In Sections 7.5 and 7.6 we discussed methods for finding Frobenius solutions of a homogeneous linear second order equation near a regular singular point in the case where the indicial equation has a repeated root or distinct real roots that don’t differ by an integer. In this section we consider the case where the indicial equation has distinct real roots that differ by an integer. We’ll limit our discussion to equations that can be written as
or
where the roots of the indicial equation differ by a positive integer.
We begin with a theorem that provides a fundamental set of solutions of equations of the form (7.7.1).
Theorem 7.7.1
Let
where \(\alpha_0\ne0,\) and define
Suppose \(r\) is a real number such that \(p_0(n+r)\) is nonzero for all positive integers \(n,\) and define
Let \(r_1\) and \(r_2\) be the roots of the indicial equation \(p_0(r)=0,\) and suppose \(r_1=r_2+k,\) where \(k\) is a positive integer\(.\) Then
is a Frobenius solution of \(Ly=0\). Moreover\(,\) if we define
and
then
is also a solution of \(Ly=0,\) and \(\{y_1,y_2\}\) is a fundamental set of solutions.
Proof Theorem 7.5.3 implies that \(Ly_1=0\). We’ll now show that \(Ly_2=0\). Since \(L\) is a linear operator, this is equivalent to showing that
To verify this, we’ll show that
and
This will imply that \(Ly_2=0\), since substituting (7.7.7) and (7.7.8) into (7.7.6) and using (7.7.4) yields
We’ll prove (7.7.8) first. From Theorem 7.6.1,
Setting \(r=r_1\) and recalling that \(p_0(r_1)=0\) and \(y_1=y(x,r_1)\) yields
Since \(r_1\) and \(r_2\) are the roots of the indicial equation, the indicial polynomial can be written as
Differentiating this yields
Therefore \(p_0'(r_1)=\alpha_0(r_1-r_2)=k\alpha_0\), so (7.7.9) implies (7.7.8).
Before proving (7.7.7), we first note \(a_n(r_2)\) is well defined by (7.7.3) for \(1\le n\le k-1\), since \(p_0(n+r_2)\ne0\) for these values of \(n\). However, we can’t define \(a_n(r_2)\) for \(n\ge k\) with (7.7.3), since \(p_0(k+r_2)=p_0(r_1)=0\). For convenience, we define \(a_n(r_2)=0\) for \(n\ge k\). Then, from Theorem 7.5.1,
where \(b_0=p_0(r_2)=0\) and
If \(1\le n\le k-1\), then (7.7.3) implies that \(b_n=0\). If \(n\ge k+1\), then \(b_n=0\) because \(a_{n-1}(r_2)=a_n(r_2)=0\). Therefore (7.7.10) reduces to
Since \(a_k(r_2)=0\) and \(k+r_2=r_1\), this implies (7.7.7).
We leave the proof that \(\{y_1,y_2\}\) is a fundamental set as an exercise (Exercise 41).
Example 7.7.1
Find a fundamental set of Frobenius solutions of
Give explicit formulas for the coefficients in the solutions.
Solution For the given equation, the polynomials defined in Theorem 7.7.1 are
The roots of the indicial equation are \(r_1=5/2\) and \(r_2=-1/2\), so \(k=r_1-r_2=3\). Therefore Theorem 7.7.1 implies that
and
(with \(C\) as in (7.7.4)) form a fundamental set of solutions of \(Ly=0\). The recurrence formula (7.7.2) is
which implies that
Therefore
Substituting this into (7.7.11) yields
To compute the coefficients \(a_0(-1/2),a_1(-1/2)\) and \(a_2(-1/2)\) in \(y_2\), we set \(r=-1/2\) in (7.7.13) and apply the resulting recurrence formula for \(n=1\), \(2\); thus,
The last formula yields
Substituting \(r_1=5/2,r_2=-1/2,k=3\), and \(\alpha_0=4\) into (7.7.4) yields \(C=-15/128\). Therefore, from (7.7.12),
We use logarithmic differentiation to obtain obtain \(a'_n(r)\). From (7.7.14),
Therefore
Differentiating with respect to \(r\) yields
Therefore
Setting \(r=5/2\) here and recalling (7.7.15) yields
Since
we can rewrite (7.7.17) as
Substituting this into (7.7.16) yields
If \(C=0\) in (7.7.4), there’s no need to compute
in the formula (7.7.5) for \(y_2\). Therefore it’s best to compute \(C\) before computing \(\{a_n'(r_1)\}_{n=1}^\infty\). This is illustrated in the next example. (See also Exercises 44 and 45.)
