Frobenius Series Solutions

Power Series Solutions And Special Functions:
Review of Power Series

Pradeep Boggarapu
Department of Mathematics
BITS PILANI K K Birla Goa Campus, Goa
September 28, 2015
Pradeep Boggarapu (Dept. of Maths)
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Finding the general solution of a linear differential equation

y 00 + P(x)y 0 + Q(x)y = R(x)
depends on determining any two linear independent solutions of the
homogeneous equation
y 00 + P(x)y 0 + Q(x)y = 0
So far, we have a systematic procedure for constructing fundamental
solutions (linear independent solutions of associated homogeneous
equation), if the equation has constant coefficients (i.e., P(x) and Q(x) are
constant functions).
For the equations with variable coefficients we dont have any method to
find fundamental solutions expect the case of knowing one solution where
we use the known solution to find another solution via the formula
y2 (x) = v (x)y1 (x) with
Z
1 R P(x)dx
v (x) =
e
dx
y12
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Examples: Let p, a, b, c and k are real constants,

1
Bessels Differential Equation: x 2 y 00 + xy 0 + (x 2 p 2 )y = 0
Legenders Differential Equation: (1 x 2 )y 00 2xy 0 + p(p 1)y = 0
Hermite Differential Equation: y 00 2xy 0 + 2py = 0
Guass Hypergeometric Differentila Equation:

x(x 1)y 00 + [c (a + b + 1)x]y 0 aby = 0
Laguerres Differential Equations: xy 00 + (1 x)y 0 + py = 0
Airys Equation: y 00 p 2 xy = 0
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In most of the cases the solutions of the above differential equations are
beyond the elementary functions which are called as special functions.
Many of the special functions find applications in connection with the
partial differential equations of mathematical physics. Thare are also
important in modern pure mathematics, through the theory of orthogonal
expansions.
For a larger class of linear diffrerential equations with variable coefficients
such as above equations, we must search for solutions beyond the familiar
elementary functions of calculus.
The principal tool we need is the representation of a given function by a
power series.
Then,
P we assumen that the solutions y have power series representations
n=0 an (x x0 ) , and then determine the coefficients an s so as to satisfy
the differential equation similar to the method of undetermined
coefficients.
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Power series about the point zero: It is an infinite series of the form
an x n = a0 + a1 x + a2 x 2 + a3 x 3 +
(0.1)
n=0
where a0 , a1 , a2 , . . . , an , . . . are real constants.

Power series about the point x0 : It is an infinite series of the form
an (x x0 )n = a0 + a1 (x x0 ) + a2 (x x0 )2 + a3 (x x0 )3 + (0.2)
n=0
where a0 , a1 , a2 , . . . , an , . . . are real constants.

Examples:
X
xn
n=0
n!
=1+
x
x2 x3
+
+
+ ;
1!
2!
3!
xn = 1 + x1 + x2 + x3 + .
n=0
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Convergence of power series:

P The power series is said to converge at a
point x if its n-th partial sum nk=0 ak x k converges that is to say that the
n
X
limit L = lim
ak x k exists.
n
k=0
In this case the sum of the series is the limit i.e. L =

points x are called points of convergence.
n=0 an x
and such
Note that x = 0 is always a point of convergence of the power series (0.1).

See the following examples
X
xn
n=0
n!
= 1+
x
x2 x3
+
+
+ ;
1!
2!
3!
(0.3)
xn = 1 + x1 + x2 + x3 + ;
(0.4)
n!x n = 1 + x + 2!x 2 + 3!x 3 + .
(0.5)
n=0
X
n=0
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The first series converges for every value of x in R; second converges only
for |x| < 1 and the third series diverges for all x 6= 0.
The power series in x that behaves like third series are of no interest to us.
Fact: The points of convergence of a power series (0.1) (or (0.47)) form
an interval. Moreover there exists 0 R such that the power series
(0.1) (or (0.47)) converges for all |x| < R (resp. |x x0 | < R) and
diverges for all |x| > R (resp. |x x0 | > R). Here R is called radius of
convergence.
In many cases the radius of convergence can be found by using the
following formulas,
a
1
n
or
R = lim p
R = lim

n0 n |an |
n0 an+1
whenever the limits exist.
Regardless of the existence of the above limits, it is known that R always
exists.
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Differentiation of power series: Suppose that the power series (0.1)

converges for |x| < R with R > 0 and denote the sum by f (x):
f (x) =
an x n = a0 + a1 x + a2 x 2 + a3 x 3 + .
n=0
Then f (x) is automatically is continuous and has the derivatives of all

orders for |x| < R. Also,
0
f (x) =
f 00 (x) =
X
n=1
nan x n1 = a1 + 2a2 x + 3a3 x 2 + ,
(0.6)
n(n 1)x n2 = 2a2 + 3 2a3 x + ,
(0.7)
n=2
and so on, and each of the resulting series converges for |x| < R.
And we can link the coefficient an to f (x) and its derivative via the
following formula
an =
f (n) (0)
n!
(0.8)
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P
P
n
n
Algebra of power series: Let f (x) =
n=0 an x and g (x) =
n=0 bn x
be two power series with radius of convergence at least R > 0, then these
power series can be added or subtracted termwise:
f (x) g (x) =
(an bn )x n = (a0 b0 ) + (a1 b1 )x + .
n=0
They can also be multiplies as they were polynomials, in the sense that
f (x)g (x) =
cn x n
n=0
where cn = a0 bn + a1 bn1 + + an b0 .
If f (x) = g (x) for |x| < R if and only if an = bn for all n i.e. If both series
converges to the same function for |x| < R if and only if they have the
same coefficients.
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Power series representation of a function: Let f be a continuous

function defined for |x| < R or (R, R) which has derivatives of all orders
in the interval (R, R). Can f (x) be represented by a power series about
the point zero? Equivalently will the following hold
f (x) =
X
f (n) (0)
n!
n=0
x n = f (0) + f 0 (0)x +
f 00 (0) 2
x +
2!
(0.9)
throughout the interval (R, R)?

