(x 2 + 1)y' = xy; y(0) = 1 Solving By The Power Series Method ∞ Assume that y can be expressed as ∑a x n n . Since y(0) = 1 , a0 = 1. Re-write n=0 ∞ the differential equation as x y'+ y' = xy . Since y = ∑ an x n , x 2 y'+ y' = xy 2 n=0 ∞ implies that x 2 ∑ na x ∞ n−1 n n=1 factors + ∑ nan x ∞ n−1 n=1 = x ∑ an x n and, distributing the ∞ ∞ n=0 ∞ n=1 n=1 n=0 x 2 and x: ∑ nan x n+1 + ∑ nan x n−1 = ∑ an x n+1 . Write each sum term- by-term, with constant term in red, linear terms in green, quadratic terms in blue, and third-degree terms in purple. [a1 x + 2a2 x + ... ] + [a1 + 2a2 x + 3a 3 x + 4a 4 x + ...]=[a 0 x + a1 x + a2 x + ...] . 2 3 2 3 2 3 a1 , so for the equation to be true for all x, a1 = 0 . a0 1 Looking at the (green ) linear terms in the equation, 2a =a , so a = = . Now 2 2 look at the (blue) quadratic terms to get a + 3a =a , which implies that a3 = 0 . The only constant (red ) term is 2 1 3 0 2 1 Continuing to the third-degree (purple ) terms, 2a2 + 4a 4 =a2 , which implies that a4 = − a2 4 = −1 8 Now, look at each series more generally: a1 x + 2a2 x + ... +na n x 2 3 n+1 + ... a1 + 2a2 x + 3a 3 x + 4a 4 x + ...+(n+2)a n+2 x 2 3 a 0 x + a1 x + a2 x + ...+a n x 2 3 n+1 + ... n+1 + ... and Notice that the middle series is written so that the power of its general term is n+1, to make the comparisons easier to make and the corresponding equation easier to write. These three general terms all apply for n > 0. Looking at the power n+1 (black) terms above, we get the equation: + (n+2)a n+2 = a n na n and solving for a n+2 , a n+2 = the odd-numbered coefficients must equal zero. (1− n)a n n+2 . Since a3 = 0 , all We have already determined the even-numbered terms 1 −1 , a3 = 0 , a = , and now using the recursion formula 2 8 a0 = 1, a1 = 0 , a2 = 4 above, a 4+2 = (1− 4)a 4 4+2 or a 6 = (−3) -1 8 . Still using the recursion formula – without 6 simplifying (in order to see any pattern emerging, (−3) a8 = (−5) -1 8 6 and 8 (−3) (−5) a10 = a10 = a 2n = (−7) -1 8 6 8 10 (-1)(−3)(−5)(−7) . The pattern is clear! , and we conjecture that, more generally, (2)(4)(6)(8)(10) (-1)(−3)(−5)(−7) ... (−[2n − 3]) (2)(4)(6)(8)(10) ... (2n) = (−1)n+1 (1)(3)(5)(7) ... (2n − 3) (2)(4)(6)(8)(10) ... (2n) , which can be established by using the Principle of Mathematical Induction along with the recursion formula. The series generated to solve the equation is 1 2 ∞ (1)(3)(5)(7) ... (2n − 3) 2n 1+ x + ∑ (−1)n+1 x . Using the Ratio Test, the 2 (2)(4)(6)(8)(10) ... (2n) n=2 series can be shown to converge for |x| < 1 and to diverge for |x| > 1. Endnotes. 1. The above is an awful lot of hard work to get a solution that we can obtain much more easily (and in a handier form, too) by just separating the variables in the original DE. Moreover, the solution function is defined for all real numbers. 2. So, in summary, this is not a good way to solve the DE; it’s just a good way to illustrate the process of using a power series to solve a DE. 3. If an initial condition had not been given, the solution process would have been only slightly more difficult. Instead of having y(0) = 1 , we would have y(0) = c , for some constant c. Then we would have a0 = c , a2 = a4 = −c 8 c , 2 , and, continuing, the solution would be just multiplied by this constant factor c. To see this independently, suppose that y is any solution function for the DE in this problem. Then x 2 (cy)'+ (cy)' = x 2 (cy') + cy' = c(x 2 y'+ y') = cxy = x(cy) ; i.e., cy is also a solution to the DE. 4. When this sort of thing happens (y a solution implies cy is a solution) the equation is said to be homogeneous, so it’s important to be able to identify homogeneous equations.
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