In this section we continue to find series solutions
of initial value problems
where \(P_0,P_1\), and \(P_2\) are polynomials and \(P_0(x_0)\ne0\), so \(x_0\) is an ordinary point of (7.3.1). However, here we consider cases where the differential equation in (7.3.1) is not of the form
so Theorem 7.2.2 does not apply, and the computation of the coefficients \(\{a_n\}\) is more complicated. For the equations considered here it’s difficult or impossible to obtain an explicit formula for \(a_n\) in terms of \(n\). Nevertheless, we can calculate as many coefficients as we wish. The next three examples illustrate this.
Example 7.3.1
Find the coefficients \(a_0\), …, \(a_7\) in the series solution \(y=\sum^\infty_{n=0} a_nx^n\) of the initial value problem
Solution Here
The zeros \((-1\pm i\sqrt7)/4\) of \(P_0(x)=1+x+2x^2\) have absolute value \(1/\sqrt2\), so Theorem 7.2.2 implies that the series solution converges to the solution of (7.3.2) on \((-1/\sqrt2,1/\sqrt2)\). Since
Shifting indices so the general term in each series is a constant multiple of \(x^n\) yields
where
Therefore \(y=\sum^\infty_{n=0}a_nx^n\) is a solution of \(Ly=0\) if and only if
From the initial conditions in (7.3.2), \(a_0=y(0)=-1\) and \(a_1=y'(0)=-2\). Setting \(n=0\) in (7.3.3) yields
Setting \(n=1\) in (7.3.3) yields
We leave it to you to compute \(a_4,a_5,a_6,a_7\) from (7.3.3) and show that
We also leave it to you (Exercise 13) to verify numerically that the Taylor polynomials \(T_N(x)=\sum_{n=0}^Na_nx^n\) converge to the solution of (7.3.2) on \((-1/\sqrt2,1/\sqrt2)\).
Example 7.3.2
Find the coefficients \(a_0\), …, \(a_5\) in the series solution
of the initial value problem
Solution Since the desired series is in powers of \(x+1\) we rewrite the differential equation in (7.3.4) as \(Ly=0\), with
Since
Shifting indices so that the general term in each series is a constant multiple of \((x+1)^n\) yields
where
and
Therefore \(y=\sum^\infty_{n=0}a_n(x+1)^n\) is a solution of \(Ly=0\) if and only if
and
From the initial conditions in (7.3.4), \(a_0=y(-1)=2\) and \(a_1=y'(-1)=-3\). We leave it to you to compute \(a_2\), …, \(a_5\) with (7.3.5) and (7.3.6) and show that the solution of (7.3.4) is
We also leave it to you (Exercise 14) to verify numerically that the Taylor polynomials \(T_N(x)=\sum_{n=0}^Na_nx^n\) converge to the solution of (7.3.4) on the interval of convergence of the power series solution.
Example 7.3.3
Find the coefficients \(a_0\), …, \(a_5\) in the series solution \(y=\sum^\infty_{n=0} a_nx^n\) of the initial value problem
Solution Here
Since
Shifting indices so that the general term in each series is a constant multiple of \(x^n\) yields
where
and
Therefore \(y=\sum^\infty_{n=0}a_nx^n\) is a solution of \(Ly=0\) if and only if
and
From the initial conditions in (7.3.7), \(a_0=y(0)=2\) and \(a_1=y'(0)=-3\). We leave it to you to compute \(a_2\), …, \(a_5\) with (7.3.8) and (7.3.9) and show that the solution of (7.3.7) is
We also leave it to you (Exercise 15) to verify numerically that the Taylor polynomials \(T_N(x)=\sum_{n=0}^Na_nx^n\) converge to the solution of (7.3.9) on the interval of convergence of the power series solution.
7.3 Exercises
In Exercises 1–12 find the coefficients \(a_0\),…, \(a_N\) for \(N\) at least \(7\) in the series solution \(y=\sum_{n=0}^\infty a_nx^n\) of the initial value problem.
