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ODE Steps for Series Solutions

 

Overview

Examples

Overview

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This help page gives a few examples of using the command ODESteps to solve ordinary differential equations by means of series expansions.

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See Student[ODEs][ODESteps] for a general description of the command ODESteps and its calling sequence.

Examples

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with⁡Student:-ODEs:

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ode1≔x2⁢diff⁡y⁡x,x,x+x⁢diff⁡y⁡x,x+5⁢x⁢y⁡x=0

ode1≔x2⁢ⅆ2ⅆx2y⁡x+x⁢ⅆⅆxy⁡x+5⁢x⁢y⁡x=0

(1)
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ODESteps⁡ode1

Let's solvex2⁢ⅆ2ⅆx2y⁡x+x⁢ⅆⅆxy⁡x+5⁢x⁢y⁡x=0•Highest derivative means the order of the ODE is2ⅆ2ⅆx2y⁡x•Isolate 2nd derivativeⅆ2ⅆx2y⁡x=−5⁢y⁡xx−ⅆⅆxy⁡xx•Group terms withy⁡xon the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearⅆ2ⅆx2y⁡x+ⅆⅆxy⁡xx+5⁢y⁡xx=0▫Check to see ifx0=0is a regular singular point◦Define functionsP2⁡x=1x,P3⁡x=5x◦x⋅P2⁡xis analytic atx=0x⋅P2⁡xx=0|x⋅P2⁡xx=0=1◦x2⋅P3⁡xis analytic atx=0x2⋅P3⁡xx=0|x2⋅P3⁡xx=0=0◦x=0is a regular singular pointCheck to see ifx0=0is a regular singular pointx0=0•Multiply by denominatorsⅆ2ⅆx2y⁡x⁢x+5⁢y⁡x+ⅆⅆxy⁡x=0•Assume series solution fory⁡xy⁡x=∑k=0∞⁡ak⁢xk+r▫Rewrite ODE with series expansions◦Convertⅆⅆxy⁡xto series expansionⅆⅆxy⁡x=∑k=0∞⁡ak⁢k+r⁢xk+r−1◦Shift index usingk->k+1ⅆⅆxy⁡x=∑k=−1∞⁡ak+1⁢k+1+r⁢xk+r◦Convertx⋅ⅆ2ⅆx2y⁡xto series expansionx⋅ⅆ2ⅆx2y⁡x=∑k=0∞⁡ak⁢k+r⁢k+r−1⁢xk+r−1◦Shift index usingk->k+1x⋅ⅆ2ⅆx2y⁡x=∑k=−1∞⁡ak+1⁢k+1+r⁢k+r⁢xk+rRewrite ODE with series expansionsa0⁢r2⁢x−1+r+∑k=0∞⁡ak+1⁢k+1+r2+5⁢ak⁢xk+r=0•a0cannot be 0 by assumption, giving the indicial equationr2=0•Values of r that satisfy the indicial equationr=0•Each term in the series must be 0, giving the recursion relationak+1⁢k+12+5⁢ak=0•Recursion relation that defines series solution to ODEak+1=−5⁢akk+12•Recursion relation forr=0ak+1=−5⁢akk+12•Solution forr=0y⁡x=∑k=0∞⁡ak⁢xk,ak+1=−5⁢akk+12

(2)
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ode2≔diff⁡y⁡x,x,x+x⁢diff⁡y⁡x,x+y⁡x=0

ode2≔ⅆ2ⅆx2y⁡x+x⁢ⅆⅆxy⁡x+y⁡x=0

(3)
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ODESteps⁡ode2

Let's solveⅆ2ⅆx2y⁡x+x⁢ⅆⅆxy⁡x+y⁡x=0•Highest derivative means the order of the ODE is2ⅆ2ⅆx2y⁡x•Assume series solution fory⁡xy⁡x=∑k=0∞⁡ak⁢xk▫Rewrite DE with series expansions◦Convertx⋅ⅆⅆxy⁡xto series expansionx⋅ⅆⅆxy⁡x=∑k=0∞⁡ak⁢k⁢xk◦Convertⅆ2ⅆx2y⁡xto series expansionⅆ2ⅆx2y⁡x=∑k=2∞⁡ak⁢k⁢k−1⁢xk−2◦Shift index usingk->k+2ⅆ2ⅆx2y⁡x=∑k=0∞⁡ak+2⁢k+2⁢k+1⁢xkRewrite DE with series expansions∑k=0∞⁡ak+2⁢k+2⁢k+1+ak⁢k+1⁢xk=0•Each term in the series must be 0, giving the recursion relationk+1⁢ak+2⁢k+2+ak=0•Recursion relation that defines the series solution to the ODEy⁡x=∑k=0∞⁡ak⁢xk,ak+2=−akk+2

