eq. (23) is

2(n +r)(n +r 1)c

n

+ 3(n +r)c

n

c

n2

c

n

= 0.

We solve for c

n

and simplify to obtain the recurrence relation

c

n

=

c

n2

2(n +r)

2

+ (n +r) 1

for n 2. (25)

8.3 Regular Singular Points 539

CASE 1: r

1

=

1

2

. We now write a

n

in place of c

n

and substitute r =

1

2

in Eq. (25).

This gives the recurrence relation

a

n

=

a

n2

2n

2

+ 3n

for n 2. (26)

With this formula we can determine the coefcients in the rst Frobenius solution

y

1

. In view of Eq. (24) we see that a

n

= 0 whenever n is odd. With n = 2, 4, and 6

in Eq. (26), we get

a

2

=

a

0

14

, a

4

=

a

2

44

=

a

0

616

, and a

6

=

a

4

90

=

a

0

55,440

.

Hence the rst Frobenius solution is

y

1

(x) = a

0

x

1/2

_

1 +

x

2

14

+

x

4

616

+

x

6

55,440

+

_

.

CASE 2: r

2

= 1. We now write b

n

in place of c

n

and substitute r = 1 in

Eq. (25). This gives the recurrence relation

b

n

=

b

n2

2b

2

3n

for n 2. (27)

Again, Eq. (24) implies that b

n

= 0 for n odd. With n = 2, 4, and 6 in (27), we get

b

2

=

b

0

2

, b

4

=

b

2

20

=

b

0

40

, and b

6

=

b

4

54

=

b

0

2160

.

Hence the second Frobenius solution is

y

2

(x) = b

0

x

1

_

1 +

x

2

2

+

x

4

40

+

x

6

2160

+

_

.

Example 5 Find a Frobenius solution of Bessels equation of order zero,

x

2

y

+ xy

+ x

2

y = 0. (28)

Solution In the form of (17), Eq. (28) becomes

y

+

1

x

y

+

x

2

x

2

y = 0.

Hence x = 0 is a regular singular point with p(x) 1 and q(x) = x

2

, so our series

will converge for all x > 0. Because p

0

= 1 and q

0

= 0, the indicial equation is

r(r 1) +r = r

2

= 0.

Thus we obtain only the single exponent r = 0, and so there is only one Frobenius

series solution

y(x) = x

0

n=0

c

n

x

n

of Eq. (28); it is in fact a power series.

540 Chapter 8 Power Series Methods

Thus we substitute y =

c

n

x

n

in (28); the result is

n=0

n(n 1)c

n

x

n

+

n=0

nc

n

x

n

+

n=0

c

n

x

n+2

= 0.

We combine the rst two sums and shift the index of summation in the third by 2

to obtain

n=0

n

2

c

n

x

n

+

n=2

c

n2

x

n

= 0.

The term corresponding to x

0

gives 0 = 0: no information. The term corresponding

to x

1

gives c

1

= 0, and the term for x

n

yields the recurrence relation

c

n

=

c

n2

n

2

for n 2. (29)

Because c

1

= 0, we see that c

n

= 0 whenever n is odd. Substituting n = 2, 4, and

6 in Eq. (29), we get

c

2

=

c

0

2

2

, c

4

=

c

2

4

2

=

c

0

2

2

4

2

, and c

6

=

c

4

6

2

=

c

0

2

2

4

2

6

2

.

Evidently, the pattern is

c

2n

=

(1)

n

c

0

2

2

4

2

(2n)

2

=

(1)

n

c

0

2

2n

(n!)

2

.

The choice c

0

= 1 gives us one of the most important special functions in math-

ematics, the Bessel function of order zero of the rst kind, denoted by J

0

(x).

Thus

J

0

(x) =

n=0

(1)

n

x

2n

2

2n

(n!)

2

= 1

x

2

4

+

x

4

64

x

6

2304

+ . (30)

In this example we have not been able to nd a second linearly independent solution

of Bessels equation of order zero. We will derive that solution in Section 8.4; it will

not be a Frobenius series.

When r

1

r

2

Is an Integer

Recall that, if r

1

r

2

is a positive integer, then Theorem 1 guarantees only the

existence of the Frobenius series solution corresponding to the larger exponent r

1

.

Example 6 illustrates the fortunate case in which the series method nevertheless

yields a second Frobenius series solution. The case in which the second solution is

not a Frobenius series will be discussed in Section 8.4.

Example 6 Find the Frobenius series solutions of

xy

+ 2y

+ xy = 0. (31)

8.3 Regular Singular Points 541

Solution In standard form the equation becomes

y

+

2

x

y

+

x

2

x

2

y = 0,

so we see that x = 0 is a regular singular point with p

0

= 2 and q

0

= 0. The

indicial equation

r(r 1) + 2r = r(r + 1) = 0

has roots r

1

= 0 and r

2

= 1, which differ by an integer. In this case when r

1

r

2

is an integer, it is better to depart from the standard procedure of Example 4 and

begin our work with the smaller exponent. As you will see, the recurrence relation

will then tell us whether or not a second Frobenius series solution exists. If it does

exist, our computations will simultaneously yield both Frobenius series solutions.

If the second solution does not exist, we begin anew with the larger exponent r = r

1

to obtain the one Frobenius series solution guaranteed by Theorem 1.

Hence we begin by substituting

y = x

1

n=0

c

n

x

n

=

n=0

c

n

x

n1

in Eq. (31). This gives

n=0

(n 1)(n 2)c

n

x

n2

+ 2

n=0

(n 1)c

n

x

n2

+

n=0

c

n

x

n

= 0.

We combine the rst two sums and shift the index by 2 in the third to obtain

n=0

n(n 1)c

n

x

n2

+

n=2

c

n2

x

n2

= 0. (32)

The cases n = 0 and n = 1 reduce to

0 c

0

= 0 and 0 c

1

= 0.

Hence we have two arbitrary constants c

0

and c

1

and therefore can expect to nd a

general solution incorporating two linearly independent Frobenius series solutions.

If, for n = 1, we had obtained an equation such as 0 c

1

= 3, which can be satised

for no choice of c

1

, this would have told us that no second Frobenius series solution

could exist.

Now knowing that all is well, from (32) we read the recurrence relation

c

n

=

c

n2

n(n 1)

for n 2. (33)

The rst few values of n give

c

2

=

1

2 1

c

0

, c

3

=

1

3 2

c

1

,

c

4

=

1

4 3

c

2

=

c

0

4!

, c

5

=

1

5 4

c

3

=

c

1

5!

,

c

6

=

1

6 5

c

4

=

c

0

6!

, c

7

=

1

7 6

c

6

=

c

1

7!

;

542 Chapter 8 Power Series Methods

evidently the pattern is

c

2n

=

(1)

n

c

0

(2n)!

, c

2n+1

=

(1)

n

c

1

(2n + 1)!

y(x) = x

1

n=0

c

n

x

n

=

c

0

x

_

1

x

2

2!

+

x

4

4!

_

+

c

1

x

_

x

x

3

3!

+

x

5

5!

_

=

c

0

x

n=0

(1)

n

x

2n

(2n)!

+

c

1

x

n=0

(1)

n

x

2n+1

(2n + 1)!

.

Thus

y(x) =

1

x

(c

0

cos x + c

1

sin x).

We have thus found a general solution expressed as a linear combination of the two

Frobenius series solutions

y

1

(x) =

cos x

x

and y

2

(x) =

sin x

x

. (34)

As indicated in Fig. 8.3.1, one of these Frobenius series solutions is bounded but the

other is unbounded near the regular singular point x = 0a common occurrence in

the case of exponents differing by an integer.

2 4

x

1

y

y

1

y

2

FIGURE 8.3.1. The solutions

y

1

(x) =

cos x

x

and y

2

(x) =

sin x

x

in Example 6.

Summary

When confronted with a linear second-order differential equation

A(x)y

+ B(x)y

+ C(x)y = 0

with analytic coefcient functions, in order to investigate the possible existence of

series solutions we rst write the equation in the standard form

y

+ P(x)y

+ Q(x)y = 0.

If P(x) and Q(x) are both analytic at x = 0, then x = 0 is an ordinary point, and

the equation has two linearly independent power series solutions.

Otherwise, x = 0 is a singular point, and we next write the differential equa-

tion in the form

y

+

p(x)

x

y

+

q(x)

x

2

y = 0.

If p(x) and q(x) are both analytic at x = 0, then x = 0 is a regular singular point.

In this case we nd the two exponents r

1

and r

2

(assumed real, and with r

1

r

2

) by

solving the indicial equation

r(r 1) + p

0

r + q

0

= 0,

where p

0

= p(0) and q

0

= q(0). There always exists a Frobenius series solution

y = x

r

1

a

n

x

n

associated with the larger exponent r

1

, and if r

1

r

2

is not an

integer, the existence of a second Frobenius series solution y

2

= x

r

2

b

n

x

n

is also

guaranteed.

8.3 Regular Singular Points 543

8.3 Problems

In Problems 1 through 8, determine whether x = 0 is an ordi-

nary point, a regular singular point, or an irregular singular

point. If it is a regular singular point, nd the exponents of the

differential equation at x = 0.

1. xy

+ (x x

3

)y

+ (sin x)y = 0

2. xy

+ x

2

y

+ (e

x

1)y = 0

3. x

2

y

+ (cos x)y

+ xy = 0

4. 3x

3

y

+ 2x

2

y

+ (1 x

2

)y = 0

5. x(1 + x)y

+ 2y

+ 3xy = 0

6. x

2

(1 x

2

)y

+ 2xy

2y = 0

7. x

2

y

+ (6 sin x)y

+ 6y = 0

8. (6x

2

+ 2x

3

)y

+ 21xy

+ 9(x

2

1)y = 0

If x = a = 0 is a singular point of a second-order linear dif-

ferential equation, then the substitution t = x a transforms

it into a differential equation having t = 0 as a singular point.

We then attribute to the original equation at x = a the be-

havior of the new equation at t = 0. Classify (as regular or

irregular) the singular points of the differential equations in

Problems 9 through 16.

9. (1 x)y

+ xy

+ x

2

y = 0

10. (1 x)

2

y

+ (2x 2)y

+ y = 0

11. (1 x

2

)y

2xy

+ 12y = 0

12. (x 2)

3

y

+ 3(x 2)

2

y

+ x

3

y = 0

13. (x

2

4)y

+ (x 2)y

+ (x + 2)y = 0

14. (x

2

9)

2

y

+ (x

2

+ 9)y

+ (x

2

+ 4)y = 0

15. (x 2)

2

y

(x

2

4)y

+ (x + 2)y = 0

16. x

3

(1 x)y

+ (3x + 2)y

+ xy = 0

Find two linearly independent Frobenius series solutions (for

x > 0) of each of the differential equations in Problems 17

through 26.

17. 4xy

+ 2y

+ y = 0

18. 2xy

+ 3y

y = 0

19. 2xy

y = 0

20. 3xy

+ 2y

+ 2y = 0

21. 2x

2

y

+ xy

(1 + 2x

2

)y = 0

22. 2x

2

y

+ xy

(3 2x

2

)y = 0

23. 6x

2

y

+ 7xy

(x

2

+ 2)y = 0

24. 3x

2

y

+ 2xy

+ x

2

y = 0

25. 2xy

+ (1 + x)y

+ y = 0

26. 2xy

+ (1 2x

2

)y

4xy = 0

Use the method of Example 6 to nd two linearly independent

Frobenius series solutions of the differential equations in Prob-

lems 27 through 31. Then construct a graph showing their

graphs for x > 0.

27. xy

+ 2y

+ 9xy = 0

28. xy

+ 2y

4xy = 0

29. 4xy

+ 8y

+ xy = 0

30. xy

+ 4x

3

y = 0

31. 4x

2

y

4xy

+ (3 4x

2

)y = 0

In Problems 32 through 34, nd the rst three nonzero terms

of each of two linearly independent Frobenius series solutions.

32. 2x

2

y

+ x(x + 1)y

(2x + 1)y = 0

33. (2x

2

+ 5x

3

)y

+ (3x x

2

)y

(1 + x)y = 0

34. 2x

2

y

+ (sin x)y

(cos x)y = 0

35. Note that x = 0 is an irregular point of the equation

x

2

y

+ (3x 1)y

+ y = 0.

(a) Show that y = x

r

c

n

x

n

can satisfy this equation

only if r = 0. (b) Substitute y =

c

n

x

n

to derive

the formal solution y =

n!x

n

. What is the radius of

convergence of this series?

