Solution verification of ODE using Frobenius' method

  • #1
psie
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Homework Statement
Determine for ##t>0## all solutions ##x(t)## of the equation ##2t^2x''+3tx'-(1+t)x=0##.
Relevant Equations
The Frobenius method (see e.g. Wikipedia).
I have no problems with solving this exercise, but my solution disagrees slightly with that given in the answers in the back of the book, and I do not know who's correct.

First, we rewrite the equation as $$x''+\frac{3}{2t}x'-\frac{(1+t)}{2t^2}x=0.\tag1$$ We recognize that this is so-called weakly singular, i.e. the coefficients in front of ##x'## has at most a simple pole and that in front of ##x## at most a double pole. The first term in the Laurent expansion of the coefficients are ##\frac{3}{2}## and ##-\frac{1}{2}## respectively. Thus the indicial polynomial reads $$\mu(\mu-1)+\frac{3}{2}\mu-\frac{1}{2},$$ which has roots ##-1## and ##\frac{1}{2}##. Since these do not differ by an integer, our two linearly independent solutions will be of the form $$y(t)=\sum_{k=0}^\infty a_k t^{k-1}\quad\text{and}\quad z(t)=\sum_{k=0}^\infty b_k t^{k+\frac{1}{2}}.$$ I will only solve for the coefficients ##b_k##, since I get the answer as in the book for the coefficients ##a_k##. We have that the first and second derivative of ##z(t)## are $$z'(t)=\sum_{k=0}^\infty \left(k+\frac{1}{2}\right) b_k t^{k-\frac{1}{2}}\quad\text{and}\quad z''(t)=\sum_{k=0}^\infty \left(k+\frac{1}{2}\right)\left(k-\frac{1}{2}\right)b_k t^{k-\frac{3}{2}}.$$ Plugging these into the equation ##(1)##, we get \begin{align}
\sum_{k=0}^\infty \left(k+\frac{1}{2}\right)\left(k-\frac{1}{2}\right)b_k t^{k-\frac{3}{2}}&+\sum_{k=0}^\infty \frac{3}{2}\left(k+\frac{1}{2}\right)b_k t^{k-\frac{3}{2}} -\sum_{k=0}^\infty \frac{1}{2} b_k t^{k-\frac{3}{2}}\nonumber \\ &- \sum_{k=0}^\infty \frac{1}{2} b_k t^{k-\frac{1}{2}}=0 \nonumber
\end{align}
We can bring the powers of ##t^{k-\frac{3}{2}}## under a single sum, so the equation reads
$$\sum_{k=0}^\infty \left(\left(k+\frac{1}{2}\right)\left(k-\frac{1}{2}\right)+\frac{3}{2}\left(k+\frac{1}{2}\right)-\frac{1}{2}\right)b_k t^{k-\frac{3}{2}}-\sum_{k=0}^\infty \frac{1}{2} b_k t^{k-\frac{1}{2}}=0.$$ Here we can see that the first term in the first sum vanishes, so it really starts from ##k=1##, i.e. $$\sum_{k=1}^\infty \Big(\ldots\Big)b_k t^{k-\frac{3}{2}}-\sum_{k=0}^\infty \frac{1}{2} b_k t^{k-\frac{1}{2}}=0.$$ Re-indexing the first sum so that it starts from ##k=0## again, we get $$\sum_{k=0}^\infty \left(\left(k+\frac{3}{2}\right)\left(k+\frac{1}{2}\right)+\frac{3}{2}\left(k+\frac{3}{2}\right)-\frac{1}{2}\right)b_{k+1} t^{k-\frac{1}{2}}-\sum_{k=0}^\infty \frac{1}{2} b_k t^{k-\frac{1}{2}}=0.$$ Here we can again write everything under a single sum and since that sum equals zero, the coefficients vanish. You can read off the recurrence relation from the previous equation, it is \begin{align}
&\qquad&\frac{1}{2}b_k&=\left(\left(k+\frac{3}{2}\right)\left(k+\frac{1}{2}\right)+\frac{3}{2}\left(k+\frac{3}{2}\right)-\frac{1}{2}\right)b_{k+1} \nonumber\\
&\iff&b_k&=(k+1)(2k+5)b_{k+1} \nonumber
\end{align}
We see that ##b_0## is quite arbitrary, so put ##b_0=C##, then $$b_1=\frac{C}{5},\quad b_2=\frac{C}{2\cdot5\cdot 7},\quad b_3=\frac{C}{2\cdot 3\cdot5\cdot 7\cdot 9},\quad \ldots.$$ We reach the conclusion that $$b_k=\frac{C}{k!(2k+3)!!},\quad k=1,2,\ldots.$$So the solution reads $$Ct^{\frac{1}{2}}\left(1+\sum_{k=1}^\infty\frac{t^k}{k!(2k+3)!!}\right).$$ The solution given in the book is $$Ct^{\frac{1}{2}}\left(\sum_{k=0}^\infty\frac{t^k}{k!(2k+3)!!}\right).$$
This is not the same as my solution. Any ideas?
 
