Chapter 4

Power Series Solutions of

Linear DEs
 Learning Objective

At the end of the section, you should be

able to solve DE with Power Series as
solutions.
Power Series
A power series in x a is an infinite
series of the form

c ( x a)
n 0
n
n
c0 c1 ( x a) c2 ( x a) ...
2

The above power series is centered at

x = a.
 Power Series

n 0
( x 1) n
center x = -1

2
n 0
n 1 n
x center x = 0
Examples
 Remark

If the radius of convergence is R > 0, then

f is
continuous
differentiable
integrable
over the interval (a-R, a+R).
Example

Given y cn x n

n 0

Find y and y
 Example

y ncn x c1 2c2 x 3c3 x ...
n 1 2

n 1

y 0 2c2 6c3 x ...

y n(n 1)cn x
n2

n2
Analytic at a Point

A function f is analytic at a point a

if it can be represented by a power series
in x-a:

c ( x a)
n 0
n
n

with a positive or infinite radius

of convergence.
 Adding two Power Series

Example

S1 n( n 1)cn x n2
S 2 cn x n 1

n2 n 0

Write S1 S 2 as a single summation.

 Example

S1 S 2 n(n 1)cn x n2
cn x n 1

n2 n 0

2 problems: exponents and starting indices

 Example

n(n 1)c x
n2
n
n2
cn x
n 0
n 1

Let k n2 k n 1
 Example

S1 n(n 1)cn x n2

n2

k n2 n k 2

S1 (k 2)( k 1)ck 2 x k

k 0
 Example

S 2 cn x n 1

n 0

k n 1 n k 1

S 2 ck 1 x k

k 1
 Example

S1 S 2 (k 2)( k 1)ck 2 x ck 1 x
k k

k 0 k 1

Now same exponent

Yet to solve: first term!
 Example

2c2 (k 2)( k 1)ck 2 x ck 1 x
k k

k 1 k 1

2c2 [( k 2)( k 1)ck 2 ck 1 ]x k

k 1
 Exercise

Combine.

n(n 1)c x
n2
n
n
2 n(n 1)cn x
n2
n2
3 ncn x
n 1
n
 Solution

1 2 3

n(n 1)c x
n2
n
n
2 n(n 1)cn x
n2
n2
3 ncn x
n 1
n

Let k n k n2 k n
 Solution

n(n 1)c x
n2
n
n

k n

k (k 1)c x
k 2
k
k
 Solution

2
2 n(n 1)cn x n2

n2

k n2n k 2

2 (k 2)( k 1)ck 2 x k

k 0
 Solution

3
3 ncn x n

n 1

k n

3 kck x k

k 1
 Solution

k
k 2
( k 1) c k xk
2 (k 2)( k 1)ck 2 x k

k 0

3 kck x k

k 1
 Solution

k (k 1)c x
k 2
k
k

2(2)c2 x 2(6)c3 x 2 (k 2)( k 1)ck 2 x
0 1 k

k 2

3(1)c1 x 3 kck x
1 k

k 2
 Solution

3c1 x 4c2 12c3 x k (k 1)ck x k

k 2

2(k 2)( k 1)ck 2 x 3kck x
k k

k 2 k 2
 Solution
4c2 (3c1 12c3 ) x

[k (k 1)ck 2(k 2)( k 1)ck 2 3kck ]x k

k 2

4c2 (3c1 12c3 ) x

[k (k 2)ck 2(k 2)( k 1)ck 2 ]x k

k 2
 Ordinary and Singular Point

A function f is analytic at x0 if
(n)
f ( x0 ) exists for any n
 Ordinary and Singular Point

y P( x) y Q( x) y 0

A point x0 is said to be an ordinary

point of the DE if both P (x ) and Q (x)
are analytic at x0 . A point that is not an
ordinary point is said to be a singular
point of the DE.
 Ordinary and Singular Point

Note:
If at least one of the function P (x ) and
Q (x ) fails to be analytic at x0 then x0
is a singular point.
 Examples
1) Every finite value of x is an ordinary
point of the DE

y (e ) y (sin x) y 0.
x

2) x 0 is a singular point of the DE

y (e ) y (ln x) y 0.
x
 Existence of Power Series Solutions
Theorem
If x x0 is an ordinary point of the DE,
we can always find two linearly independent
solutions in the form of a power

series
centered at x x0 ( y n
c
n 0
( x x0 ) n
).

