7.2 Series Solutions of Linear Second Order ODEs

Suppose we have a linear second order homogeneous ODE of the form

$p (x) y^{″} + q (x) y^{'} + r (x) y = 0$

(7.2.1)

Suppose that $p (x)$ , $q (x)$ , and $r (x)$ are polynomials. We will try a solution of the form

$y = \sum_{k = 0}^{\infty} a_{k} {(x - x_{o})}^{2}$

and solve for the $a_{k}$ to try to obtain a solution defined in some interval around $x_{o}$ .

Definition

Ordinary and Singular Points

The point $x_{o}$ is called an ordinary point if $p open parenthesis x sub o close parenthesis not equal to 0$ in linear second order homogeneous ODE of the form in Equation \ref{eq1}. That is, the functions

$\frac{q (x)}{p (x)} and \frac{r (x)}{p (x)}$

are defined for $x$ near $x_{o}$ .

If $p open parenthesis x sub 0 close parenthesis equals 0$ , then we say $x_{o}$ is a singular point.

Handling singular points is harder than ordinary points and so we now focus only on ordinary points.

Example 1 Expansion around an Ordinary Point

Let us start with a very simple example

$y^{″} - y = 0$

Let us try a power series solution near $x sub o equals 0$ , which is an ordinary point.

Show solution

Every point is an ordinary point in fact, as the equation is constant coefficient. We already know we should obtain exponentials or the hyperbolic sine and cosine, but let us pretend we do not know this.

We try

$y = \sum_{k = 0}^{\infty} a_{k} x^{k}$

If we differentiate, the $k equals 0$ term is a constant and hence disappears. We therefore get

$y^{'} = \sum_{k = 1}^{\infty} k a_{k} x^{k - 1}$

We differentiate yet again to obtain (now the $k equals 1$ term disappears)

$y^{″} = \sum_{k = 2}^{\infty} k (k - 1) a_{k} x^{k - 2}$

We reindex the series (replace $k$ with $k plus 2$ ) to obtain

$y^{″} = \sum_{k = 0}^{\infty} (k + 2) (k + 1) a_{k + 2} x^{k}$

Now we plug $y$ and $y^{″}$ into the differential equation.

$\begin{matrix} 0 = y^{″} - y \\ = (\sum_{k = 0}^{\infty} (k + 2) (k + 1) a_{k + 2} x^{k}) - (\sum_{k = 0}^{\infty} a_{k} x^{k}) \\ = \sum_{k = 0}^{\infty} ((k + 2) (k + 1) a_{k + 2} x^{k} - a_{k} x^{k}) \\ = \sum_{k = 0}^{\infty} ((k + 2) (k + 1) a_{k + 2} - a_{k}) x^{k} . \end{matrix}$

As $y^{″} - y$ is supposed to be equal to 0, we know that the coefficients of the resulting series must be equal to 0. Therefore,

$(k + 2) (k + 1) a_{k + 2} - a_{k} = 0$

$a_{k + 2} = \frac{a_{k}}{(k + 2) (k + 1)} .$

The above equation is called a recurrence relation for the coefficients of the power series. It did not matter what $a sub 0$ or $a sub 1$ was. They can be arbitrary. But once we pick $a sub 0$ and $a sub 1$ , then all other coefficients are determined by the recurrence relation.

Let us see what the coefficients must be. First, $a sub 0$ and $a sub 1$ are arbitrary

$a_{2} = \frac{a_{0}}{2}, a_{3} = \frac{a_{1}}{(3) (2)}, a_{4} = \frac{a_{2}}{(4) (3)} = \frac{a_{0}}{(4) (3) (2)}, a_{5} = \frac{a_{3}}{(5) (4)} = \frac{a_{1}}{(5) (4) (3) (2)}, \dots$

