We. hav-e.

Ii: dx ~j2xdx
2.
:::) yCx) = X +c )
C € IR;

t
9 ehera...l soIl.(. b'on 0t f~ ..
~,veh

diffe.reVth'al 4UQ,hon ..

~ere, C dehOres au, arbl·tra.r~ rea.1consro.llAt emer9t'ng frOU,.{

thL it1tes ra..t,·on of ~ fUhCf(OVl 2x.

RelMOXK : since. C CCAn... re-~re~enl: O,II1Y a.t"tu tro.,ry rea..l nUIM-her-

J

OtLf' 9 ene. rc:d SO ILl. b'Oh

l
Y (X) :: X +C

cOht(A.in5 'in·fj'n; te.ly mlAtAy par-b'cu/Qr so/u.,b'ous such..

, ~ l 1
Y (X) =. X + '.1 Y := X - 7 I Y= x + J3 ere.

t a. c. ~ 0 t fhe.Wt.. re ~rese h t s a.. cu,rlle. (In t-hfs COde a.,

?a.rabo10.. ) in ~ carte SI a,u.. p/a.ru.. • {hey a-re ca.-Ii eeL

inte9rcd cU,rve s be co-u-se they axe c~Jo,Jn.uL by soluiVlJ
a. 9 t ven. cL-lferen tla..1 4UA..f,·Oh I Wh/C~ e.d-her axpl/c'" fe (y
or lL«pllcj·te~ Ihvolves fQ.,k/·i19 o.u '"111 te.Sra.J

(~)
 We. ha.v~

2. I.

:::> yCx) = X +c )
C € IRt
t
9 ehera...l .soIl.(. C,'on 0t f~ "

~,veh

c1:ffe.relll h'a..I 4uaJlon ..

~ere I C dehotes at(, ar!)("frCLf't rea.l consfo.lAt ewrer9fng frotu

thL integra.t,·on of ~ fUhCf/oVJ 2x.

RelMD.XK : stnce. C CCAn...re-~re~ent lAlI17' dr-hi fra.-ry rea.l nU/M,het"J

OtLf' 9 enercd solu. b'Oh

l
yex) : X +C

contt"A.ins 'in,fj'n; fe-It m{AtAy parc,#cu/a.r solu.,b'ous such.

2. ~ 2.
Y (X) ::: X + I .I Y := X- 7 I Y= x + .J3 efc .

ta.c.~ 0t fhe.Wt, re~reseV)ts a... Cf..t..rlle. (In t-hfs CcA.~e a.:

?a.ra bo Ia..) in rka. carte si a.u. p/a.hL • fhey a-re ca.-JI ed,
inte9r~1 cU,rve S be C(J..u.se they axe cbr~Jn.ul by SOIVfM:J
a. 9 tven. cL.;fferen rl'a..{ eiJL.Ul.h OhI Wh''c~ edller Q.xpl/c"" fe (y
or iIM.plicde7 Ihvolves fa.-k'·i19 t:lu "111 fe-BraI
 1he. .fi~u-re be 10 IN 5 how 5 an e x a.(.L(,~le Of /n feJra.,i CL<.(Ves

tor ~ d,'Hereu.J,'a.{ eljuat'OlA ~ -:::2x

'f dx
2.
Y:X
z.
y= X +' l.
y==x-/

~a.c.h. inte.groJ curve CCl-h be thought Of as a.. p-a.rf/cC.;l.{ar

50Iu.,b'ou.. o~ ~ t4 fte,feu,b'a.,l ~u~h'on. 10 gill a:, parh'cular
,

5otu-h'OIA.. We aSSt'.9Yl otu or uwre s-u ppleUteutar'j cou~'h oUS

1'0 ~ ek"fferev.h·a.J e.~uaJI·oVl. 1ktf€ add,·hona.i cowdtf'OU5

uVti9Ute{y speci'{y the va-leA. e of tk 'inf~rQ.;h au cousfau Is.

For exaw.y;le., 'u- +k CQ,Je of rk dJ..{fereuhaf Ufuahou

i! :::/}(
dx
"'VI order fo t(l(x C iu... L,rw.. 9 (tilt era, {
l.
y=x+c

(3)
 1he. .fi~u.re below shows ~n eXQ.<-Uple of l'nfeJriki cu.rveS

tor tke. d,'Herelt,r\'a.1 ~ua..tIOU.

'f
i! -::
2x
cJ.)(
2.
y=x
l.
y= X + , y==
l.
X-I

-~

fa.c.h. in te.groJ curve. CO>h be though t Of as a.. r-a.rr,·cu- Ia..r

501u,b'ou.. o~ ~ ~ f~efe(,(,t·a.,{ ~u.~h'on. 10 9~f a- parh'cular
sol{),h'olA.. we. Qss,'9Yl oru.- or tuore s-u ppieUteutar1 c;oucLt,"f; oUS

fo fiuL, IN"ffe rev. h'aJ (l,~ uaJI'oVl. 1kts-€ add,"f,ona-i cOllld, 'h 'oU5

unk9Utely speci'{y the va-leA. e Of fk 'in t~ra.-hOLe cou.sfau fs.

For exa u,q'Jle., I~ +k CQ.Je ~f t-k dJ..,[fereuf,af Ufuah OtA

i! :::
:/x:
dx

'""VI order fo tr'x C Il-t. tk 9 <tilt erai So/~ f( ~u..

l
y= X +c

(3)
E XD.lLtp-le. 2.: d Y
_: 2><
dx.
y(o):::. 2. ~ h1eo.lI\l~ y ~ 2. when x:: 0
\..-r---'

IhlhCLI cOhd~~lon

lhe cOUAb'V1aJio~ 0t a. ~tferell\h·a..1 e9u.a..b-oh QVld au ,'n,f-,'a,1 com::1,holA

is c.o..hetL {'\ltt, Ind'ia.l \la..lu,e. probleWl. (a.bbre.v(ateJ IVP). ror dt'tfereHho.{
~lLQ.,h·ou.s i"Vlvolvl'V\~ hi9her derr~vaJ'-ves Two i or '1iOre cousfra/nfs tnay
be fnvoll/e.d,~ ff a-/I ooL.ts(ra,"nts axe grveh. aJ. -fiuL SCtl.L<e va.(ue. or
the iVlol~peV\delA.t vo..ria.bie.) fheh +he rerm IVP t,f,'{{ apfl,es. I:f,·
however} tkcL coltsYra.futs a-re given. cL.:t'fereVlt va-Iu.es of H1.L
eLt
iVlJepell\ ae(,t~ va.rl-a.ble. J ~ ferfM. boundary va.Jue ~",ob'eU<. (8 VP)
*' IS u.sed '-11 steacL

thfs is alA. I VP
YCO) :: I dY'/= 5
)
dx )(=0

z
dY+2dY_3Y=o
dx'l. dx j+hi5 is a..1>VP
YCo):= f ) J y 1 = 4
d>< )(=1
 l'0 .solve 0\11\ I VP of Q, 'BVP, we f,rs t f,'Vtd ~ gen~ ra..1 solu..t,.on...
o{ ~ <:L:ffereV\tia..1 e9u.a.t(on.. oVl4 then, derer~11AL ~ vaJueCs)

0\ rkR.. a..rb\t'ro..ry COt4..Sto.lAt(5) frou-L thJL 9lven, coL{srr~inrs.

E xo.w.r-1e.. 4 Solve the. I VP

dY :: 2:>< ) yeo) ~2.

dx.

~
y =. X +C

{he. cOl.tsfrniV\t sa.ys tbaJ Y Ta,t,<es f-h.e. va,{ue 2 whe1l1 .(-=::.0

Hence
•
z l
Y (0) -;Z. .::) [X + c] == 2. 9 O·-/- c:2. ~ C::: 2.
x-::o

l
Y (x) ::. X +Z

E XlAl.U.p-le. 5 : Co~sl-der ~ cLt:fferet<. ha.1 ~u.a.. t,·OL-\,

.2-
il • 2 d Y - 3 Y= 0 (~)
dx1. dx

a)Venfy fhar yCX):: C

,
eX+c 2
e.3X (where C o.V1JC
I 2.
are

a.rbl'trary Ci)c..lstauts) rs a. soluh'ou ot (}f)

b) F'l1d e'l Cz su..cL. ftza.f

yea) ~ I I c1 Y/ :: 5
dx ><:0
(5)
Sokol h"olA a) f 0 ve rj fy tha. r y (X) :: C, eX 'I- c2. e.3x
Fs a.. sol u r, '0 LA 0( af)

we h.a.lJe 1-0 st<..hsh· hoA,re. tl-tL 9IVeu e)(pres~(()ft'L, for Y,

Its f(rst auJ seecr.cJ der-,"vaJ,'ve ilAto ~ d;;f(ereuh'tJ
~lULhou.

-[ Q..KiV\S j 11\ r0 aewu.h t t~a.+

dY
_:: C, e -
x
3 C2 e.
-3><

dx
2 X -3X
dY~ce
--- ,
f-Dce
1 l
dxt
we veri ty H1~t

d?'y ~ 2 dY _ 3Y :: c e}(of- ~c
d Xl dX I 2.
e 3X
f- 2 (c ex... 3 C
, l.
e3X
) -3(c ex' + c e.~)
' 2.