36. (a) Suppose that A and B are nonzero constants. Show

that the equation x

2

y

+ Ay

solution of the form y = x

r

c

n

x

n

. (b) Repeat part (a)

with the equation x

3

y

+ Axy

+ By = 0. (c) Show

that the equation x

3

y

+ Ax

2

y

+ By = 0 has no Frobe-

nius series solution. (Suggestion: In each case substitute

y = x

r

c

n

x

n

in the given equation to determine the pos-

sible values of r.)

37. (a) Use the method of Frobenius to derive the solution

y

1

= x of the equation x

3

y

xy

+ y = 0. (b) Verify

by substitution the second solution y

2

= xe

1/x

. Does y

2

have a Frobenius series representation?

38. Apply the method of Frobenius to Bessels equation of

order

1

2

,

x

2

y

+ xy

+

_

x

2

1

4

_

y = 0,

to derive its general solution for x > 0,

y(x) = c

0

cos x

x

+ c

1

sin x

x

.

Figure 8.3.2 shows the graphs of the two indicated solu-

tions.

2 4

x

1

y

y

1

y

2

FIGURE 8.3.2. The solutions

y

1

(x) =

cos x

x

and y

2

(x) =

sin x

x

in

Problem 38.

544 Chapter 8 Power Series Methods

39. (a) Show that Bessels equation of order 1,

x

2

y

+ xy

+ (x

2

1)y = 0,

has exponents r

1

= 1 and r

2

= 1 at x = 0, and that the

Frobenius series corresponding to r

1

= 1 is

J

1

(x) =

x

2

n=0

(1)

n

x

2n

n! (n + 1)! 2

2n

.

(b) Show that there is no Frobenius solution correspond-

ing to the smaller exponent r

2

= 1; that is, show that it

is impossible to determine the coefcients in

y

2

(x) = x

1

n=0

c

n

x

n

.

40. Consider the equation x

2

y

+ xy

+ (1 x)y = 0. (a)

Show that its exponents are i , so it has complex-valued

Frobenius series solutions

y

+

= x

i

n=0

p

n

x

n

and y

= x

i

n=0

q

n

x

n

with p

0

= q

0

= 1. (b) Show that the recursion formula

is

c

n

=

c

n1

n

2

+ 2rn

.

Apply this formula with r = i to obtain p

n

= c

n

, then with

r = i to obtain q

n

= c

n

. Conclude that p

n

and q

n

are

complex conjugates: p

n

= a

n

+ i b

n

and q

n

= a

n

i b

n

,

where the numbers {a

n

} and {b

n

} are real. (c) Deduce

from part (b) that the differential equation given in this

problem has real-valued solutions of the form

y

1

(x) = A(x) cos(ln x) B(x) sin(ln x),

y

2

(x) = A(x) sin(ln x) + B(x) cos(ln x),

where A(x) =

a

n

x

n

and B(x) =

b

n

x

n

.

41. Consider the differential equation

x(x 1)(x +1)

2

y

2(x 1)y = 0

that appeared in an advertisement for a symbolic algebra

program in the March 1984 issue of the American Math-

ematical Monthly. (a) Show that x = 0 is a regular

singular point with exponents r

1

= 1 and r

2

= 0. (b) It

follows from Theorem 1 that this differential equation has

a power series solution of the form

y

1

(x) = x + c

2

x

2

+ c

3

x

3

+ .

Substitute this series (with c

1

= 1) in the differential equa-

tion to show that c

2

= 2, c

3

= 3, and

c

n+2

=

(n

2

n)c

n1

+ (n

2

5n 2)c

n

(n

2

+ 7n + 4)c

n+1

(n + 1)(n + 2)

for n 2. (c) Use the recurrence relation in part (b)

to prove by induction that c

n

= (1)

n+1

n for n 1 (!).

Hence deduce (using the geometric series) that

y

1

(x) =

x

(1 + x)

2

for 0 < x < 1.

42. This problem is a brief introduction to Gausss hypergeo-

metric equation

x(1 x)y

+ [ ( + + 1)x]y

y = 0, (35)

where , , and are constants. This famous equation has

wide-ranging applications in mathematics and physics.

(a) Show that x = 0 is a regular singular point of Eq. (35),

with exponents 0 and 1 . (b) If is not zero or a neg-

ative integer, it follows (why?) that Eq. (35) has a power

series solution

y(x) = x

0

n=0

c

n

x

n

=

n=0

c

n

x

n

with c

0

= 0. Show that the recurrence relation for this

series is

c

n+1

=

( + n)( + n)

( + n)(1 + n)

c

n

for n 0. (c) Conclude that with c

0

= 1 the series in

part (b) is

y(x) = 1 +

n=0

n

n!

n

x

n

(36)

where

n

= ( + 1)( + 2) ( + n 1) for n 1,

and

n

and

n

are dened similarly. (d) The series in (36)

is known as the hypergeometric series and is commonly

denoted by F(, , , x). Show that

(i) F(1, 1, 1, x) =

1

1 x

(the geometric series);

(ii) x F(1, 1, 2, x) = ln(1 + x);

(iii) x F

_

1

2

, 1,

3

2

, x

2

_

= tan

1

x;

(iv) F(k, 1, 1, x) = (1 +x)

k

(the binomial series).

8.3 Application Automating the Frobenius Series Method

Here we illustrate the use of a computer algebra system such as Maple to apply

the method of Frobenius. More complete versions of this applicationillustrating

the use of Maple, Mathematica, and MATLABcan be found in the applications

8.3 Regular Singular Points 545

manual that accompanies this text. We consider the differential equation

2x

2

y

+ 3xy

(x

2

+ 1)y = 0 (1)

of Example 4 in this section, where we found the two indicial roots r

1

=

1

2

and

r

2

= 1.

Beginning with the indicial root r

1

=

1

2

, we rst write the initial seven terms

of a proposed Frobenius series solution:

a := array(0..6):

y := x^(1/2)sum( a[n]x^(n), n = 0..6);

y :=

x

_

a

0

+ a

1

x + a

2

x

2

+ a

3

x

3

+ a

4

x

4

+ a

5

x

5

+ a

6

x

6

_

Then we substitute this series (actually, partial sum) into the left-hand side of Eq. (1).

deq1 := 2x^2diff(y,x$2) + 3xdiff(y,x) - (x^2 + 1)y:

Evidently x

3/2

will factor out upon simplication, so we multiply by x

3/2

and then

collect coefcients of like powers of x.

deq2 := collect( x^(-3/2)simplify(deq1), x);

deq2 := x

7

a

6

x

6

a

5

+ (90a

6

a

4

)x

5

+ (a

3

+ 65a

5

)x

4

+ (a

2

+ 44a

4

)x

3

+ (a

1

+ 27a

3

)x

2

+ (14a

2

a

0

)x + 5a

1

We see here the equations that the successive coefcients must satisfy. We can

select them automatically by dening an array, then lling the elements of this array

by equating to zero (in turn) each of the coefcients in the series.

eqs := array(0..5):

for n from 0 to 5 do

eqs[n] := coeff(deq1,x,n) = 0: od:

coeffEqs := convert(eqs, set);

coeffEqs :=

_

5a

1

= 0, a

2

+ 44a

4

= 0, a

3

+ 65a

5

= 0,

90a

6

a

4

= 0, 14a

2

a

0

= 0, a

1

+ 27a

3

= 0

_

We now have a collection of six linear equations relating the seven coefcients

(a

0

through a

6

). Hence we can proceed to solve for the successive coefcients in

terms of a

0

.

succCoeffs := convert([seq(a[n], n=1..6)], set);

ourCoeffs := solve(coeffEqs, succCoeffs);

ourCoeffs :=

_

a

1

= 0, a

6

=

1

55440

a

0

, a

4

=

1

616

a

0

,

a

2

=

1

14

a

0

, a

5

= 0, a

3

= 0

_

Thus we get the rst particular solution

y

1

(x) = a

0

x

1/2

_

1 +

x

2

14

+

x

4

616

+

x

6

55440

+

_

found in Example 4. You can now repeat this process, beginning with the indicial

root r

2

= 1, to derive similarly the second particular solution.

546 Chapter 8 Power Series Methods

In the following problems, use this method to derive Frobenius series solutions

that can be checked against the given known general solutions.

1. xy

+ 4x

3

y = 0, y(x) = A cos x

2

+ B sin x

2

2. xy

2y

+ 9x

5

y = 0, y(x) = A cos x

3

+ B sin x

3

3. 4xy

2y

+ y = 0, y(x) = A cos

x + B sin

x

4. xy

+ 2y

+ xy = 0, y(x) =

1

x

(A cos x + B sin x)

5. 4xy

+ 6y

+ y = 0, y(x) =

1

x

_

A cos

x + B sin

x

_

6. x

2

y

+ xy

+ (4x

4

1)y = 0, y(x) =

1

x

(A cos x

2

+ B sin x

2

)

7. xy

+ 3y

+ 4x

3

y = 0, y(x) =

1

x

2

(A cos x

2

+ B sin x

2

)

8. x

2

y

+ x

2

y

2y = 0, y(x) =

1

x

[A(2 x) + B(2 + x)e

x

]

Problems 9 through 11 involve the arctangent series

tan

1

x = x

x

3

3

+

x

5

5

x

7

7

+ .

9. (x + x

3

)y

+ (2 + 4x

2

)y

+ 2xy = 0, y(x) =

1

x

(A + B tan

1

x)

10. (2x + 2x

2

)y

+ (3 + 5x)y

+ y = 0, y(x) =

1

x

_

A + B tan

1

x

_

11. (x + x

5

)y

+ (3 + 7x

4

)y

+ 8x

3

y = 0, y(x) =

1

x

2

(A + B tan

1

x

2

)

8.4 Method of Frobenius: The Exceptional Cases

We continue our discussion of the equation

y

+

p(x)

x

y

+

q(x)

x

2

y = 0 (1)

where p(x) and q(x) are analytic at x = 0, and x = 0 is a regular singular point. If

the roots r

1

and r

2

of the indicial equation

(r) = r(r 1) + p

0

r + q

0

= 0 (2)

do not differ by an integer, then Theorem 1 of Section 8.3 guarantees that Eq. (1)

has two linearly independent Frobenius series solutions. We consider now the more

complex situation in which r

1

r

2

is an integer. If r

1

= r

2

, then there is only one

exponent available, and thus there can be only one Frobenius series solution. But

we saw in Example 6 of Section 8.3 that if r

1

= r

2

+ N, with N a positive integer,

then it is possible that a second Frobenius series solution exists. We will also see

that it is possible that such a solution does not exist. In fact, the second solution

involves ln x when it is not a Frobenius series. As you will see in Examples 3 and 4,

these exceptional cases occur in the solution of Bessels equation. For applications,

this is the most important second-order linear differential equation with variable

coefcients.

8.4 Method of Frobenius: The Exceptional Cases 547

The Nonlogarithmic Case with r

1

= r

2

+N

In Section 8.3 we derived the indicial equation by substituting the power series

p(x) =

p

n

x

n

and q(x) =

q

n

x

n

and the Frobenius series

y(x) = x

r

n=0

c

n

x

n

=

n=0

c

n

x

n+r

(c

0

= 0) (3)

in the differential equation in the form

x

2

y

+ xp(x)y

+ q(x)y = 0. (4)

The result of this substitution, after collection of the coefcients of like powers of

x, is an equation of the form

n=0

F

n

(r)x

n+r

= 0 (5)

in which the coefcients depend on r. It turns out that the coefcient of x

r

is

F

0

(r) = [r(r 1) + p

0

r + q

0

]c

0

= (r)c

0

, (6)

which gives the indicial equation because c

0

= 0 by assumption; also, for n 1,

the coefcient of x

n+r

has the form

F

n

(r) = (r + n)c

n

+ L

n

(r; c

0

, c

1

, . . . , c

n1

). (7)

Here L

n

is a certain linear combination of c

0

, c

1

, . . . , c

n1

. Although the exact

formula is not necessary for our purposes, it happens that

L

n

=

n1

k=0

[(r + k) p

nk

+ q

nk

]c

k

. (8)

Because all the coefcients in (5) must vanish for the Frobenius series to be a

solution of Eq. (4), it follows that the exponent r and the coefcients c

0

, c

1

, . . . , c

n

must satisfy the equation

(r + n)c

n

+ L

n

(r; c

0

, c

1

, . . . , c

n1

) = 0. (9)

This is a recurrence relation for c

n

in terms of c

0

, c

1

, . . . , c

n1

.

