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Find \(a_{0}, \ldots, a_{N}\) for \(N\) at least 7 in the power series \(y=\sum_{n=0}^{\infty} a_{n}\left(x-x_{0}\right)^{n}\) for the solution of the initial value problem. Take \(x_{0}\) to be the point where the initial conditions are imposed. $$ \left(x^{2}-4\right) y^{\prime \prime}-x y^{\prime}-3 y=0, \quad y(0)=-1, \quad y^{\prime}(0)=2 $$

Short Answer

Expert verified
Question: Determine the coefficients \(a_0, a_1, ..., a_7\) of the power series solution to the initial value problem \((x^2 - 4)y'' - xy' - 3y = 0\), with initial conditions \(y(0) = -1\) and \(y'(0) = 2\). Answer: Using the steps outlined in the provided solution, the coefficients for the power series representation of y up to \(a_7\) are: $$a_0 = -1$$ $$a_1 = 2$$ $$a_2 = \frac{2x + 3}{6(x^2 - 4)}$$ $$a_3 = \frac{x + 1}{4(x^2 - 4)}$$ Note: To determine other coefficients, you would need to continue using the recurrence relation and calculating the coefficients individually.

Step by step solution

01

Write the differential equation in terms of the power series representation of the function y

Remember that the power series representation of y is: $$y=\sum_{n=0}^{\infty} a_{n}\left(x-x_{0}\right)^{n}$$ In our case, \(x_0 = 0\), so the power series representation becomes: $$y=\sum_{n=0}^{\infty} a_{n}x^{n}$$
02

Calculate the derivatives of y and substitute them into the differential equation

First derivative:$$y'=\sum_{n=1}^{\infty} na_{n}x^{n-1}$$ Second derivative:$$y''=\sum_{n=2}^{\infty} n(n-1)a_{n}x^{n-2}$$ Now, substitute y, y', and y'' into the given differential equation: $$(x^2 - 4)y'' - xy' - 3y = 0$$ After substitution, we have: $$(x^2 - 4)\sum_{n=2}^{\infty} n(n-1)a_{n}x^{n-2} - x\sum_{n=1}^{\infty} na_{n}x^{n-1} - 3\sum_{n=0}^{\infty} a_{n}x^{n} = 0$$
03

Observe how the power series coefficients are related to each other and find a recurrence relation

Now, we need to find a common index and combine the sums. Multiply through by the powers of x to find a common index of n: $$(x^2 - 4)\sum_{n=0}^{\infty} (n+2)(n+1)a_{n+2}x^{n} - x\sum_{n=0}^{\infty} (n+1)a_{n+1}x^{n} - 3\sum_{n=0}^{\infty} a_{n}x^{n} = 0$$ Next, combine the sums: $$\sum_{n=0}^{\infty} [(n+2)(n+1)a_{n+2}(x^2 - 4) - (n+1)a_{n+1}x - 3a_{n}]x^{n} = 0$$ For this to be true for all x, the coefficients of each power of x must be zero: $$(n+2)(n+1)a_{n+2}(x^2 - 4) - (n+1)a_{n+1}x - 3a_{n} = 0$$ Now, solve for the relation between the coefficients: $$a_{n+2} = \frac{(n+1)a_{n+1}x + 3a_{n}}{(n+2)(n+1)(x^2 - 4)}$$
04

Use the initial conditions to determine the first few coefficients

Given initial conditions: $$y(0)=-1, \quad y'(0)=2$$ Substitute into the power series representation and its first derivative: $$y(0) = a_0 = -1$$ $$y'(0) = a_1 = 2$$
05

Determine the coefficients \(a_0, a_1, ..., a_N\) using the recurrence relation and the initial conditions

Using the recurrence relation from Step 3: $$a_{n+2} = \frac{(n+1)a_{n+1}x + 3a_{n}}{(n+2)(n+1)(x^2 - 4)}$$ We have our \(a_0\) and \(a_1\) values, so we plug them into the recurrence relation to find \(a_2, a_3, ... , a_N\) (for \(N \geq 7\)): $$a_2 = \frac{2x - 3(-1)}{6(x^2-4)} = \frac{2x + 3}{6(x^2 - 4)}$$ $$a_3 = \frac{3(2x + 3)}{12(x^2 - 4)} = \frac{x + 1}{4(x^2 - 4)}$$ Continuing this process to find all other coefficients, we get the required \(a_{0}, a_{1}, \ldots, a_{N}\) terms for the power series representation of y.

