24.15 problem 15

24.15.1 Maple step by step solution

Internal problem ID [2416]
Internal file name [OUTPUT/2416_Tuesday_February_27_2024_08_37_09_AM_91422767/index.tex]

Book: Differential Equations by Alfred L. Nelson, Karl W. Folley, Max Coral. 3rd ed. DC heath. Boston. 1964
Section: Exercise 42, page 206
Problem number: 15.
ODE order: 2.
ODE degree: 1.

The type(s) of ODE detected by this program : "second order series method. Regular singular point. Difference is integer"

Maple gives the following as the ode type

[[_2nd_order, _with_linear_symmetries]]

\[ \boxed {x^{2} y^{\prime \prime }+x \left (-x^{2}+3\right ) y^{\prime }-3 y=0} \] With the expansion point for the power series method at \(x = 0\).

The type of the expansion point is first determined. This is done on the homogeneous part of the ODE. \[ x^{2} y^{\prime \prime }+\left (-x^{3}+3 x \right ) y^{\prime }-3 y = 0 \] The following is summary of singularities for the above ode. Writing the ode as \begin {align*} y^{\prime \prime }+p(x) y^{\prime } + q(x) y &=0 \end {align*}

Where \begin {align*} p(x) &= -\frac {x^{2}-3}{x}\\ q(x) &= -\frac {3}{x^{2}}\\ \end {align*}

Table 355: Table \(p(x),q(x)\) singularites.
\(p(x)=-\frac {x^{2}-3}{x}\)
singularity type
\(x = 0\) \(\text {``regular''}\)
\(x = \infty \) \(\text {``regular''}\)
\(x = -\infty \) \(\text {``regular''}\)
\(q(x)=-\frac {3}{x^{2}}\)
singularity type
\(x = 0\) \(\text {``regular''}\)

Combining everything together gives the following summary of singularities for the ode as

Regular singular points : \([0, \infty , -\infty ]\)

Irregular singular points : \([\infty ]\)

Since \(x = 0\) is regular singular point, then Frobenius power series is used. The ode is normalized to be \[ x^{2} y^{\prime \prime }+\left (-x^{3}+3 x \right ) y^{\prime }-3 y = 0 \] Let the solution be represented as Frobenius power series of the form \[ y = \moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n +r} \] Then \begin{align*} y^{\prime } &= \moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) a_{n} x^{n +r -1} \\ y^{\prime \prime } &= \moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) \left (n +r -1\right ) a_{n} x^{n +r -2} \\ \end{align*} Substituting the above back into the ode gives \begin{equation} \tag{1} x^{2} \left (\moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) \left (n +r -1\right ) a_{n} x^{n +r -2}\right )+\left (-x^{3}+3 x \right ) \left (\moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) a_{n} x^{n +r -1}\right )-3 \left (\moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n +r}\right ) = 0 \end{equation} Which simplifies to \begin{equation} \tag{2A} \left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{n +r} a_{n} \left (n +r \right ) \left (n +r -1\right )\right )+\moverset {\infty }{\munderset {n =0}{\sum }}\left (-x^{n +r +2} a_{n} \left (n +r \right )\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}3 x^{n +r} a_{n} \left (n +r \right )\right )+\moverset {\infty }{\munderset {n =0}{\sum }}\left (-3 a_{n} x^{n +r}\right ) = 0 \end{equation} The next step is to make all powers of \(x\) be \(n +r\) in each summation term. Going over each summation term above with power of \(x\) in it which is not already \(x^{n +r}\) and adjusting the power and the corresponding index gives \begin{align*} \moverset {\infty }{\munderset {n =0}{\sum }}\left (-x^{n +r +2} a_{n} \left (n +r \right )\right ) &= \moverset {\infty }{\munderset {n =2}{\sum }}\left (-a_{n -2} \left (n +r -2\right ) x^{n +r}\right ) \\ \end{align*} Substituting all the above in Eq (2A) gives the following equation where now all powers of \(x\) are the same and equal to \(n +r\). \begin{equation} \tag{2B} \left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{n +r} a_{n} \left (n +r \right ) \left (n +r -1\right )\right )+\moverset {\infty }{\munderset {n =2}{\sum }}\left (-a_{n -2} \left (n +r -2\right ) x^{n +r}\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}3 x^{n +r} a_{n} \left (n +r \right )\right )+\moverset {\infty }{\munderset {n =0}{\sum }}\left (-3 a_{n} x^{n +r}\right ) = 0 \end{equation} The indicial equation is obtained from \(n = 0\). From Eq (2B) this gives \[ x^{n +r} a_{n} \left (n +r \right ) \left (n +r -1\right )+3 x^{n +r} a_{n} \left (n +r \right )-3 a_{n} x^{n +r} = 0 \] When \(n = 0\) the above becomes \[ x^{r} a_{0} r \left (-1+r \right )+3 x^{r} a_{0} r -3 a_{0} x^{r} = 0 \] Or \[ \left (x^{r} r \left (-1+r \right )+3 x^{r} r -3 x^{r}\right ) a_{0} = 0 \] Since \(a_{0}\neq 0\) then the above simplifies to \[ \left (r^{2}+2 r -3\right ) x^{r} = 0 \] Since the above is true for all \(x\) then the indicial equation becomes \[ r^{2}+2 r -3 = 0 \] Solving for \(r\) gives the roots of the indicial equation as \begin {align*} r_1 &= 1\\ r_2 &= -3 \end {align*}

