Unit III

Dr.
Satish Shukla 1 of 34
Engg. Math. II (Unit-III)
Differential Equation
Syllabus. Power series methods for solutions of ordinary differential equations.

Legendre equation and Legendre polynomials, Bessel equation and Bessel functions
of first and second kind. .
Power series method. It is a general method used in solving the differential equation of
the following form:
p(x)y 00 + q(x)y 0 + r(x)y = 0 (1)
where p(x), q(x) and r(x) are the polynomials in x.
First, we consider some definitions.
Definition 1. Consider the differential equation (1) and let x = a be a point. Then:
(A) The point x = a is called an ordinary point of equation (1) if p(a) 6= 0.
(B) The point x = a is called a singular point of equation (1) if p(a) = 0.
(C) The point x = a is called a regularsingular point of equation (1) if p(a) = 0 and the
q(x) r(x)
limits lim (x a) and lim (x a)2 are finite. If the singular point is
xa p(x) xa p(x)
not regular, then it is called an irregular singular point.

q(x) r(x)
In case of singularity, since p(a) = 0, the quantities lim and lim may
xa p(x) xa p(x)
be infinite, and so, the series occurs in the solution may diverge to indefinite quantity. It
shows that case of singular points the we cannot assure the series solution, but in case of
regular singular point the solution exists. Therefore, we will consider only the equations
with ordinary and regular singular point.
Remark 1. Here, instead of considering the singularity of the point x = a, we

consider the singularity at the point x = 0.
In problem solving, we follow the following rules:

If x = 0 is an ordinary point, the series solution of equation (1) is:

X
y= an xn = a0 + a1 x + a2 x2 + . (2)
n=0
In this case, we have to find the values of the constants an .

If x = 0 is a regular singular point, the series solution of equation (1) is:

X
y= an xr+n = xr (a0 + a1 x + a2 x2 + ). (3)
n=0
In this case, we have to find the values of the constants an , as well as, the value of
the constant r.
Procedure for finding the solution. First decide the series for y according to the above
rules. Now find the values of y 0 and y 00 by differentiating the series of y. Put the values
of y, y 0 and y 00 in equation (1) and follow the following:
Dr. Satish Shukla 2 of 34
If x = 0 is an ordinary point and y is given by (2). In this case equate the coefficient
of general term in the series of L.H.S. with zero (since the R.H.S. is equal to zero,
so, in the identity each term must be individually zero). This produces a recurrence
formula for an . Now obtain the values of constants a2 , a3 , . . . in terms of a0 and a1
(note that, since the equation (1) is of degree two, the solution must contain two
arbitrary constants, namely, a0 and a1 ) by putting the values of these constants in
(1) we obtain the solution.
(The Frobenius Method) If x = 0 is a regular singular point and y is given by (3).

In this case, first equate the coefficient of lowest degree term of x with zero, which
produces an equation in r, called indicial equation. By solving indicial equation we
get two roots (values) of r. Now by equating the coefficient of general term with zero
we find the recurrence formula for an . According to the nature of roots of indicial
equation, we use the following: suppose roots are r1 and r2
z If r1 r2 is not an integer the solution will be y = A(y)r=r1 + B(y)r=r2 .

y
z If r1 = r2 = (say), the solution is given by y = A(y)r= + B .
r r=
z If r1 r2 is an integer:
Suppose r1 < r2 and some of the coefficients in series of y becomes infinite
a0 by b0 (r r1 ) and then
for r = r1 , then modify the solution by replacing
y
the complete solution is y = A(y)r=r2 + B .
r r=r1
If one of the coefficient (say, a1 ) becomes arbitrary (cannot be decided by
equating the coefficient of x with zero), then the solution of equation is
the value of y at r = r2 , i.e., y = (y)r=r2 .
Example 1 (Shifting of index in a series). Shift the index by a suitable value in the

X
series an xn+p , hence find the coefficient of xn (where n > p) in the series, where
n=0
p is any positive integer?
Sol. In the given series, if shift the index by p, i.e., we replace n by n p, then the
series becomes:
X
X X
n+p n
an x = anp x = anp xn .
n=0 np=0 n=p
n
Therefore, the coefficient of x which is anp .

X
Example 2. If y = an xn , then prove the following:
n=0

dy X
n d2 y X
= an+1 (n + 1)x and = an+2 (n + 1)(n + 2)xn .
dx n=0
dx2 n=0
Sol. Differentiating given series with respect to x we get:

" #
dy d X n
X
= an x = nan xn1 .
dx dx n=0 n=0
Since, for n = 0, the first term of series becomes zero, therefore, the series actually starts
from n = 1, and so

dy X
= an nxn1 .
dx n=1
To change the lower limit of sum to zero, we shift the index by 1, i.e., we replace n by
n + 1 we get:

dy X
= an+1 (n + 1)xn .
dx n=0
Again differentiating and shifting the index by 1 we get

d2 y X n1
X
= a n+1 n(n + 1)x = an+2 (n + 1)(n + 2)xn .
dx2 n=1 n=0
d2 y dy
Example 3. Solve by power series method: (1 + x2 ) 2
+ x y = 0.
dx dx
Sol. Given equation is

d2 y dy
2
(1 + x2 )
+ x y = 0. (4)
dx dx
On comparing the above equation with p(x)y + q(x)y 0 + r(x)y = 0 we get:
00
p(x) = 1 + x2 , q(x) = x, r(x) = 1.
Therefore, p(0) = 1 6= 0, and so, x = 0 is an ordinary point. Hence, suppose that the
solution of (4) is
X
y= an x n .
n=0
Differentiating twice we get:

dy X d2 y X
= an+1 (n + 1)xn and = an+2 (n + 1)(n + 2)xn .
dx n=0 dx2 n=0
dy d2 y
Substituting the values of y, and 2 in (4) we obtain:
dx dx

X
X
X
2 n n
(1 + x ) an+2 (n + 1)(n + 2)x + x an+1 (n + 1)x an x n = 0
n=0 n=0 n=0

X
X
= an+2 (n + 1)(n + 2)xn + an+2 (n + 1)(n + 2)xn+2
n=0 n=0
X
X
+ an+1 (n + 1)xn+1 an x n = 0
n=0 n=0
Now, to make the power of x equals to n in all terms, we shift the index in second series
by 2 and in the third series by 1, then we get:

X
X
X
X
n n n
an+2 (n + 1)(n + 2)x + an (n 1)(n)x + an (n)x an xn = 0.
n=0 n=2 n=1 n=0
On equating the coefficient of xn to zero we get the following recurrence relation which
gives the values of an :
an+2 (n + 1)(n + 2) + an (n 1)(n) + an (n) an = 0
an+2 (n + 1)(n + 2) + an [n2 n + n 1] = 0
n1
= an+2 = an , n = 0, 1, 2, . . . .
n+2
Substituting n = 0, 1, 2, 3, 4, . . . in the above formula we get:
1
a2 =a0 , a 3 = 0
2
1 1 2
a4 = a2 = a0 , a 5 = a3 = 0
4 24 5
3 13
a6 = a4 = a0
6 246
and so on. Therefore, the solution will be:

X
y = an x n
n=0
= a0 + a1 x + a2 x 2 + a3 x 3 + a4 x 4 + a5 x 5 + a6 x 6 + a7 x 7 + a8 x 8 + a9 x 9 +
1 1 13
= a0 + a1 x + a0 x 2 a0 x 4 + a0 x 6 +
2 24 2 4 6
1 2 1 1 3
= a0 1 + x x4 + x6 + + a1 x.
2 24 246
d2 y
Example 4. Solve by power series method: + x2 y = 0.
dx2

d2 y
+ x2 y = 0. (5)
dx2
On comparing the above equation with p(x)y 00 + q(x)y 0 + r(x)y = 0 we get:
p(x) = 1, q(x) = 0, r(x) = x2 .
solution of (5) is
X
y= an x n .
n=0

dy X d2 y X
= an+1 (n + 1)xn and = an+2 (n + 1)(n + 2)xn .
dx n=0 dx2 n=0
dy d2 y
dx dx
X
X
n 2
an+2 (n + 1)(n + 2)x + x an x n = 0
n=0 n=0

X
X
= an+2 (n + 1)(n + 2)xn + an xn+2 = 0.
n=0 n=0
Now, to make the power of x equals to n in all terms, we shift the index in second series
by 2 then we get:

X
X
an+2 (n + 1)(n + 2)xn + an2 xn = 0.
n=0 n=2
On equating the coefficient of xn to zero we get the following recurrence relation which
gives the values of an :
an+2 (n + 1)(n + 2) + an2 = 0

an2
= an+2 = , n = 2, 3, 4, . . . .
(n + 1)(n + 2)
Notice that, we cannot plug n = 0 or n = 1 in the above formula., otherwise, in R.H.S.
we get a2 (for n = 0) and a1 (for n = 1) and a2 , a1 were not defined (because series
for y starts from a0 ). Thus, substituting n = 2, 3, 4, . . . in the above formula we get:
a0 a1
a4 = , a5 =
34 45
a2 a3
a6 = , a7 =
56 67
a4 a0
a8 = =
78 3478
a5 a1
a9 = =
89 4589
and so on.. Since the given differential equation is of order two, in the solution only two
arbitrary constants (a0 and a1 ) are allowed. We note that the values of a2 and a3 are
absent in the above. To find the value of a2 we equate the coefficient of x0 (note that, x0
is in only first series and it is absent in the second series) to zero we get
a2 (0 + 1)(0 + 2) = 0 = 1 2 a2 = 0 = a2 = 0.
Similarly, to find the value of a3 we equate the coefficient of x (note that, x is in only first
series and it is absent in the second series) to zero we get
a3 (1 + 1)(1 + 2) = 0 = 2 3 a3 = 0 = a3 = 0.
Therefore, a0 and a1 are arbitrary and

a0 a1 a2 a3
a2 = 0, a3 = 0, a4 = , a5 = , a6 = = 0, a7 = = 0,
34 45 56 67
a0 a1
a8 = , a9 = ,....
3478 4589
Therefore, the solution will be:

X
y = an x n
n=0
= a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + a5 x5 + a6 x6 + a7 x7 + a8 x8 + a9 x9 +
a0 4 a1 5 a0 a1
= a0 + a1 x + x + x + x8 + x9 +
3 4 4 5 3 4 7 8 4 5 8 9
x4 x8 x5 x9

= a0 1 + + + + a1 x + + + .
34 3478 45 4589
d2 y dy
Example 5. Solve by power series method: 9x(1 x) 2
12 + 4y = 0.
dx dx

d2 y dy
9x(1 x)
2
12 + 4y = 0. (6)
dx dx
On comparing the above equation with p(x)y + q(x)y 0 + r(x)y = 0 we get:
00
p(x) = 9x(1 x), q(x) = 12, r(x) = 4.

q(x) 4 2 r(x)
Hence, p(0) = 0, and the limits lim x = and lim x = 0 are finite.
x0 p(x) 3 x0 p(x)
Therefore, x = 0 is a regular singular point. Hence, suppose that the solution of (6) is

X
y= an xn+r .
n=0

dy X d2 y X
= an (n + r)xn+r1 and = an (n + r)(n + r 1)xn+r2 .
dx n=0 dx2 n=0
dy d2 y
dx dx

X
X
X
n+r2 n+r1
9x(1 x) an (n + r)(n + r 1)x 12 an (n + r)x +4 an xn+r = 0.
n=0 n=0 n=0
Rearranging the terms we get:

X
X
n+r1
9an (n + r)(n + r 1)x 9an (n + r)(n + r 1)xn+r
n=0 n=0
X
X
12an (n + r)xn+r1 + 4an xn+r = 0.
n=0 n=0
Now, to make the power of x equals to n + r 1 in all terms, we shift the index in second
and fourth series by 1 and get:

X
X
n+r1
9an (n + r)(n + r 1)x 9an1 (n + r 1)(n + r 2)xn+r1
n=0 n=1
X
X
12an (n + r)xn+r1 + 4an1 xn+r1 = 0.
n=0 n=1
First we find the indicial equation. Then, the minimum power of x in the above series is
xr1 , therefore, equating the coefficient of xr1 with zero we obtain the following indicial
equation:
9a0 r(r 1) 12a0 r = 0

= (9r2 21r)a0 = 0
= r(3r 7)a0 = 0
7
= r = 0, (since a0 6= 0).
3
7
Hence, the roots of indicial equation r1 = 0, r2 = and r1 r2 is not an integer.
3
On equating the coefficient of xn+r1 to zero we get the following recurrence relation
which gives the values of an :
9an (n + r)(n + r 1) 9an1 (n + r 1)(n + r 2) 12an (n + r) + 4an1 = 0

= an (n + r)[9(n + r 1) 12] = [9(n + r 1)(n + r 2) 4]an1
9(n + r 1)(n + r 2) 4
= an = an1 , n = 1, 3, 4, . . . . (7)
(n + r)[9(n + r 1) 12]
On putting n = 1, 2, . . . in the above relation we get:
9r(r 1) 4 (3r 4)(3r + 1) 3r + 1

a1 = a0 = a0 = a0 ;
(1 + r)[9r 12] 3(3r 4)(r + 1) 3(r + 1)
3r + 4 (3r + 4)(3r + 1)
a2 = a1 = a0 and so on..
3(r + 2) 9(r + 2)(r + 1)
Now, we consider the following two cases:
Case-I, when r=0. Putting r = 0 in the above equation we obtain
1 4
a1 = a0 , a2 = a0 and so on..
3 18
Thus
X
n+0
X
n 1 4 2
(y)r=0 = an x = an x = a0 1+ x+ x + .
n=0 n=0
3 18
Case-II, when r=7/3. Putting r = 7/3 in the previous relation we obtain
8 88
an = a0 , a 2 = and so on..
10 130

X X 8 88 2
(y)r=7/3 = an xn+7/3 =x 7/3 n
an x = a0 x 7/3
1+ x+ x + .
n=0 n=0
10 130
y = A(y)r=0 + B(y)r=7/3

1 4 2 7/3 8 88 2
= Aa0 1 + x + x + + Ba0 x 1+ x+ x +
3 18 10 130

1 4 2 7/3 8 88 2
= c1 1 + x + x + + c2 x 1+ x+ x + .
3 18 10 130
d2 y dy
Example 6. Solve by power series method: x 2 + + xy = 0.
dx dx

d2 y dy
+ x
+ xy = 0. (8)
dx2 dx
p(x) = x, q(x) = 1, r(x) = x.


q(x) 2 r(x)
Hence, p(0) = 0, and the limits lim x = 1 and lim x = 0 are finite.
x0 p(x) x0 p(x)

X
y= an xn+r .
n=0

dy X d2 y X
dx n=0 dx2 n=0
dy d2 y
dx dx

X
X
X
n+r2 n+r1
x an (n + r)(n + r 1)x + an (n + r)x +x an xn+r = 0.
n=0 n=0 n=0
Rewriting we get:

X
X
X
n+r1 n+r1
an (n + r)(n + r 1)x + an (n + r)x + an xn+r+1 = 0.
n=0 n=0 n=0
Now, to make the power of x equals to n + r 1 in all terms, we shift the index in third
series by 2 and get:

X
X
X
an (n + r)(n + r 1)xn+r1 + an (n + r)xn+r1 + an2 xn+r1 = 0.
n=0 n=0 n=2
equation:
a0 r(r 1) + a0 r = 0
= a0 r(r 1 + 1) = 0
= r = 0, 0 (since a0 6= 0).
Hence, the roots of indicial equation are r = 0, 0 are equal.

an (n + r)(n + r 1) + an (n + r) + 4an2 = 0
an2
= an = , n = 2, 3, 4, . . . . (9)
(n + r)2
Obviously, we cannot find the value of a1 from the above equation. To find the value of
a1 equate the coefficient of xr to zero and we get:
a1 (r + 1)r + a1 (r + 1) = 0
= (r + 1)2 a1 = 0
= a1 = 0 (since r 6= 1).
On putting n = 1, 2, . . . in (9) we get:

a0 a1 a2 a0
a2 = 2
; a3 = 2
= 0, a4 = 2
= ,....
(2 + r) (3 + r) (4 + r) (2 + r)2 (4 + r)2
Therefore:

X
X
y = an xn+0 = xr an x n
n=0 n=0
2
x4

r x
= y = a0 x 1 + (10)
(2 + r)2 (2 + r)2 (4 + r)2
Differentiating (10) with respect to r we get:
x2 x4

y r
= a0 x 1 +
r r (2 + r)2 (2 + r)2 (4 + r)2
x2 x4

y r
= = a0 x ln(x) 1 +
r (2 + r)2 (2 + r)2 (4 + r)2
2x2 2x4

r 1 1
+a0 x + (11)
(2 + r)3 (2 + r)2 (4 + r)2 2 + r 4 + r
Putting r = 0 in (10) and (11) we obtain

x2 x4
X X
n+0 n
(y)r=0 = an x = an x = a0 1 2 + 2 2 .
n=0 n=0
2 2 4
x2 x4
2
2x4

y 2x 1 1
= a0 ln(x) 1 2 + 2 2 + a0 2 2 + .
r r=0 2 2 4 23 2 4 2 4

y
y = A(y)r=0 + B
r r=0
x2 x4 x2 x4

= Aa0 1 2 + 2 2 + Ba0 ln(x) 1 2 + 2 2
2 2 4 2 2 4
2 4

2x 2x 1 1
+Ba0 3
2 2 +
2 2 4 2 4
x2 x4 x2 x4

= c1 1 2 + 2 2 + c2 ln(x) 1 2 + 2 2
2 2 4 2 2 4
2 4

2x 2x 1 1
+c2 + .
23 22 42 2 4
d2 y dy
Example 7. Solve in series: x2 2
+ x + (x2 4)y = 0.
dx dx

d2 y dy
x2 2
+ x + (x2 4)y = 0. (12)
dx dx
p(x) = x2 , q(x) = x, r(x) = x2 4.


