Chap6 Series Bessel Legendre

NCCU
Wireless Comm. Lab. 1

Chapter 6
Series Solutions of Linear Equations
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Outline
Using power series to solve a differential equation. First, we
should decide the point we choose to be the expanding point that
is ordinary or not.

If the point is not an ordinary point, decide it a regular or irregular
singular point, then use the Frobenius series to solve the
problem.

Introduce the Bessel equation and the Legendres equation.

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Introduction
In applications, higher order linear equations with variable
coefficients are just as important as, if not more important than,
differential equations with constant coefficient.

Considering a equation it does not possess elementary
solutions. But we can find two linear independent solutions of
by using the series expansion.
0, y xy '' + =
0 y xy '' + =
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6.1 Solutions About Ordinary Points
In section 4.7, without understanding that the most higher-order
ordinary equations with variable coefficients cannot be solved in
terms of elementary functions.

The usual strategy for solving differential equations of this sort is
to assume a solution in the form of an infinite series and proceed
in a manner similar to the method of undetermined coefficients.
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6.1.1 Review of Power Series
Definition
A power series in is an infinite series of the form

Such a series is also said to be a power series centered at a.

For example, the power series is centered at a =1.

Convergence
A power series is convergent at a specified value of x if its

sequence of partial sums converges- that is,

If the limit does not exist at x, the series is said to be divergent.
x a
2
0 1 2
0
( ) ( ) ( )
n
n
n
c c x a c x a c x a
=
+ + + =
0
( 1)
n
n
n
c x
0
( )
n
n
n
c x a
{ }
( )
N
S x
{ }
0
( ) constant.
lim lim
N
n
N n
N N n
S x c x a
=
= =
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Interval of Convergence
Every power series has an interval of convergence. The interval of
convergence is the set of all real number x for which the series converges.

Note: We will use the ratio test to see the series is convergence or divergence for

Radius of Convergence
As we mentioned that the R is assigned to be an interval boundary to check
the series for its convergence property and R is also called the radius of
convergence.

Whats the meaning for the value R?
It means a distance from the point x to the nearest singular point.(see in Theorem 6.1)
Bringing a concept, the singular point possess between convergent and
divergent region.
,
.
x x the region of R where R will be defined immediately
and R is the radius of convergence
(

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If then a power series converges for and
diverges for

For example, if the series converges for x=a or for all x, then R is equal to
0 or

Recall that is equivalent to

Note: A power series may or may not converge at the endpoints a-R or a+R of this
interval.

Absolute Convergence
Within its interval of convergence a power series converges absolutely.
.
x a R <
. a R x a R < < +
0, R >
0
( )
n
n
n
c x a
x a R <
. x a R >
0
( ) , .
n
n
n
c x a converges where a R x a R
=
< < +
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Ratio test
Convergence of a power series can often be determined by
the ratio test.

Suppose that

If L<1 the series converges absolutely, if L>1 the series diverges, and if L=1
the test is inconclusive.

0
( )
n
n
n
c x a
1
1 1
0 ,
( )
.
( )
lim lim
n
n
n n
n
n n
n n
c n and that
c x a c
x a L
c x a c
+
+ +

=
= =
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Example:
A power series the ratio test gives

The series converges absolutely for (L<1), we get

The series diverges for L>1, that is

Test for the convergence of the boundary for x=1 or 9.
0
( 5)
,
4 ( 1)
n
n
n
x
n
1
1
( 5)
( 1) 1 4 ( 2)
5 5 ( );
( 5) 4( 2) 4
4 ( 1)
lim lim
n
n
n
n n
n
x
n n
x x L
x n
n
+
+

+ +
= =
+
+
1
5 1
4
x < 1 9. x < <
9 1. x or x > <
0 0
1 1
( 4) ( 1)
1, .
4 ( 1) ( 1)
(4) 1
9, .
4 ( 1) ( 1)
int [1, 9).
n n
n
n n
n
n
n n
for x it will converge
n n
for x it will diverge
n n
So the erval of convergence of the series is

= =

= =

= =
+ +
= =
+ +

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A Power Series Defines a Function
A power series defines a function whose domain is the
interval of convergence of the series. If the radius of the convergence is
R>0, then f is continuous, differential, and integrable on the interval
Thus, and can be found by term-by-term
differentiation and integration.

If is a power series in x, then the first two derivatives are

It will be useful to substitute into the differential equation.
0
( ) ( )
n
n
n
f x c x a
=
=
( , ). a R a R + ( ) f x '
( ) f x dx
}
0
n
n
n
y c x
=
=
2
0 1 2
0
1 1
1 2
1
2 2
2 3
2

2
2 3 2 ( 1) ( 1) .
n n
n n
n
n n
n n
n
n n
n n
n
Since y c c x c x c x c x
So y c c x nc x nc x
y c c x n n c x n n c x

=
= + + + + + =
' = + + + + =
'' = + + + + =
, , y y and y ' ''

2
nd
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Identity Property

Analytic at a Point
A function f 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.
For example,
0
( ) 0, 0 interval ,
0 .
n
n
n
n
If c x a R for all numbers x in the of convergence
then c n
=
= >
=
2
0
2 2 2
0
3 2 2 1 2 2 1
0
1
2! ! !
( 1)
cos 1 ( 1)
2! 2 ! 2 !
( 1) ( 1)
sin .
3! (2 1)! (2 1)!

n n
x
n
n n n
n
n
n n n n
n
x x x
e x
n n
x x x
x
n n
x x x
x x for x
n n
These Taylor series centere
=
+ + + +
=
= + + + + + =
= + + + =

= + + = <
+ +
0, ,
, cos , sin 0.
x
d at called Maclaurin series
show that e x and x are analytic at x =
, , ,
integrable interval .
For analytic the function is continuous differential
and in the of convergence
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Arithmetic of Power Series
Power series can be combined through the operations of addition,
multiplication, and division.

Example:
2 2 1 2
0 0
3 2 2 1 2 2
3 5 7
Using expansion sin cos
( 1)
sin cos
(2 1)! 2 !
( 1)
( ) (1 )
3! (2 1)! 2! 2 !
, .
3 20 252

n n m
n m
n n n
the series to describe the x x
x x
x x
n m
x x x x
x
n n
x x x
x x x
It is obvious that
+ +
= =
+ +
=
+
= + + + + + +
+
= + + + + <

sin cos interval. the power series x x converges on the same
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Shifting the Summation Index
It is important to combine two or more summations with different index, so
it may need to shift the summation index. You may see the rule by the
following example.

