General solution of differential equation

In summary, the given differential equation can be written equivalently in the form $y''+p(x)y'+q(x)y=0$ at the interval $(-1,1)$, where $p,q$ can be expressed as power series with center $0$ and radius of convergence $1$. The solution of the differential equation can also be written as a power series with convergence radius $1$. If $p$ is a positive integer, one of the series will terminate and become a polynomial, leading to a different form of the general solution. However, the functions $y_1(x), y_2(x)$ defined by the power series will still be infinitely differentiable at $(-1,1)$.
  • #1
evinda
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Hello! (Wave)

$$(1-x^2)y''-2xy'+p(p+1)y=0, p \in \mathbb{R} \text{ constant } \\ -1 < x<1$$

At the interval $(-1,1)$ the above differential equation can be written equivalently

$$y''+p(x)y'+q(x)y=0, -1<x<1 \text{ where } \\p(x)=\frac{-2x}{1-x^2} \\ q(x)= \frac{p(p+1)}{1-x^2}$$

$p,q$ can be written as power series $\sum_{n=0}^{\infty} p_n x^n, \sum_{n=0}^{\infty} q_n x^n$ respectively with center $0$ and $\sum_{n=0}^{\infty} p_n x^n=p(x)$ and $\sum_{n=0}^{\infty} q_nx^n=q(x), \ \forall -1<x<1$

$$p(x)= \sum_{n=0}^{\infty} (-2) x^{2n+1}, -1<x<1$$

$$q(x)= \sum_{n=0}^{\infty} p(p+1) x^{2n}, \forall -1<x<1$$Since $p,q$ can be written as power series with center $0$ and radius of convergence $1$, it's logical to look for a solution of the differential equation of the form$$y(x)=\sum_{n=0}^{\infty} a_n x^n \text{ with radius of convergence } R>0$$

$$-2xy'(x)= \sum_{n=1}^{\infty} -2n a_n x^n$$

$$y''(x)= \sum_{n=0}^{\infty} (n+2)(n+1) a_{n+2} x^n \\ -x^2y''(x)=\sum_{n=2}^{\infty} -n(n-1)a_nx^n$$We have:

$$\sum_{n=0}^{\infty} \left[ (n+2)(n+1) a_{n+2}-n(n-1)a_n-2na_n+p(p+1)a_n\right]x^n=0, \forall x \in (-R,R)$$It has to hold: $(n+2)(n+1)a_{n+2}-n(n-1)a_n-2na_n+p(p+1)a_n=0, \forall n=0,1,2, \dots$

Thus: $$a_{n+2}=-\frac{(p-n)(p+n+1)}{(n+1)(n+2)}a_n, \forall n=0,1,2, \dots$$So the solution can be written in the following form, right?

$$y(x)= \sum_{k=0}^{\infty} a_{2k} x^{2k}+ \sum_{k=0}^{\infty} a_{2k+1} x^{2k+1}$$

where :

$$a_{2k}= \frac{\prod_{j=0}^{2k-1} (j+(-1)^{j+1} p)}{(2k)!}a_0$$

and

$$a_{2k+1}= \frac{\prod_{j=1}^{2k} (j+(-1)^j p)}{(2k+1)!}a_1$$
If it is like that, applying the ratio test we would get:For $n=2k$:

$$\left| \frac{\frac{\prod_{j=0}^{2k+1} (j+(-1)^{j+1} p) a_0 x^{2k+2}}{(2k+2)!}}{\frac{\prod_{j=0}^{2k-1} (j+(-1)^{j+1} p) a_0 x^{2k}}{(2k)!}}\right| = \left| \frac{(2k-p)(2k+1+p) x^2}{(2k+1)(2k+2)} \right| \to |x^2|<1$$So the series $\sum_{k=0}^{\infty} a_{2k} x^{2k}$ converges for all $x$ such that $-1<x<1$.

Similarly, we show that the series $\sum_{k=0}^{\infty} a_{2k+1} x^{2k+1}$ converges for $-1<x<1$.

Is it right so far? (Thinking)

According to my lecture notes, if $p \in \mathbb{R} \setminus{\mathbb{Z}}$ then the power series at the right of $a_0,a_1$ have radius of convergence $1$ and so they define functions $y_1(x), y_2(x)$, that are infinitely many times differentiable at $(-1,1)$ .
If $p$ is a positive integer, then one of the series terminates and becomes polynomial.

For example if $p=5$, then $a_7, a_9, a_{11}, \dots, a_{2n+1}=0$ and so $\sum_{k=0}^{\infty} a_{2k+1} x^{2k+1}= a_1 x+ a_3 x^3+ a_5 x^5$, right?So does this mean that in such a case the following does not hold? :confused:

The power series at the right of $a_0,a_1$ have radius of convergence $1$ and so they define functions $y_1(x), y_2(x)$, that are infinitely many times differentiable at $(-1,1)$?
 
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  • #2


In the case where $p$ is a positive integer, the power series at the right of $a_0,a_1$ will still have a radius of convergence of 1 and will define functions $y_1(x), y_2(x)$ that are infinitely many times differentiable at $(-1,1)$. However, since one of the series will terminate and become a polynomial, the functions $y_1(x), y_2(x)$ will not be linearly independent. This means that the general solution of the differential equation will not be in the form of a linear combination of $y_1(x)$ and $y_2(x)$, but rather a linear combination of $y_1(x)$ and a polynomial function.
 

FAQ: General solution of differential equation

What is a general solution of a differential equation?

A general solution of a differential equation is a solution that contains all possible solutions of the equation. It is written in terms of one or more arbitrary constants and can be used to generate specific solutions for different initial conditions.

How do you find the general solution of a differential equation?

To find the general solution of a differential equation, you need to solve the equation by using integration techniques such as separation of variables or using an integrating factor. This will result in a solution that contains an arbitrary constant or constants, which can be used to generate the specific solution.

Can a general solution of a differential equation have multiple forms?

Yes, a general solution of a differential equation can have multiple forms depending on the method used to solve the equation. For example, a differential equation may have a general solution in the form of a power series, trigonometric functions, or exponential functions.

How do you use a general solution to find a specific solution?

To find a specific solution from a general solution of a differential equation, you need to substitute the given initial conditions into the general solution. This will result in a specific solution that satisfies the given conditions.

Can a general solution of a differential equation be unique?

No, a general solution of a differential equation is not unique as it contains an arbitrary constant or constants. To obtain a unique solution, additional conditions must be given, such as initial conditions or boundary conditions, which will determine the values of the arbitrary constants.

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