Series solution of a second order ordinary DE

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Lord Anoobis
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Homework Statement


Use the power series method to solve the initial value problem:
##(x^2 +1)y'' - 6xy' + 12y = 0, y(0) = 1, y'(0) = 1##

Homework Equations

The Attempt at a Solution


Handwritten-style typeset derivation of a power series solution to (x^2 + 1)y'' - 6xy' + 12y = 0 with y(0) = 1, y'(0) = 1, showing substitution of series and collected coefficient sums with index shifts k = n, k = n-2.

The trouble here is that after the process above I end up with ##c_{k+2} = - \frac{(k-3)(k-4)}{(k+2)(k+1)}c_k##, giving nothing but zeroes for ##k = 3## onward, which cannot be correct. Where have I gone wrong here?
 
Attachments
  • Handwritten-style typeset derivation of a power series solution to (x^2+1)y'' - 6xy' + 12y = 0 with y(0)=1, y'(0)=1, showing substitution of series and index shifts leading to a recurrence in c_k.
    DE solution - Copy.png
    13.8 KB · Views: 554
  • Handwritten-style typeset derivation of a power series solution to (x^2 + 1)y'' - 6xy' + 12y = 0 with y(0) = 1, y'(0) = 1, showing substitution of series and collected coefficient sums with index shifts k = n, k = n-2.
    DE solution - Copy.png
    13.8 KB · Views: 817
They would not look any different, but is it not necessary in order to express the whole works as a single summation?
 
I am sorry, but your uploaded image is barely readable. Since it is LaTeXed it should not be much of an effort to copy paste the source here and changing the delimiters for the forum appropriate ones.

Also, I suggest that you try to avoid posting replies to your own threads. It makes it seem as if the thread has gotten replies and decreases the probability that it will be read.
 
Orodruin said:
I am sorry, but your uploaded image is barely readable. Since it is LaTeXed it should not be much of an effort to copy paste the source here and changing the delimiters for the forum appropriate ones.

Also, I suggest that you try to avoid posting replies to your own threads. It makes it seem as if the thread has gotten replies and decreases the probability that it will be read.
Let me try that. Also, the reply button under Kuruman's response was giving an error message earlier for some reason.
 
Orodruin said:
I am sorry, but your uploaded image is barely readable. Since it is LaTeXed it should not be much of an effort to copy paste the source here and changing the delimiters for the forum appropriate ones.

Also, I suggest that you try to avoid posting replies to your own threads. It makes it seem as if the thread has gotten replies and decreases the probability that it will be read.

Second order ODE (x^2 + 1)y'' - 6xy' + 12y = 0 with initial conditions y(0) = 1 and y'(0) = 0.


For a solution centred about the ordinary point
upload_2018-4-11_20-38-36.png
,
Power series expression y = sum from n = 0 to infinity of c_n x^n, written as a summation with coefficients c_n.


Then
Handwritten expression y' equals the sum from n = 1 to infinity of n c_n x^(n-1), the derivative of a power series in x.
and
Equation y'' = sum from n=2 to infinity of n(n-1)c_n x^(n-2), the second derivative of a power series with respect to x.




Substitute into the equation:

Equation: (x^2 + 1) times sum from n=2 to infinity of n(n-1)c_n x^(n-2), minus 6x times sum from n=1 to infinity of n c_n x^(n-1), plus 12 times sum from n=0 to infinity of c_n x^n, equals 0.


Handwritten-style equation: sum from n=2 to infinity of n(n-1)c_n x^n, plus sum from n=2 to infinity of n(n-1)c_n x^(n-2), minus 6 times sum from n=1 to infinity of n c_n x^n, plus 12 times sum from n=0 to infinity of c_n x^n, equals 0.


After extracting the first two terms from the second series, the first term from the third and the first two terms from the fourth in the equation above we have:



Handwritten-style equation showing collected power series terms: 2c2 + 6c3x - 6c1x + 12c0 + 12c1x + sum from n=2 to infinity of n(n-1)c_n x^n + sum from n=4 to infinity of n(n-1)c_n x^(n-2) - 6 sum from n=2 to infinity of n c_n x^n + 12 sum from n=2 to infinity of c_n x^n = 0.




Now for each series respectively, let
Handwritten or typeset conditions reading k = n, k = n − 2, k = n, k = n, giving index relations used when shifting summation indices in a series solution.
, then



Equation combining power series sums: 2c2 + (6c3 + 6c1)x + 12c0 + sum from k=2 to infinity of k(k-1)c_k x^k + sum from k=2 to infinity of (k+2)(k+1)c_(k+2) x^k - 6 sum from k=2 to infinity of k c_k x^k + 12 sum from k=2 to infinity of c_k x^k = 0.




Recurrence equation from a power series substitution: 2c_2 + 12c_0 + (6c_3 + 6c_1)x + sum from k=2 to infinity of [k(k-1)c_k + (k+2)(k+1)c_{k+2} - 6kc_k + 12c_k] x^k = 0.


Then
Two recurrence relations written in plain text: c_2 = -6c_0, and c_3 = -c_1.


And
Recurrence relation c_{k+2} = (k^2 - 7k + 12)/((k+2)(k+1)) c_k, rewritten as (k-3)(k-4)/((k+2)(k+1)) c_k.
 
