Unit 4
Series solution of Ordinary Differential Equations and Special Functions
We know that the solution of the differential equation-
Are |
These are the power series solutions of the given differential equations.
Ordinary Point-
Let us consider the equation-
Here are polynomial in x.
X = a is an ordinary point of the above equation if does not vanish for x = a.
Note- If vanishes for x = a, then x = a is a singular point.
Solution of the differential equation when x = 0 is an ordinary point, which means does not vanish for x = 0.
1. Let be the solution of the given differential equation. 2. Find 3. 4. Substitute the expressions of y, etc. in the given differential equations. 5. Calculate Coefficients of various powers of x by equating the coefficient to zero. 6. Put the values of In the differential equation to get the required series solution. |
Example- Solve
Sol.
Here we have- Let the solution of the given differential equation be- Since x = 0 is the ordinary point of the given equation- Put these values in the given differential equation- Equating the coefficients of various powers of x to zero, we get- Therefore, the solution is- |
Example: Solve in series the equation-
Sol.
Here we have- Let us suppose- Since x = 0 is the ordinary point of (1)- Then- And Put these values in equation (1)- We get-
Equating to zero the coefficients of the various powers of x, we get- And so on…. In general, we can write- Now putting n = 5, Put n = 6- Put n = 7, Put n = 8, Put n = 9, Put n = 10, Put the above values in equation (1), we get- |
Frobenius method-
This method is also called generalized power series method.
If x = 0 is a regular singularity of the equation.
……..(1) |
Then the series solution is-
Which is called Frobenius series.
On equating the coefficient of lowest power of x in the identity to zero, we get a quadratic equation in ‘m’.
We will get two values of m. The series solution of (1) will depend on the nature of the roots of the indicial equation-
Case-1: when roots m1 and m2 are distinct and these are not differing by an integer- The complete solution in this case will be- Case-2: when roots m1 and m2 are equal- Case-3: when roots are distinct but differ by an integer- Case-4: Roots are distinct and differing by an integer, making some coefficient indeterminate- |
Example: Find solution in generalized series form about x = 0 of the differential equation
Sol.
Here we have ………… (1) Since x = 0 is a regular singular point, we assume the solution in the form So that
Substituting for y, in equation (1), we get- …..(2)
The coefficient of the lowest degree term in (2) is obtained by putting k = 0 in first summation only and equating it to zero. Then the indicial equation is Since The coefficient of next lowest degree termin (2) is obtained by putting k = 1 in first summation and k = 0 in the second summation and equating it to zero. Equating to zero the coefficient of the recurrence relation is given by Or Which gives-
Hence for- Form m = 1/3- Hence for m = 1/3, the second solution will be- The complete solution will be-
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Key takeaways
If x = 0 is a regular singularity of the equation. ……..(1) Then the series solution is- Which is called Frobenius series. |
The Bessel equation is-
The solution of this equations will be-
The Bessel function is denoted by and defined as-
If we put n = 0 then Bessel function becomes- Now if n = 1, then- |
The graph of these two equations will be-
General solution of Bessel equation-
Example: Prove that-
Sol.
As we know that- Now put n = 1/2 in equation (1), then we get- Hence proved. |
Example: Prove that-
Sol.
Put n = -1/2 in equation (1) of the above question, we get- |
Recurrence formulae-
Formula-1:
Proof:
As we know that- On differentiating with respect to x, we obtain- Putting r – 1 = s |
Formula-2:
Proof:
We have- Differentiating w.r.t. x, we get- |
Formula-3:
Proof:
We know that from formula first and second- Now adding these two, we get- Or |
Formula-4:
Proof:
We know that- On subtracting, we get- |
Formula-5:
Proof:
We know that- Multiply this by we get- I.e. Or |
Formula-6:
Proof:
We know that- Multiply by we get- Or |
Example: Show that-
By using recurrence relation.
Sol.
We know that- The recurrence formula- On differentiating, we get- Now replace n by n -1 and n by n+1 in (1), we have- Put the values of and from the above equations in (2), we get- |
Example: Prove that-
Sol.
We know that- from recurrence formula On integrating we get- On taking n = 2 in (1), we get- Again- Put the value of from equation (2) and (3), we get- By equation (1), when n = 1 |
Key takeaways
2. General solution of Bessel equation- |
The differential equation
............(1) Where is a parameter which can be reduced Bessel’s diff equation of order p in t. ..............(2) Where- For p non-integral, the general solution of Equation (2) is Thus the general solution of Equation (1) is When p is non-integral. |
The Legendre’s equations is- Now the solution of the given equation is the series of descending powers of x is- Here is an arbitrary constant. If n is a positive integer and The above solution is So that- Here is called the Legendre’s function of first kind. Note- Legendre’s equations of second kind is and can be defined as-
The general solution of Legendre’s equation is- Here A and B are arbitrary constants. |
Rodrigue’s formula-
Rodrigue’s formula can be defined as- |
Legendre Polynomials-
We know that by Rodrigue formula- If n = 0, then it becomes- If n = 1, If n = 2, Now putting n =3, 4, 5……..n we get- ………………………………….. Where N = n/2 if n is even and N = 1/2 (n-1) if n is odd.
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Example: Express
in terms of Legendre polynomials.
Sol.
By equating the coefficients of like powers of x, we get- Put these values in equation (1), we get-
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Example: Let be the Legendre’s polynomial of degree n, then show that for every function f(x) for which the n’th derivative is continuous-
Sol.
We know that- On integrating by parts, we get-
Now integrate (n – 2) times by parts, we get- |
Recurrence formulae for -
Formula-1: Fromula-2: Formula-3: Formula-4: Formula-5: Formula-6: |
Generating function for
Prove that is the coefficient of in the expansion of
in ascending powers of z.
Proof:
Now coefficient of in Coefficient of in Coefficient of in And so on. Coefficient of in the expansion of equation (1)- The coefficients of etc. in (1) are Therefore-
|
Example: Show that-
Sol.
We know that
Equating the coefficients of both sides, we have- |
Orthogonality of Legendre polynomials-
Proof:
is a solution of …………………. (1) And is a solution of- ……………. (2) Now multiply (1) by z and (2) by y and subtracting, we have-
Now integrate from -1 to +1, we get- |
Example: Prove that-
By using Rodrigue formula for Legendre function.
On integrating by parts, we get- Now integrating m – 2 times, we get- |
Key takeaways
2. The general solution of Legendre’s equation is- Here A and B are arbitrary constants. 3. Rodrigue’s formula can be defined as- 4. Orthogonality of Legendre polynomials- |
References
- E. Kreyszig, “Advanced Engineering Mathematics”, John Wiley & Sons, 2006.
- P. G. Hoel, S. C. Port And C. J. Stone, “Introduction To Probability Theory”, Universal Book Stall, 2003.
- S. Ross, “A First Course in Probability”, Pearson Education India, 2002.
- W. Feller, “An Introduction To Probability Theory and Its Applications”, Vol. 1, Wiley, 1968.
- N.P. Bali and M. Goyal, “A Text Book of Engineering Mathematics”, Laxmi Publications, 2010.
- B.S. Grewal, “Higher Engineering Mathematics”, Khanna Publishers, 2000.
- T. Veerarajan, “Engineering Mathematics”, Tata Mcgraw-Hill, New Delhi, 2010
- Higher engineering mathematics, HK Dass