MAT2002 - ADDE Dr. T.

Phaneendra
Module 5 Professor of Mathematics
Roots of the indicial equation are distinct and do not differ by an integer:
If r1 and r2 are the distinct roots of the indicial equation, the general solution
is y( x)  c1 y1( x)  c2 y2 ( x), where y1 and y2 are linearly independent solutions corresponding to these
roots.

d2y dy
Example 1 Solve in series 2x 2  (2x 2  x)  y  0 . … (1)
dx 2 dx
Solution (a) Singular Point
Dividing Eqn. (1) with 2x2, we get
d2y 
 1     2  y  0 .
1 dy 1
dx 2  2x  dx  2x 
Comparing this with the standard form
d2y dy
 p( x)  q( x) y  0 ,
dx 2 dx
1 1
we have p( x)  1  and q( x)  2 . Note that p and q are not analytic at x = 0,
2x 2x
since their denominators tend to infinity as x tends to zero. But
lim ( x  0) p( x)  lim x1     , a finite no.,
1 1
x0 x0  2x  2

lim ( x  0)2 q( x)  lim x2 2   , a finite no.

1 1
and
x0 x0  2 x  2

Hence x = 0 is a regular singular point of the diff. equation (1).

(b) Frobenius series

 
Let y  xr n 0 an xn  n 0 an xn  r . … (2)

(c) Simplification of (1) in a series form

Then differentiating w. r. t. x successively,
dy  d2y 
 n 0 an (n  r) xn  r 1 and  n 0 an (n  r )(n  r  1) xn  r  2 . … (3)
dx dx2

Substituting (2) and (3) in (1), we get

  
2x2 n 0 an (n  r)(n  r  1) xn  r  2  (2x 2  x)n 0 an (n  r) x n  r 1  n 0 an x n  r  0
 
 n 0 2an(n  r)(n  r  1) xn  r  n 0 2an (n  r) x n  r 1
 
 n 0 an (n  r) x n  r  n 0 an x n  r  0

 
 n 0 an [2(n  r)(n  r  1)  (n  r)  1] xn  r  n 0 2an (n  r) x n  r 1 = 0.

 a0.2(r(r  1)  r  1) xr  n 1 an [2(n  r)(n  r  1)  (n  r)  1] xn  r

 n 0 2an (n  r) xn  r 1 = 0. … (4)

Now writing n – 1 = s so that n = s + 1 and s = 0 to  as n = 1 to .

Then the second term in (4) becomes

s 0 as1[2(s 1 r)(s  r)  (s  r 1) 1) xs  r 1

= n 0 an1[2(n 1 r)(n  r)  (n  r 1) 1) x n  r 1

= n 0 an1[2(n  r)2  2(n  r)  (n  r) 1) 1) xn  r 1 ,
since s is a dummy variable
 
= a [2(n  r)2  (n  r)) xn  r 1 =
n 0 n1 n 0 an1 (n  r)[2n  2r 1) x n  r 1 .

SJT 511-A10 Page 1 phaneendra.t@vit.ac.in

MAT2002 - ADDE Dr. T. Phaneendra
Module 4 Professor of Mathematics

Using this in (4), we get


a0.(2r 2  3r 1) x r  n 0 [an1 (n  r)(2n  2r  1)
 2an (n  r)] xn  r 1 = 0. … (5)
(d) Indicial equation
Equating to zero the coefficient of the lowest power of x, namely xr, we get the
indicial eqn.
a0.(2r 2  3r  1)  0 , where a0  0  2r 2  3r 1  0  r = 1, 1
2
.
The roots are distinct and do not differ by an integer.

(e) Recurrence Equations

Equating to zero the coefficient of xn + r + 1 in (5), we have
an1 (n  r )(2n  2r  1)  2an (n  r )  0  an1 (2n  2r  1)  2an  0
2
or an1    a for n = 0, 1, 2, … … (6)
2n  2r  1 n
Eqn. (6) is the recurrence relation which determines the coefficients an’s.