Example 1:Adding Two Power Series

2 1
2 0
0
( 1)
( point 0,
.)
,

n n
n n
n n
n
n
n
Write n n c x c x
If y c x is a Taylor series at centered the subject
is liking to combine the y xy
From the original subject

+
= =
=
+
=
'' +

1 1
0 1

3 0

start from x start from x
start from x start from x with n with n = =
+ + +
2 1 0 2 1
2
2 0 3 0

( 1) 2 ( 1)

n n n n
n n n n
n n n n
n n c x c x c x n n c x c x

+ +
= = = =
+
+ = + +

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2 1
3 0
( 1)

- 3
( 1)
n n
n n
n n
n
n
Considering the term of n n c x c x
let k n let k n
n n c x

+
= =
+
| |
= =

2 1 1 1
3
3 0 0 0
1
3
0
2 1 1
2 3
2 0 0
( 3)( 2)
[( 3)( 2) ]
( 1) 2 [( 3)( 2) ]
: ,

n k k
n k k
n n k k
k
k k
k
n n k
n n k k
n n k
c x k k c x c x
k k c c x
n n c x c x c k k c c x
Note For the shifting summation approach
St

+ + +
+
= = = =
+
+
=

+ +
+
= = =
+ = + + +
= + + +
+ = + + + +

1. minimum ,
.
2. a
ep You may figure out the order of each component then take the terms
out from the summation
Step Substitute new index to the old one for preparing to combin .
3. .
e the summation
Step Create a new summation for the original subject
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6.1.2 Power Series Solutions
Definition 6.1 Ordinary and Singular Points
A point is said to be an ordinary point of the differential equation
if both P(x) and Q(x) in the standard form
are analytic at A point that is not an ordinary
point is said to be a singular point of the equation.

Considering the differential equation and

0
x
2 1 0
( ) ( ) ( ) 0, a x y a x y a x y '' ' + + =
( ) ( ) 0 y P x y Q x y '' ' + + =
0
. x
1 0
2
2 2
( ) ( )
For analytic, it means that ( ) 0 in 0.
( ) ( )
a x a x
a x y y y
a x a x
'' ' = + + =
cos 0
x
y x y e y '' ' + + = ln 0.
x
y x y e y '' ' + + =
cos 0 ln 0
cos 0 ln 0
( ) cos , ( )
x x
x x
x
y x y e y y x y e y
For y x y e y For y x y e y
P x x Q x e
'' ' '' ' + + = + + =
'' ' '' ' + + = + + =
= = ( ) ln , ( )
0 point, 0 singular point,
( ) ( ) . ( )
x
P x x Q x e
x is the ordinary x is a
because P x and Q x are analytic because P x is not analyti
= =
= =
. c
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Polynomial Coefficients

2 1 0
,
points denominator .
if a ( ), a ( ), ,and a ( ) are polynomials with no common factors,
then
A polynomial is analytic at any value x and a rational function
is analytic except at where its is zero
Thus x x x
0 1
2 2
2
0 2 1 0 2 0
0
a ( ) a ( )
both rational function P(x)= and Q(x)= are analytic except
( ) ( )
where a ( ) 0.
point ( ) ( ) ( ) 0, ( ) 0,
singular point
x x
a x a x
x
For x x is an ordinary of a x y a x y a x y if a x
whereas x x is a
=
'' ' = + + = =
=
2 1 0 2 0
( ) ( ) ( ) 0, ( ) 0. of a x y a x y a x y if a x
'' '
+ + = =
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2 2
2
: ( 1)( 3) ( 1) ( 1)( 3) 0
singular points.
( 1)

( 1)(
Example If the equation is x x y x y x x y
Consider for the ordinary and
x
The original equation can be rewritten to y
x x
'' ' + + + + + + =
+
'' +
2 2 2
2 2
2 2
( 1)( 3)
0.
3) ( 1)( 3)
1. ( ) ( 1)( 3) , ( ) 0 point
, 1, -3.
2.
x x
y y
x x
For a x x x let a x to calculate the possible that make the function
not analytic so x
P
+ +
' + =
+ +
= + =
=
2 2
2 2
( 1) 1
( )
( 1)( 3) ( 1)( 3)
( 1)( 3) 1
( )
( 1)( 3) 1
3. 1 2.
1, -3 singular point .
: 1, -3
x
x
x x x x
x x
Q x
x x x
Combining and
So x are the for this function
Note x
+
= =
+ +
+ +
= =
+
=
= singular point
6.2.
are also called the regular
in Definition
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Theorem 6.1 Existence of Power Series Solutions
If is an ordinary point of the differential equation
we can always find two linearly independent
solutions in the form of a power series centered at -that is,

A series solution converges at least on some interval

defined by whereas R is the distance from to the closest
singular point.

A solution of the form is said to be a solution about the ordinary point

0
x x =
2 1 0
( ) ( ) ( ) 0, a x y a x y a x y '' ' + + =
0
x
0
0
( ) .
n
n
n
y c x x
=
=
0
, x x R <
0
x
0
0
( )
n
n
n
y c x x
=
=
0
. x
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Example 2. Power Series Solutions
Solve

0. y xy '' + =
-2
0 2
singular points, 6.1
0, .
( -1) into

n n
n n
n n
There are no finite Theorem guarantees
two power series solutions centered at convergent for x
Substituting y c x and y c n n x the
differential equatio

= =
<
= = ''

-2 1 0 -2 1
2
2 0 3 0
0 1 1
2 3
0 0
2
-3
sec

.
( -1) 2 ( -1)
2 ( 3)( 2)
2 ( 3)( 2)
n n n n
n n n n
n n n n
k k
k k
k k
let k n
for the ond term
and let k n
for the third term
n
y xy c n n x c x c x c n n x c x
c x c k k x c x
c k k

+ +
= = = =

+ +
+
= =
=
=
+ = + = + + ''
+ + + +
= + + +

=

1
3
0
0
k
k k
k
c c x
+
+
=
(

+ =
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| |
1
2 3
0
2 3
2 3
, 2 ( 3)( 2) 0.
2 0 ( 3)( 2) 0, 0,1, 2, .
0 , 0,1, 2 .
( 3)( 2)
into
k
k k
k
k k
k
k
x x satisfies c k k c c x
We should let c and k k c c where k
c
So we get c and c k
k k
Substitute the value of k the recur
+
+
=
+
+
< + + + + =
= + + + = =
= = =
+ +
0 0
3
1 1
4
2
5
3 0 0
6
4 1 1
7
5 2
8
,
0,
2 3 6
1,
4 3 12
0
2, 0
5 4 20
1
3,
6 5 30 6 180
1
4,
7 6 42 12 504
1
5, 0
8 7 56 20

sive term
c c
k c
c c
k c
c
k c
c c c
k c
c c c
k c
c c
k c
= = =
= = =
= = = =
| |
= = = =
|
\ .
| |
= = = =
|
\ .
| |
= = = =
|
\ .
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| |
1
3
0
3 6 4 7
0 1
0
3 6
0
( 3)( 2)
1
6 180 12 504
into .
, 1
6 180
k
k k
k
n
n
n
So we reconstruct the term k k c c x
x x x x
to be the form of c c x
We substitue it the origin series y c x
x x
So we get y c
+
+
=
=
+ + +
| | | |
+ + +
| |
\ . \ .
=
|
= +
4 7
1
0 1 1 2
3 2
1
1
3 1
2
1
.
12 504
( ) ( ),
( 1)
( ) 1
2 3 (3 1)3
( 1)
( )
3 4 (3 )(3 1)

n
n
n
n
n
n
x x
c x
Another description of y c y x c y x
we get y x x
n n
y x x x
n n
=
| | |
+ +
| |
. \ .
= +
= +

= +
+
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Example 3. Power Series Solution
Solve
2
( 1) 0. x y xy y '' ' + + =
singular points ,
0 1, 1 distance
.

