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t
1. Determine the following derivatives: (a) y (4) when y = e 2 x (b) y (5) when y = 8e 2
5
1
1 12 t 8 12 t 1 12 t
(b) If y = e ax , then y ( n ) = a n e ax . Hence, if y = 8e 2 , = =
t
then y (5) (8) e e = e
2 32 4
1
2. Determine the following derivatives: (a) y (4) when y = sin 3t (b) y (7) when y = sin 5θ
50
nπ
=
(a) If y = sin ax, then y ( n ) a n sin ax +
2
4π
= 34 sin 3t + =
Hence, if y = sin 3t, then y (4) 81sin ( 3t + 2π ) = 81 sin 3t
2
1 1 7π 3π
(b) If y = sin 5θ, then
= y (7) 57 sin 5θ=
+ 1562.5sin 5θ + = – 1562.5 cos 5θ
50 50 2 2
2
3. Determine the following derivatives: (a) y (8) when y = cos 2x (b) y (9) when y = 3 cos t
3
nπ
(a) If y = cos ax, =
then y ( n ) a n cos ax +
2
8π
y (8) = ( 2 ) cos 2 x +
8
Hence, if y = cos 2x then = 256 cos(2x + 4π) = 256 cos 2x
2
2 9π 29 2 π
9
2 2 29 2
(b) If y = 3cos t , then =
y (9) (3) cos t + = cos t + = − sin t
3 3 3 2 38 3 2 38 3
a!
(a) If y = x a , then y ( n ) = x a −n
( a − n )!
9!
Hence, if y = 2x9 , then y (7) = (2) x 9−7 = ( 9!) x 2
( 9 − 7 )!
t7 1 7! 7 −6
(b) If y = , then y (6) = t = 630 t
8 8 ( 7 − 6 )!
1
5. Determine the following derivatives: (a) y (7) when y = sinh 2 x (b) y (6) when y = 2 sinh 3x
4
1 27
y (7) {[1 + (−1)7 ] sinh 2 x + [1 − (−1)7 ] cosh 2 x}
1
Hence, if y = sinh 2 x =
then
4 4 2
1
6. Determine the following derivatives: (a) y (7) when y = cosh 2x (b) y (8) when y = cosh 3 x
9
= 26 {2sinh 2 x + 0} =
27 sinh 2 x = 128 sinh 2x
1 38
y (8) {[1 − (−1)8 ] sinh 3 x + [1 + (−1)8 ] cosh 3 x}
1
(b) If =
cosh 3 x , then
9 9 2
1
7. Determine the following derivatives: (a) y (4) when y = 2 ln 3θ (b) y (7) when y = ln 2t
3
( n − 1)!
( −1)
n −1
(a) If y = ln ax, then y ( n ) =
xn
( 4 − 1)! = 3! 12
( 2 )( −1)
4 −1
If y = 2 ln 3θ, then y (4) = (−2) =−
θ4 θ4 θ4
1 1 7 −1 ( 7 − 1) ! 6! 240
( −1)
(b) If y = ln 2t , then y (7) = = =
3 3 t 7 3t 7 t7
n(n − 1) ( n − 2) (2)
Thus, y ( n ) =
u ( n ) v + nu ( n −1) v (1) + u v + ...
2!
n(n − 1) ( n − 2)
= y ( n ) ( x 2 ) + n ( y ( n −1) 2 x ) + ( y 2)
2!
n(n − 1) ( n − 2) (2)
Thus, y ( n ) =
u ( n ) v + nu ( n −1) v (1) + u v + ...
2!
= e 2 x {8 x3 + 36 x 2 + 36 x + 6}
n(n − 1) ( n − 2) (2)
Thus, y ( n ) =
u ( n ) v + nu ( n −1) v (1) + u v + ...
2!
= e − x {2 x3 − 24 x 2 + 72 x − 48} or 2 e − x { x 3 − 12 x 2 + 36 x − 24}
nπ
Since y = x 3 cos x then let u = cos x and v = x3 and=
u ( n ) 1n cos x +
2
n(n − 1) ( n − 2) (2)
y(n) =
u n v + nu ( n −1) v (1) + u v + ...