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C \((1+3x)y''+xy'+2y=0,\quad y(0)=2,\quad y'(0)=-3\)
Show answer
\(y=\dst{2-3x-2x^2+{7\over2}x^3-{55\over12}x^4+{59\over8}x^5-{83\over6}x^6 +{9547\over336}x^7+\cdots}\)
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C \((1+x+2x^2)y''+(2+8x)y'+4y=0,\quad y(0)=-1,\quad y'(0)=2\)
Show answer
\(y=\dst{-1+2x-4x^3+4x^4+4x^5-12x^6+4x^7+\cdots}\)
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C \((1-2x^2)y''+(2-6x)y'-2y=0,\quad y(0)=1,\quad y'(0)=0\)
Show answer
\(y=\dst{1+x^2-{2\over3}x^3+{11\over6}x^4-{9\over5}x^5+ {329\over90}x^6-{1301\over315}x^7+\cdots}\)
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C \((1+x+3x^2)y''+(2+15x)y'+12y=0,\quad y(0)=0,\quad y'(0)=1\)
Show answer
\(y=\dst{x-x^2-{7\over2}x^3+{15\over2}x^4+{45\over8}x^5 -{261\over8}x^6+{207\over16}x^7+\cdots}\)
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C \((2+x)y''+(1+x)y'+3y=0,\quad y(0)=4,\quad y'(0)=3\)
Show answer
\(y=\dst{4+3x-{15\over4}x^2+{1\over4}x^3+{11\over16}x^4-{5\over16}x^5 +{1\over20}x^6+{1\over120}x^7+\cdots}\)
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C \((3+3x+x^2)y''+(6+4x)y'+2y=0,\quad y(0)=7,\quad y'(0)=3\)
Show answer
\(y=\dst{7+3x-{16\over3}x^2+{13\over3}x^3-{23\over9}x^4+{10\over9}x^5 -{7\over27}x^6-{1\over9}x^7+\cdots}\)
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C \((4+x)y''+(2+x)y'+2y=0,\quad y(0)=2,\quad y'(0)=5\)
Show answer
\(y=\dst{2+5x-{7\over4}x^2-{3\over16}x^3+{37\over192}x^4 -{7\over192}x^5-{1\over1920}x^6+{19\over11520}x^7+\cdots}\)
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C \((2-3x+2x^2)y''-(4-6x)y'+2y=0,\quad y(1)=1,\quad y'(1)=-1\)
Show answer
\(y=\dst{1-(x-1)+{4\over3}(x-1)^3-{4\over3}(x-1)^4-{4\over5}(x-1)^5 +{136\over45}(x-1)^6-{104\over63}(x-1)^7+\cdots}\)
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C \((3x+2x^2)y''+10(1+x)y'+8y=0,\quad y(-1)=1,\quad y'(-1)=-1\)
Show answer
\(y=\dst{1-(x+1)+4(x+1)^2-{13\over3}(x+1)^3+{77\over6}(x+1)^4 -{278\over15}(x+1)^5+{1942\over45}(x+1)^6-{23332\over315}(x+1)^7+\cdots}\)
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C \((1-x+x^2)y''-(1-4x)y'+2y=0,\quad y(1)=2,\quad y'(1)=-1\)
Show answer
\(y=\dst{2-(x-1)-{1\over2}(x-1)^2+{5\over3}(x-1)^3-{19\over12}(x-1)^4 +{7\over30}(x-1)^5+{59\over45}(x-1)^6-{1091\over630}(x-1)^7+\cdots}\)
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C \((2+x)y''+(2+x)y'+y=0,\quad y(-1)=-2,\quad y'(-1)=3\)
Show answer
\(y=\dst{-2+3(x+1)-{1\over2}(x+1)^2-{2\over3}(x+1)^3+{5\over8}(x+1)^4 -{11\over30}(x+1)^5+{29\over144}(x+1)^6-{101\over840}(x+1)^7+\cdots}\)
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C \(x^2y''-(6-7x)y'+8y=0,\quad y(1)=1,\quad y'(1)=-2\)
Show answer
\(y=\dst{1-2(x-1)-3(x-1)^2+8(x-1)^3-4(x-1)^4-{42\over5}(x-1)^5 +19(x-1)^6-{604\over35}(x-1)^7+\cdots}\)
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L Do the following experiment for various choices of real numbers \(a_0\), \(a_1\), and \(r\), with \(0<r<1/\sqrt2\).
Use differential equations software to solve the initial value problem
\[ (1+x+2x^2)y''+(1+7x)y'+2y=0,\quad y(0)=a_0,\quad y'(0)=a_1, \tag*{\rm(A)} \]numerically on \((-r,r)\). (See Example 7.3.1.)
