Series Solutions of Linear

Differential Equations
5.1 Solutions about Ordinary Point
Review of Power Series
Recall from that a power series in x a has the form



Such a series is said to be a power series centered at
a.
+ + + =

=
2
2 1 0
0
) ( ) ( ) ( a x c a x c c a x c
n
n
n
A Power Defines a Function
Suppose
then


Identity Property
If all c
n
= 0, then the series = 0.
1 2
0 0
' and " ( 1) (1)
n n
n n
n n
y c nx y c n n x


= =
= =

=
=
0 n
n
n
x c y
Analytic at a Point
A function f is analytic at a point a, if it can be
represented by a power series in x a with a positive
radius of convergence. For example:



(2)

+ + =
+ = + + + =
! 6 ! 4 ! 2
1 cos
! 5 ! 3
sin ,
! 2 ! 1
1
6 4 2
5 3 2
x x x
x
x x
x x
x x
e
x
Copyright Jones and Bartlett
Ch5_7
Arithmetic of Power Series
Power series can be combined through the operations
of addition, multiplication and division.

+ + =
+
|
.
|

\
|
+ +
|
.
|

\
|
+ +
|
.
|

\
|
+ + + =
|
.
|

\
|
+ |
.
|

\
|
+ + + + + =
30 3
24
1
12
1
120
1
6
1
6
1
2
1
6
1
) 1 ( ) 1 (
5040 120 6 24 6 2
1
sin
5 3
2
5 4 3 2
7 5 3 4 3 2
x x
x x
x x x x x
x x x
x
x x x
x
x e
x
Example 1 Adding Two Power Series
Write as one power series.
Solution:
Since




we let k = n 2 for the first series and k = n + 1 for the
second series,


=
+

=

+
0
1
2
2
) 1 (
n
n
n
n
n
n
x c x c n n
2 1 0 2 1
2
2 0 3 0
( 1) 2 ( 1)
n n n n
n n n n
n n n n
n n c x c x c x n n c x c x

+ +
= = = =
+ = + +

series starts with
x for n = 3

series starts with
x for n = 0

Example 1 (2)
then we can get the right-hand side as

(3)

We now obtain


(4)

=
+
+ + + +
1 1
1 2 2
) 1 )( 2 ( 2
k k
k
k
k
k
x c x c k k c

=
+

=
+
+ + + + =
+
1
1 2 2
2 0
1 2
] ) 1 )( 2 [( 2
) 1 (
k
k
k k
n n
n
n
n
n
x c c k k c
x c x c n n
same
same
Suppose the linear DE
(5)

is put into
(6)
A Solution
0 ) ( ) ( ) (
0 1 2
= +
'
+
' '
y x a y x a y x a
0 ) ( ) ( = +
'
+
' '
y x Q y x P y

A point x
0
is said to be an ordinary point of (5) if both
P(x) and Q(x) in (6) are analytic at x
0
. A point that is
not an ordinary point is said to be a singular point.
Definition 5.1.1 Ordinary and Singular Points
Since P(x) and Q(x) in (6) is a rational function,

P(x) = a
1
(x)/a
2
(x), Q(x) = a
0
(x)/a
2
(x)

It follows that x = x
0
is an ordinary point of (5) if
a
2
(x
0
) = 0.
Polynomial Coefficients

If x = x
0
is an ordinary point of (5), we can always find
two linearly independent solutions in the form of power
series centered at x
0
, that is,


A series solution converges at least of some interval
defined by |x x
0
| < R, where R is the distance from x
0

to the closest singular point.
Theorem 5.1.2 Existence of Power Series Solutions

=
=
0
0
) (
n
n
n
x x c y
Ch5_13
Example 2 Power Series Solutions
Solve
Solution:
We know there are no finite singular points.
Now, and

then the DE gives


(7)
0 " = +xy y

=
=
0 n
n
n
x c y

=

=
2
2
) 1 ( "
n
n
n
x c n n y

=
+

+ =
+ = +
' '
0
1
2
2
2 0
2
) 1 (
) 1 (
n
n
n
n
n
n
n n
n
n
n
n
x c x n n c
x c x x n n c xy y
Example 2 (2)
From the result given in (4),

(8)

Since (8) is identically zero, it is necessary all the
coefficients are zero, 2c
2
= 0, and

(9)
Now (9) is a recurrence relation, since
(k + 1)(k + 2) = 0, then from (9)

(10)

=
+
= + + + + = +
' '
1
1 2 2
0 ] ) 2 )( 1 [( 2
k
k
k k
x c c k k c xy y
, 3 , 2 , 1 , 0 ) 2 )( 1 (
1 2
= = + + +
+
k c c k k
k k
, 3 , 2 , 1 ,
) 2 )( 1 (
1
2
=
+ +
=

+
k
k k
c
c
k
k
Example 2 (3)
Thus we obtain
, 1 = k
3 2
0
3

c
c =
, 2 = k
4 3
1
4

c
c =
, 3 = k 0
5 4
2
5
= =

c
c
, 4 = k 0
3
6
6 5 3 2
1
6 5
c
c
c

= =
, 5 = k
1
4
7
7 6 4 3
1
7 6
c
c
c

= =
c
2
is zero









and so on.

