Internal problem ID [2915]
Internal file name [OUTPUT/2407_Sunday_June_05_2022_03_04_56_AM_36856607/index.tex
]
Book: Differential equations and linear algebra, Stephen W. Goode and Scott A Annin. Fourth
edition, 2015
Section: Chapter 11, Series Solutions to Linear Differential Equations. Exercises for 11.2. page
739
Problem number: Problem 20.
ODE order: 2.
ODE degree: 1.
The type(s) of ODE detected by this program : "second order series method. Ordinary point", "second order series method. Taylor series method"
Maple gives the following as the ode type
[[_2nd_order, _linear, _nonhomogeneous]]
\[ \boxed {y^{\prime \prime }+2 y^{\prime } x^{2}+y x=2 \cos \left (x \right )} \] With the expansion point for the power series method at \(x = 0\).
Solving ode using Taylor series method. This gives review on how the Taylor series method works for solving second order ode.
Let \[ y^{\prime \prime }=f\left ( x,y,y^{\prime }\right ) \] Assuming expansion is at \(x_{0}=0\) (we can always shift the actual expansion point to \(0\) by change of variables) and assuming \(f\left ( x,y,y^{\prime }\right ) \) is analytic at \(x_{0}\) which must be the case for an ordinary point. Let initial conditions be \(y\left ( x_{0}\right ) =y_{0}\) and \(y^{\prime }\left ( x_{0}\right ) =y_{0}^{\prime }\). Using Taylor series gives\begin {align*} y\left ( x\right ) & =y\left ( x_{0}\right ) +\left ( x-x_{0}\right ) y^{\prime }\left ( x_{0}\right ) +\frac {\left ( x-x_{0}\right ) ^{2}}{2}y^{\prime \prime }\left ( x_{0}\right ) +\frac {\left ( x-x_{0}\right ) ^{3}}{3!}y^{\prime \prime \prime }\left ( x_{0}\right ) +\cdots \\ & =y_{0}+xy_{0}^{\prime }+\frac {x^{2}}{2}\left . f\right \vert _{x_{0},y_{0},y_{0}^{\prime }}+\frac {x^{3}}{3!}\left . f^{\prime }\right \vert _{x_{0},y_{0},y_{0}^{\prime }}+\cdots \\ & =y_{0}+xy_{0}^{\prime }+\sum _{n=0}^{\infty }\frac {x^{n+2}}{\left ( n+2\right ) !}\left . \frac {d^{n}f}{dx^{n}}\right \vert _{x_{0},y_{0},y_{0}^{\prime }} \end {align*}
But \begin {align} \frac {df}{dx} & =\frac {\partial f}{\partial x}\frac {dx}{dx}+\frac {\partial f}{\partial y}\frac {dy}{dx}+\frac {\partial f}{\partial y^{\prime }}\frac {dy^{\prime }}{dx}\tag {1}\\ & =\frac {\partial f}{\partial x}+\frac {\partial f}{\partial y}y^{\prime }+\frac {\partial f}{\partial y^{\prime }}y^{\prime \prime }\\ & =\frac {\partial f}{\partial x}+\frac {\partial f}{\partial y}y^{\prime }+\frac {\partial f}{\partial y^{\prime }}f\\ \frac {d^{2}f}{dx^{2}} & =\frac {d}{dx}\left ( \frac {df}{dx}\right ) \nonumber \\ & =\frac {\partial }{\partial x}\left ( \frac {df}{dx}\right ) +\frac {\partial }{\partial y}\left ( \frac {df}{dx}\right ) y^{\prime }+\frac {\partial }{\partial y^{\prime }}\left ( \frac {df}{dx}\right ) f\tag {2}\\ \frac {d^{3}f}{dx^{3}} & =\frac {d}{dx}\left ( \frac {d^{2}f}{dx^{2}}\right ) \nonumber \\ & =\frac {\partial }{\partial x}\left ( \frac {d^{2}f}{dx^{2}}\right ) +\left ( \frac {\partial }{\partial y}\frac {d^{2}f}{dx^{2}}\right ) y^{\prime }+\frac {\partial }{\partial y^{\prime }}\left ( \frac {d^{2}f}{dx^{2}}\right ) f\tag {3}\\ & \vdots \nonumber \end {align}
