Series Solutions of Differential Equations

SERIES SOLUTION
OF DIFFERENTIAL EQUATIONS

Concept Mapping

Series Solution

Power Series Method Frobenius Series method

using without using Legendre Bessel’s

recurrence recurrence equation equation
relation relation

Objectives
At the end of chapter, students should be able
(a) to solve the differential equation by using power series method with
recurrence relations.
(b) to solve the differential equation by using power series method without
recurrence relations.

Key Terms (English – Bahasa Melayu)

constant coefficients – pekali pemalar

indicial equation – persamaan indeks
Maclaurin series – siri Maclaurin
power series method – kaedah siri kuasa
recurrence relation – hubungan jadi semula
Taylor series – siri Taylor
variable coefficients – pekali pemboleh ubah

1
 Series Solutions of Differential Equations

In first topic of this course, we solved the first-order differential

equations by categorizing into separable equation, homogeneous equation,
linear equation, and exact equation. In second topic, we used method of
undetermined coefficients and variation of parameter method to solve the
second-order differential equations (which have constant coefficients).
ay  by  cy  f (x) , where a, b, c are constant coefficients.

However, if such an equation has variable coefficients (functions of x),

for example, a( x) y  b( x) y  c( x) y  f ( x) ,
it must usually be solved by other methods. In certain cases, the differential
equations with variable coefficients can be reduced to differential equations
with constant coefficients by certain substitution. However, equations with
variables coefficients generally require the power series techniques.

In this chapter, we discuss one method of series solutions in dealing

with the differential equations with variable coefficients, namely power series
method, which yields solutions in the form of power series.

1. Power Series Method

The power series method is the standard basic method for solving
differential equation with variable coefficients. It gives solutions in the form
of power series, this explains the name. In this section, we begin by revising
the powers series and explaining the basic idea of the method.

In the subject of Engineering Mathematics I, we have power series (in

powers of x) of the form


c
m 0
m x m  c0  c1 x  c2 x 2  c3 x 3  c4 x 4  

where c0 , c1 , c2 ,  are constants.

Note: We use m as the summation letter, reserving n as a standard notation

for the parameters in the Legendre and Bessel equations for integer
values, later.

We will begin the power series solutions for differential equations by


assuming such solutions are in the form of y   cm x m . One way to generate
m 0

coefficients, cm is to develop a recurrence relation, which allows us to produce

coefficients once certain preceding ones are known. For this, we will shift the
indices and equate the coefficients as suggested in the procedure below.

2
 Series Solutions of Differential Equations

Procedure
Solving Differential Equation by Power Series Method
using Recurrence Relations

Assume that the solution of the differential equation is y   cm x m .
m 0
Step 1: Obtain y  and y  ; Substitute y, y  and y  (which relevant) into the
differential equation.
Step 2: Shift of index (if necessary).
Step 3: Obtain the recurrence relation.
Step 4: Deduce the coefficient of series.
Step 5: Write down the series solution.

Example 1:……………………………………………………………………..
Solve the following second-order differential equation by power series method.
y  xy  0
Solution:

Assume that the solution of the differential equation above is y   cm x m .
m 0
Step 1: Obtain y  and y  ; Substitute y and y  into the differential equation.

y   cm x m ,
m 0

y   m cm x m1 Since the first term with m  0 is 0, we have
m 0

  m cm x m1 ,
m1

y   m(m  1) cm x m2
m 0
Since the first and second term with m  0,1 are 0, we have

y   m(m  1) cm x m2 .
m 2

Thus, y  xy  0 becomes


  
 m(m  1) c
m2
m x m2  x  cm x m   0 .
 m 0 

Step 2: Shift of index.

 

 m(m  1) cm x m2   cm x m1  0

m2 m 0

start with x0 start with x1

3
 Series Solutions of Differential Equations

Since both series start with different power of x, we have to list the
m  2 in the first series (with lower power of x) so that both series
start with same power of x, as follows.
 
