Math 202 Series
Math 202 Series
In this brief final part of the course we will examine how to find a power series solution to a
differential equation.
In general, power series can be written down about any point a. Such a series appears as
∞
X
cn (x − a)n
n=0
Where power series converge, they can be added “term by term” and multiplied. For example,
ex sin x = (1 + x + x2 /2 + x3 /6 + x4 /24 + · · · ) (x − x3 /6 + x5 /5! − · · · )
= x + x2 + x3 /2 + x4 /6 + x5 /24 + · · · − x3 /6 − x4 /6 − x5 /12 + · · · + x5 /5! + · · ·
= x + x2 + x3 (1/2 − 1/6) + x4 (1/6 − 1/6) + x5 (1/24 − 1/12 + 1/120) + · · ·
= x + x2 + x3 /3 − x5 /30 + · · · .
1
The real power comes with combining arithmetic with differentiation.
One of the most convenient facts about power series is that they can be differentiated term-
by-term within their interval of convergence:
∞ ∞ ∞
d X X d X
cn (x − a)n = cn (x − a)n = cn n (x − a)n−1 .
dx n=0 n=0
dx n=1
Example 34.2 If y = ∞ n 0
P
n=0 cn t , find the power series for y + y.
In order to combine this series with the one for y, we are going to need to express it in terms
of powers tn . To this end, we employ a trick called re-indexing. Let k = n − 1. We will first
rewrite the series in terms of a sum over k. To do this, we replace all occurrences of n, with
the equivalent k + 1. Hence
∞
X
0
y = ck+1 (k + 1) tk
k+1=1
X∞
= ck+1 (k + 1) tk .
k=0
In the second step we have made the simple observation that if k + 1 = 1, 2, 3, 4, 5, 6, . . . then
we can write k = 0, 1, 2, 3, 4, 5, . . . . Finally, we might as well write the series for y in terms of
k as well: ∞
X
y= ck tk .
k=0
Now,
∞
X X∞ X∞
y0 + y = ck+1 (k + 1) tk + ck tk = (ck+1 (k + 1) + ck ) tk .
| {z } |{z}
k=0 k=0 k=0
coefficient of tk coefficient of tk
2
Example 34.3 Find the power series for the solution to the differential equation y 0 + y = 0,
y(0) = 1.
If we assume that the solution y(t) has a power series with non-empty interval of convergence
then we can immediately infer that all coefficients of tk in the series for the DE should be 0.
This gives a recurrence relation
ck+1 (k + 1) + ck = 0, k = 0, 1, 2, 3, · · · .
y = c0 + c1 t + c2 t2 + · · · + cn tn + · · ·
c0 (−1)n c0 n
= c0 − c0 t + t2 + · · · + t + ···
2 n!
t2 (−1)n tn
= c0 1 − t + + · · · + + ···
2 n!
∞
X (−t)n
= c0 .
n=0
n!
3
Example 34.4 Find the first five terms of the power series for the solution to the differential
equation y 0 + ty = 0, y(1) = 2.
Solution. It makes sense to look for a power series solution of the form
∞
X
y= cn (t − 1)n .
n=0
Straight away, we can see that the initial condition (using t = 1) implies that c0 = 2. Just as
before, differentiating gives
X∞
0
y (t) = cn n(t − 1)n−1 .
n=1
We re-index with n − 1 = k (n = k + 1) to get
∞
X ∞
X
y 0 (t) = ck+1 (k + 1)(t − 1)k = ck+1 (k + 1)(t − 1)k .
k+1=1 k=0
Now, we know that c0 = 2, and from the constant term, c1 = −c0 = −2. The recurrence
relation is
−ck − ck−1
ck+1 = .
k+1
Hence
−c1 − c0 −c2 − c1 −c3 − c2 −c4 − c3
c2 = = 0, c3 = = 2/3, c4 = = −1/6, c5 = = −1/10.
2 3 4 5
Hence y = 2 − 2(t − 1) + 23 (t − 1)3 − 16 (t − 1)4 + 10
1
(t − 1)5 + · · · .