Each series solution converges at least on

some interval defined by x x0 R, where R is
the distance from x0 to the closest singular point
 Example

Find a power series solution centered at 0 for the following DE

y xy 0.
 Example
y xy 0.
Ordinary points: All real numbers x.

Since there are no finite singular points,

The previous Theorem guarantees two power
series solutions centered at 0, and
convergent for x .
 y xy 0.

Let the solution be y cn ( x 0) n cn x n
n 0 n 0

y cn nx n 1
n 1

y cn n(n 1) x
n2

n2
y xy 0

c n(n 1) x
n2
n
n2
x cn x 0
n 0
n

c n(n 1) x
n2
n
n2
cn x
n 0
n 1
0


c n(n 1) x
n2
n
n2
cn x
n 0
n 1
0

k n 1
k n2

c
k 0
k 2 (k 2)( k 1) x ck 1 x 0
k

k 1
k


c
k 0
k 2 (k 2)( k 1) x ck 1 x 0
k

k 1
k

2c2 x ck 2 (k 2)( k 1) x ck 1 x 0
0 k k

k 1 k 1

2c2 [ck 2 (k 2)( k 1) ck 1 ]x 0 k

k 1
 Using the Identity Property:

1. 2c2 0
2. (k 1)( k 2)ck 2 ck 1 0
for k 1,2,3,...
The (recursive) relation generate consecutive
coefficients of the solution.
 (k 1)(k 2)ck 2 ck 1 0

c0
k 1, (2)(3)c3 c 0 0 c3
6
c1
k 2, (3)( 4)c4 c1 0 c4
12
c2
k 3, (4)(5)c5 c 2 0 c5 0
20
 (k 1)(k 2)ck 2 ck 1 0

c3 c0
k 4, (5)(6)c6 c 3 0 c6
30 180

c4 c1
k 5, (6)(7)c7 c 4 0 c7
42 504

y cn x n

n 0

y c0 c1 x c2 x c3 x c4 x c5 x ...
2 3 4 5

c0 3 c1 4 c0 6
y c0 c1 x 0 x x 0 x ...
6 12 180

1 3 1 6 1 4 1 7
y c0 1 x x .. c1 x x x ..
6 180 12 504
 y( x) c0 y1 ( x) c1 y2 ( x)
where
1 3 1 6
y1 ( x) 1 x x ...
6 180
1 4 1 7
y2 ( x) x x x ...
12 504
 Example

Find a power series solution centered at 0 for the following DE

( x 1) y xy y 0.
2
 Example

( x 1) y xy y 0.
2

The standard form:

x 1
y 2 y 2 y 0.
( x 1) ( x 1)

Ordinary Points: All real numbers x.

Singular point: None.
 ( x 1) y xy y 0.
2

Let the solution be y cn x n
n 0

y cn nx n 1
n 1

y cn n(n 1) x n 2
n2
 ( x 1) y xy y 0.
2

( x 1) n(n 1)cn x
2 n2
x ncn x n 1

n2 n 1

cn x 0.
n

n 0
 k n k n2

n(n 1)c x n(n 1)c x

n2
n
n

n2
n
n2

ncn x cn x 0
n n

n 1 n 0

k n k n


k (k 1)c x (k 2)(k 1)c

k 2
k
k

k 0
k 2 x k

kck x ck x 0
k k

k 1 k 0


k (k 1)c x
k 2
k
k
2c2 x 6c3 x (k 2)( k 1)ck 2 x
0

k 2
k

1c1 x kck x [c0 x c1 x ck x ] 0
k 0 k

k 2 k 2
 c0 c1 x c1 x 2c2 6c3 x

k (k 1)c x (k 2)(k 1)c

k 2
k
k

k 2
k 2 x k

kck x ck x 0
k k

k 2 k 2
 c0 2c2 6c3 x

k (k 1)c x (k 2)(k 1)c

k 2
k
k

k 2
k 2 x k

kck x ck x 0
k k

k 2 k 2

combine
 c0 2c2 6c3 x

[k (k 1)c
k 2
k (k 2)( k 1)ck 2

kck ck ]x 0
k

c0 2c2 6c3 x

[(k 1)(k 1)c

k 2
k (k 2)( k 1)ck 2 ]x 0
k
 c0 2c2 6c3 x

[(k 1)(k 1)c

k 2
k (k 2)( k 1)ck 2 ]x 0
k

1
c0 2c2 0 c2 c0
2
6c3 0 c3 0
(k 1)( k 1)ck (k 2)( k 1)ck 2 0
 1
c2 c0
2
c3 0
(k 1)( k 1)
ck 2 ck
(k 2)( k 1)
(k 1)
ck 2 ck
( k 2) k 2,3, 4,5,...
 1
c2 c0 ; c3 0
2
k 2,3,4,5,...
( k 1)
ck 2 ck
( k 2)
1 1
k 2, c4 c2 c0
4 2.4
2
k 3, c5 c3 0
5

