Section II: Series solution of differential equations (week 5,6)

2.1

Review of power series

The power series in

is given by:

. . .

There are several tests available to determine if a series converges or not. The
power series is another method to seek solutions of ODEs. Let us start with a
simple example.

Definition of singular points

We need to draw a distinction between regular and irregular singular points. Our
starting equation is:

0
Divide by

:
0

If

and

are analytic at the point

, then

is a regular singular point, otherwise it is an irregular singular point.

The result of a regular or irregular singular point is related to the existence of power
series solutions that converges.

Example
Use power series to find the solution of
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Seek a solution of the form

Thus
1

The same powers of are collected after substitution.

2

32

43

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etc

and the odd-labeled terms form

We note that the even labeled terms, starting with

two independent sets. Thus
1
2
1
43

1
4321

The pattern is apparent:

For n even,
1
The power series for this set is;

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2 !

4 !

3!

5!

. . .

cos

. . .

sin

Likewise we find for the other set;

So, non-surprising, we arrive at the expected result:

cos

sin

Where the method becomes more powerful, is for ODEs with variable coefficients.
Suppose we want to solve for:

0

Following the same procedure as before,

1
Again we collect the same powers of .
0

2
32

43

etc

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Every term is linked with every one before it.

1
2
1
32
1
43
2!

2.2

1
2 3!

. . .

1
!

1
1!

Method of Frobenius

The method of Frobenius helps us to construct a power series solution for problems
with regular singular points of the following form:
0
Which you will recognize as the required form to test for regular singular points,
provided

are analytic. We rewrite the problem as:

The method of Frobenius is to seek solutions of the form:

The derivatives are:

1
We also expand the coefficient functions as power series;
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 . . .
. . .

Substituting the power series into the ODE and collecting equal powers of
1

Since

0, we obtain the indicial equation:

1

0.

There are two solutions, one of them is always of the form:

, but the

other one depends on the indicial equation. Three possibilities exist;

Case 1: The roots of the indicial equation are distinct and do not differ by an integer
Two linearly independent solutions are easily found by using the two roots of the
indicial equation

Case 2: The roots of the indicial equation are the same.

,

Case 3: The roots of the indicial equation are distinct and differ by an integer.
,

Now we turn to a specific ODE, Bessels equation:

2.3

Bessels equation
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The parameter

1;

is real and nonnegative. In Bessels equation,

. When you replace the correct coefficients in the indicial equation for Bessels
function, you get;
1

First choose

For

. The solution is then sought in the form;

0, we get the indicial equation. For

1, the equation is:

Thus

0. For

2, 4, 6,. . . the following recursive formula exists;

2

whilst the odd labeled coefficients

, . . . are all zero. Set

labeled coefficients are related as follows for

2 , then the even

1,2,3,. . .

To get the process started, we need to know what is

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. It is customary to set

1
2

We have just introduced the gamma function . The gamma function can be written as
the following integral:

The gamma function has the property

. What is not obvious from this

integral expression is the fact that the gamma function, for integral values of , is a
factorial:

So, setting

in terms of a gamma function, we get for the other terms;

1
!

For this special choice of

, the solution is

1
!

This is called the Bessel function of the first kind (hallmark is the
order is an integer,

of order . When the

, then the Bessel function can be written as, (using the gamma

function feature);

2
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1
!

But here is the dilemma, the solution for the other indicial root,

generates

and
1

The two solutions are not linearly independent. The second solution can be found, but
the derivation will not be shown here. It is called the Bessel function of the second kind
of order .
1

To summarize:
The solution of the equation:
0
is:

This is true for all values of . The Bessel function of the first kind of order
the Bessel function of the second kind of order is

Here are plots of some Bessel functions:

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is

and

Figure 1: Three plots of Bessel functions of the first kind: blue plot for order zero,
green plot for order 1 and red plot for order 2.

The plots are oscillatory, but with decreased amplitude. The zero order Bessel
at 1, the others at 0. Although not shown,

is an even function, i.e.

thus it is an odd function.

