6.3 Solution by Series

When the coefficients are not constant, the methods above generally fail. A technique that still works is to assume the solution can be written as a power series \[y = \sum _{n=0}^{\infty }a_nx^n = a_0 + a_1x + a_2x^2 + \cdots ,\] substitute it into the equation, and compare coefficients. This produces a recurrence relation for the \(a_n\), from which the series is generated term by term. The first two coefficients remain free, and they play the role of the two arbitrary constants.

Example 6.3.1. Use a power series to solve \(\hspace {0.3cm}\dfrac {d^2y}{dx^2} + y = 0\), and identify the solution.

Solution. Put \(\displaystyle {y = \sum _{n=0}^{\infty }a_nx^n}\). Differentiating twice, \[\frac {d^2y}{dx^2} = \sum _{n=2}^{\infty }n(n-1)a_nx^{n-2} = \sum _{n=0}^{\infty }(n+2)(n+1)a_{n+2}x^{n},\] where the last step replaces \(n\) by \(n+2\) so that both series run in powers of \(x^n\). Substituting, \[\sum _{n=0}^{\infty }\Big [(n+2)(n+1)a_{n+2} + a_n\Big ]x^n = 0 .\] A power series vanishes identically only if every coefficient vanishes, so \[\boxed {a_{n+2} = \frac {-a_n}{(n+2)(n+1)}}\qquad n = 0,1,2,\dots \]

The relation links \(a_{n+2}\) to \(a_n\), so the even and odd coefficients form two separate chains driven by \(a_0\) and \(a_1\).

Taking \(a_0 = 1\) and \(a_1 = 0\) kills every odd coefficient and gives \[a_2 = \frac {-1}{2\cdot 1} = -\frac {1}{2},\qquad a_4 = \frac {-a_2}{4\cdot 3} = \frac {1}{24},\qquad a_6 = \frac {-a_4}{6\cdot 5} = -\frac {1}{720},\] so that \[y = 1 - \frac {x^2}{2} + \frac {x^4}{24} - \frac {x^6}{720} + \cdots = \sum _{k=0}^{\infty }\frac {(-1)^kx^{2k}}{(2k)!} = \cos x .\]

Taking \(a_0 = 0\) and \(a_1 = 1\) gives the odd chain in the same way and yields \(\sin x\). The general solution is therefore \[y = A\cos x + B\sin x ,\] which agrees with the auxiliary equation method, as it must. The value of the series method is that it does not require the coefficients to be constant, and so it reaches equations the earlier methods cannot.

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