(f) r = 1: Eqn. (6) becomes

2 2
an1   a    a for n = 0, 1, 2, …
2n  2.1  1 n 2n  3 n
2
 a1    a0 with n = 0,
3

 a1     0  
2 2 2a 22
a2    a with n = 1,
2.1  3 5  3  3.5 0

 a2      a0   
2 2 2 2 23
a3    a with n = 2 etc.
2.2  3 75 3  3.5.7 0

Substituting these in (2), one series solution is given by

 2 22 2 23 3 
y1( x)  a0 x1  x  x  x     . … (7)
 3 3.5 3.5.7 

(g) r = 1/2: Eqn. (6) becomes

2 2 1
an1    an    an    a for n = 0, 1, 2, …
2n  2. 2  1
1 2n  2 n 1 n
1
 a1    a0  a0 with n = 0,
1
1 1 a
a2    a    a0   0 with n = 1,
11 1 2 2
1 a0
a3    a2   with n = 2 etc.
3 2.3

Substituting these in (2), the second series solution is given by

 x2 x3 
y2 ( x)  a0 x1/ 21  x       .
 2 2.3 
(h) General solution of (1)
We note that y1 and y2 are not constant multiples of each other and hence are linearly
independent of each other. The general solution of (1) is given by
y( x)  c1 y1( x)  c2 y2 ( x)
 2 22 2 23 3   x2 x3 
 y( x)  Ax1  x  x  x      Bx1/ 21  x       ,
 3 3.5 3.5.7   2 2.3 
where A  c1a0 and B  c2a0 are arbitrary constants.

SJT 511-A10 Page 2 phaneendra.t@vit.ac.in

MAT2002 - ADDE Dr. T. Phaneendra
Module 4 Professor of Mathematics

Example 2 Solve in series the Bessel Equation of order p

d2y dy
x2 2  x  ( x2  p2 ) y  0 , … (1)
dx dx
where p > 0 is not an interger.

Solution (a) Singular Point

Dividing Eqn. (1) with x2, we get
d 2 y 1 dy x2  p 2
   x2  y  0 .
dx2 x dx

Comparing this with the standard form

d2y dy
2
 p( x)  q( x) y  0 ,
dx dx
1
we have p( x)  and q( x)  x x2p . Here p and q are not analytic at x = 0, since the
2 2

x
denominators tend to infinity as x tends to zero. But
lim xp( x)  lim x   1 and lim x2q( x)  lim x2. x x2p   p2 which are
1 2 2

x0 x0  x  x0 x0

finite.

Hence x = 0 is a regular singular point of the diff. equation (1).

(b) Frobenius series

 
Let y  xr n 0 an xn  n 0 an xn  r . … (2)

(c) Simplification of (1) in a series form

Then differentiating w. r. t. x successively,
dy  d2y 
 n 0 an (n  r) x n  r  1 and  n 0 an (n  r )(n  r  1) xn  r  2 . … (3)
dx dx2

Substituting (2) and (3) in (1), we get

  
x2 n 0 an (n  r)(n  r  1) xn  r  2  xn 0 an (n  r) xn  r 1  (x2  p2)n 0 an xn  r  0
 
 n 0 an[(n  r)(n  r  1)  (n  r)  p2] xn r  n 0 an xn  r 2 = 0.
 
 n 0 an[(n  r)2  p2] xn r  n 0 an xn  r 2 = 0.

 a0 (r 2  p 2 ) xr  a1[(r  1)2  p 2 ] x1 r n 2 an[(n  r)2  p2] xn r

 n 0 an xn  r 2 = 0. … (4)

Now writing n – 2 = s in the first summation, say S1 in (4) so that n = s + 2 and s = 0

to  as n = 2 to . Then
 
S1 = s 0 as2[(s  r  2)2  p2]xs  r 2  n 0 an2[(n  r  2)2  p2]xn  r 2
since s is a dummy variable.

Using this in (4), we get


a0(r 2  p2) xr  a1[(r  1)2  p2] x1r  n 0 an2[(n  r  2)2  p2]xn  r 2

 n 0 an xn  r 2 = 0.
 a0 (r 2  p 2 ) xr  a1[(r  1)2  p 2 ] x1 r

 n 0 [an2{(n  r  2)2  p2}  an ]xn  r 2  0 .… (5)

SJT 511-A10 Page 3 phaneendra.t@vit.ac.in

MAT2002 - ADDE Dr. T. Phaneendra
Module 4 Professor of Mathematics

(d) Indicial equation

Equating to zero the coefficient of the lowest power of x namely xr, we get the
indicial eqn
a0 (r 2  p 2 )  0 , where a0  0  r =  p
 The roots are distinct.

