Power Series Solution to Linear ODE

In summary: You need two independent solutions because you have a second-order differential equation, and you have two, one proportional to ##c_0## and one proportional to ##c_1##. There's also a solution that arises from the 2x term. That's the particular solution. The constants ##c_0## and ##c_1## are the arbitrary constants you generally have when you solve a differential equation with no boundary conditions specified.
  • #1
ChemistryNat
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Homework Statement


Let y(x)=[itex]\sum[/itex]ckxk (k=0 to ∞) be a power series solution of

(x2-1)y''+x3y'+y=2x, y(0)=1, y'(0)=0

Note that x=0 is an ordinary point.

Homework Equations


y(x)=[itex]\sum[/itex]ckxk (k=0 to ∞)
y'(x)=[itex]\sum[/itex](kckxk-1) (k=1 to ∞)
y''(x)=[itex]\sum[/itex](k(k-1))ckxk-2 (k=2 to ∞)

The Attempt at a Solution



(x2-1)[itex]\sum[/itex](k(k-1))ckxk-2 (k=2 to ∞) +[itex]\sum[/itex](kckxk+2) (k=1 to ∞)+[itex]\sum[/itex]ckxk (k=0 to ∞) -2x=0

Making all the series start with the x3 term
2C2x0+[itex]\sum[/itex](k(k-1))ckxk (k=3 to ∞)- 2C2x0-6C3x1-12C4x2-[itex]\sum[/itex](k(k-1))ckxk-2 (k=5 to ∞) + [itex]\sum[/itex](kckxk+2) (k=1 to ∞)+C0x0+C1x1+C2x2+[itex]\sum[/itex]ckxk (k=3 to ∞)2C2x0+[itex]\sum[/itex](n(n-1))cnxn (n=3 to ∞)- 2C2x0-6C3x1-12C4x2-[itex]\sum[/itex](n+2)(n+1))cn+2xn (n=3 to ∞) + [itex]\sum[/itex]((n-2)cn-2xn) (n=3 to ∞)+C0x0+C1x1+C2x2+[itex]\sum[/itex]cnxn (n=3 to ∞)
2C2x0-2C2x0-6C3x1-12C4x2+C0x0+C1x1+C2x2=0
c0=0
c3={c1-2}/{6}
c4={c2}/{12}

cn+2={n(n-1)cn+(n-2)cn-2+cn}/{(n+2)(n-1)} n=3,4,5...I started with c5={(7c3+c1)}/{10}
but both of my c1 and c3 terms are tied up in the same equation, not really sure were to go from here
 
Last edited:
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  • #2
ChemistryNat said:

Homework Statement


Let y(x)=[itex]\sum[/itex]ckxk (k=0 to ∞) be a power series solution of

(x2-1)y''+x3y'+y=2x, y(0)=1, y'(0)=0

Note that x=0 is an ordinary point.

Homework Equations


y(x)=[itex]\sum[/itex]ckxk (k=0 to ∞)
y'(x)=[itex]\sum[/itex](kckxk-1) (k=1 to ∞)
y''(x)=[itex]\sum[/itex](k(k-1))ckxk-2 (k=2 to ∞)

The Attempt at a Solution



(x2-1)[itex]\sum[/itex](k(k-1))ckxk-2 (k=2 to ∞) +[itex]\sum[/itex](kckxk) (k=1 to ∞)+[itex]\sum[/itex]ckxk (k=0 to ∞) -2x=0
The y' term should be ##x^3 \sum_{k=1}^\infty kc_k x^{k-1} = \sum_{k=1}^\infty kc_k x^{k+2}##.