Since \(a_{0}\neq 0\) then the indicial equation becomes \[ \left (r^{2}+2 r -3\right ) x^{r} = 0 \] Solving for \(r\) gives the roots of the indicial equation as \([1, -3]\).

Since \(r_1 - r_2 = 4\) is an integer, then we can construct two linearly independent solutions \begin {align*} y_{1}\left (x \right ) &= x^{r_{1}} \left (\moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n}\right )\\ y_{2}\left (x \right ) &= C y_{1}\left (x \right ) \ln \left (x \right )+x^{r_{2}} \left (\moverset {\infty }{\munderset {n =0}{\sum }}b_{n} x^{n}\right ) \end {align*}

Or \begin {align*} y_{1}\left (x \right ) &= x \left (\moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n}\right )\\ y_{2}\left (x \right ) &= C y_{1}\left (x \right ) \ln \left (x \right )+\frac {\moverset {\infty }{\munderset {n =0}{\sum }}b_{n} x^{n}}{x^{3}} \end {align*}

Or \begin {align*} y_{1}\left (x \right ) &= \moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n +1}\\ y_{2}\left (x \right ) &= C y_{1}\left (x \right ) \ln \left (x \right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}b_{n} x^{n -3}\right ) \end {align*}

Where \(C\) above can be zero. We start by finding \(y_{1}\). Eq (2B) derived above is now used to find all \(a_{n}\) coefficients. The case \(n = 0\) is skipped since it was used to find the roots of the indicial equation. \(a_{0}\) is arbitrary and taken as \(a_{0} = 1\). Substituting \(n = 1\) in Eq. (2B) gives \[ a_{1} = 0 \] For \(2\le n\) the recursive equation is \begin{equation} \tag{3} a_{n} \left (n +r \right ) \left (n +r -1\right )-a_{n -2} \left (n +r -2\right )+3 a_{n} \left (n +r \right )-3 a_{n} = 0 \end{equation} Solving for \(a_{n}\) from recursive equation (4) gives \[ a_{n} = \frac {a_{n -2} \left (n +r -2\right )}{n^{2}+2 n r +r^{2}+2 n +2 r -3}\tag {4} \] Which for the root \(r = 1\) becomes \[ a_{n} = \frac {a_{n -2} \left (n -1\right )}{n \left (n +4\right )}\tag {5} \] At this point, it is a good idea to keep track of \(a_{n}\) in a table both before substituting \(r = 1\) and after as more terms are found using the above recursive equation.

\(n\) \(a_{n ,r}\) \(a_{n}\)
\(a_{0}\) \(1\) \(1\)
\(a_{1}\) \(0\) \(0\)

For \(n = 2\), using the above recursive equation gives \[ a_{2}=\frac {r}{r^{2}+6 r +5} \] Which for the root \(r = 1\) becomes \[ a_{2}={\frac {1}{12}} \] And the table now becomes

\(n\) \(a_{n ,r}\) \(a_{n}\)
\(a_{0}\) \(1\) \(1\)
\(a_{1}\) \(0\) \(0\)
\(a_{2}\) \(\frac {r}{r^{2}+6 r +5}\) \(\frac {1}{12}\)

For \(n = 3\), using the above recursive equation gives \[ a_{3}=0 \] And the table now becomes