(4)
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ode3≔x2⁢diff⁡y⁡x,x,x+x2⁢diff⁡y⁡x,x+x3−6⁢y⁡x=0

ode3≔x2⁢ⅆ2ⅆx2y⁡x+x2⁢ⅆⅆxy⁡x+x3−6⁢y⁡x=0

(5)
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ODESteps⁡ode3

Let's solvex2⁢ⅆ2ⅆx2y⁡x+x2⁢ⅆⅆxy⁡x+x3−6⁢y⁡x=0•Highest derivative means the order of the ODE is2ⅆ2ⅆx2y⁡x•Isolate 2nd derivativeⅆ2ⅆx2y⁡x=−x3−6⁢y⁡xx2−ⅆⅆxy⁡x•Group terms withy⁡xon the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearⅆ2ⅆx2y⁡x+ⅆⅆxy⁡x+x3−6⁢y⁡xx2=0▫Check to see ifx0=0is a regular singular point◦Define functionsP2⁡x=1,P3⁡x=x3−6x2◦x⋅P2⁡xis analytic atx=0x⋅P2⁡xx=0|x⋅P2⁡xx=0=0◦x2⋅P3⁡xis analytic atx=0x2⋅P3⁡xx=0|x2⋅P3⁡xx=0=−6◦x=0is a regular singular pointCheck to see ifx0=0is a regular singular pointx0=0•Multiply by denominatorsx2⁢ⅆ2ⅆx2y⁡x+x2⁢ⅆⅆxy⁡x+x3−6⁢y⁡x=0•Assume series solution fory⁡xy⁡x=∑k=0∞⁡ak⁢xk+r▫Rewrite ODE with series expansions◦Convertxm⋅y⁡xto series expansion form=0..3xm⋅y⁡x=∑k=0∞⁡ak⁢xk+r+m◦Shift index usingk->k−mxm⋅y⁡x=∑k=m∞⁡ak−m⁢xk+r◦Convertx2⋅ⅆⅆxy⁡xto series expansionx2⋅ⅆⅆxy⁡x=∑k=0∞⁡ak⁢k+r⁢xk+r+1◦Shift index usingk->k−1x2⋅ⅆⅆxy⁡x=∑k=1∞⁡ak−1⁢k−1+r⁢xk+r◦Convertx2⋅ⅆ2ⅆx2y⁡xto series expansionx2⋅ⅆ2ⅆx2y⁡x=∑k=0∞⁡ak⁢k+r⁢k−1+r⁢xk+rRewrite ODE with series expansionsa0⁢2+r⁢−3+r⁢xr+a1⁢3+r⁢−2+r+a0⁢r⁢x1+r+a2⁢4+r⁢−1+r+a1⁢1+r⁢x2+r+∑k=3∞⁡ak⁢k+r+2⁢k+r−3+ak−1⁢k−1+r+ak−3⁢xk+r=0•a0cannot be 0 by assumption, giving the indicial equation2+r⁢−3+r=0•Values of r that satisfy the indicial equationr∈−2,3•The coefficients of each power ofxmust be 0a1⁢3+r⁢−2+r+a0⁢r=0,a2⁢4+r⁢−1+r+a1⁢1+r=0•Solve for the dependent coefficient(s)a1=−a0⁢rr2+r−6,a2=a0⁢r⁢1+rr4+4⁢r3−7⁢r2−22⁢r+24•Each term in the series must be 0, giving the recursion relationak⁢k+r+2⁢k+r−3+ak−1⁢k+ak−1⁢r+ak−3−ak−1=0•Shift index usingk->k+3ak+3⁢k+5+r⁢k+r+ak+2⁢k+3+ak+2⁢r+ak−ak+2=0•Recursion relation that defines series solution to ODEak+3=−k⁢ak+2+ak+2⁢r+ak+2⁢ak+2k+5+r⁢k+r•Recursion relation forr=−2ak+3=−k⁢ak+2+akk+3⁢k−2•Series not valid forr=−2, division by0in the recursion relation atk=2ak+3=−k⁢ak+2+akk+3⁢k−2•Recursion relation forr=3ak+3=−k⁢ak+2+ak+5⁢ak+2k+8⁢k+3•Solution forr=3y⁡x=∑k=0∞⁡ak⁢xk+3,ak+3=−k⁢ak+2+ak+5⁢ak+2k+8⁢k+3,a1=−a02,a2=a07