(e) Recurrence Equation

Equating to zero the coefficient of x r + 1 in (5), we have
a1[(r  1)2  p 2 ]  0  a1 = 0,
since (r  1)2  p2  0 for r =  p.
Equating to zero the coefficient of xn  r  2 in (5),
an 2{(n  r  2)2  p2}  an  0
 an 2   (n r  21)2  p 2  an for n = 0, 1, 2, … … (6)
Eqn. (6) is the recurrence relation which determines the coefficients an’s.

(f) Various coefficients: Since a1 = 0, Eqn. (6) with n = 1, 3, 5, .. gives

a3 = a5 = a7 = ... = 0.
Thus odd indexed coefficients in the solution are zero.
Hence we deal with only even-indexed coeeficients in (6).

Now consider r = p in (6) to get

an 2   (n p12)2  p2  an   (n 2 p12)(n2)  an for n = 0, 2, 4, … … (7)

For n = 0: a2   (2 p12)(2)  a0   22 (1!)(1 p 1)  a0 ,

(1)2
for n = 2: a4   (22 p12)(22)  a2   23 ( 1p2)  a2  24 (2!)( p 1)( p  2)
 a0 ,
(1)3
for n = 4: a6   (42 p12)(42)  a4   22.3(1p3)  a4  26 (3!)( p 1)( p  2)( p 3)
 a0
and so on. In general,
(1)m
a2m  22m (m!)( p 1)( p  2)...(p  m)
 a0 , m = 1, 2, 3, …
(1)0
Choosing a0  1
2 p ( p 1)
 22.0 p (0!)( p 01)
in this, we see that
(1)m
a2m  22m p (m!)( p  m1)
, m = 0, 1, 2, 3, …

With these values, Eqn. (2) can be written as

 
y( x)  x p m 0 a2m x2m  x p m 0 (1)m x 2m
22m p (m!)( p  m1)
 … (8)
The series in (8) converges for all x. The solution (8) of the Bessel equation (1) of
order p, is called the Bessel function of the first kind of order p and is denoted by
Jp(x).

Replacing p with – p in (8),


J  p ( x)  x p m 0 (1)m x 2m
22m p (m!)(m p 1)
 … (9)
Since Bessel’s equation involves p2, the functions Jp(x) and J–p(x) are the solutions for
the same p. Since p is not an integer, they are not constant multiples of each other
and are linearly independent.

(g) General solution of (1)

y( x)  AJ p ( x)  B.J  p ( x) for all x  0,
where A and B are arbitrary constants.

SJT 511-A10 Page 4 phaneendra.t@vit.ac.in

MAT2002 - ADDE Dr. T. Phaneendra
Module 4 Professor of Mathematics

Exercises Find the series solution of the following differential equations:

d2y dy
[1] 2x 2 2  3x  2xy  0 r = 0,  12 .
dx dx
d2y dy
[2] 9x(1  x) 2  12  4 y  0 r = 0, 73
dx dx

Roots of the indicial equation differ by an integer:

If r1 and r2 are the distinct roots of the indicial equation such that r1< r2 and r2 – r1 is an integer.
Usually we find a y-series corresponding to the smaller root r1 using recurrence relation. If
some of the coefficients of the y-series are infinite when r = r1, we replace a0 with b0(r – r1) and find y1
from the modified y-series.
 y
The general solution of the differential equation is y( x)  c1y1  c2  .
  r r  r1

Example 3 Solve in series the Bessel Equation of order p

d2y dy
x2 2  x  ( x2  p2 ) y  0 , … (1)
dx dx
where p is a positive interger, say p = n.

Solution From Example 2, we see that the roots of the Indicial equation are r =  n, which
differ by an integer.
One linearly independent solution is
 
J n ( x)  xn m 0 (1)m x2m
22m n (m!)(n m1)
 xn m 0 (1)m x2m
22m n (m!)(n m)!
 … (2)

Replacing n with – n in (2) and then simplifying we get


J n ( x)  xn m 0 (1)m x 2m
22mn (m!)(mn)!
 (1)n J n ( x)  … (3)
Note that Jn(x) and J–n(x) are the solutions for the same n. Relation (3) shows that
Jn(x) and J–n(x) are not constant multiples of each other and hence are not linearly
independent.