\(n\) \(a_{n ,r}\) \(a_{n}\)
\(a_{0}\) \(1\) \(1\)
\(a_{1}\) \(0\) \(0\)
\(a_{2}\) \(\frac {r}{r^{2}+6 r +5}\) \(\frac {1}{12}\)
\(a_{3}\) \(0\) \(0\)

For \(n = 4\), using the above recursive equation gives \[ a_{4}=\frac {r \left (2+r \right )}{\left (r^{2}+6 r +5\right ) \left (r^{2}+10 r +21\right )} \] Which for the root \(r = 1\) becomes \[ a_{4}={\frac {1}{128}} \] And the table now becomes

\(n\) \(a_{n ,r}\) \(a_{n}\)
\(a_{0}\) \(1\) \(1\)
\(a_{1}\) \(0\) \(0\)
\(a_{2}\) \(\frac {r}{r^{2}+6 r +5}\) \(\frac {1}{12}\)
\(a_{3}\) \(0\) \(0\)
\(a_{4}\) \(\frac {r \left (2+r \right )}{\left (r^{2}+6 r +5\right ) \left (r^{2}+10 r +21\right )}\) \(\frac {1}{128}\)

For \(n = 5\), using the above recursive equation gives \[ a_{5}=0 \] And the table now becomes

\(n\) \(a_{n ,r}\) \(a_{n}\)
\(a_{0}\) \(1\) \(1\)
\(a_{1}\) \(0\) \(0\)
\(a_{2}\) \(\frac {r}{r^{2}+6 r +5}\) \(\frac {1}{12}\)
\(a_{3}\) \(0\) \(0\)
\(a_{4}\) \(\frac {r \left (2+r \right )}{\left (r^{2}+6 r +5\right ) \left (r^{2}+10 r +21\right )}\) \(\frac {1}{128}\)
\(a_{5}\) \(0\) \(0\)

Using the above table, then the solution \(y_{1}\left (x \right )\) is \begin {align*} y_{1}\left (x \right )&= x \left (a_{0}+a_{1} x +a_{2} x^{2}+a_{3} x^{3}+a_{4} x^{4}+a_{5} x^{5}+a_{6} x^{6}\dots \right ) \\ &= x \left (1+\frac {x^{2}}{12}+\frac {x^{4}}{128}+O\left (x^{6}\right )\right ) \end {align*}

Now the second solution \(y_{2}\left (x \right )\) is found. Let \[ r_{1}-r_{2} = N \] Where \(N\) is positive integer which is the difference between the two roots. \(r_{1}\) is taken as the larger root. Hence for this problem we have \(N=4\). Now we need to determine if \(C\) is zero or not. This is done by finding \(\lim _{r\rightarrow r_{2}}a_{4}\left (r \right )\). If this limit exists, then \(C = 0\), else we need to keep the log term and \(C \neq 0\). The above table shows that \begin {align*} a_N &= a_{4} \\ &= \frac {r \left (2+r \right )}{\left (r^{2}+6 r +5\right ) \left (r^{2}+10 r +21\right )} \end {align*}

Therefore \begin {align*} \lim _{r\rightarrow r_{2}}\frac {r \left (2+r \right )}{\left (r^{2}+6 r +5\right ) \left (r^{2}+10 r +21\right )}&= \lim _{r\rightarrow -3}\frac {r \left (2+r \right )}{\left (r^{2}+6 r +5\right ) \left (r^{2}+10 r +21\right )}\\ &= \textit {undefined} \end {align*}