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  • #2
psie said:
so put ##b_0=C##, then $$b_1=\frac{C}{5},\quad b_2=\frac{C}{2\cdot5\cdot 7},\quad b_3=\frac{C}{2\cdot 3\cdot5\cdot 7\cdot 9},\quad \ldots.$$ We reach the conclusion that $$b_k=\frac{C}{k!(2k+3)!!},\quad k=1,2,\ldots.$$
This is wrong. The ##(2k + 5)## term starts at 5 when ##k=0## so it gives rise to a factor ##1/(5\cdot 7 \cdot \ldots \cdot(2k + 3)) \neq 1/(3\cdot 5\cdot \ldots \cdot (2k + 3)) = 1/(2k +3)!!##
 
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  • #3
You're right, I was wrong there. To resolve this, I am tempted to just write ##b_0=C/3##, yet this doesn't feel right for some reason. The solution given in the book confuses me.
 
  • #4
psie said:
You're right, I was wrong there. To resolve this, I am tempted to just write ##b_0=C/3##, yet this doesn't feel right for some reason. The solution given in the book confuses me.
Yes, you solve it by letting ##b_0 = C/3## … and then you get the expression from the book since ##0!(2\cdot 0 +3)!! = 3##.
 
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1. How do you verify a solution of an ordinary differential equation (ODE) using Frobenius' method?

To verify a solution of an ODE using Frobenius' method, you first assume a power series solution of the form y(x) = Σₖ aₖ x^(k+r), where aₖ are constants, x is the independent variable, and r is the initial guess for the root of the indicial equation. Then substitute this power series into the ODE and solve for the coefficients aₖ. If the resulting series converges for a certain range of x values, then the power series is a valid solution of the ODE.

2. What is Frobenius' method used for in the context of ODEs?

Frobenius' method is used to find solutions of ODEs near regular singular points, where the coefficients of the ODE are not necessarily analytic functions. By assuming a power series solution and substituting it into the ODE, Frobenius' method allows us to determine the coefficients of the power series and verify if it is a valid solution of the ODE.

3. What is the indicial equation in the context of Frobenius' method?

The indicial equation is a differential equation obtained by substituting the power series solution y(x) = Σₖ aₖ x^(k+r) into the ODE and equating coefficients of like powers of x. Solving this indicial equation yields the roots r₁ and r₂, which are used as the initial guesses for the roots of the power series solution near a regular singular point of the ODE.

4. When is Frobenius' method applicable for solving ODEs?

Frobenius' method is applicable for solving ODEs near regular singular points, where the coefficients of the ODE are not necessarily analytic functions. It is particularly useful when other methods, such as series solutions or substitution techniques, are not applicable due to the nature of the ODE near the singular point.

5. What are the limitations of Frobenius' method in solving ODEs?

One limitation of Frobenius' method is that it may not always yield a convergent power series solution near a regular singular point of the ODE. In such cases, alternative methods or numerical techniques may be required to find a valid solution. Additionally, the process of solving the indicial equation and determining the coefficients of the power series can be complex and time-consuming for higher-order ODEs.

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