Creating series solutions for a non-constant coefficient ODE

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SUMMARY

The discussion centers on solving the second-order ordinary differential equation (ODE) given by y'' - 2xy' + 2y = 0 using power series methods. The proposed solution is expressed as y(x) = ∑(a_n x^n), leading to a recurrence relation for coefficients a_n. The final form of the solution is derived as a_{2k} = 2(2k!)/k!, with the even coefficients defined recursively. The conversation highlights the importance of correctly identifying arbitrary constants a_0 and a_1 in the solution process.

PREREQUISITES
  • Understanding of ordinary differential equations (ODEs)
  • Familiarity with power series and their convergence
  • Knowledge of recurrence relations in sequences
  • Basic calculus concepts, including derivatives and Taylor series
NEXT STEPS
  • Study the method of Frobenius for solving ODEs with variable coefficients
  • Learn about the Identity Theorem in the context of power series
  • Explore the implications of arbitrary constants in differential equations
  • Investigate the relationship between series solutions and special functions
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Students and educators in mathematics, particularly those focusing on differential equations, as well as researchers and practitioners in applied mathematics and engineering fields who require a solid understanding of series solutions for ODEs.

rmiller70015
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Homework Statement


This is for differential equations with nonconstant coefficients and I wasn't so great at series and sequences in calculus so when I came across this example problem I wasn't sure how they got to their final form. If someone could explain it to me that would be really helpful.

Homework Equations


The ODE is:
y"-2xy+2y=0

The Attempt at a Solution


We assume there is some solution of the form:
y(x)=\sum_{n=0}^{\infty}a_nx^n
The derivatives are:
y'(x)=\sum_{n=1}^{\infty}na_{n}x^{n-1}\:\: \text{and}\:\: y''(x)=\sum_{n=2}^{\infty}n(n-1)a_nx^{n-2}
A change of index gives
y'(x)=\sum_{n=0}^{\infty}na_nx^{n-1}\:\:\text{and}\:\:y''(x)=\sum_{n=0}^{\infty} (n+2)(n+1)a_{n+2}x^n
Putting these into the ODE gives:
\sum_{n=0}^{\infty}(n+2)(n+1)a_{n+2}x^n-2x\sum_{n=0}^{\infty}na_nx^{n-1}+2\sum_{n=0}^{\infty}a_nx^n=\sum_{n=0}^{\infty}\Big((n+2)(n+1)a_{n+2}-2na_n+2a_n\Big)x^n=0
The Identity Theorem gives:
(n+2)(n+1)a_{n+2}-2na_n+2a_n=0
Solving this for ##a_{n+2}## gives:
a_{n+2}=\frac{2(n-1)a_n}{(n+2)(n+1)}
Odd coefficients are zeros except for ##a_1## because:
a_3=\frac{2(1-1)a_1}{(n+2)(n+1)}=0\:\: \text{and all other coefficients will depend on a multiple of}\:a_3
The even coefficients are given by:
a_{2k+2}=\frac{2(2k-1)a_{2k}}{(2k+2)(2k+1)}
This is a worked example from the book and the answer is:
\frac{2(2k!)}{k!}

I'm not sure how they got this final form, but I think it has something to do with the even number recursion formula, which can be written as:
a_{2k+2}=\frac{2(2k-1)a_{2k}}{(2k+2)(2k+1)}=\frac{2(2k-1)}{(2k+2)(2k+1)}\frac{2(2k-3)a_{2k-2}}{2k(2k-1)}
This is where I am having the problem. The book says the ##a_{2k+2}## can be written as:
\frac{2^{k+1}(2k-1)(2k-3)...3\cdot2\cdot1}{(2k+2)!}a_0
I understand where the ##2^{k+1}## and ##a_0## are coming from, but the other terms I am unsure of.
 
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Hi rmiller:

I have not yet digested all of your calculations, but I noticed a typo in your ODE. You are missing an apostrophe. The second term should be
-2xy' .​

Since the equation is linear, any constant multiple of a solution is also a solution. This means that a0 is an arbitrary constant.
Since this is a second order equation, there should be two independent solutions.

It has been decades since I worked with ODEs so I may be mis-remembering the following.

I think you can also choose a1 to be another arbitrary constant. Then find how a2 relates to a1 and a0. You then need a recursion relationship between
a2k+2 and a2k.​

The solution given
a2k = 2(2k!)/k!​
seems to be based on assuming that a0 = 4 and ignoring a1.

You should be able to find the second solution by assuming a0 = 0 and a1 = 1.

ADDED
I notice that the solution given above is inconsistent with the previous even coefficients expression for a2k+2.
Assuming a0 = 1, the expression for a2k+2 calculates
a2 = -a0.​
However, the book answer 2(2k!)/k! is always positive.

Hope that this helps.

Regards,
Buzz
 
Last edited:

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