We seek a solution of the differential equation
$$x^2y'' + x\left(xp(x)\right)y' + \left(x^2q(x)\right)y = 0$$
with variable coefficients that satisfy the conditions
$$xp(x) =\color{cornflowerblue}{\displaystyle\sum_{n=0}^{\infty} p_nx^n }\qquad\qquad\qquad x^2 q(x) =\color{magenta}{\displaystyle\sum_{n=0}^{\infty} q_nx^n } $$
of the form
$$y(x) = \phi(r,x) = \color{orange}{\displaystyle\sum_{n=0}^{\infty} a_nx^{n+r}}.$$
Substituting these expressions into the differential equation we obtain
$$\begin{align*}
x^2\color{teal}{\displaystyle\sum_{n=0}^{\infty} a_n(n+r)(n+r-1)x^{n+r-2}} + x &\left(\color{cornflowerblue}{\displaystyle\sum_{n=0}^{\infty} p_nx^n}\right)\left(\color{red}{\displaystyle\sum_{n=0}^{\infty} a_n(n+r)x^{n+r-1}}\right) +\ldots \\ &\left(\color{magenta}{\displaystyle\sum_{n=0}^{\infty} q_nx^n}\right)\left(\color{orange}{\displaystyle\sum_{n=0}^{\infty} a_nx^{n+r}}\right) = 0
\end{align*}$$
Distributing the variable $x$ across the absolutely convergent series results in
$$\begin{align*}
\color{teal}{\displaystyle\sum_{n=0}^{\infty} a_n(n+r)(n+r-1)x^{n+r}} + &\left(\color{cornflowerblue}{\displaystyle\sum_{n=0}^{\infty} p_nx^n}\right)\left(\color{red}{\displaystyle\sum_{n=0}^{\infty} a_n(n+r)x^{n+r}}\right) +\ldots \\ &\left(\color{magenta}{\displaystyle\sum_{n=0}^{\infty} q_nx^n}\right)\left(\color{orange}{\displaystyle\sum_{n=0}^{\infty} a_nx^{n+r}}\right) = 0
\end{align*}$$
If we define our linear operator $L[y] = x^2y'' + x(xp(x))y' + x^2q(x)y$, then we can write out the differential equation using ellipses
$$\begin{align*}
L[y] &= L[\phi(r,x)] \\
&= \left(\color{teal}{a_0r(r-1)x^r + a_1(r+1)rx^{r+1}+\cdots+a_n(n+r)(n+r-1)x^{n+r-2}+\cdots}\right) \\
&\quad + \left(\color{cornflowerblue}{p_0+p_1x+\cdots+p_nx^n+\cdots}\right)\left(\color{red}{a_0rx^r + a_1(r+1)x^{r+1}+\cdots+a_n(n+r)x^{n+r}+\cdots}\right) \\
&\quad + \left(\color{magenta}{q_0+q_1x+\cdots+q_nx^n+\cdots}\right)\left(\color{orange}{a_0x^r+a_1x^{r+1}+\cdots+a_nx^{n+r}+\cdots}\right)
\end{align*}$$
If we expand the multiplication and group together terms with the same power of $x$,
$$\begin{align*}
L[\phi] &= \left[\color{teal}{a_0r(r-1)x^r} + \color{cornflowerblue}{p_0}\color{red}{a_0rx^r} + \color{magenta}{q_0}\color{orange}{a_0x^r}\right] \\
&\qquad + \left[\color{teal}{a_1(r+1)rx^{r+1}} + \color{cornflowerblue}{p_0}\color{red}{a_1(r+1)x^{r+1}} + \color{cornflowerblue}{p_1x}\color{red}{a_0rx^r} + \color{magenta}{q_0}\color{orange}{a_1x^{r+1}} + \color{magenta}{q_1x}\color{orange}{a_0x^r}\right] \\
&\qquad + \left[\color{teal}{a_2(r+2)(r+1)x^{r+2}} + \color{cornflowerblue}{p_0}\color{red}{a_2(r+2)x^{r+2}} + \color{cornflowerblue}{p_1x}\color{red}{a_1(r+1)x^{r+1}} + \color{cornflowerblue}{p_2x^2}\color{red}{a_0rx^r}\right. \\
&\qquad\qquad + \left.\color{magenta}{q_0}\color{orange}{a_2x^{r+2}} + \color{magenta}{q_1x}\color{orange}{a_1x^{r+1}} + \color{magenta}{q_2x^2}\color{orange}{a_0x^r}\right] \\
&\qquad\ddots \\