Example 2 (4)
, 6 = k
0
8 7
5
8
= =

c
c
, 7 = k
0
6
9
9 8 6 5 3 2
1
9 8
c
c
c

= =
, 8 = k
1
7
10
10 9 7 6 4 3
1
10 9
c
c
c

= =
, 9 = k
0
11 10
8
11
= =

c
c
c
5
is zero
c
8
is zero
Copyright Jones and Bartlett
Ch5_17
Example 2 (5)
Then the power series solutions are

y = c
0
y
1
+ c
1
y
2


.... 0
7 6 4 3
6 5 3 2
0
4 3 3 2
0
7
1
6
0
4
1
3
0
1 0
+ + +
+ + + + =
x
c
x
c
x
c
x
c
x c c y
Copyright Jones and Bartlett
Ch5_18

=
+
+

+ =
+ + =
1
1 3
10 7 4
2
) 1 3 )( 3 ( 4 3
) 1 (
10 9 7 6 4 3
1
7 6 4 3
1
4 3
1
1 ) (
k
k
k
x
n n
x
x x x x y

Example 2 (6)

+ =
+ + =
1
3
9 6 3
1
) 3 )( 1 3 ( 3 2
) 1 (
1
9 8 6 5 3 2
1
6 5 3 2
1
3 2
1
1 ) (
k
k
k
x
n n
x x x x y

Example 3 Power Series Solution
Solve
Solution:
Since x
2
+ 1 = 0, then x = i, i are singular points. A
power series solution centered at 0 will converge at least
for |x| < 1. Using the power series form of y, y and y,
then

0 ' " ) 1 (
2
= + + y xy y x

=

+ + =
+ +
0 1 2
2
2
2 0 1
1 2 2
) 1 ( ) 1 (
) 1 ( ) 1 (
n
n
n
n
n
n
n
n
n
n
n
n
n n
n
n
n
n
n
n
n
x c x nc x c n n x c n n
x c x nc x x c n n x


n k
n
n
n
n k
n
n
n
n k
n
n
n
n k
n
n
n
x c x nc x c n n
x c n n x c x c x c x c x c
=

=
=

=
=

+ +
+ + + =
2 2
2
4
2
2
1 1 3
0
0
0
2
) 1 (
) 1 ( 6 2
Example 3 (2)

=
+

=
+
= + + + + + + =
+ + + + + + =
2
2 3 0 2
2
2 3 0 2
0 ] ) 1 )( 2 ( ) 1 )( 1 [( 6 2
] ) 1 )( 2 ( ) 1 ( [ 6 2
k
k
k k
k
k
k k k k
x c k k c k k x c c c
x c kc c k k c k k x c c c
Copyright Jones and Bartlett
Ch5_21
Example 3 (3)
From the above, we get 2c
2
c
0
= 0, 6c
3
= 0 , and


Thus c
2
= c
0
/2, c
3
= 0, c
k+2
= (1 k)c
k
/(k + 2)
Then
0 ) 1 )( 2 ( ) 1 )( 1 (
2
= + + + +
+ k k
c k k c k k
0
2
0 2 4
! 2 2
1
4 2
1
4
1
c c c c = = =

0
5
2
3 5
= = c c
0
3
0 4 6
! 3 2
3 1
6 4 2
3
6
3
c c c c


= = =
0
7
4
5 7
= = c c
c
3
is zero
c
5
is zero
Ch5_22
Example 3 (4)








and so on.
0
4
0 6 8
! 4 2
5 3 1
8 6 4 2
5 3
8
5
c c c c

= = =
0
9
6
7 9
= = c c
0
5
0 8 10
! 5 2
7 5 3 1
10 8 6 4 2
7 5 3
10
7
c c c c

= = =
c
7
is zero
Ch5_23
Example 3 (5)
Therefore,
) ( ) (
! 5 2
7 5 3 1
! 4 2
5 3 1
! 3 2
3 1
! 2 2
1
2
1
1
2 1 1 0
1
10
5
8
4
6
3
4
2
2
0
10
10
9
9
8
8
7
7
6
6
5
5
4
4
3
3
2
2 1 0
x y c x y c
x c x x x x x c
x c x c x c x c x c
x c x c x c x c x c c y
+ =
+
(

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

1 | | ,
! 2
) 3 2 ( 5 3 1
) 1 (
2
1
1 ) (
2
2
1 2
1
<

+ + =

x x
n
n
x x y
n
n
n
n

x x y = ) (
2
Ch5_24
Example 4 Three-Term Recurrence Relation
If we seek a power series solution y(x) for

we obtain c
2
= c
0
/2 and the recurrence relation is


Examination of the formula shows c
3
, c
4
, c
5
, are
expresses in terms of both c
1
and c
2
. However it is more
complicated. To simplify it, we can first choose c
0
= 0,
c
1
= 0.
, 3 , 2 , 1 ,
) 2 )( 1 (
1
2
=
+ +
+
=

+
k
k k
c c
c
k k
k
0 ) 1 ( = +
' '
y x y
Ch5_25
Example 4 (2)
Then we have






and so on. Next, we choose c
0
= 0, c
1
= 0, then
0
0 1 2
4
24
1
4 3 2 4 3
c
c c c
c = =
+
=