q(x) 2 r(x)
x0 p(x) x0 p(x)

X
y= an xn+r .
n=0

dy X d2 y X
dx n=0 dx2 n=0
dy d2 y
dx dx

X
X
X
2 n+r2 n+r1 2
x an (n + r)(n + r 1)x +x an (n + r)x + (x 4) an xn+r = 0.
n=0 n=0 n=0
Rewriting we get:
X
X
X
X
an (n + r)(n + r 1)xn+r + an (n + r)xn+r + an xn+r+2 4an xn+r = 0.
n=0 n=0 n=0 n=0
Now, to make the power of x equals to n + r in all terms, we shift the index in third series
by 2 and get:
X
X
X
X
n+r n+r n+r
an (n + r)(n + r 1)x + an (n + r)x + an2 x 4an xn+r = 0.
n=0 n=0 n=2 n=0
First we find the indicial equation. Then, the minimum power of x in the above series
is xr , therefore, equating the coefficient of xr with zero we obtain the following indicial
equation:
a0 r(r 1) + a0 r 4a0 = 0
= a0 [r2 4] = 0
= r = 2, 2 (since a0 6= 0).
Hence, the roots of indicial equation are r1 = 2, r2 = 2 are distinct, but r2 r1 = 4 is
an integer.
On equating the coefficient of xn+r to zero we get the following recurrence relation
an (n + r)(n + r 1) + an (n + r) + an2 4an = 0
an [(n + r)(n + r 1) + (n + r) 4] = an2
an2
= an = , n = 2, 3, 4, . . . . (13)
(n + r 2)(n + r + 2)
a1 equate the coefficient of xr+1 to zero and we get:
a1 (r + 1)r + a1 (r + 1) 4a1 = 0
= [(r + 3)2 4]a1 = 0
= (r + 5)(r 3)a1 = 0
= a1 = 0 (since r 6= 5 or 3).
On putting n = 2, 3, 4 . . . in (13) we get:

a0 a1
a2 = ; a3 = = 0,
r(r + 4) (r + 1)(r + 5)
a2 a0
a4 = = ,
(r + 2)(r + 6) r(r + 2)(r + 4)(r + 6)
a3
a5 = = 0,
(r + 3)(r + 7)
a4 a0
a6 = = ,....
(r + 4)(r + 8) r(r + 2)(r + 4)2 (r + 6)(r + 8)
Therefore:
X
X
y = an xn+0 = xr an x n
n=0 n=0
x2 x4

r
= y = a0 x 1 +
r(r + 4) r(r + 2)(r + 4)(r + 6)
x6

+ (14)
r(r + 2)(r + 4)2 (r + 6)(r + 8)
Putting r = 2 (the greater of the two roots r1 , r2 ) in the above equation
x2 x4 x6

2
(y)r=2 = a0 x 1 + +
2 6 2 4 6 8 2 4 62 8 10
Now, we consider the second root r2 = 2. Clearly, if w put r = 2 in equation
(14), terms of series becomes infinite. Therefore, we modify the solution by putting
a0 = (r + 2)b0 in equation (14), and then we get:
(r + 2)x2 x4 x6

r
y = b0 x (r + 2) + + .
r(r + 4) r(r + 4)(r + 6) r(r + 4)2 (r + 6)(r + 8)
Differentiating the above equation with respect to r we get:
(r + 2)x2 x4 x6

r
= b0 x ln(x) (r + 2) + +
r(r + 4) r(r + 4)(r + 6) r(r + 4)2 (r + 6)(r + 8)
(r + 2)x2

r 1 1 1
+b0 x 1
r(r + 4) r + 2 r r + 4
x4

1 1 1
+ + (15)
r(r + 4)(r + 6) r r + 4 r + 6
Putting r = 2 in (15) we obtain
4
x6 x4

y 2 x r
= b0 x ln(x) + + b0 x 1 + + .
r r=2 16 192 64

y
y = A(y)r=2 + B
r
r=2
2
x4 x6

2 x
= Aa0 x 1 + +
2 6 2 4 6 8 2 4 62 8 10
4
x6 x4

2 x r
+Bb0 x ln(x) + + Bb0 x 1 + +
16 192 64
x2 x4 x6

2
= c1 x 1 + +
2 6 2 4 6 8 2 4 62 8 10
4
x6 x4

2 x r
+c2 x ln(x) + + c2 x 1 + + .
16 192 64
Example 8. Solve in series: xy 00 + 2y 0 + xy = 0.

xy 00 + 2y 0 + xy = 0. (16)
p(x) = x, q(x) = 2, r(x) = x.

q(x) 2 r(x)
x0 p(x) x0 p(x)

X
y= an xn+r .
n=0

dy X d2 y X
dx n=0 dx2 n=0
dy d2 y
dx dx

X
X
X
x an (n + r)(n + r 1)xn+r2 + 2 an (n + r)xn+r1 + x an xn+r = 0.
n=0 n=0 n=0
Rewriting we get:

X
X
X
an (n + r)(n + r 1)xn+r1 + 2an (n + r)xn+r1 + an xn+r+1 = 0.
n=0 n=0 n=0
Now, to make the power of x equals to n + r 1 in all terms, we shift the index in third

X
X
X
n+r1 n+r1
an (n + r)(n + r 1)x + 2an (n + r)x + an2 xn+r1 = 0.
n=0 n=0 n=2
equation:
a0 r(r 1) + 2a0 r = 0
= a0 r(r + 1) = 0
= r = 0, 1 (since a0 6= 0).
Hence, the roots of indicial equation are r1 = 1, r2 = 0 are distinct, but r2 r1 = 1 is
an integer.
an (n + r)(n + r 1) + 2an (n + r) + an2 = 0
an [(n + r)(n + r 1) + 2(n + r)] = an2
an2
= an = , n = 2, 3, 4, . . . . (17)
(n + r)(n + r + 1)
a1 equate the coefficient of xr to zero and we get:
a1 (r + 1)r + 2a1 (r + 1) = 0
= (r + 1)(r + 2)a1 = 0
= 0 a1 = 0 (since r = 1)
= 0 = 0.
Therefore, we cannot find the value of a1 , and so, it is arbitrary. Thus, we get two arbitrary
constants a0 and a1 in the solution, and so, the complete solution will be obtained by
putting r = 1 in the value of y.
On putting n = 2, 3, 4 . . . in (17) we get:
a0 a1
a2 = ; a3 = ,
(r + 2)(r + 3) (r + 3)(r + 4)
a2 a0
a4 = = ,
(r + 4)(r + 5) (r + 2)(r + 3)(r + 4)(r + 5)
a3 a1
a5 = = ,....
(r + 5)(r + 6) (r + 3)(r + 4)(r + 5)(r + 6)
Putting r = 1 we obtain:
a0 a1 a0 a1
a2 = , a3 = , a4 = , a5 = , . . . .
2! 3! 4! 5!
Therefore:

X
an xn+0 = xr a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + a5 x5 +

y =
n=0
x2 x4 x3 x 5

1 1
= a0 x 1 + + a1 x x + +
2! 4! 3! 5!
= x1 (a0 cos x + a1 sin x) .
Exercise (Assignment)
d2 y
(Q.1) Solve in series the equation: + xy = 0.
dx2

1 3 14 6 2 4 25 7
Ans. y = a0 1 x + x + a1 x x + x .
3! 3! 4! 4!
d2 y
(Q.2) Solve in series the equation: y = 0.
dx2
x2 x4 x3 x5

Ans. y = a0 1 + + + + a1 x + + + = c1 ex + c2 ex .
2! 4! 3! 5!
d2 y dy
(Q.3) Solve in series the equation: 2x2 2 + (2x2 x) + y = 0.
dx dx
2 3
3x 4x2

1/2 x x
Ans. y = c1 x 1x+ + + c2 x 1 + + .
2 6 2 15
d2 y dy
(Q.4) Solve in series the equation: (2x + x3 ) 2 6xy = 0.
dx dx
3x4 3x2 3 1 x4

2 3/2
Ans. y = c1 1 + 3x + + + c2 x 1+ + .
5 8 3 16
d2 y dy
(Q.5) Solve in series the equation: x 2 + + xy = 0. (Bessels equation of zero order)
dx dx
2 4
h 2 2
i
Ans. y = (c1 + c2 ln x) 1 x22 + 22x42 + c2 x22 + 3x8 22142 1 + 12 + .

d2 y dy
(Q.6) Solve in series the equation: x(1 x) 2
(1 + 3x) y = 0.
dx dx
Ans. y = (c1 + c2 ln x) (1 2x + 2 3x + ) + c2 (1 + x + 5x2 + ) .
2 3
Solution of Bessels equation and Bessel function of first and second kind
In solving several physical problems the Bessel function is obtained as a solution of dif-
ferential equation known as the Bessels equation. Surely, we are not going to discuss the
physical problems, but only the mathematical properties and solution of Bessels equation.
Solve in series the Bessels equation:
d2 y dy
x2 2
+ x + (x2 n2 )y = 0 (18)
dx dx
when 2n is not an integer. Hence find the expressions for the Bessel function of first
kind.
Sol. On comparing the equation (18) with p(x)y 00 + q(x)y 0 + r(x)y = 0 we get:
p(x) = x2 , q(x) = x, r(x) = x2 n2 .

