The Method of Frobenius
|
|
- Ophelia Alberta Parker
- 5 years ago
- Views:
Transcription
1 The Method of Frobenius Department of Mathematics IIT Guwahati
2 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.
3 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. Example: Try to find a power series solution of about the point x 0 = 0. Assume that a solution exists. x 2 y y y = 0 (1) y(x) = a n x n
4 Substituting this series in (1), we obtain the recursion formula a n+1 = n2 n 1 a n. n + 1
5 Substituting this series in (1), we obtain the recursion formula a n+1 = n2 n 1 a n. n + 1 The ratio test shows that this power series converges only for x = 0. Thus, there is no power series solution valid in any open interval about x 0 = 0. This is because (1) has a singular point at x = 0.
6 Substituting this series in (1), we obtain the recursion formula a n+1 = n2 n 1 a n. n + 1 The ratio test shows that this power series converges only for x = 0. Thus, there is no power series solution valid in any open interval about x 0 = 0. This is because (1) has a singular point at x = 0. The method of Frobenius is a useful method to treat such equations.
7 Cauchy-Euler equations revisited Recall that a second order homogeneous Cauchy-Euler equation has the form ax 2 y (x) + bxy (x) + cy(x) = 0, x > 0, (2) where a( 0), b, c are real constants. Writing (2) in the standard form as y + p(x)y + q(x)y = 0, where p(x) = b ax, q(x) = c ax 2.
8 Cauchy-Euler equations revisited Recall that a second order homogeneous Cauchy-Euler equation has the form ax 2 y (x) + bxy (x) + cy(x) = 0, x > 0, (2) where a( 0), b, c are real constants. Writing (2) in the standard form as y + p(x)y + q(x)y = 0, where p(x) = b ax, q(x) = c ax 2. Note that x = 0 is a singular point for (2). We seek solutions of the form y(x) = x r and then try to determine the values for r.
9 Set L(y)(x) := ax 2 y (x) + bxy (x) + cy(x) and w(x) := x r. Now L(w)(x) = ax 2 r(r 1)x r 2 + bxrx r 1 + cx r = {ar 2 + (b a)r + c}x r.
10 Set L(y)(x) := ax 2 y (x) + bxy (x) + cy(x) and w(x) := x r. Now L(w)(x) = ax 2 r(r 1)x r 2 + bxrx r 1 + cx r = {ar 2 + (b a)r + c}x r. Thus, w = x r is a solution r satisfies ar 2 + (b a)r + c = 0. (3)
11 Set L(y)(x) := ax 2 y (x) + bxy (x) + cy(x) and w(x) := x r. Now L(w)(x) = ax 2 r(r 1)x r 2 + bxrx r 1 + cx r = {ar 2 + (b a)r + c}x r. Thus, w = x r is a solution r satisfies ar 2 + (b a)r + c = 0. (3) The equation (3) is known as the auxiliary or indicial equation for (2).
12 Case I: When (3) has two distinct roots r 1, r 2. Then L(w)(x) = a(r r 1 )(r r 2 )x r. The two linearly independent solutions are y 1 (x) = w 1 (x) = x r 1, y 2 (x) = w 2 (x) = x r 2 for x > 0.
13 Case I: When (3) has two distinct roots r 1, r 2. Then L(w)(x) = a(r r 1 )(r r 2 )x r. The two linearly independent solutions are y 1 (x) = w 1 (x) = x r 1, y 2 (x) = w 2 (x) = x r 2 for x > 0. Case II: When r 1 = α + iβ, r 2 = α iβ. Then x α+iβ = e (α+iβ) ln x = e α ln x cos(β ln x) + i e α ln x sin(β ln x) = x α cos(β ln x) + i x α sin(β ln x).
14 Case I: When (3) has two distinct roots r 1, r 2. Then L(w)(x) = a(r r 1 )(r r 2 )x r. The two linearly independent solutions are y 1 (x) = w 1 (x) = x r 1, y 2 (x) = w 2 (x) = x r 2 for x > 0. Case II: When r 1 = α + iβ, r 2 = α iβ. Then x α+iβ = e (α+iβ) ln x = e α ln x cos(β ln x) + i e α ln x sin(β ln x) = x α cos(β ln x) + i x α sin(β ln x). Thus (Exercise:), two linearly independent real-valued solutions are y 1 (x) = x α cos(β ln x), y 2 (x) = x α sin(β ln x).
