Series Solutions of Second Order Linear Equations

In summary, the conversation is about solving a differential equation using a power series and finding the recursion relation and the first four terms in each of the two linearly independent solutions. There is a discussion about making the limits on the summations match up and using substitutions to rewrite the summations in terms of xn. There is also a mention of separating out terms to get a simplified expression.
  • #1
Jamin2112
986
12

Homework Statement



(1+x2)y'' - 4xy' + 6y = 0

Homework Equations



I'm going to assume y can be written as [n=0 to ∞] ∑anxn

The Attempt at a Solution



y = [n=0 to ∞] ∑anxn

----> y' = [n=0 to ∞] ∑(n+1)an+1xn
----> y'' = [n=0 to ∞] ∑(n+2)(n+1)an+2xn

----> (1+x2)∑(n+2)(n+1)an+2xn -4x∑(n+1)an+1xn + 6∑(n+1)an+1xn = 0.

My problem is that, after multiplying out the functions in front of y,y',y'', everything is summed from n=0 to ∞ but the the exponents on the x's don't match up. For example, one term looks like ∑(n+1)(n+2)an+2xn+2. I can't just do a transformation j=n+2, making it

[j=-2 to ∞] ∑(j-1)jajxj = (-3)(-2)a-2x-2 + (-2)(-1)a-1x-1 + 0 + 0 + (1)(2)a2x2 + (2)(3)a3x3 + ...

because then I have those darned a-2,a-1 that screw everything up. In other words, I want everything summed from n=0 to ∞ and only xn being summed. Then I can figure out the recurrence relation, the radius of convergence, etc. Suggestions are appreciated.

NEXT QUESTION:

On another problem, I was able to get to the point of

[n=0 to ∞] ∑xn{(n+2)(n+1)an+2 + nan + 2an}=0.

For this equation to be satisfied for all x, the coefficient of each power of x must be zero; hence I conclude that

(n+2)(n+1)an+2 + nan + 2an = 0.

I'm now trying to figure out the recurrence relationship.

I write out

2a0 + 2a2 = 0 -----> a2=-a0
3a1 + 6a3 = 0 ------> a3=(-1/2)a1
4a2 + 6a3 = 0 ------> a4=-(1/3)a2=(1/3)a0
5a3 + 2a5 = 0 ------> a5=-(1/4)a3=(1/8)a1
6a4 + 30a6 = 0 -----> a6=-(1/5)a4=(-1/15)a0
7a5 + 42a7 = 0 ------>a7=(-1/6)a5=(-1/48)a1

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---------> an = a2k = (-1)k * a0/((2k-1)(2k-3)) ?

I dunno. Does that seem right? I'm just trying to figure it out in my head. Supposing this is correct, what then do I do with the a2k+1 stuff--you know, the a1,a3,a5,...
 
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  • #2
Jamin2112 said:
My problem is that, after multiplying out the functions in front of y,y',y'', everything is summed from n=0 to ∞ but the the exponents on the x's don't match up. For example, one term looks like ∑(n+1)(n+2)an+2xn+2. I can't just do a transformation j=n+2, making it

[j=-2 to ∞] ∑(j-1)jajxj = (-3)(-2)a-2x-2 + (-2)(-1)a-1x-1 + 0 + 0 + (1)(2)a2x2 + (2)(3)a3x3 + ...

because then I have those darned a-2,a-1 that screw everything up. In other words, I want everything summed from n=0 to ∞ and only xn being summed. Then I can figure out the recurrence relation, the radius of convergence, etc. Suggestions are appreciated.
The reason you probably can't do it is because it's often impossible. The first few terms typically have to be treated separately as special cases.
On another problem, I was able to get to the point of

[n=0 to ∞] ∑xn{(n+2)(n+1)an+2 + nan + 2an}=0.