&\qquad + \left[\color{teal}{a_n(r+n)(r+n-1)x^{r+n}} + \color{cornflowerblue}{p_0}\color{red}{a_n(r+n)x^{r+n}} + \color{cornflowerblue}{p_1x}\color{red}{a_{n-1}(r+n-1)x^{r+n-1}} +\cdots \right. \\
&\qquad\qquad \left.+\ \color{cornflowerblue}{p_nx^n}\color{red}{a_0rx^r} + \color{magenta}{q_0}\color{orange}{a_nx^{r+n}} + \color{magenta}{q_1x}\color{orange}{a_{n-1}x^{r+n-1}} +\cdots+ \color{magenta}{q_nx^n}\color{orange}{a_0x^r} \right] \\
&\qquad\ddots \\
\end{align*}$$
Now we distribute the $a_n$'s and powers of $x$ to simplify each line,
$$\begin{align*}
L[\phi] &= a_0\left[\color{teal}{r(r-1)} + \color{cornflowerblue}{p_0}\color{red}{r} + \color{magenta}{q_0}\right]x^r \\
&\qquad + \left[a_1\left[\color{teal}{(r+1)r} + \color{cornflowerblue}{p_0}\color{red}{(r+1)} + \color{magenta}{q_0}\right] + a_0\left(\color{cornflowerblue}{p_1}\color{red}{r} + \color{magenta}{q_1}\right)\right]x^{r+1} \\
&\qquad + \left[a_2\left[\color{teal}{(r+2)(r+1)} + \color{cornflowerblue}{p_0}\color{red}{(r+2)} + \color{magenta}{q_0}\right] + a_1\left(\color{cornflowerblue}{p_1}\color{red}{(r+1)} + \color{magenta}{q_1}\right) + a_0\left(\color{cornflowerblue}{p_2}\color{red}{r} + \color{magenta}{q_2}\right)\right]x^{r+2} \\
&\qquad\ddots \\
&\qquad + \left[a_n\left[\color{teal}{(r+n)(r+n-1)} + \color{cornflowerblue}{p_0}\color{red}{(r+n)} + \color{magenta}{q_0}\right] + a_{n-1}\left(\color{cornflowerblue}{p_1}\color{red}{(r+n-1)} + \color{magenta}{q_1}\right) +\cdots \right. \\
&\qquad\qquad \left.+\ a_0\left(\color{cornflowerblue}{p_n}\color{red}{r} + \color{magenta}{q_n}\right) \right]x^{r+n} \\
&\qquad\ddots \\
\end{align*}$$
If we define
$$F(r) = \left[\color{teal}{r(r-1)} + \color{cornflowerblue}{p_0}\color{red}{r} + \color{magenta}{q_0}\right],$$
then we have
$$\begin{align*}
L[\phi] &= a_0F(r)x^r + \left[a_1F(r+1) + a_0\left(\color{cornflowerblue}{p_1}\color{red}{r} + \color{magenta}{q_1}\right)\right]x^{r+1} \\
&\qquad + \left[a_2F(r+2) + a_1\left(\color{cornflowerblue}{p_1}\color{red}{(r+1)} + \color{magenta}{q_1}\right) + a_0\left(\color{cornflowerblue}{p_2}\color{red}{r} + \color{magenta}{q_2}\right)\right]x^{r+2} \\
&\qquad\ddots \\
&\qquad + \left[a_nF(r+n) + a_{n-1}\left(\color{cornflowerblue}{p_1}\color{red}{(r+n-1)} + \color{magenta}{q_1}\right) +\cdots + a_0\left(\color{cornflowerblue}{p_n}\color{red}{r} + \color{magenta}{q_n}\right) \right]x^{r+n} \\
&\qquad\ddots \\
\end{align*}$$
Now we arrange the terms after $a_nF(r+n)$ to increase from $0$ to $n-1$
$$\begin{align*}
L[\phi] &= a_0F(r)x^r + \left[a_1F(r+1) + a_0\left(\color{cornflowerblue}{p_1}\color{red}{r} + \color{magenta}{q_1}\right)\right]x^{r+1} \\
&\qquad + \left[a_2F(r+2) + a_0\left(\color{cornflowerblue}{p_2}\color{red}{r} + \color{magenta}{q_2}\right) + a_1\left(\color{cornflowerblue}{p_1}\color{red}{(r+1)} + \color{magenta}{q_1}\right)\right]x^{r+2} \\
&\qquad\ddots \\
&\qquad + \left[a_nF(r+n) + a_0\left(\color{cornflowerblue}{p_n}\color{red}{r} + \color{magenta}{q_n}\right) +\cdots + a_{n-1}\left(\color{cornflowerblue}{p_1}\color{red}{(r+n-1)} + \color{magenta}{q_1}\right)\right]x^{r+n} \\