2!
nπ 3 (n − 1)π n(n − 1) (n − 2)π
Hence, y ( n ) =cos x + ( x ) + n cos x + ( 3x ) + cos x + (6x)
2
2 2 2! 2
n(n − 1(n − 2) (n − 3)π
+ cos x + (6)
3! 2
5π 4π 5(4) 3π 2π
and y=
(5) x3 cos x + + 5 ( 3 x ) cos x +
2
+ ( 6 x ) cos x + 5(4)(3)
+ ( 6 ) cos x +
2 2 2! 2 3! 2
Since y = e − t sin t then let u = sin t and v = e − t and the nth derivative of e − t is (−1) n e − t
n(n − 1) ( n − 2) (2)
y(n) =
u n v + nu ( n −1) v (1) + u v + ...
2!
Hence,
nπ − t (n − 1)π
y ( n ) =sin t + ( e ) + n sin t + (− e )
−t
2 2
n(n − 1) (n − 2)π − t n(n − 1)(n − 2) (n − 3)π
+ sin t + (e ) + sin t + (− e )
−t
2! 2 3! 2
3π π −t
= e − t sin t − 4 e − t sin t + + 6 ( e ) sin ( t + π ) − 4 ( e ) sin t + + e sin t
−t −t
2 2
= −4 e − t sin t
6. If y = x 5 ln 2 x find y (3)
a! 5!
Since y = x5 ln 2 x then let u = x5 and v = ln 2x =
and u n = x a−n x 5− n
( a − n )! (5 − n)!
n(n − 1) ( n − 2) (2)
y(n) =
u n v + nu ( n −1) v (1) + u v + ...
2!
5! 5! 1 n(n − 1) 5! 1
y(n) = x 5− n ln 2 x + n x 6− n + x7−n −
(5 − n)! (6 − n)! x 2! (7 − n)! x2
n(n − 1)(n − 2) 5! 2
+ x8− n
3! (8 − n)! x3
5! 2 5! 1 3(2) 5! 4 1 3(2)(1) 5! 5 2
Hence,=
y3 x ln 2 x + (3) x 3 + x − + x
2! 3! x 2! (4)! x 2 3! 5! x 3
= 60 x 2 ln 2 x + 60 x 2 − 15 x 2 + 2 x 2
= 60 x 2 ln 2 x + 47 x 2
i.e. y (3) x 2 ( 47 + 60 ln 2 x )
=
n(n − 1) ( n )
gives: 2 y ( n + 2) x 2 + n y ( n +1) ( 2 x ) + y (2) + 0 + { y ( n +1) ( x) + ny ( n ) (1) + 0} + 3 { y ( n ) } = 0
2!
i.e. 2 x 2 y ( n + 2) + 4n x y ( n +1) + 2n(n − 1) y ( n ) + x y ( n +1) + n y ( n ) + 3 y ( n ) = 0
n(n − 1) ( n − 2) (2)
y(n) =
u n v + nu ( n −1) v (1) + u v + ...
2!
n(n − 1) n − 2 2 x
Hence,=
y(n) ( 2n e2 x )( x3 + 2 x 2 ) + n2n−1 e2 x ( 3x 2 + 4 x ) + 2 e ( 6x + 4)
2!
n(n − 1)(n − 2) n −3 2 x
+ 2 e (6)
3!
5(4) 3 2 x 5(4)(3) 2 2 x
and y (5) 25 e 2 x ( x3 + 2 x 2 ) + (5) 24 e 2 x ( 3 x 2 + 4 x ) +
= 2 e (6x + 4) + 2 e (6)
2 3!