This is often true, but unfortunately it is some times false. The above
expansion is valid if the error term Rn (x) in Taylors formula:
f (x) =
n
X
f (k) (0)
n=0
k!
x k + Rn (x)
convegres to zero as n tends to infity.
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By means of the procedure explained in the previous slide, it is quite easy

to obtaion the following familiar expansions,
ex
X
xn
n!
n=0
=1+
x
x2 x3
+
+
+ ;
1!
2!
3!
(0.10)
sin x
X
x 2n+1
x3 x5
=x
+
;
=
(1)n
(2n + 1)!
3!
5!
(0.11)
cos x
X
x 2n
x2 x4
=
(1)2n
=1
+
;
(2n)!
2!
4!
(0.12)
n=0
1
1x
log (1 + x) =
n=0
(1)n x n = 1 x + x 2 x 3 + ;
n=0
X
n=1
tan1 x
(1)n1
(0.13)
xn
x2 x3 x4
=x
+
+ ; (0.14)
n
2
3
4
X
x 2n+1
x3 x5
=
=x
+
;
(1)n
(2n + 1)
3
5
(0.15)
n=0
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The function f for which the above series expansion (0.9) is valid for some
neighbourhood of zero is said to be analytic at x = 0. More generally the
analyticity at any point is defined as follows.
Analytic at a point: A function f (x) with the property that a power
series expansion of the form
f (x) =
an (x x0 )n
n=0
valid in some neighbourhood of the point x0 is said to be analytic at x0 .

In this case the coefficients an s are necessarily given by
an =
f (n) (x0 )
,
n!
and the above series is called the Taylor series of f (x) at x0 .

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Facts about analytic functions:

Polynomials and the functions e x , sin x and cos x are analytic at all
points.
If f (x) and g (x) are analytic at x0 , then f (x) + g (x), f (x)g (x), and
f (x)/g (x) [if g (x0 ) 6= 0] are also analytic at x0 .
If f (x) is analytic at x0 , f 0 (x0 ) 6= 0 and f 1 (x) is a continuous
inverse, then f 1 (x) is analytic at f (x0 ).
If g (x) is analytic at x0 and f (x) is analytic at g (x0 ), then
f g (x) = f (g (x)) is analytic at x0 .
The sum of a power series is analytic at all points inside the interval
of convergence.
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Series solutions of first order equations: We have repeatedly

emphasized that many interesting and important differential equations
cannot be solved by any of the methods discussed so far.
And also note that solutions for equations of this kind can often be found
in terms of power series.
Our purpose in this section is to discuss that how we use power series
representation to solve a differential equation by demonstrating an example
with a first order equations that are easy to solve by elementary methods.
Problem 1: Solve the first order differential equation y 0 = y by using
power series representation.
Solution: We assume that the given equation has a power series solution
of the form
y=
an x n = a0 + a1 x + a2 x 2 + a3 x 3 +
(0.16)
n=0
that converges for |x| < R with R > 0.

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That is, we are assuming that the differential equation has a solution say y
that is analytic at the origin. We know that
0
y =
nan x n1 = a1 + 2a2 x + 3a3 x 2 + + (n + 1)an+1 x n + , (0.17)
n=1
in the interval of convergence. Since y 0 = y , we have that
nan x n1 =
n=1
an x n
n=0
2
a1 + 2a2 x + 3a3 x + = a0 + a1 x + a2 x 2 + a3 x 3 + .
The above both series must have the same coefficients:
a1 = a0 ,
2a2 = a1 ,
3a3 = a2 , (n + 1)an+1 = an , .
These equations enables us to express each an in terms of a0 :

a1 = a0 ,
a2 =
a0
a1
= ,
2
2
a3 =
a2
a0
a0
=
, , an = , .
3
23
n!
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If you substitute all these values of coefficients in (0.16), we obtain our

power series solution

x2 x3
xn
x
+
+ +
+
y = a0 1 + +
1!
2!
3!
n!
We can easily recognise that the above series as the power series
expansion of e x , so the above can be written as
y = a0 e x .
, This example suggests a useful method for obtaining the power series
expansion of a given function:
Find the differential equation with initial condition satisfied by the
function, and then solve this equation by power series. We consider an
example (to understand this idea).
Proplem 2: Find the power series expansion of y = (1 + x)p about the
origin (where p is a constant) by using the method described in the above.
Use the result to show that
1 1 13 1
135 1
2=1+ +
2+
+ .
2 2 24 2
2 4 6 23
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Part 1: First find a differential equation satisfied by y :

(1 + x)y 0 = py ,
y (0) = 1
As before we assume that the above equation has a power series solution
y=
an x n = a0 + a1 x + a2 x 2 + a3 x 3 +
(0.18)
n=0
with positive radius R > 0 of convergence. It follows that

y 0 = a1 + 2a2 x + 3a3 x 2 + + (n + 1)an+1 x n + ,
xy 0 =
a1 x + 2a2 x 2 + +
nan x n + ,
py = pa0 + pa1 x + pa2 x 2 + +
pan x n + .
Since the d.e. is (1 + x)y 0 = py , the sum of the first two series must equal
the third, so equating the coeffiecients of the successive powers of x gives
a1 = pa0 ,
2a2 + a1 = pa1 ,
3a3 + 2a2 = pa2 , . . . ,

(n + 1)an+1 + nan = pan , . . .
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The initial condition y (0) = 1 implies that a0 = 1, so

a1 = p,
a2 =
a1 (p 1)
p(p 1)
=
,
2
2
a2 (p 2)
p(p 1)(p 2)
=
,...,
3
23
p(p 1)(p 2) (p n + 1)
an =
,....
n!
With these coefficints, the solution (0.18) becomes
a3 =
p(p 1) 2 p(p 1)(p 2) 3

x +
x +
2!
3!
p(p 1)(p 2) (p n + 1) n
+
x + .
n!
y =1 + px +
(0.19)
To conclude that (0.19) actually is the desired solution, it suffices to

observe that the series converges for |x| < R for some R > 0.
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We can show that R = 1 by using the ratio tests or by using first of the
formulas given previously
a
n + 1
n

R = lim
= lim
= 1.
n an+1
n0 p n
On comparing the two solutions y = (1 + x)p and (0.19), and using the
fact that the initial value problem has only one solution, we have
p(p 1) 2 p(p 1)(p 2) 3
x +
x +
2!
3!
p(p 1)(p 2) (p n + 1) n
+
x +
(0.20)
n!
(1 + x)p =1 + px +
for |x| < 1. This expansion is called the binomial series and this formula
generalises the binomial theorem to the case of an arbitrary exponent.
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Part2: Now we substitute x = 21 and p = 21 in the power series (0.20)

to get the required indentity.

1 1
12 23 1 2
1 12
=1+
1

+
2
2
2
2!