So we note that for even $k$ , that is $k equals 2 n$ we get

$a_{k} = a_{2 n} = \frac{a_{o}}{(2 n)!}$

and for odd $k$ that is $k = 2 n + 1$ we have

$a_{k} = a_{2 n + 1} = \frac{a_{1}}{(2 n + 1)!}$

Let us write down the series

$y = \sum_{k = 0}^{\infty} a_{k} x^{k} = \sum_{n = 0}^{\infty} (\frac{a_{0}}{(2 n)!} x^{2 n} + \frac{a_{1}}{(2 n + 1)!} x^{2 n + 1}) = a_{0} \sum_{n = 0}^{\infty} \frac{1}{(2 n)!} x^{2 n} + a_{1} \sum_{n = 0}^{\infty} \frac{1}{(2 n + 1)!} x^{2 n + 1} .$

We recognize the two series as the hyperbolic sine and cosine. Therefore,

$y = a_{o} cosh x + a_{1} sinh x$

Of course, in general we will not be able to recognize the series that appears, since usually there will not be any elementary function that matches it. In that case we will be content with the series.

Example 2

Let us do a more complex example. Suppose we wish to solve Airy’s equationto the power 1, that is

$y^{″} - x y = 0$

near the point $x sub 0 equals 0$ , which is an ordinary point.

We try

$y = \sum_{k = 0}^{\infty} a_{k} x^{k}$

We differentiate twice (as above) to obtain

$y^{″} = \sum_{k = 2}^{\infty} k (k - 1) a_{k} x^{k - 2}$

We plug $y$ into the equation

$\begin{matrix} 0 = y^{″} - x y = (\sum_{k = 2}^{\infty} k (k - 1) a_{k} x^{k - 2}) - x (\sum_{k = 0}^{\infty} a_{k} x^{k}) \\ = (\sum_{k = 2}^{\infty} k (k - 1) a_{k} x^{k - 2}) - (\sum_{k = 0}^{\infty} a_{k} x^{k + 1}) . \end{matrix}$

We reindex to make things easier to sum

$\begin{matrix} 0 = y^{″} - x y = (2 a_{2} + \sum_{k = 1}^{\infty} (k + 2) (k + 1) a_{k + 2} x^{k}) - (\sum_{k = 1}^{\infty} a_{k - 1} x^{k}) . \\ = 2 a_{2} + \sum_{k = 1}^{\infty} ((k + 2) (k + 1) a_{k + 2} - a_{k - 1}) x^{k} . \end{matrix}$

Again $y^{″} - x y$ is supposed to be 0 so first we notice that $a sub 2 equals 0$ and also

$(k + 2) (k + 1) a_{k + 2} - a_{k - 1} = 0, or a_{k + 2} = \frac{a_{k - 1}}{(k + 2) (k + 1)} .$

Now we jump in steps of three. First we notice that since $a sub 2 equals 0$ we must have that, $a sub 5 equals 0$ , $a sub 8 equals 0$ , $a sub 11 equals 0$ , etc $\dots$ . In general $a_{3 n + 2} = 0$ . The constants $a sub 0$ and $a sub 1$ are arbitrary and we obtain

$a_{3} = \frac{a_{0}}{(3) (2)}, a_{4} = \frac{a_{1}}{(4) (3)}, a_{6} = \frac{a_{3}}{(6) (5)} = \frac{a_{0}}{(6) (5) (3) (2)}, a_{7} = \frac{a_{4}}{(7) (6)} = \frac{a_{1}}{(7) (6) (4) (3)}, \dots$

For $a_{k}$ where $k$ is a multiple of $3$ , that is $k equals 3 n$ we notice that

$a_{3 n} = \frac{a_{0}}{(2) (3) (5) (6) \dots (3 n - 1) (3 n)} .$

For $a_{k}$ where $k = 3 n + 1$ , we notice

$a_{3 n + 1} = \frac{a_{1}}{(3) (4) (6) (7) \dots (3 n) (3 n + 1)} .$

In other words, if we write down the series for $y$ we notice that it has two parts

