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    1. The document defines an analytic function as one that can be represented by a power series expansion that converges within a positive radius. 2. It discusses ordinary points of a second-order linear homogeneous differential equation. An ordinary point is a point where the coefficients of the differential equation are analytic. At an ordinary point, there exists a unique power series solution that is also analytic at that point. 3. As an example, it finds the power series solution to the differential equation (1 + x^2)y'' + 2xy' - 2y = 0 around the ordinary point x=0. It obtains two linearly independent solutions in the form of power series with a radius of convergence of 1.

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    ordinary differential equations lecture 12

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    ode12

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    1. The document defines an analytic function as one that can be represented by a power series expansion that converges within a positive radius. 2. It discusses ordinary points of a second-order linear homogeneous differential equation. An ordinary point is a point where the coefficients of the differential equation are analytic. At an ordinary point, there exists a unique power series solution that is also analytic at that point. 3. As an example, it finds the power series solution to the differential equation (1 + x^2)y'' + 2xy' - 2y = 0 around the ordinary point x=0. It obtains two linearly independent solutions in the form of power series with a radius of convergence of 1.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    56 views3 pages

    1 Analytic Function

    Uploaded by

    rob
    1. The document defines an analytic function as one that can be represented by a power series expansion that converges within a positive radius. 2. It discusses ordinary points of a second-order linear homogeneous differential equation. An ordinary point is a point where the coefficients of the differential equation are analytic. At an ordinary point, there exists a unique power series solution that is also analytic at that point. 3. As an example, it finds the power series solution to the differential equation (1 + x^2)y'' + 2xy' - 2y = 0 around the ordinary point x=0. It obtains two linearly independent solutions in the form of power series with a radius of convergence of 1.

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    of 3

    S.

    Ghorai

    Lecture XII
    Power Series Solutions: Ordinary points

    Analytic function

    Definition 1. Let f be a function defined on an interval I. We say f is analytic at


    point x0 I if f can be expanded in a power series about x0 which has a positive radius
    of convergence.
    Thus f is analytic at x = x0 if f has the representation
    f (x) =

    cn (x x0 )n .

    (1)

    n=0

    Here cn are constant and (1) converges for |x x0 | < R where R > 0. Radius of
    convergence R can be found from ratio test/root test.
    If f has power series representation (1), then its derivative exits in |x x0 | < R. These
    derivatives are obtained by differentiating the RHS of (1) term by term. Thus,
    f 0 (x) =

    ncn (x x0 )n1

    f 00 (x) =

    n(n 1)cn (x x0 )n2

    (2)

    (n + 2)(n + 1)cn+2 (x x0 )n .

    (3)

    n=0

    n=2

    (n + 1)cn+1 (x x0 )n ,

    n=0

    n=1

    and

    Ordinary points

    Consider a linear 2nd order homogeneous ODE of the form


    a0 (x)y 00 + a1 (x)y 0 + a2 (x)y = 0,
    where a0 , a1 and a2 are continuous in an interval I. The points where a0 (x) = 0 are
    called singular points. If a0 (x) 6= 0, x I, then the above ODE can be written as (by
    dividing by a0 (x))
    y 00 + p(x)y 0 + q(x)y = 0.
    (4)
    Definition 2. A point x0 I is called an ordinary point for (4) if p(x) and q(x) are
    analytic at x = x0 .
    Theorem 1. Let x0 be an ordinary point for (4). Then there exists a unique solution
    y = y(x) of (4) which is also analytic at x0 and satisfies y(x0 ) = K0 , y 0 (x0 ) = K1
    (K0 , K1 are arbitrary constants). Further, if p and q have convergent power series
    expansion in |x x0 | < R, (R > 0), then the power series expansion of y is also
    convergent in |x x0 | < R.
    Example 1. Find power series solution around x0 = 0 for
    (1 + x2 )y 00 + 2xy 0 2y = 0.

