6.

1 Power Series Solutions About Ordinary Points

Power Series
If c 0 , c1 , c 2 ,..., c n are constants and x is a variable, then series of the form:

 cn x  c0  c1 x  c2 x  ...  cn x  ...
n 2 n
1)
n0

is called a power series in x or a power series centered at 0.

 xn x2 x3 xn
example:   1 x    ...   ...
n  0 n! 2! 3! n!
is a power series in x, or a power series centered at 0.


 c n (x  a )  c0  c1 ( x  a )  c 2 ( x  a )  ...  c n ( x  a )  ...
n 2 n
2)
n 0

is called a power series in x  a , or a power series centered at a.

 ( x  1) n ( x  1) 2 ( x  1) 3
example:   1  ( x  1)    ...
n 0 n! 2! 3!
is a power series in ( x  1) , or a power series centered at –1.

Polynomial coefficients:

Consider a homogeneous linear second order differential equation with polynomial

coefficients:
a2 ( x) y  a1 ( x) y  a0 ( x) y  0
Assuming a2 ( x), a1 ( x ), a0 ( x) are polynomial coefficients with no common factors,
then
x  x0 is
(i) an ordinary point if a2 ( x0 )  0 .
(ii) a singular point if a2 ( x0 )  0

Theorem 6.1.1 Existence of Power Series Solutions

If x  x0 is an ordinary point of the differential equation

y  P ( x) y  Q ( x) y  0 ,
we can always find two linearly independent solutions in the form of a power series
centered at x0 :

y   cn ( x  x0 ) n
n 0

Note: For the sake of simplicity, we choose the ordinary point to be x  0 , so that the two
linearly independent solutions are in the form of a power series centered at 0:

y   cn x n
n 0

1
 6.1 Power Series Solutions About Ordinary Points

Example 1 (Q17): Find two linearly independent power series solutions about x = 0 for
the given differential equation.
y�
� xy  0

Solution:

�
n
Assume that: y  � cn x is a solution of the equation, then
n0
� �
 � ncn x n 1 , y �
y� � � n( n  1)cn x n  2
n 1 n2
Substituting into the given DE:

y�
� xy  0
� �
n2
� n( n  1)cn x  x � cn x n  0
n2 n0 To substract or add the two
�
n2
�
n 1 series, both series must start
� n( n  1)cn x  � cn x 0 with the same index and the
n2 n0
power of x also are the
same.
Let: k  n  2 � n  k  2 Let: k  n  1 � n  k  1

Therefore:
� �
k k
� ( k  2)( k  1)ck  2 x  � ck 1x  0
k 0 k 1
� �
2c2  � ( k  2)( k  1)ck  2 x k  � ck 1x k  0
k 1 k 1
�
2c2  �[( k  2)( k  1)ck  2 x k  ck 1x k ]  0
k 1
�
2c2  �[( k  2)( k  1)ck  2  ck 1 ]x k  0
k 1

By comparing the coefficients:

2c2  0 � c2  0
( k  2)( k  1)ck  2  ck 1  0 � ( k  2)( k  1)ck  2  ck 1
ck 1
ck  2  , k  1, 2, 3, ...
( k  2)( k  1)
Recurrence formula for the power series solutions

2
 6.1 Power Series Solutions About Ordinary Points

By iteration:
c0 c
k  1 : c3  = 0
(1  2)(1  1) 6
c1 c
k  2 : c4  = 1
( 2  2)( 2  1) 12
c2 c
k  3 : c5  = 2 0
(3  2)(3  1) 24
c3 c c
k  4 : c6  = 3  0
( 4  2)( 4  1) 30 180
c4 c c
k  5 : c7  = 4  1
(5  2)(5  1) 42 504
c5 c
k  6 : c8  = 5 0
(6  2)(6  1) 56

Therefore the solution of the DE is:

�
y  � cn x n
n0

y  c0  c1x  c2 x 2  c3 x3  c4 x 4  c5 x 5  c6 x 6  c7 x 7  ........
c c c c
y  c0  c1x  0 x3  1 x 4  0 x 6  1 x 7  ........
6 12 180 504
c c c c
y  [c0  0 x3  0 x6  ......]  [c1 x  1 x 4  1 x 7  .....]
6 180 12 504
1 1 6 1 1 7
y  c0 [1  x3  x  ......]  c1[ x  x 4  x  .....]
6 180 12 504

y1( x ) y2 ( x )

The two linearly independent power series solutions about x = 0 for the given DE
are:

1 3 1 6
y1( x )  1  x  x  ...... obtain at least three nonzero
6 180
terms for each solution
1 1 7
y2 ( x )  x  x 4  x  .....
12 504

3
 6.1 Power Series Solutions About Ordinary Points

Example 2 (Q20): Find two linearly independent power series solutions about x = 0 for
the given differential equation.
y� xy �
�  2y  0

Solution:

�
n
Assume that: y  � cn x is a solution of the equation, then
n0
� �
 � ncn x n 1 , y �
y� � � n( n  1)cn x n  2
n 1 n2
Substituting into the given DE:

y�
� xy�
 2y  0
� � �
n2
� n( n  1)cn x  x � ncn x n 1 + 2 � cn x n  0
n2 n 1 n0
� � �
n2 n
� n( n  1)cn x  � ncn x + 2 � cn x n  0
n2 n 1 n0

Let: k  n  2 � n  k  2 Let: k  n To substract or add the two

series, both series must start
with the same index and the
Therefore: power of x also are the same.

� � �
k
� ( k  2)( k  1)ck  2 x  � kck x k + 2 � ck x k  0
k 0 k 1 k 0
� � �
2c2  � ( k  2)( k  1)ck  2 x k  � kck x k + 2[c0  � ck x k ]  0
k 1 k 1 k 1
� � �
2(c2  c0 )  � (k  2)( k  1)ck  2 x k  � kck x k + 2 � ck x k  0
k 1 k 1 k 1
�
2(c2  c0 )  �[(k  2)( k  1)ck  2 x k  kck x k  2ck x k ]  0
k 1
�
2(c2  c0 )  �[(k  2)( k  1)ck  2  kck  2ck ]x k  0
k 1

4
 6.1 Power Series Solutions About Ordinary Points

By comparing the coefficients:

2(c2  c0 )  0 � c2  c0
( k  2)( k  1)ck  2  kck  2ck  0
( k  2)ck
( k  2)( k  1)ck  2  ( k  2 )ck � ck  2  , k  1, 2, 3, ...
( k  2)( k  1)

Recurrence formula for the power series solutions

By iteration:
( k  2)ck
ck  2  , k  1, 2, 3, ...
( k  2)( k  1)
c1 c
k  1 : c3  = 1
(1  2)(1  1) 6
k  2 : c4  0
c3 c c
k  3 : c5  = 3  1
(3  2)(3  1) 20 120
2c4 c
k  4 : c6  = 4  0  c8  c10  c12  ....
( 4  2)( 4  1) 15

Therefore the solution of the DE is:

�
y  � cn x n
n0

y  c0  c1x  c2 x 2  c3 x 3  c4 x 4  c5 x 5  ........
c c
y  c0  c1x  c0 x 2  1 x3  1 x5  ........
6 120
c c
y  [c0  c0 x 2 ]  [c1x  1 x3  1 x5  .....]
6 120
1 1 5
y  c0 [1  x 2 ]  c1[ x  x3  x  .....]
6 120

y1( x ) y2 ( x )

The two linearly independent solutions are:

1 1 5
y1( x )  1  x 2 , y2 ( x )  x  x3  x  ...
6 120

5
 6.1 Power Series Solutions About Ordinary Points

Exercise (S1, 2011/12):

Find two linearly independent power series solutions about x = 0 for the given differential
equation.
y�
� 3 xy  0
(Write down only the first three non-zero terms for each solution)

Answer:

The two linearly independent power series solutions about x = 0 for the given DE are:
1 1 6
y1( x )  1  x3  x  ...... obtain at least three nonzero
2 20
terms for each solution
1 4 1 7
y2 ( x )  x  x  x  .....
4 56

6
 6.1 Power Series Solutions About Ordinary Points

Example 3 (Q22): Find two linearly independent power series solutions about x = 0 for
the given differential equation.
y� 2 xy�
�  2y  0

Solution:

�
n
Assume that: y  � cn x is a solution of the equation, then
n0
� �
 � ncn x n 1 , y �
y� � � n( n  1)cn x n  2
n 1 n2
Substituting into the given DE:

y�
� 2 xy�
 2y  0
� � �
n2
� n( n  1)cn x + 2x � ncn x n 1 + 2 � cn x n  0
n2 n 1 n 0
� � �
n2
� n( n  1)cn x + 2 � ncn x n + 2 � cn x n  0
n2 n 1 n 0

Let: k  n  2 � n  k  2 Let: k  n

Therefore:

� � �
k k k
� ( k  2)( k  1)ck  2 x + 2 � kck x + 2 � ck x  0
k 0 k 1 k 0
� � �
2c2  � ( k  2)( k  1)ck  2 x k  2 � kck x k + 2[c0  � ck x k ]  0
k 1 k 1 k 1
� � �
2(c2  c0 )  � ( k  2)(k  1)ck  2 x k  2 � kck x k + 2 � ck x k  0
k 1 k 1 k 1
�
2(c2  c0 )  �[( k  2)(k  1)ck  2 x k  2kck x k  2ck x k ]  0
k 1
�
2(c2  c0 )  �[( k  2)(k  1)ck  2  2kck  2ck ]x k  0
k 1

7
 6.1 Power Series Solutions About Ordinary Points

By comparing the coefficients:

2(c2  c0 )  0 � c2  c0
( k  2)( k  1)ck  2  2kck  2ck  0
2ck
( k  2)( k  1)ck  2  2( k  1)ck � ck  2  , k  1, 2, 3, ...
k 2

By iteration:

2c1 2c1
k  1 : c3  =
1 2 3
2c2 2c2 c0
k  2 : c4   
22 4 2
2c3 2c3 4c1
k  3 : c5   
3 2 5 15

Therefore the solution of the DE is:

�
y  � cn x n
n0

y  c0  c1x  c2 x 2  c3 x 3  c4 x 4  c5 x5  ........
2c1 3 c0 4 4c1 5
y  c0  c1x  c0 x 2  x  x  x  ........
3 2 15
c 2c 4c
y  [c0  c0 x 2  0 x 4  ......]  [c1 x  1 x3  1 x 5  .....]
2 3 15
1 2 4
y  c0 [1  x 2  x 4 ......]  c1[ x  x3  x 5  .....]
2 3 15

y1( x ) y2 ( x )

The two linearly independent solutions are:

1 4
y1( x )  1  x 2 x  .... obtain at least three nonzero
2
terms for each solution
2 4
y2 ( x )  x  x3  x5  ...
3 15

8
 6.1 Power Series Solutions About Ordinary Points

Example (S1, 2011/12):

Find two linearly independent power series solutions about x = 0 for the given differential
equation.
y�
� 3 xy  0
(Write down only the first three non-zero terms for each solution)
Solution:

�
n
Assume that: y  � cn x is a solution of the equation, then
n0
� �
 � ncn x n 1 , y �
y� � � n( n  1)cn x n  2
n 1 n2
Substituting into the given DE:

 3 xy  0
y�
�
� �
n2
� n( n  1)cn x  3 x � cn x n  0
n2 n 0
� �
n2
� n( n  1)cn x  3 � cn x n 1  0
n2 n 0

Let: k  n  2 � n  k  2 Let: k  n  1 � n  k  1

Therefore:
� �
k
� ( k  2)( k  1)ck  2 x  3 � ck 1x k  0
k 0 k 1
� �
2c2  � ( k  2)( k  1)ck  2 x k  3 � ck 1x k  0
k 1 k 1
�
2c2  �[( k  2)( k  1)ck  2 x k  3ck 1x k ]  0
k 1
�
2c2  �[( k  2)( k  1)ck  2  3ck 1 ]x k  0
k 1