= e 2 x {25 x 3 + 26 x 2 + (16)15 x 2 + (16)(20 x) + 60 x(8) + (8)(40) + 240}
= e 2 x 24 {2 x3 + 19 x 2 + 50 x + 35}
d2 y dy
1. Determine the power series solution of the differential equation: + 2x +y=0
dx 2 dx
dy
using the Leibniz–Maclaurin method, given that at x = 0, y = 1 and =2
dx
d2 y dy
+ 2x +y=0
d x2 dx
(i) The differential equation is rewritten as: y′′ + 2xy′ + y = 0 and from the Leibniz theorem of
equation (13), page 865 of textbook, each term is differentiated n times, which gives:
y ( n + 2) + 2 { y ( n +1) ( x) + n y ( n ) (1) + 0} + y ( n ) =
0
y ( n + 2) + (2n + 1) y ( n ) =
0
from which, y ( n + 2) =
−(2n + 1) y ( n )
n = 2, ( y (4) )0 =
−5 ( y '')0 =
5( y )0
n = 3, ( y (5) )0 = { }
−7 ( y ''')0 = −7 −3 ( y ')0 =3 × 7 ( y ')0
n = 4, ( y (6) )0 = { }
−9 ( y (4) )0 = −9 5 ( y )0 =−5 × 9 ( y )0
n = 5, ( y (7) )0 = { }
−11( y (5) )0 = −11 3 × 7 ( y ')0 =−3 × 7 ×11( y ')0
n = 6, ( y (8) )0 = { }
−13 ( y (6) )0 = −13 −5 × 9 ( y )0 = 5 × 9 ×13 ( y )0
x2 x3 x4
(iv) Maclaurin’s theorem is: y = ( y )0 + x ( y ' )0 + ( y '')0 + ( y ''')0 + ( y (4) )0 + ...
2! 3! 4!
Thus, y = ( y )0 + x ( y ' )0 +
x2
2!
{
− ( y )0 + }
x3
3!
{
−3 ( y ')0 +
x4
4!
}
5 ( y )0 +
x5
5!
{ }
3 × 7 ( y ' )0 { }
+
x6
6!
{
−5 × 9 ( y )0 +}x7
7!
{
−3 × 7 ×11( y ')0 }
1292 © 2014, John Bird
(v) Collecting similar terms together gives:
x 2 5 x 4 5 × 9 x 6 5 × 9 ×13 x8
y = ( y )0 1 − + − + − ...
2! 4! 6! 8!
3 x3 3 × 7 x 5 3 × 7 ×11 x 7
+ ( y ' )0 x − + − + ...
3! 5! 7!
dy
At x = 0, y = 1 and = 2, hence, ( y )0 = 1 and ( y ' )0 = 2 .
dx
d2 y dy
Hence, the power series solution of the differential equation: + 2x +y=0 is:
d x2 dx
x 2 5 x 4 5 × 9 x 6 5 × 9 ×13 x8 3 x3 3 × 7 x 5 3 × 7 ×11 x 7
y = 1 − + − + − ... + 2 x − + − + ...
2! 4! 6! 8! 3! 5! 7!
d2 y dy
2. Show that the power series solution of the differential equation: ( x + 1) + ( x − 1) − 2y =
0,
d x2 dx
using the Leibniz–Maclaurin method, is given by: y =1 + x 2 + e − x given the boundary
dy
conditions that at x = 0, y = 2 and = –1
dx
d2 y dy
( x + 1) + ( x − 1) − 2y =
0
dx 2 dx
(i) The differential equation is rewritten as: (x + 1) y′′ + (x – 1)y′ – 2y = 0 and from the Leibniz
theorem of equation (13), page 865 of textbook, each term is differentiated n times, which
gives:
i.e. (x + 1) y ( n + 2) + (n + x − 1) y ( n +1) + (n − 2) y ( n ) =
0 (1)
y ( n + 2) + (n − 1) y ( n +1) + (n − 2) y ( n ) =
0
(iii) For n = 0, ( y=
(2)
)0 ( y (1) )0 + 2( y )0
n = 1, ( y (3) )0 = ( y (1) )0
n = 5, ( y (7) )0 =
−4 ( y (6) )0 − 3 ( y (5) )0 =
4 ( y (1) )0 − 3 ( y (1) )0 =
( y (1) )0
n = 6, ( y (8) )0 =
−5 ( y (7) )0 − 4 ( y (6) )0 =
−5 ( y (1) )0 + 4 ( y (1) )0 =
− ( y (1) )0
x 2 (2) x3 x4
(iv) Maclaurin’s theorem is: y = ( y )0 + x ( y (1) )0 + ( y )0 + ( y (3) )0 + ( y (4) )0 + ...
2! 3! 4!
x2
{( y ) } x3
{( y ) } + x4! {− ( y ) } + x5! {( y ) }
4 5
Thus, y = ( y )0 + x ( y (1) )0 + (1)
0
+ 2 ( y )0 + (1)
0
(1)
0
(1)
0
2! 3!
x6
{ x7
} {( y ) } + x8 {− ( y ) } + ...