q(x) 2 r(x)
Hence, p(0) = 0, and the limits lim x = 1 and lim x = n2 are finite.
x0 p(x) x0 p(x)

X
y= am xm+r .
m=0

dy X d2 y X
= am (m + r)xm+r1 and = am (m + r)(m + r 1)xm+r2 .
dx m=0 dx2 m=0
dy d2 y
Substituting the values of y,and 2 in (18) we obtain:
dx dx

X
X
X
x2 am (m + r)(m + r 1)xm+r2 + x am (m + r)xm+r1 + (x2 n2 ) am xm+r = 0.
m=0 m=0 m=0
Rearranging the terms we get:

X
X
m+r
am (m + r)(m + r 1)x + am (m + r)xm+r
m=0 m=0

X
X
+ am xm+r+2 n2 am xm+r = 0.
m=0 m=0
Now, to make the power of x equals to m + r in all terms, we shift the index in fourth

X
X
m+r
am (m + r)(m + r 1)x + am (m + r)xm+r
m=0 m=0

X
X
+ am2 xm+r n2 am xm+r = 0.
m=2 m=0
First we find the indicial equation. Then, the minimum power of x in the above series
is xr , therefore, equating the coefficient of xr with zero we obtain the following indicial
equation:
a0 r(r 1) a0 r + n2 a0 = 0
= (r2 r + r n2 )a0 = 0
= (r2 n2 )a0 = 0
= r = n, n (since a0 6= 0).
Hence, the roots of indicial equation r1 = n, r2 = n and r1 r2 = 2n is not an integer

(given).
On equating the coefficient of xm+r to zero we get the following recurrence relation
which gives the values of am :
am (m + r)(m + r 1) + am (m + r) + am2 n2 am = 0
am (m + r)(m + r 1 + 1) n2 = am2

=
an2
= am = , n = 2, 3, 4, . . . . (19)
(m + r n)(m + r + n)
a1 equate the coefficient of xr+1 to zero and we get:
a1 (r + 1)r + a1 (r + 1) n2 a1 = 0
= [(r + 1)2 n2 ]a1 = 0
= (r + 1 + n)(r + 1 n)a1 = 0
= a1 = 0 (since r 6= 1 n or n 1).
On putting m = 2, 3, 4, . . . in the above relation we get:

a0 a1
a2 = ; a3 = =0
(2 + r n)(2 + r + n) (3 + r n)(3 + r + n)
a2 a0
a4 = = , a5 = 0,
(4 + r n)(4 + r + n) (2 + r n)(4 + r n)(2 + r + n)(4 + r + n)
a0
a6 = ,...
(2 + r n)(4 + r n)(6 + r n)(2 + r + n)(4 + r + n)(6 + r + n)
Now, we consider the following two cases:
Case-I, when r=n. Putting r = n in the above equation we obtain
a0 a0
a1 = 0, a2 = , a3 = 0, a4 = 4 a5 = 0,
22 (n + 1) 2 2!(n + 1)(n + 2)
a0
a6 = , and so on.
26 3!(n + 1)(n + 2)(n + 3)
Thus, the value of y at r = n will be:

x2 x4 x6

n
y = x a0 1 + + (20)
22 (n + 1) 24 2!(n + 1)(n + 2) 26 3!(n + 1)(n + 2)(n + 3)
Case-II, when r=-n. For this case, simply replace n by n in equation (20)
x2 x4 x6

n
y=x a0 1 + +
22 (n + 1) 24 2!(n + 1)(n + 2) 26 3!(n + 1)(n + 2)(n + 3)
(21)
y = A(y)r=n + B(y)r=n .
1
Bessel function of first kind: If we choose a0 = in equation (20), then the
2n (n
+ 1)
value of y, i.e., the solution of Bessels differential equation is called the Bessel function
of first kind or order n and it is denoted by Jn (x). Therefore:
xn x2 x4 x6

Jn (x) = n 1 2 + +
2 (n + 1) 2 (n + 1) 24 2!(n + 1)(n + 2) 26 3!(n + 1)(n + 2)(n + 3)

xn X x2r
= n (1)r 2r .
2 (n + 1) 2 r !(n + 1)(n + 2) (n + r)
r=0
Thus
X (1)r x n+2r
Jn (x) = .
r=0
r ! (n + r + 1) 2
Replacing n by n in the above formula we get:

X (1)r x n+2r
Jn (x) = .
r=0
r ! (n + r + 1) 2
Here Jn (x) is called the Bessel function of first kind of order n.
Example 9. If n is an integer than prove that Jn (x) and Jn (x) are linearly depen-
dent, precisely,
Jn (x) = (1)n Jn (x).
Proof. We know that:

X (1)r x n+2r
Jn (x) = .
r=0
r ! (n + r + 1) 2
Shifting the index by n, i.e., replacing r by r + n we have

X (1)r+n x n+2r
Jn (x) =
r=n
(r + n)! (r + 1) 2

n
X (1)r x n+2r
= (1)
r=n
r ! (n + r + 1) 2

n
X (1)r x n+2r
= (1)
r=0
r ! (n + r + 1) 2
= Jn (x).
Remark 2. The above example suggest that, if n is an integer, the two solutions Jn (x) and
Jn (x) are linearly dependent, and so, Jn (x) cannot be treated as the second independent
solution for Bessels differential equation.
Bessel function of second kind. In view of the above remark, if n is an integer, we assume
that the second independent solution of Bessels equation is given by y = v(x)Jn (x) = vJn ,
where v(x) is an unknown function of x, and we have to find its value. On putting the
value of y in (18) we get:
d2 d
x2 2
[vJn ] + x [vJn ] + (x2 n2 )vJn = 0
dx dx
d
= x2 [vJn0 + v 0 Jn ] + x [vJn0 + v 0 Jn ] + (x2 n2 )vJn = 0
dx
= x2 [vJn00 + 2v 0 Jn0 + v 00 Jn ] + x [vJn0 + v 0 Jn ] + (x2 n2 )vJn = 0
v x2 Jn00 + xJn0 + (x2 n2 )Jn + x2 v 00 Jn + 2x2 v 0 Jn0 + xv 0 Jn = 0.

=
Since Jn is a solution of Bessels differential equation we have x2 Jn00 +xJn0 +(x2 n2 )Jn = 0.
On putting this value in the above equation we get:
x2 v 00 Jn + 2x2 v 0 Jn0 + xv 0 Jn = 0.
Dividing by x2 v 0 Jn the above equation becomes:

v 00 2Jn0 1
0
+ + = 0.
v Jn x
On integrating we obtain ln(v 0 ) + 2 ln(Jn ) + ln(x) = ln(c1 ), i.e.
c1
v0 = .
xJn2
On again integrating we obtain
1
Z
v(x) = c1 dx + c2 .
xJn2 (x)
Therefore, the general solution of the equation (18) will be:
y = AJn (x) + Bv(x)Jn (x)

1
Z
= (A + Bc2 )Jn (x) + Bc1 Jn (x) dx
xJn2 (x)
= A1 Jn (x) + A2 Yn (x)
1
Z
where Yn (x) = Jn (x) dx is called the Bessel function of second kind of order n,
xJn2 (x)
or, the Neumann function.
Example 10. Prove the following recurrence relations for Jn (x):

d n d n
[x Jn (x)] = xn Jn1 (x) x Jn (x) = xn Jn+1 (x)

(i) (ii)
dx dx
x 2n
(iii) Jn (x) = [Jn1 (x) + Jn+1 (x)] (iv) Jn+1 (x) = Jn (x) Jn1 (x)
2n x
1 n
(v) Jn0 (x) = [Jn1 (x) Jn+1 (x)] (vi) Jn0 (x) = Jn (x) Jn+1 (x).
2 x
Sol. (i). We know that

X (1)r x n+2r
Jn (x) = . (22)
r=0
r ! (n + r + 1) 2
n
Multiplying by x and differentiating with respect to x we get:
" #
r 2n+2r
d n d X (1) x
[x Jn (x)] = n+2r
dx dx r=0 r ! (n + r + 1) 2

X (1)r (2n + 2r) x2n+2r1
= n+2r
r=0
r ! (n + r + 1) 2

n
X (1)r x n+2r1
= x
r=0
r ! (n + r) 2
= xn Jn1 (x).
(ii). Multiplying (22) by xn and differentiating with respect to x we get:
" #
d n d X (1)r x2r
x Jn (x) =
dx dx r=0 r ! (n + r + 1) 2n+2r

X (1)r (2r) x2r1
=
r=0
r ! (n + r + 1) 2n+2r

n
X (1)r x n+2r1
= x
r=0
(r 1)! (n + r + 1) 2

X (1)r x n+2r1
= xn .
r=1
(r 1)! (n + r + 1) 2
Since in the series of Jn (x) the sum starts from r = 0, therefore, shifting index in the
above series by 1, i.e., replacing r by r + 1 we get

d n n
X (1)r+1 x n+2r+21
x Jn (x) = x
dx r=0
r ! (n + r + 1 + 1) 2

X (1)r x n+1+2r+1
= xn
r=0
r ! (n + 1 + r + 1) 2
= xn Jn+1 (x).
(iii). From (i) we have
xn Jn0 (x) + nxn1 Jn (x) = xn Jn1 (x)
n
= Jn0 (x) + Jn (x) = Jn1 (x). (23)
x
From (ii) we have
xn Jn0 (x) nxn1 Jn (x) = xn Jn+1 (x)
n
= Jn0 (x) Jn (x) = Jn+1 (x). (24)
x
Since, in pure recurrence relation there is no term of Jn0 (x), therefore, subtracting (24)
relation from (23) we obtain:
x
Jn (x) = [Jn1 (x) + Jn+1 (x)] .
2n
(iv). It is nothing but the rearrangement of the terms of (iii).