Now suppose that r

1

= r

2

+ N with N a positive integer. If we use the larger

exponent r

1

in Eq. (9), then the coefcient (r

1

+n) of c

n

will be nonzero for every

n 1 because (r) = 0 only when r = r

1

and when r = r

2

< r

1

. Once c

0

, c

1

,

. . . , c

n1

have been determined, we therefore can solve Eq. (9) for c

n

and continue

to compute successive coefcients in the Frobenius series solution corresponding to

the exponent r

1

.

But when we use the smaller exponent r

2

, there is a potential difculty in

computing c

N

. For in this case (r

2

+ N) = 0, so Eq. (9) becomes

0 c

N

+ L

N

(r

2

; c

0

, c

1

, . . . , c

N1

) = 0. (10)

548 Chapter 8 Power Series Methods

At this stage c

0

, c

1

, . . . , c

N1

have already been determined. If it happens that

L

N

(r

2

; c

0

, c

1

, . . . , c

N1

) = 0,

then we can choose c

N

arbitrarily and continue to determine the remaining coef-

cients in a second Frobenius series solution. But if it happens that

L

N

(r

2

; c

0

, c

1

, . . . , c

N1

) = 0,

then Eq. (10) is not satised with any choice of c

N

; in this case there cannot exist a

second Frobenius series solution corresponding to the smaller exponent r

2

. Exam-

ples 1 and 2 illustrate these two possibilities.

Example 1 Consider the equation

x

2

y

+ (6x + x

2

)y

+ xy = 0. (11)

Here p

0

= 6 and q

0

= 0, so the indicial equation is

(r) = r(r 1) + 6r = r

2

+ 5r = 0 (12)

with roots r

1

= 0 and r

2

= 5; the roots differ by the integer N = 5. We substitute

the Frobenius series y =

c

n

x

n+r

and get

n=0

(n +r)(n +r 1)c

n

x

n+r

+ 6

n=0

(n +r)c

n

x

n+r

+

n=0

(n +r)c

n

x

n+r+1

+

n=0

c

n

x

n+r+1

= 0.

When we combine the rst two and also the last two sums, and in the latter shift the

index by 1, the result is

n=0

[(n +r)

2

+ 5(n +r)]c

n

x

n+r

+

n=1

(n +r)c

n1

x

n+r

= 0.

The terms corresponding to n = 0 give the indicial equation in (12), whereas for

n 1 we get the equation

[(n +r)

2

+ 5(n +r)]c

n

+ (n +r)c

n1

= 0, (13)

which in this example corresponds to the general solution in (9). Note that the

coefcient of c

n

is (n +r).

We now follow the recommendation in Section 8.3 for the case r

1

= r

2

+ N:

We begin with the smaller root r

2

= 5. With r

2

= 5, Eq. (13) reduces to

n(n 5)c

n

+ (n 5)c

n1

= 0. (14)

If n = 5, we can solve this equation for c

n

to obtain the recurrence relation

c

n

=

c

n1

n

for n = 5. (15)

8.4 Method of Frobenius: The Exceptional Cases 549

This yields

c

1

= c

0

, c

2

=

c

1

2

=

c

0

2

,

c

3

=

c

2

3

=

c

0

6

, and c

4

=

c

3

4

=

c

0

24

.

(16)

In the case r

1

= r

2

+ N, it is always the coefcient c

N

that requires special consid-

eration. Here N = 5, and for n = 5 Eq. (14) takes the form 0 c

5

+ 0 = 0. Hence

c

5

is a second arbitrary constant, and we can compute additional coefcients, still

using the recursion formula in (15):

c

6

=

c

5

6

, c

7

=

c

6

7

=

c

5

6 7

, c

8

=

c

7

8

=

c

5

6 7 8

, (17)

and so on.

When we combine the results in (16) and (17), we get

y = x

5

n=0

c

n

x

n

= c

0

x

5

_

1 x +

x

2

2

x

3

6

+

x

4

24

_

+ c

5

x

5

_

x

5

x

6

6

+

x

7

6 7

x

8

6 7 8

+

_

in terms of the two arbitrary constants c

0

and c

5

. Thus we have found the two

Frobenius series solutions

y

1

(x) = x

5

_

1 x +

x

2

2

x

3

6

+

x

4

24

_

and

y

2

(x) = 1 +

n=1

(1)

n

x

n

6 7 (n + 5)

= 1 + 120

n=1

(1)

n

x

n

(n + 5)!

of Eq. (11).

Example 2 Determine whether or not the equation

x

2

y

xy

+ (x

2

8)y = 0 (18)

has two linearly independent Frobenius series solutions.

Solution Here p

0

= 1 and q

0

= 8, so the indicial equation is

(r) = r(r 1) r 8 = r

2

2r 8 = 0

with roots r

1

= 4 and r

2

= 2 differing by N = 6. On substitution of y =

c

n

x

n+r

in Eq. (18), we get

n=0

(n +r)(n +r 1)c

n

x

n+r

n=0

(n +r)c

n

x

n+r

+

n=0

c

n

x

n+r+2

8

n=0

c

n

x

n+r

= 0.

550 Chapter 8 Power Series Methods

If we shift the index by 2 in the third sum and combine the other three sums, we

get

n=0

[(n +r)

2

2(n +r) 8]c

n

x

n+r

+

n=2

c

n2

x

n+r

= 0.

The coefcient of x

r

gives the indicial equation, and the coefcient of x

r+1

gives

_

(r + 1)

2

2(r + 1) 8

_

c

1

= 0.

Because the coefcient of c

1

is nonzero both for r = 4 and for r = 2, it follows

that c

1

= 0 in each case. For n 2 we get the equation

_

(n +r)

2

2(n +r) 8

_

c

n

+ c

n2

= 0, (19)

which corresponds in this example to the general equation in (9); note that the coef-

cient of c

n

is (n +r).

We work rst with the smaller root r = r

2

= 2. Then Eq. (19) becomes

n(n 6)c

n

+ c

n2

= 0 (20)

for n 2. For n = 6 we can solve for the recurrence relation

c

n

=

c

n2

n(n 6)

(n 2, n = 6). (21)

Because c

1

= 0, this formula gives

c

2

=

c

0

8

, c

3

= 0,

c

4

=

c

2

8

=

c

0

64

, and c

5

= 0.

Now Eq. (20) with n = 6 reduces to

0 c

6

+

c

0

64

= 0.

But c

0

= 0 by assumption, and hence there is no way to choose c

6

so that this

equation holds. Thus there is no Frobenius series solution corresponding to the

smaller root r

2

= 2.

To nd the single Frobenius series solution corresponding to the larger root

r

1

= 4, we substitute r = 4 in Eq. (19) to obtain the recurrence relation

c

n

=

c

n2

n(n + 6)

(n 2). (22)

This gives

c

2

=

c

0

2 8

, c

4

=

c

2

4 10

=

c

0

2 4 8 10

.

The general pattern is

c

2n

=

(1)

n

c

0

2 4 (2n) 8 10 (2n + 6)

=

(1)

n

6c

0

2

2n

n! (n + 3)!

.

This yields the Frobenius series solution

y

1

(x) = x

4

_

1 + 6

n=1

(1)

n

x

2n

2

2n

n! (n + 3)!

_

of Eq. (18).

8.4 Method of Frobenius: The Exceptional Cases 551

Reduction of Order

When only a single Frobenius series solution exists, we need an additional tech-

nique. We discuss here the method of reduction of order, which enables us to

use one known solution y

1

of a second-order homogeneous linear differential equa-

tion to nd a second linearly independent solution y

2

. Consider the second-order

equation

y

+ P(x)y

+ Q(x)y = 0 (23)

on an open interval I on which P and Q are continuous. Suppose that we know one

solution y

1

of Eq. (23). By Theorem 2 of Section 3.1, there exists a second linearly

independent solution y

2

; our problem is to nd y

2

. Equivalently, we would like to

nd the quotient

v(x) =

y

2

(x)

y

1

(x)

. (24)

Once we know v(x), y

2

will then be given by

y

2

(x) = v(x)y

1

(x). (25)

We begin by substituting the expression in (25) in Eq. (23), using the

derivatives

y

2

= vy

1

+ v

y

1

and y

2

= vy

1

+ 2v

1

+ v

y

1

.

We get

_

vy

1

+ 2v

1

+ v

y

1

_

+ P

_

vy

1

+ v

y

1

_

+ Qvy

1

= 0,

and rearrangement gives

v

_

y

1

+ Py

1

+ Qy

1

_

+ v

y

1

+ 2v

1

+ Pv

y

1

= 0.

But the bracketed expression in this last equation vanishes because y

1

is a solution

of Eq. (23). This leaves the equation

v

y

1

+ (2y

1

+ Py

1

)v

= 0. (26)

The key to the success of this method is that Eq. (26) is linear in v

. Thus the

substitution in (25) has reduced the second-order linear equation in (23) to the rst-

order (in v

1

(x) never

vanishes on I , then Eq. (26) yields

u

+

_

2

y

1

y

1

+ P(x)

_

u = 0. (27)

An integrating factor for Eq. (27) is

= exp

__ _

2

y

1

y

1

+ P(x)

_

dx

_

= exp

_

2 ln |y

1

| +

_

P(x) dx

_

;

thus

(x) = y

2

1

exp

__

P(x) dx

_

.

552 Chapter 8 Power Series Methods

We now integrate the equation in (27) to obtain

uy

2

1

exp

__

P(x) dx

_

= C, so v

= u =

C

y

2

1

exp

_

_

P(x) dx

_

.

Another integration now gives

y

2

y

1

= v = C

_

exp

_

_

P(x) dx

_

y

2

1

dx + K.

With the particular choices C = 1 and K = 0 we get the reduction-of-order

formula

y

2

= y

1

_

exp

_

_

P(x) dx

_

y

2

1

dx. (28)

This formula provides a second solution y

2

(x) of Eq. (23) on any interval where

y

1

(x) is never zero. Note that because an exponential function never vanishes, y

2

(x)

is a nonconstant multiple of y

1

(x), so y

1

and y

2

are linearly independent solutions.

Example 3 For an elementary application of the reduction-of-order formula consider the differ-

ential equation

x

2

y

9xy

+ 25y = 0.

In Section 8.3 we mentioned that the equidimensional equation x

2

y

+ p

0

xy

+

q

0

y = 0 has the power function y(x) = x

r

as a solution if and only if r is a root of

the quadratic equation r

2

+( p

0

1)r +q

0

= 0. Here p

0

= 9 and q

0

= 25, so our

quadratic equation is r

2

10r +25 = (r 5)

2

= 0 and has the single (repeated) root

r = 5. This gives the single power function solution y

1

(x) = x

5

of our differential

equation.

Before we can apply the reduction-of-order formula to nd a second solution,

we must rst divide the equation x

2

y

9xy

x

2

to get the standard form

y

9

x

y

+

25

x

2

y = 0

in Eq. (23) with leading coefcient 1. Thus we have P(x) = 9/x and Q(x) =

25/x

2

, so the reduction-of-order formula in (28) yields the second linearly indepen-

dent solution

y

2

(x) = x

5

_

1

(x

5

)

2

exp

_

_

9

x

dx

_

dx

= x

5

_

x

10

exp (9 ln x) dx = x

5

_

x

10

x

9

dx = x

5

ln x

for x > 0. Thus our particular equidimensional equation has the two independent

solutions y

1

(x) = x

5

and y

2

(x) = x

5

ln x for x > 0.

Similar applications of the reduction-of-order formula can be found in Prob-

lems 3744 of Section 3.2where we introduced the method of reduction of order

in Problem 36 (though without deriving there the reduction-of-order formula itself).

8.4 Method of Frobenius: The Exceptional Cases 553

The Logarithmic Cases

We now investigate the general form of the second solution of the equation

y

+

p(x)

x

y

+

q(x)

x

2

y = 0, (1)

under the assumption that its exponents r

1

and r

2

= r

1

N differ by the integer

N 0. We assume that we have already found the Frobenius series solution

y

1

(x) = x

r

1

n=0

a

n

x

n

(a

0

= 0) (29)

for x > 0 corresponding to the larger exponent r

1

. Let us write P(x) for p(x)/x

and Q(x) for q(x)/x

2

. Thus we can rewrite Eq. (1) in the form y

+ Py

+ Qy = 0

of Eq. (23).

Because the indicial equation has roots r

1

and r

2

= r

1

N, it can be factored

easily:

r

2

+ ( p

0

1)r + q

0

= (r r

1

)(r r

1

+ N)

= r

2

+ (N 2r

1

)r + (r

2

1

r

1

N) = 0,

so we see that

p

0

1 = N 2r

1

;

that is,

p

0

2r

1

= 1 N. (30)

In preparation for use of the reduction of order formula in (28), we write

P(x) =

p

0

+ p

1

x + p

2

x

2

+

x

=

p

0

x

+ p

1

+ p

2

x + .

