Overview
We are considering methods of solving second order linear equations when the coefficients are functions of the independent variable. We consider the second order linear homogeneous equation
P(x) d2 y/ dx2 + Q(x) dy/ dx + R(x)y = 0 (equation 1)
Since the procedure for the non-homogeneous equation is similar. Many problems in mathematical physics lead to equations of this form having polynomial coefficients; examples include the Bessel equation
X2 y’’ + xy’ + (x2 – a 22) y = 0
Where (a) is a constant, and the Legendre equation
(1 – x 2 ) y’’ – 2xy’ + c(c + 1) y = 0 Where (c) is a constant
Given the equation
P(x) d2 y/ dx2 + Q(x) dy /dx + R(x)y = 0
The equation
d2 y/ dx2 + Q(x) P(x) dy/ dx + R(x) P(x) y = 0 or d2 y/ dx2 + p(x) dy/ dx + q(x)y = 0
Where p(x) = Q(x)/ P(x) and q(x) = R(x) /P(x)
is called the equivalent normalized form of equation. The point (a) is called an ordinary point of equation (1). That is to say that these two quantities have Taylor series around x=x0. We are going to be only dealing with coefficients that are polynomials so this will be equivalent to saying that
for most of the problems. The basic idea to finding a series solution to a differential equation is to assume that we can write the solution as a power series in the form,
Y(x)= ∑_(n=0)^∞▒〖An (x-Xo)^n〗
and then try to determine what the an’s need to be. We will only be able to do this if the point x=x0, is an ordinary point. We will usually say that is a series solution around x=x0.
Example
y”+y=0
Suppose that has a Taylor series about x=0
y(x) = xn = a0+a1x+a2x2+a3x3+a4x4
Substitute into the differential equation and simplify by grouping together terms with similar powers of
We start with the assumption that
Y(x) = a0+a1x+a2x2+a3x3+a4x4 + …..
Y’(x) = a1+2a2x+3a3x2+4a4x3 +……
Y”(x) = 2a2+6a3x+12a4x2+……
Now substitute and into the differential equation
Y’’+y= 0:
(2a2+6a3x+12a4x2+……) +( a0+a1x+a2x2+a3x3+a4x4 + …..) = 0
Get rid of parentheses (don’t forget to distribute the and the in front of the second and third sets of parentheses
2a2+6a3x+12a4x2+…+ a0+a1x+a2x2+a3x3+a4x4 + ….= 0
Now group together by powers of :
(2a2+a0)+ (6a3+a1)x +(12a4+a2)x2+(20a5+a3)x3+…= 0
Finally, we compare each term on the left with the corresponding term on the right – since the right side is zero, each of the expressions in the parentheses (which give the coefficients of the powers of ) must also be equal to zero:
- 2a2+a0 =0
- 6a3+a1 =0
- 12a4+a2=0
- 20a5+a3 =0
- ……
Then you find the first 5 terms ( coefficients)
- a0 =0
- a1=0
- a2= a0/2
- a3= a1/6
- a4= a0/ 24
This gives us the coefficients to determine the first five terms of the Taylor Series, Remembering that Y(x) = a0+a1x+a2x2+a3x3+a4x4 +…. we substitute in the values of to obtain
Y=a0+a1x+a0/2 x2 +a1/6 x3 + a0/24 x4
3. In case I wasn’t clear enough with the explanation or steps needed to solve the equation i will add a couple of video hopefully they help.