There shows at x i and so the power series solution
centered at will converge at least for x where is the
in the complex plane from the origin to x i
Substituing y c
=
<
=
=
1
1
0
-2
2
, ,
( -1) into .
n
n
n
n
n
n
n
n
n
y nc x and x
y c n n x the differential equation
=
' =
= ''

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2
1
0 1
2 0 3 1 1
2

-2
2 2 0
-2
2 4 2
( 1)
(2 ) (6 )
( -1) ( -1)
( -1) ( -1)
n
n
n
n
n
n
le
let k n
for another summations
n n n
n n n
n n n
n n n
n n n
n n n
x y xy y nc x
c c x c c c x nc x
c n n x c n n x c x
c n n x c n n x c x
=
=

= = =

= = =
'' ' + + = + +
= + + + + +
=

| | { }
-2

1
2 0 3
2
1
2 0 3 2
2
2 2 2
2
2 6 ( 2)
2 6 ( -1) 1 ( 2)( 1) 0
0 , 1.

( -1) ( 1)
t k n
for the fourth term
k
k
k
k k
k k k
k k k
k k k
k
k
c c c x k k kc x
c c c x k k k c k k c
For the equality of the equation to x x
We have
c k x c k x c x
x
=
=
+

+
= = =
=
+ + + + +
= + + + + + + =
<
+

| |
2 0 3 2
0 2 3 2
2 0, 6 0, ( -1) 1 ( 2)( 1) 0, k=2,3,4, .
( 1)( 1) -1
2 , 0, - - , 2.3.4. .
( 2)( 1) 2
k k
k k k
c c c and k k k c k k c
k k k
c c c c c c k
k k k
+
+
= = + + + + =
+
= = = = =
+ + +
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4 2 0 0
5 3
6 4 0 0
7
2 4
0 1 0 1
0
,
1 1 1 1
2, - - -
4 4 2 8
2
3, - 0
5
3 1 1 1
4, - -
6 2 8 16
5, 0

1 1
(1 ) ( )
2 8
n
n
n
By iteration of k we get
k c c c c
k c c
k c c c c
k c
So we rewritten the power series y c x to y c x x c x c y x
=
| |
= = = =
|
\ .
= = =
| |
= = = =
|
\ .
= =
= = + + + =
1 2
2 1 2
1
2
2
( ).
1 1 3 5 (2 3)
( ) 1 ( 1)
2 2 !
( ) , 1.
n n
n
n
c y x
n
Thus y x x x
n
y x x where x
=
+

= + +
= <
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Example 4. Three-Term Recurrence Relation
If we seek a power series solution for the differential equation

0
n
n
n
y c x
=
=
(1 ) 0. y x y
''
+ =
2 1
2 0 0
0 2 1
2 0
3 1 0
(1 ) ( 1)
(2 ) ( 1)

n n n
n n n
n n n
n n n
n n n
n n n
y x y c n n x c x c x
c c x c n n x c x c x
Let k

+
= = =

+
= = =
'' + =
= +
| | |

| |
2 0 2 1
1
1
2 0 2
- 2 1
2 ( 2)( 1) 0
, .
1
1.2.3. .
2 ( 2)( 1)
k
k k k
k
k k
k
n k n k n
c c c k k c c x
For the equality x x
c c
We get c c and c k
k k
+
=
+
= = = +
= + + + =
<
+
= = =
+ +
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2 0
1 0 0 1
3
0 1
2 1 1
4 0
3 2 0 1
5
0
2 3
0
into
1
,
2
1,
3 2 6 6
1
1
2
2,
4 3 12 12 24
3,
5 4 120 30

1 1 1
(1
2 6 24
n
n
n
Iterating the value k the recurrence relation
with the condition c c
c c c c
k c
c c
c c c
k c c
c c c c
k c
y c x
c x x
=
=
+
= = = +
+
+
= = = = +
+
= = = +
=
= + + +
4 5 3 4 5
1
1 1 1 1
) ( ).
30 6 12 120
x x c x x x x + + + + + + +
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Nonpolynomial Coefficients
The next example illustrates how to find a power series solution about the
ordinary point of a differential equation when its coefficients are
not polynomials.

Example 5. ODE with Nonpolynomial Coefficients
Solve
0
0 x =
(cos ) 0. y x y '' + =
2
0 2
2
0
0 point ,
cos 0.
, ( -1) ,
( 1)
cos into .
2 !
n n
n n
n n
n n
n
We see that x is an ordinary of the equation
because we know x is analytic at x
Substituting y c x y n n c x and
x
x the equation
n

= =
=
=
=
''
= =
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2
2
2 0 0
2 3 2 4 6 2
2 3 4 5 0 1 2
2 3
2 0 3 1 4 2 0 5 3 1
( 1)
(cos ) ( -1)
2 !
1 1 1
2 6 12 20 (1 )( )
2 24 720
1 1
2 (6 ) (12 ) (20 ) 0.
2 2
, .
k k
n n
n n
n k n
x
y x y n n c x c x
k
c c x c x c x x x x c c x c x
c c c c x c c c x c c c x
For the equality x x

= = =
'' + = +
= + + + + + + + + + +
= + + + + + + + =
<

2 0 3 1 4 2 0 5 3 1
2 0 3 1 4 0 5 1
2 4 3 5
0 1
0
1 1
2 0, 6 0, 12 0, 20 0, .
2 2
1 1 1 1
, , , , .
2 6 12 30
1 1 1 1
(1 ) ( ).
2 12 6 30
n
n
n
We get c c c c c c c c c c
So c c c c c c c c
y c x c x x c x x x
=
+ = = + = + =
= = = =
= = + + + + + +
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Solution Curves
The approximate graph of a power series solution can be
obtained in several ways. We can always resort to graphing the terms in
the sequence of partial sums of the seriesin other words, the graphs of
the polynomials

For a large value of N,

By this, will give us some information about the

behavior of y(x) near the ordinary point.

