Solve Differential Equation w/ Power Series Method

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SUMMARY

The forum discussion focuses on solving the differential equation $y'' + xy = 0$ using the power series method. Participants derive the series representation $y(x) = \sum_{n=0}^{\infty} a_n x^n$ and calculate derivatives, leading to the recurrence relation $(n+2)(n+1)a_{n+2} + a_{n-1} = 0$. Key findings include that $a_2 = 0$ and $a_3 = 0$, while $a_4 = -\frac{a_1}{12}$. The discussion emphasizes the importance of initial conditions $y(0)$ and $y'(0)$ for determining the coefficients.

PREREQUISITES
  • Understanding of differential equations, specifically second-order linear ODEs.
  • Familiarity with power series and their convergence properties.
  • Knowledge of Taylor series expansion and term-by-term differentiation.
  • Ability to manipulate recurrence relations in mathematical series.
NEXT STEPS
  • Study the method of Frobenius for solving differential equations.
  • Learn about the convergence of power series and their radius of convergence.
  • Explore initial value problems in the context of ordinary differential equations.
  • Investigate other methods for solving linear differential equations, such as Laplace transforms.
USEFUL FOR

Mathematics students, educators, and researchers interested in differential equations and series solutions will benefit from this discussion. It is particularly useful for those looking to deepen their understanding of power series methods in solving ODEs.

evinda
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Hello! (Wave)

The differential equation $y''+xy=0$ is given.
Find the general solution of the differential equation (with the power series method).

That's what I have tried:

We are looking for a solution of the form $y(x)=\sum_{n=0}^{\infty} a_n x^n$, where the radius of convergence is $R>0$.
$xy(x)=\sum_{n=1}^{\infty} a_{n-1}x^n$.
We have $y'(x)= \sum_{n=0}^{\infty} (n+1)a_{n+1} x^n$.
$y''(x)=\sum_{n=0}^{\infty} (n+2)(n+1) a_{n+2} x^n$.

So it has to hold:

$$2a_2 + \sum_{n=1}^{\infty} \left[ (n+2)(n+1) a_{n+2}+a_{n-1}\right]x^n=0, \forall x \in (-R,R)$$

Thus:

$$a_2=0$$

$$(n+2)(n+1)a_{n+2}+a_{n-1}=0, \forall n=1,2,3, \dots$$
$$3 \cdot 2 \cdot a_3+a_2=0 \Rightarrow a_3=0$$
$$4 \cdot 3 \cdot a_4 +a_1=0 \Rightarrow a_4=-\frac{a_1}{12}$$

Is it right so far? Or have I done something wrong?
 
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evinda said:
Hello! (Wave)

The differential equation $y''+xy=0$ is given.
Find the general solution of the differential equation (with the power series method).

That's what I have tried:

We are looking for a solution of the form $y(x)=\sum_{n=0}^{\infty} a_n x^n$, where the radius of convergence is $R>0$.
$xy(x)=\sum_{n=1}^{\infty} a_{n-1}x^n$.
We have $y'(x)= \sum_{n=0}^{\infty} (n+1)a_{n+1} x^n$.
$y''(x)=\sum_{n=0}^{\infty} (n+2)(n+1) a_{n+2} x^n$.

So it has to hold:

$$2a_2 + \sum_{n=1}^{\infty} \left[ (n+2)(n+1) a_{n+2}+a_{n-1}\right]x^n=0, \forall x \in (-R,R)$$

Thus:

$$a_2=0$$

$$(n+2)(n+1)a_{n+2}+a_{n-1}=0, \forall n=1,2,3, \dots$$
$$3 \cdot 2 \cdot a_3+a_2=0 \Rightarrow a_3=0$$
$$4 \cdot 3 \cdot a_4 +a_1=0 \Rightarrow a_4=-\frac{a_1}{12}$$

Is it right so far? Or have I done something wrong?

The solution of the ODE...

$\displaystyle y^{\ ''} + x\ y = 0\ (1)$

... requires the knowledege of $y(0)$ and $y^{\ '} (0)$...

... suppose to have a solution of the form $\displaystyle y(x)= \sum_{n=0}^{\infty} a_{n}\ x^{n}$ You have...

$\displaystyle y^{\ '} (x) = \sum_{n=0}^{\infty} n\ a_{n}\ x^{n-1}\ (2)$

$\displaystyle y^{\ ''} (x) = \sum_{n=0}^{\infty} n\ (n-1)\ a_{n}\ x^{n-2}\ (3)$

... so that is...

$\displaystyle y^{\ ''} (x) = \sum_{n=0}^{\infty} n\ (n-1)\ a_{n}\ x^{n-2} = - \sum_{n=0}^{\infty} a_{n}\ x^{n+1}\ (4)$

Here $a_{0}$ and $a_{1}$ are given from the initial conditions, and the successive coefficients can be found with (4) ...

$\displaystyle y^{\ ''} = 2\ a_{2} + 6\ a_{3}\ x + 12\ a_{4}\ x^{2} + ... = - a_{0}\ x - a_{1}\ x^{2} - ... \implies a_{2} = 0$

$\displaystyle y^{\ '''} = 6\ a_{3} + 24\ a_{4}\ x + ... = - a_{0} - 2\ a_{1}\ x - ... \implies a_{3} = - \frac{a_{0}}{6}$...

... and so one...

Kind regards

$\chi$ $\sigma$
 
chisigma said:
$\displaystyle y^{\ ''} (x) = \sum_{n=0}^{\infty} n\ (n-1)\ a_{n}\ x^{n-2}\ (3)$

I found that $y''(x)= \sum_{n=1}^{\infty} (n+1) a_{n+1} n x^{n-1}= \sum_{n=0}^{\infty} (n+2) (n+1) a_{n+2} x^n$.

Am I wrong? (Thinking)
 
evinda said:
I found that $y''(x)= \sum_{n=1}^{\infty} (n+1) a_{n+1} n x^{n-1}= \sum_{n=0}^{\infty} (n+2) (n+1) a_{n+2} x^n$.

Am I wrong? (Thinking)

Is...

$\displaystyle y(x) = \sum_{n = 0}^{\infty} a_{n}\ x^{n}\ (1)$

... and if the series (1) uniformely converges in an interval You can derive it 'term by term' obtaining...

$\displaystyle y^{\ '} (x) = \sum_{n=0}^{\infty} n\ a_{n}\ x^{n-1}\ (2)$

The same is for the series (2) so that is...

$\displaystyle y^{ ''} (x) = \sum_{n=0}^{\infty} n\ (n-1)\ a_{n}\ x^{n - 2}\ (3)$

Kind regards

$\chi$ $\sigma$
 

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