8
+ − ( y (1) )0 + (1)
0
(1)
0
6! 7!
(v) Collecting similar terms together gives:
x2 x 2 x3 x 4 x5 x6 x7
y = ( y )0 1 + (2) + ( y (1) )0 x + + − + − + − ...
2! 2! 3! 4! 5! 6! 7!
dy
At x = 0, y = 2 and = –1, hence, ( y )0 = 2 and ( y (1) )0 = −1
dx
d2 y dy
Hence, the power series solution of the differential equation: ( x + 1) + ( x − 1) − 2y =
0
dx 2 dx
is:
x 2 x3 x 4 x5 x6 x7
y = 2 {1 + x 2 } − x + + − + − + − ...
2! 3! 4! 5! 6! 7!
x 2 x3 x 4 x5 x6 x7
= 2 + 2x 2 – x – − + − + − + ...
2! 3! 4! 5! 6! 7!
x 2 x3 x 4 x5 x6 x7
= 1 + x2 + 1 + x2 – x – − + − + − + ...
2! 3! 4! 5! 6! 7!
x 2 x3 x 4 x5 x6 x7
= 1 + x2 + 1 – x + − + − + − + ...
2! 3! 4! 5! 6! 7!
x 2 x3 x 4 x5 x6 x7
i.e. y = 1 + x 2 + e −x since e − x = 1 – x + − + − + − + ...
2! 3! 4! 5! 6! 7!
d2 y dy
3. Find the particular solution of the differential equation: ( x 2 + 1) +x − 4y =
0 using the
d x2 dx
dy
Leibniz–Maclaurin method, given the boundary conditions that at x = 0, y = 1 and =1
dx
2 n(n − 1) ( n )
i.e. ( x + 1) y ( n + 2) + ny ( n +1) (2 x) + y (2) + { y ( n +1) x + ny n (1)} − 4 y ( n ) =
0
2!
At x = 0, y ( n + 2) + ( n 2 − 4 ) y ( n ) =
0
For n = 0, ( y '')0 = 4 ( y )0
n = 1, ( y ''')0 = 3 ( y ')0
n = 2, ( y (4) )0 = 0
n = 3, ( y (5) )0 = {
−5 ( y ''')0 = −5 −3 ( y ')0 = }
−5 ( 3)( y ')0
n = 5, ( y (7) )0 = { }
−21( y (5) )0 = −21 −5 × 3 ( y ')0 =315 ( y ')0
x2 x3 x4
Maclaurin’s theorem is: y = ( y )0 + x ( y ' )0 + ( y '')0 + ( y ''')0 + ( y (4) )0 + ...
2! 3! 4!
Thus, y = ( y )0 + x ( y ')0 +
x2
2!
{ }
4 ( y )0 +
x3
3!
{ x4
3 ( y ')0 + {0} +
4!
}x5
5!
{
−3 × 5 ( y ')0 + 0 +
x7
7!
}
315 ( y ')0 { }
x3 x5 x 7
i.e. y = ( y )0 {1 + 2 x 2 } + ( y ')0 x + − + + ...
2 8 16
dy
At x = 0, y = 1 and = 1, hence, ( y )0 = 1 and ( y ' )0 = 1
dx
d2 y dy
Hence, the power series solution of the differential equation: ( x 2 + 1) +x − 4y =
0 is:
dx 2 dx
x3 x5 x7
y = {1 + 2x 2 } + x + − + + ...
2 8 16
x3 x5 x7
i.e. y = 1 + x + 2x2 + − + + ...