$\begin{matrix} y = (a_{0} + \frac{a_{0}}{6} x^{3} + \frac{a_{0}}{180} x^{6} + \dots + \frac{a_{0}}{(2) (3) (5) (6) \dots (3 n - 1) (3 n)} x^{3 n} + \dots) \\ + (a_{1} x + \frac{a_{1}}{12} x^{4} + \frac{a_{1}}{504} x^{7} + \dots + \frac{a_{1}}{(3) (4) (6) (7) \dots (3 n) (3 n + 1)} x^{3 n + 1} + \dots) \\ = a_{0} (1 + \frac{1}{6} x^{3} + \frac{1}{180} x^{6} + \dots + \frac{1}{(2) (3) (5) (6) \dots (3 n - 1) (3 n)} x^{3 n} + \dots) \\ + a_{1} (x + \frac{1}{12} x^{4} + \frac{1}{504} x^{7} + \dots + \frac{1}{(3) (4) (6) (7) \dots (3 n) (3 n + 1)} x^{3 n + 1} + \dots) . \end{matrix}$

We define

$\begin{matrix} y_{1} (x) = 1 + \frac{1}{6} x^{3} + \frac{1}{180} x^{6} + \dots + \frac{1}{(2) (3) (5) (6) \dots (3 n - 1) (3 n)} x^{3 n} + \dots, \\ y_{2} (x) = x + \frac{1}{12} x^{4} + \frac{1}{504} x^{7} + \dots + \frac{1}{(3) (4) (6) (7) \dots (3 n) (3 n + 1)} x^{3 n + 1} + \dots, \end{matrix}$

and write the general solution to the equation as $y (x) = a_{0} y_{1} (x) + a_{1} y_{2} (x)$ . Notice from the power series that $y sub 1 open parenthesis 0 close parenthesis equals 1$ and $y sub 2 open parenthesis 0 close parenthesis equals 0$ . Also, $y 1 ′ open parenthesis 0 close parenthesis equals 0$ and $y 2 ′ open parenthesis 0 close parenthesis equals 1$ . Therefore $y (x)$ is a solution that satisfies the initial conditions $y open parenthesis 0 close parenthesis equals a sub 0$ and $y prime open parenthesis 0 close parenthesis equals a sub 1$ .

Figure

1

: The two solutions

y sub 1

and

y sub 2

to Airy's equation.

The functions $y sub 1$ and $y sub 2$ cannot be written in terms of the elementary functions that you know. See Figure $1$ for the plot of the solutions $y sub 1$ and $y sub 2$ . These functions have many interesting properties. For example, they are oscillatory for negative $x$ (like solutions to $y^{″} + y = 0$ ) and for positive $x$ they grow without bound (like solutions to $y^{″} - y = 0$ ).

Sometimes a solution may turn out to be a polynomial.

Function graph showing y = 1 - 4*x^2 + (4/3)*x^4 and y = 1 - n*x^2 - n*(2-n)/6*x^4 - n*(2-n)*(4-n)/90*x^6 - n*(2-n)*(4-n)*(6-n)/2520*x^8 - n*(2-n)*(4-n)*(6-n)*(8-n)/113400*x^10. Adjustable parameter: Hermite order n (n) = 4. Viewing window: x from -4.47 to 4.47, y from -2.76 to 2.76. — The even series solution y₁ of Hermite's equation y″ − 2xy′ + 2ny = 0, carried out to x¹⁰, with the book's own n = 4 answer 1 − 4x² + (4/3)x⁴ dashed underneath it. Drag n: on every even integer the recurrence factor (2k − 2n) kills the tail and the curve snaps exactly onto a polynomial — at n = 4 it lands on the dashed reference and hides it — while at n = 3.5 nothing terminates and the two come apart.

Example 3 Hermite Equation

Let us find a solution to the so-called Hermite’s equation of order $n$ squared is the equation

$y^{″} - 2 x y^{'} + 2 n y = 0 .$

Find a solution around the point $x sub 0 equals 0$ .

Show solution

We try

$y = \sum_{k = 0}^{\infty} a_{k} x^{k} .$

We differentiate (as above) to obtain

$\begin{matrix} y^{'} = \sum_{k = 1}^{\infty} k a_{k} x^{k - 1}, \\ y^{″} = \sum_{k = 2}^{\infty} k (k - 1) a_{k} x^{k - 2} . \end{matrix}$