0
n
n
n
y c x
=
=
( )
0
.
N
n
N n
n
S x c x
=
=
( )
arg arg
0
lim lim .
N
n
N n
N is l e N is l e
n
S x c x y
=
=

( )
0
N
n
N n
n
S x c x
=
=
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Remarks
Even though we can generate as many terms as desired in
series solution either through the use of a
recurrence relation or, as in Example 4, by multiplication, it
may not be possible to deduce any general term for the
coefficients We may have to settle, as we did in Example 4
and 5, for just writing out the first few terms of the series.
0
n
n
n
y c x
=
=
.
n
c
NCCU
6.2 Solutions About Singular Points
The two differential equations are similar
only in that they are both examples of simple linear second-order
equations with variable coefficients.

We saw in the preceding section that since x=0 is an ordinary
point of the first equation, there is no problem in finding two
linear independent power series solutions centered at that point.

In the contrast, because x=0 is a singular point(which is defined
in Definition 6.1) of the second ODE, finding two infinite series
solutions of the equation about that point becomes a more
difficult task.
2
0 and x 0 y xy y y '' '' + = + =
NCCU
Regular and Irregular Singular Points

Definition 6.2 Regular and Irregular Singular Points

0
2 1 0
singular point
( ) ( ) ( ) 0
.

A at x x of a linear differential equation
a x y a x y a x y
is further classified as either regular or irregular The classification again
depends on the
=
'' ' + + =
1 0
2 2
standard
( ) ( ) 0.
( ) ( )
: ( ) ( ) .
( ) ( )
functions P and Q in the form
y P x y Q x y
a x a x
Note Where P x and Q x
a x a x
'' ' + + =
= =
0
2
2 1 0 0 0
0
singular point singular point
( ) ( ) ( ) 0, ( ) ( ) ( - ) ( ) ( ) ( - )
. sing
A x is said to be a regular of the differential equation
a x y a x y a x y if the function p x P x x x and q x Q x x x
are both analytic at x A
'' ' + + = = =
ular point
singular point .
that is not regular is said to be an
irregular of the equation
NCCU

Example 1. Classification of Singular Points
0
2
0
2 2 2 2
0 0 0 0 0
singular point ( ) ( ) 0,
( - ) ,
( - ) ( - ) ( ) ( - ) ( ) 0 ( - ) ( - ) ( ) ( ) 0.

If x x is a regular of the differential equation y P x y Q x
then multiplying x x in both side
x x y x x P x y x x Q x y x x y x x p x y q x y
For reg
'' ' = + + =
'' ' '' ' + + = + + =
2
0 0
0
2
0 0 0
singular point ( ) ( ) ( - ) ( ) ( ) ( - )
.
( - ) ( - ) ( ) ( ) 0, point .
ular p x P x x x and q x Q x x x
are both analytic at x
So x x y x x p x y q x y where p and q are analytic at the x x
= =
'' ' + + = =
2 2
2
2 -2 singular points
( - 4) 3( 2) 5 0.
( ) ( ) 0,
3( 2)
( )
( - 4
It should be clear that x and x are of
x y x y y
Comparing with the general form of y P x y Q x y
x
it is clearly that P x
x
= =
'' ' + + =
'' ' + + =
=
2 2 2 2
2
0 0
2
0 0
3 5
( ) .
) ( 2) ( 2) ( - 4)
( - ) ( - ) ( ) ( ) 0,
( ) ( ) ( - ) ( ) ( ) ( - ) .
and Q x
x x x
By the equivalent form x x y x x p x y q x y
where p x P x x x and q x Q x x x
= =
+
'' ' + + =
= =
NCCU
2
2 2
2 -2 singular point.
3 5
2, ( ) ( - 2) ( ) ( ) ( - 2) ( ) .
( 2) ( 2)
( ) ( ) 2, 2 singular po
Checking x and x is the regular or irregular
First if x p x x P x and q x x Q x
x x
From p x and q x are analytic at x so x is a regular
= =
= = = = =
+ +
= =
2
2
int.
3 5
-2, ( ) ( 2) ( ) ( ) ( 2) ( ) .
( 2)( 2) ( 2)
( ) -2, ( ) -2.
, -2 singular poi
Second if x p x x P x and q x x Q x
x x x
Although q x is analytic at x p x is not analytic at x
Combining these conditions x is an irregular
= = + = = + =
+
= =
= nt.
NCCU
Theorem 6.2 Frobenius Theorem
If is a regular singular point of the differential equation
then there exists at least one solution of the
form

where the number r is a constant to be determined. The series will
converge at least on some interval

If we consider a differential equation that has a regular singular point,
then we can substitute into the DE like the approach

we did before by using the power series to solve with the ordinary point.
0
x x =
2 1 0
( ) ( ) ( ) 0, a x y a x y a x y '' ' + + =
0 0 0
0 0
( ) ( ) ( ) ,
r n n r
n n
n n
y x x c x x c x x

+
= =
= =

0
0 . x x R < <
0
0
( )
n r
n
n
y c x x
+
=
=
NCCU
Example 2. Two series solutions
0
1
0 1
1
0 1
0 singular point
3 - 0,
.
,
(
n r
n
n
r r n r
n
r
Because x is a regular of the differential equation
xy y y
we try to find a solution of the form y c x
From y c x c x c x
y c rx c
+
=
+ +
=
'' ' + =
=
= + + + +
' = +
1 1
0
2 1 2 2
0 1
0
1 ) ( ) ( )
( 1) (1 ) ( )( 1) ( )( 1) ,
, , into .
3 - 3 ( )( 1
r n r n r
n n
n
r r n r n r
n n
n
n
r x c n r x n r c x
y c r r x c r rx c n r n r x c n r n r x
now we substitute y y and y the equation
xy y y c n r n r
+ +
=
+ +
=
+ + + + + = +
'' = + + + + + + + = + +
' ''
'' ' + = + +
| |

1 1
0 0 0
1 1 1
0
1 1 0
-1
2 3
1
0

4
) ( )
3 ( 1) 3 ( )( 1) ( )
(3 - 2)
nd rd
th
n r n r n r
n n
n n n
r n r n r n r
n n n
n n n
let k n
for and term
r
let k n
for term
x n r c x c x
r r r c x c n r n r x n r c x c x
r r c x

+ + +
= = =

+ + +
= = =
=
=
+ +
= + + + + + +
= +

| |
1
0
( 1)(3 3 1) 0
k r
k k
k
k r k r c c x
+
+
=
+ + + + =
NCCU
0 1
0
(3 - 2) 0 ( 1)(3 3 1) 0, 0,1, 2, .
0, , ' .
, (3 - 2) 0
k k
This implies r r c and k r k r c c k
If we let c we will see the all terms in recursive term that will equal to zero it s a trivial solution
So we choose r r a
+
= + + + + = =
=
=
1
1 1
2 1
, 0,1, 2, .
( 1)(3 3 1)
0, , 0,1, 2, (1)
( 1)(3 1)
2
, , 0,1, 2, . (2)
3 ( 1)(3 5)
(1)
k
k
k
k
k
k
c
nd c k
k r k r
c
If r c k
k k
c
r c k
k k
From we get
+
+
+
= =
+ + + +
= = =
+ +
= = =
+ +
0
1 0 1
0 0
2 2
0
3
(2)