For \(N=2\), \(3\), \(4\), …, compute \(a_2\), …, \(a_N\) in the power series solution \(y=\sum_{n=0}^\infty a_nx^n\) of (A), and graph
\[ T_N(x)=\sum_{n=0}^N a_nx^n \]and the solution obtained in (a) on \((-r,r)\). Continue increasing \(N\) until there’s no perceptible difference between the two graphs.
-
L Do the following experiment for various choices of real numbers \(a_0\), \(a_1\), and \(r\), with \(0<r<2\).
Use differential equations software to solve the initial value problem
\[ (3+x)y''+(1+2x)y'-(2-x)y=0,\quad y(-1)=a_0,\quad y'(-1)=a_1, \tag*{\rm(A)} \]numerically on \((-1-r,-1+r)\). (See Example 7.3.2. Why this interval?)
For \(N=2\), \(3\), \(4\), …, compute \(a_2,\dots,a_N\) in the power series solution
\[ y=\sum_{n=0}^\infty a_n(x+1)^n \]of (A), and graph
\[ T_N(x)=\sum_{n=0}^N a_n(x+1)^n \]and the solution obtained in (a) on \((-1-r,-1+r)\). Continue increasing \(N\) until there’s no perceptible difference between the two graphs.
-
L Do the following experiment for several choices of \(a_0\), \(a_1\), and \(r\), with \(r>0\).
Use differential equations software to solve the initial value problem
\[ y''+3xy'+(4+2x^2)y=0,\quad y(0)=a_0,\quad y'(0)=a_1, \tag*{\rm(A)} \]numerically on \((-r,r)\). (See Example 7.3.3.)
Find the coefficients \(a_0\), \(a_1\), …, \(a_N\) in the power series solution \(y=\sum_{n=0}^\infty a_nx^n\) of (A), and graph
\[ T_N(x)=\sum_{n=0}^N a_nx^n \]and the solution obtained in (a) on \((-r,r)\). Continue increasing \(N\) until there’s no perceptible difference between the two graphs.
-
L Do the following experiment for several choices of \(a_0\) and \(a_1\).
Use differential equations software to solve the initial value problem
\[ (1-x)y''-(2-x)y'+y=0,\quad y(0)=a_0,\quad y'(0)=a_1, \tag*{\rm(A)} \]numerically on \((-r,r)\).
Find the coefficients \(a_0\), \(a_1\), …, \(a_N\) in the power series solution \(y=\sum_{n=0}^Na_nx^n\) of (A), and graph
\[ T_N(x)=\sum_{n=0}^N a_nx^n \]and the solution obtained in (a) on \((-r,r)\). Continue increasing \(N\) until there’s no perceptible difference between the two graphs. What happens as you let \(r\to1\)?
-
L Follow the directions of Exercise 16 for the initial value problem
\[ (1+x)y''+3y'+32y=0,\quad y(0)=a_0,\quad y'(0)=a_1. \] -
L Follow the directions of Exercise 16 for the initial value problem
\[ (1+x^2)y''+y'+2y=0,\quad y(0)=a_0,\quad y'(0)=a_1. \]
In Exercises 19–28 find the coefficients \(a_0\), …, \(a_N\) for \(N\) at least \(7\) in the series solution
of the initial value problem. Take \(x_0\) to be the point where the initial conditions are imposed.