However second linearly independent solution Yn(x), called the Bessel function of
the second kind of order n is defined by

  n  (1)m1(h  h ) x2m n1 (n m1)! x 2m

J n ( x) log 2x     x m 0 22m n (mm!)(mmnn)!  x m 0 22mn (m!) ,
n
Yn ( x)  2

 
where x > 0, n = 0, 1, 2, 3, …, h0 = 0, h1 = 1, hm ( x)  1  12      m1 and
hm n ( x)  1  12      1
m n


The general solution of (1) is y( x)  AJ n ( x)  B.Yn ( x), where A and B are arbitrary
constants.

d2y dy
Example 4 Solve in series x2 x  y 0. … (1)
dx2 dx
Solution (a) Singular Point
Dividing Eqn. (1) with x2, we get
d 2 y 1 dy 1
   y  0.
dx2 x dx x2
Comparison of this with the standard form
d2y dy
2
 p( x)  q( x) y  0 ,
dx dx
1 1
gives p( x)  and q( x)   2 . Note that p and q are not analytic at x = 0, since the
x x
denominators tend to infinity as x tends to zero. But

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MAT2002 - ADDE Dr. T. Phaneendra
Module 4 Professor of Mathematics

lim ( x  0) p( x)  lim x   1 , a finite no.,

1
x0 x0  x 

lim ( x  0)2 q( x)  lim x2  2   1 , a finite no.

1
and
x 0 x 0  x 

Hence x = 0 is a regular singular point of the diff. equation (1).

(b) Frobenius series

 
Let y  xr n 0 an xn  n 0 an xn  r . … (2)

(c) Simplification of (1) in a series form

Then differentiating w. r. t. x successively,
dy  d2y 
 n 0 an (n  r )(n  r  1) xn  r  2 . …
dx n 0 n
 a (n  r) x n  r  1 and (3)
dx2
Substituting (2) and (3) in (1), we get

  
x2n  0 an(n  r)(n  r  1) xn  r  2  xn  0 an(n  r) xn  r 1  n  0 an xn  r  0

 n 0 an[(n  r)(n  r  1)  (n  r)  1] xn  r 1 = 0.

 n 0 an(n  r  1)(n  r  1) xn  r 1 = 0. … (4)

(d) Indicial equation

Equating to zero the coefficient of the lowest power of x, namely xr – 1, we get the
indicial eqn.
a0.(r  1)(r  1)  0 , where a0  0  r = −1, 1
 The roots differ by an integer.

(e) Recurrence Equation

Equating to zero the coefficient of x n  r 1 in (6),
an (n  r  1)(n  r  1) = 0 for n = 0, 1, 2, … … (5)

(f) Various coefficients:

r = −1 (smaller root) in (5) gives an (n)(n  2)  0
 an = 0 for each n = 1, 2, 3, … except n = 2; a2 is arbitrary.
r = 1 in (5) gives an (n  2)(n)  0 where n = 1, 2, 3, … an = 0 for each n = 1, 2, 3, …

(g) General solution of (1)

y( x)  a0 xr  a1xr 1  a2 xr  2  a3x3      a0 x1  a2 x2 1 or y  A / x  Bx

Roots of the indicial equation are the same, say r1 = r2 = l:

 Using recurrence relation, find a y-series yn, r ( x) in terms of n and r.
 Substitute r = l in this to get the first solution (y) r = l.
 Find  
y
 r r l by partially differentiating yn, r ( x) w. r. t. r and substitute r = l in this.

 The general solution is y( x)  c1( y)r  l  c2  

y
 r r l .

d 2 y dy
Example 5 Solve in series x   xy  0 . … (1)
dx2 dx
Solution We note that (1) is the Bessel equation of order 0.

(a) Singular Point

Dividing Eqn. (1) with x, we get
d 2 y 1 dy
   y0 .
dx2 x dx
Comparing this with the standard form

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MAT2002 - ADDE Dr. T. Phaneendra
Module 4 Professor of Mathematics

d2y dy
 p( x)  q( x) y  0 ,
dx 2 dx
1
we have p( x)  and q( x)  1 . Note that p is not analytic at x = 0, since its
x
denominator tends to infinity as x tends to zero. But
lim (x  0) p( x)  lim x  1x  1 , a finite no.,
x0 x0
and lim ( x  0)2 q( x)  lim x2.1  0 , a finite no.
x 0 x 0
Hence x = 0 is a regular singular point of the diff. equation (1).