4
35 Series solution about ordinary points
• the interval of convergence of the series is (t0 −R, t0 +R) where R is the largest num-
ber for which the series converges for every t in the interval [these are really intersections
of disks in the complex plane with the real line];
• if the series fails to converge for any t 6= t0 the interval of convergence is empty and
the definition of f makes no sense; otherwise R > 0 and the function is called analytic
at t0
• f is differentiable inside its interval of convergence, and the power series for the derivative
has the same interval of convergence
• degree n polynomials are special cases of power series where ck = 0 for all k > n
Ordinary points
In standard form, a homogeneous second order linear ordinary differential equation is
y 00 + P (t)y 0 + Q(t) y = 0.
A point t0 is an ordinary point of P (t) and Q(t) are analytic at t0 . A point which is not an
ordinary point is a singular point.
5
Theorem 35.1. Let t0 be an ordinary point of y 00 + P (t)y 0 + Q(t) y = 0. Then there are two
linearly independent power series solutions of the form
∞
X
cn (t − t0 )n .
n=0
Generally, one of the series solutions will be expressed in terms of c0 , and the other will be
expressed in terms of c1 . The values of these constants will be fixed by initial data y(t0 ), y 0 (t0 ).
Solution. Every point is an ordinary point. It is therefore easiest to centre the power series on
0 and look for ∞
X
y= cn tn .
n=0
Thus,
c0 c1 c2 c0 c3 c1
c2 = − , c3 = − , c4 = − = , c5 = − = , · · · .
2 6 12 4! 20 5!
Continuing in this way we see that when k is even,
c0 c1
c2k = and c2k+1 =
(2k)! (2k + 1)!
6
Example 35.4 (Airy’s equation) Find the first three non-zero terms for two independent
power series solutions of
y 00 + t y = 0.
P∞ n
Solution. Put y = n=0 cn t . Then
∞
X ∞
X
00 n−2
y = cn n (n − 1) t = ck+2 (k + 2) (k + 1)tk
n=2 k=0
and ∞ ∞ ∞
X X X
ty = t cn tn = cn tn+1 = ck−1 tk .
n=0 n=0 k=1
Then
c0 −c0
k = 1 ⇒ c3 = − =
3×2 6
c1 −c1
k = 2 ⇒ c4 =− =
4×3 12
c2
k = 3 ⇒ c5 =− =0
5×4
c3 c0
k = 4 ⇒ c6 =− =
6×5 180
c4 c1
k = 5 ⇒ c7 =− =
7×6 504
This is enough terms for us to write
c0 c1 c0 6 c1 7
y = c0 + c1 t − t3 − t4 + t + t + ···
6 12 180 504
t3 t6 t4 t7
= c0 1 − + + · · · +c1 t − + + ··· .
6 180 12 504
| {z } | {z }
y1 (t) y2 (t)
Note: It is very difficult to anticipate in advance how a power series is going to work out!
Also note: if the coefficients P (t), Q(t) (or indeed any forcing f (t) that appears on the
right-hand-side) has a power series representation, then that power series can be worked out,
and used with series multiplication when deriving the recurrence relation!
7
36 Regular singular points and the Method of Frobenius
Progress can sometimes be made for DEs with singular points.
Definition. A point t0 is a regular singular point of
y 00 + P (t) y 0 + Q(t) y = 0
where the constants cn and the exponent γ are to be determined. The derivatives are
∞
X ∞
X
0 n−1+γ 00
y (t) = cn (n + γ)t , y (t) = cn (n + γ)(n − 1 + γ)tn−2+γ .
n=0 n=0
Notice that this time the sums include n = 0, 1, as we no longer can be certain that any of
the terms in the series are set to 0 under differentiation. The DE now becomes
∞ ∞ ∞
X
n−2+γ
X 1 X 1
cn (n + γ)(n − 1 + γ)t + cn (n + γ) tn−1+γ − cn tn+γ = 0.
n=0 n=0
2t n=0
2t
Hence
∞ ∞ ∞
X X 1 X 1
cn (n + γ)(n − 1 + γ)tn−2+γ + cn (n + γ) tn−2+γ − cn tn−1+γ = 0.
2 2
|n=0 {z n=0
} |n=0 {z }
(I) (II)
Work on term (I) by noting that both sums contain the same powers of t and can be combined
together using
1
(n + γ)(n + γ − 1) + (n + γ) = (n + γ)(n + γ − 1/2).
2
8
Then
∞
X ∞
X
(I) = cn (n+γ)(n+γ−1/2)tn−2+γ = c0 γ(γ−1/2)t−2+γ + cn (n+γ)(n+γ−1/2)tn−2+γ
n=0 n=1