2
3
5
1
2 2 2
1 3

+ .
+
3!
2
After simplying the above you get the required identity
2=1+
1 1 13 1
135 1
+
2+
+ .
2 2 24 2
2 4 6 23
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P
Problem 3: Express sin1 x in the form of a power series
an x n by
0
2
1/2
solving y = (1 x )
in two ways. (Hint: Remember the binomial
series.) Use this result to obtain the formula
1 1
1
1
1
13
135
= +
+
+
+ .
3
5
6
2 2 32
24 52
2 4 6 7 27
Solution:
Part 1: We first find an intial value problem satisfied by y = sin1 x:
y 0 = (1 x 2 )1/2 ,
y (0) = 0
As before we assume that the above equation has a power series solution
y=
an x n = a0 + a1 x + a2 x 2 + a3 x 3 +
(0.21)
n=0
with positive radius R > 0 of convergence. It follows that

y 0 = a1 + 2a2 x + 3a3 x 2 + 4a4 x 3 + + (n + 1)an+1 x n +
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We know that
p(p 1) 2 p(p 1)(p 2) 3
x +
x +
2!
3!
p(p 1)(p 2) (p n + 1) n
+
x + .
n!
(1 + x)p =1 + px +
Now we replace p by 1/2 and x by x 2 in the above to get

1 x2
1/2
=1+
1 2 13 4 135 6
x +
x +
x +
2
24
246
1 3 5 (2n 1) 2n
x + .
+
2 4 6 (2n)
Since the d.e. is y 0 = (1 x 2 )1/2 , so equating the coeffiecients of the

successive powers of x on both series gives
1
13
2a2 = 4a4 = a2n = = 0; a1 = 1; 3a3 = ; 5a5 =
;
2
24
135
1 3 5 (2n 1)
7a7 =
; . . . ; (2n + 1)a2n+1 =, . . .
246
2 4 6 (2n)
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Further simplification implies

2a2 = 4a4 = a2n = = 0;
a7 =
135 1
;
246 7
...;
13 1
1 1
; a5 =
;
2 3
24 5
1 3 5 (2n 1)
1
=, . . .
2 4 6 (2n)
2n + 1
a1 = 1;
a2n+1
a3 =
Since y (0) = 0, a0 = 0, now substitute all the values of coefficients in

power series solution (0.21) and the initial value problem has only one
solution which means the power series solution is nothing but sin1 x,
therefore
sin1 x = x +
1 1 3 13 1 5 135 1 7
x +
x +
x + .
2 3
24 5
246 7
If x = 12 then sin1 x =
required identity
and hence in view of the above we get the
1 1
1
13
1
135
1
= +
+
+ .
3
5
6
2 2 32
24 52
2 4 6 7 27
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Problem 4: Find the power series solution of the initial value problem
(1 + x)y 0 = 1;
y (0) = 0,
and also find solution of the same by using variable separable method to
get the follwoing identity
loge 2 =
X
1
n=1
1
1 1 1
1 1
1 1
= + 2 + 3 + 4 + .
n
n 2
2 2 2
3 2
4 2
Problem 5: Find the power series solutions of the each of the following
first order differentail equations:
2
(1) y 0 y = 0
(2) y 0 = e x y
(3) y 0 xy = 0
(4) (1 x)y 0 = y
(5) y 0 y = x 2
(6) y + xy = 1 + x
(7) (1 + x 2 )y 0 = 0.
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Second order linear equations. Ordinary points:

We have seen the power series solutions for first order linear equations.
We now turn our attention to the general homogeneous second order
linear equation
y 00 + P(x)y 0 + Q(x)y = 0
(0.23)
As we know, it is occasionally possible to solve such an equation in terms
of familiar elementary functions.
For instance, when P(x) and Q(x) are constants and in few other cases as
well.
For most of the equations having the greatest significance in pure and
applied mathematics can only be solved by power series.
The central fact about the equation (0.23) is that the behaviour of the
coefficients P(x) and Q(x) near a point x0 determines the behaviour its
solutions near this point.
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In this section we confine ourselves to the case in which P(x) and Q(x)
are well behave in the sense of being analytic at x0 that is the case
where x0 is an ordinary point.
Ordinary point : If each of P(x) and Q(x) has a power series expansion
valid in some neighbourhood of a point x0 , then x0 is called an ordinary
point of the equation (0.23). In this case all solutions of equation (0.23)
will have power series expansion valid in a neighbourhood of x0 .
In other words, if the coefficient funtions P(x) and Q(x) of equation
(0.23) are analytic at a point x0 then its all solutions are also analytic at
this point.
Any point that is not ordinary point of (0.23) is called singular point. We
will see a bit more about singular points after few slides.
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Examples: Let p, a, b, c and k are real constants, find out all ordinary and
sigular points of the following equations.
1

x(x 1)y 00 + [c (a + b + 1)x]y 0 aby = 0
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We now illustrate the above we said by an example of familiar equations

y 00 + y = 0
(0.24)
The coefficients P(x) = 0 and Q(x) = 1 are analytic at all the points, we
expect the solutions are also analytic at all the points.
So we seek a solution of the form
X
y=
an x n = a0 + a1 x + a2 x 2 + a3 x 3 +
(0.25)
n=0
Differentiating the above, yields

y 0 (x) = a1 + 2a2 x + 3a3 x 2 + + (n + 1)an+1 x n + ,
y 00 (x) = 2a2 + 3 2a3 x + + (n + 1)(n + 2)an+2 x n + , (0.26)
Since y 00 + y = 0, on adding the above two series term by term and
equating to zero, we get
(2a2 + a0 ) + (2 3a3 + a1 )x + (3 4a4 + a2 )x 2 + (4 5a5 + a3 )x 3
+ + [(n + 1)(n + 2)an+2 + an ]x n + = 0;
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now equating the coefficients of successive powers of x gives

2a2 + a0 = 0;
2 3a3 + a1 = 0;
3 4a4 + a2 = 0;
4 5a5 + a3 = 0; ; (n + 1)(n + 2)an+2 + an = 0; . . . .

By means of these equations we can express an in terms of a0 or a1
according as n is even or odd:
a1
a2
a0
a0
; a4 =
=
;
a2 = ; a3 =
2
23
34
234
a3
a1
a5 =
=
;....
45
2345
With these coefficients, (0.25) becomes
a0
a1 3
a0
a1
y = a0 + a1 x x 2
x +
x4 +
x5
2
2
3
2
4
2
5

x2 x4
x3 x5
= a0 1
+
+ a1 x
+

(0.27)
2!
4!
3!
5!
where y (0) = a0 and y 0 (0) = a1 .
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Let y1 (x) and y2 (x) denote the two series in parentheses. We have shown
formally that (0.27) satisfies (0.24) for any two constants a0 and a1 .
In particular, by choosing a0 = 1 and a1 = 0 we see that y1 satisfies this
equation, and the choice a0 = 0 and a1 = 1 shows that y2 also satisfies the
equation.
Note that the two series defining y1 and y2 converges for all x,
furthermore, y1 and y2 are linearly independent as neither series is a
constant multiple of the other.
We therefore see that (0.27) is the general solution of (0.24), and that any
particular solution is obtained by specifying the values of y (0) = a0 and
y 0 (0) = a1 .
In the above example two series in parentheses are easily recognizable as
the expansions of cos x and sin x, so (0.27) can be written in the form
y = a0 cos x + a1 sin x.
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We now apply the method of these example to establish the following