)( . )( x -3x -3>< -3X

: c,e + 2c,e -3ceI +9ce2. - 6ce
2.-
-3c 2 e

b) f 0 sa.rl"sty fhe cowol,"t,·ous

y (0) =: I
) dx
dY I ~5
)(-='0

-l-he COlA s to.u fs c, avJ c2. ~u.st b~ chosen 50 tha.t

Y (0) =- I:::) [XCI e 1- C e.-~X] :: I :::;> c + C = I
2 >(-=0 ' l
 dx.
I
-dY = t:J~
c ~ [XC, e - 3C2e-3Xj
)(=0
=. 5 ~ C,-3C
z = 5
)(=0

1)etl : {he. orde.r at a. ~fferent-;Ovl e1ua.f.(~Oh, IS t~ orde.r ot fkt.

high.est derivatiVe. fhaJ a.ppeo..rs in, ~ 'il(,Q,ct'OrL.

(7)
Rew.OXK: Note.. tka-t tk<t generaJ solu t,.on..
l.
y (X) :: X t- C

0t ~ (st - order d,·.f.(. e4'

d Y ::: 2x
dx
cOhfa.ins one a.,rl:)j' tr-ary coustaut c. 1he 9 enera.1 soluholA
x -3><
Y Cx:) : C
,
e + C
2
e.
o t th e. z"d - order rJ...W ~.
z.
li + 2. dY _ 3 y=:o
dx2.. dx

cOlltfai Vl5 two cttbitra..rvr cOl-{sfo.uts c, QtA.d C2.' fh,s phehou.teuo'-i

;S hot coi v\Cl oIevd:~1 ! in WlOst cases., +he MuiM. ber 0t
afbitrar-~ cOlAsftAlArS tfA I-~ selAera.,{ soluh'ou of- a... tM.{{erettr,t
~U4.tt'OlA is the S"QlMe as f~ otder- of ~ ~ua.h'o/ll..

2
d Y ::. X + co.sx
dxL
~ sf J
rirst of a..11, we rotA rewr,' te +kL a..bove. ~. a.s a... I - oroer

cL:ff. eq. by mealAS 0t +~e subsh'ru(,'olA

J(x) ~ slY 9 d~:: ~ (dY)= dJ

d>< d XL dx dx dx

(8)
 d 0" :: x + cos >(
dx
by 111\ teBra-ci ~ both 51'des auol~lvul

seX) :: ((Xi-cosx) dx :: ~ + sinx TC

J ~'
Reco..l\i V\~ H\Jl 1M~lAilAj o..tto..checL to tktL fUNJct,'oLt SCx.) I
we re.oJ l'be. f1Aa.r tke. a-bove. ~u.a.. -h'ot.<.. 1-5 a., (S!order ecr.
~or y ()(J ) M~

dY:: x/..+~iytx+c,
dx .z
We c.o.lA. I'U te.sraJe. bofh $ ,-des 1-0 ob ta..,-I-t,

Y<X) < S (~f-Si'nx + c,)dx "{ - COSx + C;X + C2.

where (, a~ hi ~ra.rca-- cousro. '-t fs. Nofe tiA.o.J +here

Cz. are ar
axe.. two a.rbi fra.ry cousf~11 fs I~ .~ get1era} solu it'D,.,.. as rt I

;s typ,-ca,t'1 expected., por a.. 2tt~ order eqlA.a-t,'ow.

EXO-IM.r.le. g: For the [oltowiVlJ IVP F,tuJ +he soluh'o~ va.I,d for X>o

y(/): 7) d Y/ ::::37 ) d1.y 1=73

dx clxl.
X=t x~,

(~)
?OlutlOCA.; 1he. gene.ra..1 ~olu.holA of Q. 3rJ_ order ci<;ff· e'lh. tYPi'c.a..tly cordaltiS
t\,re,e a.rbitro.ry GO\..tsro.lI\ts , !;o (Al.(. tvp t~volvl'~ a 3rd_ order- olIff· cUfK.

wd\ ~e,c..es.sardy ho.ve 3 c.ou.srra.i",{- ~u.a..h'ous, As In. (lxafM.ple'

I O\t.UI 7 I t~ 9 (vel.\. tL: t f . ~. ;s 0 f tkrL forlM

ta
~ Y :: {ex)
dxn
where. t~ (eft h.aLA..dsfde deuore.-stk n-tit JertvaJive. of ~
tUlAcholl\ y. fhese cL..:fterelA.h-a..l e~ua.h·ous o.re fic.L ea.sl'eof fo
.solve. I 51l.l('~ o...\l 'fiv..ey r~uif'e. a.re h. su(.cessl've lv..te..8ra.},·o\l1~.

ReUAeiM.b~r ~aJ r~e. IS~_orcJet ~lr ~h. Il-t EXQ.UA.p/e I was

5olvQ.d WI't~ OLAe. iltt ~c:9raJfou.J .aLtd fLu- 2tl~ order ciNff. Ufl.<.. (I.(,.,

EXQULple. 7 Wo.5 solved wilt-. 2. 1·"tr~raJ(oUJ. The, .3r{Of'Jer

ok·~~.eq'-1.. 9,'vetA hQre. wdl be sollled wd'~ :3 sc:<.c.e-ess I've
ilA tegro-h'o\l1,s

,st IIIl regra- h'ol4 9 dy' = }(105& -0/ +6)

d)(2.. x3
dX::: /05- ~;1..+
-3
J,--
Xl
+ 6x .,.C
I

3;.;
:: 70 xl. + 1. + 6x + C,
x2.·
1a.. k11A8 ilA. fo acc..oUM J. tka.-f d y
~

dxl.
I: 73
x::;

70 t I +G+c ,
:=73 ~ c:=-
I
4

Qilld

(to)
~ dY : ((701 ft
t It.-1-6)(- 'I)dX
clx Y x
Sit l.
~ 70·~x
5
- yX ~3x-4x+c
2.

!;h l
::: 2 g)( - Y.' + 3X - If)( +c
X l

t\lAd we f"lI\d.
2 8 -I + 3 - 4 + Cz. :: 37 =) C ::"
2

1hu,$, we bve.

,dY ::: 2.g x?h.. - !t + 3/- 4 X + II

dx x

7/2 3 2.
- 2.8. £;. X - In. X ~ X - 2x + II x ~ c
7 3
7
:::. g x /2. _ In x + x3 - 2/ +- II x +(
3

c w,lI be deJe.rlMiV\R.d by tkt.. CiJtMJ,'h'o~

:5

Y(I)~7

fA L-td we, 9 et

8- '0) + 1- 2 + II t C:s ~ 7 ~ (3=-1/

 1hus ~e 5olu-tIOIA 0\ ~ or'gllA.a.\ froblelk\ ;s
I

y(x):; 8)(
3
ex - ,
hx +
3 2.
X - 2X +ttx -II

Rew.axL<: a. ,few fec.hnica...l notes a,.bOl"c..t tkl. pre II'''OUS exaUkr{e

1-) "(he 9iveV\. ~f{erelAt'a.J ~. ~aA<es seLAse. OlA Iy for x> 0 SIUe-e.

I) ~ terUA ~ re4~res tb~ ..X :+ 0

x3
2) II

Qv.d bol-k r~~re.~eMh WI'U he sa..f,'s f,'eJ J'f x>o. l.felllGe. we

so..y ~t- t~ ,dOIM~"t.\ Of f-k ~'ff. eqlil. ($ x>o, 1tu, JOIM.oJ""
or tl cLt·ff. ~. (s fkt. set of va,/ues ot ~ var/~a"(e X where.
}h.i. e<t(,(A.h'ou is va.ltc:L, Always he awa.re of. fkR., dOlMo..,"'" 01
fkL ~L<Ah'otA.

1f) Althou.gk tkR., 'lAfe9ra.1 ot ~ is u.sua.lIy wnHet.-\ a.s ,j",/xi/ #te

d.bsolLAfe va.lut. SI'Sh. is ;-wf needeJ here IS'~te ft.u2., aOlM.eu..4

o t tkt. ~ lU2h' OlA ,- S x> 0 I a ud t K ( :::X. {o r x ~ 0 •

]f) COlA rro.s t the ~e ~ods used fo evo,luCl te. tl...tL arb/frar'Y COC-<S fo-tA.rs
I~ eX<AUAr/fIJ 4 aud 5 a l,(. d /1.{ exae..t..tr'e<J 7 a~ 8'. Tt.<. exaCM.p{es (.;

~1Md 5 we" eva.I(M'.(.Je.-d +ke. COUS~o.Ur5 of t't.t regro..f,oVl, a (fer we.

ob tcu'VLe.d ~ exatupl es 7 aud 3
geVlera.-( solu:hok, (tvh.erectJ IV{,
the co~sfa.llds were evo.lufStted.. oh.Q, a.t: a.. tl'/AILt.. as fhe, so/UfiO/ll,
pro~vemeJ . 'Botit. WtLfkods are ett~-vo.leu t ~ €aCt... parh 'C(..l(ar
rrobtelAA (o.u.d you..r p('ete~evt~~ wdl sug~esf WhlclA +0 u.se..
(12)
 iypica..ll, . you. are. 9iven. a. ~.ft·~. aucl aSl.<d to [,'hcL its
9Q.hera-1 5ok~,tfolll.. Howe-vert Ir Ml'gl1r kppelA. J.kur a.. cerrc~t1'1Il.

