Series Solutions of Differential Equations: Learn It 1

  • Solve differential equations using power series

Series Solutions of Differential Equations

Functions can be represented as power series, [latex]y(x)=\displaystyle\sum_{n=0}^{\infty} a_{n}x^{n}[/latex]. We can find series representations of the derivatives of such functions by differentiating the power series term by term. This gives [latex]y^{\prime}(x)=\displaystyle\sum_{n=1}^{\infty} na_{n}x^{n-1}[/latex] and [latex]y^{\prime\prime}(x)=\displaystyle\sum_{n=2}^{\infty} n(n-1)a_{n}x^{n-2}[/latex]. In some cases, these power series representations can be used to find solutions to differential equations.

This text provides only a brief treatment of power series solutions. Most introductory differential equations textbooks include an entire module on this topic. Several important issues are not addressed here, particularly issues related to existence of solutions. The examples and exercises were chosen for which power solutions exist. However, it is not always the case that power solutions exist.
How to: Find Power Series Solutions to Differential Equations

  1. Assume a power series solution: [latex]y(x)=\displaystyle\sum_{n=0}^\infty a_nx^n[/latex].
  2. Differentiate term by term: Get [latex]y^\prime(x)=\displaystyle\sum_{n=1}^\infty na_nx^{n-1}[/latex] and [latex]y^{\prime\prime}(x)=\displaystyle\sum_{n=2}^\infty n(n-1)a_nx^{n-2}[/latex].
  3. Substitute into the differential equation: Replace [latex]y[/latex], [latex]y^\prime[/latex], and [latex]y^{\prime\prime}[/latex] with their power series expressions.
  4. Re-index and combine terms: Re-index sums as necessary to combine terms and simplify the expression.
  5. Equate coefficients: Set coefficients of like powers of [latex]x[/latex] equal to determine values for the coefficients [latex]a_n[/latex].
  6. Write the solution: Substitute the coefficients back into the power series.

Find a power series solution for the following differential equations.

  1. [latex]y^{\prime\prime}-y=0[/latex]
  2. [latex](x^2-1)y^{\prime\prime}+6xy^\prime+4y=-4[/latex]

Bessel Functions

We close with a brief introduction to Bessel functions. Complete treatment of Bessel functions is well beyond the scope of this course, but we get a taste of the topic here so we can see how series solutions to differential equations are used in real-world applications.

The Bessel equation of order [latex]n[/latex] is given by:

[latex]x^2y^{\prime\prime}+xy^\prime+(x^2-n^2)y=0[/latex].

This equation arises in many physical applications, particularly those involving cylindrical coordinates, such as the vibration of a circular drum head and transient heating or cooling of a cylinder.

Find a power series solution to the Bessel equation of order [latex]0[/latex] and graph the solution.