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C \((2+4x)y''-4y'-(6+4x)y=0,\quad y(0)=2,\quad y'(0)=-7\)
Show answer
\(y=\dst{2-7x-4x^2-{17\over6}x^3-{3\over4}x^4-{9\over40}x^5+\cdots}\)
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C \((1+2x)y''-(1-2x)y'-(3-2x)y=0,\quad y(1)=1,\quad y'(1)=-2\)
Show answer
\(y=\dst{1-2(x-1)+{1\over2}(x-1)^2-{1\over6}(x-1)^3+{5\over36}(x-1)^4 -{73\over1080}(x-1)^5+\cdots}\)
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C \((5+2x)y''-y'+(5+x)y=0,\quad y(-2)=2,\quad y'(-2)=-1\)
Show answer
\(y=\dst{2-(x+2)-{7\over2}(x+2)^2+{4\over3}(x+2)^3-{1\over24}(x+2)^4 +{1\over60}(x+2)^5+\cdots}\)
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C \((4+x)y''-(4+2x)y'+(6+x)y=0,\quad y(-3)=2,\quad y'(-3)=-2\)
Show answer
\(y=\dst{2-2(x+3)-(x+3)^2+(x+3)^3-{11\over12}(x+3)^4+ {67\over60}(x+3)^5+\cdots}\)
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C \((2+3x)y''-xy'+2xy=0,\quad y(0)=-1,\quad y'(0)=2\)
Show answer
\(y=\dst{-1+2x+{1\over3}x^3-{5\over12}x^4+{2\over5}x^5+\cdots}\)
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C \((3+2x)y''+3y'-xy=0,\quad y(-1)=2,\quad y'(-1)=-3\)
Show answer
\(y=\dst{2-3(x+1)+{7\over2}(x+1)^2-5(x+1)^3+{197\over24}(x+1)^4 -{287\over20}(x+1)^5+\cdots}\)
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C \((3+2x)y''-3y'-(2+x)y=0,\quad y(-2)=-2,\quad y'(-2)=3\)
Show answer
\(y=\dst{-2+3(x+2)-{9\over2}(x+2)^2+{11\over6}(x+2)^3+{5\over24}(x+2)^4 +{7\over20}(x+2)^5+\cdots}\)
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C \((10-2x)y''+(1+x)y=0,\quad y(2)=2,\quad y'(2)=-4\)
Show answer
\(y=\dst{2-4(x-2)-{1\over2}(x-2)^2+{2\over9}(x-2)^3+{49\over432}(x-2)^4 +{23\over1080}(x-2)^5+\cdots}\)
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C \((7+x)y''+(8+2x)y'+(5+x)y=0,\quad y(-4)=1,\quad y'(-4)=2\)
Show answer
\(y=\dst{1+2(x+4)-{1\over6}(x+4)^2-{10\over27}(x+4)^3+{19\over648}(x+4)^4 +{13\over324}(x+4)^5+\cdots}\)
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C \((6+4x)y''+(1+2x)y=0,\quad y(-1)=-1,\quad y'(-1)=2\)
Show answer
\(y=\dst{-1+2(x+1)-{1\over4}(x+1)^2+{1\over2}(x+1)^3-{65\over96}(x+1)^4 +{67\over80}(x+1)^5+\cdots}\)
-
Show that the coefficients in the power series in \(x\) for the general solution of
\[ (1+\alpha x+\beta x^2)y''+(\gamma+\delta x)y'+\epsilon y=0 \]satisfy the recurrrence relation
\[ a_{n+2}=-{\gamma+\alpha n\over n+2}\,a_{n+1}-{\beta n(n-1)+\delta n+\epsilon\over(n+2)(n+1)}\, a_n. \] -
Let \(\alpha\) and \(\beta\) be constants, with \(\beta\ne0\). Show that \(y=\sum_{n=0}^\infty a_nx^n\) is a solution of
\[ (1+\alpha x+\beta x^2)y''+(2\alpha+4\beta x)y'+2\beta y=0 \tag*{\rm (A)} \]if and only if
\[ a_{n+2}+\alpha a_{n+1}+\beta a_n=0,\quad n\ge0. \tag*{\rm (B)} \]An equation of this form is called a second order homogeneous linear difference equation. The polynomial \(p(r)=r^2+\alpha r+\beta\) is called the characteristic polynomial of (B). If \(r_1\) and \(r_2\) are the zeros of \(p\), then \(1/r_1\) and \(1/r_2\) are the zeros of
\[ P_0(x)=1+\alpha x+\beta x^2. \]Suppose \(p(r)=(r-r_1)(r-r_2)\) where \(r_1\) and \(r_2\) are real and distinct, and let \(\rho\) be the smaller of the two numbers \(\{1/|r_1|,1/|r_2|\}\). Show that if \(c_1\) and \(c_2\) are constants then the sequence
\[ a_n=c_1r_1^n+c_2r_2^n,\quad n\ge0 \]satisfies (B). Conclude from this that any function of the form
\[ y=\sum_{n=0}^\infty (c_1r_1^n+c_2r_2^n)x^n \]is a solution of (A) on \((-\rho,\rho)\).