15 Case III: When r 1 = r 2 = r 0 is a repeated roots. Then L(w)(x) = a(r r 0 ) 2 x r. Setting r = r 0 yields the solution y 1 (x) = w(x) = x r 0, x > 0. To find the second linearly independent solution, apply reduction of order method.
16 A second linearly independent solution is y 2 (x) = x r 0 ln x, x > 0.
17 A second linearly independent solution is y 2 (x) = x r 0 ln x, x > 0. Example: Find a general solution to Note that 4x 2 y (x) + y(x) = 0, x > 0. L(w)(x) = (4r 2 4r + 1)x r. The indicial equation has repeated roots r 0 = 1/2. Thus, the general solution is y(x) = c 1 x + c2 x ln x, x > 0.
18 The Method of Frobenius To motivate the procedure, recall the Cauchy-Euler equation in the standard form where y (x) + p(x)y (x) + q(x)y(x) = 0, (4) p(x) = p 0 x, q(x) = q 0 x 2 with p 0 = b/a q 0 = c/a.
19 The Method of Frobenius To motivate the procedure, recall the Cauchy-Euler equation in the standard form where y (x) + p(x)y (x) + q(x)y(x) = 0, (4) p(x) = p 0 x, q(x) = q 0 x 2 with p 0 = b/a q 0 = c/a. The indicial equation is of the form r(r 1) + p 0 r + q 0 = 0. (5) If r = r 1 is a root of (5), then w(x) = x r 1 is a solution to (4).
20 Observe that, x p(x) = p 0, a constant, and hence analytic at x = 0, x 2 q(x) = q 0, a constant, and hence analytic at x = 0
21 Observe that, x p(x) = p 0, a constant, and hence analytic at x = 0, x 2 q(x) = q 0, a constant, and hence analytic at x = 0 Now consider general second order variable coefficient ODE in the standard form y (x) + p(x)y (x) + q(x)y(x) = 0. (1)
22 Observe that, x p(x) = p 0, a constant, and hence analytic at x = 0, x 2 q(x) = q 0, a constant, and hence analytic at x = 0 Now consider general second order variable coefficient ODE in the standard form y (x) + p(x)y (x) + q(x)y(x) = 0. (1) Say x = 0 is a singular point of this ODE.
23 Observe that, x p(x) = p 0, a constant, and hence analytic at x = 0, x 2 q(x) = q 0, a constant, and hence analytic at x = 0 Now consider general second order variable coefficient ODE in the standard form y (x) + p(x)y (x) + q(x)y(x) = 0. (1) Say x = 0 is a singular point of this ODE. If we have xp(x) and x 2 q(x) are analytic near x = 0. i.e. xp(x) = p n x n, x 2 q(x) = q n x n.
24 Observe that, x p(x) = p 0, a constant, and hence analytic at x = 0, x 2 q(x) = q 0, a constant, and hence analytic at x = 0 Now consider general second order variable coefficient ODE in the standard form y (x) + p(x)y (x) + q(x)y(x) = 0. (1) Say x = 0 is a singular point of this ODE. If we have xp(x) and x 2 q(x) are analytic near x = 0. i.e. xp(x) = p n x n, x 2 q(x) = q n x n. Then near x = 0, lim xp(x) = p 0, a constant, x 0 lim x 0 x2 q(x) = q 0, a constant, Resembles Cauchy-Euler eqn.
25 Therefore a guess for the solution of ODE (??) is y(x) = x r a n x n.
26 Therefore a guess for the solution of ODE (??) is y(x) = x r Definition: A singular point x 0 of a n x n. y (x) + p(x)y (x) + q(x)y(x) = 0 is said to be a regular singular point if both (x x 0 )p(x) and (x x 0 ) 2 q(x) are analytic at x 0. Otherwise x 0 is called an irregular singular point.
27 Therefore a guess for the solution of ODE (??) is y(x) = x r Definition: A singular point x 0 of a n x n. y (x) + p(x)y (x) + q(x)y(x) = 0 is said to be a regular singular point if both (x x 0 )p(x) and (x x 0 ) 2 q(x) are analytic at x 0. Otherwise x 0 is called an irregular singular point. Example: Classify the singular points of the equation (x 2 1) 2 y (x) + (x + 1)y (x) y(x) = 0.
