Mathematical Methods for Physics and Engineering : A Comprehensive Guide

(Darren Dugan) #1

SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS


derivative method. Let us first consider the case where the two solutions of the


indicial equation are equal. In this case a second solution is given by (16.28),


which may be written as


y 2 (z)=

[
∂y(z, σ)
∂σ

]

σ=σ 1

=(lnz)zσ^1

∑∞

n=0

an(σ 1 )zn+zσ^1

∑∞

n=1

[
dan(σ)

]

σ=σ 1

zn

=y 1 (z)lnz+zσ^1

∑∞

n=1

bnzn, (16.31)

wherebn=[dan(σ)/dσ]σ=σ 1. One could equally obtain the coefficientsbnby direct


substitution of the form (16.31) into the original ODE.


In the case where the roots of the indicial equation differ by an integer (not

equal to zero), then from (16.30) a second solution is given by


y 2 (z)=

{

∂σ

[(σ−σ 2 )y(z, σ)]

}

σ=σ 2

=lnz

[

(σ−σ 2 )zσ

∑∞

n=0

an(σ)zn

]

σ=σ 2

+zσ^2

∑∞

n=0

[
d

(σ−σ 2 )an(σ)

]

σ=σ 2

zn.

But, as we mentioned in the previous section,[(σ−σ 2 )y(z, σ)]atσ=σ 2 is just a


multiple of the first solutiony(z, σ 1 ). Therefore the second solution is of the form


y 2 (z)=cy 1 (z)lnz+zσ^2

∑∞

n=0

bnzn, (16.32)

wherecis a constant. In some cases, however,cmight be zero, and so the second


solution would not contain the term in lnzand could be written simply as a


Frobenius series. Clearly this corresponds to the case in which the substitution


of a Frobenius series into the original ODE yields two solutions automatically.


In either case, the coefficientsbnmay also be found by direct substitution of the


form (16.32) into the original ODE.


16.5 Polynomial solutions

We have seen that the evaluation of successive terms of a series solution to a


differential equation is carried out by means of a recurrence relation. The form


of the relation forandepends uponn, the previous values ofar(r<n)andthe


parameters of the equation. It may happen, as a result of this, that for some


value ofn=N+ 1 the computed valueaN+1is zero and that all higheraralso


vanish. If this is so, and the corresponding solution of the indicial equationσ

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