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    Power Series Part A

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    Usama Butt

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    Power Series Part A

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    Usama Butt
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    Power Series Part A (1)

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    Power Series Part A

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    Chap.

    6 Series Solutions of Linear Equations


    Up to now we have primarily solved linear DEs of order two or higher when the equation
    had constant coefficients. In applications, higher-order linear equations with variable
    coefficients are just as important as, if not more important than, DEs with constant
    coefficients. Even a simple linear second-order DE with variable coefficients such as 𝑦 ′′ +
    𝑥𝑦 = 0 does not possess solutions that are elementary functions. But we can find two
    linearly independent solutions of 𝑦 ′′ + 𝑥𝑦 = 0; we shall see in Section 6.1 that the
    solutions of this equation are defined by infinite series.
    In this section we consider linear second-order DEs with variable coefficients that possess
    solutions in the form of power series.
    We begin with a brief review of some of the important facts about power series.

    Review of Power Series


    Recall from calculus that a power series in 𝑥 − 𝑎 is an infinite series of the form

    ∑∞ 𝑛 2
    𝑛=0 𝑐𝑛 (𝑥 − 𝑎) = 𝑐0 + 𝑐1 (𝑥 − 𝑎) + 𝑐2 (𝑥 − 𝑎) + ⋯.

    Such a series is also said to be a power series centered at a. For example, the power
    series ∑∞ 𝑛
    𝑛=0 𝑐𝑛 (𝑥 + 1) is centered at a = -1. In this section we are concerned mainly with
    power series in x, in other words, power series such as
    ∑∞
    𝑛=1 2
    𝑛−1 𝑛
    𝑥 = 𝑥 + 2𝑥 2 + 4𝑥 3 + ⋯.
    that are centered at a = 0.
    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 with a
    positive or infinite radius of convergence. In calculus it is seen that functions such as 𝑒 𝑥 ,
    cos x, sin x, ln (1 - x), and so on can be represented by Taylor series. Recall, for example,
    that
    𝑥
    𝑥2 𝑥3
    𝑒 =1+𝑥+ + +⋯
    2! 3!
    𝑥3 𝑥5 𝑥7
    sin 𝑥 = 𝑥 − + − +⋯
    3! 5! 7!
    𝑥2 𝑥4 𝑥6
    cos 𝑥 = 1 − + − +⋯
    2! 4! 6!

    for |𝑥| < ∞. These Taylor series centered at 0, called Maclaurin series, show that 𝑒 𝑥 , sin
    x, and cos x are analytic at x = 0.
    Arithmetic of Power Series
    Power series can be combined through the operations of addition, multiplication, and
    division. The procedures for power series are similar to those by which two polynomials
    are added, multiplied, and divided—that is, we add coefficients of like powers of x, use the
    distributive law and collect like terms, and perform long division. For example

    𝑥
    𝑥2 𝑥3 𝑥4 𝑥3 𝑥5 𝑥7
    𝑒 sin 𝑥 = (1 + 𝑥 + + + + ⋯ ) (𝑥 − + − + ⋯)
    2 6 24 6 120 5040
    𝑥3 𝑥5
    = 𝑥 + 𝑥2 + − −⋯
    3 30
    Since the power series for 𝑒 𝑥 and sin x converge for |𝑥| < ∞, the product series converges
    on the same interval.
    Power Series Solutions
    Suppose the linear second-order differential equation
    𝑎2 (𝑥)𝑦 ′′ + 𝑎1 (𝑥)𝑦 ′ + 𝑎0 (𝑥)𝑦 = 0 (1)
    is put into standard form
    𝑦 ′′ + 𝑃(𝑥)𝑦 ′ + 𝑄(𝑥)𝑦 = 0 (2)
    by dividing by the leading coefficient a2(x). We have the following definition.

    We shall be interested primarily in the case when (5) has polynomial coefficients.
    A polynomial is analytic at any value x, and a rational function is analytic except at
    points where its denominator is zero.

    A solution of the form 𝑦 = ∑∞ 𝑛


    𝑛=0 𝑐𝑛 (𝑥 − 𝑎) is said to be a solution about the ordinary
    point x0.
    Exercise 6.1

    In Problems 11 and 12 rewrite the given expression as a single power series whose
    general term involves 𝑥 𝑘 .

    In Problems 13 and 14 verify by direct substitution that the given power series is a
    particular solution of the indicated DE

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