2c2   m(m  1) cm x m2   cm x m1  0
m3 m 0

both series start with x1

(i) Take n  m  2 for the first series:

Since m  n  2 , so Note:
  Notice that we take
 m(m  1) c
m3
m x m2   (n  2)(n  1)cn2 x n
n1
the power of x in
the first series, i.e.
m  2 to be n, and
(ii) Take n  m  1 for the second series: the power of x in
Since m  n  1 , so the second series,
 
i.e. m  1 to be n.
 cm x m1   cn1 x n
m 0 n1

Hence, the differential equation becomes

 
2c2   (n  2)(n  1)cn2 x n   cn1 x n  0
n1 n1
Note: After shifting the indices, we should have all series with same

starting (i.e. n 1
) and same index of x (i.e. x n ).

Step 3: Obtain the recurrence relation.

We factor out the common x n ,

2c2   (n  2)(n  1)cn2  cn1 x n  0
n1
The only way for this series to be zero is equating the coefficients of
each power x to be zero. We obtain
We get this because of
2c2  0  c2  0 and
principle identity !
(n  2)(n  1)cn2  cn1  0 .
cn1
Thus, the recurrence relation is cn2  , n  1, 2, 3, ... .
(n  2)(n  1)

Step 4: Deduce the coefficient of series.

c
n  1, c3  0
3 2
c
n  2, c4  1
43
c
n  3, c5  2  0 (since c2  0 )
5 4
c c0
n  4, c6  3 
6 5 6 53 2

4
 Series Solutions of Differential Equations

c4 c1
n  5, c7  
76 7643
c
n  6, c8  5  0 (since c5  0 )
87
c c0
n  7, c9  6 
9 8 9 8 6 53 2
c c1
n  8, c10  7 
10  9 10  9  7  6  4  3
c
n  9, c11  8  0 (since c8  0 )
11  10
 
Note: Using the recurrence relation, we can produce as many terms of
the coefficient of series as we wish.

Step 5: Write down the series solution.


y   cm x m
m 0

 c0  c1 x  c2 x 2  c3 x 3  c4 x 4  c5 x 5  c6 x 6  c7 x 7
 c8 x8  c9 x 9  c10 x10  c11x11  
c c c0 c1
 c0  c1 x  0  0 x 3  1 x 4  0  x6  x7
3 2 43 6 53 2 7643
c0 c1
0 x9  x10  0  
9 8 6 53 2 10  9  7  6  4  3
 1 3 1 1 
 c0 1  x  x6  x 9  
 3 2 6 53 2 98 653 2 
 1 4 1 1 
 c1  x  x  x7  x10  
 43 7643 10  9  7  6  4  3 
or in the form of
 
1  4  7    (3n  2) 3n   
2  5  8    (3n  1) 3n1 
y  c0 1   x   c1  x   x 
 n1 (3n)!   n1 (3n  1)! 
…………………………………………………Try Question 1(a) – (c), Exercise 1A

Example 2:……………………………………………………………………..
Show that the solutions of first-order differential equation y  2 xy by using
both (a) method of separation of variable, and
(b) power series method,
is the same.
Solution:
dy
(a)  2 xy , separating the variables and integrating both sides, we have
dx
1
 y dy  2  x dx

5
 Series Solutions of Differential Equations

 x2 
ln y  c1  2   c2
 2
Take exponent both sides, we got
eln y  e x c3
2
(where c3  c2  c1 )
y  Ce x (where C  ec3 )
2


(b) Assume that the solution of the differential equation is y   cm x m .
m 0
Step 1: Obtain y  ; Substitute y and y  into the differential equation.

y   cm x m ,
m 0
 
y   m cm x m1   m cm x m1 .
m 0 m1
Thus, y  2 xy  0 becomes

  

m1
m c m x m1
 2 x  cm x m   0
 m 0 

Step 2: Shift of index.