(v). Adding (23) and (24) we get (v). (iv). It is nothing but the rearrangement of the
terms of equation (24).
Example 11. Show that:

r r
2 2
(i) J1/2 (x) = sin x (ii) J1/2 (x) = cos x
x x
r r
2 sin x 2 n cos x o
(iii) J3/2 (x) = cos x (iv) J3/2 (x) = sin x +
x x x x
Sol. (i). We know that

X (1)r x n+2r
Jn (x) = .
r=0
r ! (n + r + 1) 2
Putting n = 1/2, we obtain

X (1)r x 2r+1/2
J1/2 (x) =
r=0
r ! (r + 3/2) 2
1 x 1/2 1 x 5/2 1 x 9/2
= +
(3/2) 2 (5/2) 2 2! (7/2) 2
1 x 1/2 1 x 5/2 1 x 9/2
= +
1 2 3 1 2 5 3 1 2
2!
2
r 2 2 2 2 2

2 x 4 x 3
4 x 5

= 2 +
x 2 3 2 135 2
r
x3 x5

2
= x +
x 3! 5!
r
2
= sin x.
x
(ii). Putting n = 1/2 in the formula for Jn (x), we obtain

X (1)r x 2r1/2
J1/2 (x) =
r=0
r ! (r + 1/2) 2
1 x 1/2 1 x 3/2 1 x 7/2
= +
(1/2) 2 (3/2) 2 2! (5/2) 2
1 x 1/2 1 x 3/2 1 x 7/2
= +
2 1 2 3 1 2
2!
r 2 2 2

2 x 2 2 x 4
= 12 +
x 2 13 2
r
x2 x4

2
= 1 +
x 2! 4!
r
2
= cos x.
x
(iii). By recurrence relation (iii) we know that

x
Jn (x) = [Jn1 (x) + Jn+1 (x)] .
2n
Putting n = 1/2 in the above relation we get
x
J1/2 (x) = J1/2 (x) + J3/2 (x)
2 1/2
1
= J3/2 (x) = J1/2 (x) J1/2 (x)
xr r
1 2 2
= J3/2 (x) = sin x cos x
x x x
r
2 sin x
= J3/2 (x) = cos x .
x x
(iv). Putting n = 1/2 in the recurrence relation (iii) we get (iv).
Theorem 1 (Generating function for Jn (x)). Prove that:

1
X
(t1/t)
e 2 = tn Jn (x).
n=
z2 z3 xn
Proof. Using the series ez = 1 + x + + + + + we obtain:
2! 3! n!
1
e 2 (t1/t) = ext/2 ex/(2t)
x2 t2 xn tn xn+1 tn+1 xn+2 tn+2

xt
= 1+ + + + + + +
2 2! 22 n! 2n (n + 1)! 2n+1 (n + 2)! 2n+2
x2 x3 xn

x n
1 + + + (1) + .
2t 2! 22 t2 3! 23 t3 n! 2n tn
On multiplying the terms of these two series, we obtain the various powers of t, and the
coefficient of tn in this expression is
1 x n 1 x n+2 1 x n+4
= + +
n! 2 1! (n + 1)! 2 2! (n + 2)! 2

X (1)r x n+2r
=
r=0
r ! (n + r)! 2
= Jn (x).
Since both the positive and negative powers of t will be obtain when we multiply the two
series, therefore, we can write
1
e 2 (t1/t) = J0 (x) + tJ1 (x) + t2 J2 (x) + + tn Jn (x) +
+t1 J1 (x) + t2 J2 (x) + + tn Jn (x) +
X
= tn Jn (x).
n=
Example 12 (Jacobi series). Prove that:

cos (x sin ) = J0 (x) + 2 [J2 (x) cos 2 + J4 (x) cos 4 + ]
sin (x sin ) = 2 [J1 (x) sin + J3 (x) sin 3 + ] .
Sol. We know that
1
e 2 (t1/t) = J0 (x) + tJ1 (x) + t2 J2 (x) + + tn Jn (x) +
+t1 J1 (x) + t2 J2 (x) + + tn Jn (x) + .
Using Jn (x) = (1)n Jn (x) in the above we get
1
e 2 (t1/t) = J0 (x) + J1 (x) (t 1/t) + J2 (x) t2 + 1/t2 + J3 (x) t3 1/t3 +

Putting t = cos + i sin , then we have tr + 1/tr = 2 sin(r) and tr 1/tr = 2i sin(r).
Putting these values in the above equation we get
eix sin = J0 (x) + 2iJ1 (x) sin + 2J2 (x) cos(2) + 2iJ3 (x) sin(3) + 2J4 (x) cos(4) +
= J0 (x) + 2 [J2 (x) cos(2) + J4 (x) cos(4) + ]
+2i [J1 (x) sin() + J3 (x) sin(3) + ] .
Since, eix sin = cos (x sin ) + i sin (x sin ), comparing the real and imaginary parts we
obtain:

Remark 3 (Square of a series). The following result will be useful in the sequel.
(a1 + a2 + + an )2 = a21 + a22 + + a2n + 2a1 a2 + 2a2 a3 + + 2an1 an .

| {z } | {z }
first part second part
In the above formula, the first part contains the terms a2n , where n = 1, 2, . . . and
the second part contains the terms 2an am , where n, m = 1, 2, . . . and n 6= m.
Example 13. Show that:

Z
1
(A) Jn (x) = cos (n x sin )d, n being integer;

0
Z
1
(B) J0 (x) = cos (x cos )d;

0
(C) J0 (x) + 2J12 (x) + 2J22 (x) + 2J32 (x) + = 1.
Sol. (A). By Jacobi series we know that

Multiplying first Jacobi series by cos(n) and integrating from = 0 to we get:

Z
cos(n) cos (x sin ) d
0

Z Z Z
= J0 (x) cos(n)d + 2 J2 (x) cos(n) cos 2d + J4 (x) cos(n) cos 4d
0 0 0

Z
+ + Jn (x) cos(n) cos nd + , where n is even.
0
Using the property

Z , if p = q;
cos(p) cos(q)d = 2
0
0, if p 6= q
in the above equation we get
Z
cos(n) cos (x sin ) d = Jn (x), where n is even. (25)
0
Similarly, multiplying second Jacobi series by sin(n) and integrating from = 0 to we

get:
Z
sin(n) sin (x sin ) d = Jn (x), where n is odd. (26)
0
Z
1
In view of the equations (25) and (26) we can write Jn (x) = cos (n x sin )d, n

0
being integer.
(B). Putting n = 0 in (A) and putting ( = /2 ) we get
Z /2 /2
1 1 2
Z Z
J0 (x) = cos (x sin )d = cos (x cos )(d) = cos (x cos )d.

0 /2 0
Using the properties of definite integral we have

Z
1
J0 (x) = cos (x sin )d.

0
(C). To prove this, we are going to square the Jacobi series. Note that, the R.H.S. in
the first Jacobi series is an infinite series, and so, in view of Remark 3, when we square
this series we will get two parts: the first part contains the terms Jn2 (x) cos2 (n) (similar
to a21 , a22 , etc., see, Remark 3); and second the part containing the terms 2Jn (x)Jm (x)
cos(n) cos(m) (similar to the terms 2a1 a2 , 2a2 a3 , etc.). Also,

Z Z , if n = m;
cos(n) cos(m)d = sin(n) sin(m)d = 2
0, if n 6= m.
0 0
Keeping in mind this fact, squaring and integrating the first Jacobi series from = 0 to
= we get:
Z Z Z Z
2
cos (x sin )d = J02 (x)d + 4J22 (x) cos(2)d + 4J42 (x) cos(4)d +
0 0 0 0
Z Z
+ 4J0 (x)J2 (x) cos(2)d + 8J2 (x)J4 (x) cos(2) cos(4)d +
0 0
Z

= cos2 (x sin )d = J02 (x) + 4J22 (x) + 4J42 (x) + .
2 2
0
Similarly, squaring and integrating the second Jacobi series from = 0 to = we get:
Z

sin2 (x sin )d = 4J12 (x) + 4J32 (x) + 4J52 (x) + .
2 2
0
Adding the above two series we get:

Z
X
2 2
J02 (x) Jn2 (x)

cos (x sin ) + sin (x sin ) d = + 2
0 n=1
Z
X
= 1 d = J02 (x) + 2 Jn2 (x)
0 n=1

X
= = J02 (x) + 2 Jn2 (x)
n=1
= = J02 (x) + 2
2J1 (x) + 2J22 (x) + .
(Q.1) Prove that Jn (x) = (1)n Jn (x).

