Series Solution of Linear Ordinary Differential Equations
|
|
- Kristian Waters
- 5 years ago
- Views:
Transcription
1 Series Solution of Linear Ordinary Differential Equations Department of Mathematics IIT Guwahati
2 Aim: To study methods for determining series expansions for solutions to linear ODE with variable coefficients. In particular, we shall obtain the form of the series expansion, a recurrence relation for determining the coefficients, and the interval of convergence of the expansion.
3 Review of power series A series of the form a n (x x 0 ) n = a 0 + a 1 (x x 0 ) + a 2 (x x 0 ) 2 +, (1) is called a power series about the point x 0. Here, x is a variable and a n s are constants. The series (1) converges at x = c if a n(c x 0 ) n converges. That is, the limit of partial sums lim N N a n (c x 0 ) n <. If this limit does not exist, the power series is said to diverge at x = c.
4 Note that a n(x x 0 ) n converges at x = x 0 as a n (x 0 x 0 ) n = a 0. Q. What about convergence for other values of x? Theorem: (Radius of convergence) For each power series of the form (1), there is a number R (0 R ), called the radius of convergence of the power series, such that the series converges absolutely for x x 0 < R and diverge for x x 0 > R. If the series (1) converges for all values of x, then R =. When the series (1) converges only at x 0, then R = 0.
5 Theorem: (Ratio test) If lim a n+1 n a n = L, where 0 L, then the radius of convergence (R) of the power series a n(x x 0 ) n is 1 if 0 < L <, L R = if L = 0, 0 if L =. Remark. If the ratio does not have a limit, then a n+1 a n methods other than the ratio test (e.g. root test) must be used to determine R.
6 Example: Find R for the series ( 2) n (x n+1 3)n. Note that a n = ( 2)n. We have n+1 lim n a n+1 a n = lim n ( 2) n+1 (n + 1) ( 2) n (n + 2) = lim n Thus, R = 1/2. The series converges absolutely for x 3 < 1 2 and diverge for x 3 > 1 2. Next, what happens when x 3 = 1/2? 2(n + 1) (n + 2) = 2 = L. At x = 5/2, the series becomes the harmonic series and hence diverges. When x = 7/2, the series becomes an alternating harmonic series, which converges. Thus, the power series converges for each x (5/2, 7/2]. 1, n+1
7 Given two power series f (x) = a n (x x 0 ) n, g(x) = b n (x x 0 ) n, with nonzero radii of convergence. Then f (x) + g(x) = (a n + b n )(x x 0 ) n has common interval of convergence. The formula for the product is f (x)g(x) = c n (x x 0 ) n, where c n := n a k b n k. (2) k=0 This power series in (2) is called the Cauchy product and will converge for all x in the common interval of convergence for the power series of f and g.
8 Differentiation and integration of power series Theorem: If f (x) = a n(x x 0 ) n has a positive radius of convergence R, then f is differentiable in the interval x x 0 < R and termwise differentiation gives the power series for the derivative: f (x) = na n (x x 0 ) n 1 for x x 0 < R. n=1 Furthermore, termwise integration gives the power series for the integral of f : a n f (x)dx = n + 1 (x x 0) n+1 + C for x x 0 < R.
9 Example: A power series for Since d dx x 2 = 1 x 2 + x 4 x ( 1) n x 2n +. {1/(1 x)} = 1 (1 x) 2, we obtain a power series for 1 (1 x) 2 = 1 + 2x + 3x 2 + 4x nx n 1 +. Since tan 1 x = x 0 termwise to obtain 1 1 dt, integrate the series for 1+t 2 1+x 2 tan 1 x = x 1 3 x x x ( 1)n x 2n n + 1
10 Shifting the summation index The index of a summation in a power series is a dummy index and hence a n (x x 0 ) n = a k (x x 0 ) k = k=0 a i (x x 0 ) i. Shifting the index of summation is particularly important when one has to combine two different power series. Example: x 3 n(n 1)a n x n 2 = n=2 n 2 (n 2)a n x n = i=0 (k + 2)(k + 1)a k+2 x k. k=0 (n 3) 2 (n 5)a n 3 x n. n=3
11 Definition: (Analytic function) A function f is said to be analytic at x 0 if it has a power series representation a n(x x 0 ) n in an neighborhood about x 0, and has a positive radius of convergence. Example: Some analytic functions and their representations: ln x = sin x = e x = x n n!. ( 1) n (2n + 1)! x 2n+1. ( 1) n 1 (x 1) n, x > 0. n n=1
12 Power series solutions to linear ODEs Consider linear ODE of the form: a 2 (x)y (x) + a 1 (x)y (x) + a 0 (x)y(x) = 0, a 2 (x) 0. ( ) Writing in the standard form y (x) + p(x)y (x) + q(x)y(x) = 0, where p(x) := a 1 (x)/a 2 (x) and q(x) := a 0 (x)/a 2 (x). Definition: A point x 0 is called an ordinary point of ( ) if both p(x) = a 1 (x)/a 2 (x) and q(x) = a 0 (x)/a 2 (x) are analytic at x 0. If x 0 is not an ordinary point, it is called a singular point of ( ).