 

m c
m1
m x m1  2 c
m 0
m x m1  0

0
start with x start with x1

Since both series start with different power of x, we have to list the
m  1 term in the first series (with lower power of x) so that both series
start with same power of x, as follows.
 
c1   m cm x m1
2 c m x m1  0
m 2 m 0

both series start with x1

(i) Take n  m  1 for the first series:

Since m  n  1 , so Note:
  Notice that we take
mc
m 2
m x m1   (n  1)cn1 x n
n1
the power of x in
the first series, i.e.
m  1 to be n, and
(ii) Take n  m  1 for the second series: the power of x in
Since m  n  1 , so the second series,
 
i.e. m  1 to be n.
c
m 0
m x m1
  cn1 x n
n1

Hence, the differential equation becomes

 
c1   (n  1) cn1 x n  2 c n1 xn  0
n1 n1

6
 Series Solutions of Differential Equations

Note: After shifting the indices, we should have all series with same

summation (i.e. 
n 1
) and same index of x (i.e. x n ).

Step 3: Obtain the recurrence relation.

We factor out the common x n ,

c1   (n  1) cn1  2cn1  x n  0
n1
The only way for this series to be zero is equating the coefficients of
each power x to be zero. We obtain
c1  0 and (n  1) cn1  2cn1  0 .
2c
Thus, the recurrence relation is cn1  n1 , n  1, 2, 3, ... .
n 1

Step 4: Deduce the coefficient of series.

2c
n  1, c2  0  c0
2
2c
n  2, c3  1  0 (since c1  0 )
3
2c c
n  3, c4  2  0
4 2!
2c3
n  4, c5  0 (since c3  0 )
5
2c c c c
n  5, c6  4  4  0  0
6 3 6 3!
2c
n  6, c7  5  0 (since c5  0 )
7
2c c c c
n  7, c8  6  6  0  0
8 4 24 4!
 
Step 5: Write down the series solution.

y   cm x m
m 0

 c0  c1 x  c2 x 2  c3 x3  c4 x 4  c5 x5  c6 x 6  c7 x 7  c8 x8  

 c0 1  0  x 2  0  12 x 4  0  16 x 6  0  24
1
x8   
 x 2
x 4
x x 6
 8
 c0 1     
 1! 2! 3! 4! 
x x 2 x3 x2 x4 x6
Since e x  1      , and e x  1    
2

1! 2! 3! 1! 2! 3!
So, the solution can be written in the form of
y  c0e x  Ce x (where C  c0 )
2 2

Hence, both methods produce same answer!

………………………………………………………Try Question 2(a), Exercise 1A

7
 Series Solutions of Differential Equations

Example 3:……………………………………………………………………..
Show that the general solution of homogeneous second-order differential
equation y  y  0 is the same as obtained by using power series method.
Solution:
Firstly, solve the homogeneous second-order differential equation y  y  0
by finding its characteristics equation.
m2  1  0  m   1  i
Thus, the complimentary function is given by
yc  c1 cos x  c2 sin x , where c1 and c2 are arbitrary constants.

Secondly, solve the homogeneous second-order differential equation

y  y  0 by using power series method. Assume that the solution of the

differential equation is y   cm x m .
m 0
Step 1: Obtain y  and y  ; Substitute y and y  into the differential equation.

y   cm x m ,
m 0
 
y   m cm x m1   m cm x m1 ,
m 0 m1
 
y   m(m  1) cm x m2   m(m  1) cm x m2
m 0 m2
Thus, y  y  0 becomes
 

 m (m  1)cm x m2   cm x m  0
m2 m 0

Step 2: Shift of index.

 

 m(m  1) cm x m2   cm x m  0
m2 m 0

start with x0 start with x0

Since both series start with same power of x, we no need to list some
terms in the series with lower power of x.
Note:
(i) Take n  m  2 for the first series: Notice that we take
Since m  n  2 , so the power of x in
 


m 2
m(m  1) cm x   (n  2)(n  1)cn2 x
m 2

n 0
n the first series, i.e.

m  2 to be n, and
the power of x in
(ii) Take n  m for the second series: the second series,
  i.e. m to be n.
 cm x m   cn x n
m 0 n 0

Hence, the differential equation becomes

 

 (n  2)(n  1)cn2 x n   cn x n  0 .
n 0 n 0

8
 Series Solutions of Differential Equations

Note: After shifting the indices, we should have all series with same

summation (i.e. 
n 0
) and same index of x (i.e. x n ).

Step 3: Obtain the recurrence relation.