Example 7.7.2
Find a fundamental set of Frobenius solutions of
Give explicit formulas for the coefficients in the solutions.
Solution For the given equation, the polynomials defined in Theorem 7.7.1 are
The roots of the indicial equation are \(r_1=-1\) and \(r_2=-6\), so \(k=r_1-r_2=5\). Therefore Theorem 7.7.1 implies that
and
(with \(C\) as in (7.7.4)) form a fundamental set of solutions of \(Ly=0\). The recurrence formula (7.7.2) is
which implies that
Since
because of cancellations, (7.7.21) simplifies to
Therefore
Substituting this into (7.7.18) yields
To compute the coefficients \(a_0(-6),\dots,a_4(-6)\) in \(y_2\), we set \(r=-6\) in (7.7.20) and apply the resulting recurrence formula for \(n=1\), \(2\), \(3\), \(4\); thus,
The last formula yields
Since \(a_4(-6)=0\), (7.7.4) implies that the constant \(C\) in (7.7.19) is zero. Therefore (7.7.19) reduces to
We now consider equations of the form
where the roots of the indicial equation are real and differ by an even integer. The case where the roots are real and differ by an odd integer can be handled by the method discussed in 56.
The proof of the next theorem is similar to the proof of Theorem 7.7.1 (Exercise 43).
Theorem 7.7.2
Let
where \(\alpha_0\ne0,\) and define
Suppose \(r\) is a real number such that \(p_0(2m+r)\) is nonzero for all positive integers \(m,\) and define
Let \(r_1\) and \(r_2\) be the roots of the indicial equation \(p_0(r)=0,\) and suppose \(r_1=r_2+2k,\) where \(k\) is a positive integer\(.\) Then
is a Frobenius solution of \(Ly=0\). Moreover\(,\) if we define
and
then
is also a solution of \(Ly=0,\) and \(\{y_1,y_2\}\) is a fundamental set of solutions.
Example 7.7.3
Find a fundamental set of Frobenius solutions of
Give explicit formulas for the coefficients in the solutions.
Solution For the given equation, the polynomials defined in Theorem 7.7.2 are
The roots of the indicial equation are \(r_1=3\) and \(r_2=-5\), so \(k=(r_1-r_2)/2=4\). Therefore Theorem 7.7.2 implies that
and
(with \(C\) as in (7.7.23)) form a fundamental set of solutions of \(Ly=0\). The recurrence formula (7.7.22) is
which implies that
Therefore
Substituting this into (7.7.25) yields
To compute the coefficients \(a_2(-5)\), \(a_4(-5)\), and \(a_6(-5)\) in \(y_2\), we set \(r=-5\) in (7.7.26) and apply the resulting recurrence formula for \(m=1\), \(2\), \(3\); thus,
This yields
Substituting \(r_1=3\), \(r_2=-5\), \(k=4\), and \(\alpha_0=1\) into (7.7.23) yields \(C=-3/16\). Therefore, from (7.7.24),
To obtain \(a_{2m}'(r)\) we use logarithmic differentiation. From (7.7.27),
Therefore
Differentiating with respect to \(r\) yields
Therefore
Setting \(r=3\) here and recalling (7.7.28) yields
Since
we can rewrite (7.7.30) as
Substituting this into (7.7.29) yields
Example 7.7.4
Find a fundamental set of Frobenius solutions of
Give explicit formulas for the coefficients in the solutions.
Solution For the given equation, the polynomials defined in Theorem 7.7.2 are
The roots of the indicial equation are \(r_1=0\) and \(r_2=-6\), so \(k=(r_1-r_2)/2=3\). Therefore Theorem 7.7.2 implies that
and
(with \(C\) as in (7.7.23)) form a fundamental set of solutions of \(Ly=0\). The recurrence formulas (7.7.22) are
which implies that
Setting \(r=0\) yields
Substituting this into (7.7.31) yields
To compute the coefficients \(a_0(-6)\), \(a_2(-6)\), and \(a_4(-6)\) in \(y_2\), we set \(r=-6\) in (7.7.33) and apply the resulting recurrence formula for \(m=1\), \(2\); thus,
The last formula yields
Since \(p_2(-2)=0\), the constant \(C\) in (7.7.23) is zero. Therefore (7.7.32) reduces to
7.7 Exercises
In Exercises 1–40 find a fundamental set of Frobenius solutions. Give explicit formulas for the coefficients.