Hint: Replace x by x in the formula for Jn (x).
r
2 3 x2

3
(Q.2) Prove that J5/2 (x) = sin x cos x .
x x2 x
Hint: Put n = 3/2 in recurrence relation (iii) and then use the values of J1/2 (x)
and J3/2 (x).
r
2 3 x2

3
(Q.3) Prove that J5/2 (x) = cos x + sin x .
x x2 x
Hint: Put n = 3/2 in recurrence relation (iii) and then use the values of J1/2 (x)
and J3/2 (x).
(Q.4) Express J5 (x) in terms of J0 (x) and J1 (x).
Hint: Put n = 1, 2, 3, 4 successively in recurrence relation (iii) and combine all the
relations.
Solution of Legendres equation and Legendre function of first and second kind
d2 y dy
Solve the Legendres differential equation: (1 x2 ) 2
2x + n(n + 1)y = 0.
dx dx
d2 y dy
(1 x2 ) 2
2x + n(n + 1)y = 0. (27)
dx dx
p(x) = 1 x2 , q(x) = 2x, r(x) = n(n + 1).
solution of (27) is
X
y= ar x r .
r=0

dy X d2 y X
= ar+1 (r + 1)xr and = ar+2 (r + 1)(r + 2)xr .
dx r=0
dx2 r=0
dy d2 y
dx dx

X
X
2 r
(1 x ) ar+2 (r + 1)(r + 2)x 2x ar+1 (r + 1)xr
r=0 n=0
X
+n(n + 1) ar x r = 0
r=0

X
X
r
= ar+2 (r + 1)(r + 2)x ar+2 (r + 1)(r + 2)xr+2
r=0 r=0
X
X
2ar+1 (r + 1)xr+1 + n(n + 1)ar xr = 0
r=0 r=0
Now, to make the power of x equals to r in all terms, we shift the index in second series
by 2 and in the third series by 1, then we get:

X
X
X
X
r r r
ar+2 (r + 1)(r + 2)x ar (r 1)(r)x 2ar (r)x + n(n + 1)ar xr = 0.
r=0 r=2 r=1 r=0
On equating the coefficient of xr to zero we get the following recurrence relation which
gives the values of ar :
ar+2 (r + 1)(r + 2) ar (r 1)(r) 2ar (r) + ar n(n + 1) = 0

ar+2 (r + 1)(r + 2) ar [r(r + 1) n(n + 1)] = 0
(r n)(r + n + 1)
= ar+2 = an , n = 0, 1, 2, . . . .
(r + 1)(r + 2)
Substituting n = 0, 1, 2, 3, 4, . . . in the above formula we get:

n(n + 1) (n 1)(n + 2)
a2 = a0 , a 3 = a1
2! 3!
(n 2)(n + 3) (n 2)n(n + 1)(n + 3)
a4 = a2 = a0 ,
34 4!
(n 3)(n + 4) (n 1)(n 3)(n + 2)(n + 4)
a5 = a3 = a1
45 5!
and so on. Therefore, the solution will be:

X
y = an x n
n=0
= a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + a5 x5 +
n(n + 1) (n 1)(n + 2) (n 2)n(n + 1)(n + 3)
= a0 + a1 x a0 x 2 a1 x 3 + a0 x 4
2! 3! 4!
(n 1)(n 3)(n + 2)(n + 4)
+ a1 x 5 +
5!
n(n + 1) 2 (n 2)n(n + 1)(n + 3) 4
= a0 1 x + x +
2! 4!

(n 1)(n + 2) 3 (n 1)(n 3)(n + 2)(n + 4) 5
+a1 x x + x + .
3! 5!
Remark 4. In the solution of the Legendres differential equation we find two infinite
series, one is with the coefficient a0 and the other is with the coefficient a1 . If n is a
positive even integer, then the series with a0 terminates at the term xn , and so, this now
becomes a polynomial of degree n. Similarly, if n is a positive odd integer, then the series
with a1 becomes a polynomial of degree n. Thus, for integer values of n the solution of
Legendres differential equation consists a polynomial of degree n and an infinite series.
The polynomials with a0 and a1 in the solution of Legendres differential equation if
chosen so that at x = 1 the polynomial becomes 1, then these polynomials are called the
Legendre polynomial of first kind and denoted by Pn (x). While, the infinite series which
occurs in the solution with the polynomial is called the Legendre function of second kind
and denoted by Qn (x).
Next, we find a famous formula for Pn (x) called the Rodrigues formula for Pn (x). The
derivation of Rodrigues formula needed the following theorem.
Leibnitz theorem. If u and v are two function of x, then the nth derivative of the
product of uv is given by:
Dn (uv) = u(Dn v) +n C1 DuDn1 v +n C2 D2 uDn2 v + +n Cn1 Dn1 uDv + (Dn u)v.
Theorem 2 (Rodrigues formula for Pn (x)). Prove that:
1 dn 2
Pn (x) = (x 1)n .
2n n! dxn
Proof. Let y = (x2 1)n . Differentiating we get
y1 = 2nx(x2 1)n1
= (x2 1)y1 = 2nxy.
Again differentiating
(x2 1)y2 + 2xy1 = 2nxy1 + 2ny
= (x2 1)y2 + 2(1 n)xy1 = 2ny.
Again differentiating the above relation n times by Leibnitz theorem
n(n 1) 2 2
(x2 1)Dn (y2 ) + nD x2 1 Dn1 (y2 ) + D x 1 Dn2 (y2 )

2!
+2(1 n) xD(y1 ) + nD(x)D (y1 ) = 2nDn (y)
n1

= (x2 1)yn+2 + 2xyn+1 + n(n 1)yn + 2(1 n)xyn+1 + 2(1 n)nyn = 2nyn
= (x2 1)yn+2 + 2xyn+1 n(n + 1)yn = 0.
The above equation can be written as
d2 yn dy
(1 x2 ) 2
2x + n(n + 1)yn = 0.
dx dx
It shows that yn which is a polynomial of degree n satisfies the Legendres differential
equation. Thus, we can say that
dn 2
Pn (x) = cyn = c (x 1)n
dxn
where c is an arbitrary constant. To find the value of c on applying the condition Pn (1) =
1, i.e., putting x = 1 and Pn (x) = 1 in the above relation we get:
n n
d 2 n d n n
1 = c (x 1) =c (x 1) (x + 1)
dxn x=1 dxn x=1
= c[n! (x + 1)n + the terms containing the factor (x 1)]x=1
= c n! (1 + 1)n
= c n! 2n .
1
Therefore, c = , and so
n! 2n
1 dn 2
Pn (x) = (x 1)n .
2n n! dxn
An explicit formula for Pn (x). Prove that:

[n]
X (1)r (2n 2r)!
Pn (x) = xn2r
r=0
2n r ! (n r)! (n 2r)!
n n1
where [n] = , if n is even; and [n] = , if n is odd.
2 2
Proof. By Rodrigues formula we know that

1 dn 2
Pn (x) = (x 1)n .
2n n! dxn
Using the binomial theorem and expanding (x2 1) we get
" n #
1 dn X
Pn (x) = n (1)r nCr x2n2r .
2 n! dxn r=0
Suppose, n is even. In this case, we notice that, in the above series for r = n/2 + 1, n/2 +
2, . . ., the degree of x will be xn2 , xn4 , . . . respectively, and so, the nth derivative of
these terms will be zero. Thus, in this case the sum of the series runs from r = 0 to
r = n/2 = [n], and so:

n [n]
1 d X
(1)r nCr x2n2r
Pn (x) =
2n n! dxn r=0

[n] n
1 X d
= n
(1)r nCr n x2n2r
2 n! r=0 dx

[n]
1 X
= n
(1)r nCr (2n 2r)(2n 2r 1) (n 2r + 1)xn2r
2 n! r=0

[n] r
1 X (1) n! (2n 2r) (n 2r + 1)(n 2r) 2 1 n2r
= x
2n n! r=0 r ! (n r)! (n 2r) 2 1

[n] r
1 X (1) n! (2n 2r)! n2r
= n
x
2 n! r=0 r ! (n r)! (n 2r)!
[n]
X (1)r (2n 2r)!
= n
xn2r .
r=0
2 r ! (n r)! (n 2r)!
Similarly, the result is true when n is an odd integer.
Remark 5. The above formula can be written as:

1 3 (2n 1) n n(n 1) n2 n(n 1)(n 2)(n 3) n4
Pn (x) = x x + x .
n! 2(2n 1) 2 4(2n 1)(2n 2)
Theorem 3 (Generating function for Legendre polynomial). Prove that:

X
2 1/2
(1 2xt + t ) = tn Pn (x).
n=0
1 13 2 135 3
Proof. We know that (1 a)1/2 = 1 + a + a + a + . Therefore
2 24 246
(1 2xt + t2 )1/2 = [1 t(2x t)]1/2

1 13 2 135 3
= 1 + t(2x t) + t (2x t)2 + t (2x t)3 +
2 24 246
1 3 5 (2n 3) n1
+ + t (2x t)n1
2 4 6 (2n 2)
1 3 5 (2n 1) n
+ t (2x t)n + .
2 4 6 (2n)
Therefore, the coefficient of tn in the above expansion is:

1 3 5 (2n 1) 1 3 5 (2n 3)
= (2x)n (n 1)(2x)n2
2 4 6 (2n) 2 4 6 (2n 2)
1 3 5 (2n 5) (n 1)(n 3)
+ (2x)n4 +
2 4 6 (2n 4) 2!
1 3 5 (2n 1) n 2n(n 1) xn2 2n(2n 2)(n 2)(n 3) xn4

= x +
n! (2n 1) 22 2! (2n 1)(2n 3) 24

1 3 5 (2n 1) n n(n 1) n2 n(n 1)(n 2)(n 3) n4
= x x + x
n! 2(2n 1) 2 4(2n 1)(2n 3)
= Pn (x).
Therefore, we can write

X
2 1/2
(1 2xt + t ) = tn Pn (x).
n=0
Example 14. Prove that: (i) Pn (1) = 1 (ii) Pn (1) = (1)n .
Sol. By Generating function for Legendre polynomial we know that

X
2 1/2
(1 2xt + t ) = tn Pn (x).
n=0
(i). Putting x = 1 in the above formula we get

X
tn Pn (1) = (1 2t + t2 )1/2 = (1 t)1
n=0
= 1 + t + t2 + + tn +
X
= tn .
n=0
Comparing the coefficients of tn from both sides we get Pn (1) = 1.

(ii). Again putting x = 1 we get

X
tn Pn (1) = (1 + 2t + t2 )1/2 = (1 + t)1
n=0
= 1 t + t2 t3 + + (1)n tn +
X
= (1)n tn .
n=0
Comparing the coefficients of tn from both sides we get Pn (1) = (1)n .

(1)m 1 3 5 (2m 1) , if n = 2m (even);
Example 15. Prove that: Pn (0) = 2 4 6 (2m)
0, if n = 2m + 1 (odd).
OR
(2m)!
P2m+1 (0) = 0 and P2m (0) = (1)m .
22m (m! )2
Sol. By Generating function for Legendre polynomial we know that

X
2 1/2
(1 2xt + t ) = tn Pn (x).
n=0
1 13 2 135 3
Putting x = 0 and using (1 + a)1/2 = 1 a + a a + we get
2 24 246
X
tn Pn (x) = (1 + t2 )1/2
n=0
1 13 4 135 6 1 3 5 (2n 1) 2n
= 1 t2 + t t + + (1)n t + .
2 24 246 2 4 6 (2n)
On comparing the coefficients of various powers of t from both sides we get P2m+1 (0) = 0
(since the odd powers of t are absent in R.H.S.) and
1 3 5 (2m 1)
P2m (0) = (1)m
2 4 6 (2m)
1 2 3 4 5 (2m 1) (2m)
= (1)m
(2 4 6 (2m))2
(2m)!
= (1)m
2 (1 2 3 m)2
2m
(2m)!
= (1)m
22m (m! )2
Orthogonal property of Legendre polynomial. Prove that:

2

Z1 , if n = m;
Pn (x)Pm (x)dx = 2n + 1
0, if n 6= m.

1
Sol. We know that the Legendre polynomial Pn (x) is the solution of the Legendres
differential equation:
d2 y
(1 x2 ) 2 2x + n(n + 1)y = 0.
dx
The above equation can be written as:

d 2 dy
(1 x ) + n(n + 1)y = 0.
dx dx
Therefore
d 2 dPn
(1 x ) + n(n + 1)Pn (x) = 0, (28)
dx dx

d 2 dPm
(1 x ) + m(m + 1)Pm (x) = 0. (29)
dx dx
(i). Suppose n 6= m. Then multiplying (28) by Pm (x) and (29) by Pn (x) and subtracting
we get

d 2 dPn d 2 dPm
Pm (1 x ) Pn (1 x ) + [n(n + 1) m(m + 1)] Pn Pm = 0.
dx dx dx dx
Integrating the above equation from x = 1 to x = 1

Z1 Z1 Z1
d 2 dPn d 2dPm
Pm (1 x ) dx Pn (1 x ) dx + [n(n + 1) m(m + 1)] Pn Pm dx = 0.
dx dx dx dx
1 1 1
Integrating by parts we get:

1 Z1
2 dPn dPm 2 dPn
Pm (1 x ) (1 x ) dx
dx 1 dx dx
1
1 Z1
2 dPm dPn 2 dPm
Pn (1 x ) + (1 x ) dx
dx 1 dx dx
1
Z1
+ [n(n + 1) m(m + 1)] Pn Pm dx = 0
1
Z1
= (n m)(n + m + 1) Pn Pm dx = 0.
1
Since n 6= m, the above equation yields
Z1
Pn Pm dx = 0.
1
(ii). Suppose n = m. Then by generating function we know that

X
(1 2xt + t2 )1/2 = tn Pn (x)
n=0
2 1/2
= (1 2xt + t ) = P0 (x) + tP1 (x) + t2 P2 (x) + .
On squaring we get
(1 2xt + t2 )1 = P02 + t2 P12 + t4 P22 + + 2tP0 P1 + 2t3 P1 P2 + .
On integrating from x = 1 to x = 1 we obtain:
Z1 Z1 Z1 Z1 Z1 Z1
dx
= P02 dx + t2 P12 dx + t4 P22 dx + + 2tP0 P1 dx + 2t3 P1 P2 dx + .
1 2xt + t2
1 1 1 1 1 1
R1
By (i) we have 1 Pn Pm dx = 0 if n 6= m, therefore, the above equality becomes
Z1 Z1 Z1 Z1
dx
= P02 dx + t2
P12 dx + t4 P22 dx +
1 2xt + t2
1 1 1 1
1

1
Z
2 1
X
2n
Pn2 dx

= ln 1 2xt + t 1 = t
2t n=0 1
1

1
X Z
2n
Pn2 dx = ln (1 t)2 ln (1 + t)2

= t
n=0
2t
1

1 1+t
= ln .
t 1t

x3 x5 x2n+1

1+x X
Using the formula ln = 2 x+ + + = 2 in the above
1x 3 5 n=0
2n + 1
equality we get
Z1
X
2n
X 2t2n
t Pn2 dx = .
n=0 n=0
2n + 1
1
Comparing the coefficients of t2n we get

Z1
2
Pn2 (x)dx = .
2n + 1
1
Z1
Example 16. Prove that: P2n (x)dx = 0, where n > 0.
0
Sol. By orthogonality of Legendre polynomial we know that

Z1
Pn (x)Pm (x)dx = 0, if n 6= m.
1
Suppose n > 0 and replacing n by 2n and m by 0 in the above relation we get:

Z1
P2n (x)P0 (x)dx = 0.
1
Since P0 (x) = 1 and P2n (x) is an even function of x, the above equality yields
Z1 Z1
2 P2n (x)dx = 0 = P2n (x)dx = 0.
0 0
Z1 Z1
1
Example 17. Prove that: f (x)Pn (x)dx = n (1 x2 )n f n (x)dx, where f (x) is
2 n!
1 1
Z1
any function with continuous n th
derivative. Hence deduce that xm Pn (x)dx = 0
1
for m < n.
1 dn 2
Sol. By Rodrigues formula we know that: Pn (x) = (x 1)n . Therefore:
2n n! dxn
Z1 Z1
1 dn 2
f (x)Pn (x)dx = n f (x) (x 1)n dx.
2 n! dxn
1 1
On integrating by parts we have

Z1 n1
1 Z1 n1
1 d d
f (x)Pn (x)dx = n f (x) n1 (x2 1)n f 0 (x) n1 (x2 1)n dx.
2 n! dx 1 dx
1 1
dn1 2 n dn1
Note that, n1
(x 1) = n1
(x 1)n (x + 1). Therefore, when we differentiate it
dx dx
by Leibnitz theorem each term in the expression will contain both x 1 and x + 1, and
so, when we put limits of integration x = 1 and x = 1 all the terms will become zero.
Hence
Z1 Z1
(1) dn1 2
f (x)Pn (x)dx = n f 0 (x) n1
(x 1)n dx.
2 n! dx
1 1
Again integrating by parts n times we get:

Z1 n2
1 Z1 n2
(1) 0 d d
f (x)Pn (x)dx = n f (x) n2 (x2 1)n f 00 (x) n2 (x2 1)n dx
2 n! dx 1 dx
1 1
Z1
(1)2 dn2 2
= f 00 (x) (x 1)n dx
2n n! dx n2
1
..
.
Z1
(1)n
= n f n (x)(x2 1)n dx.
2 n!
1
Further, putting f (x) = xm , m < n, then we have f n (x) = 0, and so
Z1
xm Pn (x)dx = 0.
1

Z1 2n(n + 1)
, if m = n;
Example 18. Prove that: (1 x2 )Pm0 (x)Pn0 (x)dx =
0,2n + 1 if m 6= n
1
OR
Z1 Z1
2 2n(n + 1)
(1 x2 )Pm0 (x)Pn0 (x)dx = 0 if m 6= n and (1 x2 ) [Pn0 (x)] dx =
2n + 1
1 1
Sol. Integrating by part we have
Z1 Z1
1 d
2
)Pm0 (x)Pn0 (x)dx 2
)Pm0 (x)Pn (x) 1 (1 x2 )Pm0 (x) Pn (x)dx

(1 x = (1 x
dx
1 1
Z1
d
(1 x2 )Pm0 (x) Pn (x)dx.