We factor out the common x n ,


 (n  2)(n  1)c

n 0
n 2  cn x n  0

The only way for this series to be zero is equating the coefficients of
power xn to be zero. We obtain
(n  2)(n  1)cn2  cn  0 .
 cn
Thus the recurrence relation is cn2  , n  0, 1, 2, 3, ... .
(n  2)(n  1)

Step 4: Deduce the coefficient of series.

 c0  c0
n  0, c2  
2 1 2!
 c1  c1
n  1, c3  
3 2 3!
 c2 c0 c
n  2, c4    0
4  3 4  3  2  1 4!
c c1 c
n  3, c5  3   1
5  4 5  4  3  2 5!
 c4  c0 c
n  4, c6    0
6  5 6  5  4  3  2 1 6!
 c5  c1  c1
n  5, c7   
7  6 7  6 5 4 3 2 7!
 
Step 5: Write down the series solution.

y   cm x m
m 0

 c0  c1 x  c2 x 2  c3 x3  c4 x 4  c5 x 5  c6 x 6  c7 x 7  
c c c c c c
 c0  c1 x  0 x 2  1 x 3  0 x 4  1 x 5  0 x 6  1 x 7  
2! 3! 4! 5! 6! 7!
 x 2
x 4
x 6
  x 3
x 5
x 7

 c0 1       c1  x     
 2! 4! 6!   3! 5! 7! 
x2 x4 x6 x3 x5 x7
Since cos x  1      , and sin x  x     
2! 4! 6! 3! 5! 7!
So, the solution can be written in the form of
y  c0 cos x  c1 sin x where c0 and c1 are arbitrary constants.

Hence, both methods produce same answer!

………………………………………………………Try Question 2(b), Exercise 1A

9
 Series Solutions of Differential Equations

In Example 1 to 3, the variable coefficients are polynomials, and then

nothing needs to be done in the first step except assume the solution is

y   cm x m and obtain y  and y  ; In the case of the variable coefficients can
m 0
be represented by power series, besides assuming the solution is

y   cm x m and obtain y  and y  , we need to represent one or more variable
m 0
coefficients as power series in the first step. We shall apply some familiar
examples of power series, as follows.

Formula
Some Important Representation of Functions in Power Series

x x 2 x3 xm
ex  1       ,    x  
1! 2! 3! m0 m!

x3 x5 x7 
x 2 m1
sin x  x        (1) m ,   x  
3! 5! 7! m 0 (2m  1)!

x2 x4 x6 m x
2m
cos x  1        (1) ,   x  
2! 4! 6! m 0 (2m)!
x3 x5 
x 2 m1
sinh x = x  
3! 5!
 = 
m 0 ( 2m  1)!

x2 x4 x 2m
cosh x = 1  
2! 4!
 = 
m0 ( 2m)!

x2 x3 xm
ln(1  x) = x 
2

3
 =  (1)
m1
m1

m

1
= 1  x  x 2  x 3  =  x m [geometric series]
1 x m 0
 (  1) 2  (  1)(  2) 3
(1  x) = 1  x  x  x  [binomial series]
2! 3!

f ( m ) (0) m f (0) 2

m0 m!
x = f (0)  f (0) x 
2!
x  [Maclaurin series]

f ( m ) (a) f (a)

m 0 m!
( x  a) m = f (a)  f (a)( x  a) 
2!
( x  a) 2  

[Taylor series]

Then, we expand the series, collect like power of x and equate the
coefficients of each power of x. This gives relations from which we can
determine the unknown coefficients successively. For this, we follow the
procedure suggested as follows to solve the problem as arise in Example 4.
Notice that the recurrence relation is hardly to be obtained in such cases!

10
 Series Solutions of Differential Equations

Procedure
Solving Differential Equation by Power Series Method
without using Recurrence Relations

Assume that the solution of the differential equation is y   cm x m .
m 0
Step 1: Obtain y  and y  ; Substitute y, y  and y  (which relevant) into the
differential equation.
Step 2: Shift of index (if necessary).
Step 3: Expand the series and collecting like power of x.
Step 4: Equating the coefficient of each power of x.
Step 5: Write down the series solution.