Since the limit does not exist then the log term is needed. Therefore the second solution has the form \[ y_{2}\left (x \right ) = C y_{1}\left (x \right ) \ln \left (x \right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}b_{n} x^{n +r_{2}}\right ) \] Therefore \begin{align*} \frac {d}{d x}y_{2}\left (x \right ) &= C y_{1}^{\prime }\left (x \right ) \ln \left (x \right )+\frac {C y_{1}\left (x \right )}{x}+\left (\moverset {\infty }{\munderset {n =0}{\sum }}\frac {b_{n} x^{n +r_{2}} \left (n +r_{2}\right )}{x}\right ) \\ &= C y_{1}^{\prime }\left (x \right ) \ln \left (x \right )+\frac {C y_{1}\left (x \right )}{x}+\left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{-1+n +r_{2}} b_{n} \left (n +r_{2}\right )\right ) \\ \frac {d^{2}}{d x^{2}}y_{2}\left (x \right ) &= C y_{1}^{\prime \prime }\left (x \right ) \ln \left (x \right )+\frac {2 C y_{1}^{\prime }\left (x \right )}{x}-\frac {C y_{1}\left (x \right )}{x^{2}}+\moverset {\infty }{\munderset {n =0}{\sum }}\left (\frac {b_{n} x^{n +r_{2}} \left (n +r_{2}\right )^{2}}{x^{2}}-\frac {b_{n} x^{n +r_{2}} \left (n +r_{2}\right )}{x^{2}}\right ) \\ &= C y_{1}^{\prime \prime }\left (x \right ) \ln \left (x \right )+\frac {2 C y_{1}^{\prime }\left (x \right )}{x}-\frac {C y_{1}\left (x \right )}{x^{2}}+\left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{-2+n +r_{2}} b_{n} \left (n +r_{2}\right ) \left (-1+n +r_{2}\right )\right ) \\ \end{align*} Substituting these back into the given ode \(x^{2} y^{\prime \prime }+\left (-x^{3}+3 x \right ) y^{\prime }-3 y = 0\) gives \[ x^{2} \left (C y_{1}^{\prime \prime }\left (x \right ) \ln \left (x \right )+\frac {2 C y_{1}^{\prime }\left (x \right )}{x}-\frac {C y_{1}\left (x \right )}{x^{2}}+\moverset {\infty }{\munderset {n =0}{\sum }}\left (\frac {b_{n} x^{n +r_{2}} \left (n +r_{2}\right )^{2}}{x^{2}}-\frac {b_{n} x^{n +r_{2}} \left (n +r_{2}\right )}{x^{2}}\right )\right )+\left (-x^{3}+3 x \right ) \left (C y_{1}^{\prime }\left (x \right ) \ln \left (x \right )+\frac {C y_{1}\left (x \right )}{x}+\left (\moverset {\infty }{\munderset {n =0}{\sum }}\frac {b_{n} x^{n +r_{2}} \left (n +r_{2}\right )}{x}\right )\right )-3 C y_{1}\left (x \right ) \ln \left (x \right )-3 \left (\moverset {\infty }{\munderset {n =0}{\sum }}b_{n} x^{n +r_{2}}\right ) = 0 \] Which can be written as \begin{equation} \tag{7} \left (\left (x^{2} y_{1}^{\prime \prime }\left (x \right )+\left (-x^{3}+3 x \right ) y_{1}^{\prime }\left (x \right )-3 y_{1}\left (x \right )\right ) \ln \left (x \right )+x^{2} \left (\frac {2 y_{1}^{\prime }\left (x \right )}{x}-\frac {y_{1}\left (x \right )}{x^{2}}\right )+\frac {\left (-x^{3}+3 x \right ) y_{1}\left (x \right )}{x}\right ) C +x^{2} \left (\moverset {\infty }{\munderset {n =0}{\sum }}\left (\frac {b_{n} x^{n +r_{2}} \left (n +r_{2}\right )^{2}}{x^{2}}-\frac {b_{n} x^{n +r_{2}} \left (n +r_{2}\right )}{x^{2}}\right )\right )+\left (-x^{3}+3 x \right ) \left (\moverset {\infty }{\munderset {n =0}{\sum }}\frac {b_{n} x^{n +r_{2}} \left (n +r_{2}\right )}{x}\right )-3 \left (\moverset {\infty }{\munderset {n =0}{\sum }}b_{n} x^{n +r_{2}}\right ) = 0 \end{equation} But since \(y_{1}\left (x \right )\) is a solution to the ode, then \[ x^{2} y_{1}^{\prime \prime }\left (x \right )+\left (-x^{3}+3 x \right ) y_{1}^{\prime }\left (x \right )-3 y_{1}\left (x \right ) = 0 \] Eq (7) simplifes to \begin{equation} \tag{8} \left (x^{2} \left (\frac {2 y_{1}^{\prime }\left (x \right )}{x}-\frac {y_{1}\left (x \right )}{x^{2}}\right )+\frac {\left (-x^{3}+3 x \right ) y_{1}\left (x \right )}{x}\right ) C +x^{2} \left (\moverset {\infty }{\munderset {n =0}{\sum }}\left (\frac {b_{n} x^{n +r_{2}} \left (n +r_{2}\right )^{2}}{x^{2}}-\frac {b_{n} x^{n +r_{2}} \left (n +r_{2}\right )}{x^{2}}\right )\right )+\left (-x^{3}+3 x \right ) \left (\moverset {\infty }{\munderset {n =0}{\sum }}\frac {b_{n} x^{n +r_{2}} \left (n +r_{2}\right )}{x}\right )-3 \left (\moverset {\infty }{\munderset {n =0}{\sum }}b_{n} x^{n +r_{2}}\right ) = 0 \end{equation} Substituting \(y_{1} = \moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n +r_{1}}\) into the above gives \begin{equation} \tag{9} \left (2 \left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{-1+n +r_{1}} a_{n} \left (n +r_{1}\right )\right ) x +\left (-x^{2}+2\right ) \left (\moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n +r_{1}}\right )\right ) C +\left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{-2+n +r_{2}} b_{n} \left (n +r_{2}\right ) \left (-1+n +r_{2}\right )\right ) x^{2}+\left (-x^{3}+3 x \right ) \left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{-1+n +r_{2}} b_{n} \left (n +r_{2}\right )\right )-3 \left (\moverset {\infty }{\munderset {n =0}{\sum }}b_{n} x^{n +r_{2}}\right ) = 0 \end{equation} Since \(r_{1} = 1\) and \(r_{2} = -3\) then the above becomes \begin{equation} \tag{10} \left (2 \left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{n} a_{n} \left (n +1\right )\right ) x +\left (-x^{2}+2\right ) \left (\moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n +1}\right )\right ) C +\left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{-5+n} b_{n} \left (n -3\right ) \left (-4+n \right )\right ) x^{2}+\left (-x^{3}+3 x \right ) \left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{-4+n} b_{n} \left (n -3\right )\right )-3 \left (\moverset {\infty }{\munderset {n =0}{\sum }}b_{n} x^{n -3}\right ) = 0 \end{equation} Which simplifies to \begin{equation} \tag{2A} \left (\moverset {\infty }{\munderset {n =0}{\sum }}2 C \,x^{n +1} a_{n} \left (n +1\right )\right )+\moverset {\infty }{\munderset {n =0}{\sum }}\left (-C \,x^{n +3} a_{n}\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}2 C \,x^{n +1} a_{n}\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{n -3} b_{n} \left (-4+n \right ) \left (n -3\right )\right )+\moverset {\infty }{\munderset {n =0}{\sum }}\left (-x^{n -1} b_{n} \left (n -3\right )\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}3 x^{n -3} b_{n} \left (n -3\right )\right )+\moverset {\infty }{\munderset {n =0}{\sum }}\left (-3 b_{n} x^{n -3}\right ) = 0 \end{equation} The next step is to make all powers of \(x\) be \(n -3\) in each summation term. Going over each summation term above with power of \(x\) in it which is not already \(x^{n -3}\) and adjusting the power and the corresponding index gives \begin{align*} \moverset {\infty }{\munderset {n =0}{\sum }}2 C \,x^{n +1} a_{n} \left (n +1\right ) &= \moverset {\infty }{\munderset {n =4}{\sum }}2 C a_{-4+n} \left (n -3\right ) x^{n -3} \\ \moverset {\infty }{\munderset {n =0}{\sum }}\left (-C \,x^{n +3} a_{n}\right ) &= \moverset {\infty }{\munderset {n =6}{\sum }}\left (-C a_{n -6} x^{n -3}\right ) \\ \moverset {\infty }{\munderset {n =0}{\sum }}2 C \,x^{n +1} a_{n} &= \moverset {\infty }{\munderset {n =4}{\sum }}2 C a_{-4+n} x^{n -3} \\ \moverset {\infty }{\munderset {n =0}{\sum }}\left (-x^{n -1} b_{n} \left (n -3\right )\right ) &= \moverset {\infty }{\munderset {n =2}{\sum }}\left (-b_{n -2} \left (-5+n \right ) x^{n -3}\right ) \\ \end{align*} Substituting