28 Therefore a guess for the solution of ODE (??) is y(x) = x r Definition: A singular point x 0 of a n x n. y (x) + p(x)y (x) + q(x)y(x) = 0 is said to be a regular singular point if both (x x 0 )p(x) and (x x 0 ) 2 q(x) are analytic at x 0. Otherwise x 0 is called an irregular singular point. Example: Classify the singular points of the equation (x 2 1) 2 y (x) + (x + 1)y (x) y(x) = 0. The singular points are 1 and 1. Note that x = 1 is an irregular singular point and x = 1 is a regular singular point.
29 Series solutions about a regular singular point Assume that x = 0 is a regular singular point for y (x) + p(x)y (x) + q(x)y(x) = 0 so that p(x) = p n x n 1, q(x) = q n x n 2.
30 Series solutions about a regular singular point Assume that x = 0 is a regular singular point for y (x) + p(x)y (x) + q(x)y(x) = 0 so that p(x) = p n x n 1, q(x) = q n x n 2. In the method of Frobenius, we seek solutions of the form w(x) = x r a n x n = a n x n+r, x > 0. Assume that a 0 0. We now determine r and a n, n 1.
31 Differentiating w(x) with respect to x, we have w (x) = (n + r)a n x n+r 1, w (x) = (n + r)(n + r 1)a n x n+r 2.
32 Differentiating w(x) with respect to x, we have w (x) = (n + r)a n x n+r 1, w (x) = (n + r)(n + r 1)a n x n+r 2. Substituting w, w, w, p(x) and q(x) into (4), we obtain (n + r)(n + r 1)a n x n+r 2 ( ) ( ) + p n x n 1 (n + r)a n x n+r 1 ( ) ( ) + q n x n 2 a n x n+r = 0.
33 Group like powers of x, starting with the lowest power, x r 2. We find that [r(r 1) + p 0 r + q 0 ]a 0 x r 2 + [(r + 1)ra 1 + (r + 1)p 0 a 1 +p 1 ra 0 + q 0 a 1 + q 1 a 0 ]x r 1 + = 0. Considering the first term, x r 2, we obtain {r(r 1) + p 0 r + q 0 }a 0 = 0. Since a 0 0, we obtain the indicial equation.
34 Group like powers of x, starting with the lowest power, x r 2. We find that [r(r 1) + p 0 r + q 0 ]a 0 x r 2 + [(r + 1)ra 1 + (r + 1)p 0 a 1 +p 1 ra 0 + q 0 a 1 + q 1 a 0 ]x r 1 + = 0. Considering the first term, x r 2, we obtain {r(r 1) + p 0 r + q 0 }a 0 = 0. Since a 0 0, we obtain the indicial equation. Definition: If x 0 is a regular singular point of y + p(x)y + q(x)y = 0, then the indicial equation for this point is r(r 1) + p 0 r + q 0 = 0, where p 0 := lim x x0 (x x 0 )p(x), q 0 := lim x x0 (x x 0 ) 2 q(x).
35 Example: Find the indicial equation at the the singularity x = 1 of (x 2 1) 2 y (x) + (x + 1)y (x) y(x) = 0.
36 Example: Find the indicial equation at the the singularity x = 1 of (x 2 1) 2 y (x) + (x + 1)y (x) y(x) = 0. Here x = 1 is a regular singular point. We find that p 0 = lim (x + 1)p(x) = lim (x x 1 x 1 1) 2 = 1 4, q 0 = lim x 1 (x + 1)2 q(x) = lim x 1 [ (x 1) 2 ] = 1 4. Thus, the indicial equation is given by r(r 1) r 1 4 = 0.
37 The method of Frobenius To derive a series solution about the singular point x 0 of a 2 (x)y (x) + a 1 (x)y (x) + a 0 (x)y(x) = 0, x > x 0. (8) Set p(x) = a 1 (x)/a 2 (x), q(x) = a 0 (x)/a 2 (x). If both (x x 0 )p(x) and (x x 0 ) 2 q(x) are analytic at x 0, then x 0 is a regular singular point and the following steps apply.