Then

exp

_

_

P(x) dx

_

= exp

_

_

_

p

0

x

+ p

1

+ p

2

x +

_

dx

_

= exp

_

p

0

ln x p

1

x

1

2

p

2

x

2

_

= x

p

0

exp

_

p

1

x

1

2

p

2

x

2

_

,

so that

exp

_

_

P(x) dx

_

= x

p

0

_

1 + A

1

x + A

2

x

2

+

_

. (31)

In the last step we have used the fact that a composition of analytic functions is

analytic and therefore has a power series representation; the initial coefcient of

that series in (31) is 1 because e

0

= 1.

We now substitute (29) and (31) in (28); with the choice a

0

= 1 in (29), this

yields

y

2

= y

1

_

x

p

0

_

1 + A

1

x + A

2

x

2

+

_

x

2r

1

_

1 + a

1

x + a

2

x

2

+

_

2

dx.

554 Chapter 8 Power Series Methods

We expand the denominator and simplify:

y

2

= y

1

_

x

p

0

2r

1

_

1 + A

1

x + A

2

x

2

+

_

1 + B

1

x + B

2

x

2

+

dx

= y

1

_

x

1N

_

1 + C

1

x + C

2

x

2

+

_

dx (32)

(Here we have substituted (30) and indicated the result of carrying out long division

of series as illustrated in Fig. 8.1.1, noting in particular that the constant term of

the quotient series is 1.) We now consider separately the cases N = 0 and N > 0.

We want to ascertain the general form of y

2

without keeping track of specic coef-

cients.

CASE 1: EQUAL EXPONENTS (r

1

= r

2

). With N = 0, Eq. (32) gives

y

2

= y

1

_ _

1

x

+ C

1

+ C

2

x

2

+

_

dx

= y

1

ln x + y

1

_

C

1

x +

1

2

C

2

x

2

+

_

= y

1

ln x + x

r

1

(1 + a

1

x + )

_

C

1

x +

1

2

C

2

x

2

+

_

= y

1

ln x + x

r

1

_

b

0

x + b

1

x

2

+ b

2

x

3

+

_

.

Consequently, in the case of equal exponents, the general form of y

2

is

y

2

(x) = y

1

(x) ln x + x

1+r

1

n=0

b

n

x

n

. (33)

Note the logarithmic term; it is always present when r

1

= r

2

.

CASE 2: POSITIVE INTEGRAL DIFFERENCE (r

1

= r

2

+ N). With N > 0,

Eq. (32) gives

y

2

= y

1

_

x

1N

_

1 + C

1

x + C

2

x

2

+ + C

N

x

N

+

_

dx

= y

1

_ _

C

N

x

+

1

x

N+1

+

C

1

x

N

+

_

dx

= C

N

y

1

ln x + y

1

_

x

N

N

+

C

1

x

N+1

N + 1

+

_

= C

N

y

1

ln x + x

r

2

+N

_

n=0

a

n

x

n

_

x

N

_

1

N

+

C

1

x

N + 1

+

_

,

so that

y

2

(x) = C

N

y

1

(x) ln x + x

r

2

n=0

b

n

x

n

, (34)

where b

0

= a

0

/N = 0. This gives the general form of y

2

in the case of exponents

differing by a positive integer. Note the coefcient C

N

that appears in (34) but not

in (33). If it happens that C

N

= 0, then there is no logarithmic term; if so, Eq. (1)

has a second Frobenius series solution (as in Example 1).

8.4 Method of Frobenius: The Exceptional Cases 555

In our derivation of Eqs. (33) and (34)which exhibit the general form of the

second solution in the cases r

1

= r

2

and r

1

r

2

= N > 0, respectivelywe have

said nothing about the radii of convergence of the various power series that appear.

Theorem 1 (next) is a summation of the preceding discussion and also tells where

the series in (33) and (34) converge. As in Theorem 1 of Section 8.3, we restrict our

attention to solutions for x > 0.

THEOREM 1 The Exceptional Cases

Suppose that x = 0 is a regular singular point of the equation

x

2

y

+ xp(x)y

+ q(x)y = 0. (4)

Let > 0 denote the minimum of the radii of convergence of the power series

p(x) =

n=0

p

n

x

n

and q(x) =

n=0

q

n

x

n

.

Let r

1

and r

2

be the roots, with r

1

r

2

, of the indicial equation

r(r 1) + p

0

r + q

0

= 0.

(a) If r

1

= r

2

, then Eq. (4) has two solutions y

1

and y

2

of the forms

y

1

(x) = x

r

1

n=0

a

n

x

n

(a

0

= 0) (35a)

and

y

2

(x) = y

1

(x) ln x + x

r

1

+1

n=0

b

n

x

n

. (35b)

(b) If r

1

r

2

= N, a positive integer, then Eq. (4) has two solutions y

1

and y

2

of

the forms

y

1

(x) = x

r

1

n=0

a

n

x

n

(a

0

= 0) (36a)

and

y

2

(x) = Cy

1

(x) ln x + x

r

2

n=0

b

n

x

n

. (36b)

In Eq. (36b), b

0

= 0 but C may be either zero or nonzero, so the logarithmic

term may or may not actually be present in this case. The radii of convergence of

the power series of this theorem are all at least . The coefcients in these series

(and the constant C in Eq. (36b)) may be determined by direct substitution of the

series in the differential equation in (4).

556 Chapter 8 Power Series Methods

Example 4 We will illustrate the case r

1

= r

2

by deriving the second solution of Bessels equa-

tion of order zero,

x

2

y

+ xy

+ x

2

y = 0, (37)

for which r

1

= r

2

= 0. In Example 5 of Section 8.3 we found the rst solution

y

1

(x) = J

0

(x) =

n=0

(1)

n

x

2n

2

2n

(n!)

2

(38)

According to Eq. (35b) the second solution will have the form

y

2

= y

1

ln x +

n=1

b

n

x

n

. (39)

The rst two derivatives of y

2

are

y

2

= y

1

ln x +

y

1

x

+

n=1

nb

n

x

n1

and

y

2

= y

1

ln x +

2y

1

x

y

1

x

2

+

n=2

n(n 1)b

n

x

n2

.

We substitute these in Eq. (37) and use the fact that J

0

(x) also satises this equation

to obtain

0 = x

2

y

2

+ xy

2

+ x

2

y

2

=

_

x

2

y

1

+ xy

1

+ x

2

y

1

_

ln x + 2xy

1

+

n=2

n(n 1)b

n

x

n

+

n=1

nb

n

x

n

+

n=1

b

n

x

n+2

,

and it follows that

0 = 2

n=1

(1)

n

2nx

2n

2

2n

(n!)

2

+ b

1

x + 2

2

b

2

x

2

+

n=3

(n

2

b

n

+ b

n2

)x

n

. (40)

The only term involving x in Eq. (40) is b

1

x, so b

1

= 0. But n

2

b

n

+ b

n2

= 0 if n

is odd, and it follows that all the coefcients of odd subscript in y

2

vanish.

Now we examine the coefcients with even subscripts in Eq. (40). First we

see that

b

2

= 2

(1)(2)

2

2

2

2

(1!)

2

=

1

4

. (41)

For n 2, we read the recurrence relation

(2n)

2

b

2n

+ b

2n2

=

(2)(1)

n

(2n)

2

2n

(n!)

2

(42)

8.4 Method of Frobenius: The Exceptional Cases 557

from (40). Note the nonhomogeneous term (not involving the unknown coef-

cients) on the right-hand side in (42). Such nonhomogeneous recurrence relations

are typical of the exceptional cases of the method of Frobenius, and their solution

often requires a bit of ingenuity. The usual strategy depends on detecting the most

conspicuous dependence of b

2n

on n. We note the presence of 2

2n

(n!)

2

on the right-

hand side in (42); in conjunction with the coefcient (2n)

2

on the left-hand side,

we are induced to think of b

2n

as something divided by 2

2n

(n!)

2

. Noting also the

alternation of sign, we make the substitution

b

2n

=

(1)

n+1

c

2n

2

2n

(n!)

2

, (43)

in the expectation that the recurrence relation for c

2n

will be simpler than the one

for b

2n

. We chose (1)

n+1

rather than (1)

n

because b

2

=

1

4

> 0; with n = 1 in

(43), we get c

2

= 1. Substitution of (43) in (42) gives

(2n)

2

(1)

n+1

c

2n

2

2n

(n!)

2

+

(1)

n

c

2n2

2

2n2

[(n 1)!]

2

=

(2)(2)

n

(2n)

2

2n

(n!)

2

,

which boils down to the extremely simple recurrence relation

c

2n

= c

2n2

+

1

n

.

Thus

c

4

= c

2

+

1

2

= 1 +

1

2

,

c

6

= c

4

+

1

3

= 1 +

1

2

+

1

3

,

c

8

= c

6

+

1

4

= 1 +

1

2

+

1

3

+

1

4

,

and so on. Evidently,

c

2n

= 1 +

1

2

+

1

3

+ +

1

n

= H

n

, (44)

where we denote by H

n

the nth partial sum of the harmonic series

(1/n).

Finally, keeping in mind that the coefcients of odd subscript are all zero, we

substitute (43) and (44) in (39) to obtain the second solution

y

2

(x) = J

0

(x) ln x +

n=1

(1)

n+1

H

n

x

2n

2

2n

(n!)

2

= J

0

(x) ln x +

x

2

4

3x

4

128

+

11x

6

13824

(45)

of Bessels equation of order zero. The power series in (45) converges for all x. The

most commonly used linearly independent [of J

0

(x)] second solution is

Y

0

(x) =

2

( ln 2)y

1

+

2

y

2

;

558 Chapter 8 Power Series Methods

that is,

Y

0

(x) =

2

_

_

+ ln

x

2

_

J

0

(x) +

n=1

(1)

n+1

H

n

x

2n

2

2n

(n!)

2

_

, (46)

where denotes Eulers constant:

= lim

n

(H

n

ln n) 0.57722. (47)

This particular combination Y

0

(x) is chosen because of its nice behavior as x

+; it is called the Bessel function of order zero of the second kind.

Example 5 As an alternative to the method of substitution, we illustrate the case r

1

r

2

= N

by employing the technique of reduction of order to derive a second solution of

Bessels equation of order 1,

x

2

y

+ xy

+ (x

2

1)y = 0; (48)

the associated indicial equation has roots r

1

= 1 and r

2

= 1. According to

Problem 39 of Section 8.3, one solution of Eq. (48) is

y

1

(x) = J

1

(x) =

x

2

n=0

(1)

n

x

2n

2

2n

n! (n + 1)!

=

x

2

x

3

16

+

x

5

384

x

7

18432

+ . (49)

With P(x) = 1/x from (48), the reduction of order formula in (28) yields

y

2

= y

1

_

1

xy

2

1

dx

= y

1

_

1

x(x/2 x

3

/16 + x

5

/384 x

7

/18432 + )

2

dx

= y

1

_

4

x

3

(1 x

2

/8 + x

4

/192 x

6

/9216 + )

2

dx

= 4y

1

_

1

x

3

(1 x

2

/4 + 5x

4

/192 7x

6

/4608 + )

dx

= 4y

1

_

1

x

3

_

1 +

x

2

4

+

7x

4

192

+

19x

6

4608

+

_

dx

_

by long

division

_

= 4y

1

_ _

1

4x

+

1

x

3

+

7x

192

+

19x

3

4608

+

_

dx

= y

1

ln x + 4y

1

_

1

2x

2

+

7x

2

384

+

19x

4

18432

+

_

.

Thus

y

2

(x) = y

1

(x) ln x

1

x

+

x

8

+

x

3

32

11x

5

4608

+ . (50)

8.4 Method of Frobenius: The Exceptional Cases 559

Note that the technique of reduction of order readily yields the rst several terms of

the series, but does not provide a recurrence relation that can be used to determine

the general term of the series.

With a computation similar to that shown in Example 4 (but more complicated

see Problem 21), the method of substitution can be used to derive the solution

y

3

(x) = y

1

(x) ln x

1

x

+

n=1

(1)

n

(H

n

+ H

n1

)x

2n1

2

2n

n! (n 1)!

, (51)

where H

n

is dened in (44) for n 1; H

0

= 0. The reader can verify that the terms

shown in Eq. (50) agree with

y

2

(x) =

3

4

J

1

(x) + y

3

(x). (52)

The most commonly used linearly independent [of J

1

] solution of Bessels equation

of order 1 is the combination

Y

1

(x) =

2

( ln 2)y

1

(x) +

2

y

3

(x)

=

2

_

_

+ ln

x

2

_

J

1

(x)

1

x

+

n=1

(1)

n

(H

n

+ H

n1

)x

2n1

2

2n

n! (n 1)!