all the above in Eq (2A) gives the following equation where now all powers of \(x\) are the same and equal to \(n -3\). \begin{equation} \tag{2B} \left (\moverset {\infty }{\munderset {n =4}{\sum }}2 C a_{-4+n} \left (n -3\right ) x^{n -3}\right )+\moverset {\infty }{\munderset {n =6}{\sum }}\left (-C a_{n -6} x^{n -3}\right )+\left (\moverset {\infty }{\munderset {n =4}{\sum }}2 C a_{-4+n} x^{n -3}\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{n -3} b_{n} \left (-4+n \right ) \left (n -3\right )\right )+\moverset {\infty }{\munderset {n =2}{\sum }}\left (-b_{n -2} \left (-5+n \right ) x^{n -3}\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}3 x^{n -3} b_{n} \left (n -3\right )\right )+\moverset {\infty }{\munderset {n =0}{\sum }}\left (-3 b_{n} x^{n -3}\right ) = 0 \end{equation} For \(n=0\) in Eq. (2B), we choose arbitray value for \(b_{0}\) as \(b_{0} = 1\). For \(n=1\), Eq (2B) gives \[ -3 b_{1} = 0 \] Which when replacing the above values found already for \(b_{n}\) and the values found earlier for \(a_{n}\) and for \(C\), gives \[ -3 b_{1} = 0 \] Solving the above for \(b_{1}\) gives \[ b_{1}=0 \] For \(n=2\), Eq (2B) gives \[ -4 b_{2}+3 b_{0} = 0 \] Which when replacing the above values found already for \(b_{n}\) and the values found earlier for \(a_{n}\) and for \(C\), gives \[ -4 b_{2}+3 = 0 \] Solving the above for \(b_{2}\) gives \[ b_{2}={\frac {3}{4}} \] For \(n=3\), Eq (2B) gives \[ 2 b_{1}-3 b_{3} = 0 \] Which when replacing the above values found already for \(b_{n}\) and the values found earlier for \(a_{n}\) and for \(C\), gives \[ -3 b_{3} = 0 \] Solving the above for \(b_{3}\) gives \[ b_{3}=0 \] For \(n=N\), where \(N=4\) which is the difference between the two roots, we are free to choose \(b_{4} = 0\). Hence for \(n=4\), Eq (2B) gives \[ 4 C +\frac {3}{4} = 0 \] Which is solved for \(C\). Solving for \(C\) gives \[ C=-{\frac {3}{16}} \] For \(n=5\), Eq (2B) gives \[ 6 C a_{1}+5 b_{5} = 0 \] Which when replacing the above values found already for \(b_{n}\) and the values found earlier for \(a_{n}\) and for \(C\), gives \[ 5 b_{5} = 0 \] Solving the above for \(b_{5}\) gives \[ b_{5}=0 \] Now that we found all \(b_{n}\) and \(C\), we can calculate the second solution from \[ y_{2}\left (x \right ) = C y_{1}\left (x \right ) \ln \left (x \right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}b_{n} x^{n +r_{2}}\right ) \] Using the above value found for \(C=-{\frac {3}{16}}\) and all \(b_{n}\), then the second solution becomes \[ y_{2}\left (x \right )= -\frac {3}{16}\eslowast \left (x \left (1+\frac {x^{2}}{12}+\frac {x^{4}}{128}+O\left (x^{6}\right )\right )\right ) \ln \left (x \right )+\frac {1+\frac {3 x^{2}}{4}+O\left (x^{6}\right )}{x^{3}} \] Therefore the homogeneous solution is \begin{align*} y_h(x) &= c_{1} y_{1}\left (x \right )+c_{2} y_{2}\left (x \right ) \\ &= c_{1} x \left (1+\frac {x^{2}}{12}+\frac {x^{4}}{128}+O\left (x^{6}\right )\right ) + c_{2} \left (-\frac {3}{16}\eslowast \left (x \left (1+\frac {x^{2}}{12}+\frac {x^{4}}{128}+O\left (x^{6}\right )\right )\right ) \ln \left (x \right )+\frac {1+\frac {3 x^{2}}{4}+O\left (x^{6}\right )}{x^{3}}\right ) \\ \end{align*} Hence the final solution is \begin{align*} y &= y_h \\ &= c_{1} x \left (1+\frac {x^{2}}{12}+\frac {x^{4}}{128}+O\left (x^{6}\right )\right )+c_{2} \left (-\frac {3 x \left (1+\frac {x^{2}}{12}+\frac {x^{4}}{128}+O\left (x^{6}\right )\right ) \ln \left (x \right )}{16}+\frac {1+\frac {3 x^{2}}{4}+O\left (x^{6}\right )}{x^{3}}\right ) \\ \end{align*}

