Frobenius II

Lesson: Frobenius II

Lesson Developer: Savinder Kaur

College/ Department: S.G.T.B Khalsa College, University of

Delhi

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Table of Contents

Chapter 2: Frobenius Method as applied to Regular Singular Point

2.1 Introduction
2.2 The Basic Method of Frobenius for Regular Singular Point
2.3 Case 1: Distinct roots and which do not differ by an integer
i.e., Example 1
2.4 Case 2: Double roots and i.e., the roots are equal.
Example 2
2.5 Case 3: Distinct roots and which differ by an integer i.e.,
Example 3
2.6 Proof of Case 2: Double Roots
2.7 Proof of Case 3: Distinct Roots differing by an Integer

Summary
Exercise/ PracticeGlossary
References/ Bibliography/ Further Reading

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Learning Objectives

After reading this chapter the student will be able to learn

When is a Frobenius series solution applicable ?

What is a singularity in case of differential equations ?
What is regular singular point and an irregular singular point ?
Frobenius series is applicable as long as the point of singularity is no less
than a regular singular point.
Familiarity with Cauchy Euler Equation and its applicability in Frobenius
Method.

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Frobenius

So far you have applied the Frobenius method to Homogeneous Second Order Linear
Ordinary Differential Equation (HSOL-ODE). We shall now study the case when differential
equations related to the system have terms which become infinity (or unbounded). This
chapter is dedicated to the applicability of Frobenius method to such Homogeneous Second
Order Linear Differential Equations (HSOL-DE). While doing so you will also learn the
meaning of regular and irregular singular points of a differential equation.

2.1 Introduction

Our focus is now on a Homogeneous Second Order Linear Differential Equation (HSOL-DE)
which in its Standard Form is

2.1.1

where again, & are functions of , but what kind we have to see.
The Frobenius method will always work, provided the point of expansion is either
an ordinary point or a regular singular point (Ordinary point we have learnt in the
last chapter). The Frobenius method does not work for an irregular singular
point.
But what do we mean by this statement?
Let us analyse the above equation by considering as an example the equation:

2.1.2

This equation we rewrite in a manner similar to as

2.1.3

We see that on comparing the two equations and we have

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We observe that and remain finite at , i.e., where and

; and as we have read earlier, this point is an ordinary point. Therefore, we can
write a simple power series solution of the equation about the point and find a solution
to this given equation.
The next question that arises is, what is the region of convergence of the series? To answer
this, let us first analyse the behaviour of and . We find that and become
infinite at and also at . These points are the points of singularity (or we call
them singular points). In other words, a singular point is a value [or values] of where
the function goes to infinity. In this case the functions and are analytic everywhere
(i.e. have a finite well defined value) except at the points and these points are called
simple poles. Thus, the region of convergence for the series will be between and and
also between and . i.e., .
We need now to understand that which singular point is a regular singular point and which
is an irregular singular point?
Let us reconsider the standard equation again

If and have a point of singularity, then in this situation we can expand the
functions in Laurents Series as

We define the point as a regular singular point when

2.1.4

But here we must note that this is ensured only if has atmost a pole of order 1 and
has atmost a pole of order 2, i.e. we can expect and to be of the form

2.1.5

We must note that atmost here means that can have a pole of order one or not have a
pole at all, also that can have a pole of order two, or pole of order one or not have a
pole at all. However, if and have poles of orders higher than one and two

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respectively, then the point of singularity is an irregular singular point or are called the
essential singular points and that the Frobenius series method does not apply to
such a case.
Now that we know that the Frobenius method will work, provided the point of expansion is
either an ordinary point or a regular singular point. The Frobenius series solution for a
regular singular point will have a form

2.1.6

where is the index obtained from the indicial equation with which we get familiarized at a
later stage and is the running index, and are the constant coefficients with .