0
0 2 3
5
30
1
2
1
6
1
5 4 5 4
c
c c c
c =
(

+ =
+
=

0
0 0 1
3
6
1
3 2 3 2
c
c c c
c = =
+
=

0
2
1
0 2
= = c c
0 2
2
1
c c =
Copyright Jones and Bartlett
Ch5_26
Example 4 (3)
and so on. Thus we have y = c
0
y
1
+ c
1
y
2
, where
1
1 0 1
3
6
1
3 2 3 2
c
c c c
c = =
+
=

1
1 1 2
4
12
1
4 3 4 3
c
c c c
c = =
+
=

1
1 2 3
5
120
1
6 5 4 5 4
c
c c c
c = =
+
=

+ + + + + =
5 4 3 2
1
30
1
24
1
6
1
2
1
1 ) ( x x x x x y
+ + + + =
5 4 3
2
120
1
12
1
6
1
) ( x x x x x y
Copyright Jones and Bartlett
Ch5_27
Example 5 ODE with Nonpolynomial
Coefficients
Solve
Solution:
We see x = 0 is an ordinary point of the equation. Using
the Maclaurin series for cos x, and using
we find
,
0

=
=
n
n
n
x c y
0 ) (cos " = + y x y

|
.
|

\
|
+ + + =
+
' '
2 0
6 4 2
2
! 6 ! 4 ! 2
1 ) 1 (
) (cos
n n
n
n
n
n
x c
x x x
x c n n
y x y

0
2
1
20
2
1
12 ) 6 ( 2
3
1 3 5
2
0 2 4 1 3 0 2
=
+
|
.
|

\
|
+ +
|
.
|

\
|
+ + + + + = x c c c x c c c x c c c c
Ch5_28
Example 5 (2)
It follows that


and so on. This gives c
2
= 1/2c
0
, c
3
= 1/6c
1
, c
4
=
1/12c
0
, c
5
= 1/30c
1
,. By grouping terms we get the
general solution y = c
0
y
1
+ c
1
y
2
, where the convergence
is |x| < , and
0
2
1
20 , 0
2
1
12 , 0 6 , 0 2
1 3 5 0 2 4 1 3 0 2
= + = + = + = + c c c c c c c c c c
+ =
4 2
1
12
1
2
1
1 ) ( x x x y
+ =
5 3
2
30
1
6
1
1 ) ( x x x y
Ch5_29
Copyright Jones and Bartlett
Ch5_30
5.2 Solutions about Singular Points
A Definition
A singular point x
0
of a linear DE
(1)

is further classified as either regular or irregular. This
classification depends on

(2)

0 ) ( ) ( ) (
0 1 2
= +
'
+
' '
y x a y x a y x a
0 ) ( ) ( = +
'
+
' '
y x Q y x P y
Ch5_31

A singular point x
0
is said to be a regular singular
point of (1), if p(x) = (x x
0
)P(x), q(x) = (x x
0
)
2
Q(x)
are both analytic at x
0
. A singular point that is not
regular is said to be irregular singular point.
Definition 5.2.1 Regular/Irregular Singular Points
Ch5_32
Polynomial Coefficients
If x x
0
appears at most to the first power in the
denominator of P(x) and at most to the second power
in the denominator of Q(x), then x x
0
is a regular
singular point.
If (2) is multiplied by (x x
0
)
2
,

(3)

where p, q are analytic at x = x
0



0 ) ( ) ( ) ( ) (
0
2
0
= +
'
+
' '
y x q y x p x x y x x
Copyright Jones and Bartlett
Ch5_33
Example 1 Classification of Singular Points
It should be clear x = 2, x = 2 are singular points of

(x
2
4)
2
y + 3(x 2)y + 5y = 0

According to (2), we have
2
) 2 )( 2 (
3
) (
+
=
x x
x P
2 2
) 2 ( ) 2 (
5
) (
+
=
x x
x Q
Ch5_34
Example 1 (2)
For x = 2, the power of (x 2) in the denominator of P
is 1, and the power of (x 2) in the denominator of Q is
2. Thus x = 2 is a regular singular point.

For x = 2, the power of (x + 2) in the denominator of P
and Q are both 2. Thus x = 2 is a irregular singular
point.
Ch5_35

If x

= x
0
is a regular singular point of (1), then there
exists one solution of the form

(4)

where the number r is a constant to be determined.
The series will converge at least on some interval
0 < x x
0
< R.
Theorem 5.2.1 Frobenius Theorem


=
+

=
= =
0
0
0
0 0
) ( ) ( ) (
n
r n
n
n
n
n
r
x x c x x c x x y
Example 2 Two Series Solutions
Because x = 0 is a regular singular point of
(5)

we try to find a solution . Now,

0 3 = +
'
+
' '
y y y x

=
+
+ =
'
0
1
) (
n
r n
n
x c r n y

=
+
+ + =
' '
0
2
) 1 )( (
n
r n
n
x c r n r n y

=
+
=
0 n
r n
n
x c y
Ch5_37
Example 2 (2)