~lAlAch·olA. is siveh, a~ au expressl"ou for its cJetl'",i~ ol,[fe:

reil\ h"o.l eql..ULb'olA. [s des \recL ,

txolMp-le.. q: Find the ~ ttt.re.Vlr,·a-1 e4u,a.hol.<. 5a..h·sft"eJ. hy fk

.fo.~dy o{ c\'rcles x\ y'l.: c?") where. c is alA o.rbd'r"6\~
Cou S r~lA ~

501u.h'0L1 : d,'ffereillt;dh'lI\,3 hott, sides of the. 9, x\y~c2. w,'nl re5fu}

to ~ glve,s

2x + 2 Y d Y :: 0 ~ x + y d Y :::0 9 .J Y :: _ XI
dx dx dx Y

1hls dNft. e.q. COdA a..1~o be expre~$eJ., ill\ CAlA.otl-tet forwJ one.
tho..J wd\ o.rl5.e. 9U,,'te. ofte.V1. 'By cro~s Wtu Ih·ply,l.i~

dY :: - !i (I)
dx Y
We 9/l,t:
ydy::- xax
whfc..!A i~ the"" V1orwct-lly wr,'He.Vl INlt~ baHt Ghffereillha.,ls (title
d)( OIlt\d thL dy) t09 e,the r 011\. O!.1L ~ ('d.e..

xax +- Y dy ::: 0 (2.)

Either (I) 01" (2) wou...ld he QI.(, ucce.pra.ble.. WdY Of wr,'f,'14o

o
the ok:~f. Uj" tltaJ de{ih€.s lite- S,'Ve.V\ fuu.u"lr of cl'rcles,

( 13)
 iV\ qell\era..l J It is ~t Always ~oss i ble. to express a.. solu hOh o( (J. tifft· ur·
llA ~e ~orlM

Y' -::. S'OlMe. fu.1A ct\ alA 0t X

reU. h'a.A
f L
)0 Me \1iM e,S w heilt 0.
J .
aN
rr
ttv
D pfJ
-I'
15.solved )
fue sol~~(ol-( ,'£ vuos ~
haJlJ..ro..,lly e)(rre~sed lNl'th y's (+he depelltdeu.f va-na.hie.) alA hon,
sroles Ot rkR.. ~u..o.holA. I as for Q.xo.UAple "101

y~ In \
y
Suc,k Q. soil-<. b'oL\. is ea.-llec::L 0.<.<. 1~lN1pll'{" l solu.hof.,\ I as opposed, to

0.11\ ~l,'c, t sOI~r'Oh I wt-I/'d-t has 'I ojl by ifselF Or) one Side. of
rklt ~(Ml.hol" ~lA.d a.. tUlI\cho~ of x OL.tly ol.t fhe NBht as (tIl,

z.
y (x) = X +~

for exe). Lu.flQ,. 'tLc.\ pll'''l' t so/c.c.,hou s a.,re. per-Fectly ltccepfo..hle (Iii( so~
ca s e,s, nLC(w)Li~~.) 0.5 io VI9 61.S tkt equaJ,OI,( e.cJu. Qll( d e.~ ~ y
£AS a. ttAlA c b'o If\. 0 t x (even t 'f lAt.<.. ex p la'~'l- {orUtulo.. (or tiA I'S
fUII\c,h'otA. is rw~ or COdll1-1-0r he foutMi).

EX(ll.Ur.\e 10 ; Veri fy +ha-t 'rhe ~.

y:: In. x
y

js all1. ,·lIIItpliC.I'f solu-~(ou ot ~ IVP

yc1X-X(Ytl)dy:O (*)
yee) -= I
 Lecture XXIV

Abstract
We shall learn how to use power series to construct solutions of
second order linear differential equations whose coefficients are not
constant. In particular, we will apply them to study the Legendre
and Bessel equations.

Why should you know about the existence of the Legendre and Bessel
equations? Well, the answer is very simple: these equations play a funda-
mental role in physics and engineering. For instance the Legendre equation
appears in
1. Electrostatics and magnetostatics;
2. Fluiddynamics;
3. Heat transfer processes in a spherical object;
4. Gravitation;
5. Quantum mechanics.
Bessel equation arises in many problems of wave propagation and static po-
tentials. For instance
1. Electromagnetic waves in a cylindrical object;
2. Heat conduction in a cylindrical object;
3. Modes of vibration of a thin circular or annular artificial membrane
such as a drum or a membranophone, that is any musical instrument
which produces sound by means of a vibrating stretched membrane;
4. Signal processing (FM synthesis, Kaiser window or Bessel filter);
5. Diffusion problems on a lattice;
6. Quantum Mechanics and Gravitation.

Definition 1 A real power series is an expression of the form

∞
X
an (x − x0 )n (1)
n=0

with an ∈ R for all n ∈ N and x, x0 ∈ R.

1
Example 1
∞
X xn 1
here an = and x0 = 0,
n=0
n! n!
where n! (the factorial of n) is defined as n! = n(n − 1) · · · 3 · 2 · 1 and 0! = 1.
∞
X
(−)n+1 n(x − 2)n here an = (−)n+1 n and x0 = 2,
n=0

where the notation (−)n simply means −1 multiplied by itself n times.

The power series (1) converges at a point x if the following limit

m
X
lim an (x − x0 )n
m→∞
n=0

exists for that x. This is equivalent to say that the sequence of partial sums
converges.

Example 2 Does ∞ xn
P
n=0 n! converge at x = 2? To answer this question we
have to study the convergence of the series
∞
X 2n
.
n=0
n!

In order to be able to answer this kind of questions we need the concept

of absolute convergence together with tests for the absolute convergence of
power series. Remember that if a series converges absolutely, then the
same series also converges but the converse is not necessarily true!

Example 3 For instance, the series

∞
X
(−)n+1 n(x − 2)n
n=0

will converge at x = 3/2 if its absolute series

∞   n  X ∞   n  X ∞ 
(−)n+1 n 3 − 2  = (−)n+1 n − 1  = 2n+1 n 
X     
(−) =

2 2 2 n
    
n=0 n=0 n=0

∞ ∞ ∞ ∞
(−)2n+1   n  = (−)2n+1  n = n n
X    X   X X
n n n
=
n=0
2 n=0
2 n=0
2 n=1
2n

2
converges. Notice that in the last step we used the property |(−)2n+1 | =
|(−)2n (−)| = |(−)| = 1 where (−)2n = 1 whatever choice we make for n since
2n is always an even number. In order to establish whether the series
∞
X n
n=0
2n

is convergent or not we need some convergence tests.

For our purposes the ratio test and the alternating test will be sufficient.

Ratio test
Consider the power series (1). If

1. an 6= 0 for all n ∈ N and

 
 an+1 
lim   = L,
n→∞  an 

2. for a fixed value of x ∈ R

 an+1 (x − x0 )n+1 
   
 an+1 
lim   = |x − x0 | lim   = L|x − x0 |,
n→∞  an (x − x0 )n  n→∞  an 

Then

∞
X  converges absolutely at x if L|x − x0 | < 1
n
an (x − x0 ) diverges at x if L|x − x0 | > 1 .
test is inconclusive if L|x − x0 | = 1

n=0

We call ρ = 1/L the radius of convergence. Finally, if ρ = 0 or

equivalently L = ∞ we say that the series converges only at x = x0 .

Alternating series test

If the terms of a series alternate in sign as for instance in

A0 − A1 + A2 − A 3 + · · ·

where the An are all positive, then the series converges if

1. An+1 < An ,

2. limn→∞ An = 0.

3
Example 4 Let us take again the series ∞ n
P
n=0 x /n!. In this case L = 0,
x0 = 0 and clearly 0 · |x| < 1 whatever value of x we choose. According to
the ratio test the series will converge for all real values of x. Notice that the
radius of convergence willPbe ρ = ∞.
Consider now the series ∞ n=0 (−)
n+1
n(x − 2)n . Since the first term in this
series is zero we can restrict our attention to the series
∞
X
(−)n+1 n(x − 2)n .
n=1

Notice that all coefficients in this series are different from zero. Hence, we
can apply the ratio test to the above series and find
 (−)n+2 (n + 1)(x − 2)n+1 
 
lim   = |x − 2| lim n + 1 = 1 · |x − 2|, L = 1.
n→∞ n+1
(−) n(x − 2) n  n→∞ n

The series will converge absolutely and hence converge for all x such that

|x − 2| < 1 that is for all x ∈ (1, 3)

with radius of convergence ρ = 1, whereas the series will diverge for x < 1
and x > 3. The test is inconclusive for x = 1 and x = 3. In order to study
the convergence problem at these points we have to replace each of them in
the original series and study the corresponding series. For instance, if we
choose x = 3 we get
∞
X ∞
X ∞
X
(−)n+1 n(3 − 2)n = (−)n+1 n = − (−)n n.
n=1 n=1 n=1

Notice that we end up with an alternating series and convergence can be

studied by the alternating series test. According to the notation we used for
the alternating series test we identify An with n and see immediately that the
condition An+1 < An can never be satisfied since n + 1 > n for all n ∈ N.
Therefore, we conclude that the original series diverges at x = 3. A similar
argument shows that the series diverges at x = 1 as well.

If two power series

∞
X ∞
X
n
an (x − x0 ) , bn (x − x0 )n
n=0 n=0

both converge for |x − x0 | < ρ, then

4
1. we can add and subtract the series termwise, that is
∞
X ∞
X ∞
X
n n
an (x − x0 ) ± bn (x − x0 ) = (an ± bn )(x − x0 )n ,
n=0 n=0 n=0

2. the series can be multiplied

"∞ # "∞ # ∞
X X X
n n
an (x − x0 ) · bn (x − x0 ) = cn (x − x0 )n
n=0 n=0 n=0

with n
X
cn = ak bn−k = a0 bn + a1 bn−1 + · · · + an b0 ,
k=0

3. if b0 6= 0 the series can be divided

P∞ ∞
an (x − x0 )n X
Pn=0
∞ n
= dn (x − x0 )n
n=0 bn (x − x0 ) n=0

and the unknown coefficients dn is found by considering the equivalent

relation
∞
"∞ # "∞ #
X X X
an (x − x0 )n = dn (x − x0 )n · bn (x − x0 )n .
n=0 n=0 n=0

Then, according to point 2. we have

n
X
an = dk bn−k ,
k=0

that is
a0 = d0 b0 ,
a1 = d0 b1 + d1 b0 ,
a2 = d0 b2 + d1 b1 + d2 b0 ,
···
and so on. In this way we derived a set of equations for the unknown
coefficients d0 , d1 , · · · which can be expressed in terms of the known
coefficients an and bn as follows
a0
d0 = ,
b0
a1 d0 b1 a1 a0 b 1
d1 = − = − 2 ,
b0 b0 b0 b0
···

5
Notice that a Taylor series1 around x0 for a function f (x). can be seen as
a special type of a power series ∞ n
P
n=0 n (x − x0 ) with
a

f (n) (x0 )
an = .
n!
From the above relation we see that a necessary condition in order that a
function has a Taylor series at x0 is that it is smooth at x0 , that is it has
derivatives of all orders at x0 .
Definition 2 f(x) is analytic at x0 if
1. it is smooth at x0 ,

2. it equals its Taylor expansion around any point belonging to the domain
of definition of f (x).