Use (b) and the formula for the sum of a geometric series to show that the functions
\[ y_1={1\over1-r_1x}\quad\mbox{ and }\quad y_2={1\over1-r_2x} \]form a fundamental set of solutions of (A) on \((-\rho,\rho)\).
Show that \(\{y_1,y_2\}\) is a fundamental set of solutions of (A) on any interval that does’nt contain either \(1/r_1\) or \(1/r_2\).
Suppose \(p(r)=(r-r_1)^2\), and let \(\rho=1/|r_1|\). Show that if \(c_1\) and \(c_2\) are constants then the sequence
\[ a_n=(c_1+c_2n)r_1^n,\quad n\ge0 \]satisfies (B). Conclude from this that any function of the form
\[ y=\sum_{n=0}^\infty (c_1+c_2n)r_1^nx^n \]is a solution of (A) on \((-\rho,\rho)\).
Use (e) and the formula for the sum of a geometric series to show that the functions
\[ y_1={1\over1-r_1x}\quad\mbox{ and }\quad y_2={x\over(1-r_1x)^2} \]form a fundamental set of solutions of (A) on \((-\rho,\rho)\).
Show that \(\{y_1,y_2\}\) is a fundamental set of solutions of (A) on any interval that does not contain \(1/r_1\).
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Use the results of Exercise 30 to find the general solution of the given equation on any interval on which polynomial multiplying \(y''\) has no zeros.
(a) \((1+3x+2x^2)y''+(6+8x)y'+4y=0\)
(b) \((1-5x+6x^2)y''-(10-24x)y'+12y=0\)
(c) \((1-4x+4x^2)y''-(8-16x)y'+8y=0\)
(d) \((4+4x+x^2)y''+(8+4x)y'+2y=0\)
(e) \((4+8x+3x^2)y''+(16+12x)y'+6y=0\)
Show answer
(a) \(y=\dst{{c_1\over1+x}+{c_2\over1+2x}}\) (b) \(y=\dst{{c_1\over1-2x}+{c_2\over1-3x}}\) (c) \(y=\dst{{c_1\over1-2x}+{c_2x\over(1-2x)^2}}\)
(d) \(y=\dst{{c_1\over2+x}+{c_2x\over(2+x)^2}}\) (e) \(y=\dst{{c_1\over2+x}+{c_2\over2+3x}}\)
In Exercises 32–38 find the coefficients \(a_0\), …, \(a_N\) for \(N\) at least \(7\) in the series solution \(y=\sum_{n=0}^\infty a_nx^n\) of the initial value problem.
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C \(y''+2xy'+(3+2x^2)y=0,\quad y(0)=1,\quad y'(0)=-2\)
Show answer
\(y=\dst{1-2x-{3\over2}x^2+{5\over3}x^3+{17\over24}x^4-{11\over20}x^5+\cdots}\)
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C \(y''-3xy'+(5+2x^2)y=0,\quad y(0)=1,\quad y'(0)=-2\)
Show answer
\(y=\dst{1-2x-{5\over2}x^2+{2\over3}x^3-{3\over8}x^4+{1\over3}x^5+\cdots}\)
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C \(y''+5xy'-(3-x^2)y=0,\quad y(0)=6,\quad y'(0)=-2\)
Show answer
\(y=\dst{6-2x+9x^2+{2\over3}x^3-{23\over4}x^4-{3\over10}x^5+\cdots}\)
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C \(y''-2xy'-(2+3x^2)y=0,\quad y(0)=2,\quad y'(0)=-5\)
Show answer
\(y=\dst{2-5x+2x^2-{10\over3}x^3+{3\over2}x^4-{25\over12}x^5+\cdots}\)
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C \(y''-3xy'+(2+4x^2)y=0,\quad y(0)=3,\quad y'(0)=6\)
Show answer
\(y=\dst{3+6x-3x^2+x^3-2x^4-{17\over20}x^5+\cdots}\)
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C \(2y''+5xy'+(4+2x^2)y=0,\quad y(0)=3,\quad y'(0)=-2\)
Show answer
\(y=\dst{3-2x-3x^2+{3\over2}x^3+{3\over2}x^4-{49\over80}x^5+\cdots}\)
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C \(3y''+2xy'+(4-x^2)y=0,\quad y(0)=-2,\quad y'(0)=3\)
Show answer
\(y=\dst{-2+3x+{4\over3}x^2-x^3-{19\over54}x^4+{13\over60}x^5+\cdots}\)
-
Find power series in \(x\) for the solutions \(y_1\) and \(y_2\) of
\[ y''+4xy'+(2+4x^2)y=0 \]such that \(y_1(0)=1\), \(y'_1(0)=0\), \(y_2(0)=0\), \(y'_2(0)=1\), and identify \(y_1\) and \(y_2\) in terms of familiar elementary functions.