Attachments
  • Handwritten or typeset conditions reading k = n, k = n − 2, k = n, k = n, giving index relations used when shifting summation indices in a series solution.
    upload_2018-4-11_20-38-36.png
    446 bytes · Views: 386
  • Recurrence relation c_{k+2} = (k^2 - 7k + 12)/((k+2)(k+1)) c_k, rewritten as (k-3)(k-4)/((k+2)(k+1)) c_k.
    upload_2018-4-11_20-38-36.png
    898 bytes · Views: 401
  • Handwritten-style equation showing collected power series terms: 2c2 + 6c3x - 6c1x + 12c0 + 12c1x + sum from n=2 to infinity of n(n-1)c_n x^n + sum from n=4 to infinity of n(n-1)c_n x^(n-2) - 6 sum from n=2 to infinity of n c_n x^n + 12 sum from n=2 to infinity of c_n x^n = 0.
    upload_2018-4-11_20-38-36.png
    2 KB · Views: 409
  • Handwritten-style equation: sum from n=2 to infinity of n(n-1)c_n x^n, plus sum from n=2 to infinity of n(n-1)c_n x^(n-2), minus 6 times sum from n=1 to infinity of n c_n x^n, plus 12 times sum from n=0 to infinity of c_n x^n, equals 0.
    upload_2018-4-11_20-38-36.png
    1.3 KB · Views: 391
  • Equation: (x^2 + 1) times sum from n=2 to infinity of n(n-1)c_n x^(n-2), minus 6x times sum from n=1 to infinity of n c_n x^(n-1), plus 12 times sum from n=0 to infinity of c_n x^n, equals 0.
    upload_2018-4-11_20-38-36.png
    1.4 KB · Views: 402
  • Second order ODE (x^2 + 1)y'' - 6xy' + 12y = 0 with initial conditions y(0) = 1 and y'(0) = 0.
    upload_2018-4-11_20-38-36.png
    919 bytes · Views: 403
  • Equation y'' = sum from n=2 to infinity of n(n-1)c_n x^(n-2), the second derivative of a power series with respect to x.
    upload_2018-4-11_20-38-36.png
    708 bytes · Views: 437
  • Power series expression y = sum from n = 0 to infinity of c_n x^n, written as a summation with coefficients c_n.
    upload_2018-4-11_20-38-36.png
    483 bytes · Views: 412
  • upload_2018-4-11_20-38-36.png
    upload_2018-4-11_20-38-36.png
    263 bytes · Views: 434
  • Handwritten expression y' equals the sum from n = 1 to infinity of n c_n x^(n-1), the derivative of a power series in x.
    upload_2018-4-11_20-38-36.png
    577 bytes · Views: 392
  • Equation combining power series sums: 2c2 + (6c3 + 6c1)x + 12c0 + sum from k=2 to infinity of k(k-1)c_k x^k + sum from k=2 to infinity of (k+2)(k+1)c_(k+2) x^k - 6 sum from k=2 to infinity of k c_k x^k + 12 sum from k=2 to infinity of c_k x^k = 0.
    upload_2018-4-11_20-38-36.png
    2.2 KB · Views: 421
  • Two recurrence relations written in plain text: c_2 = -6c_0, and c_3 = -c_1.
    upload_2018-4-11_20-38-36.png
    442 bytes · Views: 417
  • Recurrence equation from a power series substitution: 2c_2 + 12c_0 + (6c_3 + 6c_1)x + sum from k=2 to infinity of [k(k-1)c_k + (k+2)(k+1)c_{k+2} - 6kc_k + 12c_k] x^k = 0.
    upload_2018-4-11_20-38-36.png
    1.6 KB · Views: 397
Orodruin said:
Also, I suggest that you try to avoid posting replies to your own threads. It makes it seem as if the thread has gotten replies and decreases the probability that it will be read.
Lord Anoobis said:
Let me try that. Also, the reply button under Kuruman's response was giving an error message earlier for some reason.
To be honest, OP's #2 was a response to a post that I deleted soon after I posted but not before OP posted #2. My initial response was incomplete and I needed time to complete, but now it's probably no longer necessary.
 
So your conclusion with ##y(0) = c_0 = 1## and ##y'(0) = c_1 = 1## would be that ##c_2 = -6##, ##c_3 = -1##, and ##c_4 = 1##, i.e.,
$$
y(x) = 1 + x - 6x^2 - x^3 + x^4.
$$
Why do you think that is wrong?

Also, there is no reason for separating the equations for ##n = 2## and ##n = 3##. They are the same functional expression as you can add zeros to the sums without affecting them, for example
$$
\sum_{n=2}^\infty c_n n(n-1) x^n = \sum_{n=0}^\infty c_n n(n-1) x^n
$$
since ##n(n-1) = 0## for both ##n = 0## and ##n = 1##.
 
Actually, it appears to be correct. I thought it a bit odd that every term after that is zero. A bit of a sneaky question, I guess.
 
A series expansion that terminates is still a series expansion ... :rolleyes:

In fact, this is essentially how I introduce the Legendre polynomials in my textbook, i.e., by looking at Legendre's differential equation and a series expansion of the solution. As it turns out, requiring that solution is regular at ##x = 1## forces the series expansion to terminate and leads to a relation between the eigenvalue and the parameter ##\ell## in Legendre's differential equation, ##\mu = \ell(\ell + 1)##.
 
Orodruin said:
A series expansion that terminates is still a series expansion ... :rolleyes:

In fact, this is essentially how I introduce the Legendre polynomials in my textbook, i.e., by looking at Legendre's differential equation and a series expansion of the solution. As it turns out, requiring that solution is regular at ##x = 1## forces the series expansion to terminate and leads to a relation between the eigenvalue and the parameter ##\ell## in Legendre's differential equation, ##\mu = \ell(\ell + 1)##.
So it is. One tends to forget such things when extremely tired. It's approaching midnight here so it's time to say thank you and goodnight.