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Elementary Differential Equations and Boundary Value Problems - Boyce W.E.

Boyce W.E. Elementary Differential Equations and Boundary Value Problems - John Wiley & Sons, 2001. - 1310 p.
Download (direct link): elementarydifferentialequations2001.pdf
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TO
=E an (x 1)n>
n=0
where we assume that the series converges in some interval |x 11 < p. Then
TO CO
y' = ^ nan (x 1)n1 = ^2 (n + 1)an+1(x 1)n,
n=1 n=0
246
Chapter 5. Series Solutions ofSecond Order Linear Equations
and
y" = ?(
2
( - 1)an(x - 1) 2 Y2( + 2)( + 1)an+2(x - 1).
0
Substituting for y and " in Eq. (12), we obtain
TO
^(n + 2)( + 1)an+2(x - 1) = x^an(x - 1).
(18)
0
0
Now to equate the coefficients of like powers of (x - 1) we must express x, the coefficient of inEq. (12), in powers of x - 1; that is, we write x = 1 + (x - 1). Note that this is precisely the Taylor series for x about x = 1. Then Eq. (18) takes the form
S^(n +2)( + 1)an+2(x - 1) =[1 +(x -1)] ? an(x - 1)
0
TO TO
= ? an (x - 1) + J] an (x - 1)+1.
0
0
0
Shifting the index of summation in the second series on the right gives
TO
E
0
(n + 2)(n + 1)an+2(x - 1)n = ^Tan(x - 1)n + ^2an-1 (x - 1)n
0
1
Equating coefficients of like powers of x - 1, we obtain
2a2 = a0>
(3 2)a3 = a1 + a0,
(4 3)a4 = a2 + a1;
(5 4)a5 = a3 + a2,
The general recurrence relation is
(n + 2)(n + 1)an+2 = an + an-1 for n > 1. (19)
Solving for the first few coefficients an in terms of a0 and a1, we find that
a0 = 2 2
Hence
a0 _|_ a1
a3 + , a4 + + , M5 , , .
3 6 6 4 12 12 24 12 5 20 20 30 120
= a0
, (x - 1)2 (x - 1)3 (x - 1)4 (x - 1)5
1 + -+ -T-^- + +
24
30
+ a1
(x - 1) +
(x - 1)3 (x - 1)4 (x - 1)5
+
12
+
120
+
(20)
In general, when the recurrence relation has more than two terms, as in Eq. (19), the determination of a formula for an in terms a0 and a1 will be fairly complicated, if not impossible. In this example such a formula is not readily apparent. Lacking such a formula, we cannot test the two series in Eq. (20) for convergence by direct methods
a
a
a
a
a
5.2 Series Solutions near an Ordinary Point, Part I
247
such as the ratio test. However, even without knowing the formula for an we shall see in Section 5.3 that it is possible to establish that the series in Eq. (20) converge for all x, and further define functions y3 and y4 that are linearly independent solutions of the Airy equation (12). Thus
y = a0 y3(x) + a1 y4(x) is the general solution of Airys equation for to < x < to.
It is worth emphasizing, as we saw in Example 3, that if we look for a solution of
TO
Eq. (1) of the form y = an(x - x0)n, then the coefficients P(x), Q(x), and R(x)
n=0
in Eq. (1) must also be expressed in powers of x - x0. Alternatively, we can make the change of variable x - x0 = t, obtaining a new differential equation for y as a function
TO
of t, and then look for solutions of this new equation of the form antn. When we
n=0
have finished the calculations, we replace t by x - x0 (see Problem 19).
In Examples 2 and 3 we have found two sets of solutions of Airys equation. The functions y1 and y2 defined by the series in Eq. (17) are linearly independent solutions of Eq. (12) for all x, and this is also true for the functions y3 and y4 defined by the series in Eq. (20). According to the general theory of second order linear equations each of the first two functions can be expressed as a linear combination of the latter two functions and vice versaa result that is certainly not obvious from an examination of the series alone.
Finally, we emphasize that it is not particularly important if, as in Example 3, we are unable to determine the general coefficient an in terms of a0 and a1. What is essential is that we can determine as many coefficients as we want. Thus we can find as many terms in the two series solutions as we want, even if we cannot determine the general term. While the task of calculating several coefficients in a power series solution is not difficult, it can be tedious. A symbolic manipulation package can be very helpful here; some are able to find a specified number of terms in a power series solution in response to a single command. With a suitable graphics package one can also produce plots such as those shown in the figures in this section.
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