38 The method of Frobenius To derive a series solution about the singular point x 0 of a 2 (x)y (x) + a 1 (x)y (x) + a 0 (x)y(x) = 0, x > x 0. (8) Set p(x) = a 1 (x)/a 2 (x), q(x) = a 0 (x)/a 2 (x). If both (x x 0 )p(x) and (x x 0 ) 2 q(x) are analytic at x 0, then x 0 is a regular singular point and the following steps apply. Step 1: Seek solution of the form w(x) = a n (x x 0 ) n+r. Using term-wise differentiation and substitute w(x) into (8) to obtain an equation of the form A 0 (x x 0 ) r 2 + A 1 (x x 0 ) r 1 + = 0.
39 Step 2: Set A 0 = A 1 = A 2 = = 0. (A 0 = 0 will give the indicial equation f(r) = r(r 1) + p 0 r + q 0 = 0.)
40 Step 2: Set A 0 = A 1 = A 2 = = 0. (A 0 = 0 will give the indicial equation f(r) = r(r 1) + p 0 r + q 0 = 0.) Step 3: Use the system of equations A 0 = 0, A 1 = 0,..., A k = 0 to find a recurrence relation involving a k and a 0, a 1,..., a k 1.
41 Step 2: Set A 0 = A 1 = A 2 = = 0. (A 0 = 0 will give the indicial equation f(r) = r(r 1) + p 0 r + q 0 = 0.) Step 3: Use the system of equations A 0 = 0, A 1 = 0,..., A k = 0 to find a recurrence relation involving a k and a 0, a 1,..., a k 1. Step 4: Take r = r 1, the larger root of the indicial equation (We are assuming here that the indicial equation has two real roots. The case when the indicial equation has two complex conjugate roots is complicated and we do not go into it.), and use the relation obtained in Step 3 to determine a 1, a 2,... recursively in terms of a 0 and r 1.
42 Step 2: Set A 0 = A 1 = A 2 = = 0. (A 0 = 0 will give the indicial equation f(r) = r(r 1) + p 0 r + q 0 = 0.) Step 3: Use the system of equations A 0 = 0, A 1 = 0,..., A k = 0 to find a recurrence relation involving a k and a 0, a 1,..., a k 1. Step 4: Take r = r 1, the larger root of the indicial equation (We are assuming here that the indicial equation has two real roots. The case when the indicial equation has two complex conjugate roots is complicated and we do not go into it.), and use the relation obtained in Step 3 to determine a 1, a 2,... recursively in terms of a 0 and r 1. Step 5: A series expansion of a solution to (8) is w 1 (x) = (x x 0 ) r 1 a n (x x 0 ) n, x > x 0, where a 0 is arbitrary and a n s are defined in terms of a 0 and r 1.
43 Remark: The roots r 1 and r 2 of the indicial equation can be either real or imaginary, we discuss only the case when the roots are real. Let r 1 r 2. For the larger root r 1, we have already got one series solution (as mentioned earlier).
44 Remark: The roots r 1 and r 2 of the indicial equation can be either real or imaginary, we discuss only the case when the roots are real. Let r 1 r 2. For the larger root r 1, we have already got one series solution (as mentioned earlier). Qn. How to find the second linear independent solution of the give ODE?
45 Remark: The roots r 1 and r 2 of the indicial equation can be either real or imaginary, we discuss only the case when the roots are real. Let r 1 r 2. For the larger root r 1, we have already got one series solution (as mentioned earlier). Qn. How to find the second linear independent solution of the give ODE? Observation: We obtain the constants a n from the following equations: a 0f(r) = 0, a 1f(r + 1) + a 0(rp 1 + q 1) = 0, a 2f(r + 2) + a 0(rp 2 + q 2) + a 1[(r + 1)p 1 + q 1] = 0, a nf(r + n) + a 0(rp n + q n) + + a n 1[(r + n 1)p 1 + q 1] = 0.
46 Remark: The roots r 1 and r 2 of the indicial equation can be either real or imaginary, we discuss only the case when the roots are real. Let r 1 r 2. For the larger root r 1, we have already got one series solution (as mentioned earlier). Qn. How to find the second linear independent solution of the give ODE? Observation: We obtain the constants a n from the following equations: a 0f(r) = 0, a 1f(r + 1) + a 0(rp 1 + q 1) = 0, a 2f(r + 2) + a 0(rp 2 + q 2) + a 1[(r + 1)p 1 + q 1] = 0, a nf(r + n) + a 0(rp n + q n) + + a n 1[(r + n 1)p 1 + q 1] = 0. Note: f(r 1 ) = 0, f(r 2 ) = 0. If r 1 r 2 = N then f(r 2 + N) = f(r 1 ) = 0 cannot find a N of solution corresponds to r 2.
