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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302 LESSON 30. THE METHOD OF FROBENIUS Example 30.9. Find the form of the Frobenius solutions to Bessel’s equation of order 3, t 2 y ′′ + ty + (t 2 − 9)y = 0 (30.176) Equation (30.176) has the form t 2 y ′′ + tp(t)y ′ + q(t)y = 0, where p(t) = 1 and q(t) = t 2 − 9 are both analytic functions at t = 0. Hence p 0 = 1, q 0 = −9, and the indicial equation α 2 + (p 0 − 1)α + q 0 = 0 is α 2 − 9 = 0 (30.177) Therefore α 1 = 3 and α 2 = −3. The first Frobenius solution is y 1 = t 3 ∞ ∑ k=0 Since ∆ = α 1 − α 2 = 6 ∈ Z, the second solution is y 2 = a (ln t) t 3 a k t k = a 0 t 3 + a 1 t 4 + a 2 t 5 + · · · (30.178) ∞ ∑ k=0 a k t k + t −3 ∞ ∑ k=0 b k t k (30.179) The coefficients a, a k and b k are found by substituting the expressions (30.178) and (30.179) into the differential equation.

Lesson 31 Linear Systems The general linear system of order n can be written as y ′ 1 = a 11 y 1 + a 12 y 2 + · · · + a 1n + f 1 (t) ⎫ ⎪⎬ . ⎪⎭ y n ′ = a n1 y 1 + a n2 y 2 + · · · + a nn + f 2 (t) (31.1) where the a ij are either constants (for systems with constant coefficients) or depend only on t and the functions f i (t) are either all zero (for homogeneous systems) or depend at most on t. We typically write this a matrix equation ⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞ y 1 ′ a 11 a 12 · · · a 1n y 1 f 1 (t) ⎜ ⎟ ⎜ ⎝ . ⎠ = ⎝ . . .. ⎟ ⎜ ⎟ ⎜ ⎟ . ⎠ ⎝ . ⎠ + ⎝ . ⎠ (31.2) a n1 · · · a nn y n f n (t) y ′ n We will write this as the matrix system y ′ = Ay + f (31.3) where it is convenient to think of y, f(t) : R → R n as vector-valued functions. In analogy to the scalar case, we call a set of solutions to the vector equation {y 1 , ..., y n } to the homogeneous equation y ′ = Ay (31.4) 303

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

Example 30.9. F<strong>in</strong>d the form of the Frobenius solutions to Bessel’s equation<br />

of order 3,<br />

t 2 y ′′ + ty + (t 2 − 9)y = 0 (30.176)<br />

Equation (30.176) has the form t 2 y ′′ + tp(t)y ′ + q(t)y = 0, where p(t) = 1<br />

and q(t) = t 2 − 9 are both analytic functions at t = 0. Hence p 0 = 1,<br />

q 0 = −9, and the <strong>in</strong>dicial equation α 2 + (p 0 − 1)α + q 0 = 0 is<br />

α 2 − 9 = 0 (30.177)<br />

Therefore α 1 = 3 and α 2 = −3. The first Frobenius solution is<br />

y 1 = t 3<br />

∞ ∑<br />

k=0<br />

S<strong>in</strong>ce ∆ = α 1 − α 2 = 6 ∈ Z, the second solution is<br />

y 2 = a (ln t) t 3<br />

a k t k = a 0 t 3 + a 1 t 4 + a 2 t 5 + · · · (30.178)<br />

∞ ∑<br />

k=0<br />

a k t k + t −3<br />

∞ ∑<br />

k=0<br />

b k t k (30.179)<br />

The coefficients a, a k and b k are found by substitut<strong>in</strong>g the expressions<br />

(30.178) and (30.179) <strong>in</strong>to the differential equation.

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