5

8 80

168
From we get
c
c c c
c c
c c
c
c
= =
= =
=
0
3
0 0

2640

! 1 4 (3 2) ! 5
n n
c
c
c c
c c
n n n
=
= =

.
8 11 (3 2) n +
NCCU
0
0
1
1
2
3
2
1
, .
- .
1
( ) 1
! 1 4 (3 2)
1
( ) 1
! 5 8 11 (3 2)
n
n
n
n
From each set contains the same coefficient c so we omit the term
So we find two independent solutions on the entired x axis
y x x x
n n
y x x x
n n
=
=
(
= +
(

= +
+
1 2
.
( ) ( )

By the ratio test it can be demonstrated that both y x and y x converge
for all finite values of x
(
(

1 1 2 2
, .
, superposition , ( ) ( )
. interval ,

that is x
Hence by the principle y c y x c y x is another solution
of this differential equation On any not containing the origin this linear
combinition represents t
<
= +
. he general solution of the differential equation
NCCU
Indicial Equation
Equation is called the indicial equation of the previous example,
and the value are called the indicial roots, or exponents, of
the singularity x=0.

In general, after substituting into the given
differential equation and simplifying, the indicial equation is a quadratic
equation in r that results from equating the total coefficient of the lowest
power of x to zero.

We solve for the two values of r and substitute these value
into a recurrence relation such as

By Theorem 6.2, there is at least one solution of the assumed
series form that can be found.
(3 2) 0 r r =
1 2
2
0
3
r and r = =
0
n r
n
n
y c x
+
=
=
1
.
( 1)(3 3 1)
k
k
c
c
k r k r
+
=
+ + + +
NCCU
Example for Indicial Equation

| |
2
2 2
2
0
( ) ( ) 0, ,
( ) ( ) 0.
, ( ) ( )
( ) ( ) .
, ( )
From y P x y Q x y if we multiply x on both side
we get x y x xP x y x Q x y
As the previous concept we know that the p x xP x and
q x x Q x are both analytic
So we let p x a a
'' ' + + =
'' ' ( + + =

=
=
= +
2 2
1 2 0 1 2
0
2 2
0 1 2 0 1 2
0 0 0
( ) .
, ( ), ( ) into ,
( )( 1) ( ) 0.

n r
n
n
n r n r n r
n n n
n n n
x a x and q x b b x b x
Substituting y c x p x and q x the differential equation
n r n r c x n r a a x a x c x b b x b x c x
As w
+
=

+ + +
= = =
+ + = + + +
=
( ( + + + + + + + + + + + =

0 0
, ,
0, ( -1) 0.
r
e find the indicial equation we will take from the lowest order of n like x
so we let n we get the indicial equation r r ra b = + + =
NCCU
Three Cases
Case I:

Case II:
1 2
1
2 2 1 0
0
integer,
( )
( ) ( ) ( ) ( ) 0
.
n r
n
n
If r and r are ristinct and do not differ by an
then there exist two linearly independent solutions y x
and y x of equation a x y a x y a x y of
the form y c x This is
+
=
'' ' + + =
=
2. the case of Example

1
1 2
2 1 0
1 0
0
, integer,
( ) ( ) ( ) 0
( ) , 0

n r
n
n
If r r N where N is a positive then there exist two linearly
independent solutions of equation a x y a x y a x y of the form
y x c x c
+
=
=
'' ' + + =
= =
2
2
2 1 0
0
2 1
0
2
( ) ( ) ln , 0,
constant .
: ( ) ( ) ln ?
( )
n r
n
n
n r
n
n
y x Cy x x b x b
where C is a that could be zero
Note Why y x is equal to Cy x x b x and how to obtain it
The solution y x can be obtained by y
+
=
+
=
= + =
+
2 1
2
1
exp( ( ) )
( ) ( ) dx .
( )
P x dx
x y x
y x
=
}
}
NCCU
( )
1 1 1 2 1 1 1
2 2 2 1 2 2 2
1 2 2 1 1 2 2 1
1 2 2 1
( ) ( ) 0,
( ) ( ) 0 ( ) ( ) 0 (1)
( ) ( ) 0 ( ) ( ) 0 (2)
(2) - (1),
( ) 0
( ) (
From y P x y Q x y we get
y P x y Q x y y y P x y Q x y
y P x y Q x y y y P x y Q x y
By
y y y y P x y y y y
y y y y P
'' ' + + =
( '' ' '' '
+ + = + + =
(

( '' ' '' '
+ + = + + =
(

'' '' ' '
+ =
' '
' +
( ) 1 2 2 1
1 2 2 1
1 2 2 1
2 2
1 1
2
2
1 1
2
2
1 1
2 1
2
1
) 0 " "
exp( ( ) )
exp( ( ) )
exp( ( ) )
( )
exp( ( ) )
, 1,
exp( ( ) )

x y y y y First order linear differential equation
y y y y c P x dx
c P x dx
y y y y
y y
c P x dx
y
d
y y
c P x dx
y
let c
y y
P x dx
so y y
y
' '
=
' '
=
' '
= =
=
}
}
}
}
}
}
2
. ( ) using . So you can calculate y x by the formula
}
NCCU
Case III: If then there always exists two linearly
independent solutions of of the form

1 2
r r =
2 1 0
( ) ( ) ( ) 0 a x y a x y a x y '' ' + + =
1
2
1 0
0
2 1
1
2 2 1
2
1
2
( ) , 0
( ) ( ) ln ,
exp( ( ) )
( ) ( ) ( ) dx .
( )
: ( )
n r
n
n
n r
n
n
y x c x c
y x Cy x x b x
P x dx
The solution y x can also be obtained by y x y x
y x
Note We will see how the formula of y x works by the following exa
+
=
+
=
= =
= +
}
}
. mple
NCCU
Example 5.
Find the general solution of 0. xy y '' + =
1 2 1
2 1 2
1
2 3 4
1
1
2 1
( ) 4. ( ) ( ) into
exp( ( ) )
( ) ( ) .
( )
1 1 1
( )
2 12 144
: 4. ( ).
exp( 0
( ) ( )
You can use y x of Example and find y x by substituting y x
P x dx
y x y x dx
y x
y x x x x x
Note There is wrong in Example for y x
d
y x y x
=
= + +
=
}
}
2
2 3 4
1 1 2
3 4 5
2
1
2
2 1 1
)

1 1 1
2 12 144
1 1 7 19
( ) ( )
5 7 12 72
-
12 12
1 7 19
( ) ln
12 144
1 7 19
( ) ( ) ln .
12 144
interval (0, )
x
dx
x x x x
dx
y x y x x dx
x x
x x x x
y x x x x
x
y x y x x y x x
x
On the
(
+ +
(

(
= = + + + +
(
(

+ +
(

(
= + + + +
(

(
= + + + +
(

}
}
} }
1 1 2 2
, ( ) ( ). the general solution is y c y x c y x = +
NCCU
Remark
When the difference of indicial roots is a positive integer
it sometimes pays to iterate the recurrence relation using
the smaller root first.

