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 2. Find 3. 4. Substitute the expressions of y, 5. Calculate 6. Put the values of |
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.
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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
Since x = 0 is a regular singular point, we assume the solution in the form So that
Substituting for y,
The coefficient of the lowest degree term = 0 in first summation only and equating it to zero. Then the indicial equation is Since The coefficient of next lowest degree term k = 1 in first summation and k = 0 in the second summation and equating it to zero. Equating to zero the coefficient of 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.
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 I.e. Or |
Formula-6:
Proof:
We know that- Multiply by 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 |
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 By equation (1), when n = 1 |
Key takeaways
2. General solution of Bessel equation- |
The differential equation
Where
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 If n is a positive integer and The above solution is So that- Here Note- Legendre’s equations of second kind is
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 Coefficient of Coefficient of And so on. Coefficient of The coefficients of Therefore-
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Example: Show that-
Sol.
We know that
Equating the coefficients of |
Orthogonality of Legendre polynomials-
Proof:
And
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