(6)
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ode4≔diff⁡y⁡x,x,x+diff⁡y⁡x,x+x2⁢y⁡x=0

ode4≔ⅆ2ⅆx2y⁡x+ⅆⅆxy⁡x+x2⁢y⁡x=0

(7)
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ODESteps⁡ode4

Let's solveⅆ2ⅆx2y⁡x+ⅆⅆxy⁡x+x2⁢y⁡x=0•Highest derivative means the order of the ODE is2ⅆ2ⅆx2y⁡x•Assume series solution fory⁡xy⁡x=∑k=0∞⁡ak⁢xk▫Rewrite ODE with series expansions◦Convertx2⋅y⁡xto series expansionx2⋅y⁡x=∑k=0∞⁡ak⁢xk+2◦Shift index usingk->k−2x2⋅y⁡x=∑k=2∞⁡ak−2⁢xk◦Convertⅆⅆxy⁡xto series expansionⅆⅆxy⁡x=∑k=1∞⁡ak⁢k⁢xk−1◦Shift index usingk->k+1ⅆⅆxy⁡x=∑k=0∞⁡ak+1⁢k+1⁢xk◦Convertⅆ2ⅆx2y⁡xto series expansionⅆ2ⅆx2y⁡x=∑k=2∞⁡ak⁢k⁢k−1⁢xk−2◦Shift index usingk->k+2ⅆ2ⅆx2y⁡x=∑k=0∞⁡ak+2⁢k+2⁢k+1⁢xkRewrite ODE with series expansions2⁢a2+a1+6⁢a3+2⁢a2⁢x+∑k=2∞⁡ak+2⁢k+2⁢k+1+ak+1⁢k+1+ak−2⁢xk=0•The coefficients of each power ofxmust be 02⁢a2+a1=0,6⁢a3+2⁢a2=0•Solve for the dependent coefficient(s)a2=−a12,a3=a16•Each term in the series must be 0, giving the recursion relationk2+3⁢k+2⁢ak+2+ak+1⁢k+ak−2+ak+1=0•Shift index usingk->k+2k+22+3⁢k+8⁢ak+4+ak+3⁢k+2+ak+ak+3=0•Recursion relation that defines the series solution to the ODEy⁡x=∑k=0∞⁡ak⁢xk,ak+4=−k⁢ak+3+ak+3⁢ak+3k2+7⁢k+12,a2=−a12,a3=a16

(8)
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ode5≔diff⁡−x2+1⁢diff⁡y⁡x,x,x+12⁢y⁡x=0