Now we plug into the equation

$\begin{matrix} 0 = y^{″} - 2 x y^{'} + 2 n y \\ = (\sum_{k = 2}^{\infty} k (k - 1) a_{k} x^{k - 2}) - 2 x (\sum_{k = 1}^{\infty} k a_{k} x^{k - 1}) + 2 n (\sum_{k = 0}^{\infty} a_{k} x^{k}) \\ = (\sum_{k = 2}^{\infty} k (k - 1) a_{k} x^{k - 2}) - (\sum_{k = 1}^{\infty} 2 k a_{k} x^{k}) + (\sum_{k = 0}^{\infty} 2 n a_{k} x^{k}) \\ = (2 a_{2} + \sum_{k = 1}^{\infty} (k + 2) (k + 1) a_{k + 2} x^{k}) - (\sum_{k = 1}^{\infty} 2 k a_{k} x^{k}) + (2 n a_{0} + \sum_{k = 1}^{\infty} 2 n a_{k} x^{k}) \\ = 2 a_{2} + 2 n a_{0} + \sum_{k = 1}^{\infty} ((k + 2) (k + 1) a_{k + 2} - 2 k a_{k} + 2 n a_{k}) x^{k} . \end{matrix}$

As $y^{″} - 2 x y^{'} + 2 n y = 0$ we have

$(k + 2) (k + 1) a_{k + 2} + (- 2 k + 2 n) a_{k} = 0, or a_{k + 2} = \frac{(2 k - 2 n)}{(k + 2) (k + 1)} a_{k} .$

This recurrence relation actually includes $a_{2} = - n a_{0}$ (which comes about from $2 a_{2} + 2 n a_{0} = 0$ ). Again $a sub 0$ and $a sub 1$ are arbitrary.

$\begin{matrix} a_{2} = \frac{- 2 n}{(2) (1)} a_{0}, a_{3} = \frac{2 (1 - n)}{(3) (2)} a_{1}, \\ a_{4} = \frac{2 (2 - n)}{(4) (3)} a_{2} = \frac{2^{2} (2 - n) (- n)}{(4) (3) (2) (1)} a_{0}, \\ a_{5} = \frac{2 (3 - n)}{(5) (4)} a_{3} = \frac{2^{2} (3 - n) (1 - n)}{(5) (4) (3) (2)} a_{1}, \dots \end{matrix}$

Let us separate the even and odd coefficients. We find that

$\begin{matrix} a_{2 m} = \frac{2^{m} (- n) (2 - n) \dots (2 m - 2 - n)}{(2 m)!}, \\ a_{2 m + 1} = \frac{2^{m} (1 - n) (3 - n) \dots (2 m - 1 - n)}{(2 m + 1)!} . \end{matrix}$

Let us write down the two series, one with the even powers and one with the odd.

$\begin{matrix} y_{1} (x) = 1 + \frac{2 (- n)}{2!} x^{2} + \frac{2^{2} (- n) (2 - n)}{4!} x^{4} + \frac{2^{3} (- n) (2 - n) (4 - n)}{6!} x^{6} + \dots, \\ y_{2} (x) = x + \frac{2 (1 - n)}{3!} x^{3} + \frac{2^{2} (1 - n) (3 - n)}{5!} x^{5} + \frac{2^{3} (1 - n) (3 - n) (5 - n)}{7!} x^{7} + \dots . \end{matrix}$

We then write

$y (x) = a_{0} y_{1} (x) + a_{1} y_{2} (x) .$

We also notice that if $n$ is a positive even integer, then $y sub 1 open parenthesis x close parenthesis$ is a polynomial as all the coefficients in the series beyond a certain degree are zero. If $n$ is a positive odd integer, then $y sub 2 open parenthesis x close parenthesis$ is a polynomial. For example, if $n equals 4$ , then

$y_{1} (x) = 1 + \frac{2 (- 4)}{2!} x^{2} + \frac{2^{2} (- 4) (2 - 4)}{4!} x^{4} = 1 - 4 x^{2} + \frac{4}{3} x^{4} .$

Footnotes

[1] Named after the English mathematician Sir George Biddell Airy (1801 – 1892).

[2] Named after the French mathematician Charles Hermite (1822–1901).

Adapted from Differential Equations for Engineers by Jiří Lebl (Oklahoma State University), hosted on LibreTexts (math.libretexts.org) and licensed under CC BY-SA 4.0. Changes were made. License: CC-BY-SA-4.0.