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Lecture Notes in Differential Equations - Bruce E. Shapiro

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273<br />

Summary of Power series method.<br />

To solve the l<strong>in</strong>ear differential equation<br />

L n y = a n (t)y (n) + · · · + a 0 (t)y = f(t) (28.136)<br />

or the correspond<strong>in</strong>g <strong>in</strong>itial value problem with<br />

as a power series about the po<strong>in</strong>t t = t 0<br />

1. Let y =<br />

∞∑<br />

c k (t − t 0 ) k<br />

k=0<br />

y(t 0 ) = y 0 , ..., y (n−1) (t 0 ) = y n (28.137)<br />

2. If <strong>in</strong>itial conditions are given, use Taylor’s theorem to assign the first<br />

n values of c k as<br />

c k = y (k) (t 0 )/k! = y k /k!, k = 0, 1, ..., n − 1 (28.138)<br />

3. Calculate the first n derivatives of y.<br />

4. Substitute the expressions for y, y ′ , ..., y (n) <strong>in</strong>to (28.136).<br />

5. Expand all of the a n (t)that are not polynomials <strong>in</strong> Taylor series about<br />

t = t 0 and substitute these expansions <strong>in</strong>to the expression obta<strong>in</strong>ed<br />

<strong>in</strong> step 4.<br />

6. Multiply out any products of power series <strong>in</strong>to a s<strong>in</strong>gle power series.<br />

7. By an appropriate renumber<strong>in</strong>g of <strong>in</strong>dices, comb<strong>in</strong>e all terms <strong>in</strong> the<br />

equation <strong>in</strong>to an equation of the form ∑ k u k(t − t 0 ) k = 0 where each<br />

u k is a function of some set of the c k .<br />

8. Use l<strong>in</strong>ear <strong>in</strong>dependence to set the u k = 0 and f<strong>in</strong>d a relationship<br />

between the c k .<br />

9. The radius of convergence of power series is m<strong>in</strong> {ti}(|t 0 − t i )) where<br />

{t i } is the set of all s<strong>in</strong>gularities of a(t).

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