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\(x^2y''-3xy'+(3+4x)y=0\)
Show answer
\(\dst{y_1=2x^3\sum_{n=0}^\infty {(-4)^n\over n!(n+2)!}x^n}\); \(\dst{y_2=x+4x^2-8\left(y_1\ln x-4\sum_{n=1}^\infty{(-4)^n\over n!(n+2)!}\left(\sum_{j=1}^n{j+1\over j(j+2)}\right)x^n\right)}\)
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\(xy''+y=0\)
Show answer
\(\dst{y_1=x\sum_{n=0}^\infty{(-1)^n\over n!(n+1)!}x^n}\); \(\dst{y_2=1-y_1\ln x +x\sum_{n=1}^\infty{(-1)^n\over n!(n+1)!}\left(\sum_{j=1}^n{2j+1\over j(j+1)}\right)x^n}\)
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\(4x^2(1+x)y''+4x(1+2x)y'-(1+3x)y=0\)
Show answer
\(y_1=x^{1/2}\); \(\dst{y_2=x^{-1/2}+y_1\ln x+x^{1/2}\sum_{n=1}^\infty{(-1)^n\over n}x^n}\)
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\(xy''+xy'+y=0\)
Show answer
\(\dst{y_1=x\sum_{n=0}^\infty{(-1)^n\over n!}x^n=xe^{-x}}\); \(\dst{y_2=1-y_1\ln x+x\sum_{n=1}^\infty{(-1)^n\over n!}\left(\sum_{j=1}^n{1\over j}\right)x^n}\)
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\(2x^2(2+3x)y''+x(4+21x)y'-(1-9x)y=0\)
Show answer
\(\dst{y_1=x^{1/2}\sum_{n=0}^\infty\left(-{3\over4}\right)^n{\prod_{j=1}^n(2j+1) \over n!}x^n}\);
\(\dst{y_2=x^{-1/2}-{3\over4}\left(y_1\ln x-x^{1/2}\sum_{n=1}^\infty\left(-{3\over4}\right)^n{\prod_{j=1}^n(2j+1)\over n!}\left(\sum_{j=1}^n{1\over j(2j+1)}\right)x^n\right)}\)
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\(x^2y''+x(2+x)y'-(2-3x)y=0\)
Show answer
\(\dst{y_1=x\sum_{n=0}^\infty {(-1)^n\over n!}x^n=xe^{-x}}\); \(\dst{y_2=x^{-2}\left(1+{1\over2}x+{1\over2}x^2\right)-{1\over2} \left(y_1\ln x-x\sum_{n=1}^\infty{(-1)^n\over n!}\left(\sum_{j=1}^n{1\over j}\right)x^n\right)}\)
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\(4x^2y''+4xy'-(9-x)y=0\)
Show answer
\(\dst{y_1=6x^{3/2}\sum_{n=0}^\infty {(-1)^n\over4^nn!(n+3)!}x^n}\);
\(\dst{y_2=x^{-3/2}\left(1+{1\over8}x+{1\over64}x^2\right) -{1\over768}\left(y_1\ln x-6x^{3/2}\sum_{n=1}^\infty {(-1)^n\over4^nn!(n+3)!} \left(\sum_{j=1}^n{2j+3\over j(j+3)}\right)x^n\right)}\)
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\(x^2y''+10xy'+(14+x)y=0\)
Show answer
\(\dst{y_1={120\over x^2}\sum_{n=0}^\infty{(-1)^n\over n!(n+5)!}x^n}\);
\(\dst{y_2=x^{-7}\left(1+{1\over4}x+{1\over24}x^2+{1\over144}x^3 +{1\over576}x^4\right)-{1\over2880}\left(y_1\ln x-{120\over x^2} \sum_{n=1}^\infty{(-1)^n\over n!(n+5)!}\left(\sum_{j=1}^n{2j+5\over j(j+5)}\right)x^n\right)}\)
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\(4x^2(1+x)y''+4x(3+8x)y'-(5-49x)y=0\)
Show answer
\(\dst{y_1={x^{1/2}\over6}\sum_{n=0}^\infty(-1)^n(n+1)(n+2)(n+3)x^n}\);