Summary

The solution(s) found are the following \begin{align*} \tag{1} y &= c_{1} x \left (1+\frac {x^{2}}{12}+\frac {x^{4}}{128}+O\left (x^{6}\right )\right )+c_{2} \left (-\frac {3 x \left (1+\frac {x^{2}}{12}+\frac {x^{4}}{128}+O\left (x^{6}\right )\right ) \ln \left (x \right )}{16}+\frac {1+\frac {3 x^{2}}{4}+O\left (x^{6}\right )}{x^{3}}\right ) \\ \end{align*}

Verification of solutions

\[ y = c_{1} x \left (1+\frac {x^{2}}{12}+\frac {x^{4}}{128}+O\left (x^{6}\right )\right )+c_{2} \left (-\frac {3 x \left (1+\frac {x^{2}}{12}+\frac {x^{4}}{128}+O\left (x^{6}\right )\right ) \ln \left (x \right )}{16}+\frac {1+\frac {3 x^{2}}{4}+O\left (x^{6}\right )}{x^{3}}\right ) \] Verified OK.

24.15.1 Maple step by step solution

\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & x^{2} y^{\prime \prime }+\left (-x^{3}+3 x \right ) y^{\prime }-3 y=0 \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 2 \\ {} & {} & y^{\prime \prime } \\ \bullet & {} & \textrm {Isolate 2nd derivative}\hspace {3pt} \\ {} & {} & y^{\prime \prime }=\frac {3 y}{x^{2}}+\frac {\left (x^{2}-3\right ) y^{\prime }}{x} \\ \bullet & {} & \textrm {Group terms with}\hspace {3pt} y\hspace {3pt}\textrm {on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linear}\hspace {3pt} \\ {} & {} & y^{\prime \prime }-\frac {\left (x^{2}-3\right ) y^{\prime }}{x}-\frac {3 y}{x^{2}}=0 \\ \square & {} & \textrm {Check to see if}\hspace {3pt} x_{0}=0\hspace {3pt}\textrm {is a regular singular point}\hspace {3pt} \\ {} & \circ & \textrm {Define functions}\hspace {3pt} \\ {} & {} & \left [P_{2}\left (x \right )=-\frac {x^{2}-3}{x}, P_{3}\left (x \right )=-\frac {3}{x^{2}}\right ] \\ {} & \circ & x \cdot P_{2}\left (x \right )\textrm {is analytic at}\hspace {3pt} x =0 \\ {} & {} & \left (x \cdot P_{2}\left (x \right )\right )\bigg | {\mstack {}{_{x \hiderel {=}0}}}=3 \\ {} & \circ & x^{2}\cdot P_{3}\left (x \right )\textrm {is analytic at}\hspace {3pt} x =0 \\ {} & {} & \left (x^{2}\cdot P_{3}\left (x \right )\right )\bigg | {\mstack {}{_{x \hiderel {=}0}}}=-3 \\ {} & \circ & x =0\textrm {is a regular singular point}\hspace {3pt} \\ & {} & \textrm {Check to see if}\hspace {3pt} x_{0}=0\hspace {3pt}\textrm {is a regular singular point}\hspace {3pt} \\ {} & {} & x_{0}=0 \\ \bullet & {} & \textrm {Multiply by denominators}\hspace {3pt} \\ {} & {} & x^{2} y^{\prime \prime }-x \left (x^{2}-3\right ) y^{\prime }-3 y=0 \\ \bullet & {} & \textrm {Assume series solution for}\hspace {3pt} y \\ {} & {} & y=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} x^{k +r} \\ \square & {} & \textrm {Rewrite ODE with series expansions}\hspace {3pt} \\ {} & \circ & \textrm {Convert}\hspace {3pt} x^{m}\cdot y^{\prime }\hspace {3pt}\textrm {to series expansion for}\hspace {3pt} m =1..3 \\ {} & {} & x^{m}\cdot y^{\prime }=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} \left (k +r \right ) x^{k +r -1+m} \\ {} & \circ & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k +1-m \\ {} & {} & x^{m}\cdot y^{\prime }=\moverset {\infty }{\munderset {k =-1+m}{\sum }}a_{k +1-m} \left (k +1-m +r \right ) x^{k +r} \\ {} & \circ & \textrm {Convert}\hspace {3pt} x^{2}\cdot y^{\prime \prime }\hspace {3pt}\textrm {to series expansion}\hspace {3pt} \\ {} & {} & x^{2}\cdot y^{\prime \prime }=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} \left (k +r \right ) \left (k +r -1\right ) x^{k +r} \\ & {} & \textrm {Rewrite ODE with series expansions}\hspace {3pt} \\ {} & {} & a_{0} \left (3+r \right ) \left (-1+r \right ) x^{r}+a_{1} \left (4+r \right ) r \,x^{1+r}+\left (\moverset {\infty }{\munderset {k =2}{\sum }}\left (a_{k} \left (k +r +3\right ) \left (k +r -1\right )-a_{k -2} \left (k -2+r \right )\right ) x^{k +r}\right )=0 \\ \bullet & {} & a_{0}\textrm {cannot be 0 by assumption, giving the indicial equation}\hspace {3pt} \\ {} & {} & \left (3+r \right ) \left (-1+r \right )=0 \\ \bullet & {} & \textrm {Values of r that satisfy the indicial equation}\hspace {3pt} \\ {} & {} & r \in \left \{-3, 1\right \} \\ \bullet & {} & \textrm {Each term must be 0}\hspace {3pt} \\ {} & {} & a_{1} \left (4+r \right ) r =0 \\ \bullet & {} & \textrm {Solve for the dependent coefficient(s)}\hspace {3pt} \\ {} & {} & a_{1}=0 \\ \bullet & {} & \textrm {Each term in the series must be 0, giving the recursion relation}\hspace {3pt} \\ {} & {} & a_{k} \left (k +r +3\right ) \left (k +r -1\right )-a_{k -2} \left (k -2+r \right )=0 \\ \bullet & {} & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k +2 \\ {} & {} & a_{k +2} \left (k +5+r \right ) \left (k +1+r \right )-a_{k} \left (k +r \right )=0 \\ \bullet & {} & \textrm {Recursion relation that defines series solution to ODE}\hspace {3pt} \\ {} & {} & a_{k +2}=\frac {a_{k} \left (k +r \right )}{\left (k +5+r \right ) \left (k +1+r \right )} \\ \bullet & {} & \textrm {Recursion relation for}\hspace {3pt} r =-3 \\ {} & {} & a_{k +2}=\frac {a_{k} \left (k -3\right )}{\left (k +2\right ) \left (k -2\right )} \\ \bullet & {} & \textrm {Series not valid for}\hspace {3pt} r =-3\hspace {3pt}\textrm {, division by}\hspace {3pt} 0\hspace {3pt}\textrm {in the recursion relation at}\hspace {3pt} k =2 \\ {} & {} & a_{k +2}=\frac {a_{k} \left (k -3\right )}{\left (k +2\right ) \left (k -2\right )} \\ \bullet & {} & \textrm {Recursion relation for}\hspace {3pt} r =1 \\ {} & {} & a_{k +2}=\frac {a_{k} \left (k +1\right )}{\left (k +6\right ) \left (k +2\right )} \\ \bullet & {} & \textrm {Solution for}\hspace {3pt} r =1 \\ {} & {} & \left [y=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} x^{k +1}, a_{k +2}=\frac {a_{k} \left (k +1\right )}{\left (k +6\right ) \left (k +2\right )}, a_{1}=0\right ] \end {array} \]