2.2 The Basic Method of Frobenius for Regular Singular Point

Consider a HSOL-DE in its standard form

2.2.1

where & are functions whose character we have discussed in the introduction. We
now seek solutions in the form of a modified power series about some given point.
Obviously, being a second order differential equation we expect two solutions and
which are linearly independent of each other. A Frobenius series choice does lead to
two solutions which are linearly independent and we have confirmed it for an ordinary
point case in the last chapter. It can also be checked for the regular singular point by
assuming the series solution in the form . Students can try this. Now let us consider
the equation

2.2.2

If we compare equation with then we see that

2.2.3

So the point is a regular singular point as and

. However, here and have no singularity at and thus can be
expressed as a Taylor series at (about) this point i.e., the Taylor series can be expanded
about the origin. So we can express the functions and in Taylor series as

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to get

2.2.4

In the neighbourhood of the and can be approximated to and so that

the above equation can be written as

2.2.5

This is the Cauchy Euler equation. This solution has atleast one solution in the form for
some constant . Thus, the equation has reasonably atleast one solution that
behaves as along with a power series factor ( ) which is needed to
account for the deviation of from . Hence, the solution of equation will be
expressed as

2.2.6

We determine the index by using and its derivatives in the

2.2.7

2.2.8

and rewrite equation as

2.2.9

2.2.10

We collect the coefficient of and equate them to zero

2.2.11

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Now to determine the indicial equation we put in above equation to get

2.2.12

Since is an arbitrary non-zero constant we have the quadratic equation in which

determines the index , and is called the indicial equation

2.2.13

There is yet, another method to reach the indicial equation; by referring back to the Cauchy
Euler Equation . Since this equation has atleast one root as ,
therefore we use as a solution and rewrite the Cauchy Euler equation as

2.2.14

which yields the same indicial equation as .

Thus, to determine the indicial equation we should use the following two steps:
(i) use as a solution in the equation for regular singular point (
)
(ii) then evaluate the indicial equation as

2.2.15

The indicial equation will give us two values of the index ; as .

One of the two solutions will always be of the form . However, the form of the
other solution will be indicated by this indicial equation depending upon the type of roots
obtained.
There are three possible cases:

2.3 Case 1: Distinct roots and which do not differ by an integer i.e.,

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In this section we will deal with indicial equation which yields real as well as complex roots
which are distinct and do not differ by an integer. Clearly the first solution will have the form

2.3.1

assuming that is the larger index with the recurrence relation imposed on the
coefficients. The second solution will also have a similar form but with different coefficients
and the other root as

2.3.2

again with the recurrence relation imposed on the coefficients.

With , the ratio is not a constant ensuring that and
are linearly independent.

Example 1

E.1.1

Step 1: We compare the given equation with the standard HSOL-DE

with the functions and find

We see that for these functions and , is not an Ordinary Point.

They become singular at . We check for regular singular point as

Since the conditions for regular singular point are satisfied at we can
assume a Frobenius series solution about for all . Thus for a regular
singular point case the power series solution that can be chosen with as
running index and as the index (to be obtained from indicial equation), is

E.1.2

Step 2: Assuming this series solution we find

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which we substitute back into the E.1.1 to get

E.1.3

E.1.4

Collect the coefficients of to get the recurrence relation

E.1.5

Step 3: We put to get the indicial equation

Since (as we have our series solution starting from ), and is an

arbitrary constant not equal to zero we have the indicial equation as

E.1.6

The roots of the Indicial equation are

We could alternatively determine the indicial equation by (i) using as a

solution in the equation for regular singular point ( )
(ii) and then evaluating the indicial equation as

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Step 4: The indicial equation gives the roots as and which do not

differ by an integer. The solution to this DE will thus be similar to that of Case 1
and will be of the form

Step 5a: Thus to determine the first solution let us take the index

(which is the bigger root) in the recurrence relation E.1.5 and determine the
coefficients as

Thus the coefficients are related as

E.1.7

Therefore,

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Thus the first solution with is

E.1.8

Step 5b: Now to determine the second solution let us take the index

(which is the smaller root) in the recurrence relation E.1.5 and determine

the coefficients as

Thus the coefficients are related as

E.1.9

Therefore,

Thus the second solution with is

E.1.10

Last step: The complete solution is

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2.4 Case 2: Double roots and i.e., the roots are equal.

The two roots being equal follow from the fact that Hence, the sum of

the roots of equation is which leads us to an important

condition

2.4.1

If the two roots are zero then .