\(\dst{y_2=x^{-5/2}\left(1+{1\over2}x+x^2\right)-3y_1\ln x +{3\over2}x^{1/2}\sum_{n=1}^\infty(-1)^n(n+1)(n+2)(n+3) \left(\sum_{j=1}^n{1\over j(j+3)}\right)x^n}\)
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\(x^2(1+x)y''-x(3+10x)y'+30xy=0\)
Show answer
\(\dst{y_1=x^4\left(1-{2\over5}x\right)}\) \(\dst{y_2=1+10x+50x^2+200x^3-300\left(y_1\ln x+{27\over25}x^5-{1\over30}x^6\right)}\)
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\(x^2y''+x(1+x)y'-3(3+x)y=0\)
Show answer
\(y_1=x^3\); \(y_2=\dst{x^{-3}\left(1-{6\over5}x+{3\over4}x^2-{1\over3}x^3 +{1\over8}x^4-{1\over20}x^5\right) -{1\over120}\left(y_1\ln x+x^3\sum_{n=1}^\infty{(-1)^n6!\over n(n+6)!} x^n\right)}\)
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\(x^2y''+x(1-2x)y'-(4+x)y=0\)
Show answer
\(\dst{y_1=x^2\sum_{n=0}^\infty{1\over n!}\left(\prod_{j=1}^n{2j+3\over j+4}\right)x^n}\);
\(\dst{y_2=x^{-2}\left(1+x+{1\over4}x^2-{1\over12}x^3\right)-{1\over16} y_1\ln x+ {x^2\over8}\sum_{n=1}^\infty{1\over n!}\left(\prod_{j=1}^n{2j+3\over j+4} \right)\left(\sum_{j=1}^n{(j^2+3j+6)\over j(j+4)(2j+3)}\right)x^n}\)
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\(x(1+x)y''-4y'-2y=0\)
Show answer
\(y_1=\dst{x^5\sum_{n=0}^\infty(-1)^n(n+1)(n+2)x^n}\); \(y_2=\dst{1-{x\over2}+{x^2\over6}}\)
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\(x^2(1+2x)y''+x(9+13x)y'+(7+5x)y=0\)
Show answer
\(y_1=\dst{{1\over x}\sum_{n=0}^\infty{(-1)^n\over n!}\left(\prod_{j=1}^n{(j+3)(2j-3)\over j+6}\right)x^n}\); \(y_2=\dst{x^{-7}\left(1+{26\over5}x+{143\over20}x^2\right)}\)
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\(4x^2y''-2x(4-x)y'-(7+5x)y=0\)
Show answer
\(y_1=\dst{x^{7/2}\sum_{n=0}^\infty{(-1)^n\over2^n(n+4)!}x^n}\); \(y_2=\dst{x^{-1/2}\left(1-{1\over2}x+{1\over8}x^2-{1\over48}x^3\right)}\)
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\(3x^2(3+x)y''-x(15+x)y'-20y=0\)
Show answer
\(y_1=\dst{x^{10/3}\sum_{n=0}^\infty{(-1)^n(n+1)\over9^n}\left(\prod_{j=1}^n {3j+7\over j+4}\right)x^n}\); \(y_2=\dst{x^{-2/3}\left(1+{4\over27}x-{1\over243}x^2\right)}\)
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\(x^2(1+x)y''+x(1-10x)y'-(9-10x)y=0\)
Show answer
\(y_1=\dst{x^3\sum_{n=0}^7(-1)^n(n+1)\left(\prod_{j=1}^n {j-8\over j+6}\right)x^n}\); \(y_2=\dst x^{-3}\left(1+{52\over5}x+{234\over5}x^2+{572\over5}x^3+ 143x^4\right)\)
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\(x^2(1+x)y''+3x^2y'-(6-x)y=0\)
Show answer
\(y_1=\dst{x^3\sum_{n=0}^\infty{(-1)^n\over n!}\left(\prod_{j=1}^n{(j+3)^2\over j+5}\right)x^n}\); \(y_2=\dst{x^{-2}\left(1+{1\over4}x\right)}\)
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\(x^2(1+2x)y''-2x(3+14x)y'+(6+100x)y=0\)
Show answer