general theorem about the nature of solutions near ordinary points.
Theorem 0.1.
Let x0 be an ordinary point of the differential equation
y 00 + P(x)y 0 + Q(x)y = 0,
(0.28)
and let a0 and a1 be arbitrary constants. Then there exists a unique

function y (x) that is analytic at x0 , is a solution of equation (0.28) in a
certain neighborhood of this point, and satisfies the initial conditions
y (x0 ) = a0 and y 0 (x0 ) = a1 . Furthermore, if the power series expansions of
P(x) and Q(x) are valid on an interval |x x0 | < R, R > 0, then the
power series expansion of this solution is also valid on the same interval.
For the proof of this theorem we refer to our text book. We solve the
Legendres equation by the same procedure used to solve the first example.
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Legendres differential equation:

(1 x 2 )y 00 2xy 0 + p(p + 1)y = 0,
(0.29)
where p is a constant.
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(1 x 2 )y 00 2xy 0 + p(p + 1)y = 0,
(0.29)
where p is a constant. It is clear that the coefficient functions

P(x) =
2x
1 x2
and Q(x) =
p(p + 1)
1 x2
are analytic at the origin.
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(1 x 2 )y 00 2xy 0 + p(p + 1)y = 0,
(0.29)
where p is a constant. It is clear that the coefficient functions

P(x) =
2x
1 x2
and Q(x) =
p(p + 1)
1 x2
are analytic at the origin. The origin is therefore an ordinary point and we
expect a solution of the form
y=
an x n = a0 + a1 x + a2 x 2 + a3 x 3 + .
n=0
P
Since y 0 = (n + 1)an+1 x n , we get the following expansions for the
indvidual terms on the left side of equation (0.29):
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y 00 =
X
(n + 1)(n + 2)an+2 x n ,
n=0
x 2 y 00 =
(n 1)nan x n ,
n=2
2xy 0 =
2nan x n ,
n=1
and
p(p + 1)y =
p(p + 1)an x n .
n=0
By equation (0.29), the sum of the these series is required to be zero, so

the coefficients of x n must be zero for every n:
(n + 1)(n + 2)an+2 (n 1)nan 2nan + p(p + 1)an = 0.
September 28, 2015
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With a little manipulation, this becomes

an+2 =
(p n)(p + n + 1)
an .
(n + 1)(n + 2)
This recursion formula enables us to express an in terms of a0 or a1

according as n is even or odd:
a2 =
p(p + 1)
a0 ,
12
(p 1)(p + 2)
a1 ,
23
(p 2)(p + 3)
p(p 2)(p + 1)(p + 3)
a4 =
a2 =
a0 ,
34
4!
(p 3)(p + 4)
(p 1)(p 3)(p + 2)(p + 4)
a5 =
a3 =
a1 ,
45
5!
(p 4)(p + 5)
p(p 2)(p 4)(p + 1)(p + 3)(p + 5)
a6 =
a4 =
a0
56
6!
a3 =
September 28, 2015
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(p 5)(p + 6)
a5
67
(p 1)(p 3)(p 5)(p + 2)(p + 4)(p + 6)
=
a1 ,
7!
P
and so on. By inserting these coefficients into y =
an x n , we obtain
a7 =
h
p(p + 1) 2 p(p 2)(p + 1)(p + 3) 4
y = a0 1
x +
x
12
4!
i
p(p 2)(p 4)(p + 1)(p + 3)(p + 5) 6
x +
6!
h
(p 1)(p + 2) 3 (p 1)(p 3)(p + 2)(p + 4) 5
+ a1 x
x +
x
23
5!
i
(p 1)(p 3)(p 5)(p + 2)(p + 4)(p + 6) 7
x +
7!
(0.30)
as our solution of (0.29).
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When p is not an integer, each series in bracket has radius of converges

R = 1.
This is most easily seen by using the recursion formula: for the first series,
this formul (with n replaced by 2n)

a2n+2 x 2n+2 (p 2n)(p + 2n + 1) 2
2

=

a2n x 2n (2n + 1)(2n + 2) |x | |x |
as n , and similarly for the second series.
The fact that the each series has positive radius of convergence justifies
the operations we have performed and shows that the power series (0.30)
is a valid solution of (0.29) for every choice of constants a0 and a1 .
Each bracketed series is a particular solution and since it is clear that the
functions defined by these series are linearly independent, (0.30) is the
general solution of (0.29)
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Chebyshevs equation: (1 x 2 )y 00 xy + p 2 y = 00
September 28, 2015
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Regular Singular Points: We recall the point x0 is a singular point of the

differentail equation
y 00 + P(x)y 0 + Q(x)y = 0,
(0.31)
if one (or both) of the coeffiecient functions P(x) and Q(x) fails to be
analytic at x0 .
In this case the theorem and method of the previous section do not apply.
If we wish to study the solution of the above differential equations near x0 ,
then new ideas are necessary.
At this moment we can not say that the equation has (or has no) a
solution near the point x0 .
But if we were in a situation that the coefficient functions are not so far
that to be analytic at the point x0 in the sense a mild modifications of the
coefficient functions are analytic, would we be able to find the solutions of
equation (0.31)?
The answer is yes partially. We have some singular points called Regular
Singular Points near which we can find the solutions.
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What are Regular singular points: A singular point x0 is said to be

regular if the functions (x x0 )P(x) and (x x0 )2 Q(x) are analytics at
x0 . If the singular point is not regular then it is called irregular.
Roughly speaking, at regular point x0 , the sigularity of P(x) and Q(x) can
not be worse than 1/(x x0 ) and 1/(x x0 )2 respectively.
Example:
1. x 2 y 00 + pxy 0 + rxy = 0 and 2. x 3 y 00 + px 2 y 0 + sin xy = 0, In both
examples the point x = 0 is regular point.
3. x 3 (1 x 2 )y 00 + 2xy 0 2y = 0, here x = 0 is irregular singular but not
regular singular, x = 1 are regular singular points and any other point is
an ordinary point.
Let p, a, b, c and k are real constants, find out all ordinary points, regular
and irregular sigular points of the following equations.
x = 1 are the regular singular point of the above equations all others are
ordinary points.
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x(x 1)y 00 + [c (a + b + 1)x]y 0 aby = 0
x = 0, 1 are the regular singular points and all other points are ordinay
points.
x = 0 is only the regular singular point and any other points are ordinay.
There are no singular points. All points are ordinary points.
x = 0 is regular singular and others are ordinary point.
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How do we solve the differential equation

y 00 + P(x)y 0 + Q(x)y = 0,
(0.32)
near x = x0 , if it has regular singularity at x = x0 .

