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CE50P–CO2: Series Solution

The Series Solution to Differential Equations

Specific Objectives:

At the end of the lesson, the students are

expected to:
CE50P: Advanced
Engineering Mathematics  understand what a power series is
ENGR. CHARITY HOPE A. GAYATIN  obtain the radius and the interval of
convergence for a power series
 solve ordinary differential equations using
Series Solutions

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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

The power series method is the standard method
for solving linear ODEs with variable coefficients.
It gives solutions in the form of power series.
These series can be used for computing values,
graphing curves, proving formulas, and exploring
properties of solutions.
From calculus we remember that a power series (in
powers of 𝑥 − 𝑥0 ) is an infinite series of the form
∞
(1) 𝑎𝑚 𝑥 𝑚 𝑎0 + 𝑎1 𝑥 − 𝑥0 + 𝑎2 𝑥 − 𝑥0 2+ . . .
𝑚=0
Here, 𝑥 is a variable.𝑎0 ,𝑎1 ,𝑎2 , … are constants,
called the coefficients of the series. 𝑥0 is a constant,
called the center of the series. In particular, if 𝑥0 = 0,
we obtain a power series in powers of x.
∞

(2) 𝑎𝑚 𝑥 𝑚 = 𝑎0 + 𝑎1𝑥 + 𝑎2𝑥 2 + 𝑎3𝑥 3+ . . .

𝑚=0
We shall assume that all variables and constants are
real.
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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

If a homogeneous linear differential equation has
constant coefficients, it can be solved by algebraic
methods (method of undetermined coefficients,
variation of parameters, inverse operators, etc).
However, if such an equation has variable
coefficients (functions of 𝑥) it can be solved by two
standard methods of solutions: the Power Series
Method and an extension of it, called the Frobenius
method.
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The three special differential equations
1. Bessel’s Equation
𝑥2𝑦" + 𝑥𝑦′ + (𝑥2 − 𝑛2)𝑦 = 0
2. Legendre’s Equation
(1 − 𝑥 2 )𝑦′′ − 2𝑥𝑦′ + 𝑛(𝑛 + 1)𝑦 = 0
3. Euler Equation
𝑎𝑥2𝑦′′ + 𝑏𝑥𝑦′ + 𝑐𝑦 = 0
occur frequently in advanced studies in applied
mathematics, physics, and engineering.
For instance, Bessel equations appear in connections with
electrical fields, vibrations, heat conduction, etc., very
often when a problem shows cylindrical symmetry.
Legendre’s equations may appear in cases of spherical
symmetry.
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CE50P – CO2: Power Series CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

Review of Power Series Convergence
Definition: A power series centered at point c is an
infinite series of the form A power series
 ∞
a0  a1 x  c   a 2 x  c   a3 x  c   ...   an x  c  .
2 3 n
𝑚
𝑎 𝑚 𝑥 − 𝑥0
n 0
𝑚=0
is convergent at a specified value of 𝑥 if the
Illustration 𝑝
𝑚
a) The power series ∞ 𝑛=0 𝑥 + 2
𝑛
is centered at 𝑐 = lim 𝑎 𝑚 𝑥 − 𝑥0
𝑝→∞
− 2. 𝑚=0

b) The series ∞
𝑛=0 𝑎𝑛 𝑥 − 𝑐
𝑛
is a power series in 𝑥. exists.
The series is said to be divergent if the limit does not
exist at 𝑥.
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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

Absolute Convergence The Ratio Test

A power series One of the most useful test for absolute convergence
∞
of a power series is the ratio test. If 𝑎𝑚 ≠ 0, and if for a
𝑚
𝑎 𝑚 𝑥 − 𝑥0 fixed value of 𝑥,
𝑚=0 𝑎𝑚+1 𝑥−𝑥0 𝑚+1 𝑎𝑚+1
is said to converge absolutely at a point 𝑥 if the series lim = 𝑥 − 𝑥0 lim = 𝑥 − 𝑥0 = 𝐿
𝑚→∞ 𝑎𝑚 𝑥−𝑥0 𝑚 𝑚→∞ 𝑎𝑚
∞ ∞

𝑎 𝑚 𝑥 − 𝑥0 𝑚 = 𝑎 𝑚 𝑥 − 𝑥0 𝑚

𝑚=0 𝑚=0
Then the power series converges absolutely at that
value of 𝑥 if 𝑥 − 𝑥0 = 𝐿 < 1 and diverges if 𝑥 − 𝑥0 =
converges.
𝐿 > 1 . If 𝑥 − 𝑥0 = 𝐿 = 1 , the test is inconclusive.