47 Theorem: Let x 0 be a regular singular point for y + p(x)y (x) + q(x)y(x) = 0. R be the radius of convergence of both (x x 0 )p(x)and (x x 0 ) 2 q(x) and let r 1 and r 2 be the roots of the associated indicial equation, where r 1 r 2.
48 Theorem: Let x 0 be a regular singular point for y + p(x)y (x) + q(x)y(x) = 0. R be the radius of convergence of both (x x 0 )p(x)and (x x 0 ) 2 q(x) and let r 1 and r 2 be the roots of the associated indicial equation, where r 1 r 2. Case a: If r 1 r 2 is not an integer, then there exist two linearly independent solutions of the form y 1 (x) = y 2 (x) = a n (x x 0 ) n+r 1 ; a 0 0, b n (x x 0 ) n+r 2, b 0 0, x 0 < x < x 0 + R x 0 < x < x 0 + R
49 Case b: If r 1 = r 2, then there exist two linearly independent solutions of the form y 1 (x) = a n (x x 0 ) n+r1 ; a 0 0, y 2 (x) = y 1 (x) ln(x x 0 ) + x 0 < x < x 0 + R b n (x x 0 ) n+r1, x 0 < x < x 0 + R. n=1
50 Case b: If r 1 = r 2, then there exist two linearly independent solutions of the form y 1 (x) = a n (x x 0 ) n+r1 ; a 0 0, y 2 (x) = y 1 (x) ln(x x 0 ) + x 0 < x < x 0 + R b n (x x 0 ) n+r1, x 0 < x < x 0 + R. n=1 Case c: If r 1 r 2 is a positive integer, then there exist two linearly independent solutions of the form y 1 (x) = a n (x x 0 ) n+r1 ; a 0 0, y 2 (x) = Cy 1 (x) ln(x x 0 ) + x 0 < x < x 0 + R b n (x x 0 ) n+r2, b 0 0, x 0 < x < x 0 + R where C is a constant that could be zero. *** End ***
2 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 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 information12d. Regular Singular Points
October 22, 2012 12d-1 12d. Regular Singular Points We have studied solutions to the linear second order differential equations of the form P (x)y + Q(x)y + R(x)y = 0 (1) in the cases with P, Q, R real
More informationSeries Solution of Linear Ordinary Differential Equations
Series Solution of Linear Ordinary Differential Equations Department of Mathematics IIT Guwahati Aim: To study methods for determining series expansions for solutions to linear ODE with variable coefficients.
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 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 informationFROBENIUS SERIES SOLUTIONS
FROBENIUS SERIES SOLUTIONS TSOGTGEREL GANTUMUR Abstract. We introduce the Frobenius series method to solve second order linear equations, and illustrate it by concrete examples. Contents. Regular singular
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 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 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 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 informationLecture 21 Power Series Method at Singular Points Frobenius Theory
Lecture 1 Power Series Method at Singular Points Frobenius Theory 10/8/011 Review. The usual power series method, that is setting y = a n 0 ) n, breaks down if 0 is a singular point. Here breaks down means
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 informationLecture 13: Series Solutions near Singular Points
Lecture 13: Series Solutions near Singular Points March 28, 2007 Here we consider solutions to second-order ODE s using series when the coefficients are not necessarily analytic. A first-order analogy
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 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 informationA Brief Review of Elementary Ordinary Differential Equations
A A Brief Review of Elementary Ordinary Differential Equations At various points in the material we will be covering, we will need to recall and use material normally covered in an elementary course on
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 informationReview for Exam 2. Review for Exam 2.