Since r is the root of a quadratic equation, it could be complex.
Here we do not concern this case.

If x=0 is an irregular singular point, we may not be able to find
any solution of the form
1 2
r r
1 2
( ), r r >
2
r
0
.
n r
n
n
y c x
+
=
=
NCCU
6.3 Two Special Equations
The two differential equations

occur frequently in advanced studies in applied mathematics,
physics, and engineering.

They are called Bessels equation and Legendres equation,
respectively.

In solving (1) we shall assume whereas in (2) we shall
consider only the case when n is a nonnegative integer.

2 2 2
2
( ) 0 (1)
(1- ) - 2 ( 1) 0 (2)
x y xy x y
and x y xy n n y
v '' ' + + =
'' ' + + =
0, v >
NCCU
Solution of Bessels Equation
Substituting into the Bessels equation,
0
n r
n
n
y c x
+
=
=
( )
{ }
( )
2 2
0 0 0 0
2 2 2 1
0 1
2
2 2
2
0
2
2 2 2
1 2 2
( )( 1) ( )
( ) ( 1) ( 1)
2 0
0, ( , - ) 2 0
n r n r n r n r
n n n n
n n n n
r r
k r
k k
k
k k
n r n r c x n r c x c x c x
c r r r x c r r r x
k r r c c x
Taking r r r and k r r c c
v
v v
v v v

+ + + + +
= = = =
+
+ +
+
=
+
+ + + + +
( = + + + + + +

(
+ + + =

(
= = = + + + =

1 1 2
1
2
2
2
,
, 0, , 0,1, 2, .
( 2)( 2 2 )
0, 0, 1, 3, 5, 7, .
2 2 , 1, 2, 3, , .
2 ( )
k
k
k
n
n
c
we get r r c and c k
k k
If c it is easy to say c k
c
Let k n n so c
n n
v
v
v
+
= = = = =
+ + +
= = =
+ = = =
+
NCCU
0
2
2
0 2
4
2 4
0 4
6
2 6
0
2
2

2 1 (1 )

2 2 (2 ) 2 1 2 (1 )(2 )

2 4 (4 ) 2 1 2 3 (1 )(2 )(3 )

( 1)
, 1, 2, 3, .
2 !(1 )(2 ) ( )

n
n
n
c
Thus c
c c
c
c c
c
c
c n
n n
First we defin
v
v v v
v v v v
v v v
=
+

= =
+ + +

= =
+ + + +
= =
+ + +
0
2
2
(1 ) ( ),
(1 1) (1 ) (1 ) (1 ) ( ) (1 ) ( 1) ( 1)
(1 )!
, (1 ) denominator,
( 1) (1 )
,
2 ! (1 )(1 )(2 ) ( )
n
n
n
e the gamma function
So we multiply at the numerator and
c
c n
n n
v v v
v v v v v v v v v v
v
v
v
v v v v
I + = I
I + + = + I + = + I = + I
= = +
I +
I +
= =
I + + + +
0 0
2
2 2
1, 2, 3, .
(1 )(1 )(2 ) ( ) !(1 )(2 ) ( ) (1 ),
( 1) (1 ) ( 1) (1 )
.
2 ! !(1 )(2 ) ( ) 2 ! (1 )
n n
n
n n
From n n n
c c
c
n n n n
v v v v v v v v v
v v
v v v v v
I + + + + = + + + = I + +
I + I +
= =
+ + + I + +
NCCU
1
2 2
1 0 2 2
0
2
2 0 0
2
0 0
2
1 0 1 1 1
0
,
( 1) (1 ) ( 1) (1 )2
2 ! (1 ) ! (1 ) 2
( 1)
(1 )2 , ( ).
! (1 ) 2

r n
n
n
n
n n
n
n
n n
n
n
n
So y x c c x x c x
c c x
x x
n n n n
x
Let a c then y a a J x
n n
We denoted th
v
v
v
v
v
v
v
v v
v v
v
v
=
+

= =
+
=
( = + + =

I + I +
| |
= =
|
I + + I + +
\ .
| |
= I + = =
|
I + +
\ .
2
0
2
2
2 2 2
0
2
0
( 1)
( ) .
! (1 ) 2
into ,
( 1)
( ).
! (1 ) 2
( 1)
( )
! (1 ) 2

n
n
n
n
n
n
n
n
n
x
at J x
n n
If we take r the equation we will get
x
y a a J x
n n
x
We denoted that J x
n n
Thus y y
v
v
v
v
v
v
v
v
v
v
+
| |
=
|
I + +
\ .
=
| |
= =
|
I +
\ .
| |
=
|
I +
\ .
=
1 2 1 2
-
( ) ( ) ( ) ( ).
: ( ) ( )
- , .
x y x a J x a J x
Note J x and J x are called Bessel functions of the first kind
of the order and repectively
v v
v v
v v
+ = +
NCCU

Example 1. General Solution: Not an Integer

0

, 0,1, 2, .
( ) ( ) ( 1) ( ) ( ) ( ) ( 1) ( )
0, 0
( ) (0) ( ) lim ( )
1, 1
: ( ) ( )
m m
m m m m
m m
x
m m
First we talk about the properties of Bessel functions
of order m m
i J x J x ii J x J x
m
iii J iv Y x
m
Note J x and J x are li
+
=
= =
>
= =
, 0,1, 2, . near dependent where m =

v
1
2
2 2
1 2 1
2

1 1
( ) 0 (0, ), .
4 2
( ) ( ).
Put out atteneion on this differential equation
x y xy x y on we can see that
Then the general solution is y c J x c J x
v
'' ' + + = =
= +
NCCU
Bessel Functions of the Second Kinds
-
2 2 2
1 2 1 2
cos ( ) - ( )
integer, ( ) ,
sin
( ) ( )
( - ) 0, ( ) ( ) ( ) ( ).
integer,
J x J x
If by linear mapping Y x
J x and Y x can be the linearly independent solutions of
x y xy x y so y c J x c J x or y c J x c Y x
If
v v
v
v v
v v v v
vt
v
vt
v
v
= =
'' ' + + = = + = +
=
2 2 2
1 2
' ' lim ( ) .
( ) lim ( ), ( ) ( )
( - ) 0, ( ) ( ).
:
m
m m m
m
according to L Hospital s rule that Y x exists
By linear mapping Y x Y x Y x and J x are the linearly
independent solutions of x y xy x m y so y c J x c Y x
Note W
v
v
v
v
v v
=
'' ' + + = = +
1 2
2 2 2
( ) ( ),
( ) ( ) .
, ( ) 0
(0, ) model
e drop the solution of y c J x c J x
because J x and J x are linear dependent from the previous page
So for any value of the general solution of x y xy x y
on can be
v v
v v
v v
= +
'' ' + + =
1 2
ed ( ) ( ).
: ( ) second .
by y c J x c Y x
Note Y x is called the Bessel function of the kind of order
v v
v
v
= +
NCCU
Following plot will show us the first and second kind of Bessel
function.
NCCU
Example 2. General Solution: an Integer