\(y_1=\dst{x^6\sum_{n=0}^4(-1)^n2^n\left(\prod_{j=1}^n {j-5\over j+5}\right) x^n}\); \(y_2=x(1+18x+144x^2+672x^3+2016x^4)\)
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\(x^2(1+x)y''-x(6+11x)y'+(6+32x)y=0\)
Show answer
\(y_1=\dst{x^6\left(1+{2\over3}x+{1\over7}x^2\right)}\); \(y_2=\dst{x\left(1+{21\over4}x+{21\over2}x^2+{35\over4}x^3\right)}\)
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\(4x^2(1+x)y''+4x(1+4x)y'-(49+27x)y=0\)
Show answer
\(y_1=\dst{x^{7/2}\sum_{n=0}^\infty(-1)^n(n+1)x^n}\); \(y_2=x^{-7/2} \dst\left(1-{5\over6}x+{2\over3}x^2- {1\over2}x^3+{1\over3}x^4-{1\over6}x^5\right)\)
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\(x^2(1+2x)y''-x(9+8x)y'-12xy=0\)
Show answer
\(y_1=\dst{{x^{10}\over6}\sum_{n=0}^\infty(-1)^n2^n(n+1)(n+2)(n+3)x^n}\);
\(y_2=\dst\left(1-{4\over3}x+{5\over3}x^2-{40\over21}x^3 +{40\over21}x^4-{32\over21}x^5+{16\over21}x^6\right)\)
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\(x^2(1+x^2)y''-x(7-2x^2)y'+12y=0\)
Show answer
\(\dst{y_1=x^6\sum_{m=0}^\infty{(-1)^m\prod_{j=1}^m(2j+5)\over2^mm!}x^{2m}}\);
\(\dst{y_2=x^2\left(1+{3\over2}x^2\right)-{15\over2}y_1\ln x+ {75\over2}x^6\sum_{m=1}^\infty {(-1)^m\prod_{j=1}^m(2j+5)\over2^{m+1}m!} \left(\sum_{j=1}^m{1\over j(2j+5)}\right) x^{2m}}\)
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\(x^2y''-x(7-x^2)y'+12y=0\)
Show answer
\(\dst{y_1=x^6\sum_{m=0}^\infty{(-1)^m\over2^mm!}x^{2m}=x^6e^{-x^2/2}}\);
\(\dst{y_2=x^2\left(1+{1\over2}x^2\right)-{1\over2}y_1\ln x+{x^6\over4}\sum_{m=1}^\infty{(-1)^m\over2^mm!}\left(\sum_{j=1}^m{1\over j}\right)x^{2m}}\)
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\(xy''-5y'+xy=0\)
Show answer
\(\dst{y_1=6x^6\sum_{m=0}^\infty{(-1)^m\over4^mm!(m+3)!}x^{2m}}\);
\(\dst{y_2=1+{1\over8}x^2+{1\over64}x^4-{1\over384}\left( y_1\ln x-3x^6\sum_{m=1}^\infty{(-1)^m\over4^mm!(m+3)!} \left(\sum_{j=1}^m{2j+3\over j(j+3)}\right)x^{2m}\right)}\)
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\(x^2y''+x(1+2x^2)y'-(1-10x^2)y=0\)
Show answer
\(\dst{y_1={x\over2}\sum_{m=0}^\infty{(-1)^m(m+2)\over m!}x^{2m}}\);
\(\dst{y_2=x^{-1}-4y_1\ln x+x\sum_{m=1}^\infty{(-1)^m(m+2)\over m!}\left(\sum_{j=1}^m{j^2+4j+2\over j(j+1)(j+2)} \right)x^{2m}}\)
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\(x^2y''-xy'-(3-x^2)y=0\)
Show answer
\(\dst{y_1=2x^3\sum_{m=0}^\infty{(-1)^m\over4^mm!(m+2)!}x^{2m}}\);
\(\dst{y_2=x^{-1}\left(1+{1\over4}x^2\right)-{1\over16}\left( y_1\ln x-2x^3\sum_{m=1}^\infty{(-1)^m\over4^mm!(m+2)!} \left(\sum_{j=1}^m{j+1\over j(j+2)} \right)x^{2m}\right)}\)
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\(4x^2y''+2x(8+x^2)y'+(5+3x^2)y=0\)
Show answer