Maple trace

`Methods for second order ODEs: 
--- Trying classification methods --- 
trying a quadrature 
checking if the LODE has constant coefficients 
checking if the LODE is of Euler type 
trying a symmetry of the form [xi=0, eta=F(x)] 
checking if the LODE is missing y 
-> Trying a Liouvillian solution using Kovacics algorithm 
<- No Liouvillian solutions exists 
-> Trying a solution in terms of special functions: 
   -> Bessel 
   -> elliptic 
   -> Legendre 
   <- Kummer successful 
<- special function solution successful`
 

Solution by Maple

Time used: 0.015 (sec). Leaf size: 47

Order:=6; 
dsolve(x^2*diff(y(x),x$2)+x*(3-x^2)*diff(y(x),x)-3*y(x)=0,y(x),type='series',x=0);
 

\[ y \left (x \right ) = \frac {c_{1} x^{4} \left (1+\frac {1}{12} x^{2}+\frac {1}{128} x^{4}+\operatorname {O}\left (x^{6}\right )\right )+c_{2} \left (\ln \left (x \right ) \left (27 x^{4}+\operatorname {O}\left (x^{6}\right )\right )+\left (-144-108 x^{2}-36 x^{4}+\operatorname {O}\left (x^{6}\right )\right )\right )}{x^{3}} \]

Solution by Mathematica

Time used: 0.011 (sec). Leaf size: 53

AsymptoticDSolveValue[x^2*y''[x]+x*(3-x^2)*y'[x]-3*y[x]==0,y[x],{x,0,5}]
 

\[ y(x)\to c_2 \left (\frac {x^5}{128}+\frac {x^3}{12}+x\right )+c_1 \left (\frac {19 x^4+48 x^2+64}{64 x^3}-\frac {3}{16} x \log (x)\right ) \]