13 Example: Find all the singular point points of Here, xy (x) + x(x 1) 1 y (x) + (sin x)y = 0, x > 0 p(x) = 1 sin x, q(x) = (1 x) x. Note that p(x) is analytic except at x = 1. q(x) is analytic everywhere as it has power series representation q(x) = 1 x 2 3! + x 4 5!. Hence, x = 1 is the only singular point of the given ODE.
14 Power series method about an ordinary point Consider the equation 2y + xy + y = 0. ( ) Let s find a power series solution about x = 0. Seek a power series solution of the form y(x) = a n x n, and then attempt to determine the coefficients a n s. Differentiate termwise to obtain y (x) = na n x n 1, y (x) = n(n 1)a n x n 2. n=1 n=2
15 Substituting these power series in ( ), we find that 2n(n 1)a n x n 2 + na n x n + a n x n = 0. n=2 n=1 By shifting the indices, we rewrite the above equation as 2(k + 2)(k + 1)a k+2 x k + ka k x k + a k x k = 0. k=0 k=1 k=0 Combining the like powers of x in the three summation to obtain 4a 2 + a 0 + [2(k + 2)(k + 1)a k+2 + ka k + a k ]x k = 0. k=1
16 Equating the coefficients of this power series equal to zero yields 4a 2 + a 0 = 0 2(k + 2)(k + 1)a k+2 + (k + 1)a k = 0, k 1. This leads to the recurrence relation Thus, a k+2 = 1 2(k + 2) a k, k 1. a 2 = 1 2 a 0, a 2 3 = a 1 a 4 = a 1 2 = a 0, a 5 = a 3 = a 1
17 With a 0 and a 1 as arbitrary constants, we find that and a 2n+1 = a 2n = ( 1)n 2 2n n! a 0, n 1, ( 1) n 2 n [1 3 5 (2n + 1)] a 1, n 1. From this, we have two linearly independent solutions as y 1 (x) = y 2 (x) = ( 1) n 2 2n n! x 2n, ( 1) n 2 n [1 3 5 (2n + 1)] x 2n+1.
18 Hence the general solution is y(x) = a 0 y 1 (x) + a 1 y 2 (x). Remark. Suppose we are given the value of y(0) and y (0), then a 0 = y(0) and a 1 = y (0). These two coefficients leads to a unique power series solution for the IVP. *** End ***
Power Series and Analytic Function
Dr Mansoor Alshehri King Saud University MATH204-Differential Equations Center of Excellence in Learning and Teaching 1 / 21 Some Reviews of Power Series Differentiation and Integration of a Power Series
More informationSeries Solutions. 8.1 Taylor Polynomials
8 Series Solutions 8.1 Taylor Polynomials Polynomial functions, as we have seen, are well behaved. They are continuous everywhere, and have continuous derivatives of all orders everywhere. It also turns
More informationThe Method of Frobenius
The Method of Frobenius Department of Mathematics IIT Guwahati If either p(x) or q(x) in y + p(x)y + q(x)y = 0 is not analytic near x 0, power series solutions valid near x 0 may or may not exist. If either
More informationSeries Solutions of Differential Equations
Chapter 6 Series Solutions of Differential Equations In this chapter we consider methods for solving differential equations using power series. Sequences and infinite series are also involved in this treatment.