\(\dst{y_1=x^{-1/2}\sum_{m=0}^\infty{(-1)^m\prod_{j=1}^m(2j-1)\over8^mm!(m+1)!} x^{2m}}\);
\(\dst{y_2=x^{-5/2}+{1\over4}y_1\ln x -x^{-1/2}\sum_{m=1}^\infty{(-1)^m\prod_{j=1}^m(2j-1)\over8^{m+1}m!(m+1)!} \left(\sum_{j=1}^m{2j^2-2j-1\over j(j+1)(2j-1)}\right) x^{2m}}\)
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\(x^2y''+x(1+x^2)y'-(1-3x^2)y=0\)
Show answer
\(\dst{y_1=x\sum_{m=0}^\infty{(-1)^m\over2^mm!}x^{2m}=xe^{-x^2/2}}\); \(\dst{y_2=x^{-1}-y_1\ln x+{x\over2} \sum_{m=1}^\infty{(-1)^m\over2^mm!}\left(\sum_{j=1}^m{1\over j}\right)x^{2m}}\)
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\(x^2y''+x(1-2x^2)y'-4(1+2x^2)y=0\)
Show answer
\(\dst{y_1=x^2\sum_{m=0}^\infty{1\over m!}x^{2m}=x^2e^{x^2}}\); \(\dst{y_2=x^{-2}(1-x^2)-2y_1\ln x+x^2\sum_{m=1}^\infty{1\over m!}\left(\sum_{j=1}^m{1\over j}\right)x^{2m}}\)
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\(4x^2y''+8xy'-(35-x^2)y=0\)
Show answer
\(\dst{y_1=6x^{5/2}\sum_{m=0}^\infty{(-1)^m\over16^mm!(m+3)!}x^{2m}}\);
\(\dst{y_2=x^{-7/2}\left(1+{1\over32}x^2+{1\over1024}x^4\right) -{1\over24576}\left(y_1\ln x-3x^{5/2} \sum_{m=1}^\infty{(-1)^m\over16^mm!(m+3)!} \left(\sum_{j=1}^m{2j+3\over j(j+3)}\right)x^{2m}\right)}\)
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\(9x^2y''-3x(11+2x^2)y'+(13+10x^2)y=0\)
Show answer
\(\dst{y_1=2x^{13/3}\sum_{m=0}^\infty{\prod_{j=1}^m(3j+1) \over9^mm!(m+2)!}x^{2m}}\);
\(\dst{y_2=x^{1/3}\left(1+{2\over9}x^2\right)+{2\over81}\left( y_1\ln x-x^{13/3}\sum_{m=0}^\infty{\prod_{j=1}^m(3j+1)\over9^mm!(m+2)!} \left(\sum_{j=1}^m{3j^2+2j+2\over j(j+2)(3j+1)}\right)x^{2m}\right)}\)
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\(x^2y''+x(1-2x^2)y'-4(1-x^2)y=0\)
Show answer
\(\dst{y_1=x^2}\); \(\dst{y_2=x^{-2}(1+2x^2)-2\left(y_1\ln x+x^2\sum_{m=1}^\infty{1\over m(m+2)!}x^{2m}\right)}\)
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\(x^2y''+x(1-3x^2)y'-4(1-3x^2)y=0\)
Show answer
\(\dst{y_1=x^2\left(1-{1\over2}x^2\right)}\); \(\dst{y_2=x^{-2}\left(1+{9\over2}x^2\right)-{27\over2}\left( y_1\ln x+{7\over12}x^4-x^2\sum_{m=2}^\infty{\left(3\over2\right)^m \over m(m-1)(m+2)!}x^{2m}\right)}\)
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\(x^2(1+x^2)y''+x(5+11x^2)y'+24x^2y=0\)
Show answer
\(y_1=\dst{\sum_{m=0}^\infty(-1)^m(m+1)x^{2m}}\); \(y_2=\dst{x^{-4}}\)
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\(4x^2(1+x^2)y''+8xy'-(35-x^2)y=0\)
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\(y_1=\dst{x^{5/2}\sum_{m=0}^\infty{(-1)^m\over(m+1)(m+2)(m+3)}x^{2m}}\); \(y_2=\dst{x^{-7/2}(1+x^2)^2}\)
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\(x^2(1+x^2)y''-x(5-x^2)y'-(7+25x^2)y=0\)