3 8 16
4. Use the Leibniz–Maclaurin method to determine the power series solution for the differential
d2 y d y
x + + xy =
1
d x2 d x
i.e. x y′′ + y′ + xy = 0
At x = 0, ( n + 1) y ( n+1) + ny ( n−1) =
0
n ( n −1)
from which, y ( n +1) = − y which is the recurrence formula
n +1
1
For n = 1, ( y (2) )0 = − ( y )0
2
2 (1)
n = 2, ( y (3) )0 = − ( y )0
3
3 3 1 3
n = 3, − ( y (2) )0 =
( y (4) )0 = − − ( y )0 =( y )0
4 4 2 8
4 4 2 (1) 8 (1)
n = 4, ( y (5) )0 =
− ( y (3) )0 =
− − ( y )0 = ( y )0
5 5 3 15
5 5 3 15
n = 5, − ( y (4) )0 =
( y (6) )0 = − ( y )0
− ( y )0 =
6 6 8 48
6 6 8 16
n = 6, ( y (7) )0 =
− ( y (5) )0 = ( y (1) )0
− ( y (1) )0 =
7 7 15 35
x 2 (2) x3 x4
Maclaurin’s theorem is: y = ( y )0 + x ( y (1) )0 + ( y )0 + ( y (3) )0 + ( y (4) )0 + ...
2! 3! 4!
Thus,
x2 1 x3 2 x4 3 x5 8
y = ( y )0 + x ( y (1) )0 + − ( y )0 + − ( y (1) )0 + ( y )0 + ( y (1) )0
2! 2 3! 3 4! 8 5! 15
x 6 15 x 7 16
− ( y )0 + ( y (1) )0 + ...
6! 48 7! 35
1 1 4 1 6 x3 x5 x7
i.e. y = ( y )0 1 − x 2 + x − x + ... + ( y (1) )0 x − + − + ...
4 64 2304 9 225 11025
dy
At x = 0, y = 1 and = 2, hence, ( y )0 = 1 and ( y (1) )0 = 2
dx
1296 © 2014, John Bird
d2 y d y
Hence, the power series solution of the differential equation: x + + xy =
1 is:
d x2 d x
1 1 4 1 x3 x5 x7
y = 1 − x 2 + x − x 6 + .. + 2 x − + − + ...
4 64 2304 9 225 1025
1 1 1 x3 x5 x7
y = 1 − x 2 + x4 − x 6 + ... + 2 x − + − ...
2 2 2 ×4
2 2 2 ×4 ×6
2 2 2
32 3 ×5 3 ×5 ×7
2 2 2 2 2
1. Produce, using Frobenius’ method, a power series solution for the differential equation:
d2 y d y
2x + −y=0
d x2 d x
d2 y d y
2x + −y=0 may be rewritten as: 2xy′′ + y′ – y = 0
d x2 d x
and y′′ = a 0 c(c – 1)xc–2 + a 1 c(c + 1)xc–1 + a 2 (c + 1)(c + 2)xc + …. + a r (c + r – 1)(c + r)xc+r–2 +
(iii) Substituting y, y′ and y′′ into each term of the given equation 2xy′′ + y′ – y = 0 gives:
(b)
(iv) The sum of these three terms forms the left-hand side of the equation. Since the right-hand side
1
Equation (1) is the indicial equation, from which, c = 0 or c =
2
The coefficient of xc is equated to zero, giving: 2a 1 c(c + 1) + a 1 (c + 1) – a 0 = 0
(a) When c = 0:
Substituting c = 0 and the above values of a 1 , a 2 , a 3 , … into the trial solution gives:
a0 2 a0 3 a0 4
y = x 0 a0 + a0 x + x + x + x + ...
(2 × 3) (2 × 3)(3 × 5) (2 × 3 × 4)(3 × 5 × 7)
x2 x3 x4
i.e. y = a0 1 + x + + + + ... (4)
( 2 × 3) ( 2 × 3)( 3 × 5) ( 2 × 3 × 4 )( 3 × 5 × 7 )
1
(b) When c = :
2
, a 1 ( 2 ) 3 – a 0 = 0,
1 a0
From equation (2), if c = i.e. a 1 =
2 2 3
, a r+1 1 + r + 1 (1 + 2r + 1) – a r = 0,
1
From equation (3), if c =
2 2
1
Substituting c = and the above values of a 1 , a 2 , a 3 , … into the trial solution gives:
2
1
a0 a0 2 a0 3 a0 4
y = x 2 a0 + x + x + x + x + ...
3 2 × 3× 5 (2 × 3 × 5)(3 × 7) (2 × 3 × 4)(3 × 5 × 7 × 9)
1
x x2 x3 x4
i.e. y = a0 x 2 1 + + + + + ... (5)
(1× 3) (1× 2)(3 × 5) (1× 2 × 3)(3 × 5 × 7) (1× 2 × 3 × 4)(3 × 5 × 7 × 9)
Let a0 = A in equation (4), and a0 = B in equation (5)
x2 x3 x4
Hence, y = A 1 + x + + + + ...
