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Find the general power series solution about \(z=0\) of the equation $$ z \frac{d^{2} y}{d z^{2}}+(2 z-3) \frac{d y}{d z}+\frac{4}{z} y=0. $$

Short Answer

Expert verified
The general power series solution is \[ y(z) = a_0 + a_1z + \sum_{n=2}^{\infty} \frac{-4 a_{n-1}}{n(n-3)}z^n \]

Step by step solution

01

- Assume a power series solution

Assume that the solution can be written as a power series: \[ y(z) = \sum_{n=0}^{\infty} a_n z^n \]
02

- Compute the derivatives

Compute the first and second derivatives of the assumed power series:\[ y'(z) = \sum_{n=1}^{\infty} n a_n z^{n-1} \]\[ y''(z) = \sum_{n=2}^{\infty} n (n-1) a_n z^{n-2} \]
03

- Substitute into the differential equation

Substitute the power series and its derivatives back into the differential equation:\[ z \left(\sum_{n=2}^{\infty} n (n-1) a_n z^{n-2}\right) + (2z-3)\left(\sum_{n=1}^{\infty} n a_n z^{n-1}\right) + \frac{4}{z} \left(\sum_{n=0}^{\infty} a_n z^n\right) = 0 \]
04

- Simplify and combine like terms

Simplify each term and combine like powers of \(z\). You should get:\[ \sum_{n=2}^{\infty} n (n-1) a_n z^{n-1} + 2 \sum_{n=1}^{\infty} n a_n z^n - 3 \sum_{n=1}^{\infty} n a_n z^{n-1} + 4 \sum_{n=0}^{\infty} a_n z^{n-1} = 0 \]
05

- Adjust indices to combine series

Adjust the indices of the summations so that all terms are in the same power of \(z\) for comparison:\[ \sum_{n=1}^{\infty} (n(n-1) + 2n - 3n + 4a_{n-1}) z^{n-1} = 0 \]
06

- Form the recurrence relation

From the simplified series, form the recurrence relation for the coefficients by setting the coefficient of \[ a_n = \frac{-4a_{n-1}}{n(n-3)} \]
07

- Solve the recurrence relation

Solve the recurrence relation to find the general form of the coefficients.For \(a_0\):\[ a_0 = a_0 \text{ (free parameter)} \]For \(a_1\):\[ a_1 = a_1 \text{ (free parameter)}\]For higher coefficients:\[ a_n = \frac{-4a_{n-1}}{(n)(n-3)} \]
08

- Write the general power series solution

Substitute the values of the coefficients back into the original power series:\[ y(z) = a_0 + a_1z + \sum_{n=2}^{\infty} \frac{-4 a_{n-1}}{(n)(n-3)}z^n \]

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Differential Equations
Differential equations are mathematical equations that relate some function with its derivatives. They are essential for modeling phenomena where change occurs, such as in physics, engineering, and economics.
In this exercise, we deal with a second-order linear differential equation, meaning it involves the second derivative of an unknown function. The power series method is particularly useful because it helps find solutions even when traditional methods fall short. By expressing the solution as a power series, we assume that our function can be written in the form of an infinite sum of terms, like this:
\ y(z) = \sum_{n=0}^{\infty} a_n z^n \
Here, \( a_n \) are coefficients we aim to determine. This approach can handle more complex differential equations, including those with varying coefficients, like the one given. Power series solutions help simplify and manage the complexity by breaking down the problem into more manageable steps.
Recurrence Relations
Recurrence relations arise naturally when solving differential equations through the power series method. They provide a way to determine each coefficient in the series from the previous ones.
In the solution process, after substituting the power series and its derivatives back into the differential equation, we end up with a series that must equal zero. To satisfy this equality, the coefficients of each power of \( z \) must individually sum to zero. This requirement yields a recurrence relation:
\ a_n = \frac{-4a_{n-1}}{n(n-3)} \
This relation helps us compute each \( a_n \) step by step, starting from initial values like \( a_0 \) and \( a_1 \), which are free parameters. By iteratively applying the recurrence relation, we can build the complete solution for the differential equation.
Series Expansion
Series expansion is a fundamental technique in calculus and analysis, where a function is expressed as an infinite sum of terms. In the context of solving differential equations, these expansions—known as power series—allow us to write solutions that can handle complex variable interactions.
The general form of a power series expansion is:
\ y(z) = \sum_{n=0}^{\infty} a_n z^n \
where \( a_n \) are the coefficients determined through methods like recurrence relations. In our exercise, after solving for the \( a_n \) terms, we substitute them back into this general form to obtain the solution:
\ y(z) = a_0 + a_1z + \sum_{n=2}^{\infty} \frac{-4 a_{n-1}}{(n)(n-3)} z^n \
This series effectively represents the solution to the original differential equation. Series expansions are valuable because they can provide highly accurate approximations to functions and their behavior over an interval or around a point like \( z=0 \).