More informationPower series solutions for 2nd order linear ODE s (not necessarily with constant coefficients) a n z n. n=0
Lecture 22 Power series solutions for 2nd order linear ODE s (not necessarily with constant coefficients) Recall a few facts about power series: a n z n This series in z is centered at z 0. Here z can
More informationPower Series Solutions to the Legendre Equation
Department of Mathematics IIT Guwahati The Legendre equation The equation (1 x 2 )y 2xy + α(α + 1)y = 0, (1) where α is any real constant, is called Legendre s equation. When α Z +, the equation has polynomial
More informationReview of Power Series
Review of Power Series MATH 365 Ordinary Differential Equations J. Robert Buchanan Department of Mathematics Fall 2018 Introduction In addition to the techniques we have studied so far, we may use power
More informationSERIES SOLUTION OF DIFFERENTIAL EQUATIONS
SERIES SOLUTION OF DIFFERENTIAL EQUATIONS Introduction to Differential Equations Nanang Susyanto Computer Science (International) FMIPA UGM 17 April 2017 NS (CS-International) Series solution 17/04/2017
More informationPower Series Solutions to the Legendre Equation
Power Series Solutions to the Legendre Equation Department of Mathematics IIT Guwahati The Legendre equation The equation (1 x 2 )y 2xy + α(α + 1)y = 0, (1) where α is any real constant, is called Legendre
More informationIntroduction and Review of Power Series
Introduction and Review of Power Series Definition: A power series in powers of x a is an infinite series of the form c n (x a) n = c 0 + c 1 (x a) + c 2 (x a) 2 +...+c n (x a) n +... If a = 0, this is
More informationMA22S3 Summary Sheet: Ordinary Differential Equations
MA22S3 Summary Sheet: Ordinary Differential Equations December 14, 2017 Kreyszig s textbook is a suitable guide for this part of the module. Contents 1 Terminology 1 2 First order separable 2 2.1 Separable
More informationSeries Solutions Near a Regular Singular Point
Series Solutions Near a Regular Singular Point MATH 365 Ordinary Differential Equations J. Robert Buchanan Department of Mathematics Fall 2018 Background We will find a power series solution to the equation:
More informationMath Assignment 11
Math 2280 - Assignment 11 Dylan Zwick Fall 2013 Section 8.1-2, 8, 13, 21, 25 Section 8.2-1, 7, 14, 17, 32 Section 8.3-1, 8, 15, 18, 24 1 Section 8.1 - Introduction and Review of Power Series 8.1.2 - Find
More informationSeries Solutions of Linear ODEs
Chapter 2 Series Solutions of Linear ODEs This Chapter is concerned with solutions of linear Ordinary Differential Equations (ODE). We will start by reviewing some basic concepts and solution methods for
More informationElementary Differential Equations, Section 2 Prof. Loftin: Practice Test Problems for Test Find the radius of convergence of the power series
Elementary Differential Equations, Section 2 Prof. Loftin: Practice Test Problems for Test 2 SOLUTIONS 1. Find the radius of convergence of the power series Show your work. x + x2 2 + x3 3 + x4 4 + + xn
More informationLast Update: March 1 2, 201 0
M ath 2 0 1 E S 1 W inter 2 0 1 0 Last Update: March 1 2, 201 0 S eries S olutions of Differential Equations Disclaimer: This lecture note tries to provide an alternative approach to the material in Sections
More information16.4. Power Series. Introduction. Prerequisites. Learning Outcomes
Power Series 6.4 Introduction In this Section we consider power series. These are examples of infinite series where each term contains a variable, x, raised to a positive integer power. We use the ratio
More informationRelevant sections from AMATH 351 Course Notes (Wainwright): Relevant sections from AMATH 351 Course Notes (Poulin and Ingalls):
Lecture 5 Series solutions to DEs Relevant sections from AMATH 35 Course Notes (Wainwright):.4. Relevant sections from AMATH 35 Course Notes (Poulin and Ingalls): 2.-2.3 As mentioned earlier in this course,
More information5. Series Solutions of ODEs
Advanced Engineering Mathematics 5. Series solutions of ODEs 1 5. Series Solutions of ODEs 5.1 Power series method and Theory of the power series method Advanced Engineering Mathematics 5. Series solutions
More informationODE. Philippe Rukimbira. Department of Mathematics Florida International University PR (FIU) MAP / 92
ODE Philippe Rukimbira Department of Mathematics Florida International University PR (FIU) MAP 2302 1 / 92 4.4 The method of Variation of parameters 1. Second order differential equations (Normalized,
More informationPower Series Solutions And Special Functions: Review of Power Series
Power Series Solutions And Special Functions: Review of Power Series Pradeep Boggarapu Department of Mathematics BITS PILANI K K Birla Goa Campus, Goa September, 205 Pradeep Boggarapu (Dept. of Maths)
More informationThe Method of Frobenius
The Method of Frobenius R. C. Trinity University Partial Differential Equations April 7, 2015 Motivating example Failure of the power series method Consider the ODE 2xy +y +y = 0. In standard form this
More informationSOLUTIONS ABOUT ORDINARY POINTS
238 CHAPTER 6 SERIES SOLUTIONS OF LINEAR EQUATIONS In Problems 23 and 24 use a substitution to shift the summation index so that the general term of given power series involves x k. 23. nc n x n2 n 24.