Example 5 Polynomials, ex , sin x and cos x are examples of analytic func-

tions. Rational functions p(x)/q(x) with p and q polynomials are analytic at
any x where q(x) 6= 0. For instance, the function tan x is not analytic at
± π2 , ± 3π
2
,···.

Example 6 Find the Taylor expansion for

f (x) = ln (1 + x) at x0 = 0.

First of all, notice that the domain of definition of f (x) is the interval
(−1, ∞). Inside this interval our function is analytic and since x0 = 0 ∈
(−1, ∞) the problem of finding the Taylor expansion around that point is
well defined. Let us compute some of the derivatives of f (x). We find

f (0) (x) = ln (1 + x) =⇒ f (0) (0) = 0,

1
f (1) (x) = =⇒ f (1) (0) = 1,
1+x
1
f (2) (x) = − =⇒ f (2) (0) = −1,
(1 + x)2
2
f (3) (x) = 3
=⇒ f (3) (0) = 2,
(1 + x)
2·3
f (4) (x) = − =⇒ f (4) (0) = −2 · 3
(1 + x)4
···
1
A Taylor series around x0 = 0 is also called a Maclaurin series. Brook Taylor
(1685-1731) was an English mathematician. Colin Maclaurin (1698-1746) was a Scottish
mathematician contemporary to Taylor.

6
In general for n = 1, 2, · · ·

(−)n+1 (n − 1)!
f (n) (x) = =⇒ f (n) (0) = (−)n+1 (n − 1)!
(1 + x)n

and since f (x) is analytic around x0 = 0 its Taylor series around that point
will be
∞ ∞ ∞
X f (n) (0) n
X (−)n+1 (n − 1)! n
X (−)n+1
f (x) = x = x = xn ,
n=1
n! n=1
n! n=1
n

where we used the following property of the factorial, namely n! = n(n − 1)!.
Concerning the convergence of the above series we can apply the ratio test
and find
 (−)n+2 xn+1
 
n  = |x| lim n = |x|.

lim  n+1 n
n→∞ n + 1 (−) x  n→∞ n + 1

Here, L = 1 and the radius of convergence is ρ = 1. This result suggests an

important property about convergence of Taylor series, namely that a Taylor
series of a function f (x) around a certain point x0 will converge in an interval
centered at x0 and extending till the closest discontinuity of f (x).

There are certain series which come up often enough so that you should know
what they look like. For instance,
1
= 1 + x + x2 + x3 + · · · geometric series,
1−x
x2 x3
ex = 1 + x + + + ··· ,
2! 3!
x3 x5
sin x = x − + − ··· ,
3! 5!
x2 x4
cos x = 1 − + − ··· .
2! 4!
Since Taylor series are power series we can extend to them the same consid-
erations we did for the addition, subtraction, multiplication and division of
power series provided we take care of the intervals of convergence! Finally,
if f (x) has a Taylor series around x0 given by
∞
X f (n) (x0 )
f (x) = an (x − x0 )n with an =
n=0
n!

7
we can differentiate and integrate it as follows
∞ Z ∞
df X
n−1
X an
= an n(x − x0 ) , dx f (x) = (x − x0 )n+1 + C,
dx n=0 n=0
n + 1

where C is an arbitrary constant of integration.

Example 7 Products of series can be computed in different ways. We want
to compute the Taylor series of
ex
f (x) = at x0 = 0.
1−x
You have two possibilities
1. You can compute the derivatives f (1) (0), f (2) (0), · · · but the situation
becomes soon very messy or
2. You think to f (x) as to a product of two functions, namely
1
f (x) = ex ·
1−x
and then multiply the corresponding series of ex and 1/(1 − x) at x0 =
0. Notice that the exponential function is analytic everywhere whereas
1/(1 − x) is analytic for all real x except at x = 1. Now, the Taylor
expansion is done at x0 = 0 and the closest discontinuity is at one.
This implies that the radius of convergence of the Taylor series of f (x)
at x0 = 0 will be ρ = 1. Taking into account that
∞ ∞
x
X xn 1 X
e = , = xn for |x| < 1
n=0
n! 1 − x n=0

we can write
" ∞
#" ∞
# ∞
X xn X
n
X
f (x) = x = cn xn .
n=0
n! n=0 n=0

At this point remember that the coefficients cn will be given by the for-
mula n
X
cn = ak bn−k .
k=0

In the present case we have

1
ak =
k!
8
 whereas the coefficients of the series for 1/(1 − x) are all equal one.
This implies that
n
X 1
cn = .
k=0
k!
Finally, the Taylor expansion for f (x) around x0 = 0 is
5
f (x) = 1 + 2x + x2 + · · · .
2

Example 8 Find the Taylor series of

1
f (x) = at x0 = 0
1+x
by differentiating the Taylor series for

g(x) = ln (1 + x) at x0 = 0.

From Example 6 we already know that

∞
X (−)n+1
g(x) = xn .
n=1
n

Noticing that
X (−)n+1 ∞
1 d
= ln (1 + x) = nxn−1 =
1+x dx n=1
n

∞
X ∞
X
(−)n+1 xn−1 = 1 − x + x2 − x3 + · · · = (−)n xn .
n=1 n=0

Finally, application of the ratio test shows that the series is convergent inside
the interval (−1, 1). Notice that the same problem can be easily solved by
rewriting the given function as a geometric series as follows
∞ ∞
1 1 X X
= = (−x)n = (−)n xn .
1+x 1 − (−x) n=0 n=0

9
 Lecture XXV-XXVI

Abstract
We introduce second order linear differential equations and explain
what regular and singular points of these equations are. In particular,
we develop a method to derive power series solutions around a regular
point of a second order linear differential equation.

A wide class of problems in engineering and physics are modelled by linear

second order differential equations of the form

d2 y dy
P (x) 2
+ Q(x) + R(x)y = 0 (1)
dx dx
where in many cases P , Q and R are polynomial functions of the independent
variable x. Famous examples are given by the Bessel1 equation

d2 y dy
x2 2
+ x + (x2 − ν 2 )y = 0
dx dx
with ν a constant and the Legendre2 equation

d2 y
2 dy
(1 − x ) 2 − 2x + α(α + 1)y = 0,
dx dx
where α is a constant. If we divide (1) by the function P (x) we obtain the
so-called standard form of (1), namely

d2 y dy
2
+ p(x) + q(x)y = 0, (2)
dx dx
where
Q(x) R(x)
p(x) = , q(x) = .
P (x) P (x)
Definition 1 Any point x = x0 at which both functions p and q in (2)
are analytic is called an ordinary point of the differential equation (2).
A singular point of (2) is any point x at which p or q, or both are not
continuous.

Notice that if p and q are both analytic at a point x0 they will admit a Taylor
expansion in some interval centered at x0 .
1
Friedrich Bessel (1784-1846) was a German mathematician and astronomer.
2
Adrien-Marie Legendre (1752-1833) was a French mathematician.

1
Example 1 Find all singular points of the differential equation
d2 y dy y
x(x − 2) 2
+ sin x + = 0.
dx dx x + 3
First we write the above equation in its standard form
d2 y sin x dy y
2
+ + =0
dx x(x − 2) dx x(x − 2)(x + 3)
with
sin x 1
p(x) = , q(x) = .
x(x − 2) x(x − 2)(x + 3)
Singular points are x = −3, 0, 2 since they are zeros of the denominators of
p and q. Notice that
sin x
lim = 1.
x→0 x
Hence, the singular point x = 0 arises from the denominator of q.

Power series solution of a second order linear differential equation

around a regular point
Let us consider the initial value problem
d2 y

dy dy 
2
+ p(x) + q(x)y = 0, y(0) = y0 , = v0 .
dx dx dx x=0
Suppose that x = 0 is a regular point. Why do we not need to consider the
general case x = x0 ? Because we can always change the independent variable
x according to t = x − x0 . This transformation translates the point x0 to
the point t0 = 0. Since x = 0 is a regular point, p and q are analytic in an
interval centered at x = 0 and we have
X∞ X∞
p(x) = pn xn , q(x) = qn x n .
n=0 n=0

We look for a power series solution of (2) having the form

∞
X
y(x) = an x n . (3)
n=0

Notice that the initial conditions imply that the first two coefficients in (3)
must be a0 = y0 and a1 = v0 . Let us compute the first and second derivative
of y by differentiating the series (3). We obtain
∞ ∞
dy X d2 y X
= nan xn−1 , = n(n − 1)an xn−2 .
dx n=0 dx2 n=0

2
Substituting these series and those for p and q into (2) we get
∞
"∞ #"∞ # "∞ #"∞ #
X X X X X
n−2 n n−1 n n
n(n−1)an x + pn x · nan x + qn x · an x = 0.
n=0 n=0 n=0 n=0 n=0
(4)
By multiplying series and combining coefficients of like powers of x in the
three resulting series, the above equation can be written as a single power
series, namely
X∞
Cn xn = 0. (5)
n=0
A great theorem in mathematics tells us that the above series will be zero for
all values of x if each coefficient Cn is zero. This condition provides us with a
recurrence relation for the coefficients an . The next step is to understand
how can we go from equation (4) to equation (5). To this purpose we need a
bit of gymnastics in the shift of indices of summation.

