Summary of the Frobenius Method

DEF: A function f(x) is analytic at x

0
if it has a power series expansion at x
0
that converges to
f(x) on an open interval containing x
0
.
DEF: A point x
0
is an ordinary point of the ODE y

+p(x)y

+q(x)y = 0 if the functions p(x)

and q(x) are analytic at x
0
. Otherwise x
0
is a singular point of the ODE.
DEF: A singular point x
0
of the ODE y

+p(x)y

+q(x)y = 0 is a regular singular point of the

ODE if the functions xp(x) and x
2
q(x) are analytic at x
0
. Otherwise x
0
is an irregular singular point
of the ODE.
Theorem: Let x
0
= 0 be a regular singular point of the ODE y

+ p(x)y

+ q(x)y = 0 . Then one

solution of the ODE is given by a Frobenius series y(x) = x
p

n=0
a
n
x
n
with a
0
= 0. Here p is a
solution of the indicial equation which is the coecient of the lowest power of x set equal to zero
when the above form for the solution is substituted into the ODE.
Theorem: Let x
0
= 0 be a regular singular point of the ODE y

+ p(x)y

+ q(x)y = 0 , and let r

1
and r
2
be the two roots of the indicial equation, with r
1
r
2
when both are real. Then the ODE
has two linearly independent solutions y
1
and y
2
, where:
Case I: If r
1
r
2
= an integer then with x > 0
y
1
= x
r
1

n=0
a
n
x
n
, a
0
= 0 and y
2
= x
r
2

n=0
b
n
x
n
, b
0
= 0
Case II: If r = r
1
= r
2
then with x > 0
y
1
= x
r

n=0
a
n
x
n
, a
0
= 0 and y
2
= y
1
(x) ln(x) + x
r

n=1
b
n
x
n
Case III: If r
1
r
2
= a positive integer then with x > 0
y
1
= x
r
1

n=0
a
n
x
n
, a
0
= 0 and y
2
= ky
1
(x) ln(x) + x
r
2

n=0
b
n
x
n
, b
0
= 0
Bessels equation of order p 0 is x
2
y

+ xy

+ (x
2
p
2
)y = 0, and x
0
= 0 is a regular singular
point of Bessels equations. When p = n is an integer, then two linearly independent solutions of
the equation are, for each n, given by J
n
(x) and Y
n
(x), where
J
n
(x) =

k=0
(1)
n
k!(k + n)!

x
2

2k+n
Here are some important properties of the Bessel functions of the rst kind (the J
n
) and the
second kind (the Y
n
).
1. For each n 0, J
n
(x) is bounded at zero while Y
n
(x) is unbounded at x = 0. In particular
J
0
(0) = 1 while J
n
(0) = 0 for n 1.
2. For each n 0, J
n
(x) crosses the x-axis innitely many times. The zeros of each Bessel
function are listed in tables and are also given in Maple. Thus we assume that we can always
nd as many solutions of J
n
(x) = 0 as we wish.
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