More information1 Series Solutions Near Regular Singular Points
1 Series Solutions Near Regular Singular Points All of the work here will be directed toward finding series solutions of a second order linear homogeneous ordinary differential equation: P xy + Qxy + Rxy
More informationOrdinary Differential Equations
Ordinary Differential Equations (MA102 Mathematics II) Shyamashree Upadhyay IIT Guwahati Shyamashree Upadhyay ( IIT Guwahati ) Ordinary Differential Equations 1 / 25 First order ODE s We will now discuss
More informationCALCULUS JIA-MING (FRANK) LIOU
CALCULUS JIA-MING (FRANK) LIOU Abstract. Contents. Power Series.. Polynomials and Formal Power Series.2. Radius of Convergence 2.3. Derivative and Antiderivative of Power Series 4.4. Power Series Expansion
More informationSolving Differential Equations Using Power Series
LECTURE 25 Solving Differential Equations Using Power Series We are now going to employ power series to find solutions to differential equations of the form (25.) y + p(x)y + q(x)y = 0 where the functions
More informationSolving Differential Equations Using Power Series
LECTURE 8 Solving Differential Equations Using Power Series We are now going to employ power series to find solutions to differential equations of the form () y + p(x)y + q(x)y = 0 where the functions
More informationMATH 312 Section 6.2: Series Solutions about Singular Points
MATH 312 Section 6.2: Series Solutions about Singular Points Prof. Jonathan Duncan Walla Walla University Spring Quarter, 2008 Outline 1 Classifying Singular Points 2 The Method of Frobenius 3 Conclusions
More informationOrdinary Differential Equations
Ordinary Differential Equations (MA102 Mathematics II) Shyamashree Upadhyay IIT Guwahati Shyamashree Upadhyay ( IIT Guwahati ) Ordinary Differential Equations 1 / 1 Books Shyamashree Upadhyay ( IIT Guwahati
More informationEquations with regular-singular points (Sect. 5.5).
Equations with regular-singular points (Sect. 5.5). Equations with regular-singular points. s: Equations with regular-singular points. Method to find solutions. : Method to find solutions. Recall: The
More informationSection 5.2 Series Solution Near Ordinary Point
DE Section 5.2 Series Solution Near Ordinary Point Page 1 of 5 Section 5.2 Series Solution Near Ordinary Point We are interested in second order homogeneous linear differential equations with variable
More informationPolynomial Approximations and Power Series
Polynomial Approximations and Power Series June 24, 206 Tangent Lines One of the first uses of the derivatives is the determination of the tangent as a linear approximation of a differentiable function
More informationChapter 5.2: Series solution near an ordinary point
Chapter 5.2: Series solution near an ordinary point We now look at ODE s with polynomial coefficients of the form: P (x)y + Q(x)y + R(x)y = 0. Thus, we assume P (x), Q(x), R(x) are polynomials in x. Why?
