Series Solutions to Differential Equations | Initial Conditions at x=1

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In summary, the conversation revolves around finding the series representation of a differential equation, specifically y'' - xy' - y = 0, where the initial conditions are y(1) = 2 and y'(1) = 0. The conversation also discusses the process of finding the interval of convergence for the series and how to manipulate the series to line up the exponents.
  • #1
TranscendArcu
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Homework Statement


Skjermbilde_2012_04_27_kl_4_18_03_PM.png


The Attempt at a Solution


My trouble is that I don't really understand how to begin this problem. I think I am supposed to center my solution at a value equal to the x given in my initial conditions. That is, choose my centering point as x = 1. Then, I would have a solution: [itex]y = \sum_{n=0}^{∞} a_n (x-1)^n = a_0 (x-1)^0 + a_1(x-1)^1 + ...[/itex]. Is this then supposed to imply that [itex]y(1) = 2 = a_0[/itex]?

Is this the right beginning to the problem?
 
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  • #2
TranscendArcu said:

Homework Statement


Skjermbilde_2012_04_27_kl_4_18_03_PM.png


The Attempt at a Solution


My trouble is that I don't really understand how to begin this problem. I think I am supposed to center my solution at a value equal to the x given in my initial conditions. That is, choose my centering point as x = 1. Then, I would have a solution: [itex]y = \sum_{n=0}^{∞} a_n (x-1)^n = a_0 (x-1)^0 + a_1(x-1)^1 + ...[/itex]. Is this then supposed to imply that [itex]y(1) = 2 = a_0[/itex]?

Is this the right beginning to the problem?
Yes and yes.
 
  • #3
so I have: [itex]y' = \sum_{n=1}^∞ a_n(n)(x-1)^{n-1}[/itex]. Our initial condition gives y'(1) = 0, which in turn tells me that [itex]a_1 = 0[/itex].

From the original differential equation, I can rewrite the terms to give: [itex]y'' = xy' + y → y''(1) = (1)y'(1) + y(1) = (1)(0) + 2 = 2[/itex]. This implies that [itex]a_2 = \frac{2}{2!}[/itex]. Taking the derivative of the y'' equation I have:

[itex]y^{(3)} = y' + xy'' +y' → y^{(3)}(1) = y'(1) + (1)y''(1) +y'(1) = 0 + 2 + 0 = 2[/itex]. This implies that [itex]a_3 = \frac{2}{3!}[/itex]. Taking another derivative:

[itex]y^{(4)} = y'' + y'' + xy''' +y'' → y^{(4)}(1) = y''(1) + y''(1) + (1)y'''(1) +y''(1) = 2+2+2+2 = 8[/itex]. This implies that [itex]a_4 = \frac{8}{4!}[/itex].

Is this supposed to be telling me that the first four terms are [itex]y = 2 + \frac{2x^2}{2!} + \frac{2x^3}{3!} + \frac{8x^4}{4!}[/itex]?
 
  • #4
I think I might need a hint for the second part of the question. How can I see the analytical properties of y?
 
  • #5
TranscendArcu said:
so I have: [itex]y' = \sum_{n=1}^∞ a_n(n)(x-1)^{n-1}[/itex]. Our initial condition gives y'(1) = 0, which in turn tells me that [itex]a_1 = 0[/itex].

From the original differential equation, I can rewrite the terms to give: [itex]y'' = xy' + y → y''(1) = (1)y'(1) + y(1) = (1)(0) + 2 = 2[/itex]. This implies that [itex]a_2 = \frac{2}{2!}[/itex]. Taking the derivative of the y'' equation I have:

[itex]y^{(3)} = y' + xy'' +y' → y^{(3)}(1) = y'(1) + (1)y''(1) +y'(1) = 0 + 2 + 0 = 2[/itex]. This implies that [itex]a_3 = \frac{2}{3!}[/itex]. Taking another derivative:

[itex]y^{(4)} = y'' + y'' + xy''' +y'' → y^{(4)}(1) = y''(1) + y''(1) + (1)y'''(1) +y''(1) = 2+2+2+2 = 8[/itex]. This implies that [itex]a_4 = \frac{8}{4!}[/itex].

Is this supposed to be telling me that the first four terms are [itex]y = 2 + \frac{2x^2}{2!} + \frac{2x^3}{3!} + \frac{8x^4}{4!}[/itex]?
No. Remember that you are finding a series in powers of (x - 1).
 
  • #6
TranscendArcu said:
I think I might need a hint for the second part of the question. How can I see the analytical properties of y?
You need to find the series representation of y(x), and then use the usual theorems to determine the interval of convergence.