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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

Example
Find the values of 𝑥 where the power series converges Remark
∞
If the power series
𝑚 𝑚 ∞
−1 𝑚 𝑥−2
𝑚
𝑚=0 𝑎 𝑚 𝑥 − 𝑥0
Applying the ratio test 𝑚=0
∞
converges at 𝑥 = 𝑥𝑘 , it converges absolutely for
𝑚
𝑎 𝑚 𝑥 − 𝑥0 𝑥 − 𝑥0 < 𝑥𝑘 − 𝑥0 . If the series diverges for𝑥 = 𝑥𝑘 , it
𝑚=0 diverges for 𝑥 − 𝑥0 > 𝑥𝑘 − 𝑥0 .
𝑎𝑚+1 𝑥−𝑥0 𝑚+1 𝑎𝑚+1
lim = 𝑥 − 𝑥0 lim = 𝑥 − 𝑥0 = 𝐿
𝑚→∞ 𝑎𝑚 𝑥−𝑥0 𝑚 𝑚→∞ 𝑎𝑚

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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

Radius of Convergence Interval of Convergence
If 𝜌 > 0 , the interval 𝑥0 − 𝜌, 𝑥0 + 𝜌 is called
interval of convergence.
There is a nonnegative number 𝜌, called radius of The interval of convergence is the set of all real
convergence, such that numbers 𝑥 for which the series converges.
∞
𝑚 If 𝑥 is within the interval of convergence of a
𝑎 𝑚 𝑥 − 𝑥0
power series then
𝑚=0 ∞
converges absolutely for 𝑥 − 𝑥0 < 𝜌 and diverges for 𝑎 𝑚 𝑥0 𝑚
𝑥 − 𝑥0 > 𝜌. 𝑚=0
For the series that only converges at 𝑥 = 𝑥0 we define converges.
𝜌 = 0. The series may either converge or diverge when
𝑥 − 𝑥0 = 𝜌..

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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

Example
Interval of Convergence Determine the radius of convergence of the series
∞
𝑥+1 𝑚
𝑚 ∗ 2𝑚
𝑚=0

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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

Example
Operation with Power Series
∞ ∞
𝑥−3 𝑚 𝑥−3 𝑚
+
Given the power series ∞
𝑚=0 𝑎𝑚
𝑥 − 𝑥0 and 𝑚 2𝑚 𝑚+1 𝑚
𝑚 that converges to 𝑓 𝑥 𝑚=0 𝑚=0
∞
𝑚=0 𝑏𝑚 𝑥 − 𝑥0 and 𝑔 𝑥 ,
respectively, for 𝑥 − 𝑥0 < 𝜌, and 𝜌 > 0.

1. The series can be added or subtracted term by

term
∞
𝑚
𝑓 𝑥 ±𝑔 𝑥 = 𝑎𝑚 ± 𝑏𝑚 𝑥 − 𝑥0
𝑚=0
The resulting series converges at least for 𝑥 − 𝑥0 < 𝜌.

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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

Example
2. The series can be multiplied 𝑒 𝑥 ∗ cos 𝑥
∞ ∞ ∞ ∞
𝑚 𝑚 𝑓 𝑥 ∗𝑔 𝑥 = 𝑏𝑚 𝑥 − 𝑥0 𝑚 = 𝑐𝑚 𝑥 − 𝑥0 𝑚
𝑓 𝑥 ∗𝑔 𝑥 = 𝑎 𝑚 𝑥 − 𝑥0 𝑏𝑚 𝑥 − 𝑥0
𝑚=0 𝑚=0 𝑚=0 𝑚=0
∞

= 𝑐𝑚 𝑥 − 𝑥0 𝑚

𝑚=0
where𝑐𝑚 = 𝑎0𝑏𝑚 + 𝑎1𝑏𝑚−1+ . . . +𝑎𝑛 𝑏0the resulting series
converges at least for 𝑥 − 𝑥0 < 𝜌.

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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

3. The quotient of two power series can be 4. Shift of Index of Summation
computed by long division, 𝑔 𝑥 ≠ 0. The index of summation in an infinite series is a
dummy parameter just as the integration variable in a
Example definite integral is a dummy variable. Thus it is
𝑥3 𝑥5
immaterial which letter is used for the index of
Divide the power series sin 𝑥 = 𝑥 − + − summation.
6 120
∞ ∞ ∞
𝑥7 𝑥2 𝑥4 𝑥6
+ . . . by cos 𝑥 = 1 − + − + ... 2𝑚 𝑥 𝑚 2𝑘 𝑥 𝑘 2𝑝 𝑥 𝑝
5040 2 24 720 = =
𝑚! 𝑘! 𝑝!
𝑚=0 𝑘=0 𝑚=0
We can also make changes in the index of
summation, we can increase the index of summation
and decrease the starting point or we can decrease
the index and increase the starting point.
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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

Example
Example
Write the series
∞ Write the series
∞
𝑐𝑚 𝑥 𝑚
𝑚 + 1 𝑐𝑚 𝑥 𝑚+2
𝑚=2
𝑚=2
as a series whose first term corresponds to 𝑚 = 0 as a series whose generic term involves 𝑥 𝑚 rather than 𝑥 𝑚+2 .
rather than 𝑚 = 2 .