    S. Ghorai

    Solution: This can be solved by reduction of order technique since Y1 = x is a


    solution. The other solution is given by
    Y2 (x) = Y1 (x)

    Z
    1 R 2x/(1+x2 ) dx
    e
    dx = x
    x2

    1
    1

    dx = (1 + x tan1 x)
    2
    x
    1 + x2
    

    Thus, two LI solutions are Y1 = x and Y2 = 1 + x tan1 x

    Here p(x) = 2x/(1 + x2 ) and q(x) = 2/(1 + x2 ) are analytic at x = 0 with common
    radius of convergence R = 1. Let
    y(x) =

    cn x n .

    n=0

    Now using (3), we get


    (1 + x2 )y 00 (x) =

    (n + 2)(n + 1)cn+2 xn +

    n(n 1)cn xn .

    n=2

    n=0

    Note that the summation in the last term can be taken from n = 0 since the contributions due to n = 0 and n = 1 vanish. Thus
    2

    00

    (1 + x )y (x) =

    h
    X

    (n + 2)(n + 1)cn+2 + n(n 1)cn xn .

    n=0

    Similarly
    2xy 0 (x) =

    2ncn xn .

    n=0

    Substuting into the given ODE we find


    h
    X

    (n + 2)(n + 1)cn+2 + n(n 1)cn + 2ncn 2cn xn = 0.

    n=0

    Now all the coefficients of powers of x must be zero. Hence,


    

    (n+2)(n+1)cn+2 = n(n1)cn +2ncn 2cn cn+2 =

    n1
    cn ,
    n+1

    n = 0, 1, 2, .

    This enables us to find cn in terms c0 or c1 . For n = 0 get


    c2 = c0 ,
    and for n = 1 we obtain
    c3 = 0.
    Similarly, letting n = 2, 3, 4, we find that cn = 0, n = 5, 7, 9, , and
    1
    1
    c4 = c2 = c0 ,
    3
    3

    3
    1
    c6 = c4 = c0 , .
    5
    5

    S. Ghorai

    By induction we find that for m = 1, 2, 3, ,


    c2m = (1)m1

    1
    c0 ,
    2m 1

    and
    c2m+1 = 0.
    Now we write
    y(x) = c0 y1 (x) + c1 y2 (x),
    where
    y1 (x) = 1 + x2
    OR
    y1 (x) = 1 + x

    x 4 x6
    +

    3
    5

    (1)m

    m=0

    1
    x2m+1
    2m + 1

    and
    y2 (x) = x.
    Here c0 and c1 are arbitrary. Thus, y1 is a solution corresponding to c0 = 1, c1 = 0
    and y2 is a solution corresponding to c0 = 0, c1 = 1. They form a basis of solutions.
    Obviously y2 being polynomial has radius of convergence R = and y1 has R = 1.
    Thus, the power series solution is valid at least in |x| < 1. We can identify y1 with
    1 + x tan1 x obtained earlier.
    Comment: In the above problem, it was possible to write the series (after substitution
    P
    n
    of y =
    n=0 cn x ) in the form

    bn xn = 0,

    n=0

    which ultimately gives bn = 0, n = 0, 1, 2, . Sometimes, we need to leave few terms


    outside of the summation OR define few new terms inside the summation. For example,
    consider
    (1 + x2 )y 00 + x2 y = 0.
    If we substitute y =

    n=0 cn x

    , then we find

    (n + 2)(n + 1)cn+2 xn +

    n=0

    n(n 1)cn xn +

    n=0

    cn2 xn = 0.

    n=2

    This can be arranged in two different ways:


    (A) Here we write (5) as
    2c2 + 3 2c3 x +

    h
    X

    (n + 2)(n + 1)cn+2 + n(n 1)cn + cn2 xn = 0

    n=2

    Hence c2 = 0, c3 = 0, (n + 2)(n + 1)cn+2 + n(n 1)cn + cn2 = 0, n 2


    (B) Here we write (5) as
    h
    X

    (n + 2)(n + 1)cn+2 + n(n 1)cn + cn2 xn = 0,

    c2 = c1 = 0.

    n=0

    Thus, (n + 2)(n + 1)cn+2 + n(n 1)cn + cn2 = 0, n 0, c2 = c1 = 0

    (5)

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