ode5≔−2⁢x⁢ⅆⅆxy⁡x+−x2+1⁢ⅆ2ⅆx2y⁡x+12⁢y⁡x=0

(9)
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ODESteps⁡ode5

Let's solve−2⁢x⁢ⅆⅆxy⁡x+−x2+1⁢ⅆ2ⅆx2y⁡x+12⁢y⁡x=0•Highest derivative means the order of the ODE is2ⅆ2ⅆx2y⁡x•Isolate 2nd derivativeⅆ2ⅆx2y⁡x=12⁢y⁡xx2−1−2⁢x⁢ⅆⅆxy⁡xx2−1•Group terms withy⁡xon the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearⅆ2ⅆx2y⁡x+2⁢x⁢ⅆⅆxy⁡xx2−1−12⁢y⁡xx2−1=0▫Check to see ifx0is a regular singular point◦Define functionsP2⁡x=2⁢xx2−1,P3⁡x=−12x2−1◦x+1⋅P2⁡xis analytic atx=−1x+1⋅P2⁡xx=−1|x+1⋅P2⁡xx=−1=1◦x+12⋅P3⁡xis analytic atx=−1x+12⋅P3⁡xx=−1|x+12⋅P3⁡xx=−1=0◦x=−1is a regular singular pointCheck to see ifx0is a regular singular pointx0=−1•Multiply by denominatorsx2−1⁢ⅆ2ⅆx2y⁡x+2⁢x⁢ⅆⅆxy⁡x−12⁢y⁡x=0•Change variables usingx=u−1so that the regular singular point is atu=0u2−2⁢u⁢ⅆ2ⅆu2y⁡u+2⁢u−2⁢ⅆⅆuy⁡u−12⁢y⁡u=0•Assume series solution fory⁡uy⁡u=∑k=0∞⁡ak⁢uk+r▫Rewrite ODE with series expansions◦Convertum⋅ⅆⅆuy⁡uto series expansion form=0..1um⋅ⅆⅆuy⁡u=∑k=0∞⁡ak⁢k+r⁢uk+r−1+m◦Shift index usingk->k+1−mum⋅ⅆⅆuy⁡u=∑k=−1+m∞⁡ak+1−m⁢k+1−m+r⁢uk+r◦Convertum⋅ⅆ2ⅆu2y⁡uto series expansion form=1..2um⋅ⅆ2ⅆu2y⁡u=∑k=0∞⁡ak⁢k+r⁢k+r−1⁢uk+r−2+m◦Shift index usingk->k+2−mum⋅ⅆ2ⅆu2y⁡u=∑k=−2+m∞⁡ak+2−m⁢k+2−m+r⁢k+1−m+r⁢uk+rRewrite ODE with series expansions−2⁢a0⁢r2⁢u−1+r+∑k=0∞⁡−2⁢ak+1⁢k+1+r2+ak⁢k+r+4⁢k+r−3⁢uk+r=0•a0cannot be 0 by assumption, giving the indicial equation−2⁢r2=0•Values of r that satisfy the indicial equationr=0•Each term in the series must be 0, giving the recursion relation−2⁢ak+1⁢k+12+ak⁢k+4⁢k−3=0•Recursion relation that defines series solution to ODEak+1=ak⁢k+4⁢k−32⁢k+12•Recursion relation forr=0; series terminates atk=3ak+1=ak⁢k+4⁢k−32⁢k+12•Apply recursion relation fork=0a1=−6⁢a0•Apply recursion relation fork=1a2=−5⁢a14•Express in terms ofa0a2=15⁢a02•Apply recursion relation fork=2a3=−a23•Express in terms ofa0a3=−5⁢a02•Terminating series solution of the ODE forr=0. Use reduction of order to find the second linearly independent solutiony⁡u=a0⋅1−6⁢u+152⁢u2−52⁢u3•Revert the change of variablesu=x+1y⁡x=a0⁢32⁢x−52⁢x3•Use this particular solution to reduce the order of the ODE and find a complete solutiony⁡x=32⁢x−52⁢x3⁢c__1⁢5⁢x36⁢x2−35−ln⁡x+18+ln⁡−1+x8+19⁢x+c__2

(10)
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ode6≔x⁢diff⁡y⁡x,x,x+1−x⁢diff⁡y⁡x,x+4⁢y⁡x=0

ode6≔ⅆ2ⅆx2y⁡x⁢x+1−x⁢ⅆⅆxy⁡x+4⁢y⁡x=0

(11)
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ODESteps⁡ode6

Let's solveⅆ2ⅆx2y⁡x⁢x+1−x⁢ⅆⅆxy⁡x+4⁢y⁡x=0•Highest derivative means the order of the ODE is2ⅆ2ⅆx2y⁡x•Isolate 2nd derivativeⅆ2ⅆx2y⁡x=−4⁢y⁡xx+−1+x⁢ⅆⅆxy⁡xx•Group terms withy⁡xon the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearⅆ2ⅆx2y⁡x−−1+x⁢ⅆⅆxy⁡xx+4⁢y⁡xx=0▫Check to see ifx0=0is a regular singular point◦Define functionsP2⁡x=−−1+xx,P3⁡x=4x◦x⋅P2⁡xis analytic atx=0x⋅P2⁡xx=0|x⋅P2⁡xx=0=1◦x2⋅P3⁡xis analytic atx=0x2⋅P3⁡xx=0|x2⋅P3⁡xx=0=0◦x=0is a regular singular pointCheck to see ifx0=0is a regular singular pointx0=0•Multiply by denominatorsⅆ2ⅆx2y⁡x⁢x+1−x⁢ⅆⅆxy⁡x+4⁢y⁡x=0•Assume series solution fory⁡xy⁡x=∑k=0∞⁡ak⁢xk+r▫Rewrite ODE with series expansions◦Convertxm⋅ⅆⅆxy⁡xto series expansion form=0..1xm⋅ⅆⅆxy⁡x=∑k=0∞⁡ak⁢k+r⁢xk+r−1+m◦Shift index usingk->k+1−mxm⋅ⅆⅆxy⁡x=∑k=−1+m∞⁡ak+1−m⁢k+1−m+r⁢xk+r◦Convertx⋅ⅆ2ⅆx2y⁡xto series expansionx⋅ⅆ2ⅆx2y⁡x=∑k=0∞⁡ak⁢k+r⁢k+r−1⁢xk+r−1◦Shift index usingk->k+1x⋅ⅆ2ⅆx2y⁡x=∑k=−1∞⁡ak+1⁢k+1+r⁢k+r⁢xk+rRewrite ODE with series expansionsa0⁢r2⁢x−1+r+∑k=0∞⁡ak+1⁢k+1+r2−ak⁢k+r−4⁢xk+r=0•a0cannot be 0 by assumption, giving the indicial equationr2=0•Values of r that satisfy the indicial equationr=0•Each term in the series must be 0, giving the recursion relationak+1⁢k+12−ak⁢k−4=0•Recursion relation that defines series solution to ODEak+1=ak⁢k−4k+12•Recursion relation forr=0; series terminates atk=4ak+1=ak⁢k−4k+12•Apply recursion relation fork=0a1=−4⁢a0•Apply recursion relation fork=1a2=−3⁢a14•Express in terms ofa0a2=3⁢a0•Apply recursion relation fork=2a3=−2⁢a29•Express in terms ofa0a3=−2⁢a03•Apply recursion relation fork=3a4=−a316•Express in terms ofa0a4=a024•Terminating series solution of the ODE forr=0. Use reduction of order to find the second linearly independent solutiony⁡x=a0⋅1−4⁢x+3⁢x2−23⁢x3+124⁢x4•Use this particular solution to reduce the order of the ODE and find a complete solutiony⁡x=1−4⁢x+3⁢x2−23⁢x3+124⁢x4⁢c__1⁢−ⅇx⁢x3−15⁢x2+58⁢x−50576⁢x4−16⁢x3+72⁢x2−96⁢x+24−Ei1⁡−x576+c__2