Shifting the index of summation

It is simply a change of the index of summation which allows to bring a series
into a certain desired form. For instance, the series
∞
X
cn xn+k
n=0

can be brought into the series

∞
X
cm−k xm
m=k

by making the substitution m = n + k. Notice that the sum is exactly the

same in both cases and only the index of summation and its starting value
has been changed. Indeed, we have
∞
X ∞
X
n+k k k+1
cn x = c0 x + c1 x + ··· = cm−k xm .
n=0 m=k

Since m is a dummy index (because the result

c0 xk + c1 xk+1 + · · ·
is not dependent on it!), we can use again the index n and simply write
∞
X ∞
X
cn xn+k = cn−k xn .
n=0 n=k

3
Example 2 Change the index of summation so that
∞
X
3x2 an xn−1
n=0
X
is of the form cn xn . This can be achieved by means of the following
n
procedure

• Multiply each term in the series by 3x2 . Then,

∞
X ∞
X
3x2 an xn−1 = 3an xn+1 .
n=0 n=0

• Set m = n + 1. Then, for n = 0 we have m = 1 and

∞
X ∞
X
3an xn+1 = 3am−1 xm .
n=0 m=1

• Since m is a dummy variable we can go back to the original index n

and write ∞ ∞
X X
3x2 an xn−1 = 3 an−1 xn .
n=0 n=1

Notice that both sums give exactly the same terms.

Now, we are ready to bring equation (4) into the form (5). To this purpose
notice that

• setting m = n − 2 we have
∞
X ∞
X
n−2
n(n − 1)an x = (m + 2)(m + 1)am+2 xm
n=2 m=0
∞
X
= (n + 2)(n + 1)an+2 xn .
n=0

• If m = n − 1, then
∞
X ∞
X ∞
X
nan xn−1 = (m + 1)am+1 xm = (n + 1)an+1 xn .
n=1 m=0 n=0

4
 •
" ∞
# " ∞
# " ∞
# " ∞
#
X X X X
pn xn · nan xn−1 = pn xn · (n + 1)an+1 xn
n=0 n=0 n=0 n=0
∞ n
!
X X
= pk (n + 1 − k)an+1−k xn .
n=0 k=0

• " ∞
# " ∞
# ∞ n
!
X X X X
qn x n · nan xn = qk an−k xn .
n=0 n=0 n=0 k=0

Putting things together we get

∞ ∞ n
!
X X X
n
(n + 2)(n + 1)an+2 x + pk (n + 1 − k)an+1−k xn +
n=0 n=0 k=0
∞ n
!
X X
qk an−k xn = 0.
n=0 k=0
n
If we add the series and collect x we obtain
∞ n
!
X X
(n + 2)(n + 1)an+2 + [pk (n + 1 − k)an+1−k + qk an−k ] xn = 0.
n=0 k=0

Let
n
X
Cn = (n + 2)(n + 1)an+2 + [pk (n + 1 − k)an+1−k + qk an−k ] .
k=0

The series will be zero if Cn = 0 for every x. Hence, we get the following
equation for the coefficients an
n
X
(n + 2)(n + 1)an+2 + [pk (n + 1 − k)an+1−k + qk an−k ] = 0 n = 0, 1, 2, · · · .
k=0
(6)
Remember that as an implication of the initial conditions a0 = y0 and a1 =
v0 . Then, for n = 0 we find that the coefficient a2 is given by
1
a2 = − (p0 v0 + q0 y0 ) .
2
For n = 1 we have
1 2 
a3 = p0 v0 + (p0 q0 + q1 )y0 + (q0 + p1 )v0
6
and so on.

5
Example 3 Solve the initial value problem
d2 y

dy dy 
+ (1 + x) + 2y = 0, y(0) = 1, =0
dx2 dx dx x=0
by finding a power series solution for y at x = 0. The equation is already
in the standard form with p(x) = 1 + x and q(x) = 2. These functions are
polynomials and hence analytic at x = 0. We assume a solution of the form
∞
X
y(x) = an x n (7)
n=0

Notice that at this point we could also use formula (6) in order to derive a
recurrence relation for the coefficients an . This procedure is left as an exercise
in the problem section. Let us substitute (7) into the differential equation.
We obtain
∞
X ∞
X ∞
X
n−2 n−1
n(n − 1)an x + (1 + x) nan x +2 an xn = 0. (8)
n=0 n=0 n=0

We first multiply the polynomial 1 + x times the series in the second term
∞
X ∞
X ∞
X
(1 + x) nan xn−1 = nan xn−1 + nan xn .
n=0 n=0 n=0

Then, equation (8) becomes

∞
X ∞
X ∞
X ∞
X
n(n − 1)an xn−2 + nan xn−1 + nan xn + 2 an xn = 0. (9)
n=0 n=0 n=0 n=0

To put this intoX

the form of equation (5) we need to make each of the series
be of the form Cn xn by an appropriate shift of indices. The index in the
n
first term can start at n = 2, since the terms for n = 0 and n = 1 are both
zero. Then, letting m = n − 2 we see that m can start at zero and the series
can be written as
∞
X ∞
X ∞
X
n−2 n−2
n(n − 1)an x = n(n − 1)an x = (m + 2)(m + 1)am+2 xm .
n=0 n=2 m=0

Since m is a dummy index we have

∞
X ∞
X
n−2
n(n − 1)an x = (n + 2)(n + 1)an+2 xn .
n=0 n=0

6
Similarly, in the second series of (9) the term for n = 0 is zero so we can
start at n = 1. Making the change of index m = n − 1 we get
X∞ X∞ X∞ X∞
nan xn−1 = nan xn−1 = (m + 1)am+1 xm = (n + 1)an+1 xn .
n=0 n=1 m=0 n=0

The last two series in (9) are already in the desired form. Now, equation (9)
becomes
X∞ X∞ X∞ ∞
X
n n n
(n + 2)(n + 1)an+2 x + (n + 1)an+1 x + nan x + 2 an x n = 0
n=0 n=0 n=0 n=0

from which we get

X∞
[(n + 2)(n + 1)an+2 + (n + 1)an+1 + (n + 2)an ] xn = 0. (10)
n=0

At this point we recognize that the coefficient Cn in equation (5) is given by

Cn = (n + 2)(n + 1)an+2 + (n + 1)an+1 + (n + 2)an .
The series (10) will be zero for all values of x if Cn = 0 for each n =
0, 1, 2, · · · , that is
(n + 2)(n + 1)an+2 + (n + 1)an+1 + (n + 2)an = 0. (11)
This equation can be solved for an+2 , the coefficient with the largest index
and we have
(n + 1)an+1 + (n + 2)an
an+2 = − .
(n + 1)(n + 2)
The above expression or equivalently equation (11) gives us the recurrence
relation for the coefficients an . This relation takes its name from the fact
that it allows to find the value of an+2 once the values of a0 , a1 , · · · , an+1 are
known. Taking into account that the initial conditions

dy 
y(0) = 1, =0
dx  x=0
fix a0 = 1 and a1 = 0, the recurrence relation allows us to compute as many
coefficients as desired. For example, the next three coefficients are found by
letting n to have the values 0, 1 and 2. Hence,
a1 + 2a0
n=0 =⇒ a2 = − = −1,
2
2a2 + 3a1 1
n=1 =⇒ a3 = − = ,
6 3
3a3 + 4a2 1
n=2 =⇒ a4 = − = ,
12 4

7
Therefore, the first few terms in the series for y(x)are

x3 x4
y(x) = 1 − x2 + + + ···
3 4
Soon we will see a result ensuring that the series representation we have
derived is convergent.

8
 Lecture XXVII-XXVIII

Abstract
We introduce Fuchs theorem which plays a fundamental role for the
existence of a power series analytic solution around a regular point in
the context of linear second order differential equations. Moreover, we
study some properties of series solutions of the Legendre equation in
the interval |x| < 1, construct the Legendre polynomials, and discover
that they are orthogonal.

Given any second order linear differential equation with non-constant

coefficients, there exists a general solution, in terms of series, about any
ordinary point x = x0 . This is what the following theorem says.

Fuchs1 theorem
Let x0 be an ordinary point for the equation
d2 y dy
2
+ p(x) + q(x)y = 0. (1)
dx dx
Then,
1. this equation has two analytic and linearly independent solutions of the
form ∞ ∞
X X
n
y1 (x) = an (x − x0 ) , y2 (x) = bn (x − x0 )n ,
n=0 n=0

2. the general solution of (1) can be written as

y(x) = c1 y1 (x) + c2 y2 (x)

where c1 and c2 are some arbitrary constants,

3. the radius of convergence of the power series solutions is at least as
large as the distance from x0 to the nearest singular point of equation
(1).

Example 1 Use Fuchs theorem to determine the minimum radius of con-

vergence of a series solution around x = 2 for the Legendre equation
d2 y dy
(1 − x2 ) − 2x + α(α + 1)y = 0 (2)
dx2 dx
1
Lazarus Immanuel Fuchs (1833-1902) was a German mathematician.