Parametric Bessel Equation
v
2 2
2
1 3 2 3
( - 9) 0 (0, ),
9 3,
( ) ( ).
Considering x y xy x y on
we see and so the general solution is
y c J x c Y x
v v
'' ' + + =
= =
= +
2 2 2 2
1 2
1 2
( - ) 0,
( ) ( )
( ) ( ), integer.
: .
For the parametic equation x y xy x y
the general solution y c J x c Y x or
y c J x c J x where
Note We will prove it at the next page
v v
v v
v

v
'' '
+ + =
= +
= + =
NCCU
2 2 2 2
2 2
2
2 2
2
2 2 2 2 2
2
2
2 2 2
2
1
( - ) 0, let z= x,
dy dy
then , y = ,
dx
dy d y
.
into the DE,
( - ) 0
( - ) 0
,
From x y xy x y
dy dz
dz dx dz
d y d dz
dx dz dz dx dz
Substituting we get
d y dy
x x x y
dz dz
d y dy
z z z y
dz dz
So y c J
v
v

v
v
'' ' + + =
' =
| |
= =
|
\ .
+ + =
+ + =
=
2 1 2
1 2 1 2
( ) ( ) ( ) ( ).
( ) ( ) ( ) ( ).
z c Y z or y c J z c J z
Then y c J x c Y x or y c J x c J x
v v v
v v v v

+ = +
= + = +
NCCU
Example 4. Derivation Using the Series Definition

1
2
0
2
0
2 2
0 0
( ) ( ) ( ).
( 1)
( ) ,
! (1 ) 2
( 1) (2 )
( )
! (1 ) 2
( 1) ( 1)
2
! (1 ) 2 ! (1 ) 2
n
n
n
n
n
n
n n
n n
n n
Derive the formula xJ x J x xJ x
x
From J x
n n
n x
xJ x
n n
x n x
n n n n
v v v
v
v
v
v
v v
v
v
v
v
v
v v
+
+
=
+
=
+ +
= =
'
=
| |
=
|
I + +
\ .
+
| |
'
=
|
I + +
\ .

| | | |
= +
| |
I + + I + +
\ . \ .
2 1
1
2 1
1
0
( 1)
( ) , -1
( 1)! (1 ) 2
( 1) ( 1)
( ) ( ) ( ).
! (2 ) 2
n
n
n
k
k
k
n x
J x x let k n
n n
k x
J x x J x xJ x
k k
v
v
v
v v v
v
v
v v
v
=
+ +
+
=
| |
= + =
|
I + +
\ .
+
| |
= =
|
I + +
\ .
NCCU

Spherical Bessel Functions

1
1
-
1
- - 1 - - -
1
4. ( ) ( ) ( ),
, ( ) ( ) ( ).
( ) ( ) ( ), .
( ) ( ) ( ) ( )
From the example xJ x J x xJ x we divide
x at both side J x J x J x
x
J x J x J x multiply x at both side
x
d
x J x x J x x J x x J x x J
dx
v v v
v v v
v
v v v
v v v v v
v v v v
v
v
v
v
+
+
+
+
'
=
'
=
'
=
'
( = =

1
0 1 0 1
( ).
, ( ) ( ) ( ).
x
So J x J x and Y Y x
v +
' '
= =
integer, ,
1 3 5
, , , , ( )
2 2 2
expressed sin ,
cos , .
When the order is half an odd that is
the Bessel function of first kind J x
can be in terms of the elementary functions x
x and powers of x Such Bessel
v
v
v =

.
functions are called
Spherical Bessel functions
NCCU
Example 5. Spherical Bessel Function with
1
.
2
v =
1
2
1
2
2
1
0
2
3
expression ( ).
1 ( 1)
, ( ) .
1
2 2
! (1 )
2
1
(1 ) ( ) ( ) ,
2
1 1
0: (1 )
2 2
3 3 1 3!
1: (1 )
2 2 2 2

1 (2
: (1 )
2
n
n
n
Find an alternative for J x
x
With we get J x
n n
By and we find
n
n
n n n
v
o o o t
t
t t
+
| |
= =
|
\ .
I + +
I + = I I =
= I + =
= I + = =
= I + + =
2 1
1
2
2
2 1
1
0 0
2
2 1
3 5 2 1
0
1
2
-1)!
.
2 !
( 1) 2 ( 1)
, ( ) .
(2 -1)!
2 (2 1)!
!
2 !
1 1 ( 1)
sin - ,
3! 5! (2 1)!
2
( ) sin .
n
n
n n
n
n n
n
n
n
n
n
n
x
So J x x
n
x n
n
n
From x x x x x
n
so we get J x x
x
t
t
t
t
+
+

+
= =
+
+
=

| |
= =
|
+
\ .
= + =
+
=

NCCU
Now we bring out an extra concept that is not mentioned in
textbook, that is, the Modified Bessel Equation.

2 2 2
2 2 2 2
1 2
1 2
( ) 0 .
( ) 0.
( ) ( ), 0,1, 2, 3, ,
( ) ( ),
u u
u u
x y xy x u y is called the Modified Bessel Equation
It changes from x y xy i x u y We get the general
solution y c J ix c Y ix where u or
y c J ix c J ix where u
'' ' + + =
'' ' + + + =
= + =
= +
2 2
2
0 0
2
2
0
2
2
0
0,1, 2, .
( 1) ( 1)
( )
! (1 ) 2 ! (1 ) 2
( 1)
( ).
! (1 ) 2
( 1)
( )
! (1 ) 2
n u n u
n n n u
u
n n
n u
n n
u u
u
n
n u
n n
u
n
ix i i x
And J ix
n n u n n u
i x
i i I x
n n u
i x
Where I x is called the
n n u
+ +

= =
+
=
+
=
=

| | | |
= =
| |
I + + I + +
\ . \ .
| |
= =
|
I + +
\ .
| |
=
|
I + +
\ .

