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Find a power series solution for the following differential equations.

  1. y + 2 x y = 0
  2. ( x + 1 ) y = 3 y
  1. y ( x ) = a 0 n = 0 ( −1 ) n n ! x 2 n = a 0 e x 2
  2. y ( x ) = a 0 ( x + 1 ) 3
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We close this section with a brief introduction to Bessel functions . Complete treatment of Bessel functions is well beyond the scope of this course, but we get a little taste of the topic here so we can see how series solutions to differential equations are used in real-world applications. The Bessel equation of order n is given by

x 2 y + x y + ( x 2 n 2 ) y = 0 .

This equation arises in many physical applications, particularly those involving cylindrical coordinates, such as the vibration of a circular drum head and transient heating or cooling of a cylinder. In the next example, we find a power series solution to the Bessel equation of order 0.

Power series solution to the bessel equation

Find a power series solution to the Bessel equation of order 0 and graph the solution.

The Bessel equation of order 0 is given by

x 2 y + x y + x 2 y = 0 .

We assume a solution of the form y = n = 0 a n x n . Then y ( x ) = n = 1 n a n x n 1 and y ( x ) = n = 2 n ( n 1 ) a n x n 2 . Substituting this into the differential equation, we get

x 2 n = 2 n ( n 1 ) a n x n 2 + x n = 1 n a n x n 1 + x 2 n = 0 a n x n = 0 Substitution. n = 2 n ( n 1 ) a n x n + n = 1 n a n x n + n = 0 a n x n + 2 = 0 Bring external factors within sums. n = 2 n ( n 1 ) a n x n + n = 1 n a n x n + n = 2 a n 2 x n = 0 Re-index third sum. n = 2 n ( n 1 ) a n x n + a 1 x + n = 2 n a n x n + n = 2 a n 2 x n = 0 Separate n = 1 term from second sum. a 1 x + n = 2 [ n ( n 1 ) a n + n a n + a n 2 ] x n = 0 Collect summation terms. a 1 x + n = 2 [ ( n 2 n ) a n + n a n + a n 2 ] x n = 0 Multiply through in first term. a 1 x + n = 2 [ n 2 a n + a n 2 ] x n = 0. Simplify.

Then, a 1 = 0 , and for n 2 ,

n 2 a n + a n 2 = 0 a n = 1 n 2 a n 2 .

Because a 1 = 0 , all odd terms are zero. Then, for even values of n , we have

a 2 = 1 2 2 a 0 a 4 = 1 4 2 a 2 = 1 4 2 2 2 a 0 . a 6 = 1 6 2 a 4 = 1 6 2 4 2 2 2 a 0

In general,

a 2 k = ( −1 ) k ( 2 ) 2 k ( k ! ) 2 a 0 .

Thus, we have

y ( x ) = a 0 k = 0 ( −1 ) k ( 2 ) 2 k ( k ! ) 2 x 2 k .

The graph appears below.

This figure is the graph of a function. The graph is oscillating with the highest amplitude above the origin. The horizontal axis is labeled in increments of 2.5. The vertical axis is labeled in increments of 0.2.
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Verify that the expression found in [link] is a solution to the Bessel equation of order 0.

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Key concepts

  • Power series representations of functions can sometimes be used to find solutions to differential equations.
  • Differentiate the power series term by term and substitute into the differential equation to find relationships between the power series coefficients.

Find a power series solution for the following differential equations.

5 y + y = 0

y = c 0 + 5 c 1 n = 1 ( x / 5 ) n n ! = c 0 + 5 c 1 e x / 5

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y y = 0

y = c 0 n = 0 ( x ) 2 n ( 2 n ) ! + c 1 n = 0 ( x ) 2 n + 1 ( 2 n + 1 ) !

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y 2 x y = 0

y = c 0 n = 0 x 2 n n ! = c 0 e x 2

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( x 7 ) y + 2 y = 0

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y x y y = 0

y = c 0 n = 0 x 2 n 2 n n ! + c 1 n = 0 x 2 n + 1 1 3 5 7 ( 2 n + 1 )

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( 1 + x 2 ) y 4 x y + 6 y = 0

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x 2 y x y 3 y = 0

y = c 1 x 3 + c 2 x

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y 8 y = 0 , y ( 0 ) = −2 , y ( 0 ) = 10

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y 2 x y = 0 , y ( 0 ) = 1 , y ( 0 ) = −3

y = 1 3 x + 2 x 3 3 ! 12 x 4 4 ! + 16 x 6 6 ! 120 x 7 7 ! +

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The differential equation x 2 y + x y + ( x 2 1 ) y = 0 is a Bessel equation of order 1. Use a power series of the form y = n = 0 a n x n to find the solution.