In this case we will find a solutions y which is of the form
y = (x x0 )m [a0 + a1 (x x0 )2 + a2 (x x0 )2 + a3 (x x0 )3 + ]
= a0 (x x0 )m + a1 (x x0 )m+1 + a2 (x x0 )m+2 + a3 (x x0 )m+3 +
(0.33)
where the coefficients a0 6= 0, a1 , a2 , . . . and the exponent m are unknown.
The above series is called Frobenius series.
We will find the unknown coefficients and the exponent so that y is a
solution the equation (0.42), the exponent m may be a negative integer, a
fraction or even an irrational real number.
Question: What is the guarantee that the solution of the above form
exists?
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We answere this question later after we get enough familiar with this kind
of solutions. We will see some example to get familiar with those.
We consider the equation
2x 2 y 00 + x(2x + 1)y y = 0.
(0.34)
If we write the equation in standard form

y 00 +
1
2
+ x 0 1/2
y +
y =0
x
x2
then we see at once that xP(x) = 21 + x and x 2 Q(x) = 21 are analytic at

x = 0, so x = 0 is a regular singular point.
We want to find a solution near this point. We now introduce our
assumed Frobenius series solution
y = x m (a0 + a1 x + a2 x 2 + a3 x 3 + )
= a0 x m + a1 x m+1 + a2 x m+2 + a3 x m+3 + ,
(0.35)
with a0 6= 0,
September 28, 2015
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and its derivatives are given by

y 0 = a0 mx m1 + a1 (m + 1)x m + a2 (m + 2)x m+1 + a3 (m + 3)x m+2 +
and
y 00 = a0 m(m 1)x m2 + a1 (m + 1)mx m1 + a2 (m + 2)(m + 1)x m
+ a3 (m + 3)(m + 2)x m+1 + .
To find the coefficients in (0.35), we proceed in essentially the same way
as in the case of an ordinary point, with the significant difference that now
we must find the appropriate value (or values) of the exponents m.
When we substitute three series y , y 0 and y 00 in the equation (0.34), then
the common factor x m2 of the series y , y 0 /x and y 00 /x 2 gets cancel, the
result is
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a0 m(m1)+a1 (m+1)mx +a2 (m+2)(m+1)x 2 +a3 (m+3)(m+2)x 3 +

1
+
+ x [a0 m + a1 (m + 1)x + a2 (m + 2)x 2 + a3 (m + 3)x 3 + ]
2
1
[a0 + a1 x + a2 x 2 + a3 x 3 + ] = 0
2
By inspection, we combine correspoding powers of x and equate the
coefficient of each power of x to zero.
This yields the following system of equations:
h
1
1i
a0 m(m 1) + m
= 0,
2
2
h
1
1i
a1 (m + 1)m + (m + 1)
+ a0 m = 0,
2
2
h
i
1
1
a2 (m + 2)(m + 1) + (m + 2)
+ a1 (m + 1) = 0,
2
2
.
September 28, 2015
(0.36)
44 / 65
Since a0 6= 0, it follows from first of the above equations that

1
1
m(m 1) + m = 0.
2
2
This is called the indicial equation of the differential euqation (0.34). Its
roots are
1
m1 = 1
and
m2 =
2
These are only possible values for the exponent m in (0.35).
For each of these values of m, we now use the remaining equations of
(0.36) to calculate a1 , a2 , a3 , . . . in terms of a0 . For m1 = 1, we obtain
a1 =
a0
1
2
21+ 2
2a1
a2 =
3 2 + 12 3
1
2
1
2
2
= a0
5
2
4
= a1 = a0 ,
7
35
.
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And for m = 12 , we obtain

a1 =
1
a0
2
1
2 + 21
a2 = 3
1
2 a1
1
1 3
2 + 2 2
1
2
1
2
1
2
1
2
= a0
1
1
= a1 = a0 ,
2
2
We therefore have the following two Frobenius series solutions in each of

which we have put a0 = 1:

2
4
y1 = x 1 x + x 2 +
(0.37)
5
35

1
y2 = x 1/2 1 x + x 2 + .
(0.38)
2
These solutions are clearly linear independent for x > 0, so the general
solution of (0.34) on this interval is

2
4
1
y = c1 x 1 x + x 2 + + c2 x 1/2 1 x + x 2 +
5
35
2
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In view of the above example, it is easy to see that the indicial equation of
the more general diffierential equation (0.42) is
m(m 1) + mp0 + q0 = 0.
(0.39)
where p0 and q0 are constant terms of the power series expansions of

(x x0 )P(x) and (x x0 )2 Q(x) near the point x = x0 respectively.
In our example, the inditial equation had two distinct real roots leading to
the two independent series solutions (0.37) and (0.38).
It is natural to expect such a result whenever the indicial equation has
distinct real roots m1 and m2 . This turns out to be true if the difference
between m1 and m2 is not an integer.
If, however, this difference is an integer, then it often (but not always)
happens that one of two expected series solution does not exist.
In this case it is necessary just as in the case m1 = m2 to find a second
solution by other methods. In the next section we investigate these
difficulties in greater detaills.
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Regular Singular Points (Continued): We recall the point x0 is a

regular singular point of the differentail equation
y 00 + P(x)y 0 + Q(x)y = 0,
(0.40)
analytic at x0 and if the functions (x x0 )P(x) and (x x0 )2 Q(x) are
analytics at x0 .
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y 00 + P(x)y 0 + Q(x)y = 0,
(0.40)
analytics at x0 .
The type of solutions we are aiming at for (0.40) is a quasi power series
or Frobenius series of the form
y = (x x0 )m [a0 + a1 (x x0 )2 + a2 (x x0 )2 + ]
= a0 (x x0 )m + a1 (x x0 )m+1 + a2 (x x0 )m+2 + .
September 28, 2015
(0.41)
48 / 65

y 00 + P(x)y 0 + Q(x)y = 0,
(0.40)
analytics at x0 .
y = (x x0 )m [a0 + a1 (x x0 )2 + a2 (x x0 )2 + ]
= a0 (x x0 )m + a1 (x x0 )m+1 + a2 (x x0 )m+2 + .
(0.41)
We might have the following questions in our minds.