(12)
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ode7≔x⁢diff⁡y⁡x,x,x+1−x⁢diff⁡y⁡x,x+6⁢y⁡x=0

ode7≔ⅆ2ⅆx2y⁡x⁢x+1−x⁢ⅆⅆxy⁡x+6⁢y⁡x=0

(13)
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ODESteps⁡ode7

Let's solveⅆ2ⅆx2y⁡x⁢x+1−x⁢ⅆⅆxy⁡x+6⁢y⁡x=0•Highest derivative means the order of the ODE is2ⅆ2ⅆx2y⁡x•Isolate 2nd derivativeⅆ2ⅆx2y⁡x=−6⁢y⁡xx+−1+x⁢ⅆⅆxy⁡xx•Group terms withy⁡xon the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearⅆ2ⅆx2y⁡x−−1+x⁢ⅆⅆxy⁡xx+6⁢y⁡xx=0▫Check to see ifx0=0is a regular singular point◦Define functionsP2⁡x=−−1+xx,P3⁡x=6x◦x⋅P2⁡xis analytic atx=0x⋅P2⁡xx=0|x⋅P2⁡xx=0=1◦x2⋅P3⁡xis analytic atx=0x2⋅P3⁡xx=0|x2⋅P3⁡xx=0=0◦x=0is a regular singular pointCheck to see ifx0=0is a regular singular pointx0=0•Multiply by denominatorsⅆ2ⅆx2y⁡x⁢x+1−x⁢ⅆⅆxy⁡x+6⁢y⁡x=0•Assume series solution fory⁡xy⁡x=∑k=0∞⁡ak⁢xk+r▫Rewrite ODE with series expansions◦Convertxm⋅ⅆⅆxy⁡xto series expansion form=0..1xm⋅ⅆⅆxy⁡x=∑k=0∞⁡ak⁢k+r⁢xk+r−1+m◦Shift index usingk->k+1−mxm⋅ⅆⅆxy⁡x=∑k=−1+m∞⁡ak+1−m⁢k+1−m+r⁢xk+r◦Convertx⋅ⅆ2ⅆx2y⁡xto series expansionx⋅ⅆ2ⅆx2y⁡x=∑k=0∞⁡ak⁢k+r⁢k+r−1⁢xk+r−1◦Shift index usingk->k+1x⋅ⅆ2ⅆx2y⁡x=∑k=−1∞⁡ak+1⁢k+1+r⁢k+r⁢xk+rRewrite ODE with series expansionsa0⁢r2⁢x−1+r+∑k=0∞⁡ak+1⁢k+1+r2−ak⁢k+r−6⁢xk+r=0•a0cannot be 0 by assumption, giving the indicial equationr2=0•Values of r that satisfy the indicial equationr=0•Each term in the series must be 0, giving the recursion relationak+1⁢k+12−ak⁢k−6=0•Recursion relation that defines series solution to ODEak+1=ak⁢k−6k+12•Recursion relation forr=0; series terminates atk=6ak+1=ak⁢k−6k+12•Recursion relation that defines the terminating series solution of the ODE forr=0y⁡x=∑k=05⁡ak⁢xk,ak+1=ak⁢k−6k+12

(14)

See Also

diff

Int

Student

Student[ODEs]

Student[ODEs][ODESteps]