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Chapter review exercises

True or False ? Justify your answer with a proof or a counterexample.

If y and z are both solutions to y + 2 y + y = 0 , then y + z is also a solution.

True

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The following system of algebraic equations has a unique solution:

6 z 1 + 3 z 2 = 8 4 z 1 + 2 z 2 = 4 .

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y = e x cos ( 3 x ) + e x sin ( 2 x ) is a solution to the second-order differential equation y + 2 y + 10 = 0 .

False

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To find the particular solution to a second-order differential equation, you need one initial condition.

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Classify the differential equation. Determine the order, whether it is linear and, if linear, whether the differential equation is homogeneous or nonhomogeneous. If the equation is second-order homogeneous and linear, find the characteristic equation.

y 2 y = 0

second order, linear, homogeneous, λ 2 2 = 0

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y 3 y + 2 y = cos ( t )

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( d y d t ) 2 + y y = 1

first order, nonlinear, nonhomogeneous

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d 2 y d t 2 + t d y d t + sin 2 ( t ) y = e t

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For the following problems, find the general solution.

y + 9 y = 0

y = c 1 sin ( 3 x ) + c 2 cos ( 3 x )

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y 2 y + 10 y = 4 x

y = c 1 e x sin ( 3 x ) + c 2 e x cos ( 3 x ) + 2 5 x + 2 25

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y = cos ( x ) + 2 y + y

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y + 5 y + y = x + e 2 x

y = c 1 e x + c 2 e −4 x + x 4 + e 2 x 18 5 16

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y = 3 y + x e x

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y x 2 = −3 y 9 4 y + 3 x

y = c 1 e ( −3 / 2 ) x + c 2 x e ( −3 / 2 ) x + 4 9 x 2 + 4 27 x 16 27

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y = 2 cos x + y y

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For the following problems, find the solution to the initial-value problem, if possible.

y + 4 y + 6 y = 0 , y ( 0 ) = 0 , y ( 0 ) = 2

y = e −2 x sin ( 2 x )

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y = 3 y cos ( x ) , y ( 0 ) = 9 4 , y ( 0 ) = 0

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For the following problems, find the solution to the boundary-value problem.

4 y = −6 y + 2 y , y ( 0 ) = 0 , y ( 1 ) = 1

y = e 1 x e 4 1 ( e 4 x 1 )

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y = 3 x y y , y ( 0 ) = −3 , y ( 1 ) = 0

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For the following problem, set up and solve the differential equation.

The motion of a swinging pendulum for small angles θ can be approximated by d 2 θ d t 2 + g L θ = 0 , where θ is the angle the pendulum makes with respect to a vertical line, g is the acceleration resulting from gravity, and L is the length of the pendulum. Find the equation describing the angle of the pendulum at time t , assuming an initial displacement of θ 0 and an initial velocity of zero.

θ ( t ) = θ 0 cos ( g l t )

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The following problems consider the “beats” that occur when the forcing term of a differential equation causes “slow” and “fast” amplitudes. Consider the general differential equation a y + b y = cos ( ω t ) that governs undamped motion. Assume that b a ω .

Find the general solution to this equation ( Hint: call ω 0 = b / a ).

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Assuming the system starts from rest, show that the particular solution can be written as y = 2 a ( ω 0 2 ω 2 ) sin ( ω 0 ω t 2 ) sin ( ω 0 + ω t 2 ) .

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[T] Using your solutions derived earlier, plot the solution to the system 2 y + 9 y = cos ( 2 t ) over the interval t = [ −50 , 50 ] . Find, analytically, the period of the fast and slow amplitudes.

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For the following problem, set up and solve the differential equations.

An opera singer is attempting to shatter a glass by singing a particular note. The vibrations of the glass can be modeled by y + a y = cos ( b t ) , where y + a y = 0 represents the natural frequency of the glass and the singer is forcing the vibrations at cos ( b t ). For what value b would the singer be able to break that glass? ( Note : in order for the glass to break, the oscillations would need to get higher and higher.)

b = a

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Source:  OpenStax, Calculus volume 3. OpenStax CNX. Feb 05, 2016 Download for free at http://legacy.cnx.org/content/col11966/1.2
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