ODE Lecture Notes, Section 5.5

ODE Lecture Notes, Section 5.5

<p> ODE Lecture Notes Section 5.5 Page 1 of 6</p><p>Section 5.5: Series Solutions Near a Regular Singular Point, Part I Big Idea: According to Frobenius, it is valid to assume a series solution of the form</p><p> r n y=( x - x0) an ( x - x 0 ) to a second-order linear differential equation near a regular singular n=0 point.</p><p>Big Skill: You should be able to apply the method of Frobenius to solve second-order linear differential equation near regular singular points.</p><p>Recall: If x = x0 is a regular singular point of the second order linear equation P( x) yⅱ+ Q( x) y + R( x) y = 0 , Q( x) R( x) then limx= lim xp( x) = finite and limx2 = lim xq( x) = finite .   x x0P( x) x x 0 x x0P( x) x x 0</p><p> n 2 n This means xp( x) = pn ( x - x0 ) and x q( x) = qn ( x - x0 ) are convergent for some radius n=0 n=0 about x0. 2 2 Thus, we can write the original equation as: x yⅱ+臌轾 xp( x) xy +臌轾 x q( x) y = 0</p><p>If all the coefficients pn and qn are zero except for p0 and q0, then the equation reduces to 2 x yⅱ+ p0 xy + q 0 y = 0 , which is an Euler equation.</p><p>Since the equation we are trying to solve looks like an equation with “Euler coefficients” times power series, we will look for a solution that is of the form of an “Euler solution” times a power series:</p><p>ゥ r n r+ n y=( x - x0) 邋 an( x - x 0) = a n ( x - x 0 ) n=0 n = 0</p><p>As part of the solution, we must determine:  The values of r that make this a valid solution.</p><p> The recurrence relation for the coefficients an.  The radius of convergence.</p><p>The theory behind a solution of this form is due to Frobenius. ODE Lecture Notes Section 5.5 Page 2 of 6</p><p>To solve a linear second order equation near a regular singular point using the method of Frobenius:  Identify singular points and verify they are regular.</p><p> r+ n  Assume a solution of y= an ( x - x0 ) and its derivatives: n=0</p><p> r+ n -1 r+ n -2 y= an ( r + n)( x - x0 ) , yⅱ= an ( r + n)( r + n -1)( x - x0 ) n=0 n=0  Substitute the assumed solution and its derivatives into the given equation.</p><p> o You may have to re-write coefficients in terms of ( x- x0 ) … r+ n  Shift indices so that all series solutions have ( x- x0 ) in the general term.  “Spend” any terms needed so that all series start at the same index value. o This should result in a term that looks like the characteristic equation of the corresponding Euler equation. o This is called the indicial equation. o The roots of the indicial equation are called the exponents of the singularity. r+ n  Set the coefficient of ( x- x0 ) to zero to get the recurrence relation.  Use the recurrence relation with each exponent to get the general term for each of the two solutions.  Compute the radius of convergence for each solution. ODE Lecture Notes Section 5.5 Page 3 of 6</p><p>Practice: 1. Solve the differential equation 2x2 yⅱ- xy +( 1 + x) y = 0 . ODE Lecture Notes Section 5.5 Page 4 of 6 ODE Lecture Notes Section 5.5 Page 5 of 6</p><p>2. Find the solution of the Legendre equation near the point x = -1: (1-x2 ) yⅱ - 2 xy +a( a + 1) y = 0 . ODE Lecture Notes Section 5.5 Page 6 of 6</p>

View Full Text

Details

  • File Type
    pdf
  • Upload Time
    -
  • Content Languages
    English
  • Upload User
    Anonymous/Not logged-in
  • File Pages
    6 Page
  • File Size
    -

Download

Channel Download Status
Express Download Enable

Copyright

We respect the copyrights and intellectual property rights of all users. All uploaded documents are either original works of the uploader or authorized works of the rightful owners.

  • Not to be reproduced or distributed without explicit permission.
  • Not used for commercial purposes outside of approved use cases.
  • Not used to infringe on the rights of the original creators.
  • If you believe any content infringes your copyright, please contact us immediately.

Support

For help with questions, suggestions, or problems, please contact us