More informationBessel s Equation. MATH 365 Ordinary Differential Equations. J. Robert Buchanan. Fall Department of Mathematics
Bessel s Equation MATH 365 Ordinary Differential Equations J. Robert Buchanan Department of Mathematics Fall 2018 Background Bessel s equation of order ν has the form where ν is a constant. x 2 y + xy
More informationODE Homework Series Solutions Near an Ordinary Point, Part I 1. Seek power series solution of the equation. n(n 1)a n x n 2 = n=0
ODE Homework 6 5.2. Series Solutions Near an Ordinary Point, Part I 1. Seek power series solution of the equation y + k 2 x 2 y = 0, k a constant about the the point x 0 = 0. Find the recurrence relation;
More informationSeries Solutions Near an Ordinary Point
Series Solutions Near an Ordinary Point MATH 365 Ordinary Differential Equations J. Robert Buchanan Department of Mathematics Spring 2018 Ordinary Points (1 of 2) Consider the second order linear homogeneous
More informationLECTURE 9: SERIES SOLUTIONS NEAR AN ORDINARY POINT I
LECTURE 9: SERIES SOLUTIONS NEAR AN ORDINARY POINT I In this lecture and the next two, we will learn series methods through an attempt to answer the following two questions: What is a series method and
More informationLECTURE 14: REGULAR SINGULAR POINTS, EULER EQUATIONS
LECTURE 14: REGULAR SINGULAR POINTS, EULER EQUATIONS 1. Regular Singular Points During the past few lectures, we have been focusing on second order linear ODEs of the form y + p(x)y + q(x)y = g(x). Particularly,
More information2 Series Solutions near a Regular Singular Point
McGill University Math 325A: Differential Equations LECTURE 17: SERIES SOLUTION OF LINEAR DIFFERENTIAL EQUATIONS II 1 Introduction Text: Chap. 8 In this lecture we investigate series solutions for the
More information7.3 Singular points and the method of Frobenius
284 CHAPTER 7. POWER SERIES METHODS 7.3 Singular points and the method of Frobenius Note: or.5 lectures, 8.4 and 8.5 in [EP], 5.4 5.7 in [BD] While behaviour of ODEs at singular points is more complicated,
More informationSolutions Definition 2: a solution
Solutions As was stated before, one of the goals in this course is to solve, or find solutions of differential equations. In the next definition we consider the concept of a solution of an ordinary differential
More informationChapter 4. Series Solutions. 4.1 Introduction to Power Series
Series Solutions Chapter 4 In most sciences one generation tears down what another has built and what one has established another undoes. In mathematics alone each generation adds a new story to the old
More informationswapneel/207
Partial differential equations Swapneel Mahajan www.math.iitb.ac.in/ swapneel/207 1 1 Power series For a real number x 0 and a sequence (a n ) of real numbers, consider the expression a n (x x 0 ) n =
More informationMATH115. Infinite Series. Paolo Lorenzo Bautista. July 17, De La Salle University. PLBautista (DLSU) MATH115 July 17, / 43
MATH115 Infinite Series Paolo Lorenzo Bautista De La Salle University July 17, 2014 PLBautista (DLSU) MATH115 July 17, 2014 1 / 43 Infinite Series Definition If {u n } is a sequence and s n = u 1 + u 2
More informationPower Series Solutions to the Bessel Equation
Power Series Solutions to the Bessel Equation Department of Mathematics IIT Guwahati The Bessel equation The equation x 2 y + xy + (x 2 α 2 )y = 0, (1) where α is a non-negative constant, i.e α 0, is called
More informationAP Calculus Testbank (Chapter 9) (Mr. Surowski)
AP Calculus Testbank (Chapter 9) (Mr. Surowski) Part I. Multiple-Choice Questions n 1 1. The series will converge, provided that n 1+p + n + 1 (A) p > 1 (B) p > 2 (C) p >.5 (D) p 0 2. The series
More informationJuly 21 Math 2254 sec 001 Summer 2015
July 21 Math 2254 sec 001 Summer 2015 Section 8.8: Power Series Theorem: Let a n (x c) n have positive radius of convergence R, and let the function f be defined by this power series f (x) = a n (x c)
More information2.2 Separable Equations
2.2 Separable Equations Definition A first-order differential equation that can be written in the form Is said to be separable. Note: the variables of a separable equation can be written as Examples Solve
More informationTwo special equations: Bessel s and Legendre s equations. p Fourier-Bessel and Fourier-Legendre series. p
LECTURE 1 Table of Contents Two special equations: Bessel s and Legendre s equations. p. 259-268. Fourier-Bessel and Fourier-Legendre series. p. 453-460. Boundary value problems in other coordinate system.