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\(y_1=\dst {x^7\over5}\sum_{m=0}^\infty(-1)^m(m+5)x^{2m}\); \(y_2=\dst{x^{-1}\left(1-2x^2+3x^4-4x^6\right)}\)
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\(x^2(1+x^2)y''+x(5+2x^2)y'-21y=0\)
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\(y_1=\dst{x^3\sum_{m=0}^\infty(-1)^m{m+1\over2^m}\left(\prod_{j=1}^m{2j+1\over j+5}\right)x^{2m}}\); \(y_2=\dst{x^{-7}\left(1+{21\over8}x^2+{35\over16}x^4+{35\over64}x^6\right)}\)
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\(x^2(1+2x^2)y''-x(3+x^2)y'-2x^2y=0\)
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\(y_1=\dst{2x^4\sum_{m=0}^\infty(-1)^m{\prod_{j=1}^m(4j+5)\over2^m(m+2)!}x^{2m}}\); \(y_2=\dst{1-{1\over2}x^2}\)
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\(4x^2(1+x^2)y''+4x(2+x^2)y'-(15+x^2)y=0\)
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\(y_1=\dst{x^{3/2}\sum_{m=0}^\infty{(-1)^m \prod_{j=1}^m(2j-1)\over2^{m-1}(m+2)!}x^{2m}}\); \(y_2=\dst{x^{-5/2}\left(1+{3\over2}x^2\right)}\)
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Under the assumptions of Theorem 7.7.1, show that
\[ y_1=x^{r_1}\sum_{n=0}^\infty a_n(r_1)x^n \]and
\[ y_2=x^{r_2}\sum_{n=0}^{k-1}a_n(r_2)x^n+C\left(y_1\ln x+x^{r_1}\sum_{n=1}^\infty a_n'(r_1)x^n\right) \]are linearly independent.
Hint
Show that if \(c_1\) and \(c_2\) are constants such that \(c_1y_1+c_2y_2\equiv0\) on an interval \((0,\rho)\), then
\[ x^{-r_2}(c_1y_1(x)+c_2y_2(x))=0,\quad 0<x<\rho. \]Then let \(x\to0+\) to conclude that \(c_2\)=0.
Use the result of (a) to complete the proof of Theorem 7.7.1.
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Find a fundamental set of Frobenius solutions of Bessel’s equation
\[ x^2y''+xy'+(x^2-\nu^2)y=0 \]in the case where \(\nu\) is a positive integer.
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\(\dst{y_1=x^\nu\sum_{m=0}^\infty{(-1)^m\over4^mm! \prod_{j=1}^m(j+\nu)}x^{2m}}\);
\(\dst{y_2=x^{-\nu}\sum_{m=0}^{\nu-1}{(-1)^m\over4^mm!\prod_{j=1}^m(j-\nu)}x^{2m} -{2\over4^\nu\nu!(\nu-1)!}\left(y_1 \ln x-{x^\nu\over2} \sum_{m=1}^\infty{(-1)^m\over4^mm!\prod_{j=1}^m(j+\nu)} \left(\sum_{j=1}^m{2j+\nu\over j(j+\nu)}\right) x^{2m}\right)}\)
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Prove Theorem 7.7.2.
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Under the assumptions of Theorem 7.7.1, show that \(C=0\) if and only if \(p_1(r_2+\l)=0\) for some integer \(\l\) in \(\{0,1,\dots,k-1\}\).
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Under the assumptions of Theorem 7.7.2, show that \(C=0\) if and only if \(p_2(r_2+2\l)=0\) for some integer \(\ell\) in \(\{0,1,\dots,k-1\}\).
