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Power Series Method Chapter 5

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Power Series Method Chapter 5
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( )
( )
( )
( ) ( ) ( )
0 0
0
2
0 1 0 2 0 0
0
Differntial equation ,
Initial condition
has solution in form of a prowers seris in Powers of -
that is valid in some interval ab
n
n
n
dy
f x y
dx
y x y
x x
y c c x x c x x c x x

=
=
=
= + + + =

0
0 1 2
out the point .
Here we are required to find the coefficients c ,c ,c ....
x x =
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Power Series Method Chapter 5
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Note.1. Power series about x = 0 is

=
= + + + + =
0
3
3
2
2 1 0
n
n
n
x c x c x c x c c y
Note.2. Derivatives of Power series

( )

= + + + =
= + + + + =
2
2 2
4 3 2
2
2
1
1 3
4
2
3 2 1
1 3 . 4 . 2 . 3 . 1 . 2
4 3 2
n
n
n
n
n
n
x c n n x c x c c
dx
y d
x nc x c x c x c c
dx
dy

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Power Series Method Chapter 5
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Note.3. Important Power series (Maclaurin series)

( )
( )
( )
n 0
2 1
0
2
0
1
0
0
!
1 0
2 1!
1 0
2
1
-1
n
n
n
n
x
n o
n
n
n
n
n
x
x
x
x
x
n
x
x
n!
x x
x
n

=
+

=
+

=
= <
= <
+
= <
= =
=

1 1
1
x < <
+
( )
( )
2 3 4
3 5 7
2 4
1
2 3
2 3 4
1
2! 3! 4!
sin
3! 5! 7 !
cos 1
2! 4!
1 1
ln 1
2 3 4
x
x x x
e x
x x x
x x
x x
x
x x x x
x x x
x x

= + + + + +
= + +
= + +
= + + + +
+ = + +
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Power Series Method Chapter 5
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( ) ( ) 0 ) (
0 1 2
= +
'
+
' '
y x a y x a y x a
( ) ( ) ( )
( ) ( ) ( )
0 2 0 2 1
0 2 0 2 1
is ordinary point if a 0, are analytic
is singular point if a 0, is not analytic
x x a x and a x
x x a x or a x
=
=
1.Ordinary and Singular points
For the linear-second order differential equation


Example: Find singular and ordinary points, if any, in the differential equation

( )
2
2
x -1 2 6 0.
1 0, 1 and 1 are singular points
All other finite values of are ordinary points.
y y y
x x x
x
'' '
+ + =
= = =
Note: Solution of the differential equation can be obtained in term of
power series about the ordinary point.
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Example: Solve the differential equation

0 2 = +
'
xy y
.
Solution: A series solution of the differential equation about x = 0
as differential equation is analytic about x = 0.
by Power series method
2 3
0 1 2 3
0
2 1
1 2 3
1

2 3
n
n
n
n
n
n
y c c x c x c x c x
y c c x c x nc x

=
= + + + + =
'
= + + + =

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Power Series Method Chapter 5
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1 1
1 0
1 1
0 1
substituting these in the differential equation
2 0
1 1
1

( 1) 2 0
1
n n
n n
n n
m m
m m
m m
nc x c
n m n
x
m c x c
m
n m n
x
m

+
= =

+
= =
= + =
=
+ =
+
+
+
=
=


Powers of x are same
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Power Series Method Chapter 5
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( )
( )
1 1 1
1 1
1 1 1
1
1

To make summation same, take out m 0 from first term.
c 1 2 0,
now summation is also same
c [ 1 2 ] 0
0 and



m

m m
m m
m m
m
m m
m
m c x c x
m c c x
c

+
= =

+
=
=
+ + + =
(
+ + + =

=

( )
1 1
m 1 1
1 2 0, 1, 2, 3,
2
or c
1
1, 2, 3,.... is called Recurrence Relation
m m
m
c c m
c
m
m
+
+
+ + = =
=
+
=
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Power Series Method Chapter 5
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( )
( )
2 0 0
3 1
2
4 2 0 0
5 3
3
6 4 0
2
1 c
2
2
2 c 0
3
2 1 1
3 c 1 .
4 2 2!
2
4 c 0
5
2 1 1
5 c 1 .
6 3 2!
m c c
m c
m c c c
m c
m c c
= = =
= = =
= = = =
= = =
= = = =
0
1
3!
c
m 1 1
2
c 1, 2, 3,....
1
m
c m
m
+
= =
+
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Power Series Method Chapter 5
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( ) ( ) ( )
2 3 4 5
0 1 2 3 4 5
2 4 6
0 0 0 0
2 3 4
2 2 2
2
0
4 6
2
0

1 1

Substituting these values in e

2! 3!