More informationLECTURE 10: REVIEW OF POWER SERIES. 1. Motivation
LECTURE 10: REVIEW OF POWER SERIES By definition, a power series centered at x 0 is a series of the form where a 0, a 1,... and x 0 are constants. For convenience, we shall mostly be concerned with the
More informationGeorgia Tech PHYS 6124 Mathematical Methods of Physics I
Georgia Tech PHYS 612 Mathematical Methods of Physics I Instructor: Predrag Cvitanović Fall semester 2012 Homework Set #5 due October 2, 2012 == show all your work for maximum credit, == put labels, title,
More informationChapter 2. First-Order Differential Equations
Chapter 2 First-Order Differential Equations i Let M(x, y) + N(x, y) = 0 Some equations can be written in the form A(x) + B(y) = 0 DEFINITION 2.2. (Separable Equation) A first-order differential equation
More informationGeometric Series and the Ratio and Root Test
Geometric Series and the Ratio and Root Test James K. Peterson Department of Biological Sciences and Department of Mathematical Sciences Clemson University September 5, 2018 Outline 1 Geometric Series
More informationMA4001 Engineering Mathematics 1 Lecture 15 Mean Value Theorem Increasing and Decreasing Functions Higher Order Derivatives Implicit Differentiation
MA4001 Engineering Mathematics 1 Lecture 15 Mean Value Theorem Increasing and Decreasing Functions Higher Order Derivatives Implicit Differentiation Dr. Sarah Mitchell Autumn 2014 Rolle s Theorem Theorem
More informationComplex Analysis Slide 9: Power Series
Complex Analysis Slide 9: Power Series MA201 Mathematics III Department of Mathematics IIT Guwahati August 2015 Complex Analysis Slide 9: Power Series 1 / 37 Learning Outcome of this Lecture We learn Sequence
More information3! + 4! + Binomial series: if α is a nonnegative integer, the series terminates. Otherwise, the series converges if x < 1 but diverges if x > 1.
Page 1 Name: ID: Section: This exam has 16 questions: 14 multiple choice questions worth 5 points each. hand graded questions worth 15 points each. Important: No graphing calculators! Any non-graphing
More informationSolutions: Problem Set 4 Math 201B, Winter 2007
Solutions: Problem Set 4 Math 2B, Winter 27 Problem. (a Define f : by { x /2 if < x
More informationMath 334 A1 Homework 3 (Due Nov. 5 5pm)
Math 334 A1 Homework 3 Due Nov. 5 5pm No Advanced or Challenge problems will appear in homeworks. Basic Problems Problem 1. 4.1 11 Verify that the given functions are solutions of the differential equation,
More informationMethod of Frobenius. General Considerations. L. Nielsen, Ph.D. Dierential Equations, Fall Department of Mathematics, Creighton University
Method of Frobenius General Considerations L. Nielsen, Ph.D. Department of Mathematics, Creighton University Dierential Equations, Fall 2008 Outline 1 The Dierential Equation and Assumptions 2 3 Main Theorem
More informationMath 4263 Homework Set 1
Homework Set 1 1. Solve the following PDE/BVP 2. Solve the following PDE/BVP 2u t + 3u x = 0 u (x, 0) = sin (x) u x + e x u y = 0 u (0, y) = y 2 3. (a) Find the curves γ : t (x (t), y (t)) such that that
More information8 - Series Solutions of Differential Equations
8 - Series Solutions of Differential Equations 8.2 Power Series and Analytic Functions Homework: p. 434-436 # ü Introduction Our earlier technques allowed us to write our solutions in terms of elementary
More informationMath 162: Calculus IIA
Math 62: Calculus IIA Final Exam ANSWERS December 9, 26 Part A. (5 points) Evaluate the integral x 4 x 2 dx Substitute x 2 cos θ: x 8 cos dx θ ( 2 sin θ) dθ 4 x 2 2 sin θ 8 cos θ dθ 8 cos 2 θ cos θ dθ
More informationOrdinary Differential Equations
Ordinary Differential Equations (MA102 Mathematics II) Shyamashree Upadhyay IIT Guwahati Shyamashree Upadhyay ( IIT Guwahati ) Ordinary Differential Equations 1 / 13 Variation of parameters Let us first
More informationDifferential Equations
Differential Equations Problem Sheet 1 3 rd November 2011 First-Order Ordinary Differential Equations 1. Find the general solutions of the following separable differential equations. Which equations are
More informationFirst-Order ODE: Separable Equations, Exact Equations and Integrating Factor
First-Order ODE: Separable Equations, Exact Equations and Integrating Factor Department of Mathematics IIT Guwahati REMARK: In the last theorem of the previous lecture, you can change the open interval
More informationc n (x a) n c 0 c 1 (x a) c 2 (x a) 2...
