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Exact Solutions > Ordinary Differential Equations > Second-Order Linear Ordinary Differential Equations >
Mathieu Equation
00
34. yxx
+ (a 2q cos 2x)y = 0.

Mathieu equation.
1 . Given numbers a and q, there exists a general solution y(x) and a characteristic index such
that
y(x + ) = e2 y(x).
For small values of q, an approximate value of can be found from the equation:
cosh() = 1 + 2 sin2

1
2 a +

q 2
sin a + O(q 4 ).
(1 a) a

If y1 (x) is the solution of the Mathieu equation satisfying the initial conditions y1 (0) = 1 and y10 (0) = 0,
the characteristic index can be determined from the relation:
cosh(2) = y1 ().
The solution y1 (x), and hence , can be determined with any degree of accuracy by means of
numerical or approximate methods.
The general solution differs depending on the value of y1 () and can be expressed in terms of
two auxiliary periodical functions 1 (x) and 2 (x) (see Table 1).
TABLE 1
The general solution of the Mathieu equation expressed
in terms of auxiliary periodical functions 1 (x) and 2 (x)
Constraint

General solution y = y(x)

Period of
1 and 2

Index

y1 () > 1

C1 e2x 1 (x) + C2 e2x 2 (x)

is a real number

y1 () < 1

C1 e2x 1 (x) + C2 e2x 2 (x)

= + 12 i, i2 = 1,
is the real part of

|y1 ()| < 1

(C1 cos x + C2 sin x)1 (x) +

+ (C1 cos x C2 sin x)2 (x)

= i is a pure
imaginary number,
cos(2) = y1 ()

y1 () = 1

C1 1 (x) + C2 x2 (x)

=0

2 . In applications, of major interest are periodical solutions of the Mathieu equation that exist for
certain values of the parameters a and q (those values of a are referred to as eigenvalues). The most
important solutions are listed in Table 2.
The Mathieu functions possess the following properties:

x, q ,
ce2n+1 (x, q) = (1)n se2n+1
x, q ,
ce2n (x, q) = (1)n ce2n
2
2

n1
n
se2n (x, q) = (1) se2n
x, q , se2n+1 (x, q) = (1) ce2n+1
x, q .
2
2
Selecting a sufficiently large m and omitting the term with the maximum number in the recurrence
relations (indicated in Table 20), we can obtain approximate relations for the eigenvalues an (or bn )
1

MATHIEU EQUATION

TABLE 2
Periodical solutions of the Mathieu equation cen = cen (x, q) and sen = sen (x, q) (for odd n, the
functions cen and sen are 2-periodical, and for even n, they are -periodical); certain eigenvalues
a = an (q) and b = bn (q) correspond to each value of the parameter q; n = 0, 1, 2, . . .
Mathieu functions

ce2n(x, q)=

m=0

A2n
2m cos(2mx)

P
ce2n+1(x, q)= A2n+1
2m+1 cos (2m+1)x
m=0

se2n(x, q)=

Normalization
conditions

2n
qA2n
2 =a2nA0 ;
2n
2n
qA2n
4 =(a2n 4)A2 2qA0 ;
2n
2
2n
qA2m+2 =(a2n4m )A2m
qA2n
m2
2m2,

2
2 P
(A2n
A2n
0 ) +
2m
m=0
n
2 if n=0
=
1 if n1

qA2n+1
=(a2n+11q)A2n+1
;
3
1
2n+1
qA2m+3 =[a2n+1(2m+1)2]
2n+1
m1
A2n+1
2m+1 qA2m1,
qB42n =(b2n4)B22n;
2n
2n
qB2m+2
=(b2n4m2)B2m
2n
, m2
qB2m2

2n
B2m
sin(2mx),

m=0

se0 =0

P
2n+1
sin (2m+1)x
se2n+1(x, q)= B2m+1
m=0

Recurrence relations
for coefficients

qB32n+1 =(b2n+11q)B12n+1;
2n+1
qB2m+3
=[b2n+1(2m+1)2]
2n+1
2n+1
B2m+1
qB2m1
, m1

2
P
A2n+1
2m+1 =1

m=0

P
m=0

P
m=0

2n 2
=1
B2m

2n+1 2
B2m+1
=1

with respect to parameter q. Then, equating the determinant of the corresponding homogeneous
n
linear system of equations for coefficients Anm (or Bm
) to zero, we obtain an algebraic equation for
finding an (q) (or bn (q)).
For fixed real q 0, the eigenvalues an and bn are all real and different, while:
if
if

q > 0 then a0 < b1 < a1 < b2 < a2 < ;

q < 0 then a0 < a1 < b1 < b2 < a2 < a3 < b3 < b4 <

The eigenvalues possess the following properties:

a2n (q) = a2n (q),

b2n (q) = b2n (q),

a2n+1 (q) = b2n+1 (q).

The solution of the Mathieu equation corresponding to eigenvalue an (or bn ) has n zeros on the
interval 0 x < (q is a real number).
References
McLachlan, N. W., Theory and Application of Mathieu Functions, Clarendon Press, Oxford, 1947.
Bateman, H. and Erdelyi, A., Higher Transcendental Functions, Vol. 3, McGraw-Hill, New York, 1955.
Abramowitz, M. and Stegun, I. A. (Editors), Handbook of Mathematical Functions with Formulas, Graphs and
Mathematical Tables, National Bureau of Standards Applied Mathematics, Washington, 1964.
Polyanin, A. D. and Zaitsev, V. F., Handbook of Exact Solutions for Ordinary Differential Equations, 2nd Edition , Chapman
& Hall/CRC, Boca Raton, 2003.

Mathieu Equation
c 2004 Andrei D. Polyanin
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