The first solution in the double roots case is of the form

2.4.2

whereas the second solution will be of the form . The function to be

determined will be such that the two solutions are linearly independent. We find that, the
second solution will contain a logarithmic term and will have a form

2.4.3

Example 2

E.2.1

Step 1: We compare the given equation with the general SOL-DE

with the coefficients and find

We see that for these Coefficient and for are not finite and so
not an Ordinary Point. They become singular at this value of .
We therefore check for regular singular point at as

Since the conditions for regular singular point are satisfied at we can
assume a Frobenius series solution about for all . Thus for a regular
singular point case the power series solution that can be chosen with as
running index and as the index (to be obtained from indicial equation), is

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E.2.2

Step 2: Assume series solution with index then

which we substitute back into the E.2.1 to get

E.2.3

keeping in mind that .

Collect the coefficients of to get the recurrence relation

E.2.4

Step 3: We put for getting the indicial equation

Since (as we have our series solution starting from ), and is an

arbitrary constant not equal to zero we have the indicial equation as

The roots of which are

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We can determine the indicial equation by (i) using as a solution in the

equation for regular singular point ( ) (ii) and then
evaluating the indicial equation as

Step 4: The solution to this DE will be thus similar to that of Case 2 and will be
of the form

Step 5a: Thus to determine the first solution of the solutions let us take
the index in the recurrence relation and determine the coefficients as

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Thus the coefficients are related as

E.2.5

Therefore,

Thus the first solution with is

E.2.6

Step 5b: The second solution will be determined by variation of

parameters for which we introduce a function (a function of ) such that

E.2.7

E.2.8

E.2.9

We put this in the differential equation E.2.1 which is

E.2.10

Since is already a solution of the differential equation E.2.1, the coefficient

of which is is zero. Thus the above
equation reduces to

E.2.11

Now that the first solution is determined we can use it as

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E.2.12

And substitute back in equation E.2.11 to get

E.2.13

Integrating we get

E.2.14

Therefore, integrating once again,

Thus the second solution is

E.2.15

Last step: The final solution

2.5 Case 3: Distinct roots and which differ by an integer i.e.,

Let and be the distinct roots where such that

The sum of the roots of equation is which leads us to an

important condition (where )

2.5.1

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The first solution in this case is of the form

2.5.2

Note that the larger root gives the single solution. The second solution which must
be of form where, is a function of will be such that the two solutions
are linearly independent. The solution will contain a logarithmic term and will have a form

2.5.3

Here the constant may be zero or non-zero such that the first term containing may or
may not occur in .

Example 3

E.3.1

Step 1: We compare the given equation with the general SOL-DE

with the coefficients and find

We see that for these functions is not an Ordinary Point. They become
singular at . We check for regular singular point at as

Since the conditions for regular singular point are satisfied at we can
assume a Frobenius series solution about for all . Thus for a regular
singular point case the power series solution that can be chosen with as
running index and as the index (to be obtained from indicial equation), is

E.3.2

Step 2: Assume series solution with parameter then

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which we substitute back into the E.3.1 to get

E.3.3

keeping in mind that .

Collect the coefficients of to get the recurrence relation

E.3.4

Step 3: We put for getting the indicial equation

E.3.5

Since as we have our series solution starting from , and also but
is an arbitrary constant

E.3.6

is the indicial equation; the roots of which are

E.3.7

Step 4: The solution to this DE will be thus similar to that of Case 3 and will be
of the form

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Step 5a: Thus to determine the first solution we take the index in
the recurrence relation and determine the coefficients as

E.3.8

The coefficients are related as

E.3.9

Therefore,

Thus the first solution with is

E.3.10

Step 5b: The second solution will be determined by variation of

parameters for which we introduce a function (a function of ) such that

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E.3.11

E.3.12

E.3.13

We put this in the differential equation E.3.1 to get

Since is already a solution of the differential equation E.3.1, the coefficient

of is zero. Thus the above equation reduces to

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E.3.14

Now that the first solution is determined we can use it as

E.3.15

And substitute back in equation E.3.14 to get

E.3.16

Collect the coefficients of from E.3.16(replace by in the middle

summation and replace by in the last summation)

E.3.17

for E.3.17 becomes

Since it follows that thus we have from E.3.17

E.3.18

Therefore, we get from E.3.18

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We have the second solution as (remember )

E.3.19

Since we have from E.3.10

Last step:
The complete solution

Finally

2.6 Proof of Case 2: Double

The indicial equation yields two equal roots if it happens

that . In this case, the sum of the roots i.e., lead to

an important condition .
The first solution in the double roots case is of the form

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2.6.1

This is determined with the recurrence relation imposed on coefficients. However, the
second solution will be determined by variation of parameters. We introduce a function
, a function of such that .