=
+

=
+

=
+

=
+

=
+
+ + =
+ + + + =

'
+
' '
0 0
1
0 0
1
0
1
) 2 3 3 )( (
) ( ) 1 )( ( 3
3
n
r n
n
n
r n
n
n
r n
n
n
r n
n
n
r n
n
x c x c r n r n
x c x c r n x c r n r n
y y y x
0 ] ) 1 3 3 )( 1 [( ) 2 3 (
) 2 3 3 )( ( ) 2 3 (
0
1
1
0
1
1
1
1 1
0
=
(

+ + + + + =
(
(
(

+ + + =

=
+

=
=

=

k
k
k k
r
n k
n
n
n
n k
n
n
n
r
x c c r k r k x c r r x
x c x c r n r n x c r r x

Ch5_38
Example 2 (3)
which implies r(3r 2)c
0
= 0
(k + r + 1)(3k + 3r + 1)c
k+1
c
k
= 0, k = 0, 1, 2,
Since nothing is gained by taking c
0
= 0, then
r(3r 2) = 0 (6)
and

(7)

From (6), r = 0, 2/3, when substituted into (7),

, 2 , 1 , 0 ,
) 1 3 3 )( 1 (
1
=
+ + + +
=
+
k
r k r k
c
c
k
k
Ch5_39
Example 2 (4)
r
1
= 2/3, k = 0, 1, 2, (8)

r
2
= 0, k = 0, 1, 2, (9)
,
) 1 )( 5 3 (
1
+ +
=
+
k k
c
c
k
k
,
) 1 3 )( 1 (
1
+ +
=
+
k k
c
c
k
k
Ch5_40
Example 2 (5)
From (8) From(9)
) 2 3 ( 7 4 1 !
) 1 (
) 2 3 ( 11 8 5 !
10 7 4 1 ! 4 10 4 14 11 8 5 ! 4 4 14
7 4 1 ! 3 7 3 11 8 5 ! 3 3 11
4 1 ! 2 4 2 8 5 ! 2 2 8
1 1 1 5
0 0
0 3
4
0 3
4
0 2
3
0 2
3
0 1
2
0 1
2
0
1
0
1

=
+
=
= = = =
= = = =
= = = =
= =
n n
c
c
n n
c
c
c c
c
c c
c
c c
c
c c
c
c c
c
c c
c
c
c
c
c
n
n n







Ch5_41
Example 2 (6)
These two series both contain the same multiple c
0
.
Omitting this term, we have
(10)


(11)
By the ratio test, both (10) and (11) converges for all
finite value of x, that is, |x| < . Also, from the forms of
(10) and (11), they are linearly independent. Thus the
solution is
y(x) = C
1
y
1
(x) + C
2
y
2
(x), 0 < x <
(

+
+ =

=1
3 / 2
1
) 2 3 ( 11 8 5 !
1
1 ) (
n
n
x
n n
x x y

(

+ =

=1
0
2
) 2 3 ( 7 4 1 !
1
1 ) (
n
n
x
n n
x x y

Ch5_42
Indicial Equation
Equation (6) is called the indicial equation, where
the values of r are called the indicial roots, or
exponents.

If x = 0 is a regular singular point of (1), then p =
xP(x) and q = x
2
Q(x) are analytic at x = 0.
Ch5_43
Thus the power series expansions
p(x) = xP(x) = a
0
+ a
1
x + a
2
x
2

+
q(x) = x
2
Q(x) = b
0
+ b
1
x + b
2
x
2

+ (12)
are valid on intervals that have a positive radius of
convergence.
By multiplying (2) by x
2
, we have
(13)

After some substitutions, we find the indicial equation,
r(r 1) + a
0
r + b
0
= 0 (14)
0 )] ( [ )] ( [
2 2
= +
'
+
' '
y x Q x y x xP x y x
Copyright Jones and Bartlett
Ch5_44
Example 3 Two Series Solutions
Solve
Solution:
Let , then

=
+
=
0 n
r n
n
x c y

=
+

=
+

=
+

=
+

=
+

=
+
+ + + + + =
+ + +
+ + + + =
+
'
+ +
' '
0 0
1
0 0
0
1
0
1
) 1 ( ) 1 2 2 )( (
) (
) ( ) 1 )( ( 2
) 1 ( 2
n
r n
n
n
r n
n
n
r n
n
n
r n
n
n
r n
n
n
r n
n
x c r n x c r n r n
x c x c r n
x c r n x c r n r n
y y x y x
0 ' ) 1 ( " 2 = + + + y y x xy
Ch5_45
Example 3 (2)
which implies r(2r 1) = 0 (15)

(16)

(

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

+ + + + + + =

=
+

=
=

=

0
1
1
0
0
1
1
1 1
0
] ) 1 ( ) 1 2 2 )( 1 [( ) 1 2 (
) 1 ( ) 1 2 2 )( ( ) 1 2 (
k
k
k k
r
n k
n
n
n
n k
n
n
n
r
x c r k c r k r k x c r r x
x c r n x c r n r n x c r r x

, 2 , 1 , 0 , 0 ) 1 ( ) 1 2 2 )( 1 (
1
= = + + + + + + +
+
k c r k c r k r k
k k
Ch5_46
Example 3 (3)
From (15), we have r
1
= , r
2
= 0.
Foe r
1
= , we divide by k + 3/2 in (16) to obtain