And so on. Hence if we name \(F_{0}=f\left ( x,y,y^{\prime }\right ) \) then the above can be written as \begin {align} F_{0} & =f\left ( x,y,y^{\prime }\right ) \tag {4}\\ F_{1} & =\frac {df}{dx}\nonumber \\ & =\frac {dF_{0}}{dx}\nonumber \\ & =\frac {\partial f}{\partial x}+\frac {\partial f}{\partial y}y^{\prime }+\frac {\partial f}{\partial y^{\prime }}y^{\prime \prime }\nonumber \\ & =\frac {\partial f}{\partial x}+\frac {\partial f}{\partial y}y^{\prime }+\frac {\partial f}{\partial y^{\prime }}f\tag {5}\\ & =\frac {\partial F_{0}}{\partial x}+\frac {\partial F_{0}}{\partial y}y^{\prime }+\frac {\partial F_{0}}{\partial y^{\prime }}F_{0}\nonumber \\ F_{2} & =\frac {d}{dx}\left ( \frac {d}{dx}f\right ) \nonumber \\ & =\frac {d}{dx}\left ( F_{1}\right ) \nonumber \\ & =\frac {\partial }{\partial x}F_{1}+\left ( \frac {\partial F_{1}}{\partial y}\right ) y^{\prime }+\left ( \frac {\partial F_{1}}{\partial y^{\prime }}\right ) y^{\prime \prime }\nonumber \\ & =\frac {\partial }{\partial x}F_{1}+\left ( \frac {\partial F_{1}}{\partial y}\right ) y^{\prime }+\left ( \frac {\partial F_{1}}{\partial y^{\prime }}\right ) F_{0}\nonumber \\ & \vdots \nonumber \\ F_{n} & =\frac {d}{dx}\left ( F_{n-1}\right ) \nonumber \\ & =\frac {\partial }{\partial x}F_{n-1}+\left ( \frac {\partial F_{n-1}}{\partial y}\right ) y^{\prime }+\left ( \frac {\partial F_{n-1}}{\partial y^{\prime }}\right ) y^{\prime \prime }\nonumber \\ & =\frac {\partial }{\partial x}F_{n-1}+\left ( \frac {\partial F_{n-1}}{\partial y}\right ) y^{\prime }+\left ( \frac {\partial F_{n-1}}{\partial y^{\prime }}\right ) F_{0} \tag {6} \end {align}
Therefore (6) can be used from now on along with \begin {equation} y\left ( x\right ) =y_{0}+xy_{0}^{\prime }+\sum _{n=0}^{\infty }\frac {x^{n+2}}{\left ( n+2\right ) !}\left . F_{n}\right \vert _{x_{0},y_{0},y_{0}^{\prime }} \tag {7} \end {equation} To find \(y\left ( x\right ) \) series solution around \(x=0\). Hence \begin {align*} F_0 &= -2 y^{\prime } x^{2}-y x +2 \cos \left (x \right )\\ F_1 &= \frac {d F_0}{dx} \\ &= \frac {\partial F_{0}}{\partial x}+ \frac {\partial F_{0}}{\partial y} y^{\prime }+ \frac {\partial F_{0}}{\partial y^{\prime }} F_0 \\ &= \left (4 x^{4}-5 x \right ) y^{\prime }+2 y x^{3}-4 x^{2} \cos \left (x \right )-y-2 \sin \left (x \right )\\ F_2 &= \frac {d F_1}{dx} \\ &= \frac {\partial F_{1}}{\partial x}+ \frac {\partial F_{1}}{\partial y} y^{\prime }+ \frac {\partial F_{1}}{\partial y^{\prime }} F_1 \\ &= \left (-8 x^{6}+28 x^{3}-6\right ) y^{\prime }+\left (8 x^{4}-18 x -2\right ) \cos \left (x \right )-4 \left (\left (x^{3}-\frac {11}{4}\right ) y-\sin \left (x \right )\right ) x^{2}\\ F_3 &= \frac {d F_2}{dx} \\ &= \frac {\partial F_{2}}{\partial x}+ \frac {\partial F_{2}}{\partial y} y^{\prime }+ \frac {\partial F_{2}}{\partial y^{\prime }} F_2 \\ &= \left (16 x^{8}-108 x^{5}+107 x^{2}\right ) y^{\prime }+\left (-16 x^{6}+88 x^{3}+4 x^{2}-30\right ) \cos \left (x \right )+\left (-8 x^{4}+26 x +2\right ) \sin \left (x \right )+8 x y \left (x^{6}-6 x^{3}+\frac {7}{2}\right )\\ F_4 &= \frac {d F_3}{dx} \\ &= \frac {\partial F_{3}}{\partial x}+ \frac {\partial F_{3}}{\partial y} y^{\prime }+ \frac {\partial F_{3}}{\partial y^{\prime }} F_3 \\ &= \left (-32 x^{10}+352 x^{7}-802 x^{4}+242 x \right ) y^{\prime }+\left (32 x^{8}-312 x^{5}-8 x^{4}+478 x^{2}+34 x +2\right ) \cos \left (x \right )+\left (16 x^{6}-120 x^{3}-4 x^{2}+56\right ) \sin \left (x \right )-16 \left (x^{9}-\frac {41}{4} x^{6}+\frac {299}{16} x^{3}-\frac {7}{4}\right ) y \end {align*}