&\qquad\ddots \\
\end{align*}$$
If we write the differential equation with sum signs instead of ellipses
$$L[\phi] = a_0F(r)x^r + \displaystyle\sum_{n=1}^{\infty}\left( a_nF(r+n) + \displaystyle\sum_{k=0}^{n-1} a_k\left(p_{n-k}(r+k) + q_{n-k}\right) \right)x^{r+n} = 0.$$
Notice that since the coefficient of $x^r$ must be zero and $a_0\neq 0$, we have the
indicial equation
$$F(r) = r(r-1) + p_0r + q_0 = 0.$$
Since all of the coefficients must be zero as well, we have the
recurrence equation
$$a_nF(r+n) + \displaystyle\sum_{k=0}^{n-1} a_k\left(p_{n-k}(r+k) + q_{n-k}\right) = 0,\qquad n > 0.$$
Thus the coefficient $a_n$ depends on $r$ and all of the previous coefficients. This gives us the rather frightening version of the recurrence relation
$$a_n(r) = -\dfrac{\displaystyle\sum_{k=0}^{n-1} a_k\left(p_{n-k}(r+k) + q_{n-k}\right)}{F(r+n)}.$$
Theorem 5.6.1 ¶
For the differential equation
$$x^2y'' + x\left(xp(x)\right)y' + \left(x^2q(x)\right)y = 0,$$
with a regular singular at $x=0$, and where $xp(x)$ and $x^2q(x)$ are analytic on some interval of radius $\rho$ centered at $0$. Then each has an absolutely convergent power series,
$$xp(x) = \displaystyle\sum_{n=0}^{\infty} p_nx^n$$
and
$$x^2q(x) = \displaystyle\sum_{n=0}^{\infty} q_nx^n.$$
Let $r_1\ge r_2$ be the real roots of the indicial equation
$$F(r) = r(r-1) + p_0r + q_0.$$
Then on either interval $(-\rho,0)$ or $(0,\rho)$, the first fundamental solution is of the form
$$y_1(x) = |x|^{r_1}\left(1 + \displaystyle\sum_{n=1}^{\infty} a_n(r_1)x^n\right),$$
where $a_0=1$ and the remaining coefficients are given by the recurrence equation with $r=r_1$
$$a_n(r_1)F(r_1+n) + \displaystyle\sum_{k=0}^{n-1} a_k\left(p_{n-k}(r_1+k) + q_{n-k}\right) = 0,\qquad n > 0.$$ This power series for $y_1$ will converge at least for $|x|<\rho$, but not necessarily at $x=0$.
Case 1: ¶
If $r_1>r_2$ are distinct and $r_1-r_2$ is not a positive integer, then the second fundamental solution is given by
$$y_2(x) = |x|^{r_2}\left(1 + \displaystyle\sum_{n=1}^{\infty} a_n(r_2)x^n\right),$$
where $a_0=1$ and the remaining coefficients are given by the recurrence equation with $r=r_2$
$$a_n(r_2)F(r_2+n) + \displaystyle\sum_{k=0}^{n-1} a_k\left(p_{n-k}(r_2+k) + q_{n-k}\right) = 0,\qquad n > 0.$$
Case 2: ¶
If $r_1=r_2$, then the second fundamental solution is given by
$$y_2(x) = y_1(x)\ln|x| + |x|^{r_1}\left(1 + \displaystyle\sum_{n=1}^{\infty} b_n(r_1)x^n\right).$$
Case 3: ¶
If $r_1-r_2$ is a positive integer, then
$$y_2(x) = ay_1(x)\ln|x| + |x|^{r_2}\left(1 + \displaystyle\sum_{n=1}^{\infty} c_n(r_2)x^n\right).$$
The coefficients $a_n$, $b_n$ and $c_n$, and the constant $a$ can be determined by substituting the equation for $y_2$ for $y$ in the differential equation , or use reduction of order as we have done in previous examples in this section. Each of these series for $y_2$ converges absolutely for at least $|x|<\rho$, but not necessarily at $x=0$.