(17)

Foe r
2
= 0 , (16) becomes

(18)

, 2 , 1 , 0 ,
) 1 ( 2
1
=
+

=
+
k
k
c
c
k
k
, 2 , 1 , 0 ,
1 2
1
=
+

=
+
k
k
c
c
k
k
Ch5_47
Example 3 (4)
From (17) From (18)
1

1 2
0
1
0
1
c
c
c
c

=

=
) 1 2 ( 7 5 3 1
) 1 (
! 2
) 1 (
7 5 3 1 7 ! 4 2 4 2
5 3 1 5 ! 3 2 3 2
3 1 3

! 2 2 2 2
0 0
0 3
4
4
0 3
4
0 2
3
3
0 2
3
0 1
2
2
0 1
2

=
=

= =

=
=

= =

=
n
c
c
n
c
c
c c
c
c c
c
c c
c
c c
c
c c
c
c c
c
n
n
n
n
n

Copyright Jones and Bartlett
Ch5_48
Example 3 (5)
Thus for r
1
=



for r
2
= 0



and on (0, ), the solution is y(x) = C
1
y
1
(x) + C
2
y
2
(x).



=
+

=
(

+ =
0
2 / 1
1
2 / 1
1
! 2
) 1 (
! 2
) 1 (
1 ) (
n
n
n
n
n
n
n
n
x
n
x
n
x x y
<

+ =

=
| | ,
) 1 2 ( 7 5 3 1
) 1 (
1 ) (
1
2
x x
n
x y
n
n
n

Copyright Jones and Bartlett
Ch5_49
Example 4 Only One Series Solutions
Solve
Solution:
From xP(x) = 0, x
2
Q(x) = x, and the fact 0 and x are
their own power series centered at 0, we conclude a
0
=
0, b
0
= 0. Then form (14) we have r(r 1) = 0, r
1
= 1, r
2

= 0. In other words, there is only a single series solution

0 " = +y xy
...
144
1
12 2 )! 1 ( !
) 1 (
) (
4
3 2
1
0
1
+ + =
+

=
+

x
x x
x x
n n
x y
n
n
n
Copyright Jones and Bartlett
Ch5_50
Three Cases
(1) If r
1
, r
2
are distinct and do not differ by an integer,
there exists two linearly independent solutions of the
form:


=
+

=
+
= =
0
2
0
1
2 1
) ( and ) (
n
r n
n
n
r n
n
x b x y x c x y
Copyright Jones and Bartlett
Ch5_51
(2) If r
1
r
2
= N, where N is a positive integer, there
exists two linearly independent solutions of the form:

(19)

(20)
0 , ln ) ( ) (
0 , ) (
0
0
1 2
0
0
1
2
1
= + =
= =

=
+

=
+
b x b x x Cy x y
c x c x y
n
r n
n
n
r n
n
Ch5_52
(3) If r
1
= r
2
, there exists two linearly independent
solutions of the form:

(21)

(22) ln ) ( ) (
0 , ) (
0
1 2
0
0
1
2
1

=
+

=
+
+ =
= =
n
r n
n
n
r n
n
x b x x y x y
c x c x y
Copyright Jones and Bartlett
Ch5_53
Finding a Second Solution
If we already have a known solution y
1
, then the
second solution can be obtained by

(23)
}
}
=


) (
) ( ) (
2
1
1 2
dx
x y
e
x y x y
Pdx
Ch5_54
Example 5 Example 4 RevisedUsing a
CAS
Find the general solution of
Solution:
From the known solution in Example 4,



we can use (23) to find y
2
(x). Here please use a CAS
for the complicated operations.

0 " = +y xy
+ + =
4 3 2
1
144
1
12
1
2
1
) ( x x x x x y
Ch5_55
Example 5 (2)
}
}
}
} }
(

+ + + + =
(

+ + + + =
(

+ +
=
(

+ +
=
}
=

2
1
2
1
5 4 3 2
1
2
4 3 2
1
2
1
0
1 2
144
19
12
7
ln
1
) (
72
19
12
7 1 1
) (
12
7
12
5
) (
144
1
12
1
2
1
) (
)] ( [
) ( ) (
x x x
x
x y
dx x
x x
x y
x x x x
dx
x y
x x x x
dx
x y dx
x y
e
x y x y
dx
(

+ + + + =
2
1 1 2
144
19
12
7 1
) ( ln ) ( ) ( x x
x
x y x x y x y
Ch5_56
5.3 Special Functions
Bessels Equation of order v
(1)
where v > 0, and x = 0 is a regular singular point of
(1). The solutions of (1) are called Bessel functions.