( 2 × 3) ( 2 × 3)( 3 × 5) ( 2 × 3 × 4 )( 3 × 5 × 7 )
1
x x2 x3 x4
+ B x 2 1 + + + + + ...
(1× 3) (1× 2)(3 × 5) (1× 2 × 3)(3 × 5 × 7) (1× 2 × 3 × 4)(3 × 5 × 7 × 9)
2. Use the Frobenius method to determine the general power series solution of the differential
d2 y
equation: +y=0
d x2
Substituting y and y′′ into each term of the given equation y′′ + y = 0 gives:
(iv) The indicial equation is obtained by equating the coefficient of the lowest power of x to zero.
− a0
For the term in xc, a 2 (c + 1)(c + 2) + a 0 = 0 from which, a2 = (4)
(c + 1)(c + 2)
For the term in xc+r, a r+2 (c + r + 1)(c + r + 2) + a r = 0
− ar
from which, ar + 2 = (5)
(c + r + 1)(c + r + 2)
(a) When c = 0: a 1 is indeterminate, and from equation (4)
− a0 − a0
=a2 =
(1× 2) 2!
− ar − a1 − a1 − a1
In general, ar + 2 = =
and when r = 1, a3 = =
(r + 1)(r + 2) (2 × 3) (1× 2 × 3) 3!
− a2 a0
when r = 2,=
a4 =
3× 4 4!
−a1
−
− a3 3! a1
when r = 3,=
a5 = =
4×5 4 × 5 5!
a0 a1 a0 a1
Hence, y = x 0 a0 + a1 x − x 2 − x 3 + x 4 + x 5 ... from equation (1)
2! 3! 4! 5!
x2 x4 x3 x5
= a0 1 − + − ... + a1 x − + − ...
2! 4! 3! 5!
Since a0 and a1 are arbitrary constants depending on boundary conditions, let a0 = A and
a0
−−
− a2 =3! a0
when r = 2,=a4 =
(4 × 5) 4×5 5!
− a3
when r = 3,=a5 = 0
(5 × 6)
a0 a0
Hence, when c = 1, y = x1 a0 − x 2 + x 4 + ... from equation (1)
3! 5!
x3 x5
i.e. y = a0 x − + + ...
3! 5!
Again, a0 is an arbitrary constant; let a0 = K,
x3 x5
then y = K x − + − ...
3! 5!
However, this latter solution is not a separate solution, for it is the same form as the second series in
equation (6) above. Hence, equation (6) with its two arbitrary constants A and B gives the general
solution.
d2 y
Hence the general power series solution of the differential equation: +y=0 is given by:
d x2
x2 x4 x3 x5
y = A 1 − + − ... + B x − + − ...
2! 4! 3! 5!
d2 y dy
3. Determine the power series solution of the differential equation: 3 x +4 −y=0
dx 2 dx
using the Frobenius method.
d2 y dy
3x +4 −y=0 may be rewritten as: 3xy′′ + 4y′ – y = 0
dx 2 dx
1302 © 2014, John Bird
(i) Let a trial solution be of the form y = xc{a 0 + a 1 x + a 2 x2 + a 3 x3 + … + a r xr +…}
and y′′ = a 0 c(c – 1)xc–2 + a 1 c(c + 1)xc–1 + a 2 (c + 1)(c + 2)xc + … + a r (c + r – 1)(c + r)xc+r–2 +
(iii) Substituting y, y′ and y′′ into each term of the given equation 3xy′′ + 4y′ – y = 0 gives:
(c)
or a 0 c [3c – 3 + 4] = a 0 c(3c + 1) = 0
1
This is the indicial equation, from which, c = 0 or c = −
3
The coefficient of xc is equated to zero giving: 3a 1 c(c + 1) + 4a 1 (c + 1) – a 0 = 0
or a 1 (c + 1)(3c + 4) – a 0 = 0 (1)
ar
which simplifies to: ar +1 = (2)
(c + r + 1)(3c + 3r + 4)
(a) When c = 0:
a0
From equation (1), if c = 0, a 1 (4) – a 0 = 0, i.e. a 1 =
4
a2 a0 a0
when r = =
2, a3 = =
(3 ×10) (3 ×10)(2 × 4 × 7) (1× 2 × 3)(4 × 7 ×10)
a3 a0 a0
when r = =
3, a4 = = and so on
(4 ×13) (4 ×13)(3 ×10)(2 × 4 × 7) (2 × 3 × 4)(4 × 7 ×10 ×13)
The trial solution is: y = xc{a 0 + a 1 x + a 2 x2 + a 3 x3 + … + a r xr +…}
Substituting c = 0 and the above values of a 1 , a 2 , a 3 , … into the trial solution gives:
a0 a0 2 a0 3 a0 4
y = x 0 a0 + x + x + x + x + ...