For this equation to be satisfied for all x, the coefficient of each power of x must be zero; hence I conclude that

(n+2)(n+1)an+2 + nan + 2an = 0.
Note you can rewrite this as

[tex]a_{n+2} = -\frac{1}{n+1} a_n[/tex]

So the coefficient of the even powers of x will be proportional to a0 and the coefficient of the odd powers of x will be proportional to a1. The series proportional to a0 is one solution, and the series proportional to a1 is the other solution.
 
  • #3
vela said:
The reason you probably can't do it is because it's often impossible. The first few terms typically have to be treated separately as special cases.

So where do I go from here?

I've been told to:

Solve the given differential equation using a power series about x0=0. Find the recursion relation and find the first four terms in each of the two linearly independent solutions (unless the series terminates sooner). If possible, find the general term in each solution.
 
  • #4
I think what's confusing you is you're trying to make the limits on the summations match up too early. What you want to do instead is make all the sums contain xn. For instance, the first term gives you

[tex](1+x^2)y'' = \sum_{n=2}^\infty n(n-1)a_n x^{n-2} + \sum_{n=2}^\infty n(n-1)a_n x^n[/tex]

Now let k=n-2, and rewrite the first sum in terms of k:

[tex](1+x^2)y'' = \sum_{k=0}^\infty (k+2)(k+1)a_{k+2} x^k + \sum_{n=2}^\infty n(n-1)a_n x^n[/tex]

The first summation will contribute x0 and x1 terms while the second does not, so separate those two out and write the rest as one summation to get:

[tex](1+x^2)y'' = 2a_2 + 6a_3 x + \sum_{n=2}^\infty [(n+2)(n+1)a_{n+2}+n(n-1)a_n] x^n[/tex]
 
  • #5
vela said:
I think what's confusing you is you're trying to make the limits on the summations match up too early. What you want to do instead is make all the sums contain xn. For instance, the first term gives you

[tex](1+x^2)y'' = \sum_{n=2}^\infty n(n-1)a_n x^{n-2} + \sum_{n=2}^\infty n(n-1)a_n x^n[/tex]

Now let k=n-2, and rewrite the first sum in terms of k:

[tex](1+x^2)y'' = \sum_{k=0}^\infty (k+2)(k+1)a_{k+2} x^k + \sum_{n=2}^\infty n(n-1)a_n x^n[/tex]

The first summation will contribute x0 and x1 terms while the second does not, so separate those two out and write the rest as one summation to get:

[tex](1+x^2)y'' = 2a_2 + 6a_3 x + \sum_{n=2}^\infty [(n+2)(n+1)a_{n+2}+n(n-1)a_n] x^n[/tex]

Hmmm... I'll try this and get back to you.
 

What is the general form of a series solution for a second order linear equation?

The general form of a series solution for a second order linear equation is y = ∑ (n=0 to ∞) an (x-x0)n, where an are the coefficients and x0 is the center of the series.

What is the radius of convergence for a series solution of a second order linear equation?

The radius of convergence for a series solution of a second order linear equation is the distance from the center of the series at which the series converges, and is given by the formula R = limn→∞ |an/an+1|.

How is the Frobenius method used to find series solutions of second order linear equations?

The Frobenius method is used to find series solutions of second order linear equations when the equation has a singular point. It involves expressing the equation in terms of the variable x-x0 and finding the coefficients using a recurrence relation. This method is useful when the equation cannot be solved using standard methods.

What is the difference between an ordinary point and a singular point in a second order linear equation?

An ordinary point is a point at which the equation can be expressed as a power series, while a singular point is a point at which the equation cannot be expressed as a power series. This means that the solution at a singular point may have a different form compared to the solution at an ordinary point.

How is the method of undetermined coefficients used to find series solutions of second order linear equations?

The method of undetermined coefficients is used to find series solutions of second order linear equations when the equation has no singular points. It involves assuming a solution of the form y = ∑ (n=0 to ∞) an (x-x0)n and substituting it into the equation to determine the coefficients an. This method is useful when the equation has a simpler form compared to using the Frobenius method.

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