Review for Exam 2. 5 or 6 problems. No multiple choice questions. No notes, no books, no calculators. Problems similar to homeworks. Exam covers: Regular-singular points (5.5). Euler differential 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 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 informationChapter 3. Reading assignment: In this chapter we will cover Sections dx 1 + a 0(x)y(x) = g(x). (1)
Chapter 3 3 Introduction Reading assignment: In this chapter we will cover Sections 3.1 3.6. 3.1 Theory of Linear Equations Recall that an nth order Linear ODE is an equation that can be written in the
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 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 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 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 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 informationSolution of Constant Coefficients ODE
Solution of Constant Coefficients ODE Department of Mathematics IIT Guwahati Thus, k r k (erx ) r=r1 = x k e r 1x will be a solution to L(y) = 0 for k = 0, 1,..., m 1. So, m distinct solutions are e r
More informationMath Euler Cauchy Equations
1 Math 371 - Euler Cauchy Equations Erik Kjær Pedersen November 29, 2005 We shall now consider the socalled Euler Cauchy equation x 2 y + axy + by = 0 where a and b are constants. To solve this we put
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 informationCh 5.7: Series Solutions Near a Regular Singular Point, Part II
Ch 5.7: Series Solutions Near a Regular Singular Point, Part II! Recall from Section 5.6 (Part I): The point x 0 = 0 is a regular singular point of with and corresponding Euler Equation! We assume 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 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 informationPower 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 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 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 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 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 informationB Ordinary Differential Equations Review
B Ordinary Differential Equations Review The profound study of nature is the most fertile source of mathematical discoveries. - Joseph Fourier (1768-1830) B.1 First Order Differential Equations Before
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 informationDifferential Equations Practice: Euler Equations & Regular Singular Points Page 1
Differential Equations Practice: Euler Equations & Regular Singular Points Page 1 Questions Eample (5.4.1) Determine the solution to the differential equation y + 4y + y = 0 that is valid in any interval
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 information6 Second Order Linear Differential Equations
6 Second Order Linear Differential Equations A differential equation for an unknown function y = f(x) that depends on a variable x is any equation that ties together functions of x with y and its derivatives.
More informationHomogeneous Linear ODEs of Second Order Notes for Math 331
Homogeneous Linear ODEs of Second Order Notes for Math 331 Richard S. Ellis Department of Mathematics and Statistics University of Massachusetts Amherst, MA 01003 In this document we consider homogeneous
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 informationSection 4.7: Variable-Coefficient Equations
Cauchy-Euler Equations Section 4.7: Variable-Coefficient Equations Before concluding our study of second-order linear DE s, let us summarize what we ve done. In Sections 4.2 and 4.3 we showed how to find
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 informationLecture Notes on. Differential Equations. Emre Sermutlu
Lecture Notes on Differential Equations Emre Sermutlu ISBN: Copyright Notice: To my wife Nurten and my daughters İlayda and Alara Contents Preface ix 1 First Order ODE 1 1.1 Definitions.............................
More informationAdditional material: Linear Differential Equations
Chapter 5 Additional material: Linear Differential Equations 5.1 Introduction The material in this chapter is not formally part of the LTCC course. It is included for completeness as it contains proofs
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 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 informationBasic Theory of Linear Differential Equations
Basic Theory of Linear Differential Equations Picard-Lindelöf Existence-Uniqueness Vector nth Order Theorem Second Order Linear Theorem Higher Order Linear Theorem Homogeneous Structure Recipe for Constant-Coefficient
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 informationLecture Notes for MAE 3100: Introduction to Applied Mathematics
ecture Notes for MAE 31: Introduction to Applied Mathematics Richard H. Rand Cornell University Ithaca NY 14853 rhr2@cornell.edu http://audiophile.tam.cornell.edu/randdocs/ version 17 Copyright 215 by