_

. (53)

Examples 4 and 5 illustrate two methods of nding the solution in the logarith-

mic casesdirect substitution and reduction of order. A third alternative is outlined

in Problem 19.

8.4 Problems

In Problems 1 through 8, either apply the method of Example

1 to nd two linearly independent Frobenius series solutions,

or nd one such solution and show (as in Example 2) that a

second such solution does not exist.

1. xy

+ (3 x)y

y = 0

2. xy

+ (5 x)y

y = 0

3. xy

+ (5 + 3x)y

+ 3y = 0

4. 5xy

+ (30 + 3x)y

+ 3y = 0

5. xy

(4 + x)y

+ 3y = 0

6. 2xy

(6 + 2x)y

+ y = 0

7. x

2

y

+ (2x + 3x

2

)y

2y = 0

8. x(1 x)y

3y

+ 2y = 0

In Problems 9 through 14, rst nd the rst four nonzero terms

in a Frobenius series solution of the given differential equa-

tion. Then use the reduction of order technique (as in Example

4) to nd the logarithmic term and the rst three nonzero terms

in a second linearly independent solution.

9. xy

+ y

xy = 0

10. x

2

y

xy

+ (x

2

+ 1)y = 0

11. x

2

y

+ (x

2

3x)y

+ 4y = 0

12. x

2

y

+ x

2

y

2y = 0

13. x

2

y

+ (2x

2

3x)y

+ 3y = 0

14. x

2

y

+ x(1 + x)y

4y = 0

15. Begin with

J

0

(x) = 1

x

2

4

+

x

4

64

x

6

2304

+ .

Using the method of reduction of order, derive the second

linearly independent solution

y

2

(x) = J

0

(x) ln x +

x

2

4

3x

4

128

+

11x

6

13284

of Bessels equation of order zero.

16. Find two linearly independent Frobenius series solutions

of Bessels equation of order

3

2

,

x

2

y

+ xy

+

_

x

2

9

4

_

y = 0.

17. (a) Verify that y

1

(x) = xe

x

is one solution of

x

2

y

x(1 + x)y

+ y = 0.

560 Chapter 8 Power Series Methods

(b) Note that r

1

= r

2

= 1. Substitute

y

2

= y

1

ln x +

n=1

b

n

x

n+1

in the differential equation to deduce that b

1

= 1 and

that

nb

n

b

n1

=

1

n!

for n 2.

(c) Substitute b

n

= c

n

/n! in this recurrence relation and

conclude from the result that c

n

= H

n

. Thus the second

solution is

y

2

(x) = xe

x

ln x

n=1

H

n

x

n+1

n!

.

18. Consider the equation xy

r

1

= 1 and r

2

= 0 at x = 0. (a) Derive the Frobenius

series solution

y

1

(x) =

n=1

x

n

n! (n 1)!

.

(b) Substitute

y

2

= Cy

1

ln x +

n=0

b

n

x

n

in the equation xy

relation

n(n + 1)b

n+1

b

n

=

2n + 1

(n + 1)! n!

C.

Conclude from this result that a second solution is

y

2

(x) = y

1

(x) ln x + 1

n=1

H

n

+ H

n1

n! (n 1)!

x

n

.

19. Suppose that the differential equation

L[y] = x

2

y

+ xp(x)y

+ q(x)y = 0 (54)

has equal exponents r

1

= r

2

at the regular singular point

x = 0, so that its indicial equation is

(r) = (r r

1

)

2

= 0.

Let c

0

= 1 and dene c

n

(r) for n 1 by using Eq. (9);

that is,

c

n

(r) =

L

n

(r; c

0

, c

1

, . . . , c

n1

)

(r + n)

. (55)

Then dene the function y(x, r) of x and r to be

y(x, r) =

n=0

c

n

(r)x

n+r

. (56)

(a) Deduce from the discussion preceding Eq. (9) that

L[y(x, r)] = x

r

(r r

1

)

2

. (57)

Hence deduce that

y

1

= y(x, r

1

) =

n=0

c

n

(r

1

)x

n+r

1

(58)

is one solution of Eq. (54). (b) Differentiate Eq. (57)

with respect to r to show that

L[y

r

(x, r

1

)] =

r

_

x

r

(r r

1

)

2

_

r=r

1

= 0.

Deduce that y

2

= y

r

(x, r

1

) is a second solution of

Eq. (54). (c) Differentiate Eq. (58) with respect to r to

show that

y

2

= y

1

ln x + x

r

1

n=1

c

n

(r

1

)x

n

. (59)

20. Use the method of Problem 19 to derive both the solu-

tions in (38) and (45) of Bessels equation of order zero.

The following steps outline this computation. (a) Take

c

0

= 1; show that Eq. (55) reduces in this case to

(r + 1)

2

c

1

(r) = 0 and

c

n

(r) =

c

n2

(r)

(n +r)

2

for n 2.

(60)

(b) Next show that c

1

(0) = c

1

(0) = 0, and then deduce

from (60) that c

n

(0) = c

n

(0) = 0 for n odd. Hence you

need to compute c

n

(0) and c

n

(0) only for n even. (c) De-

duce from (60) that

c

2n

(r) =

(1)

n

(r + 2)

2

(r + 4)

2

(r + 2n)

2

. (61)

With r = r

1

= 0 in (58), this gives J

0

(x). (d) Differenti-

ate (61) to show that

c

2n

(0) =

(1)

n+1

H

n

2

2n

(n!)

2

.

Substitution of this result in (59) gives the second solution

in (45).

21. Derive the logarithmic solution in (51) of Bessels equa-

tion of order 1 by the method of substitution. The follow-

ing steps outline this computation. (a) Substitute

y

2

= CJ

1

(x) ln x + x

1

_

1 +

n=1

b

n

x

n

_

in Bessels equation to obtain

b

1

+ x +

n=2

[(n

2

1)b

n+1

+ b

n1

]x

n

+ C

_

x +

n=1

(1)

n

(2n + 1)x

2n+1

2

2n

(n + 1)! n!

_

= 0. (62)

8.4 Method of Frobenius: The Exceptional Cases 561

(b) Deduce from Eq. (62) that C = 1 and that b

n

= 0

for n odd. (c) Next deduce the recurrence relation

_

(2n + 1)

2

1

_

b

2n+2

+ b

2n

=

(1)

n

(2n + 1)

2

2n

(n + 1)! n!

(63)

for n 1. Note that if b

2

is chosen arbitrarily, then b

2n

is

determined for all n > 1. (d) Take b

2

=

1

4

and substitute

b

2n

=

(1)

n

c

2n

2

2n

(n 1)!n!

in Eq. (63) to obtain

c

2n+2

c

2n

=

1

n + 1

+

1

n

.

(e) Note that c

2

= 1 = H

1

+ H

0

and deduce that

c

2n

= H

n

+ H

n1

.

8.4 Application The Exceptional Case by Reduction of Order

Here we illustrate the use of a computer algebra system such as Mathematica to

implement the reduction of order formula in Eq. (28) of this section. More complete

versions of this applicationusing Maple, Mathematica, and MATLABcan be

found in the computing applications manual that accompanies this text. To illustrate

the method, we will derive a second solution of Bessels equation of order zero,

beginning with the known power series solution

J

0

(x) =

n=0

(1)

n

x

2n

2

2n

(n!)

2

,

which we enter in the form

y1 = Sum[((-x^2/4)^n) / (n!)^2, {n, 0, 5}] + O[x]^12

Then with

P = 1/x;

we need only substitute in the integral in Eq. (28):

integral = Integrate[ Exp[ -Integrate[P,x]]/y1^2, x ]

log(x) +

x

2

4

+

5x

4

128

+

23x

6

3456

+

677x

8

589824

+

7313x

10

36864000

+ O(x

12

)

Thenmultiplying J0 = y1 times the logarithm and the series terms separately

the computation

y2 = J0Log[x] + y1(integral - Log[x])

yields the second solution

J

0

(x) log(x) +

x

2

4

3x

4

128

+

11x

6

13824

25x

8

1769472

+

137x

10

884736000

+ O(x

12

)

of Bessels equation of order zero (as we see it in Eq. (45) of the text).

After verifying (with your computer algebra system) the computations we

present here, you can begin with the power series for J

1

(x) in Eq. (49) of this sec-

tion and derive similarly the second solution in (50) of Bessels equation of order 1.

Problems 9 through 14 can also be partially automated in this way.

562 Chapter 8 Power Series Methods

8.5 Bessel's Equation

We have already seen several cases of Bessels equation of order p 0,

x

2

y

+ xy

+ (x

2

p

2

)y = 0. (1)

Its solutions are now called Bessel functions of order p. Such functions rst ap-

peared in the 1730s in the work of Daniel Bernoulli and Euler on the oscillations

of a vertically suspended chain. The equation itself appears in a 1764 article by

Euler on the vibrations of a circular drumhead, and Fourier used Bessel functions in

his classical treatise on heat (1822). But their general properties were rst studied

systematically in an 1824 memoir by the German astronomer and mathematician

Friedrich W. Bessel (17841846), who was investigating the motion of planets. The

standard source of information on Bessel functions is G. N. Watsons A Treatise on

the Theory of Bessel Functions, 2nd ed. (Cambridge: Cambridge University Press,

1944). Its 36 pages of references, which cover only the period up to 1922, give

some idea of the vast literature of this subject.

Bessels equation in (1) has indicial equation r

2

p

2

= 0, with roots r = p.

If we substitute y =

c

m

x

m+r

in Eq. (1), we nd in the usual manner that c

1

= 0

and that

_

(m +r)

2

p

2

_

c

m

+ c

m2

= 0 (2)

for m 2. The verication of Eq. (2) is left to the reader (Problem 6).

The Case r = p > 0

If we use r = p and write a

m

in place of c

m

, then Eq. (2) yields the recursion

formula

a

m

=

a

m2

m(2p + m)

. (3)

Because a

1

= 0, it follows that a

m

= 0 for all odd values of m. The rst few even

coefcients are

a

2

=

a

0

2(2p + 2)

=

a

0

2

2

( p + 1)

,

a

4

=

a

2

4(2p + 4)

=

a

0

2

4

2( p + 1)( p + 2)

,

a

6

=

a

4

6(2p + 6)

=

a

0

2

6

2 3( p + 1)( p + 2)( p + 3)

.

The general pattern is

a

2m

=

(1)

m

a

0

2

2m

m! ( p + 1)( p + 2) ( p + m)

,

so with the larger root r = p we get the solution

y

1

(x) = a

0

m=0

(1)

m

x

2m+p

2

2m

m! ( p + 1)( p + 2) ( p + m)

. (4)

If p = 0 this is the only Frobenius series solution; with a

0

= 1 as well, it is the

function J

0

(x) we have seen before.

8.5 Bessel's Equation 563

The Case r = p < 0

If we use r = p and write b

m

in place of c

m

, Eq. (2) takes the form

m(m 2p)b

m

+ b

m2

= 0 (5)

for m 2, whereas b

1

= 0. We see that there is a potential difculty if it happens

that 2p is a positive integerthat is, if p is either a positive integer or an odd positive

integral multiple of

1

2

. For then when m = 2p, Eq. (5) is simply 0 b

m

+b

m2

= 0.

Thus if b

m2

= 0, then no value of b

m

can satisfy this equation.

But if p is an odd positive integral multiple of

1

2

, we can circumvent this

difculty. For suppose that p = k/2 where k is an odd positive integer. Then we

need only choose b

m

= 0 for all odd values of m. The crucial step is the kth step,

k(k k)b

k

+ b

k2

= 0;

and this equation will hold because b

k

= b

k2

= 0.

Hence if p is not a positive integer, we take b

m

= 0 for m odd and dene the

coefcients of even subscript in terms of b

0

by means of the recursion formula

b

m

=

b

m2

m(m 2p)

, m 2. (6)

In comparing (6) with (3), we see that (6) will lead to the same result as that in (4),

except with p replaced with p. Thus in this case we obtain the second solution

y

2

(x) = b

0

m=0

(1)

m

x

2mp

2

2m

m! (p + 1)(p + 2) (p + m)

. (7)

The series in (4) and (7) converge for all x > 0 because x = 0 is the only singular

point of Bessels equation. If p > 0, then the leading term in y

1

is a

0

x

p

, whereas

the leading term in y

2

is b

0

x

p

. Hence y

1

(0) = 0, but y

2

(x) as x 0, so

it is clear that y

1

and y

2

are linearly independent solutions of Bessels equation of

order p > 0.