Lengenders Equation of order n
(2)
where n is a nonnegative integer, and x = 0 is an
ordinary point of (2). The solutions of (2) are called
Legender functions.
0 ) (
2 2 2
= +
'
+
' '
y v x y x y x
0 ) 1 ( 2 ) 1 (
2
= + +
'

' '
y n n y x y x
Copyright Jones and Bartlett
Ch5_57
The Solution of Bessels Equation
Because x = 0 is a regular singular point, we know
there exists at least one solution of the
form . Then from (1),







(3)

=
+
=
0 n
r n
n
x c y

=
+

=
+

=
+

=
+ +

=
+

=
+
+ + + =
+ + + + + +
+ =
+ + + + + =
+
'
+
' '
0
2
1
2 2 2 2
0
0
2 2
1
2 2
0
0 0
2 2
0 0
2 2 2
] ) [( ) (
] ) ( ) 1 )( [(
) (
) ( ) 1 )( (
) (
n
n
n
r
n
n
n
r r
n
n
n
r n
n
n
r
r
n
r n
n
n
r n
n
n
r n
n
n
r n
n
x c x x v r n c x x v r c
x c x x v r n r n r n c x
x v r r r c
x c v x c x r n c x r n r n c
y v x y x y x
Copyright Jones and Bartlett
Ch5_58
From (3) we have the indicial equation r
2
v
2
= 0, r
1
=
v, r
2
= v. When r
1
= v, we have
(1 + 2v)c
1
= 0
(k + 2)(k + 2+ 2v)c
k+2
+ c
k
= 0

or (4)

The choice of c
1
= 0 implies c
3
= c
5
= c
7
= = 0,
so for k = 0, 2, 4, , letting k + 2 = 2n, n = 1, 2, 3, ,
we have
(5)
, 2 , 1 , 0 ,
) 2 2 )( 2 (
2
=
+ + +

=
+
k
v k k
c
c
k
k
) ( 2
2
2 2
2
v n n
c
c
n
n
+
=

Copyright Jones and Bartlett
Ch5_59
Thus








(6)

, 3 , 2 , 1 ,
) ( ) 2 )( 1 ( ! 2
) 1 (
) 3 )( 2 )( 1 ( 3 2 1 2 ) 3 ( 3 2
) 2 )( 1 ( 2 1 2 ) 2 ( 2 2
) 1 ( 1 2
2
0
2
6
0
2
4
6
4
0
2
2
4
2
0
2
=
+ + +

=
+ + +
=
+
=
+ +
=
+
=
+
=
n
v n v v n
c
c
v v v
c
v
c
c
v v
c
v
c
c
v
c
c
n
n
n



Copyright Jones and Bartlett
Ch5_60
We choose c
0
to be a specific value


where I(1 + v) is the gamma function. There is an
important relation:
I(1 + o) = oI(o)
so we can reduce the denominator of (6):
) 1 ( 2
1
0
v
c
v
+ I
=
) 1 ( ) 1 )( 2 ( ) 2 ( ) 2 ( ) 2 1 (
) 1 ( ) 1 ( ) 1 1 (
v v v v v v
v v v
+ I + + = + I + = + + I
+ I + = + + I
Copyright Jones and Bartlett
Ch5_61
Hence we can write (6) as

... , 2 , 1 , 0 ,
) 1 ( ! 2
) 1 (
2
2
=
+ + I

=
+
n
n v n
c
v n
n
n
Ch5_62
Bessels Functions of the First Kind
We define J
v
(x) by

(7)

and

(8)

In other words, the general solution of (1) on (0, ) is
y = c
1
J
v
(x) + c
2
J
-v
(x), v = integer (9)
See Fig 5.3.1.

=
+
|
.
|

\
|
+ + I

=
0
2
2 ) 1 ( !
) 1 (
) (
n
v n
n
v
x
n v n
x J

|
.
|

\
|
+ I

=
0
2
2 ) 1 ( !
) 1 (
) (
n
v n
n
v
x
n v n
x J
Ch5_63









Ch5_64
Example 1 General Solution: v Not an
Integer
Consider the DE


We find v = , and the general solution on (0, ) is
0 ) 1/4 ( ' "
2 2
= + + y x xy y x
) ( ) (
1/2 2 1/2 1
x J c x J c y

+ =
Ch5_65
Bessels Functions of the Second Kind
If v = integer, then

(10)

and the function J
v
(x) are linearly independent.
Another solution of (1) is y = c
1
J
v
(x) + c
2
Y
v
(x).
As v m, m an integer, (10) has the form 0/0. From
LHopitals rule, the function

and J
v
(x) are linearly independent solutions of
t
t
v
x J x J v
x Y
v v
v
sin
) ( ) ( cos
) (

=
) ( lim ) ( x Y x Y
v
m v
m

=
0 ) ( ' "
2 2 2
= + + y m x xy y x
Hence for any value of v, the general solution of (1)
is
(11)

Y
v
(x) is called the Bessel function of the second
kind of order v. Fig 5.3.2 shows y
0
(x) and y
1
(x).
) ( ) (
2 1
x Y c x J c y
v v
+ =
Ch5_67









Copyright Jones and Bartlett
Ch5_68
Example 2 General Solution: v an Integer
Consider the DE


We find v = 3, and from (11) the general solution on
(0, ) is


0 ) 9 ( ' "
2 2
= + + y x xy y x
) ( ) (
3 2 3 1
x Y c x J c y + =
Copyright Jones and Bartlett
Ch5_69
DEs Solvable in Terms of Bessel Functions
Let t = ox, o > 0, in

(12)
then by the Chain Rule,


0 ) (
2 2 2 2
= +
'
+
' '
y v x y x y x o
dt
dy
dx
dt
dt
dy
dx
dy
o = =
2
2
2
2
2
dt
y d
dx
dt
dx
dy
dt
d
dx
y d
o =
|
.
|