1
and the Bessel equation
d2 y dy
x2 2
+ x + (x2 − ν 2 )y = 0, (3)
dx dx
respectively. Let us bring (2) and (3) in their standard form

d2 y 2x dy α(α + 1) d2 y 1 dy x2 − ν 2
2
− + y = 0, + + y = 0.
dx 1 − x2 dx 1 − x2 dx2 x dx x2
We see that the Legendre equation has singular points at ±1, whereas the
Bessel equation has one singular point at zero. For the Legendre equation the
distance of the point 2 to the nearest singular point +1 is clearly one and for
the Bessel equation the distance of the point 2 from the singularity at x = 0
is two. Hence, we conclude that the minimum radius of convergence will be

ρLegendre = 1, ρBessel = 2.

In the next example, we solve an equation of the type (1) and verify that
as stated in Fuchs theorem the general solution can be written as a linear
combination of two linearly independent solutions. We will realize that these
linearly independent solutions may either be elementary functions such as
sines, cosines, exponentials, etc. or may be given by a series that cannot
be written as a combination of elementary functions. In the latter case we
say that the series define a special function. Famous examples of special
functions are Legendre and Bessel functions.

Example 2 Find the general solution of the differential equation

d2 y dy
2 2
+ x + y = 0. (4)
dx dx
It can be put into its standard form by dividing by 2 and it is clear that
any value of x is an ordinary point since p(x) = x/2 and q(x) = 1/2 are
everywhere analytic. According to Fuchs theorem there exists power series
solutions around x = 0 which converges for every x. Let
∞
X
y(x) = an x n
n=0

be such a solution. Then, substituting it into (4) we have

∞
X ∞
X ∞
X
n−2 n−1
2 n(n − 1)an x +x nan x + an xn = 0.
n=0 n=0 n=0

2
Shifting the index in the first sum and multiplying the second series by x we
obtain
∞
X ∞
X ∞
X
n n
2 (n + 2)(n + 1)an+2 x + nan x + an xn = 0.
n=0 n=0 n=0

The recurrence relation will be

2(n + 2)an+2 + an = 0

after simplification of a common factor n + 1. Hence, we have

an
an+2 = − .
2(n + 2)
Since no initial condition has been specified, the coefficients a0 and a1 will be
arbitrary constants. Then, solving successively for a2 , a3 and so on in terms
of a0 and a1 we find
a0 a1 a2 a0
a2 = − , a3 = − , a4 = − =+ 2 ,···
2·2 2·3 2·4 2 ·2·4
and therefore
a0 2 a1 3 a0 a1 a0
y(x) = a0 +a1 x− x − x + 2 x4 + 2 x5 − 3 x6 +· · ·
2·2 2·3 2 ·2·4 2 ·3·5 2 ·2·4·6
x2 x4 x6
 
= a0 1 − + − + ··· +
2 · 2 22 · 2 · 4 23 · 2 · 4 · 6
x3 x5 x7
 
a1 x − + − + ··· .
2 · 3 22 · 3 · 5 23 · 3 · 5 · 7
Thus, the general solution can be written as the linear combination

y(x) = a0 y1 (x) + a1 y2 (x)

where y1 and y2 are two series solutions referred to in Fuchs theorem, that is
x2 x4 x6 x2n
y1 (x) = 1 − + 2 − 3 + ··· + n + ··· ,
2·2 2 ·2·4 2 ·2·4·6 2 · 2 · 4 · 6 · · · · · 2n
x3 x5 x7 x2n+1
y2 (x) = x − + 2 − 3 + ··· + n + ··· .
2·3 2 ·3·5 2 ·3·5·7 2 · 2 · 4 · 6 · · · · · (2n + 1)
By doing some algebra, the function y1 can be written as an exponential
function. To this purpose notice that the n-th term has denominator

2n · 2 · 4 · 6 · · · · · 2n = 2n · 2 · (1) · 2 · (2) · 2 · (3) · · · · · 2 · (n) = 2n · 2n · n! = 22n · n!

3
and therefore
∞ ∞
X (−)n x2n X (−)n  x 2n 2
y(x) = 2n
= = e−x /4 .
n=0
2 · n! n=0
n! 2

Similarly, the second series can be simplified by noting that

1 · 2 · 3 · 4 · · · · · 2n · (2n + 1)
2n · 2 · 4 · 6 · · · · · (2n + 1) = ,
2 · 4 · 6 · · · · · 2n
(2n + 1)!
= ,
2 · (1) · 2 · (2) · 2 · (3) · · · · · 2 · (n)
(2n + 1)!
= .
2n n!
Thus,
∞ ∞
X
n2n n! 1 X (−)n n!
y2 (x) = (−) x2n+1 · n = x2n+1
n=0
(2n + 1)! 2 n=0
(2n + 1)!

but this series cannot be written in terms of elementary functions. However,

Fuchs theorem tells us that it does converge for all x. This can also be checked
by the ratio test as follows
 (−)n+1 (n + 1)! 2(n+1)+1 (2n + 1)!
 
1 
lim  x · · =
n→∞  (2(n + 1) + 1)! (−)n n! x2n+1 
 
2
 (n + 1)! (2n + 1)! 
x lim   · =
n→∞ (2(n + 1) + 1)! n!
 
2
 (n + 1)n! (2n + 1)! 
x lim   · =
n→∞ (2n + 3)(2n + 2)(2n + 1)! n!
n+1
x2 lim = 0 · x2 .
n→∞ (2n + 3)(2n + 2)
Hence, L = 0 and as expected the series converges everywhere. Actually, the
last series represents a special function called the error complex function
and denoted by erf(ix/2).

The Legendre equation

In the first example we found that x = 0 is an ordinary point for the Legendre
equation
2
2 d y dy
(1 − x ) 2 − 2x + α(α + 1)y = 0
dx dx

4
and that the distance from the origin to the nearest singular point is one.
Hence, the radius of convergence of series solutions about x = 0 is at least
one. In the following considerations we can assume without loss of generality
that α > −1 because for α ≤ −1, then the substitution α = −(1 + γ) with
γ ≥ 0 would leave the Legendre equation invariant, that is
d2 y dy
(1 − x2 ) 2
− 2x + γ(γ + 1)y = 0.
dx dx
Substitution of ∞
X
y(x) = an x n
n=0
into the Legendre equation gives
∞
X ∞
X ∞
X
2 n−2 n−1
(1 − x ) n(n − 1)an x − 2x nan x + α(α + 1) an xn = 0.
n=0 n=0 n=0

Rearranging the first and second term we obtain

∞
X ∞
X ∞
X ∞
X
n−2 n n
n(n − 1)an x − n(n − 1)an x − 2 nan x + α(α + 1) an xn = 0.
n=0 n=0 n=0 n=0

Shifting the index in the first term we get

∞
X ∞
X ∞
X ∞
X
n n n
(n+2)(n+1)an+2 x − n(n−1)an x −2 nan x +α(α+1) an xn = 0.
n=0 n=0 n=0 n=0

Collecting xn we find
∞
X
{(n + 2)(n + 1)an+2 + [−n(n − 1) − 2n + α(α + 1)] an }xn = 0,
n=0

which simplifies as follows

∞
X
{(n + 2)(n + 1)an+2 + [α(α + 1) − n(n + 1)] an }xn = 0.
n=0

Hence, the recurrence relation for the coefficients an is

(n + 2)(n + 1)an+2 + [α(α + 1) − n(n + 1)] an = 0.
Thus,
n(n + 1) − α(α + 1) (α + n + 1)(α − n)
an+2 = an = − an .
(n + 1)(n + 2) (n + 1)(n + 2)

5
Notice that the even coefficients are given by
α(α + 1)
a2 = − a0 ,
1·2
(α − 2)(α + 3) [(α − 2)α][(α + 1)(α + 3)]
a4 = − a2 = (−)2 a0 ,
3·4 1·2·3·4
(α − 4)(α + 5) [(α − 4)(α − 2)α][(α + 1)(α + 3)(α + 5)]
a6 = − a4 = (−)3 a0 ,
5·6 1·2·3·4·5·6
·
·
·
[(α − 2n + 2) · · · (α − 2)α][(α + 1)(α + 3) · · · (α + 2n − 1)]
a2n = (−)n a0 ,
(2n)!
whereas the odd ones are
(α + 2)(α − 1)
a3 = − a1 ,
1·2·3
(α + 4)(α − 3) [(α + 4)(α + 2)][(α − 1)(α − 3)]
a5 = − a3 = (−)2 a1 ,
4·5 1·2·3·4·5
·
·
·
[(α + 2n) · · · (α + 4)(α + 2)][(α − 1)(α − 3) · · · (α − 2n + 1)]
a2n+1 = (−)n a1 .
(2n + 1)!
If we rewrite the series for y(x) as

y(x) = (a0 +a2 x2 +a4 x4 +· · ·+a2n x2n +· · · )+(a1 +a3 x3 +a5 x5 +· · ·+a2n+1 x2n+1 +· · · )

and take into account that the even and odd terms contain a common factor
a0 and a1 , respectively, we find that for |x| < 1 the general solution y(x) can
be expressed as a linear combination

y(x) = a0 y1 (x) + a1 (x)y2 (x)

with y1 and y2 representing two linearly independent solutions given by

∞
X
y1 (x) = 1 + (−)n An (α)x2n
n=1

with
[(α − 2n + 2) · · · (α − 2)α][(α + 1)(α + 3) · · · (α + 2n − 1)]
An (α) =
(2n)!

6
and ∞
X
y2 (x) = x + (−)n Bn (α)x2n+1
n=1

with
[(α + 2n) · · · (α + 4)(α + 2)][(α − 1)(α − 3) · · · (α − 2n + 1)]
Bn (α) = .
(2n + 1)!