For the differential equation
$$xy'' + 2xy' + 6e^xy = 0,\qquad x \gt 0.$$
For the differential equation
$$xy'' + y' - y = 0,\qquad x>0.$$
Find the exponents at the singular point $x=0$.
View Solution
The power series for $xp(x)$ and $x^2q(x)$ are
$$\begin{align*}
xp(x) &= 1 + 0 + 0 + 0 +\cdots, \\ \\
x^2q(x) &= 0 - x + 0 + 0 +\cdots
\end{align*}$$
Thus $p_0 = 1$ and $q_0 = 0$. The
indicial equation
becomes
$$F(r) = r(r-1) + r = r^2 = 0.$$
So the exponents at the singular point $x=0$ are $r_1=r_2=0$.
Find the first four non-zero terms of the series of the first fundamental solutions about $x=0$.
View Solution
The
first fundamental solution
is given by the
recurrence equation
and $r=0$,
$$a_nF(n) + \displaystyle\sum_{k=0}^{n-1} a_k\left(p_{n-k}k + q_{n-k}\right) = 0,\qquad n \gt 0,$$
or
$$a_n = -\dfrac{\displaystyle\sum_{k=0}^{n-1} a_k\left(p_{n-k}k + q_{n-k}\right)}{n^2},\qquad n \gt 0.$$
Thus we have
$$\begin{align*}
a_0 &= 1, \\ \\
a_1 &= -\dfrac{a_0\left(p_1(0) + q_1\right)}{1^2} = -\left(2(0-1)\right) = 1, \\ \\
a_2 &= -\dfrac{a_0\left(p_2(0)+q_2\right) + a_1\left(p_1(1) + q_1\right)}{2^2} = -\dfrac{1(0+0) + 1(0(1)-1)}{4} = \dfrac{1}{4}, \\ \\
a_3 &= -\dfrac{a_0\left(p_3(0)+q_3\right) + a_1\left(p_2(1) + q_2\right) + a_2\left(p_1(2) + q_1\right)}{3^2} \\
&= -\dfrac{1(0+0) + 1(0(1) + 0) + \frac{1}{4}(0(2) - 1)}{9} = -\dfrac{0 + 0 - \frac{1}{4}}{9} = \dfrac{1}{36},\\ \\
a_4 &= -\dfrac{a_0\left(p_4(0)+q_4\right) + a_1\left(p_3(1) + q_3\right) + a_2\left(p_2(2) + q_2\right) + a_3\left(p_1(3) + q_1\right)}{4^2} \\
&= -\dfrac{1(0+0) + 1(0(1)+0) + \frac{1}{4}(0(2)+0) + \frac{1}{36}(0(3)-1)}{16} = \dfrac{1}{576}.
\end{align*}$$
Substituting these values into the equation for the
first fundamental solution
results in
$$\begin{align*}
y_1(x) &= x^0\left(1 + x + \dfrac{1}{4}x^2 + \dfrac{1}{36}x^3 + \dfrac{1}{576}x^4 +\cdots \right)\\ \\
&= 1 + x + \dfrac{1}{4}x^2 + \dfrac{1}{36}x^3 + \dfrac{1}{576}x^4 +\cdots.