2.6.2

By differentiation of the above function we get

Substituting , and in the DE to get

which on rearrangement can be written as

Since is already a solution of the DE , the coefficient of

is zero, i.e. . Thus the above equation reduces to

2.6.3

Dividing throughout with we get

2.6.4

Since can be expanded as a power series we can write

2.6.5

The dots here represent terms with positive powers of . Now if we look at we get

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2.6.6

Thus we can substitute this in equation and get

2.6.7

Or rewrite with new constants as

2.6.8

The is an important equation as we shall refer to it again when we discuss Case-3.

Presently in this case we have the condition and using it we get

2.6.9

Integrating we get

2.6.10

Expanding the exponential function in powers of

2.6.11

and integrating we get

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2.6.12

Now, the second solution will be such that, the two solutions are linearly independent. Thus
the solution will contain a logarithmic term and will have a form

2.6.13

2.7 Proof of Case 3: Distinct Roots differing by an Integer

Let the indicial equation have roots and which are distinct roots
where we consider such that
The sum of the roots of the indicial equation is

which leads us to an important condition (on using )

2.7.1

The first solution in this case is of the form

2.7.2

Note that the larger root gives the single solution.

The second solution which must be of form where a function of will
be such that the two solutions are linearly independent.
We proceed in the same way from to which we recollect as

2.6.8

We use the condition in this to get

Integrating this we get

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2.7.3

Expanding the exponential function in powers of

and integrating once again we get

2.7.4

Now, the

Replacing by we get

2.7.5

Now, the second solution will be such that, the two solutions are linearly independent. Thus
the solution will contain a logarithmic term and will have a form

2.7.6

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Here the constant may be zero or non-zero such that the first term containing may or
may not occur in .

Summary

The standard equation

Here if and have a point of singularity, then in this situation we can expand the
coefficients in Laurents Series as

We define the point as a regular singular point when

But here we must note that this is ensured only if has atmost a pole of order 1 and
has atmost a pole of order 2, i.e. we can expect and to be of the form

We must note that atmost here means that can have a pole of order one or not have
a pole at all, also that can have a pole of order two, or pole of order one or not have a
pole at all.
The Frobenius series solution for a regular singular point will have a form

S1

where is the index obtained from the indicial equation with which we get familiarized at a
later state and is the running index, and are the constant coefficients.
We need to determine which we calculate by using this as a solution to S1.
We collect the coefficient of and equate them to zero
Now to determine the indicial equation we put in the recurrence relation.
The Cauchy Euler Equation has atleast one root as .
Therefore we use as a solution and rewrite the Cauchy Euler equation as

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which yields the same indicial equation as .

Thus, to determine the indicial equation we can also use the following two steps:
(iii) use as a solution in the equation for regular singular point (
)
(iv) then evaluate the indicial equation as

There are three possible cases corresponding to the different values of m:

Case 1: Distinct roots and which do not differ by an integer i.e.,

The first solution will have the form

For , with the recurrence relation imposed on the coefficients. The second
solution will also have a similar form but with different coefficients and the other root
as

Again with the recurrence relation imposed on the coefficients. It is possible to write
the two solutions like this because is not a constant ensuring that
and are linearly independent. This is because .

Case 2: Double roots and i.e., the roots are equal.

The first solution in the double roots case is of the form

Whereas the second solution will be . It will be such that the two solutions
are linearly independent. Thus, the second solution will contain a logarithmic term and will
have a form

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Case 3: Distinct roots and which differ by an integer i.e.,

The first solution in this case is of the form

Note that the larger root gives the single solution. The second solution
which must be of form where, is a function of will be such that
the two solutions are linearly independent. The solution will contain a logarithmic
term and will have a form

Here the constant may be zero or non-zero such that the first term containing
may or may not occur in .

Bibliography/ References / Glossary

1. Advanced Engineering Mathematics by Erwin Kreysig
2. Advanced Engineering Mathematics by Michael D. Greenberg
3. Mathematical Methods for Physicists, Arfken, Weber, 2005, Harris, Elsevier
4. Schaum's Outline: Theory and Problems of Differential Equations by Richard Bronson
5. A Treatise on Differential Equations by A. R. Forsyth

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