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 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 informationCHAPTER 2. Techniques for Solving. Second Order Linear. Homogeneous ODE s
A SERIES OF CLASS NOTES FOR 005-006 TO INTRODUCE LINEAR AND NONLINEAR PROBLEMS TO ENGINEERS, SCIENTISTS, AND APPLIED MATHEMATICIANS DE CLASS NOTES A COLLECTION OF HANDOUTS ON SCALAR LINEAR ORDINARY DIFFERENTIAL
More informationSecond Order ODE's (2A) Young Won Lim 5/5/15
Second Order ODE's (2A) Copyright (c) 2011-2015 Young W. Lim. Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or
More information3.4.1 Distinct Real Roots
Math 334 3.4. CONSTANT COEFFICIENT EQUATIONS 34 Assume that P(x) = p (const.) and Q(x) = q (const.), so that we have y + py + qy = 0, or L[y] = 0 (where L := d2 dx 2 + p d + q). (3.7) dx Guess a solution
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 informationSeries solutions of second order linear differential equations
Series solutions of second order linear differential equations We start with Definition 1. A function f of a complex variable z is called analytic at z = z 0 if there exists a convergent Taylor series
More information2. Second-order Linear Ordinary Differential Equations
Advanced Engineering Mathematics 2. Second-order Linear ODEs 1 2. Second-order Linear Ordinary Differential Equations 2.1 Homogeneous linear ODEs 2.2 Homogeneous linear ODEs with constant coefficients
More information17.8 Nonhomogeneous Linear Equations We now consider the problem of solving the nonhomogeneous second-order differential
ADAMS: Calculus: a Complete Course, 4th Edition. Chapter 17 page 1016 colour black August 15, 2002 1016 CHAPTER 17 Ordinary Differential Equations 17.8 Nonhomogeneous Linear Equations We now consider the
More informationOrdinary differential equations Notes for FYS3140
Ordinary differential equations Notes for FYS3140 Susanne Viefers, Dept of Physics, University of Oslo April 4, 2018 Abstract Ordinary differential equations show up in many places in physics, and these
More informationSeries Solutions of ODEs. Special Functions
C05.tex 6/4/0 3: 5 Page 65 Chap. 5 Series Solutions of ODEs. Special Functions We continue our studies of ODEs with Legendre s, Bessel s, and the hypergeometric equations. These ODEs have variable coefficients
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 informationExamples: Solving nth Order Equations
Atoms L. Euler s Theorem The Atom List First Order. Solve 2y + 5y = 0. Examples: Solving nth Order Equations Second Order. Solve y + 2y + y = 0, y + 3y + 2y = 0 and y + 2y + 5y = 0. Third Order. Solve
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 informationODE classification. February 7, Nasser M. Abbasi. compiled on Wednesday February 07, 2018 at 11:18 PM
ODE classification Nasser M. Abbasi February 7, 2018 compiled on Wednesday February 07, 2018 at 11:18 PM 1 2 first order b(x)y + c(x)y = f(x) Integrating factor or separable (see detailed flow chart for
More informationMath 240 Calculus III
Calculus III Summer 2015, Session II Monday, August 3, 2015 Agenda 1. 2. Introduction The reduction of technique, which applies to second- linear differential equations, allows us to go beyond equations
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 informationWelcome to Math 257/316 - Partial Differential Equations
Welcome to Math 257/316 - Partial Differential Equations Instructor: Mona Rahmani email: mrahmani@math.ubc.ca Office: Mathematics Building 110 Office hours: Mondays 2-3 pm, Wednesdays and Fridays 1-2 pm.
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 informationDegree Master of Science in Mathematical Modelling and Scientific Computing Mathematical Methods I Thursday, 12th January 2012, 9:30 a.m.- 11:30 a.m.
Degree Master of Science in Mathematical Modelling and Scientific Computing Mathematical Methods I Thursday, 12th January 2012, 9:30 a.m.- 11:30 a.m. Candidates should submit answers to a maximum of four
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 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 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 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 informationdx n a 1(x) dy
HIGHER ORDER DIFFERENTIAL EQUATIONS Theory of linear equations Initial-value and boundary-value problem nth-order initial value problem is Solve: a n (x) dn y dx n + a n 1(x) dn 1 y dx n 1 +... + a 1(x)
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 informationLinear DifferentiaL Equation
Linear DifferentiaL Equation Massoud Malek The set F of all complex-valued functions is known to be a vector space of infinite dimension. Solutions to any linear differential equations, form a subspace
More informationChapter 5.8: Bessel s equation
