Solve differential equation using power series

In summary: When you do it correctly, you will have a cosine and a sine in your answers.In summary, we have a second order differential equation ##y^{''}+zy=0## with initial conditions ##y(0)=0## and ##y^{'}(0)=1##. Using the general solution ##y(z)=z^r\sum _{k=0}^{\infty } C_kz^k##, we can solve for the roots of the characteristic equation ##r(r-1)+p_0r+q_0=0##, which in this case are ##r_1=0## and ##r
  • #1
brkomir
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0

Homework Statement


Solve ##y^{''}+zy=0## where ##y(0)=0## and ##y^{'}(0)=1##

Homework Equations



##y(z)=z^r\sum _{k=0}^{\infty } C_kz^k##

The Attempt at a Solution



Well firstly:

##r(r-1)+p_0r+q_0=0## where obviously ##p_0=q_0=0## so ##r_1=0## and ##r_2=1##.

In general ##y(z)=\sum _{k=0}^{\infty } C_kz^{k+r}##, meaning ##y{'}(z)=\sum _{k=0}^{\infty } (k+r)C_kz^{k+r-1}## and ##y{''}(z)=\sum _{k=0}^{\infty } (k+r)(k+r-1)C_kz^{k+r-2}##. Substituting this into original DE:

##y^{''}+zy=0##

##\sum _{k=0}^{\infty } (k+r)(k+r-1)C_kz^{k+r-2}+z\sum _{k=0}^{\infty } C_kz^{k+r}=0##

Now looking at the lowest exponents:

##z^{r-2}##: ##(r-1)rC_0=0##
##z^{r-1}##: ##(r+1)rC_1=0##
##z^{r}##: ##(r+1)(r+2)C_2=0##
##z^{r+1}##: ##(r+2)(r+3)C_3=0## and
##\sum _{k=4}^{\infty }[(k+r-1)(k+r)C_k+C_{k-4}]z^{k+r-2}## so ##(k+r-1)(k+r)C_k+C_{k-4}=0##

For ##r_1=0##:
##C_0\neq 0## also ##C_1\neq 0## while ##C_2=C_3=0##.

using ##(k+r-1)(k+r)c_k+C_{k-4}=0## we get ##C_k=\frac{-C_{k-4}}{(k+r-1)(k+r)}=\frac{-C_{k-4}}{(k-1)k}##

Now after some time you find out that there will be two sums:

a) ##k=4m##:

##C_k=\frac{-C_{k-4}}{(k-1)k}##

##C_{4m}=\frac{(-1)^mC_{0}}{(4m)!}##

b) ##k=4m+1##:

##C_k=\frac{-C_{k-4}}{(k-1)k}##

##C_{4m+1}=\frac{(-1)^mC_{1}}{(4m+1)!}##

Hopefully so far everything is ok?

If yes,than one solution should be: ##y(z)=\sum _{m=0}^{\infty }\frac{(-1)^mC_{0}}{(4m)!}z^{4m}+\sum _{m=0}^{\infty }\frac{(-1)^mC_{1}}{(4m+1)!}z^{4m+1}##

While for ##r_2=1##:

Only ##C_0\neq 0## while ##C_1=C_2=C_3=0##.

so ##C_k=C_{4m}=\frac{(-1)^mC_{0}}{(4m)!}##

and finally ##y(z)=\sum _{m=0}^{\infty }\frac{(-1)^mC_{0}}{(4m)!}z^{4m+1}##Ok, hopefully so far I haven't done any bigger mistakes. Now my problems start. Which ##y(z)## is now the solution of my DE? Or is it the linear combination of both? o_O I don't understand that part since we never did that.
 
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  • #2
brkomir said:

Homework Statement


Solve ##y^{''}+zy=0## where ##y(0)=0## and ##y^{'}(0)=1##

Homework Equations



##y(z)=z^r\sum _{k=0}^{\infty } C_kz^k##

That is the relevant equation if ##z=0## is a regular singular point. But it isn't. The relevant equation is $$y=\sum _{k=0}^{\infty } c_kz^k$$Since y(0) = 0 and$$
y = c_0 +\sum _{k=1}^{\infty } c_kz^k$$ you have ##c_0=0##. Also since ##y'(0)=1## and$$
y'=c_1+\sum _{k=2}^{\infty } c_kkz^{k-1}$$you have ##c_1=1##. Now calculate ##y''## and plug the series into your equation. You should be able to determine all the ##c_k## and get your solution.
 
