Regular Singular Points

MATH 365 Ordinary Differential Equations

J. Robert Buchanan

Department of Mathematics

Spring 2010

J. Robert Buchanan Regular Singular Points

Singular Points

Consider the generic second order linear homogeneous ODE:

P(t)y ′′ + Q(t)y ′ + R(t)y = 0.

If we assume that P, Q, and R are polynomials and have no

factors in common then the singular points of the ODE are the
values of t for which P(t) = 0.

J. Robert Buchanan Regular Singular Points

Examples

Example
Find all the singular points of the following ODEs.
2
1 t 2 (1 − t 2 )y ′′ + y ′ + 4y = 0
t
2 t(1 − t ) y + (1 − t 2 )2 y ′ + 2(1 + t)y = 0
2 3 ′′

3 t 2 y ′′ + 2(et − 1)y ′ + (e−t cos t)y = 0

J. Robert Buchanan Regular Singular Points

Behavior of Solutions Near Singular Points

Even if t0 is a singular point, we may want to study the solution

to the ODE near t0 .
Of particular importance is the behavior of a solutions y1 (t) and
y2 (t) as t → t0 .

J. Robert Buchanan Regular Singular Points

Behavior of Solutions Near Singular Points

Even if t0 is a singular point, we may want to study the solution

to the ODE near t0 .
Of particular importance is the behavior of a solutions y1 (t) and
y2 (t) as t → t0 .
lim |y1 (t)| < ∞ and lim |y2 (t)| < ∞
t→t0 t→t0
lim |y1 (t)| = ∞ and lim |y2 (t)| < ∞
t→t0 t→t0
lim |y1 (t)| = ∞ and lim |y2 (t)| = ∞
t→t0 t→t0

J. Robert Buchanan Regular Singular Points

Examples

Example
1 t 2 y ′′ − 3ty ′ + 4y = 0; y1 (t) = t 2 , y2 (t) = t 2 ln |t|
2 t 2 y ′′ + 3ty ′ + 5y = 0; y1 (t) = t −1 cos(2 ln |t|),
y2 (t) = t −1 sin(2 ln |t|)
3 t 2 y ′′ + 4ty ′ + 2y = 0; y1 (t) = t −1 , y2 (t) = t −2
4 t(t − 3)y ′′ + (t + 1)y ′ − 2y = 0

J. Robert Buchanan Regular Singular Points

Strategy

To extend the power series solution technique to singular points

we must place some restrictions on the ODE

P(t)y ′′ + Q(t)y ′ + R(t)y = 0.

If t0 is a singular point, it may only be a “weak singularity”.

J. Robert Buchanan Regular Singular Points

Regular Singular Points

Definition
Given the ODE

P(t)y ′′ + Q(t)y ′ + R(t)y = 0.

for which t0 is a singular point, we say t0 is a regular singular

point if both functions

Q(t) R(t)
(t − t0 ) and (t − t0 )2
P(t) P(t)

are analytic (in other words have convergent Taylor series

centered at t0 ).

J. Robert Buchanan Regular Singular Points

Remarks

when P, Q, and R are polynomials this means the

following limits are both finite.

Q(t) R(t)
lim (t − t0 ) = p0 and lim (t − t0 )2 = q0
t→t0 P(t) t→t0 P(t)

when P, Q, and R are polynomials this means that for t

near t0

Q(t) 1 R(t) 1
∝ and ∝ .
P(t) t − t0 P(t) (t − t0 )2

any singular point which is not regular is called an

irregular singular point.

J. Robert Buchanan Regular Singular Points

Examples

Example
Determine the regular and irregular singular points for the
following ODEs.
2
1 t 2 (1 − t 2 )y ′′ + y ′ + 4y = 0
t
2 t(1 − t 2 )3 y ′′ + (1 − t 2 )2 y ′ + 2(1 + t)y = 0
3 t 2 y ′′ + 2(et − 1)y ′ + (e−t cos t)y = 0
4 t(t − 3)y ′′ + (t + 1)y ′ − 2y = 0

J. Robert Buchanan Regular Singular Points

Example

Example
Consider the following ODE for which t = 0 is a regular singular
point.
t 2 y ′′ + 2ty ′ − (1 + t)y = 0
X
∞
Assuming the solution is of the form y(t) = an t n find the
n=0
coefficients an .

J. Robert Buchanan Regular Singular Points

Homework

Read Section 5.4

Exercises: 17–39 odd

J. Robert Buchanan Regular Singular Points