Question 1: What are the reasons behind the definition of a regular point?
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y 00 + P(x)y 0 + Q(x)y = 0,
(0.40)
analytics at x0 .
y = (x x0 )m [a0 + a1 (x x0 )2 + a2 (x x0 )2 + ]
= a0 (x x0 )m + a1 (x x0 )m+1 + a2 (x x0 )m+2 + .
(0.41)
We might have the following questions in our minds.

Question 1: What are the reasons behind the definition of a regular point?
Question 2: Where do we get the idea that series of the form (0.41) might
be suitable solutions for the equation (0.40) near the regular singular point
x = x0 ?
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Now let us try to answer the above questions.
September 28, 2015
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To simplify matters, we may assume that the singular point x0 is located
at the origin. If it is not, then we can always move it to the origin by
changing the independent variable from x to x x0 .
September 28, 2015
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We know that the general form of a function analytic at x = 0 is
a0 + a1 x + a2 x 2 + a3 x 3 + .
September 28, 2015
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We know that the general form of a function analytic at x = 0 is
a0 + a1 x + a2 x 2 + a3 x 3 + .
As a consequense, the origin will certainly be a singular point of(0.40) if
P(x) = +
b2 b1
+ b0 + b1 x + b2 x 2 +
+
x2
x
and
c2 c1
+
+ c0 + c1 x + c2 x 2 + ,
x2
x
and at least one of the coefficients with negative subscripts is nonzero.
Q(x) = +
September 28, 2015
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p
q
Consider the differential equation y 00 + b y 0 + c y = 0, where p and q
x
x
are nonzero real numbers and b and c are positive integers. It clear that
x = 0 is an irregular singular point if b > 1 or c > 2.
(a) If b = 2 and c = 3, show that there is only one possible value of m
for which there might exist a Frobenius series solution.
September 28, 2015
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p
q
x
x
(b) Show that b = 1 and c 2 if and only if m satisfies a quadratic
equation and hence we can hope for two Frobenius series solutions,
corresponding to the roots of this equation.
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p
q
x
x
The above exercise shows that two independent Frobenius series solutions
are possible only if the expression for P(x) (and Q(x)) given in the last
slide does not contain, more than the first term (resp. more than two
terms) to the left of the constant term b0 (resp. c0 ).
September 28, 2015
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p
q
x
x
The above exercise shows that two independent Frobenius series solutions
are possible only if the expression for P(x) (and Q(x)) given in the last
slide does not contain, more than the first term (resp. more than two
terms) to the left of the constant term b0 (resp. c0 ).
An equivalent statement is that xP(x) and x 2 Q(x) must be analytic at the
origin. Accordint to the definition, this is precisely what is meant by saying
that the singular point x = 0 is regular
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We now attempt to answer the second question. The simple differential

equation that we can solve completely near a singular point is the Euler
equation:
x 2 y 00 + pxy 0 + qy = 0.
September 28, 2015
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equation:
x 2 y 00 + pxy 0 + qy = 0.
If this is written in the form
p
q
y 00 + y 0 + 2 y = 0,
x
x
(0.42)
so that P(x) = p/x and Q(x) = q/x 2 , the it clear that the origin is a
regular point whenever the constants p and q are not both zero.
September 28, 2015
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equation:
x 2 y 00 + pxy 0 + qy = 0.
p
q
y 00 + y 0 + 2 y = 0,
x
x
(0.42)
The general solutions of this kind equation provide a very suggestive
bridge to the general case, we briefly recall the detials.
September 28, 2015
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equation:
x 2 y 00 + pxy 0 + qy = 0.
p
q
y 00 + y 0 + 2 y = 0,
x
x
(0.42)
The general solutions of this kind equation provide a very suggestive
bridge to the general case, we briefly recall the detials.
The key to find the solutions is that changing the independent variable
from x to z = log x transforms the above equation into an equation with
constant coefficents.
September 28, 2015
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The transformed equation is clearly

d 2y
dy
+ (p 1)
+ qy = 0
2
dz
dz
whose auxiliary equation is m2 + (p 1)m + q = 0.
September 28, 2015
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d 2y
dy
+ (p 1)
+ qy = 0
2
dz
dz
If the roots of the auxiliary equation are m1 and m2 , the we know that the
following are independent solutions:
e m1 z
and
e m2 z
if m1 6= m2 ;
e m1 z
and
ze m1 z
if m1 = m2 .
September 28, 2015
52 / 65

d 2y
dy
+ (p 1)
+ qy = 0
2
dz
dz
If the roots of the auxiliary equation are m1 and m2 , the we know that the
following are independent solutions:
e m1 z
and
e m2 z
if m1 6= m2 ;
e m1 z
and
ze m1 z
if m1 = m2 .
Since e z = x, the corresponding pairs of solutions are

x m1
x
m1
and
x m2
and
m1
if m1 6= m2 ;
log x
if m1 = m2 .
September 28, 2015
(0.43)
52 / 65
The most general differential equation with regular singular point at the
origin is simply the Euler equation with the constant p and q replaced by
power series:
1
1
y 00 + (p0 + p1 x + p2 x 2 + )y 0 + 2 (q0 + q1 x + q2 x 2 + )y = 0. (0.44)
x
x
September 28, 2015
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power series:
1
1
y 00 + (p0 + p1 x + p2 x 2 + )y 0 + 2 (q0 + q1 x + q2 x 2 + )y = 0. (0.44)
x
x
If the transition from (0.42) to (0.44) is accomplished by replaceing the
constants by power series. then it is natural to guess that the
corresponding transition from (0.43) to the solutions of (0.44) might be
accomplished by replacing power functions x m by Frobenius series in x.
September 28, 2015
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power series:
1
1
y 00 + (p0 + p1 x + p2 x 2 + )y 0 + 2 (q0 + q1 x + q2 x 2 + )y = 0. (0.44)
x
x
If the transition from (0.42) to (0.44) is accomplished by replaceing the
constants by power series. then it is natural to guess that the
corresponding transition from (0.43) to the solutions of (0.44) might be
accomplished by replacing power functions x m by Frobenius series in x.
We therefore expect that equation (0.44) will have two independent
Frobenius series solutions in x or perhaps one of Frobenius series form and
one of the form
y = x m log x(a0 + a1 x + a2 x 2 + )
where we assume that x > 0. We will show that these are very good
guesses.
September 28, 2015
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Our work so far was mainly directed at motivation and technique. We now
confront the theoretical side of the problem of solving the general second
order linear equation
y 00 + P(x)y 0 + Q(x)y = 0
(0.45)
near the regular singular point x = 0.
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y 00 + P(x)y 0 + Q(x)y = 0
(0.45)

The ideas developed above suggest that we attempt a formal calculations
of any solutions of (0.45) that have the Frobenius series form
y = x m (a0 + a1 x + a2 x 2 + ),
(0.46)
where a0 6= 0 and m is number to be determined.
September 28, 2015
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y 00 + P(x)y 0 + Q(x)y = 0
(0.45)

The ideas developed above suggest that we attempt a formal calculations
of any solutions of (0.45) that have the Frobenius series form
y = x m (a0 + a1 x + a2 x 2 + ),
(0.46)
where a0 6= 0 and m is number to be determined.

