MHB Help on a 2nd Order Linear Differential Equation

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The discussion focuses on solving the second-order linear differential equation xy'' + y' + xy = 0, with initial conditions y(0)=1 and y'(0)=0. The solution involves recognizing that the answer is a Bessel function, specifically the Bessel function of the first kind of order 0. The user outlines the process of deriving coefficients through a power series expansion and recursion relations, ultimately leading to the series solution y = ∑(-1)^n (x^(2n) / (2^(2n) (n!)^2)). The discussion emphasizes the importance of initial conditions in determining arbitrary coefficients in the series. The final result confirms the connection to Bessel functions in the context of the given ordinary differential equation.
frank1234
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Hi, I need help solving this ODE. I know the answer is a Bessel function but I need help on the process of getting there.

Initial conditions y(0)=1 and y'(0)=0

xy''+y'+xy=0

I have made it this far...

${x}^{2}*\sum_{n=0}^{inf} [n(n+1)*{C}_{n+2}+(n+1)*{C}_{n+1}+{C}_{n}]*{x}^{n}=0$
 
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I did not check if the solution you already have is entirely correct. To proceed, you know the sum in the LHS must be equal to zero hence the coefficient of $x^n$ is zero:
$$\forall n \geq 0: n(n+1)C_{n+2}+(n+1)C_{n+1}+C_n = 0$$
the above can be written as
$$\forall n \geq 0: C_{n+2} = -\frac{C_n+(n+1)C_{n+1}}{n(n+1)}$$

To solve this recursion you can put $n=0, 1,2,..$ successively and try to notice a pattern in the coefficients. I mean, it's clear that $c_0$ and $c_1$ can't be determined and thus they have to be chosen arbitrary. Now you have to write the other coefficients in function of $c_0$ and/or $c_1$.
 
frank1234 said:
Hi,I need help solving this ODE. I know the answer is a Bessel functionbut I need help on the process of getting there.Initial conditionsy(0)=1 and y'(0)=0 xy''+y'+xy=0
Writing the equationin a little different way ...$\displaystyle y^{\ ''} = - \frac{y^{\ '}}{x} - y\ (1)$... we can say thatits the general solution is ...$\displaystyle y =c_{1}\ u(x) + c_{2}\ v(x)\ (2)$ ... where u(x) isanalytic in x=0 and v(x) isn't, so that is ...$\displaystyle u(x)= \sum_{n=0}^{\infty} a_{n}\ x^{x}\ (3)$Since the initial conditions are $y(0)=1$ and $y^{\ '} (0)=0$ it will be in (2)$c_{2}=0$ and in (3) $a_{0}=1$ and $a_{1}=0$. The value of $a_{2}$ isfound by observing that for (1) is... $\displaystyle y^{\ ''} (0) = \lim_{x \rightarrow 0} (- \frac{y^{\ '}}{x} - y) = - 2\ a_{2} - 1 = 2\ a_{2} \implies a_{2}= - \frac{1}{4}\ (4)$

The coefficient $a_{3}$ is obtained deriving (1)...$\displaystyle y^{\ '''} (0) = \lim_{x \rightarrow 0} (- \frac{y^{\ ''}}{x} + \frac{y^{\ '}}{x^{2}} - y^{\ '}) = \lim_{x \rightarrow 0} (- \frac{2\ a_{3}}{x}+ \frac{2\ a_{3}}{x} + 3\ a_{3}) = 6\ a_{3} \implies a_{3}=0\ (5) $... and $a_{4}$deriving (5)...

$\displaystyle y^{\ ''''} (0) = \lim_{x \rightarrow 0} (- \frac{y^{\ '''}}{x} + 2\ \frac{y^{\ ''}}{x^{2}} - y^{\ ''} - 2\ \frac{y^{\ '}}{x^{3}}) = \lim_{x \rightarrow 0} (- 6\ \frac{a_{3}}{x} - 24\ a_{4} + 4\ \frac{a_{2}}{x^{2}} + 12\ \frac{a_{3}}{x} + 24\ a_{4} - 2\ \frac{a_{3}}{x} - 8\ a_{4}) = 24\ a_{4} \implies a_{4} = - \frac{a_{2}}{16} = \frac{1}{64}\ (6)$

We have obtained till now...

$\displaystyle y = 1 - \frac{x^{2}}{4} + \frac{x^{4}}{64} + ...\ (7)$

Proceeding in the same way we arrive at the solution...

$\displaystyle y = \sum_{n = 0}^{\infty} (-1)^{n} \ \frac{x^{2\ n}}{2^{2\ n}\ (n!)^{2}}\ (8)$

... which is known as Bessel Function of the first kind of order 0...

Kind regards

$\chi$ $\sigma$
 
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