4 (1× 2)(4 × 7) (1× 2 × 3)(4 × 7 × 10) (2 × 3 × 4)(4 × 7 × 10 × 13)
x x2 x3 x4
i.e. y = a0 1 + + + + + ... (3)
(1× 4) (1× 2)(4 × 7 ) (1× 2 × 3)( 4 × 7 ×10 ) (2 × 3 × 4)(4 × 7 ×10 ×13)
1
(b) When c = − :
3
1
Substituting c = − and the above values of a 1 , a 2 , a 3 , … into the trial solution gives:
3
−
1
a0 a0 a0 a0
y = x 3 a0 + x + x2 + x3 + + ...
2 (1× 2)(2 × 5) (1× 2 × 3)(2 × 5 × 8) (1× 2 × 3 × 4)(2 × 5 × 8 ×11)
−
1
x x2 x3 x4
i.e. y = a0 x 3 1 + + + + + ... (4)
(1× 2) (1× 2)(2 × 5) (1× 2 × 3)(2 × 5 × 8) (1× 2 × 3 × 4)(2 × 5 × 8 ×11)
Let a0 = A in equation (3), and a0 = B in equation (4)
−
1
x x2 x3
+ B x 3 1 + + + + ...
(1× 2) (1× 2)(2 × 5) (1× 2 × 3)(2 × 5 × 8)
4. Show, using the Frobenius method, that the power series solution of the differential equation:
d2 y
−y=0 may be expressed as y = P cosh x + Q sinh x, where P and Q are constants. [Hint:
d x2
check the series expansions for cosh x and sinh x on page 221.]
and y′′ = a 0 c(c – 1)xc–2 + a 1 c(c + 1)xc–1 + a 2 (c + 1)(c + 2)xc + … + a r (c + r – 1)(c + r)xc+r–2 +
Substituting y and y′′ into each term of the given equation y′′ – y = 0 gives:
(iv) The indicial equation is obtained by equating the coefficient of the lowest power of x to zero
x2 x4 x3 x5
a1 = B, then: y = A 1 + + + ... + B x + + + ... (6)
2! 4! 3! 5!
−a0 a0
(b) When c = 1: a 1 = 0, and from equation (4),=a2 =
(2 × 3) 3!
ar ar
=
Since c = 1, ar + 2 = from equation (5)
(c + r + 1)(c + r + 2) (r + 2)(r + 3)
a1
and when r = 1, a3 = = 0 since a 1 = 0
(3 × 4)
a0
a
= =
a2 3!
when r = 2, =
0
a4
(4 × 5) 4 × 5 5!
a3
when r = 3,=a5 = 0
(5 × 6)
a0 a0
Hence, when c = 1, y = x1 a0 + x 2 + x 4 + ... from equation (1)
3! 5!
x3 x5
i.e. y = a0 x + + + ...
3! 5!
1306 © 2014, John Bird
Again, a0 is an arbitrary constant; let a0 = K,
x3 x5
then y = K x + + − ...
3! 5!
However, this latter solution is not a separate solution, for it is the same form as the second series in
equation (6) above. Hence, equation (6) with its two arbitrary constants A and B gives the general
solution
d2 y
Hence the general power series solution of the differential equation: +y=0 is given by:
d x2
x2 x4 x3 x5
y = A 1 + + + ... + B x + + + ...