-

" 1 ".
, ( ) ( ).
u
u u
Modified Bessel function of st kind
Following the similar approach you can get J ix i I x
=
NCCU

2 2 2
1 2
1 2
1 2
1
( ) 0,
( ) ( ), , 0,1, 2, .
modify ( ) ( ).
( ) ( ), , 0,1, 2, .
modify (
u u
u u
u u
m
From the equation x y xy x u y the solution is
y c J ix c J ix where u m m
We it to y AI x A I x
y c J ix c Y ix where u m m
We it to y AI x
'' ' + + =
= + = =
= +
= + = =
=
2
) ( ),
( ) ( )
( ) , ( ) ( ).
2 sin
( ) " 2 ".
lim
m
u u
u m u
u m
u
A K x
I x I x
where K x K x K x
u
K x is called the Modified Bessel function of nd kind
t
t
= =
NCCU
Example.

Solution of Legendres Equation
2 2
2 2 2 2
1 2
6 6
x ( 4 6) 0.
[(2 ) ( 6) ] 0
,
(2 ) (2 ).
Solve y xy x y
x y xy i x y
So the general solution
y c I x c K x
'' ' + + =
'' ' + + =
= +
| | | |
2
0
2
0 2 1 3
0 point (1- ) - 2 ( 1) 0,
into ,
(1- ) - 2 ( 1) ( 1) 2 ( 1)( 2) 6
(
n
n
n
Since x is the ordinary of the equation x y xy y
let y c x substitute the equation and combine the summation
x y xy y c c c c x
n
v v
v v v v v v
=
'' ' = + + =
=
'' ' + + = + + + + + +
| |
2
2
2)( 1) ( )( 1) 0.
n
n n
n
n c n n c x v v
+
=
+ + + + + =
NCCU
0 2
1 3
2
0
2
1
3
2
, ( 1) 2 0
( 1)( 2) 6 0
( 2)( 1) ( )( 1) 0
( 1)

2!
( 1)( 2)

3!
( )(

n n
n
From the previous equation c c
c c
n n c n n c
c
or c
c
c
n n
c
v v
v v
v v
v v
v v
v v
+
+
+ + =
+ + =
+ + + + + =
+
=
+
=
+
=
2
2 0
4
3 1
5
4 0
6
7
1)
, n 2, 3, 4, .
( 2)( 1)
n 2, 3, 4, into ,
( 2)( 3) ( 2) ( 1)( 3)
4 3 4!
( 3)( 4) ( 3)( 1)( 2)( 4)
5 4 5!
( 4)( 5) ( 4)( 2) ( 1)( 3)( 5)
6 5 6!
(
n
n
c
n n
Take c we get
c c
c
c c
c
c c
c
c
v v v v v v
v v v v v v
v v v v v v v v
+
+
=
+ +
=
+ + +
= =
+ + +
= =
+ + + +
= =
=
5 1
5)( 6) ( 5)( 3)( 1)( 2)( 4)( 6)
7 6 7!
c c v v v v v v v v + + + +
=
NCCU
2 4
0
3 5
1
0 1
2 4
3
( 1) ( 2) ( 1)( 3)
1
2! 4!
( 1)( 2) ( 3)( 1)( 2)( 4)
3! 5!
( ) ( ),
( 1) ( 2) ( 1)( 3)
( ) 1
2! 4!
( 1)( 2) ( 3)( 1)( 2)(
( )
3!
y c x x
c x x x
c U x cV x where
U x x x
V x x x
v v
v
v
v v v v v v
v v v v v v
v v v v v v
v v v v v
+ + +
(
= + +
(

+ + +
(
+
(

= +
+ + +
= +
+ +
= +
5
4)
.
5!
( ) , 0,1, 2, 3, " : integer."
( ) ( ) 1, .
, , 0,1, 2, 3, ,
(1
x
i If n n Note Here n means a nonnegative
U x and V x will diverge at x it violate the physic phenomenon
So n n the original equation becomes
v v
v
v
v
+

= =
=
= =
2
0 1
- ) - 2 ( 1) 0, 0,1, 2, 3, ,
( ) ( )
n n
x y xy n n y n the solution is
y c U x cV x
'' ' + + = =
= +
NCCU
( ) 0, 2, 4, , ( ) , ( ) infinit .
1, 3, 5, , ( ) infinite , ( ) .
, ( ) ( ),
n n
n n
n n
ii When n U x has a finite terms but V x has an e terms
n U x has an terms but V x has a finite terms
So we recombine the U x and V x
=
=
.
: infinite .
( )
, 0, 2, 4,
(1)
( ) ,
( )
, 1, 3, 5,
(1)
( ) " - '
n
n
n
n
n
n
put the same term together
Note Separate the terms and the finite terms
U x
n
U
Define P x
V x
n
V
where P x is the first kind of n th order Legendre s e
".
( ) (1), 0, 2, 4,
( ) ,
( ) (1), 1, 3, 5,
( ) "second - ' ".
n n
n
n n
n
quation
V x U n
Q x
U x V n
where Q x is the kind of n th order Legendre s equation
=
=

=
NCCU
2 3
0 1 2 3
3 5
0
3 5
1
2 2
3 5
2
1 1
( ) 1, ( ) , ( ) (3 1), ( ) (5 3 ).
2 2
1 1 1 1
( ) ln( )
3 5 2 1
1 1 1
( ) ( ) ln( ) 1
3 5 2 1
3 1 1 1 3 3 1 1 3
( ) ( ) ln( ) .
2 3 5 2 4 1 2

We get P x P x x P x x and P x x x
x
Q x x x x
x
x x
Q x x x x x
x
x x x
Q x x x x x x
x
The general sol
= = = =
+
= + + + =
+
= + + + =
+
= + + + =
expressed ( ) ( ).
1, ( ) , 0.
, 1, 3, 5,
, ( ), ( ) .
, 0, 2, 4,
( )
n n
n
n n
n
ution can be by y AP x BQ x
x Q x will diverge B
odd function n
So the solution is y AP x where P x
even function n
We will show the plot of P x at
= +
= =
=
= =

=
. next page
NCCU
Example from P305. Q19

Properties of

( )
n
P x
( ) ( ) ( 1) ( ) ( ) (1) 1
( ) ( 1) ( 1) ( ) (0) 0, 0
( ) (0) 0, .
n
n n n
n
n n
n
i P x P x ii P
iii P iv P n dd
v P n even
= =
= =
'
=
2
1 1
1 1
(1- ) - 2 2 0, 1.
1, ( ) ( ),
1
( ) ( ) ln( ) 1.
2 1
For x y xy y x
We get n so y AP x BQ x where
x x
P x x and Q x
x
'' ' + = <
= = +
+
= =
NCCU
Conclusion
Here we point out two type of these special function, it will be
categorized to represent with a special solution, that we will
find out in the mathematics handbook.

Chap6 Series Bessel Legendre

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Chap6 Series Bessel Legendre

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NCCU

Wireless Comm. Lab. 1

, , y y and y ' ''

2. the case of Example

, 0,1, 2, . near dependent where m =

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