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
1/9
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
3/9
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
April 26, 2011
4/9
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
5/9
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
April 26, 2011
5/9
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
6/9
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
Tuesday
Points
April 26, 2011
6/9
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
Points
April 26, 2011
7/9
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
Tuesday
Points
April 26, 2011
8/9
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)
Math 240: More Power Series Solutions to D.E.s at Singular
Tuesday
Points
April 26, 2011
8/9
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
Tuesday
Points
April 26, 2011
9/9
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
Tuesday
Points
April 26, 2011
9/9
