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Section 7.2 An Involved Example

Subsection 7.2.1 Find a solution to (x21)y+y+y=0 around x=1

First things first, note that the point x=1 is a regular singular point.

In this case we have \(P(x) = x^2-1\text{,}\) \(Q(x) = 1\text{,}\) and \(R(x) = 1\text{.}\) So, \(q(x) = Q(x)/P(x) = 1/(x^2-1)\) and \(r(x) = R(x)/P(x) = 1/(x^2-1)\text{.}\)

Note that \(P(1) = 0\text{.}\) The two limits we need to calculate unfold as follows:

\begin{align*} \lim_{x \to 1} (x-1) q(x) = \frac12 \amp \quad \text{and} \quad \lim_{x \to 1} (x-1)^2 r(x) = 0. \end{align*}

Since these two limits are finite, \(x=1\) is a regular singular point.

Next, we observe the indicial equation: the root we want to use is λ1=1/2.

From the previous question, we have that \(q_0 = 1/2\) and \(r_0 = 0\text{.}\) So, the indicial equation is

\begin{gather*} 0 = \lambda(\lambda - 1) + \frac12\lambda = \lambda^2 - \frac12\lambda = \lambda(\lambda - 1/2). \end{gather*}

The bigger solution to the indicial equation is \(\lambda_1 = 1/2\text{.}\)

Note that we only need to find one solution to the ODE (x21)y+y+y=0. The solution we look for is of the form

y1(x)=(x1)1/2n=0an(x1)n=n=0an(x1)n+1/2.

Before we continue, we should make things easier by using a substitution. Set t=x1 and Y1(t)=y1(x) and Y(t)=y(x). This way, the ODE we need to solve is

t(t+2)Y(t)+Y(t)+Y(t)=0
and the solution we expect is
Y1(t)=n=0antn+1/2.

Substitute this into our new ODE t(t+2)Y(t)+Y(t)+Y(t)=0 to find the recurrence relation

(n2+34)an+(n+1)(2n+3)an+1=0for all n0.

Here's the algebra that gets that recurrence relation:

\begin{align*} 0 \amp = (t^2 + 2t) \sum_{n=0}^\infty \left(n - \frac12\right)\left(n + \frac12\right) a_n t^{n-3/2} + \sum_{n=0}^\infty \left(n + \frac12\right)a_n t^{n-1/2} + \sum_{n=0}^\infty a_nt^{n+1/2},\\ \amp = \sum_{n=0}^\infty \left(n^2 - \frac14\right) a_n t^{n+1/2} + \sum_{n=0}^\infty 2\left(n^2-\frac14\right) a_n t^{n-1/2} + \sum_{n=0}^\infty \left(n + \frac12\right)a_n t^{n-1/2} + \sum_{n=0}^\infty a_nt^{n+1/2} \\ \amp = \sum_{n=0}^\infty \left[ n^2 + \frac34 \right] a_nt^{n+1/2} + \sum_{n=0}^\infty \big[2n^2+n\big] a_nt^{n-1/2}, \\ \amp = \sum_{n=0}^\infty \left[ n^2 + \frac34 \right] a_nt^{n+1/2} + \sum_{n=0}^\infty \big[(n+1)(2n+3)\big]a_{n+1}t^{n+1/2}\\ \amp = \sum_{n=0}^\infty \left[\left(n^2 + \frac34\right)a_n + (n+1)(2n+3)a_{n+1} \right]t^{n+1/2}. \end{align*}

From this, we get the recurrence relation

\begin{gather*} \left(n^2 + \frac34\right)a_n + (n+1)(2n+3)a_{n+1} = 0. \end{gather*}

To finalize, one solution of (x21)y+y+y=0 is

y1(x)=n=0an(x1)n+1/2,

where an satisfies

(n2+34)an+(n+1)(2n+3)an+1=0.