Example 4:……………………………………………………………………..
Solve the following second-order differential equation by power series method.
y  (sin x) y  0
Solution:

Assume that the solution of the differential equation above is y   cm x m .
m 0
Step 1: Obtain y  and y  ; Substitute y and y  into the differential equation.

y   cm x m ,
m 0
 
y   m cm x m1   m cm x m1 ,
m 0 m1
 
y   m(m  1) cm x m2   m(m  1) cm x m2 .
m 0 m2
3 5
x x x7
Since sin x  x      , then y  (sin x) y  0 becomes
3! 5! 7!

 x3 x5 x7  
 m2

m(m  1) cm x   x       cm x m  0
m2  3! 5! 7!  m 0

Step 2: Shift of index.


 x3 x5 x7  

 m( m  1) c m x m2
 
 x      c m xm  0
m2  3! 5! 7!  m 0

start with x0 start with x0

Since both series start with same power of x, we no need to list some
terms in the series with lower power of x. Since the variable
coefficients sin x can be expressed in power series, then we no need to
shift the indices, as in Example 1 to 3.

11
 Series Solutions of Differential Equations

Step 3: Expand the series and collecting like power of x.

2c2  6c3 x  12c4 x 2  20c5 x 3  
 
x3 x5 x7
  x    
  c0  c1 x  c2 x 2  c3 x 3    0 
 3! 5! 7! 
 c 
2c2  (6c3  c0 ) x  (12c4  c1 ) x 2   20c5  c2  0  x 3    0
 6

Step 4: Equating the coefficient of each power of x.

x0 : 2c2  0  c2  0
1
x : 6c3  c0  0  c3   16 c0
x2 : 12c4  c1  0  c4   121 c1
c0 1  c0  c
x3 : 20c5  c2  0  c5    c2   0
6 20  6  120

Step 5: Write down the series solution.


y   cm x m
m 0

 c0  c1 x  c2 x 2  c3 x3  c4 x 4  c5 x 5  
 c   c   c 
 c0  c1 x  0    0  x 3    1  x 4   0  x 5  
 6  12   120 
 1 1 5   1 
 c0 1  x 3  x    c1  x  x 4  
 6 120   12 
…………………………………………………Try Question 1(c) – (e), Exercise 1A

In the next example, we will employ the power series method to solve
the initial value problem. Besides the procedure that have been employed in
the previous examples, we will introduce one alternative strategy to solve the
initial value problem, that is to use the differential equation and the initial
condition to calculate its derivatives. For this, we follow the procedure
suggested below.

Procedure
Alternative Way to Solve Differential Equation (Initial Value Problem)
by Power Series Method
Step 1: Assume the solution y(x) of the differential equation can be
expressed in Maclaurin series expansion, or Taylor series expansion
(which one is applicable).
Step 2: Determine y  , y  , y , …, by putting the value of x and the initial
condition into the differential equation.
Step 3: Write down the series solution.

12
 Series Solutions of Differential Equations

Example 5:……………………………………………………………………..
Solve the following initial value problem by power series method.
y  e x y  x 2 , y(0)  4
Solution:

Assume that the solution of the differential equation above is y   cm x m .
m 0
Step 1: Obtain y  ; Substitute y and y  into the differential equation.

y   cm x m ,
m 0
 
y   m cm x m1   m cm x m1 .
m 0 m1

x x 2 x3
Since e x  1      , then y  e x y  x 2 becomes
1! 2! 3!

 x x 2 x3  
 m cm x  1  
m1
    cm x m  x 2
m1  1! 2! 3!  m 0

Step 2: Shift of index.


 x x 2 x3  

 m c m x m1
 1      c m xm  x2
m1  1! 2! 3!  m 0

start with x0 start with x0

Since both series start with same power of x, we no need to list some
terms in the series with lower power of x. Since the variable
coefficients e x can be expressed in power series, then we no need to
shift the indices.

