Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro

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268 LESSON 28. SERIES SOLUTIONS in the differential equation gives ∞∑ ∞∑ ∞∑ k(k − 1)a k t k−2 = t a k t k = a k t k+1 (28.98) k=0 Renumbering the index to j = k − 2 (on the left) and j = k + 1 (on the right), and recognizing that the first two terms of the sum on left are zero, gives ∞∑ ∞∑ (j + 2)(j + 1)a j+2 t j = a j−1 t j (28.99) Rearranging, 2a 2 + j=0 k=0 j=1 k=0 ∞∑ [(j + 2)(j + 1)a j+2 − a j−1 ] t j = 0 (28.100) j=1 By linear independence, a 2 = 0 and the remaining a j satisfy If we let k = j + 2 and solve for a k , a k = a k−3 k(k − 1) (j + 2)(j + 1)a j+2 = a j−1 (28.101) (28.102) The first two coefficients, a 0 and a 1 , are determined by the initial conditions; all other coefficients follow from the recursion relationship.. In particular, since a 2 = 0, every third successive coefficient a 2 = a 5 = a 8 = · · · = 0. Starting with a 0 and a 1 we can begin to tabulate the remaining ones: and a 3 = a 0 3 · 2 a 6 = a 3 6 · 5 = a 0 6 · 5 · 3 · 2 a 9 = a 6 9 · 8 = a 0 9 · 8 · 6 · 5 · 3 · 2 . a 4 = a 1 4 · 3 a 7 = a 4 7 · 6 = a 1 7 · 6 · 4 · 3 a 10 = a 7 10 · 9 = a 1 10 · 9 · 7 · 6 · 4 · 3 . (28.103) (28.104) (28.105) (28.106) (28.107) (28.108)

269 Thus y = a 0 ( 1 + 1 6 t3 + 1 + a 1 t ) 12960 t9 + · · · 180 t6 + 1 ( 1 + 1 12 t3 + 1 504 t6 + 1 45360 t9 + · · · ) (28.109) (28.110) = a 0 y 1 (t) + a 1 y 2 (t) (28.111) where y 1 and y 2 are defined by the sums in parenthesis. It is common to define the Airy Functions 1 Ai(t) = 3 2/3 Γ(2/3) y 1 1(t) − 3 1/3 Γ(1/3) y 2(t) (28.112) √ √ 3 3 Bi(t) = 3 2/3 Γ(2/3) y 1(t) + 3 1/3 Γ(1/3) y 2(t) (28.113) Either the sets {y 1 , y 2 } or {Ai, Bi} are fundamental sets of solutions to the Airy equation. Figure 28.1: Solutions to Airy’s equation. Left: The fundamental set y 1 (solid) and y 2 (dashed). Right: the traditional functions Ai(t)(solid) and Bi(t) (dashed). The renormalization keeps Ai(t) bounded, whereas the unnormalized solutions are both unbounded. 1 0.5 0 0.5 1 0.5 0.25 0. 0.25 0.5 15 10 5 0 5 15 10 5 0 5 Example 28.5. Legendre’s Equation of order n is given by (1 − t 2 )y ′′ − 2ty ′ + n(n + 1)y = 0 (28.114) where n is any integer. Equation (28.114) is actually a family of differential equations for different values of n; we have already solved it for n = 2 in example 28.3, where we found that most of the coefficients in the power series solutions were zero, leaving us with a simple quadratic solution.

268 LESSON 28. SERIES SOLUTIONS<br />

<strong>in</strong> the differential equation gives<br />

∞∑<br />

∞∑<br />

∞∑<br />

k(k − 1)a k t k−2 = t a k t k = a k t k+1 (28.98)<br />

k=0<br />

Renumber<strong>in</strong>g the <strong>in</strong>dex to j = k − 2 (on the left) and j = k + 1 (on the<br />

right), and recogniz<strong>in</strong>g that the first two terms of the sum on left are zero,<br />

gives<br />

∞∑<br />

∞∑<br />

(j + 2)(j + 1)a j+2 t j = a j−1 t j (28.99)<br />

Rearrang<strong>in</strong>g,<br />

2a 2 +<br />

j=0<br />

k=0<br />

j=1<br />

k=0<br />

∞∑<br />

[(j + 2)(j + 1)a j+2 − a j−1 ] t j = 0 (28.100)<br />

j=1<br />

By l<strong>in</strong>ear <strong>in</strong>dependence, a 2 = 0 and the rema<strong>in</strong><strong>in</strong>g a j satisfy<br />

If we let k = j + 2 and solve for a k ,<br />

a k =<br />

a k−3<br />

k(k − 1)<br />

(j + 2)(j + 1)a j+2 = a j−1 (28.101)<br />

(28.102)<br />

The first two coefficients, a 0 and a 1 , are determ<strong>in</strong>ed by the <strong>in</strong>itial conditions;<br />

all other coefficients follow from the recursion relationship.. In particular,<br />

s<strong>in</strong>ce a 2 = 0, every third successive coefficient a 2 = a 5 = a 8 = · · · = 0.<br />

Start<strong>in</strong>g with a 0 and a 1 we can beg<strong>in</strong> to tabulate the rema<strong>in</strong><strong>in</strong>g ones:<br />

and<br />

a 3 = a 0<br />

3 · 2<br />

a 6 = a 3<br />

6 · 5 = a 0<br />

6 · 5 · 3 · 2<br />

a 9 = a 6<br />

9 · 8 = a 0<br />

9 · 8 · 6 · 5 · 3 · 2<br />

.<br />

a 4 = a 1<br />

4 · 3<br />

a 7 = a 4<br />

7 · 6 = a 1<br />

7 · 6 · 4 · 3<br />

a 10 = a 7<br />

10 · 9 = a 1<br />

10 · 9 · 7 · 6 · 4 · 3<br />

.<br />

(28.103)<br />

(28.104)<br />

(28.105)<br />

(28.106)<br />

(28.107)<br />

(28.108)

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