\
|
|
.
|

\
|
=
Ch5_70
Thus, (12) becomes





The solution of the above DE is y = c
1
J
v
(t) + c
2
Y
v
(t)
Let t = ox, we have
y = c
1
J
v
(ox) + c
2
Y
v
(ox) (13)
( )
( ) 0
0
2 2
2
2
2
2 2
2
2
2
2
= + +
= +
|
.
|

\
|
+
|
.
|

\
|
y v t
dt
dy
t
dt
y d
t
y v t
dt
dy t
dt
y d t
o
o
o
o
Copyright Jones and Bartlett
Ch5_71
Another equation is called the modified Bessel
equation order v,
(14)
This time we let t = ix, then (14) becomes


The solution will be J
v
(ix) and Y
v
(ix). A real-valued
solution, called the modified Bessel function of the
first kind of order v is defined by
(15)
0 ) (
2 2 2
= +
'
+
' '
y v x y x y x
0 ) (
2 2
2
2
2
= + + y t
dt
dy
t
dt
y d
t v
) ( ) ( ix J i x I
v
v
v

=
Copyright Jones and Bartlett
Ch5_72
Analogous to (10), the modified Bessel function of
the second kind of order v = integer is defined by
(16)

and for any integer v = n
,


Because I
v
and K
v
are linearly independent on (0, ),
the general solution of (14) is
(17)
vt
t
v v
v
sin
) ( ) (
2
) (
x I x I
x K

=

) ( lim ) ( x K x K
n
n v
v
=
) ( ) (
2 1
x K c x I c y
v v
+ =
Copyright Jones and Bartlett
Ch5_73
We consider another important DE:

(18)

The general solution of (18) is

(19)

We shall not supply the details here.
0 , 0
2 1
2
2 2 2
2 2 2 2
> = |
.
|

\
|
+ +
'

+
' '

p y
x
c p a
x c b y
x
a
y
c
)] ( ) ( [
2 1
c
p
c
p
a
bx Y c bx J c x y + =
Copyright Jones and Bartlett
Ch5_74
Example 3 Using (18)
Find the general solution of on (0, ).
Solution:
Writing the DE as


according to (18)
1 2a = 3, b
2
c
2
= 9, 2c 2 = 1, a
2
p
2
c
2
= 0
then a = 1, c = . In addition we take b= 6, p = 2.
From (19) the solution is
0 9 3 = +
'
+
' '
y y y x
0
9 3
= +
'
+
' '
y
x
y
x
y
)] 6 ( ) 6 ( [
2 / 1
2 2
2 / 1
2 1
1
x Y c x J c x y + =

Copright Jones and Bartlett
Ch5_75
Example 4 The Aging Spring Revised
Recall the model in Sec. 3.8

You should verify that by letting


we have

0 , 0 > = +
' '

o
o
x ke x m
t
2 /

2
t
e
m
k
s
o
o

=
0
2
2
2
2
= + + x s
ds
dx
s
ds
x d
s
Copyright Jones and Bartlett
Ch5_76
Example 4 (2)
The solution of the new equation is
x = c
1
J
0
(s) + c
2
Y
0
(s),
If we resubstitute


we get the solution.

2 /

2
t
e
m
k
s
o
o

=
|
.
|

\
|
+ |
.
|

\
|
=
2 /
0 2
2 /
0 1
2 2
) (
t t
e
m
k
Y c e
m
k
J c t x
o o
o o
Copyright Jones and Bartlett
Ch5_77
Properties
(i)

(ii)

(iii)


(iv)



) ( ) 1 ( ) ( x J x J
m
m
m
=

) ( ) 1 ( ) ( x J x J
m
m
m
=

=
>
=
0 , 1
0 , 0
) 0 (
m
m
J
m
=
+

) ( lim
0
x Y
m
x
Copyright Jones and Bartlett
Ch5_78
Example 5 Derivation Using Series
Definition
Derive the formula
Solution:
It follows from (7)




1
1
1 2
0
2
0
2
0
2
2 ) 1 ( )! 1 (
) 1 (
) (
2 ) 1 ( !
) 1 (
2
2 ) 1 ( !
) 1 (
2 ) 1 ( !
) 2 ( ) 1 (
) (
=

=
+

=
+

=
+

=
+

|
.
|

\
|
+ + I

+ =
|
.
|

\
|
+ + I

+
|
.
|

\
|
+ + I

=
|
.
|

\
|
+ + I
+
=
'
n k
n
v n
n
v
n
v n
n
n
v n
n
n
v n
n
v
x
n v n
x x vJ
x
n v n
n x
n v n
v
x
n v n
v n
x J x
) ( ) ( ) (
1
x xJ x vJ x J x
v v v +
=
'
) ( ) (
2 ) 2 ( !
) 1 (
) (
1
0
1 2
x xJ x vJ
x
k v k
x x vJ
v v
k
v k
k
v +

=
+ +
=
|
.
|

\
|
+ + I

=

Copyright Jones and Bartlett
Ch5_79
The result in example 5 can be written as


which is a linear DE in J
v
(x). Multiplying both sides
the integrating factor x
-v
, then
(20)