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Key Concepts

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

Initial Value Problems
When dealing with differential equations, an initial value problem consists of finding a function that not only satisfies the equation but also meets specific conditions at a given point. This point is often referred to as the initial point. Initial conditions are vital because they provide the necessary values to determine the specific solution from a family of possible solutions.
  • For example, in our problem, the conditions are: \( y(0) = -1 \) and \( y'(0) = 2 \).
  • Such conditions "anchor" the behavior of the function \(y\) ensuring it aligns with real-world constraints or data at \(x = 0\).
  • Using initial conditions, we began by determining the first coefficients of the power series, here \(a_0 = -1\) and \(a_1 = 2\).
This means that these values govern the start of our power series solution, ensuring it is "lined up" properly with the provided initial parameters.
Coefficient Recurrence Relation
A key step in power series solutions for differential equations is forming a recurrence relation for the coefficients of the series. This relationship helps find all the coefficients needed to construct a specific solution to the differential equation.
  • The recurrence relation in our example is derived from the original differential equation with the power series substituted in.
  • This particular relation can be expressed as:
\[ a_{n+2} = \frac{(n+1)a_{n+1}x + 3a_{n}}{(n+2)(n+1)(x^2 - 4)} \]
  • It connects each coefficient \(a_{n+2}\) with its preceding coefficients \(a_{n+1}\) and \(a_{n}\).
  • This iterative approach lets us systematically determine \(a_2, a_3\), and onward using \(a_0\) and \(a_1\) as starting points.
Through this iterative determination, the recurrence relation enables the extension of the series to the desired length (at least \(N = 7\) in our exercise).
Differential Equation Solutions
Solving differential equations using power series is a methodical approach that breaks down even complex problems into manageable parts. To solve the second-order differential equation given:
  • The first step involved rewriting \(y\), \(y'\), and \(y''\) as their power series representations.
  • Substituting these expressions into the original differential equation allows us to express it as a series itself.
  • The equation expressed as a series must be zero for all powers of \( x \), which provides conditions for each coefficient to be zero – leading directly to the recurrence relation.
This method is particularly advantageous as it provides an explicit series representation of the solution. It allows for flexibility in approximating functions and determining behavior around specific points, such as \(x = 0\) in our problem.
This structured approach to differential equations can simplify the seemingly intricate problem into a solvable sequence of steps, ultimately yielding the specific solution that adheres to the initial value conditions.

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Most popular questions from this chapter

Find a fundamental set of Frobenius solutions. Give explicit formulas for the coefficients. \(4 x^{2} y^{\prime \prime}+2 x\left(4-x^{2}\right) y^{\prime}+\left(1+7 x^{2}\right) y=0\)

(a) Use Exercise 28 to show that the power series in \(x\) for the general solution of Hermite's equation $$ y^{\prime \prime}-2 x y^{\prime}+2 \alpha y=0 $$ is \(y=a_{0} y_{1}+a_{1} y_{1},\) where $$ y_{1}=\sum_{m=0}^{\infty}\left[\prod_{j=0}^{m-1}(2 j-\alpha)\right] \frac{2^{m} x^{2 m}}{(2 m) !} $$ and $$ y_{2}=\sum_{m=0}^{\infty}\left[\prod_{j=0}^{m-1}(2 j+1-\alpha)\right] \frac{2^{m} x^{2 m+1}}{(2 m+1) !} $$ (b) Suppose \(k\) is a nonnegative integer. Show that \(y_{1}\) is a polynomial of degree \(2 k\) such that \(y_{1}(-x)=y_{1}(x)\) if \(\alpha=2 k,\) while \(y_{2}\) is a polynomial of degree \(2 k+1\) such that \(y_{2}(-x)=\) \(-y_{2}(-x)\) if \(\alpha=2 k+1\). Conclude that if \(n\) is a nonnegative integer then there's a polynomial \(P_{n}\) of degree \(n\) such that \(P_{n}(-x)=(-1)^{n} P_{n}(x)\) and $$ P_{n}^{\prime \prime}-2 x P_{n}^{\prime}+2 n P_{n}=0 $$ (c) Show that (A) implies that $$ \left[e^{-x^{2}} P_{n}^{\prime}\right]^{\prime}=-2 n e^{-x^{2}} P_{n} $$ and use this to show that if \(m\) and \(n\) are nonnegative integers, then $$ \left[e^{-x^{2}} P_{n}^{\prime}\right]^{\prime} P_{m}-\left[e^{-x^{2}} P_{m}^{\prime}\right]^{\prime} P_{n}=2(m-n) e^{-x^{2}} P_{m} P_{n} $$ (d) Use (B) and integration by parts to show that if \(m \neq n,\) then $$ \int_{-\infty}^{\infty} e^{-x^{2}} P_{m}(x) P_{n}(x) d x=0 $$ (We say that \(P_{m}\) and \(P_{n}\) are orthogonal on \((-\infty, \infty)\) with respect to the weighting function \(\left.e^{-x^{2}} .\right)\)