The assumption here is that
$$y(x) = \sum_{n = 0}^{\infty}a_n(x - 1)^n$$
and your DE is y'' - xy' - y = 0

Starting from your assumed solution, calculate y' and y'' and then calculate y'' - xy' - y, as a series. Since this sum is equal to zero, all of its terms must equal zero.
 
  • #7
Mark44 said:
No. Remember that you are finding a series in powers of (x - 1).

Oh, yeah. I forgot. But I only think that changes all of the x coefficients in my series to (x-1) coefficients. My a_n do not change, right?
 
  • #8
Mark44 said:
You need to find the series representation of y(x), and then use the usual theorems to determine the interval of convergence.

The assumption here is that
$$y(x) = \sum_{n = 0}^{\infty}a_n(x - 1)^n$$
and your DE is y'' - xy' - y = 0

Starting from your assumed solution, calculate y' and y'' and then calculate y'' - xy' - y, as a series. Since this sum is equal to zero, all of its terms must equal zero.

So you say I need to find the sigma representation of this series? That seems kind of tricky. Does it even follow an easily-recognized pattern? The 8 in the numerator of the (x-1)^4 term really throws things off for me.
 
  • #9
TranscendArcu said:
So you say I need to find the sigma representation of this series? That seems kind of tricky.
That's how I would go about it. When I did problems like this I would expand each series (the ones for y, xy', and y'') and write the first few terms of each, plus the general term. The idea is to line up all the terms of the three series so that the exponents match up.

I haven't worked through this, but maybe you could do something like this:

y'' - xy' - y = 0 <==> y'' - (x - 1)y' + y' - y = 0

Just a thought - I don't know if it will be helpful.
TranscendArcu said:
Does it even follow an easily-recognized pattern? The 8 in the numerator of the (x-1)^4 term really throws things off for me.
 
  • #10
Mark44 said:
That's how I would go about it. When I did problems like this I would expand each series (the ones for y, xy', and y'') and write the first few terms of each, plus the general term. The idea is to line up all the terms of the three series so that the exponents match up.

I haven't worked through this, but maybe you could do something like this:

y'' - xy' - y = 0 <==> y'' - (x - 1)y' + y' - y = 0

Just a thought - I don't know if it will be helpful.

Right now my series is [itex]y = 2 + \frac{2(x-1)^2}{2!} +\frac{2(x-1)^3}{3!} + \frac{8(x-1)^4}{4!} + ...[/itex]. It looks like I can take a 2 out so let's do that [itex]y = 2(1 + \frac{(x-1)^2}{2!} +\frac{(x-1)^3}{3!} + \frac{4(x-1)^4}{4!} + ...)[/itex]. But, as I mentioned above, this doesn't seem to follow a pattern that I can easily see. Thus, when you tell me to write out the first few terms, I can do that easily enough; but when it comes to finding the general term you refer to, I hit a wall. And until I have the general terms, I don't see how I can apply the trick you suggest.

Once I have the general terms, I'll be able to shift the series/strip out terms to match up the exponents, and then apply the ratio test (I presume) to determine the interval of convergence.
 
  • #11
So after much effort, I determined that there was a recursion relationship of the form [itex]a_{n+2} = \frac{a_n + a_{n+1}}{n+2}[/itex]. Unfortunately -- I haven't found this as useful as I thought I would. I can't find anything in this problem that allows me to find the interval of convergence.
 

1. What are series solutions to differential equations?

Series solutions to differential equations are solutions that can be expressed as an infinite series of terms. They are often used to solve differential equations that cannot be solved using other methods, such as separation of variables or substitution.

2. How do you find the coefficients in a series solution?

The coefficients in a series solution can be found by setting up a recurrence relation, which relates each coefficient to the previous ones, and solving for each coefficient in terms of the initial conditions of the differential equation.

3. What types of differential equations can be solved using series solutions?

Series solutions can be used to solve a wide range of differential equations, including ordinary differential equations (ODEs) and partial differential equations (PDEs). However, they are typically used for linear equations with constant coefficients.

4. What are the advantages of using series solutions to solve differential equations?

Series solutions can provide more accurate solutions compared to other methods, especially when the initial conditions of the differential equation are known precisely. They can also be used to solve more complex equations that cannot be solved using other techniques.

5. Are there any limitations to using series solutions to solve differential equations?

Series solutions may not always converge, meaning that the series does not approach a finite value as the number of terms increases. In these cases, the series solution is not valid and alternative methods must be used. Additionally, series solutions can be time-consuming and tedious to calculate, especially for higher order differential equations.

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