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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290 LESSON 30. THE METHOD OF FROBENIUS is a solution of (t − t 0 ) 2 y ′′ + (t − t 0 )p(t)y ′ + q(t)y = 0 (30.70) 2. If α 1 , α 2 are both real and distinct, such that ∆ = α 1 − α 2 is not an integer, then (30.69) gives a second solution with α = min{α 1 , α 2 }and a (different) set of coefficients {a 1 , a 2 , ...}. 3. If α 1 , α 2 are a complex conjugate pair, then there exists some sets of constants {a 1 , a 2 , ...} and {b 1 , b 2 , ...} such that y 1 = (t − t 0 ) α1 y 2 = (t − t 0 ) α2 ∞ ∑ k=0 ∑ ∞ k=0 form a fundamental set of solutions to (30.70). a k (t − t 0 ) k (30.71) b k (t − t 0 ) k (30.72) Example 30.5. Find the form of the Frobenius solutions for 2t 2 y ′′ + 7ty ′ + 3y = 0 (30.73) The differential equation can be put into the standard form t 2 y ′′ + tp(t)y ′ + q(t)y = 0 (30.74) by setting p(t) = 7/2 and q(t) = 3/2. The indicial equation is 0 = α 2 + (p 0 − 1)α + q 0 (30.75) = α 2 + (5/2)α + 3/2 (30.76) = (α + 3/2)(α + 1) (30.77) Hence the roots are α 1 = −1, α 2 = −3/2. Since ∆ = α 1 − α 2 = 1/2 /∈ Z, each root leads to a solution: y 1 = 1 t ∞∑ y 2 = t −3/2 k=0 ∑ ∞ a k t k = a 0 t + a 1 + a 2 t + a 3 t 2 + · · · (30.78) k=0 b k t k = b 0 t 3/2 + b 1 t 1/2 + b 2t 1/2 + b 3 t 3/2 + · · · (30.79)

291 Example 30.6. Find the form of the Frobenius solutions to t 2 y ′′ − ty + 2y = 0 (30.80) This equation can be written in the form t 2 y ′′ + tp(t)y ′ + q(t)y = 0 where p(t) = −1 and q(t) = 2. Hence the indicial equation is 0 = α 2 + (p 0 − 1)α + q 0 = α 2 − 2α + 2 (30.81) The roots of the indicial equation are α = 1 ± i, a complex conjugate pair. Since ∆α = (1 + i) − (1 − i) = 2i ∉ Z, each root gives a Frobenius solution: y 1 = t 1+i ∞ ∑ k=0 a k t k (30.82) = (cos ln t + i sin ln t) ( a 0 t + a 1 t 2 + a 2 t 3 + · · · ) y 2 = t 1−i ∞ ∑ k=0 (30.83) b k t k (30.84) = (cos ln t − i sin ln t) ( b 0 t + b 1 t 2 + b 2 t 3 + · · · ) . (30.85) Example 30.7. Find the form of the Frobenius solution for the Bessel equation of order -3, t 2 y ′′ + ty ′ + (t 2 + 9) = 0 (30.86) This has p(t) = 1 and q(t) = t 2 + 9, so that p 0 = 1 and q 0 = 9. The indicial equation is α 2 + 9 = 0 (30.87) The roots are the complex conjugate pair α 1 = 3i, α 2 = −3i. For a complex conjugate pair, each root gives a Frobenius solution, and hence we have two solutions y 1 = t 3i y 2 = t −3i ∞ ∑ k=0 ∑ ∞ k=0 where we have used the identity a k t k = [cos(3 ln t) + i sin(3 ln t)] b k t k = [cos(3 ln t) − i sin(3 ln t)] ∞∑ a k t k (30.88) k=0 ∞∑ b k t k (30.89) k=0 t ix = e ix ln t = cos(x ln t) + i sin(x ln t) (30.90) in the second form of each expression.

290 LESSON 30. THE METHOD OF FROBENIUS<br />

is a solution of<br />

(t − t 0 ) 2 y ′′ + (t − t 0 )p(t)y ′ + q(t)y = 0 (30.70)<br />

2. If α 1 , α 2 are both real and dist<strong>in</strong>ct, such that ∆ = α 1 − α 2 is not an<br />

<strong>in</strong>teger, then (30.69) gives a second solution with α = m<strong>in</strong>{α 1 , α 2 }and<br />

a (different) set of coefficients {a 1 , a 2 , ...}.<br />

3. If α 1 , α 2 are a complex conjugate pair, then there exists some sets of<br />

constants {a 1 , a 2 , ...} and {b 1 , b 2 , ...} such that<br />

y 1 = (t − t 0 ) α1<br />

y 2 = (t − t 0 ) α2<br />

∞ ∑<br />

k=0<br />

∑<br />

∞<br />

k=0<br />

form a fundamental set of solutions to (30.70).<br />

a k (t − t 0 ) k (30.71)<br />

b k (t − t 0 ) k (30.72)<br />

Example 30.5. F<strong>in</strong>d the form of the Frobenius solutions for<br />

2t 2 y ′′ + 7ty ′ + 3y = 0 (30.73)<br />

The differential equation can be put <strong>in</strong>to the standard form<br />

t 2 y ′′ + tp(t)y ′ + q(t)y = 0 (30.74)<br />

by sett<strong>in</strong>g p(t) = 7/2 and q(t) = 3/2. The <strong>in</strong>dicial equation is<br />

0 = α 2 + (p 0 − 1)α + q 0 (30.75)<br />

= α 2 + (5/2)α + 3/2 (30.76)<br />

= (α + 3/2)(α + 1) (30.77)<br />

Hence the roots are α 1 = −1, α 2 = −3/2. S<strong>in</strong>ce ∆ = α 1 − α 2 = 1/2 /∈ Z,<br />

each root leads to a solution:<br />

y 1 = 1 t<br />

∞∑<br />

y 2 = t −3/2<br />

k=0<br />

∑<br />

∞<br />

a k t k = a 0<br />

t + a 1 + a 2 t + a 3 t 2 + · · · (30.78)<br />

k=0<br />

b k t k = b 0<br />

t 3/2 + b 1<br />

t 1/2 + b 2t 1/2 + b 3 t 3/2 + · · · (30.79)

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