Step 3: Expand the series and collecting like power of x.

c1  2c2 x  3c3 x 2  4c4 x 3  
 
 1  x 
x 2 x3

   c0  c1 x  c2 x 2  c3 x 3    x 2 
 2 6 
 c 
c1  c0  (2c2  c1  c0 ) x   3c3  c2  c1  0  x 2
 2
 c c 
  4c4  c3  c2  1  0  x 3    x 2
 2 6

Step 4: Equating the coefficient of each power of x.

x0 : c1  c0  0  c1  c0  4

Consider the initial condition given, y(0)  4 ,


Since y   cm x m  c0  c1 x  c2 x 2  c3 x 3   , putting x  0
m 0

and y  4 , we obtain c0  4 .

13
 Series Solutions of Differential Equations

x1 : 2c2  (c1  c0 )  0  c2  0
c
x2 : 3c3  c2  c1  0  1  c3  1
2
c c 1
x3 : 4c4  c3  c2  1  0  0  c4 
2 6 12

Step 5: Write down the series solution.


y   cm x m
m 0

 c0  c1 x  c2 x 2  c3 x 3  c4 x 4  
 4  4 x  x 3  121 x 4  

Alternative:
Step 1: Assume the solution y(x) of the differential equation can be
expressed in Maclaurin series expansion.

Since the initial condition given is at x  0 , we use the Maclaurin

Series expansion of the solution about 0, that is

xm 1 1
y( x)   y ( m ) (0)  y(0)  y(0) x  y(0) x 2  y(0) x 3  
m 0 m! 2! 3!
Note: We will know this series if we can determine the terms y(0) ,
y(0) , y(0) , … .

Step 2: (i) Determine y(0) .

Put x  0 and the initial condition y(0)  4 into the differential
equation to get,
y(0)  e0 y(0)  0 or y(0)  4  0 .
Thus, y(0)  4 .

(ii) Determine y(0) .

Differentiate the differential equation y  e x y  x 2 , --- (i)
we obtain y  e x y  e x y  2 x --- (ii)
Put x  0 to get, y(0)  e0 y(0)  e0 y(0)  0
y(0)  4  4  0
Thus, y(0)  0 .

(iii) Determine y(0) .

Differentiate the differential equation (ii),
we obtain y  e x y  e x y  e x y  e x y  2 --- (iii)
Put x  0 to get, y(0)  e0 y(0)  2e0 y(0)  e0 y(0)  2
y(0)  0  2(4)  4  2
Thus, y(0)  6 .

14
 Series Solutions of Differential Equations

(iv) Determine y ( 4) (0) .

Differentiate the differential equation (iii),
We obtain y ( 4)  e x y  e x y  2e x y  2e x y  e x y  e x y  0
y ( 4)  e x y  3e x y  3e x y  e x y  0
Put x  0 to get, y ( 4) (0)  e0 y(0)  3e0 y(0)  3e0 y(0)  e0 y(0)  0
y ( 4) (0)  6  0  3(4)  4  0
Thus, y ( 4) (0)  2 .

Step 3: Write down the series solution.

1 1 1
y( x)  y(0)  y(0) x  y(0) x 2  y(0) x 3  y ( 4) (0) x 4  
2! 3! 4!
 4  4 x  x  12 x  
3 1 4

Note: By differentiating more times, we can write as many terms of

this series as we want.
…………………………………………………Try Question 3(a) - (d), Exercise 1A

However, the alternative strategy seemed to be more effective when

the initial condition given is not at x  0 . For this case, instead of using
Maclaurin series expansion, we use Taylor series expansion. Let us look at the
following example.

Example 6:……………………………………………………………………..
Solve the following boundary value problem by power series method.
y  (sin x) y  1  x , y( )  3
Approximate the solution by using third order series expansion.
Solution:
Step 1: Assume the solution y(x) of the differential equation can be
expressed in Taylor series expansion.

Since the boundary condition given is at x   , we use the Taylor

series expansion of the solution about , that is

( x   )m
y( x)   y ( m ) ( )
m 0 m!
1 1
 y( )  y( ) ( x   )  y( ) ( x   ) 2  y( ) ( x   )3
2! 3!
Note: We will know this series if we can determine the terms y( ) ,
y( ) , and y( ) .

Step 2: (i) Determine y( ) .