Chapter 5.8: Bessel s equation Bessel s equation of order ν is: x 2 y + xy + (x 2 ν 2 )y = 0. It has a regular singular point at x = 0. When ν = 0,, 2,..., this equation comes up when separating variables
More informationIntroduction to Sturm-Liouville Theory and the Theory of Generalized Fourier Series
CHAPTER 5 Introduction to Sturm-Liouville Theory and the Theory of Generalized Fourier Series We start with some introductory examples. 5.. Cauchy s equation The homogeneous Euler-Cauchy equation (Leonhard
More informationy + α x s y + β x t y = 0,
80 Chapter 5. Series Solutions of Second Order Linear Equations. Consider the differential equation y + α s y + β t y = 0, (i) where α = 0andβ = 0 are real numbers, and s and t are positive integers that
More informationOrdinary Differential Equations (ODEs)
Chapter 13 Ordinary Differential Equations (ODEs) We briefly review how to solve some of the most standard ODEs. 13.1 First Order Equations 13.1.1 Separable Equations A first-order ordinary differential
More informationNotes on Bessel s Equation and the Gamma Function
Notes on Bessel s Equation and the Gamma Function Charles Byrne (Charles Byrne@uml.edu) Department of Mathematical Sciences University of Massachusetts at Lowell Lowell, MA 1854, USA April 19, 7 1 Bessel
More information5.4 Bessel s Equation. Bessel Functions
SEC 54 Bessel s Equation Bessel Functions J (x) 87 # with y dy>dt, etc, constant A, B, C, D, K, and t 5 HYPERGEOMETRIC ODE At B (t t )(t t ), t t, can be reduced to the hypergeometric equation with independent
More informationSECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS
SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS A second-order linear differential equation has the form 1 Px d y dx Qx dx Rxy Gx where P, Q, R, and G are continuous functions. Equations of this type arise
More informationLecture IX. Definition 1 A non-singular Sturm 1 -Liouville 2 problem consists of a second order linear differential equation of the form.
Lecture IX Abstract When solving PDEs it is often necessary to represent the solution in terms of a series of orthogonal functions. One way to obtain an orthogonal family of functions is by solving a particular
More informationConsider an ideal pendulum as shown below. l θ is the angular acceleration θ is the angular velocity
1 Second Order Ordinary Differential Equations 1.1 The harmonic oscillator Consider an ideal pendulum as shown below. θ l Fr mg l θ is the angular acceleration θ is the angular velocity A point mass m
More informationBackground ODEs (2A) Young Won Lim 3/7/15
Background ODEs (2A) Copyright (c) 2014-2015 Young W. Lim. Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any
More informationExam Basics. midterm. 1 There will be 9 questions. 2 The first 3 are on pre-midterm material. 3 The next 1 is a mix of old and new material.
Exam Basics 1 There will be 9 questions. 2 The first 3 are on pre-midterm material. 3 The next 1 is a mix of old and new material. 4 The last 5 questions will be on new material since the midterm. 5 60
More informationCLTI Differential Equations (3A) Young Won Lim 6/4/15
CLTI Differential Equations (3A) Copyright (c) 2011-2015 Young W. Lim. Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version
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 informationMath Exam 2, October 14, 2008
Math 96 - Exam 2, October 4, 28 Name: Problem (5 points Find all solutions to the following system of linear equations, check your work: x + x 2 x 3 2x 2 2x 3 2 x x 2 + x 3 2 Solution Let s perform Gaussian
More informationEuler-Cauchy Using Undetermined Coefficients
Euler-Cauchy Using Undetermined Coefficients Department of Mathematics California State University, Fresno doreendl@csufresno.edu Joint Mathematics Meetings January 14, 2010 Outline 1 2 3 Second Order
More informationAPPLIED MATHEMATICS. Part 1: Ordinary Differential Equations. Wu-ting Tsai
APPLIED MATHEMATICS Part 1: Ordinary Differential Equations Contents 1 First Order Differential Equations 3 1.1 Basic Concepts and Ideas................... 4 1.2 Separable Differential Equations................
More informationAn Introduction to Bessel Functions
An Introduction to R. C. Trinity University Partial Differential Equations Lecture 17 Bessel s equation Given p 0, the ordinary differential equation x 2 y + xy + (x 2 p 2 )y = 0, x > 0 is known as Bessel
More informationLecture 1: Review of methods to solve Ordinary Differential Equations
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 1: Review of methods
More information24. x 2 y xy y sec(ln x); 1 e x y 1 cos(ln x), y 2 sin(ln x) 25. y y tan x 26. y 4y sec 2x 28.
16 CHAPTER 4 HIGHER-ORDER DIFFERENTIAL EQUATIONS 11. y 3y y 1 4. x yxyy sec(ln x); 1 e x y 1 cos(ln x), y sin(ln x) ex 1. y y y 1 x 13. y3yy sin e x 14. yyy e t arctan t 15. yyy e t ln t 16. y y y 41x
More information