For reasons already explained, we cofine our attention to the the interval
x > 0. The behaviour of solution on the interval x < 0 can be studied by
changing the variable to t = x and solving the resulting equation for
t > 0.
September 28, 2015
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Our hypothesis is that xP(x) and x 2 Q(x) are analytic at x = 0, and

therefore have power series expansions
xP(x) =
pn x n
and
x 2 Q(x) =
n=0
qn x n
(0.47)
n=0
which are valid on an interval |x| < R for R > 0.
September 28, 2015
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xP(x) =
pn x n
and
x 2 Q(x) =
n=0
qn x n
(0.47)
n=0

Just as in the example of previous section, we must find the possible
values of m in (0.46) and then, for each acceptable m, we must calculate
the corresponding coefficients a0 , a1 , a2 , . . ..
September 28, 2015
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xP(x) =
pn x n
and
x 2 Q(x) =
n=0
qn x n
(0.47)
n=0

Just as in the example of previous section, we must find the possible
values of m in (0.46) and then, for each acceptable m, we must calculate
the corresponding coefficients a0 , a1 , a2 , . . ..
If we write (0.46) in the form
y =x
X
n=0
an x =
an x m+n ,
n=0
then differentiation yields

y0 =
an (m + n)xm+n1
and
n=0
September 28, 2015
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y 00 =
an (m + n)(m + n 1)x m+n2
n=0
= x m2
an (m + n)(m + n 1)x n .
n=0
September 28, 2015
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y 00 =
an (m + n)(m + n 1)x m+n2
n=0
= x m2
an (m + n)(m + n 1)x n .
n=0
The terms
P(x)y 0
x 2 Q(x)
and
in (0.45) can now be written as
X

X
1
0
n
m+n1
P(x)y =
pn x
an (m + n)x
x
n=0
n=0
X
X

m2
n
n
=x
pn x
an (m + n)x
=x
=x
m2
n=0
n
XX
m2
n=0 k=0
X
n1
X
n=0
n=0

pnk ak (m + k) x n

pnk ak (m + k) + p0 an (m + n) x n
k=0
September 28, 2015
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and
1
Q(x)y = 2
x
=x
X
X
qn x
n=0
X
n
X
m2
n=0
an x
m+n

=x
n=0

qnk ak x n = x m2
X
n=0

n1
X X
qn x
X
an x
n=0
qnk ak + q0 an x n .
n=0
k=0
m2
k=0
September 28, 2015
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and
1
Q(x)y = 2
x
=x
X
X
qn x
n=0
X
n
X
m2
n=0
an x
m+n

=x
n=0

qnk ak x n = x m2
m2
X
n=0

n1
X X
X
an x
n=0
n=0
k=0
qn x
k=0
When these expressions for y 00 , P(x)y 0 , Q(x)y are inserted in (0.45) and
the common factor x m2 is canceled, then the diffierential equation
becomes

X
an [(m + n)(m + n 1) + (m + n)p0 + q0 ]
n=0
n1
X
ak [(m + k)pnk + qnk ] x n = 0;
k=0
September 28, 2015
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and
1
Q(x)y = 2
x
=x
X
X
qn x
n=0
X
n
X
m2
n=0
an x
m+n

=x
n=0

qnk ak x n = x m2
m2
X
n=0

n1
X X
X
an x
n=0
n=0
k=0
qn x
k=0
When these expressions for y 00 , P(x)y 0 , Q(x)y are inserted in (0.45) and
the common factor x m2 is canceled, then the diffierential equation
becomes

X
an [(m + n)(m + n 1) + (m + n)p0 + q0 ]
n=0
n1
X
ak [(m + k)pnk + qnk ] x n = 0;
k=0
and equating to zero the coefficient of x n yields the following recursion

formula for the an :
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an [(m + n)(m + n 1) + (m + n)p0 + q0 ]

+
n1
X
ak [(m + k)pnk + qnk ] = 0. (0.48)
k=0
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an [(m + n)(m + n 1) + (m + n)p0 + q0 ]

+
n1
X
ak [(m + k)pnk + qnk ] = 0. (0.48)
k=0
On writting this out for the succussive values of n, we get

a0 [m(m 1) + mp0 + q0 ] = 0,
a1 [(m + 1)m + (m + 1)p0 + q0 ] + a0 (mp1 + q1 ) = 0
a2 [(m + 2)(m + 1) + (m + 2)p0 + q0 ]
+ a0 (mp2 + q2 )a1 [(m + 1)p1 + q1 ] = 0,
an [(m + n)(m + n 1) + (m + n)p0 + q0 ]

+ a0 (mpn + qn ) + + an1 [(m + n 1)p1 + q1 ] = 0;
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If we put f (m) = m(m 1) + mp0 + q0 , then these equations become

a0 f (m) = 0,
a1 f (m + 1) + a0 (mp1 + q1 ) = 0,
a2 f (m + 2) + a0 (mp2 + q2 ) + a1 [(m + 1)p1 + q1 ] = 0,
an f (m + n) + a0 (mpn + qn ) + + an1 [(m + n a)p1 + q1 ] = 0,

.
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a0 f (m) = 0,
a1 f (m + 1) + a0 (mp1 + q1 ) = 0,
a2 f (m + 2) + a0 (mp2 + q2 ) + a1 [(m + 1)p1 + q1 ] = 0,

.
Since a0 6= 0, we conclude from the first of these equations that f (m) = 0
or, equivalently, that
m(m 1) + mp0 + q0 = 0.
(0.49)
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a0 f (m) = 0,
a1 f (m + 1) + a0 (mp1 + q1 ) = 0,
a2 f (m + 2) + a0 (mp2 + q2 ) + a1 [(m + 1)p1 + q1 ] = 0,