(b) Frobenius series

 
Let y  xr n 0 an xn  n 0 an xn  r . … (2)

(c) Simplification of (1) in a series form

Then differentiating w. r. t. x successively,

dy  d2y 
 n 0 an (n  r) x n  r  1 and  n 0 an (n  r )(n  r  1) xn  r  2 . … (3)
dx dx2
Substituting (2) and (3) in (1), we get

  
xn 0 an (n  r)(n  r  1) xn  r  2  n 0 an (n  r) xn  r 1  xn 0 an xn  r  0
  
 n 0 an (n  r)(n  r  1) xn  r 1  n 0 an (n  r) xn  r 1 + n 0 an xn  r 1  0
 
 n 0 an (n  r)[n  r  1  1] xn  r 1  n 0 an xn  r 1 = 0.
 
 n 0 an (n  r)2 xn r 1  n 0 an xn  r 1 = 0. … (4)
Separating n = 0 and n = 1 terms in the first summation, we have

a0.r 2xr 1  a1(r  1)2 xr  n  2 an (n  r)2 xn  r 1

 n 0 an xn  r 1 = 0. … (5)
Now writing n – 2 = s so that n = s + 2 and s = 0 to  as n = 2 to .
Then the 3rd term in (5) becomes
 
s 0 as  2(s  2  r)2 xs  r 1 = n 0 an  2(n  2  r)2 xn  r 1 ,
since s is a dummy variable. Using this in (5), we get

a0.r 2xr 1  a1(r  1)2 xr  n  2 [an  2(n  2  r)2  an]xn  r 1 = 0.… (6)
(d) Indicial equation
Equating to zero the coefficient of the lowest power of x, namely xr – 1, we get the
indicial eqn.
a0.r 2  0 , where a0  0  r = 0, 0  The roots are the same.

(e) Recurrence Equations

Equating to zero the coefficient of x r in (6), we have
a1(r  1)2  0  a1 = 0, since r = 0.
Equating to zero the coefficient of x n  r 1 in (6),
an  2 (n  2  r )2  an  0
1
 an  2    a for n = 0, 1, 2, … … (7)
(n  2  r ) 2 n
Eqn. (7) is the recurrence relation which determines the coefficients an’s.

(f) Various coefficients: Since a1 = 0, Eqn. (7) with n = 1, 3, 5, .. gives

a3 = a5 = a7 = ... = 0.

SJT 511-A10 Page 7 phaneendra.t@vit.ac.in

MAT2002 - ADDE Dr. T. Phaneendra
Module 4 Professor of Mathematics

1
For n = 0: a2   a ,
(2  r ) 2 0
1 1
for n = 2: a4   a  a ,
(4  r )2 2 (2  r )2 (4  r )2 0
1 1
for n = 4: a4   a    a and so on.
(6  r )2 2 (2  r )2 (4  r )2 (6  r )2 0
Substituting these in (2), the series solution is
y( x)  a0 xr  a1xr 1  a2 xr  2  a3x3    

 a0 xr 1 1 2 x2  1
x4 
1 
 x6  .

… (8)
 (2 r ) (2 r ) 2 (4 r ) 2 (2 r )2 (4 r )2 (6 r )2

Writing r = 0 in (8), we get the first linealy independent solution of (1) as

y1  a0 1  2  x2  2 2  x4  2 2 2  x6     ,
1 1 1
 2 2 .4 2 .4 .6 
which is the Bessel function J0(x) of order 0.

The second linealy independent solution of (1) is y2   

y
 r r 0
.
Now partially differentiating (8) w. r. t. r, we get
y
 a0 xr log x1 1 2 x2  1
x4 
1
 x6 

r  (2r ) (2 r ) 2 (4 r ) 2 (2 r )2 (4 r )2 (6 r )2 

 a0 xr 0 2 3 x2  2
 1  1 x 4
 (2 r ) (2 r ) 2 (4 r ) 2 2  r 4  r


2  1
 
1

1  6
x 

(2 r )2 (4 r )2 (6 r )2  2 r 4 r 6 r  
Substituting r = 0 in this,
  y   a log x1 1 x2  1 x4 
y2  


1
 x6 
  r r  0
0 
 ( 2) 2 ( 2) 2 (4)2 ( 2) 2 (4)2 (6)2 

 a0 0 2 3 x2  22 2  12  14  x4  2 2 2 2  12  14  16  x6 

 (2) (2) (4)   (2) (4) (6)   

 x2 3x 4
 J0 ( x) log x  a0 4  128      . 
 
(h) General solution of (1)
y( x)  c1J 0 ( x)  c2 y2 ( x) .

SJT 511-A10 Page 8 phaneendra.t@vit.ac.in