Let $$ L y=x^{2}\left(\alpha_{0}+\alpha_{2} x^{2}\right) y^{\prime \prime}+x\left(\beta_{0}+\beta_{2} x^{2}\right) y^{\prime}+\left(\gamma_{0}+\gamma_{2} x^{2}\right) y=0 $$ and define $$ p_{0}(r)=\alpha_{0} r(r-1)+\beta_{0} r+\gamma_{0} \quad \text { and } \quad p_{2}(r)=\alpha_{2} r(r-1)+\beta_{2} r+\gamma_{2} $$ (a) Use Theorem 7.5.2 to show that if $$ \begin{aligned} a_{0}(r) &=1, \\ p_{0}(2 m+r) a_{2 m}(r)+p_{2}(2 m+r-2) a_{2 m-2}(r) &=0, \quad m \geq 1, \end{aligned} $$ then the Frobenius series \(y(x, r)=x^{r} \sum_{m=0}^{\infty} a_{2 m} x^{2 m}\) satisfies \(L y(x, r)=p_{0}(r) x^{r}\). (b) Deduce from ( 7.5 .1 ) that if \(p_{0}(2 m+r)\) is nonzero for every positive integer \(m\) then $$ a_{2 m}(r)=(-1)^{m} \prod_{j=1}^{m} \frac{p_{2}(2 j+r-2)}{p_{0}(2 j+r)} $$ (c) Conclude that if \(p_{0}(r)=\alpha_{0}\left(r-r_{1}\right)\left(r-r_{2}\right)\) where \(r_{1}-r_{2}\) is not an even integer, then $$ y_{1}=x^{r_{1}} \sum_{m=0}^{\infty} a_{2 m}\left(r_{1}\right) x^{2 m} \quad \text { and } \quad y_{2}=x^{r_{2}} \sum_{m=0}^{\infty} a_{2 m}\left(r_{2}\right) x^{2 m} $$ form a fundamental set of Frobenius solutions of \(L y=0 .\) (d) Show that if \(p_{0}\) satisfies the hypotheses of (c) then $$ y_{1}=x^{r_{1}} \sum_{m=0}^{\infty} \frac{(-1)^{m}}{2^{m} m ! \prod_{j=1}^{m}\left(2 j+r_{1}-r_{2}\right)}\left(\frac{\gamma_{2}}{\alpha_{0}}\right)^{m} x^{2 m} $$ and $$ y_{2}=x^{r_{2}} \sum_{m=0}^{\infty} \frac{(-1)^{m}}{2^{m} m ! \prod_{j=1}^{m}\left(2 j+r_{2}-r_{1}\right)}\left(\frac{\gamma_{2}}{\alpha_{0}}\right)^{m} x^{2 m} $$ form a fundamental set of Frobenius solutions of $$ \alpha_{0} x^{2} y^{\prime \prime}+\beta_{0} x y^{\prime}+\left(\gamma_{0}+\gamma_{2} x^{2}\right) y=0 $$

Find a fundamental set of Frobenius solutions. Give explicit formulas for the coefficients. \(x^{2}\left(1+2 x^{2}\right) y^{\prime \prime}+x\left(3+7 x^{2}\right) y^{\prime}+\left(1-3 x^{2}\right) y=0\)

In Exercises 33-46 find a fundamental set of Frobenius solutions. Give explicit formulas for the coefficients in each solution. $$ x^{2}\left(2+x^{2}\right) y^{\prime \prime}+x\left(3+x^{2}\right) y^{\prime}-y=0 $$

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