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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

Example
Find the values where the power series converges
Find the power series representation, radius and
applying the ratio test
interval of convergence of the function ∞
𝑥 𝑥 𝑥 2𝑛+1
𝑓 𝑥 = = −1 𝑛 𝑛+1
9 + 𝑥2 9 + 𝑥2 9
𝑛=0
Reminder
∞
1
= 𝑥𝑛 Geometric Series
1−𝑥
𝑛=0

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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

Derivative and Integral of a Power Series Derivative of a Power Series

If the radius of convergence is 𝜌 > 0, then
∞
If the power series
𝑓 𝑥 = 𝑎𝑛 𝑥 − 𝑥0 𝑛 ∞

𝑓 𝑥 = 𝑎 𝑛 𝑥 − 𝑥0 𝑛
𝑛=0
is continuous, differentiable, and integrable on the 𝑛=0
interval (𝑥0– 𝜌, 𝑥0 + 𝜌). Moreover, the function 𝑓′ 𝑥 Has radius of convergence of 𝜌 > 0, then function y is
and 𝑓(𝑥)𝑑𝑥 can be obtained by term-by-term both differentiable with derivative
differentiation and integration. ∞
(𝑛−1)
𝑓′ 𝑥 = 𝑛𝑎𝑛 𝑥 − 𝑥0
𝑛=0
where it converges at (𝑥0– 𝜌, 𝑥0 + 𝜌).

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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

Example
Integral of a Power Series Find 𝑦′ and 𝑦′′ for the series
∞

If the power series 𝑦= 𝑎𝑛 𝑥 𝑛

∞ 𝑛=0
𝑛
𝑓 𝑥 = 𝑎𝑛 𝑥 − 𝑥0
𝑛=0
Has radius of convergence of 𝜌 > 0, then function y is
integrable with primitive
∞
𝑥 − 𝑥0 (𝑛−1)
𝑓 𝑥 = +𝑐
𝑛+1
𝑛=0

where it converges at (𝑥0– 𝜌, 𝑥0 + 𝜌).

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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Taylor Series

Analyticity of a Power Series at a Point
A function 𝑓 is analytic at a point 𝑐 if it can be represented Definition
by a power series centered at 𝑐 with 𝑟 > 0 or 𝑟 = ∞. A function 𝑓(𝑥) is called analytic at 𝑥 = 𝑎 if the Taylor
Example series for 𝑓(𝑥) about 𝑥 = 𝑎 has a positive radius of
The functions 𝑒𝑥, sin 𝑥 and cos 𝑥 are analytic at 𝑥 = 0 since convergence and converges to 𝑓(𝑥).
each can be represented by a Taylor series centered at 0
(also called Maclaurin series). ∞
𝑛
𝑓 𝑥0 𝑛
For 𝑙𝑥𝑙 < , 𝑓 𝑥 = 𝑥 − 𝑥0
𝑥 𝑥2 𝑥2
𝑛!
𝑛=0
𝑒𝑥 = 1 + + + + ...
1! 2! 3!
𝑥3 𝑥5 𝑥7
sin 𝑥 = 𝑥 − + − + ... Recall that
3! 5! 7!
𝑥2 𝑥4 𝑥6 𝑓 0
𝑥 =𝑓 𝑥 𝑓 𝑛
𝑥 = 𝑛𝑡ℎ derivative of 𝑓 𝑥
cos 𝑥 = 1 − + − + ...
2! 4! 6!

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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

SERIES SOLUTIONS TO DIFFERENTIAL EQUATION We note that the term “power series” usually refers
POWER SERIES METHOD to a series of the form (1) [or (2)] but does not include
Definition:
series of negative or fractional powers of x.
A point 𝑥0 is said to be an ordinary point of the differential
equation We use m as the summation letter, reserving n as a
𝑎2(𝑥) 𝑦” + 𝑎1(𝑥) 𝑦’ + 𝑎0(𝑥) 𝑦 = 0 standard notation in the Legendre and Bessel
if both P(x) and Q(x) of its standard form equations for integer values of the parameter.
𝑦” + 𝑃(𝑥) 𝑦’ + 𝑄(𝑥) 𝑦 = 0
are analytic at 𝑥0. A point is said to be singular if it is not
ordinary.

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CE50P–CO2: Series Solution CE50P–CO2: Series Solution

The Power Series Method The Power Series Method

Example # 1 Example # 2
Solve for the differential equation 𝑦 ′ − 𝑦 = 0 using Solve for the differential equation 𝑦 ′′ + 𝑦 = 0 using
power series power series

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CE50P–CO2: Series Solution

The Power Series Method

Example # 3
Solve for the differential equation 𝑦 ′′ + 𝑥𝑦 = 0 using
power series

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