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    Math 240: More Power Series Solutions To D.E.s at Singular Points

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    juncos0729
    This document summarizes a lecture on finding power series solutions to differential equations at singular points. It first reviews regular singular points and Frobenius' Theorem, which states there are power series solutions centered at regular singular points. It then discusses the exceptional cases when applying Frobenius' Theorem. There are two cases: 1) if the indicial roots are distinct and not differ by an integer, there are two linearly independent series solutions; and 2) in all other cases, one solution involves the natural logarithm and the other is another series solution. The lecture aims to explain how to deal with these exceptional cases.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Math 240: More Power Series Solutions To D.E.s at Singular Points

    Uploaded by

    juncos0729
    18 views13 pages
    This document summarizes a lecture on finding power series solutions to differential equations at singular points. It first reviews regular singular points and Frobenius' Theorem, which states there are power series solutions centered at regular singular points. It then discusses the exceptional cases when applying Frobenius' Theorem. There are two cases: 1) if the indicial roots are distinct and not differ by an integer, there are two linearly independent series solutions; and 2) in all other cases, one solution involves the natural logarithm and the other is another series solution. The lecture aims to explain how to deal with these exceptional cases.

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    This document summarizes a lecture on finding power series solutions to differential equations at singular points. It first reviews regular singular points and Frobenius' Theorem, which states there are power series solutions centered at regular singular points. It then discusses the exceptional cases when applying Frobenius' Theorem. There are two cases: 1) if the indicial roots are distinct and not differ by an integer, there are two linearly independent series solutions; and 2) in all other cases, one solution involves the natural logarithm and the other is another series solution. The lecture aims to explain how to deal with these exceptional cases.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    18 views13 pages

    Math 240: More Power Series Solutions To D.E.s at Singular Points

    Uploaded by

    juncos0729
    This document summarizes a lecture on finding power series solutions to differential equations at singular points. It first reviews regular singular points and Frobenius' Theorem, which states there are power series solutions centered at regular singular points. It then discusses the exceptional cases when applying Frobenius' Theorem. There are two cases: 1) if the indicial roots are distinct and not differ by an integer, there are two linearly independent series solutions; and 2) in all other cases, one solution involves the natural logarithm and the other is another series solution. The lecture aims to explain how to deal with these exceptional cases.

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    Math 240: More Power Series Solutions to D.E.

    s at
    Singular Points
    Ryan Blair
    University of Pennsylvania

    Tuesday April 26, 2011

    Ryan Blair (U Penn)

    Math 240: More Power Series Solutions to D.E.s at Singular


    Tuesday
    Points
    April 26, 2011

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    Outline

    Review

    The Exceptional cases of the Frobenius Theorem

    Ryan Blair (U Penn)

    Math 240: More Power Series Solutions to D.E.s at Singular


    Tuesday
    Points
    April 26, 2011

    2/9

    Review

    Last Lecture!

    Ryan Blair (U Penn)

    Math 240: More Power Series Solutions to D.E.s at Singular


    Tuesday
    Points
    April 26, 2011

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    Review

    Review of Last Time

    Found power series solutions to D.E.s at regular singular points.

    Ryan Blair (U Penn)

    Math 240: More Power Series Solutions to D.E.s at Singular


    Tuesday
    Points
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    Review

    Given a differential equation y + P(x)y + Q(x)y = 0


    Definition
    A point x0 is an ordinary point if both P(x) and Q(x) are analytic
    at x0 . If a point in not ordinary it is a singular point.

    Ryan Blair (U Penn)

    Math 240: More Power Series Solutions to D.E.s at Singular


    Tuesday
    Points
    April 26, 2011

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    Review

    Given a differential equation y + P(x)y + Q(x)y = 0


    Definition
    A point x0 is an ordinary point if both P(x) and Q(x) are analytic
    at x0 . If a point in not ordinary it is a singular point.
    Definition
    A point x0 is a regular singular point if the functions (x x0 )P(x)
    and (x x0 )2 Q(x) are both analytic at x0 . Otherwise x0 is irregular.

    Ryan Blair (U Penn)

    Math 240: More Power Series Solutions to D.E.s at Singular


    Tuesday
    Points
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    Review

    Theorem
    (Frobenius Theorem)
    If x0 is a regular singular point of y + P(x)y + Q(x)y = 0, then
    there exists a solution of the form
    y=

    cn (x x0 )n+r

    n=0

    where r is some constant to be determined and the power series


    converges on a non-empty open interval containing x0

    Ryan Blair (U Penn)

    Math 240: More Power Series Solutions to D.E.s at Singular


    Tuesday
    Points
    April 26, 2011

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    Review

    Theorem
    (Frobenius Theorem)
    If x0 is a regular singular point of y + P(x)y + Q(x)y = 0, then
    there exists a solution of the form
    y=

    cn (x x0 )n+r

    n=0

    where r is some constant to be determined and the power series


    converges on a non-empty open interval containing x0
    To solve y + P(x)y + Q(x)y = 0 at a regular singular point x0 ,
    substitute
    y=

    cn (x x0 )n+r

    n=0

    and solve for r and the cn to find a series solution centered at x0 .


    Ryan Blair (U Penn)

    Math 240: More Power Series Solutions to D.E.s at Singular


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    The Exceptional cases of the Frobenius Theorem

    Todays Goals

    Deal with exceptional cases of finding power series solutions to


    D.E.s at regular singular points.

    Ryan Blair (U Penn)

    Math 240: More Power Series Solutions to D.E.s at Singular


    Tuesday
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    The Exceptional cases of the Frobenius Theorem

    Indicial Roots

    P
    n+r
    To find the r in y =
    we substitute the series into
    n=0 cn (x x0 )

    y + P(x)y + Q(x)y = 0 and equate the total coefficient of the


    lowest power of x to zero. This will be a quadratic equation in r .

    Ryan Blair (U Penn)

    Math 240: More Power Series Solutions to D.E.s at Singular


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    Points
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    The Exceptional cases of the Frobenius Theorem

    Indicial Roots

    P
    n+r
    To find the r in y =
    we substitute the series into
    n=0 cn (x x0 )

    y + P(x)y + Q(x)y = 0 and equate the total coefficient of the


    lowest power of x to zero. This will be a quadratic equation in r .
    The roots, r1 and r2 , we get are the indicial roots of
    y + P(x)y + Q(x)y = 0

    Ryan Blair (U Penn)

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    The Exceptional cases of the Frobenius Theorem

    Cases
    Case 1: If r1 and r2 are distinct and do not differ by an integer, then
    we get two linearly independent solutions
    y1 =

    X
    n=0

    Ryan Blair (U Penn)

    cn (x x0 )

    n+r1

    and y2 =

    bn (x x0 )n+r2

    n=0

    Math 240: More Power Series Solutions to D.E.s at Singular


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    The Exceptional cases of the Frobenius Theorem

    Cases
    Case 1: If r1 and r2 are distinct and do not differ by an integer, then
    we get two linearly independent solutions
    y1 =

    cn (x x0 )

    n=0

    n+r1

    and y2 =

    bn (x x0 )n+r2

    n=0

    Case 2: In all other cases we get two linearly independent solutions


    of the form

    y1 =

    cn (x x0 )

    n=0

    Ryan Blair (U Penn)

    n+r1

    and y2 = Cy1 (x)ln(x) +

    bn (x x0 )n+r2

    n=0

    Math 240: More Power Series Solutions to D.E.s at Singular


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