Making all the series start with the x3 term
2C2x0+[itex]\sum[/itex](k(k-1))ckxk (k=3 to ∞)- 2C2x0-6C3x1-12C4x2-[itex]\sum[/itex](k(k-1))ckxk-2 (k=5 to ∞) + [itex]\sum[/itex](kckxk+2) (k=1 to ∞)+C0x0+C1x1+C2x2+[itex]\sum[/itex]ckxk (k=3 to ∞)2C2x0+[itex]\sum[/itex](n(n-1))cnxn (n=3 to ∞)- 2C2x0-6C3x1-12C4x2-[itex]\sum[/itex](n+2)(n+1))cn+2xn (n=3 to ∞) + [itex]\sum[/itex]((n-2)cn-2xn) (n=3 to ∞)+C0x0+C1x1+C2x2+[itex]\sum[/itex]cnxn (n=3 to ∞)
2C2x0-2C2x0-6C3x1-12C4x2+C0x0+C1x1+C2x2=0
c0=0
c3={c1-2}/{6}
c4={c2}/{12}

cn+2={n(n-1)cn+(n-2)cn-2+cn}/{(n+2)(n-1)} n=3,4,5...I started with c5={(7c3+c1)}/{10}
but both of my c1 and c3 terms are tied up in the same equation, not really sure were to go from here
 
  • #3
vela said:
The y' term should be ##x^3 \sum_{k=1}^\infty kc_k x^{k-1} = \sum_{k=1}^\infty kc_k x^{k+2}##.

Sorry, it would seem I made an error on the first line, but after that I think this term has been corrected
 
  • #4
It seems you made some more algebra mistakes. After I fixed all of my mistakes, I had
\begin{align*}
-2c_2 + c_0 &= 0 \\
-6c_3 + c_1 &= 2 \\
2c_2 - 12 c_4 + c_2 &= 0
\end{align*} and
$$[n(n-1)+1]c_n - (n+2)(n+1)c_{n+2} + (n-2)c_{n-2} = 0$$ for the general recurrence relation.
 
  • #5
vela said:
It seems you made some more algebra mistakes. After I fixed all of my mistakes, I had
\begin{align*}
-2c_2 + c_0 &= 0 \\
-6c_3 + c_1 &= 2 \\
2c_2 - 12 c_4 + c_2 &= 0
\end{align*} and
$$[n(n-1)+1]c_n - (n+2)(n+1)c_{n+2} + (n-2)c_{n-2} = 0$$ for the general recurrence relation.

oh wow! so many mistakes! Thank you

So for the recurrence relation, I want it in terms of cn+2

$$ c_{n+2} = \frac{[n(n-1)+1]c_n + (n-2)c_{n-2}}{(n+2)(n+1)} = 0 $$

and then I solve for n=3 giving me

c5= $$ \frac{7c_3 c_1}{20} $$ ?
 
  • #6
ChemistryNat said:
oh wow! so many mistakes! Thank you

So for the recurrence relation, I want it in terms of cn+2

$$ c_{n+2} = \frac{[n(n-1)+1]c_n + (n-2)c_{n-2}}{(n+2)(n+1)} = 0 $$
The =0 shouldn't be there on the end.

and then I solve for n=3 giving me

c5= $$ \frac{7c_3 c_1}{20} $$ ?
Almost — perhaps just a typo. It should be
$$c_5 = \frac{7c_3 + c_1}{20}.$$ Note that you know what ##c_3## is in terms of ##c_1##, so you can express ##c_5## in terms of ##c_1##.
 
  • #7
vela said:
The =0 shouldn't be there on the end.


Almost — perhaps just a typo. It should be
$$c_5 = \frac{7c_3 + c_1}{20}.$$ Note that you know what ##c_3## is in terms of ##c_1##, so you can express ##c_5## in terms of ##c_1##.


$$ c_5=\frac{8c_1 - 14}{20} $$
which I think I'm supposed to see some sort of condensed version involving n! of some sort?

and
$$ c_6=\frac{13c_4 + 2c_2}{30} $$
but I have two equations with C2 and one with both c2 and c4?
 
  • #8
ChemistryNat said:
$$ c_5=\frac{8c_1 - 14}{20} $$
which I think I'm supposed to see some sort of condensed version involving n! of some sort?
Good luck with that. :wink: I don't see anything straightforward, but I didn't look very hard.

and
$$ c_6=\frac{13c_4 + 2c_2}{30} $$
but I have two equations with C2 and one with both c2 and c4?
You can express ##c_2## in terms of ##c_0##. Use that to express ##c_4## in terms of ##c_0##. Then you can express ##c_6## in terms of ##c_0##. See how this is going?
 