=
dx
1

d 2 dy
Since Pm (x) satisfies Legendres equation (1 x ) + m(m + 1)y = 0 therefore
dx dx
d
(1 x2 )Pm0 (x) = m(m + 1)Pm (x). On putting this value in the above

we have
dx
equation we get
Z1 Z1
(1 x 2
)Pm0 (x)Pn0 (x)dx = m(m + 1)Pm (x)Pn (x)dx
1 1
Z1
= m(m + 1) Pm (x)Pn (x)dx.
1
Using orthogonality of Legendre polynomial in the above inequality we get:

Z1 2n(n + 1)
, if m = n;
(1 x2 )Pm0 (x)Pn0 (x)dx =
0,2n + 1 if m 6= n
1
Example 19 (A pure recurrence relation for Pn (x)). Prove that:
(n + 1)Pn+1 (x) = (2n + 1)xPn (x) nPn1 (x).
Sol. By generating function for Pn (x) we know that

X
2 1/2
(1 2xt + t ) = Pn (x)tn .
n=0
On differentiating with respect to t we get

1 2 3/2
X
nPn (x)tn1

1 2xt + t (2x + 2t) =
2 n=0

2 1/2 2
X
= (x t)(1 2xt + t ) = 1 2xt + t nPn (x)tn1
n=0

X
X
= (x t) Pn (x)tn = 1 2xt + t2 nPn (x)tn1 .
n=0 n=0
On equating the coefficients of tn from both sides we obtain:
xPn (x) Pn1 (x) = (n + 1)Pn+1 (x) 2xnPn (x) + (n 1)Pn1 (x)
= (n + 1)Pn+1 (x) = (2n + 1)xPn (x) nPn1 (x).
Z1
2n
Example 20. Prove that: xPn (x)Pn1 (x)dx = .
(2n 1)(2n + 1)
1
Sol. By the pure recurrence relation for Pn (x) we know that
(2n + 1)xPn (x) = (n + 1)Pn+1 (x) + nPn1 (x).
Replacing n by n 1 we get
(2n 1)xPn1 (x) = nPn (x) + (n 1)Pn2 (x).

Multiplying by Pn (x) and integrating from x = 1 to x = 1 we get

Z1 Z1 Z1
2
(2n 1) xPn (x)Pn1 (x)dx = n [Pn (x)] dx + (n 1) Pn (x)Pn2 (x)dx.
1 1 1
Using the orthogonal property we have

Z1
2
(2n 1) xPn (x)Pn1 (x)dx = n + (n 1) 0
2n + 1
1
Z1
2n
= xPn (x)Pn1 (x)dx = .
(2n 1)(2n + 1)
1
(Q.1) Prove that Pn (x) = (1)n Pn (x). Hence show that P2n (x) is an even function.
Hint: Replace x by x in the formula for Pn (x) given in Remark 5.
3x2 1 5x3 3x
(Q.2) Show that: P0 (x) = 1, P1 (x) = x, P2 (x) = , P3 (x) = and
2 2
1
P4 (x) = (35x4 30x2 + 3).
8
Hint: Use Rodrigues formula.
(Q.3) Express f (x) = x4 + 3x3 x2 + 5x 2 in terms of Legendre polynomials.
Hint: Find the values of x, x2 , x3 and x4 from the relations in previous question.
Now put all the values in f (x).
8
Ans. f (x) = 35 P4 (x) + 65 P3 (x) 21
2
P2 (x) + 34 P (x) 224
5 1
P (x).
105 0
Z1
2n(2n + 1)
(Q.4) Prove that x2 Pn1 (x)Pn+1 (x)dx = .
(2n 1)(2n + 1)(2n + 3)
1
Hint: Replace n by n 1 and n + 1 in pure recurrence relation for Pn (x) and find
the value of xPn1 (x) and xPn+1 (x). Now multiply both the values and integrate
from from x = 1 to x = 1. Now result will follow by orthogonal property.
Z1
2
(Q.5) Prove that [P2 (x)]2 dx = .
5
1
Hint: Think!!!
(Q.6) Prove that: (I) nPn = xPn0 Pn1
0 0
(II) (2n + 1)Pn = Pn+1 0
Pn1
0 d
(III) (n + 1)Pn = Pn+1 xPn0 , where Pn0 = [Pn (x)] .
dx
Hint: (I) Differentiate the generating function with respect to t and x to get two
equations, then eliminate (1 2xt + t2 )3/2 from these two equations.
(II) Differentiate the pure recurrence relation w.r.t. x which gives an equation, say
(A). Now, eliminate xPn0 from (A) and the relation (I)
0
(III) Eliminate Pn1 from (I) and (II).

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Unit III

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Dr.

Engg. Math. II (Unit-III)

Syllabus. Power series methods for solutions of ordinary differential equations.

Remark 1. Here, instead of considering the singularity of the point x = a, we

In problem solving, we follow the following rules:

In this case, we have to find the values of the constants an .

(The Frobenius Method) If x = 0 is a regular singular point and y is given by (3).

z If r1 r2 is not an integer the solution will be y = A(y)r=r1 + B(y)r=r2 .

Sol. Differentiating given series with respect to x we get:

Sol. Given equation is

p(x) = 1 + x2 , q(x) = x, r(x) = 1.

Differentiating twice we get:

Sol. Given equation is

an+2 (n + 1)(n + 2) + an2 = 0

Therefore, a0 and a1 are arbitrary and

Sol. Given equation is

p(x) = 9x(1 x), q(x) = 12, r(x) = 4.

Differentiating twice we get:

Rearranging the terms we get:

9a0 r(r 1) 12a0 r = 0

9an (n + r)(n + r 1) 9an1 (n + r 1)(n + r 2) 12an (n + r) + 4an1 = 0

On putting n = 1, 2, . . . in the above relation we get:

9r(r 1) 4 (3r 4)(3r + 1) 3r + 1

Sol. Given equation is

p(x) = x, q(x) = 1, r(x) = x.

Differentiating twice we get:

Hence, the roots of indicial equation are r = 0, 0 are equal.

On putting n = 1, 2, . . . in (9) we get:

Sol. Given equation is

p(x) = x2 , q(x) = x, r(x) = x2 4.

Differentiating twice we get:

On putting n = 2, 3, 4 . . . in (13) we get:

Example 8. Solve in series: xy 00 + 2y 0 + xy = 0.

Sol. Given equation is

Differentiating twice we get:

Differentiating twice we get:

Rearranging the terms we get:

Hence, the roots of indicial equation r1 = n, r2 = n and r1 r2 = 2n is not an integer

On putting m = 2, 3, 4, . . . in the above relation we get:

Thus, the value of y at r = n will be:

Here Jn (x) is called the Bessel function of first kind of order n.

Proof. We know that:

Shifting the index by n, i.e., replacing r by r + n we have

Dividing by x2 v 0 Jn the above equation becomes:

y = AJn (x) + Bv(x)Jn (x)

Example 10. Prove the following recurrence relations for Jn (x):

Sol. (i). We know that

(iv). It is nothing but the rearrangement of the terms of (iii).

Example 11. Show that:

Sol. (i). We know that

Putting n = 1/2, we obtain

(ii). Putting n = 1/2 in the formula for Jn (x), we obtain

(iii). By recurrence relation (iii) we know that

Theorem 1 (Generating function for Jn (x)). Prove that:

Example 12 (Jacobi series). Prove that:

Sol. We know that

Using Jn (x) = (1)n Jn (x) in the above we get

cos (x sin ) = J0 (x) + 2 [J2 (x) cos 2 + J4 (x) cos 4 + ]

(a1 + a2 + + an )2 = a21 + a22 + + a2n + 2a1 a2 + 2a2 a3 + + 2an1 an .

Example 13. Show that:

(C) J0 (x) + 2J12 (x) + 2J22 (x) + 2J32 (x) + = 1.

Sol. (A). By Jacobi series we know that

cos (x sin ) = J0 (x) + 2 [J2 (x) cos 2 + J4 (x) cos 4 + ]