2! 4! 3! 5!
d2 y dy
1. Determine the power series solution of Bessel’s equation: x 2 +x + ( x2 − v2 ) y =
0
dx 2 dx
when v = 2, up to and including the term in x 4
d2 y dy
The complete solution of Bessel’s equation: x 2 +x + ( x2 − v2 ) y =
0 is:
d x2 dx
x2 x4 x6
y = A x v 1 − + − + ...
22 (v + 1) 24 × 2!(v + 1)(v + 2) 26 × 3!(v + 1)(v + 2)(v + 3)
x2 x4 x6
+ B x − v 1 + + + + ...
2 (v − 1) 2 × 2!(v − 1)(v − 2) 2 × 3!(v − 1)(v − 2)(v − 3)
2 4 6
x2 x4 x6
and y = A x v 1 − + − + ... when v is a
2 (v + 1) 2 × 2!(v + 1)(v + 2) 2 × 3!(v + 1)(v + 2)(v + 3)
2 4 6
positive integer
x2 x4
Hence, when v = 2, y = A x 2 1 − + + ...
22 (2 + 1) 24 × 2!(2 + 1)(2 + 2)
x2 x4 x4 x6
i.e. y = A x 2 1 − + − ... or A x2 − + − ...
12 384 12 384
2. Find the power series solution of the Bessel function: x 2 y ''+ xy '+ ( x 2 − v 2 ) y =
0 in terms of the
Bessel function J 3 ( x) when v = 3. Give the answer up to and including the term in x 4
x 1
v
x2 x4
J v ( x) = − + − ... provided v is not a negative integer
2 Γ(v + 1) 22 (1!)Γ(v + 2) 24 (2!)Γ(v + 3)
x 1
3
x2 x4
Hence, when v = 3, J 3 ( x) = − + − ...
2 Γ(3 + 1) 22 (1!)Γ(3 + 2) 24 (2!)Γ(3 + 3)
3
x 1 x2 x4 x3 x5 x7
i.e. J 3 ( x) = − + − ... or − + − ...
2 Γ 4 2 Γ5 2 Γ 6
2 5
8 Γ 4 25 Γ5 28 Γ6
12 14 16
and when x = 1, J 0 ( x) = 1 − + − + ...
22 (1!) 2 24 ( 2!)2 26 (3!) 2
x x3 x5 x7
J1 ( x ) = − + − + ...
2 23 (1!)(2!) 25 (2!)(3!) 27 (3!)(4!)
1 13 15 17
and when x = 1, J1 ( x) = − + − + ...
2 23 (1!)(2!) 25 (2!)(3!) 27 (3!)(4!)
1. Determine the power series solution of the Legendre equation: (1 − x 2 ) y ''− 2 xy '+ k (k + 1) y =
0
k (k + 1) 2 k (k + 1)(k − 2)(k + 3) 4
y = a0 1 − x + x − ...
2! 4!
(k − 1)(k + 2) 3 (k − 1)(k − 3)(k + 2)(k + 4) 5
+ a1 x − x + x − ...
3! 5!
( −1)( +2) ( −1)( −3)( +2)( +4)
(a) When k = 0, y = a0 {1 − 0 + 0 − ...} + a1 x − x3 + x 5 − ...
3! 5!
x3 x5
i.e. y = a0 + a1 x + + + ...
3 5
2(3) 2 2(3)(0)(5) 4 (1)(4) 3 (1)(−1)(4)(6) 5
(b) When k = 2, y = a0 1 − x + x − ... + a1 x − x + x − ...
2! 4! 3! 5!
2 1
i.e. y = a0 (1 − 3 x 2 ) + a1 x − x 3 − x5 − ...
3 5
(a) Since in P1 ( x) , n = k = 1, then from the second part of equation (47), page 881 of textbook, i.e.
the odd powers of x:
y = a1 { x − 0} = a1 x
(c) Since in P5 ( x) , n = k = 5, then from the second part of equation (47), i.e. the odd powers of x:
14 21 15 − 70 + 63 8 15
i.e. 1 = a1 =
1 − + a1 = a1 from which, a1 =
3 5 15 15 8
15 14 3 21 5
Hence, P5 ( x) = x− x + x
8 3 5
1
or P5 ( x) = ( 63x5 − 70 x3 + 15 x )
8