Series Solution for 2nd-Order Homogeneous ODE

In summary, the conversation discusses the solution of a differential equation using two different methods and how they may not give the exact same basis, but should give the same solution for given initial or boundary conditions.
  • #1
rghurst
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TL;DR Summary
Can someone please explain why the solution provided by the characteristic equation does not entirely match the series solution? Thanks.
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  • #2
Why do you think it doesn't?

Your solution with [itex]a_0 = 1[/itex] and [itex]a_1 = 0[/itex] is a solution with [itex]y(0) = 1[/itex] and [itex]y'(0) = 0[/itex]. [itex]e^x[/itex] doesn't satisfy that, but [tex]e^x - xe^x = 1 + \sum_{n=1}^\infty \left(\frac1{n!} - \frac{1}{(n-1)!}\right)x^n = 1 + \sum_{n=1}^\infty \frac{1 -n}{n!}x^n[/tex] does. Is that series familiar?

Alternatively, if you solve the recurrence relation for [itex]a_n[/itex] you find that [tex]
a_n = \frac{(a_1 - a_0)n + a_0}{n!},[/tex] and then it is easy to see that [tex]
\sum_{n=0}^\infty a_nx^n = (a_1 - a_0)xe^x + a_0e^x.[/tex]
 
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  • #3
Thanks. This makes better sense to me. I am still admittedly having a difficult
time seeing why the series solution would not match exactly that provided by the characteristic polynomial.
 
  • #4
You are representing a vector, [itex]y[/itex], with respect to two different bases. The first basis - the obvious one obtained from the characteristic polynomial - is [itex]\{e^x, xe^x\}[/itex] and the components are [itex]c_1[/itex] and [itex]c_2[/itex]. The second basis, obtained from the series solution - is [itex]\{e^x, e^x - xe^x\}[/itex] and the components are [itex]a_0[/itex] and [itex]a_1[/itex]. These components are related by [tex]
\begin{pmatrix} c_1 \\ c_2 \end{pmatrix} =
\begin{pmatrix} 1 & 0 \\ -1 & 1 \end{pmatrix}
\begin{pmatrix} a_0 \\ a_1\end{pmatrix}.[/tex] You should not expect different solution methods to give you exactly the same basis. However, for given initial or boundary conditions you should expect them to give the same solution.
 
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  • #5
pasmith said:
You are representing a vector, [itex]y[/itex], with respect to two different bases. The first basis - the obvious one obtained from the characteristic polynomial - is [itex]\{e^x, xe^x\}[/itex] and the components are [itex]c_1[/itex] and [itex]c_2[/itex]. The second basis, obtained from the series solution - is [itex]\{e^x, e^x - xe^x\}[/itex] and the components are [itex]a_0[/itex] and [itex]a_1[/itex]. These components are related by [tex]
\begin{pmatrix} c_1 \\ c_2 \end{pmatrix} =
\begin{pmatrix} 1 & 0 \\ -1 & 1 \end{pmatrix}
\begin{pmatrix} a_0 \\ a_1\end{pmatrix}.[/tex] You should not expect different solution methods to give you exactly the same basis. However, for given initial or boundary conditions you should expect them to give the same solution.
pasmith said:
You are representing a vector, [itex]y[/itex], with respect to two different bases. The first basis - the obvious one obtained from the characteristic polynomial - is [itex]\{e^x, xe^x\}[/itex] and the components are [itex]c_1[/itex] and [itex]c_2[/itex]. The second basis, obtained from the series solution - is [itex]\{e^x, e^x - xe^x\}[/itex] and the components are [itex]a_0[/itex] and [itex]a_1[/itex]. These components are related by [tex]
\begin{pmatrix} c_1 \\ c_2 \end{pmatrix} =
\begin{pmatrix} 1 & 0 \\ -1 & 1 \end{pmatrix}
\begin{pmatrix} a_0 \\ a_1\end{pmatrix}.[/tex] You should not expect different solution methods to give you exactly the same basis. However, for given initial or boundary conditions you should expect them to give the same solution.
This makes full sense to me now. Thanks.
 

FAQ: Series Solution for 2nd-Order Homogeneous ODE

What is a series solution for a 2nd-order homogeneous ODE?

A series solution for a 2nd-order homogeneous ODE is a method of finding a solution to a second-order differential equation that involves representing the solution as an infinite series of terms. This method is useful when the equation cannot be solved using other methods, such as separation of variables or substitution.

How is a series solution for a 2nd-order homogeneous ODE obtained?

A series solution is obtained by assuming that the solution can be written as a power series, plugging this series into the differential equation, and solving for the coefficients of each term. This results in a recurrence relation that can be used to find the coefficients and therefore the solution.

What are the advantages of using a series solution for a 2nd-order homogeneous ODE?

One advantage is that it can be used to find solutions to equations that cannot be solved using other methods. Additionally, it can provide a more accurate solution compared to other methods, as the series can be truncated at any desired degree of accuracy.

What are some limitations of using a series solution for a 2nd-order homogeneous ODE?

One limitation is that it can be a time-consuming process, as finding the coefficients of each term can involve solving a system of equations. Additionally, the series may not converge for all values of the independent variable, leading to a solution that is only valid for a limited range of values.

Can a series solution for a 2nd-order homogeneous ODE be used for any type of differential equation?

No, a series solution is only applicable to homogeneous second-order differential equations, meaning that the equation must be in the form of y'' + p(x)y' + q(x)y = 0. It cannot be used for non-homogeneous equations or equations of higher order.

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