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  • #3
brkomir said:

Homework Statement


Solve ##y^{''}+zy=0## where ##y(0)=0## and ##y^{'}(0)=1##


Homework Equations



##y(z)=z^r\sum _{k=0}^{\infty } C_kz^k##

The Attempt at a Solution



Well firstly:

##r(r-1)+p_0r+q_0=0## where obviously ##p_0=q_0=0## so ##r_1=0## and ##r_2=1##.

In general ##y(z)=\sum _{k=0}^{\infty } C_kz^{k+r}##, meaning ##y{'}(z)=\sum _{k=0}^{\infty } (k+r)C_kz^{k+r-1}## and ##y{''}(z)=\sum _{k=0}^{\infty } (k+r)(k+r-1)C_kz^{k+r-2}##. Substituting this into original DE:

##y^{''}+zy=0##

##\sum _{k=0}^{\infty } (k+r)(k+r-1)C_kz^{k+r-2}+z\sum _{k=0}^{\infty } C_kz^{k+r}=0##

Now looking at the lowest exponents:

##z^{r-2}##: ##(r-1)rC_0=0##
##z^{r-1}##: ##(r+1)rC_1=0##
##z^{r}##: ##(r+1)(r+2)C_2=0##
##z^{r+1}##: ##(r+2)(r+3)C_3=0##
I've only looked this far.

The zr+1 term also has a contribution from the second sum, (for k = 0 in that sum).

So you have: ##(r+2)(r+3)C_3+C_0=0##
 
  • #4
LCKurtz said:
That is the relevant equation if ##z=0## is a regular singular point. But it isn't. The relevant equation is $$y=\sum _{k=0}^{\infty } c_kz^k$$

That seems to be something I should have known... With that in mind, here is version 2.0:

##y=C_0+\sum _{k=1}^{\infty }C_kz^k## and using ##y(0)=0## also ##C_0=0##.

##y^{'}=C_1+\sum _{k=2}^{\infty }kC_kz^{k-1}## and using ##y^{'}(0)=1## also ##C_1=1##.

##y^{''}=\sum _{k=2}^{\infty }k(k-1)C_kz^{k-2}##

Plugging that into DE:

##\sum _{k=2}^{\infty }k(k-1)C_kz^{k-2}+z[C_0+\sum _{k=1}^{\infty }C_kz^k]=0##

##\sum _{k=2}^{\infty }k(k-1)C_kz^{k-2}+\sum _{k=1}^{\infty }C_kz^{k+1}=0##

Again for different exponents:

##z^0##: ##2C_2=0##
##z^1##: ##6c_3=0## and

##\sum _{k=4}^{\infty }k(k-1)C_kz^{k-2}+\sum _{k=4}^{\infty }C_{k-3}z^{k-3+1}=0##

##\sum _{k=4}^{\infty }z^{k-2}[k(k-1)C_k+C_{k-3}]=0##

So right now we know that ##C_0=C_2=C_3=0## and ##C_1=1## and ##C_k=\frac{-C_{k-3}}{k(k-1)}##

Obviously only ##C_k=C_{2m+1}\neq 0## and If I am not mistaken: ##C_k=\frac{(-1)^mC_1}{(2m+1)!}##, which leads me to

##y(z)=\sum _{m=0}^{\infty }\frac{(-1)^m}{(2m+1)!}z^{2m+1}##

Right?
 
  • #5
brkomir said:
That seems to be something I should have known... With that in mind, here is version 2.0:

##y=C_0+\sum _{k=1}^{\infty }C_kz^k## and using ##y(0)=0## also ##C_0=0##.

##y^{'}=C_1+\sum _{k=2}^{\infty }kC_kz^{k-1}## and using ##y^{'}(0)=1## also ##C_1=1##.

##y^{''}=\sum _{k=2}^{\infty }k(k-1)C_kz^{k-2}##

Plugging that into DE:

##\sum _{k=2}^{\infty }k(k-1)C_kz^{k-2}+z[C_0+\sum _{k=1}^{\infty }C_kz^k]=0##

##\sum _{k=2}^{\infty }k(k-1)C_kz^{k-2}+\sum _{k=1}^{\infty }C_kz^{k+1}=0##

Again for different exponents:

##z^0##: ##2C_2=0##
##z^1##: ##6c_3=0## and

##\sum _{k=4}^{\infty }k(k-1)C_kz^{k-2}+\sum _{k=4}^{\infty }C_{k-3}z^{k-3+1}=0##

##\sum _{k=4}^{\infty }z^{k-2}[k(k-1)C_k+C_{k-3}]=0##

So right now we know that ##C_0=C_2=C_3=0## and ##C_1=1## and ##C_k=\frac{-C_{k-3}}{k(k-1)}##

That's good to here. But the problem begins with the "obviously" below :frown:

Obviously only ##C_k=C_{2m+1}\neq 0## and If I am not mistaken: ##C_k=\frac{(-1)^mC_1}{(2m+1)!}##, which leads me to

##y(z)=\sum _{m=0}^{\infty }\frac{(-1)^m}{(2m+1)!}z^{2m+1}##

Right?