\end{align*}$$
From theorem 3.6.1 we have case 2 and the second fundamental solution has the form
$$y_2(x) = y_1(x)\ln|x| + |x|^{r_1}\displaystyle\sum_{n=1}^{\infty} b_n(r_1)x^n.$$
Substituting $r_1=0$ and differentiating we obtain for $x>0$
$$\begin{align*}
y_2(x) &= y_1\ln(x) + \displaystyle\sum_{n=1}^{\infty} b_nx^n \\ \\
y_2'(x) &= y_1'\ln(x) + \dfrac{1}{x}y_1 + \displaystyle\sum_{n=1}^{\infty} nb_nx^{n-1} \\ \\
y_2''(x) &= y_1''\ln(x) + \dfrac{2}{x}y_1' - \dfrac{1}{x^2}y_1 + \displaystyle\sum_{n=2}^{\infty} n(n-1)b_nx^{n-2} \\ \\
xy_2''(x) &= y_1''x\ln(x) + 2y_1' - \dfrac{1}{x}y_1 + \displaystyle\sum_{n=2}^{\infty} n(n-1)b_nx^{n-1} \\ \\
\end{align*}$$
$$\begin{align*}
xy'' + y' - y &= y_1''x\ln(x) + 2y_1' - \dfrac{1}{x}y_1 + \displaystyle\sum_{n=2}^{\infty} n(n-1)b_nx^{n-1} \\
&\qquad + y_1'\ln(x) + \dfrac{1}{x}y_1 + \displaystyle\sum_{n=1}^{\infty} nb_nx^{n-1} - \left(y_1\ln(x) + 1 + \displaystyle\sum_{n=1}^{\infty} b_nx^n\right) \\ \\
&= \left(xy_1'' + y_1' - y_1\right)\ln(x) + 2y_1' + \left(-\dfrac{1}{x} + \dfrac{1}{x}\right)y_1 \\
&\qquad + \displaystyle\sum_{n=2}^{\infty} n(n-1)b_nx^{n-1} + \displaystyle\sum_{n=1}^{\infty} nb_nx^{n-1} - \displaystyle\sum_{n=1}^{\infty} b_nx^n \\ \\
&= (0)\ln(x) + 2y_1' + (0)y_1 + \displaystyle\sum_{n=1}^{\infty} (n+1)nb_{n+1}x^n + \sum_{n=0}^{\infty} (n+1)b_{n+1}x^n - \displaystyle\sum_{n=1}^{\infty} b_nx^n \\ \\
&= 2y_1' + (1)b_1 + \displaystyle\sum_{n=1}^{\infty} (n+1)nb_{n+1}x^n + \sum_{n=1}^{\infty} (n+1)b_{n+1}x^n - \displaystyle\sum_{n=1}^{\infty} b_nx^n \\ \\
&= 0
\end{align*}$$
Subtracting $2y_1'$ to both sides of the resulting equation yields
$$\begin{align*}
b_1 + \displaystyle\sum_{n=1}^{\infty} \left[(n+1)nb_{n+1} + (n+1)b_{n+1} - b_n\right]x^n &= -2\left(1 + x + \dfrac{1}{4}x^2 + \dfrac{1}{36}x^3 + \dfrac{1}{576}x^4 +\cdots\right)' \\ \\
b_1 + \displaystyle\sum_{n=1}^{\infty} \left[(n+1)^2b_{n+1} - b_n\right]x^n &= -2\left(1 + \dfrac{1}{2}x + \dfrac{1}{12}x^2 + \dfrac{1}{144}x^3 +\cdots\right) \\
\end{align*}$$
$$b_1 + \left(4b_2 - b_1\right)x + \left(9b_3-b_2\right)x^2 + \left(16b_4-b_3\right)x^3 +\cdots = -2 - x - \dfrac{1}{6}x^2 - \dfrac{1}{72}x^3 +\cdots$$
Since the series on both sides converges absolutely we have
$$\begin{align*}
b_1 &= -2 \\ \\
b_2 &= \dfrac{b_1 - 1}{4} = \dfrac{-2-1}{4} = -\dfrac{3}{4} \\ \\
b_3 &= \dfrac{b_2 - \frac{1}{6}}{9} = \dfrac{-\frac{3}{4} - \frac{1}{6}}{9} = -\dfrac{11}{108} \\ \\
b_4 &= \dfrac{b_3 - \frac{1}{72}}{16} = \dfrac{-\frac{11}{108}-\frac{1}{72}}{16} = -\dfrac{25}{3456}
\end{align*}$$
Thus the second fundamental solution is given by
$$y_2(x) = y_1(x)\ln(x) - 2x - \dfrac{3}{4}x^2 - \dfrac{11}{108}x^3 - \dfrac{25}{3456}x^4 +\cdots.$$