The Gamma Function

The formulas in (4) and (7) can be simplied by use of the gamma function (x),

which (as in Section 7.1) is dened for x > 0 by

(x) =

_

0

e

t

t

x1

dt. (8)

It is not difcult to show that this improper integral converges for each x > 0. The

gamma function is a generalization for x > 0 of the factorial function n!, which

is dened only if n is a nonnegative integer. To see the way in which (x) is a

generalization of n!, we note rst that

(1) =

_

0

e

t

dt = lim

b

_

e

t

_

b

0

= 1. (9)

564 Chapter 8 Power Series Methods

Then we integrate by parts with u = t

x

and dv = e

t

dt :

(x + 1) = lim

b

_

b

0

e

t

t

x

dt = lim

b

_

_

e

t

t

x

_

b

0

+

_

b

0

xe

t

t

x1

dt

_

= x

_

lim

b

_

b

0

e

t

t

x1

dt

_

;

that is,

(x + 1) = x(x). (10)

This is the most important property of the gamma function.

If we combine Eqs. (9) and (10), we see that

(2) = 1 (1) = 1!, (3) = 2 (2) = 2!, (4) = 3 (3) = 3!,

and in general that

(n + 1) = n! for n 0 an integer. (11)

An important special value of the gamma function is

_

1

2

_

=

_

0

e

t

t

1/2

dt = 2

_

0

e

u

2

du =

, (12)

where we have substituted u

2

for t in the rst integral; the fact that

_

0

e

u

2

du =

2

is known, but is far from obvious. [See, for instance, Example 5 in Section 13.4 of

Edwards and Penney, Calculus: Early Transcendentals, 7th edition (Upper Saddle

River, NJ: Prentice Hall, 2008).]

Although (x) is dened in (8) only for x > 0, we can use the recursion

formula in (10) to dene (x) whenever x is neither zero nor a negative integer. If

1 < x < 0, then

(x) =

(x + 1)

x

;

the right-hand side is dened because 0 < x + 1 < 1. The same formula may then

be used to extend the denition of (x) to the open interval (2, 1), then to the

open interval (3, 2), and so on. The graph of the gamma function thus extended

is shown in Fig. 8.5.1. The student who would like to pursue this fascinating topic

further should consult Artins The Gamma Function (New York: Holt, Rinehart and

Winston, 1964). In only 39 pages, this is one of the nest expositions in the entire

10

5

x

y

4 3 2 1 3 1

FIGURE 8.5.1. The graph of the

extended gamma function.

literature of mathematics.

8.5 Bessel's Equation 565

Bessel Functions of the First Kind

If we choose a

0

= 1/[2

p

( p + 1)] in (4), where p > 0, and note that

( p + m + 1) = ( p + m)( p + m 1) ( p + 2)( p + 1)( p + 1)

by repeated application of Eq. (10), we can write the Bessel function of the rst

kind of order p very concisely with the aid of the gamma function:

J

p

(x) =

m=0

(1)

m

m!( p + m + 1)

_

x

2

_

2m+p

. (13)

Similarly, if p > 0 is not an integer, we choose b

0

= 1/[2

p

(p + 1)] in (7) to

obtain the linearly independent second solution

J

p

(x) =

m=0

(1)

m

m! (p + m + 1)

_

x

2

_

2mp

(14)

of Bessels equation of order p. If p is not an integer, we have the general solution

y(x) = c

1

J

p

(x) + c

2

J

p

(x) (15)

for x > 0; x

p

must be replaced with |x|

p

in Eqs. (13) through (15) to get the correct

solutions for x < 0.

If p = n, a nonnegative integer, then Eq. (13) gives

J

n

(x) =

m=0

(1)

m

m! (m + n)!

_

x

2

_

2m+n

(16)

for the Bessel functions of the rst kind of integral order. Thus

J

0

(x) =

m=0

(1)

m

x

2m

2

2m

(m!)

2

= 1

x

2

2

2

+

x

4

2

2

4

2

x

6

2

2

4

2

6

2

+ (17)

and

J

1

(x) =

m=0

(1)

m

2

2m+1

2

2m+1

m! (m + 1)!

=

x

2

1

2!

_

x

2

_

3

+

1

2! 3!

_

x

2

_

5

. (18)

The graphs of J

0

(x) and J

1

(x) are shown in Fig. 8.5.2. In a general way they re-

semble damped cosine and sine oscillations, respectively (see Problem 27). Indeed,

if you examine the series in (17), you can see part of the reason why J

0

(x) and

cos x might be similaronly minor changes in the denominators in (17) are needed

to produce the Taylor series for cos x. As suggested by Fig. 8.5.2, the zeros of the

functions J

0

(x) and J

1

(x) are interlacedbetween any two consecutive zeros of

J

0

(x) there is precisely one zero of J

1

(x) (Problem 26) and vice versa. The rst

four zeros of J

0

(x) are approximately 2.4048, 5.5201, 8.6537, and 11.7915. For

n large, the nth zero of J

0

(x) is approximately

_

n

1

4

_

; the nth zero of J

1

(x)

is approximately

_

n +

1

4

_

. Thus the interval between consecutive zeros of either

J

0

(x) or J

1

(x) is approximately another similarity with cos x and sin x. You

can see the way the accuracy of these approximations increases with increasing n

by rounding the entries in the table in Fig. 8.5.3 to two decimal places.

566 Chapter 8 Power Series Methods

x

1

y

10 20

J

0(x)

J1(x)

20 10

FIGURE 8.5.2. The graphs of the Bessel

functions J

0

(x) and J

1

(x).

nth Zero

n

1

4

nth Zero

n +

1

4

n of J

0

(x) of J

1

(x)

1

2

3

4

5

2.4048

5.5201

8.6537

11.7915

14.9309

2.3562

5.4978

8.6394

11.7810

14.9226

3.8317

7.0156

10.1735

13.3237

16.4706

3.9270

7.0686

10.2102

13.3518

16.4934

FIGURE 8.5.3. Zeros of J

0

(x) and J

1

(x).

It turns out that J

p

(x) is an elementary function if the order p is half an odd

integer. For instance, on substitution of p =

1

2

and p =

1

2

in Eqs. (13) and (14),

respectively, the results can be recognized (Problem 2) as

J

1/2

(x) =

_

2

x

sin x and J

1/2

(x) =

_

2

x

cos x. (19)

Bessel Functions of the Second Kind

The methods of Section 8.4 must be used to nd linearly independent second so-

lutions of integral order. A very complicated generalization of Example 3 in that

section gives the formula

Y

n

(x) =

2

_

+ ln

x

2

_

J

n

(x)

1

n1

m=0

2

n2m

(n m 1)!

m! x

n2m

m=0

(1)

m

(H

m

+ H

m+n

)

m! (m + n)!

_

x

2

_

n+2m

, (20)

with the notation used there. If n = 0 then the rst sum in (20) is taken to be zero.

Here, Y

n

(x) is called the Bessel function of the second kind of integral order

n 0.

The general solution of Bessels equation of integral order n is

y(x) = c

1

J

n

(x) + c

2

Y

n

(x). (21)

It is important to note that Y

n

(x) as x 0 (Fig. 8.5.4). Hence c

2

= 0 in

Eq. (21) if y(x) is continuous at x = 0. Thus if y(x) is a continuous solution of

Bessels equation of order n, it follows that

y(x) = cJ

n

(x)

for some constant c. Because J

0

(0) = 1, we see in addition that if n = 0, then

c = y(0). In Section 10.4 we will see that this single fact regarding Bessel functions

has numerous physical applications.

Figure 8.5.5 illustrates the fact that for n > 1 the graphs of J

n

(x) and Y

n

(x)

look generally like those of J

1

(x) and Y

1

(x). In particular, J

n

(0) = 0 while Y

n

(x)

as x 0

+

, and both functions undergo damped oscillation as x +.

8.5 Bessel's Equation 567

x

0.5

0.5

y

10 20 30

Y0(x) Y1(x)

FIGURE 8.5.4. The graphs of the Bessel functions

Y

0

(x) and Y

1

(x).

30

x

0.5

0.5

y

10 20

Y2(x) J

2(x)

FIGURE 8.5.5. The graphs of the Bessel functions

J

2

(x) and Y

2

(x).

Bessel Function Identities

Bessel functions are analogous to trigonometric functions in that they satisfy a large

number of standard identities of frequent utility, especially in the evaluation of inte-

grals involving Bessel functions. Differentiation of

J

p

(x) =

m=0

(1)

m

m! ( p + m + 1)

_

x

2

_

2m+p

(13)

in the case that p is a nonnegative integer gives

d

dx

_

x

p

J

p

(x)

_

=

d

dx

m=0

(1)

m

x

2m+2p

2

2m+p

m! ( p + m)!

=

m=0

(1)

m

x

2m+2p1

2

2m+p1

m! ( p + m 1)!

= x

p

m=0

(1)

m

x

2m+p1

2

2m+p1

m! ( p + m 1)!

,

and thus we have shown that

d

dx

_

x

p

J

p

(x)

_

= x

p

J

p1

(x). (22)

Similarly,

d

dx

_

x

p

J

p

(x)

_

= x

p

J

p+1

(x). (23)

If we carry out the differentiations in Eqs. (22) and (23) and then divide the resulting

identities by x

p

and x

p

, respectively, we obtain (Problem 8) the identities

J

p

(x) = J

p1

(x)

p

x

J

p

(x) (24)

and

J

p

(x) =

p

x

J

p

(x) J

p+1

(x). (25)

568 Chapter 8 Power Series Methods

Thus we may express the derivatives of Bessel functions in terms of Bessel functions

themselves. Subtraction of Eq. (25) from Eq. (24) gives the recursion formula

J

p+1

(x) =

2p

x

J

p

(x) J

p1

(x), (26)

which can be used to express Bessel functions of high order in terms of Bessel

functions of lower orders. In the form

J

p1

(x) =

2p

x

J

p

(x) J

p+1

(x), (27)

it can be used to express Bessel functions of large negative order in terms of Bessel

functions of numerically smaller negative orders.

The identities in Eqs. (22) through (27) hold wherever they are meaningful

that is, whenever no Bessel functions of negative integral order appear. In particular,

they hold for all nonintegral values of p.

Example 1 With p = 0, Eq. (22) gives

_

x J

0

(x) dx = x J

1

(x) + C.

Similarly, with p = 0, Eq. (23) gives

_

J

1

(x) dx = J

0

(x) + C.

Example 2 Using rst p = 2 and then p = 1 in Eq. (26), we get

J

3

(x) =

4

x

J

2

(x) J

1

(x) =

4

x

_

2

x

J

1

(x) J

0

(x)

_

J

1

(x),

so that

J

3

(x) =

4

x

J

0

(x) +

_

8

x

2

1

_

J

1

(x).

With similar manipulations every Bessel function of positive integral order can be

expressed in terms of J

0

(x) and J

1

(x).

Example 3 To antidifferentiate x J

2

(x), we rst note that

_

x

1

J

2

(x) dx = x

1

J

1

(x) + C

by Eq. (23) with p = 1. We therefore write

_

x J

2

(x) dx =

_

x

2

_

x

1

J

2

(x)

_

dx

and integrate by parts with

u = x

2

, dv = x

1

J

2

(x) dx,

du = 2x dx, and v = x

1

J

1

(x).

This gives

_

x J

2

(x) dx = x J

1

(x) + 2

_

J

1

(x) dx = x J

1

(x) 2J

0

(x) + C,

with the aid of the second result of Example 1.