3 CHAPTER 6 SERIES SOLUTIONS OF LINEAR EQUATIONS 6. REVIEW OF POWER SERIES REVIEW MATERIAL Infinite series of constants, p-series, harmonic series, alternating harmonic series, geometric series, tests
More informationPower Series. Part 1. J. Gonzalez-Zugasti, University of Massachusetts - Lowell
Power Series Part 1 1 Power Series Suppose x is a variable and c k & a are constants. A power series about x = 0 is c k x k A power series about x = a is c k x a k a = center of the power series c k =
More informationMath 1B Final Exam, Solution. Prof. Mina Aganagic Lecture 2, Spring (6 points) Use substitution and integration by parts to find:
Math B Final Eam, Solution Prof. Mina Aganagic Lecture 2, Spring 20 The eam is closed book, apart from a sheet of notes 8. Calculators are not allowed. It is your responsibility to write your answers clearly..
More informationSection 9.8. First let s get some practice with determining the interval of convergence of power series.
First let s get some practice with determining the interval of convergence of power series. First let s get some practice with determining the interval of convergence of power series. Example (1) Determine
More informationLEGENDRE POLYNOMIALS AND APPLICATIONS. We construct Legendre polynomials and apply them to solve Dirichlet problems in spherical coordinates.
LEGENDRE POLYNOMIALS AND APPLICATIONS We construct Legendre polynomials and apply them to solve Dirichlet problems in spherical coordinates.. Legendre equation: series solutions The Legendre equation is
More information16.4. Power Series. Introduction. Prerequisites. Learning Outcomes
Power Series 6.4 Introduction In this section we consider power series. These are examples of infinite series where each term contains a variable, x, raised to a positive integer power. We use the ratio
More informationSeries Solutions of Linear Differential Equations
Differential Equations Massoud Malek Series Solutions of Linear Differential Equations In this chapter we shall solve some second-order linear differential equation about an initial point using The Taylor
More informationSection Taylor and Maclaurin Series
Section.0 Taylor and Maclaurin Series Ruipeng Shen Feb 5 Taylor and Maclaurin Series Main Goal: How to find a power series representation for a smooth function us assume that a smooth function has a power
More informationMB4018 Differential equations
MB4018 Differential equations Part II http://www.staff.ul.ie/natalia/mb4018.html Prof. Natalia Kopteva Spring 2015 MB4018 (Spring 2015) Differential equations Part II 0 / 69 Section 1 Second-Order Linear
More informationPower series and Taylor series
Power series and Taylor series D. DeTurck University of Pennsylvania March 29, 2018 D. DeTurck Math 104 002 2018A: Series 1 / 42 Series First... a review of what we have done so far: 1 We examined series
More information2 2 + x =
Lecture 30: Power series A Power Series is a series of the form c n = c 0 + c 1 x + c x + c 3 x 3 +... where x is a variable, the c n s are constants called the coefficients of the series. n = 1 + x +
More informationSec 4.1 Limits, Informally. When we calculated f (x), we first started with the difference quotient. f(x + h) f(x) h
1 Sec 4.1 Limits, Informally When we calculated f (x), we first started with the difference quotient f(x + h) f(x) h and made h small. In other words, f (x) is the number f(x+h) f(x) approaches as h gets
More informationCh 5.4: Regular Singular Points
Ch 5.4: Regular Singular Points! Recall that the point x 0 is an ordinary point of the equation if p(x) = Q(x)/P(x) and q(x)= R(x)/P(x) are analytic at at x 0. Otherwise x 0 is a singular point.! Thus,
More informationLecture 4: Frobenius Series about Regular Singular Points
Introductory lecture notes on Partial Differential Equations - c Anthony Peirce. Not to be copied, used, or revised without explicit written permission from the copyright owner. 1 Lecture 4: Frobenius
More informationElementary ODE Review
Elementary ODE Review First Order ODEs First Order Equations Ordinary differential equations of the fm y F(x, y) () are called first der dinary differential equations. There are a variety of techniques
More informationMath Reading assignment for Chapter 1: Study Sections 1.1 and 1.2.
Math 3350 1 Chapter 1 Reading assignment for Chapter 1: Study Sections 1.1 and 1.2. 1.1 Material for Section 1.1 An Ordinary Differential Equation (ODE) is a relation between an independent variable x
More information5.9 Representations of Functions as a Power Series
5.9 Representations of Functions as a Power Series Example 5.58. The following geometric series x n + x + x 2 + x 3 + x 4 +... will converge when < x
More informationMATH115. Indeterminate Forms and Improper Integrals. Paolo Lorenzo Bautista. June 24, De La Salle University
MATH115 Indeterminate Forms and Improper Integrals Paolo Lorenzo Bautista De La Salle University June 24, 2014 PLBautista (DLSU) MATH115 June 24, 2014 1 / 25 Theorem (Mean-Value Theorem) Let f be a function
More informationUnderstand the existence and uniqueness theorems and what they tell you about solutions to initial value problems.
