Solve Differential Equation w/ Power Series Method

In summary, the differential equation $y''+xy=0$ has a general solution that can be found by using the power series method. The solution is $y(x)=\sum_{n=0}^{\infty} a_n x^n$ where $R>0$ is the radius of convergence.
  • #1
evinda
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Hello! (Wave)

The differential equation $y''+xy=0$ is given.
Find the general solution of the differential equation (with the power series method).

That's what I have tried:

We are looking for a solution of the form $y(x)=\sum_{n=0}^{\infty} a_n x^n$, where the radius of convergence is $R>0$.
$xy(x)=\sum_{n=1}^{\infty} a_{n-1}x^n$.
We have $y'(x)= \sum_{n=0}^{\infty} (n+1)a_{n+1} x^n$.
$y''(x)=\sum_{n=0}^{\infty} (n+2)(n+1) a_{n+2} x^n$.

So it has to hold:

$$2a_2 + \sum_{n=1}^{\infty} \left[ (n+2)(n+1) a_{n+2}+a_{n-1}\right]x^n=0, \forall x \in (-R,R)$$

Thus:

$$a_2=0$$

$$(n+2)(n+1)a_{n+2}+a_{n-1}=0, \forall n=1,2,3, \dots$$
$$3 \cdot 2 \cdot a_3+a_2=0 \Rightarrow a_3=0$$
$$4 \cdot 3 \cdot a_4 +a_1=0 \Rightarrow a_4=-\frac{a_1}{12}$$

Is it right so far? Or have I done something wrong?
 
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  • #2
evinda said:
Hello! (Wave)

The differential equation $y''+xy=0$ is given.
Find the general solution of the differential equation (with the power series method).

That's what I have tried:

We are looking for a solution of the form $y(x)=\sum_{n=0}^{\infty} a_n x^n$, where the radius of convergence is $R>0$.
$xy(x)=\sum_{n=1}^{\infty} a_{n-1}x^n$.
We have $y'(x)= \sum_{n=0}^{\infty} (n+1)a_{n+1} x^n$.
$y''(x)=\sum_{n=0}^{\infty} (n+2)(n+1) a_{n+2} x^n$.

So it has to hold:

$$2a_2 + \sum_{n=1}^{\infty} \left[ (n+2)(n+1) a_{n+2}+a_{n-1}\right]x^n=0, \forall x \in (-R,R)$$

Thus:

$$a_2=0$$

$$(n+2)(n+1)a_{n+2}+a_{n-1}=0, \forall n=1,2,3, \dots$$
$$3 \cdot 2 \cdot a_3+a_2=0 \Rightarrow a_3=0$$
$$4 \cdot 3 \cdot a_4 +a_1=0 \Rightarrow a_4=-\frac{a_1}{12}$$

Is it right so far? Or have I done something wrong?

The solution of the ODE...

$\displaystyle y^{\ ''} + x\ y = 0\ (1)$

... requires the knowledege of $y(0)$ and $y^{\ '} (0)$...

... suppose to have a solution of the form $\displaystyle y(x)= \sum_{n=0}^{\infty} a_{n}\ x^{n}$ You have...

$\displaystyle y^{\ '} (x) = \sum_{n=0}^{\infty} n\ a_{n}\ x^{n-1}\ (2)$

$\displaystyle y^{\ ''} (x) = \sum_{n=0}^{\infty} n\ (n-1)\ a_{n}\ x^{n-2}\ (3)$

... so that is...

$\displaystyle y^{\ ''} (x) = \sum_{n=0}^{\infty} n\ (n-1)\ a_{n}\ x^{n-2} = - \sum_{n=0}^{\infty} a_{n}\ x^{n+1}\ (4)$

Here $a_{0}$ and $a_{1}$ are given from the initial conditions, and the successive coefficients can be found with (4) ...

$\displaystyle y^{\ ''} = 2\ a_{2} + 6\ a_{3}\ x + 12\ a_{4}\ x^{2} + ... = - a_{0}\ x - a_{1}\ x^{2} - ... \implies a_{2} = 0$

$\displaystyle y^{\ '''} = 6\ a_{3} + 24\ a_{4}\ x + ... = - a_{0} - 2\ a_{1}\ x - ... \implies a_{3} = - \frac{a_{0}}{6}$...

... and so one...

Kind regards

$\chi$ $\sigma$
 
  • #3
chisigma said:
$\displaystyle y^{\ ''} (x) = \sum_{n=0}^{\infty} n\ (n-1)\ a_{n}\ x^{n-2}\ (3)$

I found that $y''(x)= \sum_{n=1}^{\infty} (n+1) a_{n+1} n x^{n-1}= \sum_{n=0}^{\infty} (n+2) (n+1) a_{n+2} x^n$.

Am I wrong? (Thinking)
 
  • #4
evinda said:
I found that $y''(x)= \sum_{n=1}^{\infty} (n+1) a_{n+1} n x^{n-1}= \sum_{n=0}^{\infty} (n+2) (n+1) a_{n+2} x^n$.

Am I wrong? (Thinking)

Is...

$\displaystyle y(x) = \sum_{n = 0}^{\infty} a_{n}\ x^{n}\ (1)$

... and if the series (1) uniformely converges in an interval You can derive it 'term by term' obtaining...

$\displaystyle y^{\ '} (x) = \sum_{n=0}^{\infty} n\ a_{n}\ x^{n-1}\ (2)$

The same is for the series (2) so that is...

$\displaystyle y^{ ''} (x) = \sum_{n=0}^{\infty} n\ (n-1)\ a_{n}\ x^{n - 2}\ (3)$

Kind regards

$\chi$ $\sigma$
 

Related to Solve Differential Equation w/ Power Series Method

1. What is the Power Series Method for solving Differential Equations?

The Power Series Method is a technique for solving differential equations by expressing the solution as an infinite sum of terms, each containing increasingly higher powers of the independent variable.

2. When is the Power Series Method most commonly used?

The Power Series Method is most commonly used when the differential equation cannot be solved using traditional methods, such as separation of variables or substitution. It is also useful for solving higher order equations with non-constant coefficients.

3. What are the steps involved in solving a Differential Equation using the Power Series Method?

The first step is to expand the solution as a power series and plug it into the differential equation. Then, equate coefficients of each term to zero and solve for the recurrence relation. Next, find the general solution by solving for the coefficients using initial or boundary conditions. Finally, substitute the coefficients back into the power series to obtain the final solution.

4. What are the advantages of using the Power Series Method?

The Power Series Method allows for the solution of a wide range of differential equations that cannot be solved using traditional methods. It also provides a systematic approach for solving higher order equations and can be used for equations with variable coefficients.

5. What are some common applications of the Power Series Method in science and engineering?

The Power Series Method has applications in various fields such as physics, engineering, and economics. It is commonly used to solve differential equations in mechanics, electromagnetics, and heat transfer. It is also used in control systems and optimization problems.

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