1
2! 3! 4!

quatio

n 1.
1
2! 3!

y c c x c x c x c x c x
y c c x c x c x
x x x
c
x x
y
x
c x
= + + + + + +
= + +
(
(
= + + +
(

(
= + +
(

( )
2
2
0
0
0
1

!

n
n
x
x
x
c
n
y c e

=
=

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Power Series Method Chapter 5
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Power Series Method Chapter 5
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y y
' '
and
( ) 0 1
0
2
2
2
= +


=

n
n
n
n
n
n
x c x c n n
Substituting for in the differential equation, we obtained


( )( )
( )( )
m 2 m
m 2 m
m 0 m 0
2 m
m 2 m
m 0
Let 2
2
m 2 m 1 c x c x 0
m 2 m 1 c c x 0
m n
n m

+
= =

+
=
=
= +
+ + + =
(
+ + + =

( )( )
( )( )
2
2
2
m 2
Then, the Recurrence relation is
2 1 0 for m 0,1,2,3,
c , 0,1, 2, 3,
2 1
m m
m
m m c c
c m
m m

+
+
+ + + = =

= =
+ +
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Power Series Method Chapter 5
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( )( )
2
m 2
2 2
2 0 0
2 2
3 1 1
2 4 4
4 2 0 0
2 4
5 3
c , 0,1, 2, 3,
2 1
-
m 0 c c c
2.1 2!
-
m 1 c c c
3.2 3!
m 2 c c c c
4.3 4.3.2.1 4!
m 3 c c
5.4 5.4.3.2.1
m
c m
m m

+

= =
+ +

= = =

= = =

= = = + =

= = = +
4
5 1
c c
5!

=
2 3 4 5
0 1 2 3 4 5
2 2 4 4
2 3 4 5
0 1 0 1 0 1
....
- - ...
2! 3! 4! 5!
y c c x c x c x c x c x
c c x c x c x c x c x

= + + + + + + +
= + + + +
[3/4]
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Power Series Method Chapter 5
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( )
2 4 6
2 4 5
0
2 4 6
3 5 7
1
1
0 0 2

1
2! 4! 6!
c
3! 5! 7!
y cos sin cos sin

y c x x x
x x x x
c
c x x c x c x

(
= + +
(

(
+ + +
(

= + = +

where

1
2
c
c =
.
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Power Series Method Chapter 5
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Example:3. Solve the differential equation
2
0 y x y
''
+ =
Solution:
Differential equation is analytic at x = 0 ,
we can consider a solution in the form of power series.
2 3
0 1 2 3
0
2 1
1 2 3
1
2 2
2 3
2
1
2 3
2 6 ( 1)
n
n
n
n
n
n
n
n
n
y c c x c x c x c x
y c c x c x nc x
y c c x n n c x

=
= + + + + =
'
= + + + =
''
= + + =

[1/4]
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Substituting in the differential equation, we obtained
( ) 0 1
0
2
2
2
= +


=

x
n
n
n
n
n
x c x x c n n
( )
2 2
2 0
1 0
n n
n n
n x
n n c x x c x

= =
+ =

( )
2 2
2 0
0 1
n n
n n
n n
n n c x c x

+
= =
+ =

Let n-2= m n+2 = m
m = n+2 m = n-2
Let n-2= m n+2 = m
n = m+2 n = m-2
( )( )
( )( )
( )( )
2 2
0 2
2 3 2 2
2
2 2
3 3
2 2
2 1 0
2 6 2 1 0
2 0, c 0.
6 0, c 0.
2 1 0 for m 2,3,4,
is the Recurrence relation.

m m
m m
m m
m
m m
m
m m
m m c x c x
c c x m m c c x
c
c
m m c c

+
= =

+
=
+
+ + + =
( + + + + + =

= =
= =
+ + + = =

( )( )
m 2 2
1
c
2 1
m
c
m m
+
=
+ +
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Power Series Method Chapter 5
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0 1
4 0
5 1
6 2
7 3
8 4 0
considering c and c as arbitray constants
1
m 2 c -
4.3
1
m 3 c -
5.4
1
m 4 c - 0
6.5
1
m 5 c - 0
7.6
1 1
m 6 c -
8.7 8.7.4.3
m 7
c
c
c
c
c c
= =
= =
= = =
= = =
= = =
=
9 5 1
1 1
c -
9.8 9.8.5.4
and so on
c c = =
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Power Series Method Chapter 5
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substituting values of Cs in series
2 3 4
0 1 2 3 4
4 5 8 9
0 1 0 1 0 1
4 8 5 9
0 1
4 8
1
5 9
2
y c
12 20 672 1440
1
12 672 20 1440
1
12 672

20 1440
c x c x c x c x
x x x x
y c c x c c c c
x x x x
y c c x
x x
y
x x
y x
= + + + + +
= + + +
( (
= + + + + +
( (

= + +
= + +
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Power Series Method Chapter 5
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