8.5 Bessel's Equation 569

The Parametric Bessel Equation

The parametric Bessel equation of order n is

x

2

y

+ xy

+ (

2

x

2

n

2

)y = 0, (28)

where is a positive parameter. As we will see in Chapter 10, this equation appears

in the solution of Laplaces equation in polar coordinates. It is easy to see (Prob-

lem 9) that the substitution t = x transforms Eq. (28) into the (standard) Bessel

equation

t

2

d

2

y

dt

2

+ t

dy

dt

+ (t

2

n

2

)y = 0 (29)

with general solution y(t ) = c

1

J

n

(t ) + c

2

Y

n

(t ). Hence the general solution of

Eq. (28) is

y(x) = c

1

J

n

(x) + c

2

Y

n

(x). (30)

Now consider the eigenvalue problem

x

2

y

+ xy

+ (x

2

n

2

) = 0,

y(L) = 0

(31)

on the interval [0, L]. We seek the positive values of for which there exists a

nontrivial solution of (31) that is continuous on [0, L]. If we write =

2

, then

the differential equation in (31) is that in Eq. (28), so its general solution is given in

Eq. (30). Because Y

n

(x) as x 0 but J

n

(0) is nite, the continuity of y(x)

requires that c

2

= 0. Thus y(x) = c

1

J

n

(x). The endpoint condition y(L) = 0

now implies that z = L must be a (positive) root of the equation

J

n

(z) = 0. (32)

For n > 1, J

n

(x) oscillates rather like J

1

(x) in Fig. 8.5.2 and hence has an innite

sequence of positive zeros

n1

,

n2

,

n3

, . . . (see Fig 8.5.6). It follows that the kth

positive eigenvalue of the problem in (31) is

k

= (

k

)

2

=

(

nk

)

2

L

2

, (33)

x

y

y = Yn(x)

n1 n2 n4

n3 n5

FIGURE 8.5.6. The positive zeros

n1

,

n2

,

n3

, . . . of the

Bessel function J

n

(x).

570 Chapter 8 Power Series Methods

and that its associated eigenfunction is

y

k

(x) = J

n

_

nk

L

x

_

. (34)

The roots

nk

of Eq. (32) for n 8 and k 20 are tabulated in Table 9.5 of

M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions (New York:

Dover, 1965).

8.5 Problems

1. Differentiate termwise the series for J

0

(x) to showdirectly

that J

0

(x) = J

1

(x) (another analogy with the cosine and

sine functions).

2. (a) Deduce from Eqs. (10) and (12) that

_

n +

1

2

_

=

1 3 5 (2n 1)

2

n

.

(b) Use the result of part (a) to verify the formulas in

Eq. (19) for J

1/2

(x) and J

1/2

(x), and construct a gure

showing the graphs of these functions.

3. (a) Suppose that m is a positive integer. Show that

_

m +

2

3

_

=

2 5 8 (3m 1)

3

m

_

2

3

_

.

(b) Conclude from part (a) and Eq. (13) that

J

1/3

(x) =

(x/2)

1/3

_

2

3

_

_

1 +

m=1

(1)

m

3

m

x

2m

2

2m

m! 2 5 (3m 1)

_

.

4. Apply Eqs. (19), (26), and (27) to show that

J

3/2

(x) =

_

2

x

3

(sin x x cos x)

and

J

3/2

(x) =

_

2

x

3

(cos x + x sin x).

Construct a gure showing the graphs of these two func-

tions.

5. Express J

4

(x) in terms of J

0

(x) and J

1

(x).

6. Derive the recursion formula in Eq. (2) for Bessels

equation.

7. Verify the identity in (23) by termwise differentiation.

8. Deduce the identities in Eqs. (24) and (25) from those in

Eqs. (22) and (23).

9. Verify that the substitution t = x transforms the para-

metric Bessel equation in (28) into the equation in (29).

10. Show that

4J

p

(x) = J

p2

(x) 2J

p

(x) + J

p+2

(x).

11. Use the relation (x + 1) = x(x) to deduce from

Eqs. (13) and (14) that if p is not a negative integer, then

J

p

(x) =

(x/2)

p

( p + 1)

_

1 +

m=1

(1)

m

(x/2)

2m

m! ( p + 1)( p + 2) ( p + m)

_

.

This formis more convenient for the computation of J

p

(x)

because only the single value ( p+1) of the gamma func-

tion is required.

12. Use the series of Problem 11 to nd y(0) = lim

x0

y(x) if

y(x) = x

2

_

J

5/2

(x) + J

5/2

(x)

J

1/2

(x) + J

1/2

(x)

_

.

Use a computer algebra system to graph y(x) for x near 0.

Does the graph corroborate your value of y(0)?

Any integral of the form

_

x

m

J

n

(x) dx can be evaluated

in terms of Bessel functions and the indenite integral

_

J

0

(x) dx. The latter integral cannot be simplied further,

but the function

_

x

0

J

0

(t ) dt is tabulated in Table 11.1 of

Abramowitz and Stegun. Use the identities in Eqs. (22) and

(23) to evaluate the integrals in Problems 13 through 21.

13.

_

x

2

J

0

(x) dx 14.

_

x

3

J

0

(x) dx

15.

_

x

4

J

0

(x) dx 16.

_

x J

1

(x) dx

17.

_

x

2

J

1

(x) dx 18.

_

x

3

J

1

(x) dx

19.

_

x

4

J

1

(x) dx 20.

_

J

2

(x) dx

21.

_

J

3

(x) dx

22. Prove that

J

0

(x) =

1

_

0

cos(x sin ) d

by showing that the right-hand side satises Bessels equa-

tion of order zero and has the value J

0

(0) when x = 0.

Explain why this constitutes a proof.

23. Prove that

J

1

(x) =

1

_

0

cos( x sin ) d

8.6 Applications of Bessel Functions 571

by showing that the right-hand side satises Bessels equa-

tion of order 1 and that its derivative has the value J

1

(0)

when x = 0. Explain why this constitutes a proof.

24. It can be shown that

J

n

(x) =

1

_

0

cos(n x sin ) d.

With n 2, show that the right-hand side satises

Bessels equation of order n and also agrees with the val-

ues J

n

(0) and J

n

(0). Explain why this does not sufce to

prove the preceding assertion.

25. Deduce from Problem 22 that

J

0

(x) =

1

2

_

2

0

e

i x sin

d.

(Suggestion: Show rst that

_

2

0

e

i x sin

d =

_

0

_

e

i x sin

+ e

i x sin

_

d;

then use Eulers formula.)

26. Use Eqs. (22) and (23) and Rolles theorem to prove that

between any two consecutive zeros of J

n

(x) there is pre-

cisely one zero of J

n+1

(x). Use a computer algebra system

to construct a gure illustrating this fact with n = 10 (for

instance).

27. (a) Show that the substitution y = x

1/2

z in Bessels

equation of order p,

x

2

y

+ xy

+ (x

2

p

2

)y = 0,

yields

z

+

_

1

p

2

1

4

x

2

_

z = 0.

(b) If x is so large that

_

p

2

1

4

_

/x

2

is negligible, then

the latter equation reduces to z

+ z 0. Explain why

this suggests (without proving it) that if y(x) is a solution

of Bessels equation, then

y(x) x

1/2

(A cos x + B sin x)

= Cx

1/2

cos(x ) (35)

with C and constants, and x large.

Asymptotic Approximations It is known that the choices

C =

2/ and = (2n + 1)/4 in (35) yield the best ap-

proximation to J

n

(x) for x large:

J

n

(x)

_

2

x

cos

_

x

1

4

(2n + 1)

_

. (36)

Similarly,

Y

n

(x)

_

2

x

sin

_

x

1

4

(2n + 1)

_

. (37)

In particular,

J

0

(x)

_

2

x

cos

_

x

1

4

_

and

Y

0

(x)

_

2

x

sin

_

x

1

4

_

if x is large. These are asymptotic approximations in that the

ratio of the two sides in each approximation approaches unity

as x +.

8.6 Applications of Bessel Functions

The importance of Bessel functions stems not only from the frequent appearance of

Bessels equation in applications, but also from the fact that the solutions of many

other second-order linear differential equations can be expressed in terms of Bessel

functions. To see how this comes about, we begin with Bessels equation of order p

in the form

z

2

d

2

w

dz

2

+ z

dw

dz

+ (z

2

p

2

)w = 0, (1)

and substitute

w = x

y, z = kx

. (2)

Then a routine but somewhat tedious transformation (Problem 14) of Eq. (1) yields

x

2

y

+ (1 2)xy

+ (

2

2

p

2

+

2

k

2

x

2

)y = 0;

that is,

x

2

y

+ Axy

+ (B + Cx

q

)y = 0, (3)

572 Chapter 8 Power Series Methods

where the constants A, B, C, and q are given by

A = 1 2, B =

2

2

p

2

, C =

2

k

2

, and q = 2. (4)

It is a simple matter to solve the equations in (4) for

=

1 A

2

, =

q

2

,

k =

2

C

q

, and p =

_

(1 A)

2

4B

q

.

(5)

Under the assumption that the square roots in (5) are real, it follows that the general

solution of Eq. (3) is

y(x) = x

w(z) = x

w(kx

),

where

w(z) = c

1

J

p

(z) + c

2

Y

p

(z)

(assuming that p is not an integer) is the general solution of the Bessel equation in

(1). This establishes the following result.

THEOREM 1 Solutions in Bessel Functions

If C > 0, q = 0, and (1 A)

2

4B, then the general solution (for x > 0) of

Eq. (3) is

y(x) = x

_

c

1

J

p

(kx

) + c

2

J

p

(kx

)

_

, (6)

where , , k, and p are given by the equations in (5). If p is an integer, then

J

p

is to be replaced with Y

p

.

Example 1 Solve the equation

4x

2

y

+ 8xy

+ (x

4

3)y = 0. (7)

Solution To compare Eq. (7) with Eq. (3), we rewrite the former as

x

2

y

+ 2xy

+

_

3

4

+

1

4

x

4

_

y = 0

and see that A = 2, B =

3

4

, C =

1

4

, and q = 4. Then the equations in (5) give

=

1

2

, = 2, k =

1

4

, and p =

1

2

. Thus the general solution in (6) of Eq. (7) is

y(x) = x

1/2

_

c

1

J

1/2

_

1

4

x

2

_

+ c

2

J

1/2

_

1

4

x

2

__

.

If we recall from Eq. (19) of Section 8.5 that

J

1/2

(z) =

_

2

z

sin z and J

1/2

(z) =

_

2

z

cos z,

we see that a general solution of Eq. (7) can be written in the elementary form

y(x) = x

3/2

_

A cos

x

2

4

+ B sin

x

2

4

_

.

8.6 Applications of Bessel Functions 573

Example 2 Solve the Airy equation

y

+ 9xy = 0. (8)

Solution First we rewrite the given equation in the form

x

2

y

+ 9x

3

y = 0.

This is the special case of Eq. (3) with A = B = 0, C = 9, and q = 3. It follows

from the equations in (5) that =

1

2

, =

3

2

, k = 2, and p =

1

3

. Thus the general

solution of Eq. (8) is

y(x) = x

1/2

_

c

1

J

1/3

(2x

3/2

) + c

2

J

1/3

(2x

3/2

)

_

.

Buckling of a Vertical Column

For a practical application, we now consider the problem of determining when a

Ground

x = L

x = 0

x

column.

uniform vertical column will buckle under its own weight (after, perhaps, being

nudged laterally just a bit by a passing breeze). We take x = 0 at the free top end

of the column and x = L > 0 at its bottom; we assume that the bottom is rigidly

imbedded in the ground, perhaps in concrete; see Fig. 8.6.1. Denote the angular

deection of the column at the point x by (x). From the theory of elasticity it

follows that

EI

d

2

dx

2

+ gx = 0, (9)

where E is the Youngs modulus of the material of the column, I is its cross-

sectional moment of inertia, is the linear density of the column, and g is gravita-

tional acceleration. For physical reasonsno bending at the free top of the column

and no deection at its imbedded bottomthe boundary conditions are

We will accept (9) and (10) as an appropriate statement of the problem and attempt

to solve it in this form. With

=

2

=

g

EI

, (11)

we have the eigenvalue problem

+

2

x = 0;

The column can buckle only if there is a nontrivial solution of (12); otherwise the

column will remain in its undeected vertical position.

The differential equation in (12) is an Airy equation similar to the one in Ex-

ample 2. It has the form of Eq. (3) with A = B = 0, C =

2

, and q = 3. The

equations in (5) give =

1

2

, =

3

2

, k =

2

3

, and p =

1

3

. So the general solution is

(x) = x

1/2

_

c

1

J

1/3

_

2

3

x

3/2

_

+ c

2

J

1/3

_

2

3

x

3/2

__

. (13)

574 Chapter 8 Power Series Methods

In order to apply the initial conditions, we substitute p =

1

3

in

J

p

(x) =

m=0

(1)

m

m! ( p + m + 1)

_

x

2

_

2m+p

,

and nd after some simplications that

(x) =

c

1

1/3

3

1/3

_

4

3

_

_

x

2

x

4

12

+

4

x

7

504

_

+

c

2

3

1/3

1/3

_

2

3

_

_

1

2

x

3

6

+

4

x

6

180

_

.

