5.7 The Method Of Frobenius

Consider again \(p(x)y'' + q(x)y' + r(x)y = 0\). If \(x_0\) is a singular point of the equation and the limits \[\lim _{x \to x_0}(x -x_0) \frac {q(x)}{p(x)}\qquad \text {and}\qquad \lim _{x \to x_0}(x -x_0)^2\, \frac {r(x)}{p(x)}\] both exist and are finite, then \(x_0\) is a regular singular point. At such a point a power series may fail, but a power series multiplied by a power of \(x - x_0\) works.

Theorem 5.7.1 (Method of Frobenius). Suppose \(p(x)y'' + q(x)y' + r(x)y = 0\) has a regular singular point at \(x = 0\). Then there is at least one solution of the form \[y(x) = x^r \sum ^{\infty } _{k = 0} a_k x^k = \sum ^{\infty }_{k=0} a_k x^{k+r} ,\qquad a_0\neq 0 .\] Substituting this into the equation and setting the coefficient of the lowest power of \(x\) to zero gives the indicial equation, a quadratic in \(r\). Its roots decide which of three cases applies, and the three differ only in how the second solution has to be built when the first does not supply one.

1.
If the indicial equation has real roots \(r_1\) and \(r_2\) such that \(r_1 -r_2\) is not an integer, then there are two solutions \[y_1 = x^{r_1} \sum ^{\infty }_{k = 0} a_k x^k ,\qquad y_2 = x^{r_2} \sum ^{\infty }_{k=0} b_k x^k .\]
2.
If the indicial equation has a double root \(r_1\), then \[y_1 = x^{r_1} \sum ^{\infty }_{k = 0} a_k x^k ,\qquad y_2 = (\ln x)\, y_1 + x^{r_1}\sum ^{\infty }_{k = 1} b_kx^k .\]
3.
If \(r_1 - r_2\) is a positive integer, then \[y_1 = x^{r_1} \sum ^{\infty }_{k = 0} a_k x^k ,\qquad y_2 = C(\ln x)\, y_1 + x^{r_2} \sum ^{\infty }_{k=0} b_kx^k ,\] where the constant \(C\) may be zero.

Example 5.7.2. Solve the equation \(4x^2 y'' - 4x^2 y' + (1 -2x)y = 0\).

Solution. Here \(p(x) = 4x^2\), \(q(x) = -4x^2\) and \(r(x) = 1-2x\), and \(x = 0\) is a singular point. Since \[\lim _{x \to 0} x \frac {q(x)}{p(x)} = \lim _{x \to 0} x\cdot (-1) = 0 ,\qquad \lim _{x \to 0} x^2 \frac {r(x)}{p(x)} = \lim _{x \to 0} \frac {1-2x}{4} = \frac {1}{4} ,\] both limits exist, and \(x = 0\) is a regular singular point. Try \(y = \sum ^{\infty }_{k=0} a_kx^{k+r}\), with \[y' = \sum ^{\infty }_{k = 0} (k+r)a_k x^{k+r -1},\qquad y'' = \sum ^{\infty }_{k = 0} (k+r) (k+r -1)a_k x^{k+r -2} .\] Substituting, \[\sum ^{\infty }_{k = 0}4(k+ r)(k+r - 1) a_k x^{k+r} - \sum ^{\infty }_{k = 0} 4 (k+r)a_k x^{k + r + 1} + \sum ^{\infty }_{k = 0} a_k x^{k+ r} - \sum ^{\infty }_{k = 0}2a_k x^{k + r + 1} = 0 ,\] that is, \[\sum ^{\infty }_{k = 0}\big [ 4(k+r)(k + r -1) + 1\big ] a_k x^{k + r} - \sum ^{\infty }_{k = 0}\big [4(k+r) + 2\big ] a_k x^{k+r + 1} = 0 .\] Shifting the index in the second sum so that both contain \(x^{k+r}\), \[\big [4r(r-1)+1\big ]a_0x^r + \sum ^{\infty }_{k = 1}\Big (\big [4(k+r) (k+r-1) + 1\big ] a_k - \big [4(k+r - 1 ) + 2\big ] a_{k -1}\Big )x^{k +r} = 0 .\] The lowest power gives the indicial equation \(4r^2 - 4r + 1 = (2r - 1)^2 = 0\), with the double root \(r = \frac {1}{2}\). The other coefficients give, with \(r = \frac 12\), \[a_k = \frac {4\left (k - \frac 12\right ) + 2}{4\left (k+ \frac {1}{2}\right )\left ( k - \frac {1}{2}\right ) + 1}\, a_{k-1} = \frac {4k}{4k^2}\,a_{k-1} = \frac {a_{k-1}}{k} ,\qquad k = 1,2,3,\dots ,\] so \(a_k = \frac {a_0}{k!}\) and \[y_1(x) = a_0x^{1/2}\left (1 + x + \frac {x^2}{2!} + \frac {x^3}{3!} + \cdots \right ) = a_0 x^{1/2}e^x .\] Take \(a_0 = 1\). By case 2 of Theorem 5.7.1, the second solution involves \(\ln x\). It can be found by reduction of order: dividing by \(4x^2\), the equation is \(y'' - y' + \cdots = 0\), and the reduction of order formula \(y_2 = y_1\int \frac {e^{-\int (-1)\,dx}}{y_1^2}\,dx\) gives \[y_2 = \sqrt x\,e^x\int \frac {e^x}{xe^{2x}}\,dx = \sqrt x\,e^x\int \frac {e^{-x}}{x} \,dx = \sqrt x\,e^x\left (\ln x + \sum _{n=1}^\infty \frac {(-1)^nx^n}{n\cdot n!}\right ),\] on integrating \(\frac {e^{-x}}{x} = \frac 1x - 1 + \frac {x}{2!} - \cdots \) term by term. This has the form of case 2, \(y_2 = (\ln x)y_1 + x^{1/2}\sum _{k\geq 1}b_kx^k\). The general solution for \(x>0\) is \(y = c_1y_1 + c_2y_2\).

Example 5.7.3. Find the indicial roots and the first solution of \(2xy'' + y' + y = 0\) about \(x = 0\).

Solution. Here \(x\frac {q}{p} = \frac 12\) and \(x^2\frac {r}{p} = \frac {x}{2}\), so \(x = 0\) is a regular singular point. Substituting \(y = \sum a_kx^{k+r}\) and collecting the lowest power \(x^{r-1}\) gives \(\big [2r(r-1) + r\big ]a_0 = r(2r - 1)a_0 = 0\), so \(r = 0\) or \(r = \frac 12\), which do not differ by an integer: case 1. The general recurrence is \[a_k = -\frac {a_{k-1}}{(k + r)(2k + 2r - 1)} .\] For \(r = \frac 12\) this is \(a_k = -\frac {a_{k-1}}{k(2k + 1)}\), giving \[y_1 = x^{1/2}\left (1 - \frac {x}{3} + \frac {x^2}{30} - \frac {x^3}{630} + \cdots \right ) ,\] and for \(r = 0\) it is \(a_k = -\frac {a_{k-1}}{k(2k - 1)}\), giving \(y_2 = 1 - x + \frac {x^2}{6} - \frac {x^3}{90} + \cdots \).

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