By comparing the coefficients: 2c2  0 � c2  0

3ck 1
( k  2)( k  1)ck  2  3ck 1  0 � ( k  2)( k  1)ck  2  3ck 1 � ck  2  , k  1, 2, 3, ...
( k  2)( k  1)
Recurrence formula for the power series solutions

By iteration:

9
 6.1 Power Series Solutions About Ordinary Points

3c0 c
k  1 : c3  = 0
(1  2)(1  1) 2
3c1 c
k  2 : c4  = 1
( 2  2)( 2  1) 4
3c2 c
k  3 : c5  = 2  0  c8  ...
(3  2)(3  1) 8
3c3 c c
k  4 : c6  = 3 0
( 4  2)( 4  1) 10 20
3c4 c c
k  5 : c7  = 4 1
(5  2)(5  1) 14 56

Therefore the solution of the DE is:

�
y  � cn x n
n0

y  c0  c1x  c2 x 2  c3 x3  c4 x 4  c5 x 5  c6 x 6  c7 x 7  ........
c c c c
y  c0  c1x  0 x3  1 x 4  0 x 6  1 x 7  ........
2 4 20 56
c c c c
y  [c0  0 x3  0 x6  ......]  [c1 x  1 x 4  1 x7  .....]
2 20 4 56
1 1 6 1 1
y  c0 [1  x3  x  ......]  c1[ x  x 4  x7  .....]
2 20 4 56

y1( x ) y2 ( x )

The two linearly independent power series solutions about x = 0 for the given DE
are:
1 1 6 1 1
y1( x )  1  x3  x  ... , y2 ( x )  x  x 4  x 7  ...
2 20 4 56

Example (S3, 2011/12):

10
 6.1 Power Series Solutions About Ordinary Points

Find two linearly independent power series solutions about x = 0 for the given differential
equation.
y� 2 xy�
� 0
(Write down only the first three non-zero terms for each solution)
Solution:
� � �
n
 � ncn x n 1 , y �
Let: y  � cn x , y � � � n( n  1)cn x n  2
n0 n 1 n2
Substituting into the given DE:
y�
� 2 xy�0
� �
n2
� n( n  1)cn x  2x � ncn x n 1  0
n2 n 1
� �
n2
� n( n  1)cn x  2 � ncn x n  0
n2 n 1
k  n2�n  k 2, k n�nk
� �
k
� ( k  2)( k  1)ck  2 x  2 � kck x k  0
k 0 k 1
� �
2c2  � ( k  2)( k  1)ck  2 x k  2 � kck x k  0
k 1 k 1
�
2c2  �[( k  2)( k  1)ck  2 x k  2kck x k ]  0
k 1
�
2c2  �[( k  2)( k  1)ck  2  2kck ]x k  0
k 1
comparing the coefficients:

2c2  0 � c2  0
( k  2)( k  1)ck  2  2kck  0 � ( k  2)( k  1)ck  2  2kck
2kck
ck  2  , k  1, 2, 3, ...
( k  2)( k  1)
By iteration:
2c1 c
k  1 : c3  = 1
(1  2)(1  1) 3
4c2 c
k  2 : c4  = 2  0  c6  c8  .....
( 2  2)( 2  1) 3
6c3 3c c
k  3 : c5  = 3 1
(3  2)(3  1) 10 30
Therefore the solution of the DE is:

11
 6.1 Power Series Solutions About Ordinary Points

�
y  � cn x n
n0

y  c0  c1x  c2 x 2  c3 x 3  c4 x 4  c5 x 5  ........
c c
y  c0  c1x  1 x3  1 x5  ........
3 30
1 c
y  c0  c1[ x  x3  1 x5  .....]
3 30

The two linearly independent power series solutions about x = 0 for the given DE
are:
1 1
y1( x )  1 , y2 ( x)  x  x3  x5  .....
3 30

12