From this it is clear that the endpoint condition

1

= 0, so

(x) = c

2

x

1/2

J

1/3

_

2

3

x

3/2

_

. (14)

The endpoint condition (L) = 0 now gives

J

1/3

_

2

3

L

3/2

_

= 0. (15)

Thus the column will buckle only if z =

2

3

L

3/2

is a root of the equation

J

1/3

(z) = 0. The graph of

J

1/3

(z) =

(z/2)

1/3

_

2

3

_

_

1 +

m=1

(1)

m

3

m

z

2m

2

2m

m! 2 5 (3m 1)

_

(16)

(see Problem 3 of Section 8.5) is shown in Fig. 8.6.2, where we see that the smallest

positive zero z

1

is a bit less than 2. Most technical computing systems can nd roots

like this one. For instance, each of the computer system commands

15 10 5 0

z

y

1

2

1

0

y = J

1/3

(z)

z

1

z

3

z

2

z

5

z

4

FIGURE 8.6.2. The graph of

J

1/3

(z).

fsolve(BesselJ(-1/3,x)=0, x, 1..2) (Maple)

FindRoot[BesselJ[-1/3,x]==0, {x,2}] (Mathematica)

fzero( besselj(-1/3,x), 2) (MATLAB)

yield the value z

1

= 1.86635 (rounded accurate to ve decimal places).

The shortest length L

1

for which the column will buckle under its own weight

is

L

1

=

_

3z

1

2

_

2/3

=

_

3z

1

2

_

EI

g

_

1/2

_

2/3

.

If we substitute z

1

1.86635 and = A, where is the volumetric density of the

material of the column and A is its cross-sectional area, we nally get

L

1

(1.986)

_

EI

g A

_

1/3

(17)

8.6 Applications of Bessel Functions 575

for the critical buckling length. For example, with a steel column or rod for which

E = 2.8 10

7

lb/in.

2

and g = 0.28 lb/in.

3

, the formula in (17) gives the results

shown in the table in Fig. 8.6.3.

Cross Section of Rod Shortest Buckling Length L

1

Circular with r = 0.5 in.

Circular with r = 1.5 in.

Annular with r

inner

= 1.25 in. and r

outer

= 1.5 in.

30 ft 6 in.

63 ft 5 in.

75 ft 7 in.

FIGURE 8.6.3.

We have used the familiar formulas A = r

2

and I =

1

4

r

4

for a circular

disk. The data in the table show why agpoles are hollow.

8.6 Problems

In Problems 1 through 12, express the general solution of the

given differential equation in terms of Bessel functions.

1. x

2

y

xy

+ (1 + x

2

)y = 0

2. xy

+ 3y

+ xy = 0

3. xy

+ 36x

3

y = 0

4. x

2

y

5xy

+ (8 + x)y = 0

5. 36x

2

y

+ 60xy

+ (9x

3

5)y = 0

6. 16x

2

y

+ 24xy

+ (1 + 144x

3

)y = 0

7. x

2

y

+ 3xy

+ (1 + x

2

)y = 0

8. 4x

2

y

12xy

+ (15 + 16x)y = 0

9. 16x

2

y

(5 144x

3

)y = 0

10. 2x

2

y

3xy

2(14 x

5

)y = 0

11. y

+ x

4

y = 0

12. y

+ 4x

3

y = 0

13. Apply Theorem 1 to show that the general solution of

xy

+ 2y

+ xy = 0

is y(x) = x

1

(A cos x + B sin x).

14. Verify that the substitutions in (2) in Bessels equation

(Eq. (1)) yield Eq. (3).

15. (a) Show that the substitution

y =

1

u

du

dx

transforms the Riccati equation dy/dx = x

2

+ y

2

into

u

+ x

2

u = 0. (b) Show that the general solution of

dy/dx = x

2

+ y

2

is

y(x) = x

J

3/4

_

1

2

x

2

_

cJ

3/4

_

1

2

x

2

_

cJ

1/4

_

1

2

x

2

_

+ J

1/4

_

1

2

x

2

_ .

(Suggestion: Apply the identities in Eqs. (22) and (23) of

Section 8.5.)

16. (a) Substitute the series of Problem 11 of Section 8.5 in

the result of Problem 15 here to show that the solution of

the initial value problem

dy

dx

= x

2

+ y

2

, y(0) = 0

is

y(x) = x

J

3/4

_

1

2

x

2

_

J

1/4

_

1

2

x

2

_ .

(b) Deduce similarly that the solution of the initial value

problem

dy

dx

= x

2

+ y

2

, y(0) = 1

is

y(x) = x

2

_

3

4

_

J

3/4

_

1

2

x

2

_

+

_

1

4

_

J

3/4

_

1

2

x

2

_

2

_

3

4

_

J

1/4

_

1

2

x

2

_

_

1

4

_

J

1/4

_

1

2

x

2

_ .

Some solution curves of the equation dy/dx = x

2

+y

2

are

shown in Fig. 8.6.4. The location of the asymptotes where

y(x) + can be found by using Newtons method to

nd the zeros of the denominators in the formulas for the

solutions as listed here.

0 1 2 3

x

y

3 2 1

3

2

1

3

0

1

2

FIGURE 8.6.4. Solution curves of

dy

dx

= x

2

+ y

2

.

576 Chapter 8 Power Series Methods

17. Figure 8.6.5 shows a linearly tapered rod with circular

cross section, subject to an axial force P of compression.

As in Section 3.8, its deection curve y = y(x) satises

the endpoint value problem

EI y

y = kx

x = a x = b

x

y

P P

FIGURE 8.6.5. The tapered rod of Problem 17.

Here, however, the moment of inertia I = I (x) of the

cross section at x is given by

I (x) =

1

4

(kx)

4

= I

0

_

x

b

_

4

,

where I

0

= I (b), the value of I at x = b. Substitution of

I (x) in the differential equation in (18) yields the eigen-

value problem

x

4

y

+ y = 0, y(a) = y(b) = 0,

where =

2

= Pb

4

/EI

0

. (a) Apply the theo-

rem of this section to show that the general solution of

x

4

y

+

2

y = 0 is

y(x) = x

_

A cos

x

+ B sin

x

_

.

(b) Conclude that the nth eigenvalue is given by

n

=

nab/L, where L = b a is the length of the rod, and

hence that the nth buckling force is

P

n

=

n

2

2

L

2

_

a

b

_

2

EI

0

.

Note that if a = b, this result reduces to Eq. (28) of Sec-

tion 3.8.

18. Consider a variable-length pendulum as indicated in

Fig. 8.6.6. Assume that its length is increasing linearly

with time, L(t ) = a + bt . It can be shown that the oscil-

lations of this pendulum satisfy the differential equation

L

+ 2L

+ g = 0

under the usual condition that is so small that sin

is very well approximated by : sin . Substitute

L = a + bt to derive the general solution

(t ) =

1

L

_

AJ

1

_

2

b

_

gL

_

+ BY

1

_

2

b

_

gL

__

.

For the application of this solution to a discussion of the

steadily descending pendulum (its nether extremity was

formed of a crescent of glittering steel, about a foot in

length from horn to horn; the horns upward, and the under

edge as keen as that of a razor . . . and the whole hissed

as it swung through the air . . . down and still down it

came) of Edgar Allan Poes macabre classic The Pit and

the Pendulum, see the article by Borrelli, Coleman, and

Hobson in the March 1985 issue of Mathematics Maga-

zine (Vol. 58, pp. 7883).

m

Cord

Pulley

L

FIGURE 8.6.6. A variable-length pendulum.

8.6 Application Riccati Equations and Modified Bessel Functions

A Riccati equation is one of the form

dy

dx

= A(x)y

2

+ B(x)y + C(x).

Many Riccati equations like the ones listed next can be solved explicitly in terms of

Bessel functions.

dy

dx

= x

2

+ y

2

; (1)

dy

dx

= x

2

y

2

; (2)

8.6 Applications of Bessel Functions 577

dy

dx

= y

2

x

2

; (3)

dy

dx

= x + y

2

; (4)

dy

dx

= x y

2

; (5)

dy

dx

= y

2

x. (6)

For example, Problem 15 in this section says that the general solution of Eq. (1) is

given by

y(x) = x

J

3/4

_

1

2

x

2

_

cJ

3/4

_

1

2

x

2

_

cJ

1/4

_

1

2

x

2

_

+ J

1/4

_

1

2

x

2

_. (7)

See whether the symbolic DE solver command in your computer algebra sys-

tem, such as the Maple command

dsolve(diff(y(x),x) = x^2 + y(x)^2, y(x))

or the Mathematica command

DSolve[ y'[x] == x^2 + y[x]^2, y[x], x ]

agrees with Eq. (7). If Bessel functions other than those appearing in Eq. (7) are

involved, you may need to apply the identities in (26) and (27) of Section 8.5 to

transform the computers answer to (7). Then see whether your system can take

the limit as x 0 in (7) to show that the arbitrary constant c is given in terms of

the initial value y(0) by

c =

y(0)

_

1

4

_

2

_

3

4

_ . (8)

Now you should be able to use built-in Bessel functions to plot typical solution

curves like those shown in Fig. 8.6.4.

Next, investigate similarly one of the other equations in (2) through (6). Each

has a general solution of the same general form in (7)a quotient of linear com-

binations of Bessel functions. In addition to J

p

(x) and Y

p

(x), these solutions may

involve the modied Bessel functions

I

p

(x) = i

p

J

p

(i x)

and

K

p

(x) =

2

i

p

_

J

p

(i x) + Y

p

(i x)

_

that satisfy the modied Bessel equation

x

2

y

+ xy

(x

2

+ p

2

)y = 0

of order p. For instance, the general solution of Eq. (5) is given for x > 0 by

y(x) = x

1/2

I

2/3

_

2

3

x

3/2

_

cI

2/3

_

2

3

x

3/2

_

I

1/3

_

2

3

x

3/2

_

cI

1/3

_

2

3

x

3/2

_, (9)

578 Chapter 8 Power Series Methods

where

c =

y(0)

_

1

3

_

3

1/3

_

2

3

_ . (10)

Figure 8.6.7 shows some typical solution curves, together with the parabola y

2

= x

y

2

0

2

4

4

5 5 10 0

x

FIGURE 8.6.7. Solution curves

of

dy

dx

= x y

2

.

that appears to bear an interesting relation to Eq. (6)we see a funnel near y =

+

x.

The Bessel functions with imaginary argument that appear in the denitions

of I

p

(x) and K

p

(x) may look exotic, but the power series of the modied function

I

n

(x) is simply that of the unmodied function J

n

(x) except without the alternating

minus signs. For instance,

I

0

(x) = 1 +

x

2

4

+

x

4

64

+

x

6

2304

+

and

I

1

(x) =

x

2

+

x

3

16

+

x

5

384

+

x

7

18432

+ .

Check these power series expansions using your computer algebra systemlook at

BesselI in either Maple or Mathematicaand compare them with Eqs. (17) and

(18) in Section 8.5.

The second-order differential equations of the form y

same right-hand sides as in Eqs. (1) through (6) have interesting solutions which,

however, cannot be expressed in terms of elementary functions and/or known

special functions such as Bessel functions. Nevertheless, they can be investigated

using an ODE plotter. For instance, the interesting pattern in Fig. 8.6.8 shows solu-

tion curves of the second-order equation

y

= y

2

x (11)

with the same initial value y(0) = 0 but different slopes y

0.7. Equation (11) is a form of the rst Painlev e transcendant, an equation that arose

historically in the classication of nonlinear second-order differential equations in

terms of their critical points (see Chapter 14 of E. L. Ince, Ordinary Differential

Equations, New York: Dover Publications, 1956). Figure 8.6.8 was suggested by

an article by Anne Noonburg containing a similar gure in the Spring 1993 issue of

the C ODE E Newsletter.

y

2

= x

4

2

10 2 4 0 6 8 12

x

y

0

2

FIGURE 8.6.8. The rst Painlev e transcendant y

= y

2

x,

y(0) = 0, y

8.6 Applications of Bessel Functions 579

Finally, heres a related example that was inspired by a Maple demonstration

package. The Maple dsolve command yields the general solution

y(x) = x

1

(c

1

J

10

(x) + c

2

Y

10

(x))

+ x

11

(1857945600 + 51609600x

2

+ 806400x

4

+ 9600x

6

+ 100x

8

+ x

10

) (12)

of the nonhomogeneous second-order equation

x

2

y

+ 3xy

+ (x

2

99)y = x. (13)

Show that Theorem 1 in this section explains the Bessel part of the alleged solu-

tion in Eq. (12). Can you explain where the rational function part comes from, or

at least verify it? For further examples of this sort, you can replace the coefcient

99 in Eq. (13) with r

2

1, where r is an even integer, and/or replace the x on the

right-hand side with x

s

, where s is an odd integer. (With parities other than these,

more exotic special functions are involved.)

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