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starts
, but

Figure 2: Three plots of Bessel functions of the second kind: blue plot for order zero,
green plot for order 1 and red plot for order 2.

The Bessel functions of the second kind are singular at

0, they approach

all the Bessel functions of the first and second kind, the lim

lim

. For

0 and

0.

We use Bessel functions to solve problems in cylindrical coordinates in the radial

direction. If

denotes the radial coordinate, then you have to find out the domain of . If

0 is part of the domain, then Bessel functions of the second kind will not be part of
the solution. If the problem is defined on an annulus for example,

, then both

the Bessel functions of the first and second kind could be present in the solution.

Differentiation rules:

Exercise: What is

and

, and

Let us now look at a specific form of the Bessel function (

0 .

The exercise you just did should have confirmed that both
Bessel function for

0.
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and

are solutions to the

Example 1
Solve the problem
1

The two boundary conditions are:

0,

1,

5.

You can tell from the formulation of the problem that the domain is

0,5 . Thus only

Bessel functions of the first kind will be part of the solution. Furthermore the order of the
Bessel function is

0. So the solution is
2

Where did the 2 come from in the solution? Check the differentiation rules. The constant
is chosen to satisfy the boundary condition at
1/

The boundary condition at

10 .

0 is satisfied since

implies first derivative zero at the symmetry point).

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5.

is an even function (even function

Figure 3: Solution of example 1.

Example 2
Solve the problem
1

The two boundary conditions are:

0,

1,

5.

The general solution will contain both Bessel of the first and second kind,

The boundary conditions are applied:

At

1:

0
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At

5:

10

10

1.

Figure 4: Solution of example 2.

2.4

Application of Bessels equation to transport processes in chemical

engineering

We limit transport to the radial direction of the cylinder otherwise we are dealing with
partial differential equations. First we present the continuity equation. Unless the flow
speeds are approaching sound velocity, the unsteady state term can be neglected. In
many instances one can even assume that the density remains constant. The continuity
condition in cylindrical coordinates at steady state is:

And if the density remains constant, then we can cancel that out:

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If density remains constant, we use the continuity equation to find the velocity as a
function of .

Shell balance for mass transport in radial direction, at steady state

To make the connection between Bessels equation and engineering problems firmer,
we present the derivation of a mass balance in the radial direction of a cylinder.

Species C enters the annulus at r by diffusion (molecular transport) and convection

(macroscopic transport)

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Suppose is generated by an auto-catalytic reaction which we can approximate as first

order,

Set

and divide by 2

Take the limit 0;

1

We can use the continuity equation to simplify the convection term (red): The
convection term is

Since the term in square brackets is zero, the equation takes the simpler form
1

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This equation is not Bessels equation of order zero, due to the term

. If the radial

velocity is zero, then we obtain precisely Bessels equation:

Special case: No radial flow:

1

The general solution is

You only need to add your boundary conditions to solve the problem. If
of the domain, then

0 forms part

0. (See examples 1 and 2 earlier.)

With radial convection but no chemical reaction

. Write the continuity equation as follows

We use the continuity equation to solve for

1

Thus

The mass balance with no chemical reaction is therefore written as:

1

We rewrite the problem as:

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Suppose the boundary conditions are:

1,

0,

5.

Then the constants are solved using the boundary conditions and the solution is:
5

/
/

Figure 5: Solution of radial diffusion and convection but no chemical reaction. K=0.25
m2/s, D=0.1 m2/s.

Thermal energy transport in the radial direction of a cylinder, consisting of thermal

conduction and convection, at steady state:

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A similar discussion can be held for

1

The function

could describe a heat source that depends on temperature in a linear

way.

2.5 Modified Bessel Functions

Consider the species transport problem from the previous section;

1

Note that we have changed the sign of the reaction term, now we are modeling the case
where is consumed in a first order reaction.

The general solution of the modified Bessel equation

0
is:

The modified Bessel functions of the first and second kind of order
. There differentiation rules are:

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are

and

Therefore the species transport problem has the solution

Look out for the sign of the linear reaction (or source/sink) term !

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