.
Since a0 6= 0, we conclude from the first of these equations that f (m) = 0
or, equivalently, that
m(m 1) + mp0 + q0 = 0.
(0.49)
This is the indicial equation, and its roots m1 and m2 which are possible
values of m in our assumed equations are called the exponents of the
differential equation (0.45) at the regular singular point x = 0.
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The remaining equations give a1 in terms of a0 , a2 in terms of a0 and a1 ,

and so on. The an s, are therefore determined in terms of a0 for each
choice of m unless f (m + n) = 0 for some positive integer n, in which case
the process breaks off.
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Thus, if m1 = m2 + n for some integer n 1 , the choice m = m1 gives a
formal solution but in general m = m2 does not, since
f (m2 + n) = f (m1 ) = 0.
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f (m2 + n) = f (m1 ) = 0.
If m1 = m2 we also obtain only one formal solution. In all other cases
where m1 and m2 are real numbers, this procedure yields two independent
formal solutions.
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f (m2 + n) = f (m1 ) = 0.
formal solutions.
It is possible, of course, for m1 and m2 to be conjugate complex numbers,
but we do not discuss this case because an adequate treatment would lead
us too far into complex analysis.
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f (m2 + n) = f (m1 ) = 0.
formal solutions.
It is possible, of course, for m1 and m2 to be conjugate complex numbers,
but we do not discuss this case because an adequate treatment would lead
us too far into complex analysis.
These ideas are formulated more precisely in the following theorem.
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Theorem A. Assume that x = 0 is a regular singular point of the

differential equation (0.45) and that the power series expansions (0.47) of
xP(x) and x 2 Q(x) are valid on an interval lxl < R with R > 0. Let the
indicial equation (0.49) have real roots m1 and m2 with m2 m1 . Then
equation (0.45) has at least one solution
y1 = x
m1
an x n
(a0 6= 0)
(0.50)
n=0
on the interval 0 < x < R, where the an s are determined in terms of a0 by

the
formula (0.48) with m replaced by m1 , and the series
P recursion
an x n converges for |x| < R. Furthermore, if m1 m2 is not zero or a
positive integer, then equation (0.45) has a second independent solution
y2 = x m2
an x n
(a0 6= 0)
(0.51)
n=0
on the same interval, where in this case an s are determined in P

terms of a0
by formula (0.48) with m replaced by m2 and again the series
an x n
converges for |x| < R.
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In view of what we have already done, the proof ofP

this theorem can be
completed by showing that in each case the series
an x n converges on
the interval |x| < R which we are not going to prove now.
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this theorem can be
an x n converges on
If you are interested the you can be find this remaing proof in the
Appendix A of Chapter 5 in the text book.
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this theorem can be
an x n converges on
Theorem A unfortunately fails to answer the question of how to find a
second solution when th defference m1 m2 is zero or positive integer.
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this theorem can be
an x n converges on
In order to convey an idear of the possibilities here, we distinguish three
cases.
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this theorem can be
an x n converges on
cases.
Case A. If m1 = m2 , there can not exist a second Frobenius series
solution.
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this theorem can be
an x n converges on
cases.
Case A. If m1 = m2 , there can not exist a second Frobenius series
solution.
The other two cases deal with the situation when m1 m2 = n0 or
m1 = m2 + n0 for some positive integer n0 . In veiw of recursion formula
(0.48) we have that
an f (m2 + n) = a0 (mpn + qn ) an1 [(m + n 1)p1 + q1 ]. (0.52)
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Since f (m2 + n0 ) = f (m1 ) = 0, the above recursion formula will not help
us to find an0 . The next two case deal with this problem.
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Case B. If the right side of (0.52) is not zero for n = n0 . As
f (m + n0 ) = 0 is zero there is no possible way of continuing the
calculation of the coefficient an0 and further coefficients and hence there
can not exist a second Frobenius series solution.
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Case C. If the right side of (0.52) happens to be zero for n = n0 where as
f (m + n0 ) = 0 then an0 is unrestricted and can be assigned any value
whatever.
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whatever.
In particular, we can put an0 = 0 and continue to compute the coefficients
without any further difficulties. Hence in this case there does exist a
second Frobenius series solution.
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whatever.
In particular, we can put an0 = 0 and continue to compute the coefficients
without any further difficulties. Hence in this case there does exist a
second Frobenius series solution.
In Case A and Case B, there can not exist second Frobenious series
solution, so we need to find a second solution in any other way.
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Possiblly we can use the first Frobenius series solution

y1 = x m1 (a0 + a1 x + a2 x 2 + Z)to find second solution y2 via the formula
1 R P(x)dx
y2 (x) = v (x)y1 (x) with v (x) =
e
dx or
y12
v0 =
1 R P(x)dx
e
y12
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Thank you for your attention
September 28, 2015
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Power Series Solutions And Special Functions:

Review of Power Series

September 28, 2015

Pradeep Boggarapu (Dept. of Maths)

Review of Power Series

September 28, 2015

Finding the general solution of a linear differential equation

Review of Power Series

September 28, 2015

Examples: Let p, a, b, c and k are real constants,

Bessels Differential Equation: x 2 y 00 + xy 0 + (x 2 p 2 )y = 0

Legenders Differential Equation: (1 x 2 )y 00 2xy 0 + p(p 1)y = 0

Hermite Differential Equation: y 00 2xy 0 + 2py = 0

Guass Hypergeometric Differentila Equation:

Laguerres Differential Equations: xy 00 + (1 x)y 0 + py = 0

Pradeep Boggarapu (Dept. of Maths)

Review of Power Series

September 28, 2015

Review of Power Series

September 28, 2015

Review of Power Series

where a0 , a1 , a2 , . . . , an , . . . are real constants.

where a0 , a1 , a2 , . . . , an , . . . are real constants.

Review of Power Series

September 28, 2015

Convergence of power series:

In this case the sum of the series is the limit i.e. L =

Note that x = 0 is always a point of convergence of the power series (0.1).

n!x n = 1 + x + 2!x 2 + 3!x 3 + .

Pradeep Boggarapu (Dept. of Maths)

Review of Power Series

September 28, 2015

Review of Power Series

September 28, 2015

Differentiation of power series: Suppose that the power series (0.1)

Then f (x) is automatically is continuous and has the derivatives of all

nan x n1 = a1 + 2a2 x + 3a3 x 2 + ,

n(n 1)x n2 = 2a2 + 3 2a3 x + ,

Review of Power Series

(an bn )x n = (a0 b0 ) + (a1 b1 )x + .

Review of Power Series

September 28, 2015

Power series representation of a function: Let f be a continuous

throughout the interval (R, R)?

convegres to zero as n tends to infity.

Pradeep Boggarapu (Dept. of Maths)

Review of Power Series

September 28, 2015

By means of the procedure explained in the previous slide, it is quite easy

Pradeep Boggarapu (Dept. of Maths)

Review of Power Series

September 28, 2015

valid in some neighbourhood of the point x0 is said to be analytic at x0 .

and the above series is called the Taylor series of f (x) at x0 .

Review of Power Series

September 28, 2015

Facts about analytic functions:

Pradeep Boggarapu (Dept. of Maths)

Review of Power Series

September 28, 2015