If we consider the first few terms in the above series, we find

α(α + 1) 2 α(α − 2)(α + 1)(α + 3) 4

y1 (x) = 1 − x + x−
3! 4!
α(α − 2)(α − 4)(α + 1)(α + 3)(α + 5) 6
x + ···
6!
and
(α − 1)(α + 2) 3 (α − 1)(α − 3)(α + 2)(α + 4) 5
y2 (x) = x − x + x−
3! 5!
(α − 1)(α − 3)(α − 5)(α + 2)(α + 4)(α + 6) 7
x + ···
7!
Notice that

1. If α = 0, the solution y1 (x) reduces to a constant function

p0 (x) = 1.

2. If α = 1, the solution y2 (x) reduces to the polynomial function

p1 (x) = x.

3. If α = 2, y1 (x) becomes the polynomial

p2 (x) = 1 − 3x2 .

Similarly, for α = 3, 4, 5 the fundamental solutions reduce to the polynomials

5 35 4 14 3 21 5
p3 (x) = x − x3 , p4 (x) = 1 − 10x2 + x, p5 (x) = x − x + x.
3 3 3 5
We discovered the following property

7
If α is zero or a positive even integer 2n, the series solution y1 reduces to a
polynomial of degree 2n containing only even powers of x. If α is a positive
odd integer 2n + 1, the series solution y2 reduces to a polynomial of degree
2n + 1 containing only odd powers of x.
Definition 1 The Legendre polynomials Pn (x) are defined as the poly-
nomial solutions of the Legendre equation with α = n such that

Pn (1) = 1.

According to the definition above the Legendre polynomials are related to

the polynomials p1 (x), p2 (x), and so on as follows
pn (x)
Pn (x) = .
pn (1)
Notice that in this way the condition Pn (1) is automatically satisfied. It is
not difficult to check that the first five Legendre polynomials are

P0 (x) = 1,
P1 (x) = x,
1
3x2 − 1 ,


P2 (x) =
2
1
5x3 − 3x ,


P3 (x) =
2
1
35x4 − 30x2 + 3 ,


P4 (x) =
8
1
63x5 − 70x3 + 15x .


P5 (x) =
8
Notice that

P0 (−1) = 1, P1 (−1) = −1, P2 (−1) = 1, P3 (−1) = −1, P4 (−1) = 1, · · ·

This pattern suggests the following formula

Pn (−1) = (−)n .

A useful formula for the computation of the Legendre polynomials is the

so-called Rodrigues2 formula
1 dn 2
Pn (x) = n n
(x − 1)n for all n ∈ N.
2 n! dx
2
Benjamin Olinde Rodrigues (1795-1851) was a French banker, mathematician and
social reformer.

8
Another important property of the Legendre polynomials is known as the
orthogonality property, that is
Z 1
dx Pn (x)Pm (x) = 0 if n 6= m. (5)
−1
To see this we can rewrite the Legendre equation as
 
d 2 dy
(1 − x ) = −α(α + 1)y.
dx dx
Then, taking two Legendre polynomials Pn and Pm with n 6= m they will
satisfy the equations
 
d 2 dPn
(1 − x ) = −n(n + 1)Pn ,
dx dx
 
d 2 dPm
(1 − x ) = −m(m + 1)Pm .
dx dx
Multiplying the first equation by Pm and the second by Pn we obtain
 
d 2 dPn
Pm (1 − x ) = −n(n + 1)Pn Pm ,
dx dx
 
d 2 dPm
Pn (1 − x ) = −m(m + 1)Pn Pm .
dx dx
Integrating by parts both expressions we find
Z 1 Z 1  
d 2 dPn
−n(n + 1) dx Pn Pm = dx Pm (1 − x ) =
−1 −1 dx dx
1 Z 1
2 dPn  dPm dPn
(1 − x2 )

Pm (1 − x ) − dx .
dx −1

−1 dx dx
Since the first term vanishes at ±1, we end up with
Z 1 Z 1
dPm dPn
n(n + 1) dx Pn Pm = dx (1 − x2 ) . (6)
−1 −1 dx dx
Analogously we find that
Z 1 1
dPm dPn
Z
m(m + 1) dx Pn Pm = dx (1 − x2 ) . (7)
−1 −1 dx dx
Then, subtracting equation (7) to (6) we obtain
Z 1
[n(n + 1) − m(m + 1)] dx Pn Pm = 0.
−1

Since n 6= m we can divide the above expression by n(n + 1) − m(m + 1) and

get (5).

9
 Lecture XXIX-XXXI

Abstract
We present the method of Frobenius1 which allows to study power
00 0
series solutions of equations of the form y + p(x)y + q(x)y = 0 at a
point x = x0 where either p or q or both are not analytic.

The main goal of this lecture consists in presenting a method that permits
to study the differential equation

d2 y dy
2
+ p(x) + q(x)y = 0 (1)
dx dx
around a point x = x0 where either p(x) or q(x) or both are not analytic.

Definition 1 A point x = x0 is a regular singular point for the equation

(1) if both limits

lim (x − x0 )p(x) = p0 , lim (x − x0 )2 q(x) = q0 (2)

x→x0 x→x0

exist. If one or both of these limits is undefined we say that x = x0 is an

irregular singular point for equation (1).

The method of Frobenius

The method of Frobenius is a powerful method to find power solutions for the
differential equation (1) around a regular singular point x0 , that is whenever
the functions (x−x0 )p(x) and (x−x0 )2 q(x) are both analytic at x0 . Without
loss of generality we will assume that the regular singular point x0 has been
moved to x = 0 by a suitable translation of the independent variable. The
fact that the functions xp(x) and x2 q(x) are both analytic at x = 0 implies
that there exist Taylor series such that
∞
X ∞
X
n 2
xp(x) = pn x , x q(x) = qn x n .
n=0 n=0

Hence, if x = 0 is a regular singular point p(x) and q(x) have the represen-
tation ∞ ∞
1X n 1 X
p(x) = pn x , q(x) = 2 qn x n . (3)
x n=0 x n=0
1
Ferdinand Georg Frobenius (1849-1917) was a German mathematician.

1
If we multiply equation (1) by x2 we get the equation
 2  2
2 dy dy 2d y dy
0=x 2
+ p(x) + q(x)y = x 2
+x[xp(x)] +[x2 q(x)]y = 0. (4)
dx dx dx dx
We seek a solution of equation (1) for x > 0 and we assume that it has the
form ∞ ∞
X X
r n
y1 (x) = x an x = an xr+n ,
n=0 n=0
where r can be a real or complex number. Then,
∞ ∞
dy1 X d2 y1 X
= (r + n)an xr+n−1 , = (r + n)(r + n − 1)an xr+n−2 (5)
dx n=0
dx2 n=0

and substituting into (4) we find

∞
" ∞
#" ∞
#
X X X
2 r+n−2 n r+n−1
x (r + n)(r + n − 1)an x +x pn x (r + n)an x +
n=0 n=0 n=0
" ∞
#" ∞
#
X X
qn x n an xr+n = 0.
n=0 n=0

Multiplying the first term by x2 and the second by x we have

∞
"∞ #" ∞ #
X X X
(r + n)(r + n − 1)an xr+n + pn xn (r + n)an xr+n +
n=0 n=0 n=0
" ∞
#" ∞
#
X X
qn x n an xr+n = 0.
n=0 n=0
r
Factorizing the term x outside the summation symbol and multiplying to-
gether the series in the last two terms we get
∞
X ∞
X ∞
X
r n r n r
x (r + n)(r + n − 1)an x + x cn x + x dn xn = 0,
n=0 n=0 n=0

where n n
X X
cn = pn an−k (r + n − k), dn = qk an−k . (6)
k=0 n=0
n
Finally, collecting x we have
∞
X
r
x [(r + n)(r + n − 1)an + cn + dn ] xn = 0.
n=0

2
Making use of (6) we derive the recurrence relation
n
X
(r + n)(r + n − 1)an + [pk (r + n − k) + qk ] an−k = 0. (7)
k=0

Notice that for n = 0 we have

a0 r(r − 1) + a0 p0 r + a0 q0 = 0,

that is
a0 [r(r − 1) + p0 r + q0 ] = 0.
Since in general a0 6= 0 it must be

r(r − 1) + p0 r + q0 = 0. (8)

The above equation is called the indicial equation. Let r1 and r2 with
r1 ≥ r2 in the case they are real (if complex one will be the complex conjugate
of the other) be the roots of the indicial equation. We can expect to find
solutions of equation (1) around the regular singular point x = 0 having the
form ∞
X
r
y(x) = x an x n
n=0

only for those values of r satisfying the indicial equation. The roots r1
and r2 are called the exponents at the singularity. They determine the
qualitative nature of the solution in the neighborhood of a regular singular
point. In virtue of the indicial equation (8) the recurrence relation becomes
n
X
(ri + n)(ri + n − 1)an + [pk (ri + n − k) + qk ] an−k = 0, (9)
k=0

where ri with i = 1, 2 denotes one of the roots of the indicial equation.