You are mixing m and k together. What you need to do is write out some of the ##c_k## for ##k=1,4,7...##. You will find that ##2m+1## doesn't generate those powers, and you will discover the denominator isn't quite a factorial.
 
  • #6
Aham.., hmm, let's take a look.

##C_1=1##

##C_4=\frac{-C_1}{4\cdot 4}=-\frac{1}{4\cdot 3}##

##C_7=\frac{-C_4}{7\cdot 6}=\frac{1}{7\cdot 6 \cdot 4 \cdot 3}## and one more

##C_{10}=\frac{-C_7}{10\cdot 9}=-\frac{1}{10\cdot 9 \cdot 7\cdot 6 \cdot 4 \cdot 3}##

Ok, ##3m+1## should generate those powers... ##(3m+1)=1,4,7,10,13,...##.

Now... Denominator is almost factorial - only ##(2+3n)## numbers are missing, where ##n=0,1,2,3,...##. So If I could somehow include that sequence in numerator, that would be perfect.

I'm lost here. Anyhow, wolfram alpha shoots out that ##3,4,6,7,9,10,..=\frac{1}{4}(6n-(-1)^n+5)##

I am not really sure if those sequences are any help at all here o_O
 
  • #7
Usually you just write out the product instead of some obscure formula like Wolfram gave. So, for example, your term with ##z^{3m+1}## would be written$$
\frac {(-1)^m z^{3m+1}}{(3m+1)(3m)(3m-2)(3m-3)...(4)(3)}$$How many factors there are in the denominator depends on how large ##m## is. Notice that when ##m=0## which would give the ##z^1## term, the coefficient formula doesn't work. So when you write your final answer you would write ##y = z + \text{sum from 1 up}##, keeping the ##m=0## case separate.
 
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  • #8
Aaaa, ok, I get it!

Solution is than ##y(z)=z+\sum _{m=1}^{\infty }\frac {(-1)^m z^{3m+1}}{(3m+1)(3m)(3m-2)(3m-3)...(4)(3)}##Just to clear things out: Taking ##y(z)=z^r\sum _{k=0}^{\infty } C_kz^k## in this case where ##z=0## is not a regular singular point is WRONG or does it just complicate things? I am asking because in my original post I did find out that ##r_1=0## or ##r_2=1##. I can see no reason why would taking ##r=0## bring me to any different result than we just got.

THANK YOU!
 
  • #9
I suspect the answer is that it just complicates things. I didn't try working it all the way through the way you started, but since r=0 should give the answer, I'm guessing that the ##r=1## case probably gives the same answer. The reason I say that is that since ##c_0=0##, then ##x## is a factor of the solution and that's why ##r=1## works. But if ##c_0\ne 0##, I'm guessing ##r=1## wouldn't work. I haven't checked that all out though, so don't take this answer too seriously.
 

FAQ: Solve differential equation using power series

What is a power series?

A power series is an infinite sum of terms, where each term is a polynomial multiplied by a constant raised to a variable exponent. It can be used to represent a function as an infinite polynomial.

How do you solve a differential equation using power series?

To solve a differential equation using power series, first express the function in the differential equation as a power series. Then, substitute the series into the differential equation and equate the coefficients of each term. This will result in a system of equations that can be solved to find the coefficients of the power series, and thus the solution to the differential equation.

What are the advantages of using power series to solve differential equations?

Power series can be used to find exact solutions to differential equations, unlike numerical methods which may only provide approximations. They also allow for the solution to be expressed as an infinite series, which can provide more information about the behavior of the function.

Are there any limitations to solving differential equations with power series?

Power series can only be used to solve certain types of differential equations, such as linear equations with constant coefficients. They may also result in a complicated series with a large number of terms, making it difficult to find the exact solution.

Can power series be used to solve real-world problems?

Yes, power series can be used to solve real-world problems in physics, engineering, and other fields. They are particularly useful for modeling and predicting the behavior of physical systems, such as in mechanics and thermodynamics.

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