Second-Order Differential Equations

# 50 Series Solutions of Differential Equations

### Learning Objectives

• Use power series to solve first-order and second-order differential equations.

In Introduction to Power Series, we studied how functions can be represented as power series, We also saw that we can find series representations of the derivatives of such functions by differentiating the power series term by term. This gives and In some cases, these power series representations can be used to find solutions to differential equations.

Be aware that this subject is given only a very brief treatment in this text. Most introductory differential equations textbooks include an entire chapter on power series solutions. This text has only a single section on the topic, so several important issues are not addressed here, particularly issues related to existence of solutions. The examples and exercises in this section were chosen for which power solutions exist. However, it is not always the case that power solutions exist. Those of you interested in a more rigorous treatment of this topic should consult a differential equations text.

Problem-Solving Strategy: Finding Power Series Solutions to Differential Equations
1. Assume the differential equation has a solution of the form
2. Differentiate the power series term by term to get and
3. Substitute the power series expressions into the differential equation.
4. Re-index sums as necessary to combine terms and simplify the expression.
5. Equate coefficients of like powers of to determine values for the coefficients in the power series.
6. Substitute the coefficients back into the power series and write the solution.
Series Solutions to Differential Equations

Find a power series solution for the following differential equations.

1. Assume (step 1). Then, and (step 2). We want to find values for the coefficients such that

We want the indices on our sums to match so that we can express them using a single summation. That is, we want to rewrite the first summation so that it starts with
To re-index the first term, replace n with inside the sum, and change the lower summation limit to We get

This gives

Because power series expansions of functions are unique, this equation can be true only if the coefficients of each power of x are zero. So we have

This recurrence relationship allows us to express each coefficient in terms of the coefficient two terms earlier. This yields one expression for even values of n and another expression for odd values of n. Looking first at the equations involving even values of n, we see that

Thus, in general, when n is even, (step 5).
For the equations involving odd values of n, we see that

Therefore, in general, when n is odd, (step 5 continued).
Putting this together, we have

Re-indexing the sums to account for the even and odd values of n separately, we obtain

Analysis for part a.
As expected for a second-order differential equation, this solution depends on two arbitrary constants. However, note that our differential equation is a constant-coefficient differential equation, yet the power series solution does not appear to have the familiar form (containing exponential functions) that we are used to seeing. Furthermore, since is the general solution to this equation, we must be able to write any solution in this form, and it is not clear whether the power series solution we just found can, in fact, be written in that form.
Fortunately, after writing the power series representations of and and doing some algebra, we find that if we choose

we then have and and

So we have, in fact, found the same general solution. Note that this choice of and is not obvious. This is a case when we know what the answer should be, and have essentially “reverse-engineered” our choice of coefficients.

2. Assume (step 1). Then, and (step 2). We want to find values for the coefficients such that

Taking the external factors inside the summations, we get

Now, in the first summation, we see that when or the term evaluates to zero, so we can add these terms back into our sum to get

Similarly, in the third term, we see that when the expression evaluates to zero, so we can add that term back in as well. We have

Then, we need only shift the indices in our second term. We get

Thus, we have

Looking at the coefficients of each power of x, we see that the constant term must be equal to and the coefficients of all other powers of x must be zero. Then, looking first at the constant term,

For we have

Since we see that

and thus

For even values of n, we have

In general, (step 5).
For odd values of n, we have

In general, (step 5 continued).
Putting this together, we have

Find a power series solution for the following differential equations.

Hint

We close this section with a brief introduction to Bessel functions. Complete treatment of Bessel functions is well beyond the scope of this course, but we get a little 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 n is given by

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. In the next example, we find a power series solution to the Bessel equation of order 0.

Power Series Solution to the Bessel Equation

Find a power series solution to the Bessel equation of order 0 and graph the solution.

The Bessel equation of order 0 is given by

We assume a solution of the form Then and Substituting this into the differential equation, we get

Then, and for

Because all odd terms are zero. Then, for even values of n, we have

In general,

Thus, we have

The graph appears below.

Verify that the expression found in (Figure) is a solution to the Bessel equation of order 0.

Hint

Differentiate the power series term by term and substitute it into the differential equation.

### Key Concepts

• Power series representations of functions can sometimes be used to find solutions to differential equations.
• Differentiate the power series term by term and substitute into the differential equation to find relationships between the power series coefficients.

Find a power series solution for the following differential equations.

The differential equation is a Bessel equation of order 1. Use a power series of the form to find the solution.

### Chapter Review Exercises

True or False? Justify your answer with a proof or a counterexample.

If and are both solutions to then is also a solution.

True

The following system of algebraic equations has a unique solution:

is a solution to the second-order differential equation

False

To find the particular solution to a second-order differential equation, you need one initial condition.

Classify the differential equation. Determine the order, whether it is linear and, if linear, whether the differential equation is homogeneous or nonhomogeneous. If the equation is second-order homogeneous and linear, find the characteristic equation.

second order, linear, homogeneous,

first order, nonlinear, nonhomogeneous

For the following problems, find the general solution.

For the following problems, find the solution to the initial-value problem, if possible.

For the following problems, find the solution to the boundary-value problem.

For the following problem, set up and solve the differential equation.

The motion of a swinging pendulum for small angles can be approximated by where is the angle the pendulum makes with respect to a vertical line, g is the acceleration resulting from gravity, and L is the length of the pendulum. Find the equation describing the angle of the pendulum at time assuming an initial displacement of and an initial velocity of zero.

The following problems consider the “beats” that occur when the forcing term of a differential equation causes “slow” and “fast” amplitudes. Consider the general differential equation that governs undamped motion. Assume that

Find the general solution to this equation (Hint: call ).

Assuming the system starts from rest, show that the particular solution can be written as

[T] Using your solutions derived earlier, plot the solution to the system over the interval Find, analytically, the period of the fast and slow amplitudes.

For the following problem, set up and solve the differential equations.

An opera singer is attempting to shatter a glass by singing a particular note. The vibrations of the glass can be modeled by where represents the natural frequency of the glass and the singer is forcing the vibrations at For what value would the singer be able to break that glass? (Note: in order for the glass to break, the oscillations would need to get higher and higher.)