How can the given differential equation be solved using power series?

Click For Summary
SUMMARY

The differential equation y'' - xy' - y = 0 is solved using a power series around the point x0 = 1. The recurrence relation derived from the power series is (n+2)(n+1)a_{n+2} - a_{n+1} - a_n = 0. The first four terms of the two linearly independent solutions can be expressed in terms of arbitrary constants a0 and a1, leading to solutions that include both coefficients. The solutions are obtained by setting {a0=1, a1=0} and {a0=0, a1=1} to ensure linear independence.

PREREQUISITES
  • Understanding of power series and their convergence
  • Familiarity with differential equations and their solutions
  • Knowledge of recurrence relations in mathematical sequences
  • Basic calculus, including differentiation and series manipulation
NEXT STEPS
  • Study the method of Frobenius for solving differential equations
  • Learn about linear independence of solutions in differential equations
  • Explore the convergence criteria for power series
  • Investigate the application of generating functions in solving recurrence relations
USEFUL FOR

Mathematics students, educators, and professionals involved in differential equations, particularly those focusing on power series methods and linear independence of solutions.

cepheid
Staff Emeritus
Science Advisor
Gold Member
Messages
5,197
Reaction score
38
I'm having some difficulty with this question:

Solve the given differential equation by means of a power series about the given point x0. Find the recurrence relation. Also find the first four terms in each of two lin. indep. solutions. If possible, find the general term in each solution:

[tex]y'' - xy' - y = 0 , \ \ x_0 = 1[/tex]

First of all, like in all the preceding problems, I noted that the coefficient of the y'' term, P(x), was equal to 1, so every point, including x0, is an ordinary point. I therefore assumed that the power series was of the form:

[tex]\sum_{n=0}^{\infty}{a_n(x - x_0)^n}[/tex]

and converged over some interval [itex]|x - x_0| < \rho[/itex], which I guess I would normally confirm later, if the question actually required it. So after differentiating the power series representation of y to give me y' and y'', and doing some appropriate manipulations, I was able to express the DE as follows:

[tex]2a_2 - a_1 - a_0 \ \ + \ \ \sum_{n=1}^{\infty}{(n+2)(n+1)a_{n+2}(x - 1)^n} \ \ - \ \ \sum_{n=1}^{\infty}{(n+1)a_{n+1}(x - 1)^n} \ \ - \ \ \sum_{n=1}^{\infty}{na_{n}(x - 1)^n} \ \ - \ \ \sum_{n=1}^{\infty}{a_{n}(x - 1)^n} = 0[/tex]

This gave the recurrence relation:

[tex](n+2)(n+1)a_{n+2} - a_{n+1} - a_n = 0[/tex]

This recurrence relation is correct (I checked the answers). But the problem I'm having is that each term is expressed in terms of both a1 and a0:

[tex]a_2 = \frac{a_1 + a_0}{2}[/tex]

[tex]a_3 = \frac{3a_1 + a_0}{6}[/tex]

Normally, the even terms are expressed in terms of a0, and the odd terms in terms of a1. So, both sets of terms satisfy the recurrence relation, and you can split them up to obtain two lin. indept. solutions with arbitrary constants a0 and a1. However, in this case, you get (x-1)^3 (ie odd terms, for example) with coefficients that include both a1 and a0. What they seem to have done in the answers is split up the (x-1)^n term into two parts, one with a0 and the other with a1. So for example, one solution would get the (a1 / 2) *(x-1)^3 term, and the other solution would get the (a0 / 6) *(x-1)^3 term. But neither of these terms sastifies the recurrence relation on its own, only when they are together! So if you split them up and put them in two separate series, then neither series is a soln' to the DE! How DO you get two linearly independent solutions from this recurrence relation?!
 
Physics news on Phys.org
Just a little bump, as this thread seems to have gotten lost in the woodwork. I know it's long and convoluted, but the question is fairly straightforward.
 
cepheid said:
Just a little bump, as this thread seems to have gotten lost in the woodwork. I know it's long and convoluted, but the question is fairly straightforward.

You have two linearly independent solutions by taking {a0=1 and a1=0} and
{a0=0 and a1=1}, for example.

ehild
 
Last edited:

Similar threads

Replies
8
Views
3K
  • · Replies 3 ·
Replies
3
Views
5K
  • · Replies 2 ·
Replies
2
Views
3K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 5 ·
Replies
5
Views
4K
Replies
8
Views
2K
  • · Replies 1 ·
Replies
1
Views
1K
  • · Replies 6 ·
Replies
6
Views
5K
  • · Replies 1 ·
Replies
1
Views
2K
Replies
20
Views
2K