3 3
k 4, c6 c4 c0
6 2.4.6
4
k 5, c7 c5 0
7

y cn x n

n 0

y c0 c1 x c2 x c3 x c4 x c5 x ...
2 3 4 5

1 2 1 1.3
y c0 c1 x c0 x c0 x
4
c0 x ...
6

2 2.4 2.4.6
1 2 1 4 1.3 6
y c0 [1 x x x ...] c1[ x]
2 2.4 2.4.6
y c0 y1( x) c1 y2 ( x)
 1 2 1 4 1.3 6
y1 ( x) 1 x x x ...
2 2.4 2.4.6

y2 ( x) x
 Example
Find a power series solution centered at 0 for the following DE

y (1 x) y 0.
 Example
y (1 x) y 0

n(n 1)c x
n2
n
n2
(1 x) cn x 0
n 0
n

n(n 1)c x
n2
n
n2
cn x cn x
n 0
n

n 0
n 1
0
 Example k n2 k n 1
k n

n(n 1)c x
n2
n
n2
cn x cn x
n 0
n

n 0
n 1
0

(k 2)(k 1)c
k 0
k 2 x ck x ck 1 x 0
k

k 0
k

k 1
k
 Example

(k 2)(k 1)c
k 0
k 2 x ck x ck 1 x 0
k

k 0
k

k 1
k

2c2 x (k 2)( k 1)ck 2 x c0 x ck x
0 k 0 k

k 1 k 1

ck 1 x 0 k

k 1
 Example

2c2 c0 (k 2)( k 1)ck 2 x ck x
k k

k 1 k 1

ck 1 x 0 k

k 1

2c2 c0 [( k 2)( k 1)ck 2 ck ck 1 ]x 0
k

k 1
Example
Using Identity Property:
1
2c2 c0 0 c2 c0
2

(k 1)( k 2)ck 2 ck ck 1 0
ck ck 1
ck 2 , k 1,2,3,...
(k 1)( k 2)
 1
c2 c0
2
ck ck 1
Example ck 2
(k 1)( k 2)
, k 1,2,3,...

c1 c0
k 1, c3
2 .3
c2 c1
k 2, c4
3.4
c3 c2
k 3, c5
4.5

c4 c3
k 4, c6
5.6
 1
c2 c0
Example 2

Case 1: c0 0, c1 0

c1 c0 c0
k 1, c3
2.3 2.3
c2 c1 c2 c0
k 2, c4
3.4 3.4 2.3.4
c3 c2 c0 c0 c0
k 3, c5
4.5 2.3.4.5 2.4.5 2.3.5
c4 c3 c0 c0 c0
k 4, c6
5.6 2.3.4.5.6 2.3.5.6 2.3.4.6
 1
c2 c0 0
2
Example
Case 2: c0 0, c1 0

c1 c0 c1
k 1, c3
2.3 2.3
c2 c1 c1
k 2, c4
3.4 3.4
c3 c2 c1
k 3, c5
4.5 2.3.4.5
c4 c3 c1 c1 c0
k 4, c6
5.6 3.4.5.6 2.3.5.6 4.5.6
 Example
y c0 c1 x c2 x c3 x c4 x c5 x ...
2 3 4 5

From case 1:
c0 2 c0 3 c0 c0
y c0 x x x
4
x 5 ...
2 2.3 2.3.4 2.3.5
1 2 1 3 1 1
y c0 [1 x x x
4
x 5 ...]
2 2.3 2.3.4 2.3.5
1 2 1 3 1 1
y1 ( x) 1 x x x
4
x 5 ...
2 2.3 2.3.4 2.3.5
 Example
y c0 c1 x c2 x c3 x c4 x c5 x ...
2 3 4 5

From case 2:
c1 3 c1 4 c1 5
y c1 x x x x ...
2.3 3.4 4.5.6
1 3 1 4 1
y c1[ x x x x ...]
5

2.3 3.4 4.5.6

1 3 1 4 1
y 2 ( x) x x x x ...
5

2.3 3.4 4.5.6

End