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Most popular questions from this chapter

(a) Identify and classify the singular points of the equation $$ z(1-z) \frac{d^{2} y}{d z^{2}}+(1-z) \frac{d y}{d z}+\lambda y=0 $$ and determine their indices. (b) Find one series solution in powers of \(z\). Give a formal expression for a second linearly independent solution. (c) Deduce the values of \(\lambda\) for which there is a polynomial solution \(P_{N}(z)\) of degree \(N\). Evaluate the first four polynomials, normalised in such a way that \(P_{N}(0)=1\).

The origin is an ordinary point of the Chebyshev equation, $$ \left(1-z^{2}\right) y^{\prime \prime}-z y^{\prime}+m^{2} y=0 $$ which therefore has series solutions of the form \(z^{\sigma} \sum_{0}^{\infty} a_{n} z^{n}\) for \(\sigma=0\) and \(\sigma=1\). (a) Find the recurrence relationships for the \(a_{n}\) in the two cases and show that there exist polynomial solutions \(T_{m}(z)\) : (i) for \(\sigma=0\), when \(m\) is an even integer, the polynomial having \(\frac{1}{2}(m+2)\) terms; (ii) for \(\sigma=1\), when \(m\) is an odd integer, the polynomial having \(\frac{1}{2}(m+1)\) terms. (b) \(T_{m}(z)\) is normalised so as to have \(T_{m}(1)=1 .\) Find explicit forms for \(T_{m}(z)\) for \(m=0,1,2,3\). (c) Show that the corresponding non-terminating series solutions \(S_{m}(z)\) have as their first few terms $$ \begin{aligned} &S_{0}(z)=a_{0}\left(z+\frac{1}{3 !} z^{3}+\frac{9}{5 !} z^{5}+\cdots\right) \\\ &S_{1}(z)=a_{0}\left(1-\frac{1}{2 !} z^{2}-\frac{3}{4 !} z^{4}-\cdots\right) \\\ &S_{2}(z)=a_{0}\left(z-\frac{3}{3 !} z^{3}-\frac{15}{5 !} z^{5}-\cdots\right) \\\ &S_{3}(z)=a_{0}\left(1-\frac{9}{2 !} z^{2}+\frac{45}{4 !} z^{4}+\cdots\right) \end{aligned} $$

Find series solutions of the equation \(y^{\prime \prime}-2 z y^{\prime}-2 y=0\). Identify one of the series as \(y_{1}(z)=\exp z^{2}\) and verify this by direct substitution. By setting \(y_{2}(z)=u(z) y_{1}(z)\) and solving the resulting equation for \(u(z)\), find an explicit form for \(y_{2}(z)\) and deduce that $$ \int_{0}^{x} e^{-v^{2}} d v=e^{-x^{2}} \sum_{n=0}^{\infty} \frac{n !}{2(2 n+1) !}(2 x)^{2 n+1}. $$

Obtain the recurrence relations for the solution of Legendre's equation (16.35) in inverse powers of \(z\), i.e. set \(y(z)=\sum a_{n} z^{\sigma-n}\), with \(a_{0} \neq 0 .\) Deduce that if \(\ell\) is an integer then the series with \(\sigma=\ell\) will terminate and hence converge for all \(z\) whilst that with \(\sigma=-(\ell+1)\) does not terminate and hence converges only for \(|z|>1\).

(a) Verify that \(z=1\) is a regular singular point of Legendre's equation and that the indicial equation for a series solution in powers of \((z-1)\) has roots 0 and \(3 .\) (b) Obtain the corresponding recurrence relation and show that \(\sigma=0\) does not give a valid series solution. (c) Determine the radius of convergence \(R\) of the \(\sigma=3\) series and relate it to the positions of the singularities of Legendre's equation.

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