It can be shown
(21)

When y = 0, it follows from (14) that
(22)
) ( ) ( ) (
1
x J x J
x
v
x J
v v v +
=
'
) ( )] ( [
1
x J x x J x
dx
d
v
v
v
v
+

=
) ( )] ( [
1
x J x x J x
dx
d
v
v
v
v

=
, ) ( ) (
1 0
x J x J =
'
) ( ) (
1 0
x Y x Y =
'
Copyright Jones and Bartlett
Ch5_80
Spherical Bessel Functions
When the order v is half an odd number, that is,
1/2, 3/2, 5/2, ..
The Bessel function of the first kind J
v
(x) can be
expressed as spherical Bessel function:


Since I(1 + o) = oI(o) and I(1/2) = t

, then

=
+
|
.
|

\
|
+ + I

=
0
2 / 1 2
2 / 1
2 ) 2 / 1 1 ( !
) 1 (
) (
n
n
n
x
n n
x J
t
! 2
)! 1 2 (
2
1
1
1 2
n
n
n
n+
+
=
|
.
|

\
|
+ + I
Copyright Jones and Bartlett
Ch5_81
Hence




and
(23)

(24)



=
+

=
+
+
+

=
|
.
|

\
|
+

=
0
1 2
0
2 / 1 2
1 2
2 / 1
)! 1 2 (
) 1 ( 2
2
! 2
)! 1 2 (
!
) 1 (
) (
n
n
n
n
n
n
n
x
n x
x
n
n
n
x J
t t
x
x
x J
x
x
x J
cos
2
) (
sin
2
) (
2 / 1
2 / 1
t
t
=
=

Copyright Jones and Bartlett

Ch5_82
The Solution of Legendre Equation
Since x = 0 is an ordinary point of (2), we use


After substitutions and simplifications, we obtain




or in the following forms:

=
=
0 n
n
n
x c y
0 ) 1 )( ( ) 1 )( 2 (
0 6 ) 2 )( 1 (
0 2 ) 1 (
2
3 1
2 0
= + + + + +
= + +
= + +
+ j j
c j n j n c j j
c c n n
c c n n
Copyright Jones and Bartlett
Ch5_83




(25)

Using (25), at least |x| < 1, we obtain


(

(
+
+ + +

+ +
+
+
=

6
4 2
0 1
! 6
) 5 )( 3 )( 1 ( ) 2 )( 4 (
! 4
) 3 )( 1 ( ) 2 (
! 2
) 1 (
1 ) (
x
n n n n n n
x
n n n n
x
n n
c x y
, 4 , 3 , 2 ,
) 1 )( 2 (
) 1 )( (
! 3
) 2 )( 1 (
! 2
) 1 (
2
1 3
0 2
=
+ +
+ +
=
+
=
+
=
+
j c
j j
j n j n
c
c
n n
c
c
n n
c
j j
Copyright Jones and Bartlett
Ch5_84



(26)

Notices: If n is an even integer, the first series
terminates, whereas y
2
is an infinite series.
If n is an odd integer, the series y
2
terminates with x
n
.

! 7
) 6 )( 4 )( 2 )( 1 )( 3 )( 5 (
! 5
) 4 )( 2 )( 1 )( 3 (
! 3
) 2 )( 1 (
) (
7
5 3
1 2
(

(
+
+ + +

+ +
+
+
=
x
n n n n n n
x
n n n n
x
n n
x c x y
Copyright Jones and Bartlett
Ch5_85
Legendre Polynomials
The following are nth order Legendre polynomials:


(27)

) 15 70 63 (
8
1
) ( ), 3 30 35 (
8
1
) (
) 3 5 (
2
1
) ( ), 1 3 (
2
1
) (
) ( , 1 ) (
3 5
5
2
4
3
3
2
2
1 0
x x x x P x x x P
x x x P x x P
x x P x P
+ = + =
= =
= =
4
Copyright Jones and Bartlett
Ch5_86
They are in turn the solutions of the DEs. See Fig
5.3.5


(28)






0 12 2 ) 1 ( : 3
0 6 2 ) 1 ( : 2
0 2 2 ) 1 ( : 1
0 2 ) 1 ( : 0
2
2
2
2
= +
'

' '
=
= +
'

' '
=
= +
'

' '
=
=
'

' '
=
y y x y x n
y y x y x n
y y x y x n
y x y x n
Properties
(i)

(ii)

(iii)

(iv)

(v)

) ( ) 1 ( ) ( x P x P
n
n
n
=
1 ) 1 ( =
n
P
n
n
P ) 1 ( ) 1 ( =
odd , 0 ) 0 ( n P
n
=
even , 0 ) 0 ( ' n P
n
=
Recurrence Relation
Without proof, we have
(29)

which is valid for k = 1, 2, 3,
Another formula by differentiation to generate
Legendre polynomials is called the Rodrigues
formula:

(30)

0 ) ( ) ( ) 1 2 ( ) ( ) 1 (
1 1
= + + +
+
x kP x xP k x P k
k k k
... , 2 , 1 , 0 , ) 1 (
! 2
1
) (
2
= = n x
dx
d
n
x P
n
n
n
n
n