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Let
\[ Ly=\alpha_0x^2y''+\beta_0xy'+(\gamma_0+\gamma_1x)y \]and define
\[ p_0(r)=\alpha_0r(r-1)+\beta_0r+\gamma_0. \]Show that if
\[ p_0(r)=\alpha_0(r-r_1)(r-r_2) \]where \(r_1-r_2=k\), a positive integer, then \(Ly=0\) has the solutions
\[ y_1=x^{r_1}\sum_{n=0}^\infty {(-1)^n\over n!\prod_{j=1}^n(j+k)}\left(\gamma_1\over\alpha_0\right)^n x^n \]and
\begin{eqnarray*} y_2&=&x^{r_2}\sum_{n=0}^{k-1} {(-1)^n\over n!\prod_{j=1}^n(j-k)} \left(\gamma_1\over\alpha_0\right)^n x^n \\[10pt] &&-{1\over k!(k-1)!}\left(\gamma_1\over\alpha_0\right)^k\left(y_1\ln x- x^{r_1}\sum_{n=1}^\infty {(-1)^n\over n!\prod_{j=1}^n(j+k)}\left(\gamma_1\over\alpha_0\right)^n \left(\sum_{j=1}^n{2j+k\over j(j+k)}\right)x^n\right). \end{eqnarray*} -
Let
\[ Ly=\alpha_0x^2y''+\beta_0xy'+(\gamma_0+\gamma_2x^2)y \]and define
\[ p_0(r)=\alpha_0r(r-1)+\beta_0r+\gamma_0. \]Show that if
\[ p_0(r)=\alpha_0(r-r_1)(r-r_2) \]where \(r_1-r_2=2k\), an even positive integer, then \(Ly=0\) has the solutions
\[ y_1=x^{r_1}\sum_{m=0}^\infty {(-1)^m\over 4^mm!\prod_{j=1}^m(j+k)}\left(\gamma_2\over\alpha_0\right)^m x^{2m} \]and
\begin{eqnarray*} y_2&=&x^{r_2}\sum_{m=0}^{k-1} {(-1)^m\over4^mm!\prod_{j=1}^m(j-k)} \left(\gamma_2\over\alpha_0\right)^m x^{2m} \\[10pt] &&-{2\over 4^kk!(k-1)!}\left(\gamma_2\over\alpha_0\right)^k\left(y_1\ln x- {x^{r_1}\over2}\sum_{m=1}^\infty {(-1)^m\over 4^mm!\prod_{j=1}^m(j+k)}\left(\gamma_2\over\alpha_0\right)^m \left(\sum_{j=1}^m{2j+k\over j(j+k)}\right)x^{2m}\right). \end{eqnarray*} -
Let \(L\) be as in Exercises 7.5. 57 and 7.5. 58, and suppose the indicial polynomial of \(Ly=0\) is
\[ p_0(r)=\alpha_0(r-r_1)(r-r_2), \]with \(k=r_1-r_2\), where \(k\) is a positive integer. Define \(a_0(r)=1\) for all \(r\). If \(r\) is a real number such that \(p_0(n+r)\) is nonzero for all positive integers \(n\), define
\[ a_n(r)=-{1\over p_0(n+r)}\sum_{j=1}^n p_j(n+r-j)a_{n-j}(r),\,n\ge1, \]and let
\[ y_1=x^{r_1}\sum_{n=0}^\infty a_n(r_1)x^n. \]Define
\[ a_n(r_2)=-{1\over p_0(n+r_2)}\sum_{j=1}^n p_j(n+r_2-j)a_{n-j}(r_2)\mbox{ if } n\ge1\mbox{ and }n\ne k, \]and let \(a_k(r_2)\) be arbitrary.
Conclude from Exercise 7.6. .66 that
\[ L\left(y_1\ln x+x^{r_1}\sum_{n=1}^\infty a_n'(r_1)x^n\right)=k\alpha_0x^{r_1}. \]Conclude from Exercise 7.5. .57 that
\[ L\left(x^{r_2}\sum_{n=0}^\infty a_n(r_2)x^n\right)=Ax^{r_1}, \]where
\[ A=\sum_{j=1}^k p_j(r_1-j)a_{k-j}(r_2). \]Show that \(y_1\) and
\[ y_2=x^{r_2}\sum_{n=0}^\infty a_n(r_2)x^n -{A\over k\alpha_0} \left(y_1 \ln x+x^{r_1}\sum_{n=1}^\infty a_n'(r_1)x^n\right) \]form a fundamental set of Frobenius solutions of \(Ly=0\).
Show that choosing the arbitrary quantity \(a_k(r_2)\) to be nonzero merely adds a multiple of \(y_1\) to \(y_2\). Conclude that we may as well take \(a_k(r_2)~=~0\).