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Power Series Solutions of Linear DEs
Chapter 4 Power Series Solutions of Linear DEs
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Learning Objective At the end of the section, you should be able to solve DE with Power Series as solutions.
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Power Series A power series in is an infinite series of the form
The above power series is centered at x = a.
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Power Series center x = -1 center x = 0
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Examples
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Remark If the radius of convergence is R > 0, then is continuous
differentiable integrable over the interval (a-R, a+R).
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Example Given Find
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Example
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Analytic at a Point A function is analytic at a point a
if it can be represented by a power series in x-a: with a positive or infinite radius of convergence.
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Adding two Power Series
Example Write as a single summation.
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Example 2 problems: exponents and starting indices
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Example Let
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Example
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Example
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Example Now same exponent Yet to solve: first term!
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Example
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Exercise Combine.
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Solution 2 3 1 Let
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Solution 1
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Solution 2
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Solution 3
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Solution
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Solution
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Solution
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Solution
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Ordinary and Singular Point
A function is analytic at if exists for any n
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Ordinary and Singular Point
A point is said to be an ordinary point of the DE if both and are analytic at A point that is not an ordinary point is said to be a singular point of the DE.
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Ordinary and Singular Point
Note: If at least one of the function and fails to be analytic at then is a singular point.
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Examples 1) Every finite value of is an ordinary point of the DE
2) is a singular point of the DE
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Existence of Power Series Solutions
Theorem If is an ordinary point of the DE, we can always find two linearly independent solutions in the form of a power series centered at ( ). Each series solution converges at least on some interval defined by where R is the distance from to the closest singular point
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Example Find a power series solution centered at 0 for the following DE
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Example Ordinary points: All real numbers x.
Since there are no finite singular points, The previous Theorem guarantees two power series solutions centered at 0, and convergent for
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Let the solution be
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Using the Identity Property:
for The (recursive) relation generate consecutive coefficients of the solution.
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where
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Example Find a power series solution centered at 0 for the following DE
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Example The standard form: Ordinary Points: All real numbers x.
Singular point: None.
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Let the solution be
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combine
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Example Find a power series solution centered at 0 for the following DE
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Example
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Example
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Example
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Example
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Example Using Identity Property:
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Example
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Example Case 1:
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Example Case 2:
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Example From case 1:
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Example From case 2:
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End
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