Put x   and the boundary condition y( )  3 into the differential
equation to get,
y( )  (sin  ) y( )  1  
Thus, y( )  1   .

(ii) Determine y( ) .

15
 Series Solutions of Differential Equations

Differentiate the differential equation y  (sin x) y  1  x , --- (i)

we obtain y  (sin x) y  (cos x) y  1 --- (ii)
Put x   to get, y( )  (sin  ) y( )  (cos  ) y( )  1
y( )  0  (1)(3)  1
Thus, y( )  4 .

(iii) Determine y( ) .

Differentiate the differential equation (ii), we obtain
y  (sin x) y  (cos x) y  (cos x) y  (sin x) y  0 --- (iii)
Put x   to get,
y( )  (sin  ) y( )  2(cos  ) y( )  (sin  ) y( )  0
y( )  0  2(1)(1   )  0  0
Thus, y( )  2   .

Step 3: Write down the series solution.

1 1
y( x)  y( )  y( ) ( x   )  y( ) ( x   ) 2  y( ) ( x   )3
2! 3!
1
 3  (1   ) ( x   )  2 ( x   ) 2  (2   ) ( x   )3
6
…………………………………………………Try Question 3(e) – (f), Exercise 1A

Exercise 1A

1. Solve the following differential equations by using power series method.

(a) y  2 xy  0 (b) y  x 2 y  0
(c) ( x  3) y  2 y  0 (d) y  (cos x) y  0
(e) y  e  x y  0 (f) x 2 y  y  x  1

(3x) m
(g) y  xy  y  e3 x , where 
m 0
e 
3x

m!
.

2. Show that the solution for differential equations using both methods
below is the same.
(a) y  y  0 (Separating-variable; power series)
(b) y  y  0 (finding complimentary function; power series)

3. Solve the following initial (or boundary) value problem by using power
series method.
(a) y  xy  e x y  4 , y(0)  1 , y(0)  4 .
(b) y  2 xy  8 y  0 , y(0)  3 , y(0)  0 .
(c) y  y  2 y  0 , y(0)  1 , y(0)  2 .
(d) (1  x 2 ) y  2 xy  2 y  0 , y(0)  0 y(0)  1 .
1 1
(e) y  2 y  y  0 , y(1)  7 , y(1)  3 .
x x
(f) y  xy  2 x , y(1)  3 , y(1)  0 .



16
 Series Solutions of Differential Equations

Answers to Exercise 1A

 
2 n [1 4  7   (3n  2)] 3n   
2 n [2  5  8  (3n  1)] 3n1 
1. (a) y( x)  c0 1   x   c1  x   x 
 n1 (3n)!   n 1 (3n  1)! 
(b) 
y( x)  c0 1  121 x 4  672
1
 
x8    c1 x  201 x5  1440
1

x9  

 x  x    c 
n 1 
(c) y( x)  c0 1  23 x  93 2 4
27
3
x 0 n
n

3 n0

(d) y( x)  c 1 
0
1
2 x 2  121 x   c x  x  x  
4
1
1
6
3 1
30
5

(e) y( x)  c 1 
0
1
2 x 2  16 x  x    c x  x  x 
3 1
40
5
1
1
6
3 1
12
4 1
60 
x5  

(f) y( x)  1  x  1! x 2  2! x 3  3! x 4    1  x  
n2
(n  1)! x n

 1  c0  2 1 3  1 c0  4
(g) y( x)  c0  c1 x   x  2 x   3  x  7
40 x5  
 2   24 
2. (a) y( x)  c0e , c0 is arbitrary constant.
x

(b) y( x)  c0  c1e  x , c0 and c1 are arbitrary constant.

3. (a) y( x)  1  4 x  32 x 2  16 x3  
(b) y( x)  3  12 x 2  4 x 4  

(2) m m
(c) y( x)  1  2 x  2 x 2  43 x 3  23 x 4  154 x 5     x
m 0 m!
(d) y ( x)  x
(e) y( x)  7  3( x  1)  2( x  1) 2  ( x  1)3  ( x  1) 4  
(f) y( x)  3  52 ( x  1) 2  56 ( x  1) 3  245 ( x  1) 4  
_______________________________________________________________

17