Review Outline To review for the final, look over the following outline and look at problems from the book and on the old exam s and exam reviews to find problems about each of the following topics.. Basics
More informationFall Math 3410 Name (Print): Solution KEY Practice Exam 2 - November 4 Time Limit: 50 Minutes
Fall 206 - Math 340 Name (Print): Solution KEY Practice Exam 2 - November 4 Time Limit: 50 Minutes This exam contains pages (including this cover page) and 5 problems. Check to see if any pages are missing.
More informationكلية العلوم قسم الرياضيات المعادالت التفاضلية العادية
الجامعة اإلسالمية كلية العلوم غزة قسم الرياضيات المعادالت التفاضلية العادية Elementary differential equations and boundary value problems المحاضرون أ.د. رائد صالحة د. فاتن أبو شوقة 1 3 4 5 6 بسم هللا
More informationInfinite series, improper integrals, and Taylor series
Chapter 2 Infinite series, improper integrals, and Taylor series 2. Introduction to series In studying calculus, we have explored a variety of functions. Among the most basic are polynomials, i.e. functions
More informationGeometric Series and the Ratio and Root Test
Geometric Series and the Ratio and Root Test James K. Peterson Department of Biological Sciences and Department of Mathematical Sciences Clemson University September 5, 2017 Outline Geometric Series The
More informationPractice Final Exam Solutions
Important Notice: To prepare for the final exam, study past exams and practice exams, and homeworks, quizzes, and worksheets, not just this practice final. A topic not being on the practice final does
More information10.1 Sequences. Example: A sequence is a function f(n) whose domain is a subset of the integers. Notation: *Note: n = 0 vs. n = 1.
10.1 Sequences Example: A sequence is a function f(n) whose domain is a subset of the integers. Notation: *Note: n = 0 vs. n = 1 Examples: EX1: Find a formula for the general term a n of the sequence,
More informationFirst Order Differential Equations
Chapter 2 First Order Differential Equations 2.1 9 10 CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS 2.2 Separable Equations A first order differential equation = f(x, y) is called separable if f(x, y)
More informationThe method of Fröbenius
Note III.5 1 1 April 008 The method of Fröbenius For the general homogeneous ordinary differential equation y (x) + p(x)y (x) + q(x)y(x) = 0 (1) the series method works, as in the Hermite case, where both
More informationReview session Midterm 1
AS.110.109: Calculus II (Eng) Review session Midterm 1 Yi Wang, Johns Hopkins University Fall 2018 7.1: Integration by parts Basic integration method: u-sub, integration table Integration By Parts formula
More informationDefinition of differential equations and their classification. Methods of solution of first-order differential equations
Introduction to differential equations: overview Definition of differential equations and their classification Solutions of differential equations Initial value problems Existence and uniqueness Mathematical
More informationNonconstant Coefficients
Chapter 7 Nonconstant Coefficients We return to second-order linear ODEs, but with nonconstant coefficients. That is, we consider (7.1) y + p(t)y + q(t)y = 0, with not both p(t) and q(t) constant. The
More informationCompletion Date: Monday February 11, 2008
MATH 4 (R) Winter 8 Intermediate Calculus I Solutions to Problem Set #4 Completion Date: Monday February, 8 Department of Mathematical and Statistical Sciences University of Alberta Question. [Sec..9,
More information17.2 Nonhomogeneous Linear Equations. 27 September 2007
17.2 Nonhomogeneous Linear Equations 27 September 2007 Nonhomogeneous Linear Equations The differential equation to be studied is of the form ay (x) + by (x) + cy(x) = G(x) (1) where a 0, b, c are given
More informationDifferential Equations. Joe Erickson
Differential Equations Joe Erickson Contents 1 Basic Principles 1 1.1 Functions of Several Variables.......................... 1 1.2 Linear Differential Operators........................... 7 1.3 Ordinary
More informationSeries solutions to a second order linear differential equation with regular singular points
Physics 6C Fall 0 Series solutions to a second order linear differential equation with regular singular points Consider the second-order linear differential equation, d y dx + p(x) dy x dx + q(x) y = 0,
More information