Summarizing, we have the following results

1. If r1 6= r2 with r1 − r2 not a positive integer we have two fundamental

solutions
∞
X
r1
y1 (x) = x an x n ,
n=0
X∞
y2 (x) = xr2 bn xn ,
n=0

3
 where the coefficients an and bn can be computed from the recurrence
relations
n
X
(r1 + n)(r1 + n − 1)an + [pk (r1 + n − k) + qk ] an−k = 0,
k=0
Xn
(r2 + n)(r2 + n − 1)bn + [pk (r2 + n − k) + qk ] bn−k = 0.
k=0

2. If r1 = r2 the fundamental solutions are

∞
X
r1
y1 (x) = x an x n ,
n=0
∞
X
r1
y2 (x) = y1 (x) ln x + x bn x n .
n=0

3. If r1 − r2 = N with N a positive integer, we have

∞
X
r1
y1 (x) = x an x n ,
n=0
∞
X
r2
y2 (x) = Cy1 (x) ln x + x dn xn , d0 6= 0.
n=0

The coefficients bn , dn and the constant C can be determined by sub-

stituting y2 in the original equation. The constant C may or may not
equal zero.
The following two examples illustrate the method of Frobenius.
Example 1 Find a power series solution for the Bessel equation of order
ν = 1/2
2
 
2d y dy 2 1
x +x + x − y = 0.
dx2 dx 4
In the standard form the equation becomes
d2 y 1 dy x2 − 1/4
+ + y=0
dx2 x dx x2
with
1 x2 − 1/4
p(x) = , q(x) = .
x x2
4
The point x = 0 is a singular point. Calculating the limits
1
p0 = lim xp(x) = lim x · = 1,
x→0 x→0 x
2
 
2 2 x − 1/4 2 1 1
q0 = lim x q(x) = lim x · 2
= lim x − =−
x→0 x→0 x x→0 4 4

it can be seen that x = 0 is a regular singular point. Since p0 = 1 and

q0 = −1/4 the indicial equation reads
1
r(r − 1) + r − = 0,
4
that is
1
r2 − = 0.
4
Solving this quadratic equation we obtain two unequal roots
1
r=± .
2
Let r1 = 1/2 and r2 = −1/2. Since r1 − r2 is a positive integer the method
of Frobenius tells us that the original equation has two linearly independent
solutions around x = 0 given by
∞
√ X
y1 (x) = x an x n ,
n=0
∞
1 X
y2 (x) = Cy1 (x) ln x + √ bn x n ,
x n=0

where the coefficients an and bn are given through the recurrence relations
   n    
1 1 X 1
n+ n− an + pk + n − k + qk an−k = 0,
2 2 k=0
2
   n    
1 3 X 1
n− n− bn + pk n − k − + qk bn−k = 0.
2 2 k=0
2

Example 2 Find a power series solution for the equation

d2 y dy
x2 − x + (1 − x)y = 0
dx2 dx

5
around x = 0. We put the above equation in standard form

d2 y 1 dy 1 − x
2
− + y = 0.
dx x dx x2
We recognize that x = 0 is a singular point. Since both limits

lim xp(x) = −1, lim x2 q(x) = 1

x→0 x→0

exist, we conclude that x = 0 is a regular singular point. The indicial equation

reads
r(r − 1) − r + 1 = 0,
that is
r2 − 2r + 1 = 0
which has a double root at r = 1. According to the method of Frobenius the
original equation has two linearly independent solutions given by
∞
X
y1 (x) = x an x n ,
n=0
∞
X
y2 (x) = y1 (x) ln x + x bn x n .
n=0

We want to find the coefficients an . To this purpose it is convenient to rewrite

y1 as
∞
X
y1 (x) = an xn+1 .
n=0

Then,
∞ ∞
dy1 X d2 y1 X
= (n + 1)an xn , 2
= n(n + 1)an xn−1
dx n=0
dx n=0

and substituting into the original differential equation we have

∞
X ∞
X ∞
X
2 n−1 n
x n(n + 1)an x −x (n + 1)an x + (1 − x) an xn+1 = 0.
n=0 n=0 n=0

The above equation can be rewritten as

∞
X ∞
X ∞
X ∞
X
n+1 n+1 n+1
n(n + 1)an x − (n + 1)an x + an x − an xn+2 = 0,
n=0 n=0 n=0 n=0

6
which simplifies to
∞
X ∞
X
n2 an xn+1 − an xn+2 = 0. (10)
n=0 n=0

In the final sum let m + 1 = n + 2 so that m = n + 1 and n = m − 1. Then,

∞
X ∞
X ∞
X
n+2 m+1
an x = am−1 x = an−1 xn+1 .
n=0 m=1 n=1

Thus, (10) becomes

∞
X ∞
X
2 n+1
n an x − an−1 xn+1 = 0
n=0 n=1

and since the first term in the first series is zero, we can write
∞
X
(n2 an − an−1 )xn+1 = 0,
n=0

which gives the recurrence relation

n2 an − an−1 = 0, n ≥ 1.

Hence, we have
an−1
an =
n2
with a0 arbitrary. Computing successive coefficients we see that
a0 a1 a0 a0
a1 = , a2 = = , ··· , an = .
12 22 12 · 22 (n!)2

Therefore, y1 is
∞
X xn+1
y1 (x) = a0 2
.
n=0
(n!)
This series does not represent an elementary function. If MAPLE would
be used to solve the original differential equations, it would display a linear
combination of Bessel functions. These will be introduced in the next lecture.

The last topic we are going to treat is the study of the so-called point at
infinity, that is roughly speaking x = ∞. This issue is very important in
connection with the search for asymptotic solutions of a given linear second

7
order differential equation. To study the nature of this point it is useful to
make the following clever change of variable
1
x= (11)
t
since it send x = ∞ to the finite point x = 0 for which we already have
at disposal a classification scheme. In order to understand how to deal we
the point at infinity we shall take as an example the Legendre and Bessel
equations.

1. Consider the Legendre equation

2d2 y dy
(1 − x ) 2 − 2x + α(α + 1)y = 0.
dx dx
According to the transformation (11) and applying the chain rule we
find
dy dy dt dy
= = −t2 ,
dx dt dx
  dt
d2 y
   
d dy 2 d 2 dy 2 d 2 dy
= = −t −t =t t .
dx2 dx dx dt dt dt dt

With respect to the new independent variable t the Legendre equation

reads
t2 − 1 2 d
 
2 dy 2 dy
2
·t t − · (−t2 ) + α(α + 1)y = 0.
t dt dt t dt

Computing the derivatives in the first term and making some obvious
simplifications we have
2
 
2 dy 2d y dy
(t − 1) 2t + t 2 + 2t + α(α + 1)y = 0.
dt dt dt

Finally, we obtain

d2 y dy
t2 (t2 − 1) 2
+ 2t3 + α(α + 1)y = 0
dt dt
and its standard form is
d2 y 2t dy α(α + 1)
2
+ 2 + 2 2 y = 0.
dt t − 1 dt t (t − 1)

8
 Since both limits
2t
p0 = lim tp(t) = lim t · = 0,
t→0 t→0 t2
−1
α(α + 1)
q0 = lim t2 q(t) = lim t2 · 2 2 = −α(α + 1)
t→0 t→0 t (t − 1)
exist, we conclude that t = 0 is a regular singular point and therefore
the point at infinity of the Legendre equation is a regular singular point.
2. Consider the Bessel equation
d2 y dy
x2 2
+ x + (x2 − ν 2 )y = 0.
dx dx
According to the transformation (11) and applying the chain rule we
find
d2 y
 
dy 2 dy 2 d 2 dy
= −t , =t t .
dx dt dx2 dt dt
With respect to the new independent variable t the Legendre equation
reads
   
1 2d 2 dy 1 2 dy 1 2
·t t + · (−t ) + 2 − ν y = 0.
t2 dt dt t dt t
Computing the derivatives in the first term and making some obvious
simplifications we have
2
2d y dy 1 − ν 2 t2
t 2 +t + y=0
dt dt t2
and its standard form is
d2 y 1 dy 1 − ν 2 t2
+ + y = 0.
dt2 t dt t4
Even though the limit for tp(t) as t goes to zero exists
1
p0 = lim tp(t) = lim t · = 1,
t→0 t→0 t
we find that
1 − ν 2 t2 1 − ν 2 t2
q0 = lim t2 q(t) = lim t2 · = lim = +∞
t→0 t→0 t4 t→0 t2
diverges. Hence, we conclude that t = 0 is an irregular singular point
and therefore the point at infinity of the Bessel equation is an irregular
singular point.

9
Practice problems
1. For each equation below determine whether x = 0 is an ordinary point,
a regular singular point or an irregular singular point
d2 y dy
(a) x2 + x + 2y = 0,
dx2 dx
d2 y dy
(b) x2 (x + 1) 2 + + y = 0,
dx dx
d2 y dy
(c) (x + 1) 2 + x + 4y = 0.
dx dx
2. A Cauchy-Euler differential equation is a second order differential
equation of the form

d2 y dy
ax2 2
+ bx + cy = 0,
dx dx
where a, b, c are arbitrary constants. For each Cauchy-Euler equation
below, find the general solution. Also find the solution of the initial
0
value problem with y(1) = 1 and y (1) = 0. Sketch a graph of y(x) for
0 < x ≤ 2.
d2 y dy
(a) x2 2
+ 6x + 6y = 0,
dx dx
2
dy
(b) 4x2 2 + y = 0,
dx
d2 y dy
(c) x2 2 − x + 17y = 0.
dx dx
3. Show that the points x = −1 and x = +1 are regular singular points
for the Legendre equation of order α

d2 y dy
(1 − x2 ) − 2x + α(α + 1)y = 0. (12)
dx2 dx

4. In the previous problem you convinced yourself that the Legendre equa-
tion of order α (12) has two regular singular points at x = ±1. Deter-
mine the indicial equation and its roots for the point x = 1. Find a
series solution in powers of x − 1 for x − 1 > 0.
Hint: Write 1 + x as 2 + (x − 1) and x as 1 + (x − 1). Alternatively,
you can make the change of variable x − 1 = t and determine a series
solution on powers of t.

10