Show answer
\(\dst{y_1=\sum^\infty_{m=0} {(-1)^mx^{2m}\over m!}=e^{-x^2}, \quad y_2=\sum^\infty_{m=0} {(-1)^mx^{2m+1}\over m!}=xe^{-x^2}}\)
In Exercises 40–49 find the coefficients \(a_0\), …, \(a_N\) for \(N\) at least \(7\) in the series solution
of the initial value problem. Take \(x_0\) to be the point where the initial conditions are imposed.
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C \((1+x)y''+x^2y'+(1+2x)y=0,\quad y(0)-2,\quad y'(0)=3\)
Show answer
\(y=\dst{-2+3x+x^2-{1\over6}x^3-{3\over4}x^4+{31\over120}x^5+\cdots}\)
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C \(y''+(1+2x+x^2)y'+2y=0,\quad y(0)=2,\quad y'(0)=3\)
Show answer
\(y=\dst{2+3x-{7\over2}x^2-{5\over6}x^3+{41\over24}x^4+{41\over120}x^5+\cdots}\)
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C \((1+x^2)y''+(2+x^2)y'+xy=0,\quad y(0)=-3,\quad y'(0)=5\)
Show answer
\(y=\dst{-3+5x-5x^2+{23\over6}x^3-{23\over12}x^4+{11\over30}x^5+\cdots}\)
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C \((1+x)y''+(1-3x+2x^2)y'-(x-4)y=0,\quad y(1)=-2,\quad y'(1)=3\)
Show answer
\(y=\dst{-2+3(x-1)+{3\over2}(x-1)^2-{17\over12}(x-1)^3-{1\over12}(x-1)^4+ {1\over8}(x-1)^5+\cdots}\)
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C \(y''+(13+12x+3x^2)y'+(5+2x),\quad y(-2)=2,\quad y'(-2)=-3\)
Show answer
\(y=\dst{2-3(x+2)+{1\over2}(x+2)^2-{1\over3}(x+2)^3+{31\over24}(x+2)^4- {53\over120}(x+2)^5+\cdots}\)
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C \((1+2x+3x^2)y''+(2-x^2)y'+(1+x)y=0,\quad y(0)=1,\quad y'(0)=-2\)
Show answer
\(y=\dst{1-2x+{3\over2}x^2-{11\over6}x^3+{15\over8}x^4-{71\over60}x^5+\cdots}\)
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C \((3+4x+x^2)y''-(5+4x-x^2)y'-(2+x)y=0,\quad y(-2)=2,\quad y'(-2)=-1\)
Show answer
\(y=\dst{2-(x+2)-{7\over2}(x+2)^2-{43\over6}(x+2)^3-{203\over24}(x+2)^4-{167 \over30}(x+2)^5+\cdots}\)
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C \((1+2x+x^2)y''+(1-x)y=0,\quad y(0)=2,\quad y'(0)=-1\)
Show answer
\(y=\dst{2-x-x^2+{7\over6}x^3-x^4+{89\over120}x^5+\cdots}\)
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C \((x-2x^2)y''+(1+3x-x^2)y'+(2+x)y=0,\quad y(1)=1,\quad y'(1)=0\)
Show answer
\(y=\dst{1+{3\over2}(x-1)^2+{1\over6}(x-1)^3-{1\over8}(x-1)^5+\cdots}\)
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C \((16-11x+2x^2)y''+(10-6x+x^2)y'-(2-x)y,\quad y(3)=1,\quad y'(3)=-2\)
Show answer
\(y=\dst{1-2(x-3)+{1\over2}(x-3)^2-{1\over6}(x-3)^3+{1\over4}(x-3)^4 -{1\over6}(x-3)^5+\cdots}\)