  • #9
vela said:
Good luck with that. :wink: I don't see anything straightforward, but I didn't look very hard.


You can express ##c_2## in terms of ##c_0##. Use that to express ##c_4## in terms of ##c_0##. Then you can express ##c_6## in terms of ##c_0##. See how this is going?

So all of my odd terms will be expressed in terms of c1 and all the even terms c0

which means I need two solutions? I'm not very familiar with power series in general, I struggled with them in first year calc too
 
  • #10
You need two independent solutions because you have a second-order differential equation, and you have two, one proportional to ##c_0## and one proportional to ##c_1##. There's also a solution that arises from the 2x term. That's the particular solution. The constants ##c_0## and ##c_1## are the arbitrary constants you generally have when you solve a differential equation with no boundary conditions.
 
  • #11
oh wow, the question actually asks for c1 to c4 and the radius of converge. which I assume doesn't mean I need to put the solutions into series form.. my apologies.


The radius of convergence is |x-x0|<R but how do you find R?
 
  • #12
You apply the ratio test to each series.
 
  • #13
vela said:
You apply the ratio test to each series.

oh. so I need to build two series equations, how can I do this? especially since the odd terms contain a weird fraction part?
 
  • #14
Oh, I just saw that you were given initial conditions. You should apply those to get specific values for ##c_0## and ##c_1##.
 
  • #15
vela said:
Oh, I just saw that you were given initial conditions. You should apply those to get specific values for ##c_0## and ##c_1##.

c0=1 and c1= 0? I just took the first term of the power series and it's derivative, unless I actually plug in 0 for x?
 
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  • #16
You have to plug in x=0 into the series for y and y' and solve for the constants.

I'm not getting this to work out. I think we may have made a mistake somewhere. Let me look at this again for a bit.
 
  • #17
OK, I was just confusing myself. Your work so far is fine.

I have an idea that might help you find the radius of convergence. I'm not completely sure this method is valid, so you might want to run it by your professor. For the ratio test, you want to calculate the limit
$$\lim_{n \to \infty} \left|\frac{c_{n+2}x^{n+2}}{c_n x^n}\right|.$$ The recurrence relation you have is
$$c_{n+2} = \frac{n(n-1)+1}{(n+1)(n+2)} c_n + \frac{n-2}{(n+1)(n+2)} c_{n-2}.$$ If that second term on the righthand side weren't there, it would be straightforward to apply the ratio test. You could try arguing that in the limit ##n \to \infty##, the second term doesn't matter. Do you see why?
 

1. What is a power series solution to a linear ODE?

A power series solution to a linear ODE is a method of solving a linear ordinary differential equation (ODE) by representing the solution as a series of terms that involve powers of the independent variable. This method is useful when the equation cannot be solved using other methods, such as separation of variables or integrating factors.

2. How is a power series solution different from other methods of solving ODEs?

The main difference is that a power series solution uses a series of terms involving powers of the independent variable, while other methods may use different techniques such as integration or substitution. Power series solutions are particularly useful for solving ODEs that cannot be solved using other methods.

3. What types of ODEs can be solved using a power series solution?

A power series solution can be used to solve any linear ODE. This includes first-order equations, higher-order equations, and systems of linear equations. However, the equation must have constant coefficients for the power series solution to be applicable.

4. What are the steps involved in finding a power series solution to a linear ODE?

The first step is to rewrite the ODE in standard form with all terms on one side and the solution on the other. Then, the coefficients of the terms in the ODE are determined. Next, the initial conditions are used to find the values of the coefficients. Finally, the power series solution is written by substituting the values of the coefficients into the general form of a power series.

5. What are the advantages of using a power series solution?

A power series solution is advantageous because it can be used to solve a wide range of linear ODEs that cannot be solved using other methods. Additionally, the solution can be expressed as an infinite series, allowing for a more accurate approximation of the actual solution. This method also allows for easy manipulation and analysis of the solution.

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