And so on. Evaluating all the above at initial conditions \(x = 0\) and \(y \left (0\right ) = y \left (0\right )\) and \(y^{\prime }\left (0\right ) = y^{\prime }\left (0\right )\) gives \begin {align*} F_0 &= 2\\ F_1 &= -y \left (0\right )\\ F_2 &= -2-6 y^{\prime }\left (0\right )\\ F_3 &= -30\\ F_4 &= 2+28 y \left (0\right ) \end {align*}
Substituting all the above in (7) and simplifying gives the solution as \[ y = \left (1-\frac {1}{6} x^{3}+\frac {7}{180} x^{6}\right ) y \left (0\right )+\left (x -\frac {1}{4} x^{4}\right ) y^{\prime }\left (0\right )+x^{2}-\frac {x^{4}}{12}-\frac {x^{5}}{4}+\frac {x^{6}}{360}+O\left (x^{6}\right ) \] Since the expansion point \(x = 0\) is an ordinary, we can also solve this using standard power series Let the solution be represented as power series of the form \[ y = \moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n} \] Then \begin {align*} y^{\prime } &= \moverset {\infty }{\munderset {n =1}{\sum }}n a_{n} x^{n -1}\\ y^{\prime \prime } &= \moverset {\infty }{\munderset {n =2}{\sum }}n \left (n -1\right ) a_{n} x^{n -2} \end {align*}
Substituting the above back into the ode gives \begin {align*} \moverset {\infty }{\munderset {n =2}{\sum }}n \left (n -1\right ) a_{n} x^{n -2} = -2 \left (\moverset {\infty }{\munderset {n =1}{\sum }}n a_{n} x^{n -1}\right ) x^{2}-\left (\moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n}\right ) x +2 \cos \left (x \right )\tag {1} \end {align*}
Expanding \(2 \cos \left (x \right )\) as Taylor series around \(x=0\) and keeping only the first \(6\) terms gives \begin {align*} 2 \cos \left (x \right ) &= 2-x^{2}+\frac {1}{12} x^{4} + \dots \\ &= 2-x^{2}+\frac {1}{12} x^{4} \end {align*}
Hence the ODE in Eq (1) becomes \[ \left (\moverset {\infty }{\munderset {n =2}{\sum }}n \left (n -1\right ) a_{n} x^{n -2}\right )+2 \left (\moverset {\infty }{\munderset {n =1}{\sum }}n a_{n} x^{n -1}\right ) x^{2}+\left (\moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n}\right ) x = 2-x^{2}+\frac {1}{12} x^{4} \] Which simplifies to \begin{equation} \tag{2} \left (\moverset {\infty }{\munderset {n =2}{\sum }}n \left (n -1\right ) a_{n} x^{n -2}\right )+\left (\moverset {\infty }{\munderset {n =1}{\sum }}2 n \,x^{1+n} a_{n}\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{1+n} a_{n}\right ) = 2-x^{2}+\frac {1}{12} x^{4} \end{equation} The next step is to make all powers of \(x\) be \(n\) in each summation term. Going over each summation term above with power of \(x\) in it which is not already \(x^{n}\) and adjusting the power and the corresponding index gives \begin{align*} \moverset {\infty }{\munderset {n =2}{\sum }}n \left (n -1\right ) a_{n} x^{n -2} &= \moverset {\infty }{\munderset {n =0}{\sum }}\left (n +2\right ) a_{n +2} \left (1+n \right ) x^{n} \\ \moverset {\infty }{\munderset {n =1}{\sum }}2 n \,x^{1+n} a_{n} &= \moverset {\infty }{\munderset {n =2}{\sum }}2 \left (n -1\right ) a_{n -1} x^{n} \\ \moverset {\infty }{\munderset {n =0}{\sum }}x^{1+n} a_{n} &= \moverset {\infty }{\munderset {n =1}{\sum }}a_{n -1} x^{n} \\ \end{align*} Substituting all the above in Eq (2) gives the following equation where now all powers of \(x\) are the same and equal to \(n\). \begin{equation} \tag{3} \left (\moverset {\infty }{\munderset {n =0}{\sum }}\left (n +2\right ) a_{n +2} \left (1+n \right ) x^{n}\right )+\left (\moverset {\infty }{\munderset {n =2}{\sum }}2 \left (n -1\right ) a_{n -1} x^{n}\right )+\left (\moverset {\infty }{\munderset {n =1}{\sum }}a_{n -1} x^{n}\right ) = 2-x^{2}+\frac {1}{12} x^{4} \end{equation} \(n=0\) gives \begin{align*} \left (2 a_{2}\right ) 1 &= 2 \\ 2 a_{2} &= 2 \\ \end{align*} Or \[ a_{2} = 1 \] \(n=1\) gives \[ 6 a_{3}+a_{0}=0 \] Which after substituting earlier equations, simplifies to \[ a_{3} = -\frac {a_{0}}{6} \] For \(2\le n\), the recurrence equation is \begin{equation} \tag{4} \left (\left (n +2\right ) a_{n +2} \left (1+n \right )+2 \left (n -1\right ) a_{n -1}+a_{n -1}\right ) x^{n} = 2-x^{2}+\frac {1}{12} x^{4} \end{equation} For \(n = 2\) the recurrence equation gives \begin{align*} \left (12 a_{4}+3 a_{1}\right ) x^{2}&=-x^{2} \\ 12 a_{4}+3 a_{1} &= -1 \\ \end{align*} Which after substituting the earlier terms found becomes \[ a_{4} = -\frac {1}{12}-\frac {a_{1}}{4} \] For \(n = 3\) the recurrence equation gives \begin{align*} \left (20 a_{5}+5 a_{2}\right ) x^{3}&=0 \\ 20 a_{5}+5 a_{2} &= 0 \\ \end{align*} Which after substituting the earlier terms found becomes \[ a_{5} = -{\frac {1}{4}} \] For \(n = 4\) the recurrence equation gives \begin{align*} \left (30 a_{6}+7 a_{3}\right ) x^{4}&=\frac {x^{4}}{12} \\ 30 a_{6}+7 a_{3} &= {\frac {1}{12}} \\ \end{align*} Which after substituting the earlier terms found becomes \[ a_{6} = \frac {1}{360}+\frac {7 a_{0}}{180} \] For \(n = 5\) the recurrence equation gives \begin{align*} \left (42 a_{7}+9 a_{4}\right ) x^{5}&=0 \\ 42 a_{7}+9 a_{4} &= 0 \\ \end{align*} Which after substituting the earlier terms found becomes \[ a_{7} = \frac {1}{56}+\frac {3 a_{1}}{56} \] And so on. Therefore the solution is \begin {align*} y &= \moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n}\\ &= a_{3} x^{3}+a_{2} x^{2}+a_{1} x +a_{0} + \dots \end {align*}
Substituting the values for \(a_{n}\) found above, the solution becomes \[ y = a_{0}+a_{1} x +x^{2}-\frac {a_{0} x^{3}}{6}+\left (-\frac {1}{12}-\frac {a_{1}}{4}\right ) x^{4}-\frac {x^{5}}{4}+\dots \] Collecting terms, the solution becomes \begin{equation} \tag{3} y = \left (1-\frac {x^{3}}{6}\right ) a_{0}+\left (x -\frac {1}{4} x^{4}\right ) a_{1}+x^{2}-\frac {x^{4}}{12}-\frac {x^{5}}{4}+O\left (x^{6}\right ) \end{equation} At \(x = 0\) the solution above becomes \[ y = \left (1-\frac {x^{3}}{6}\right ) c_{1} +\left (x -\frac {1}{4} x^{4}\right ) c_{2} +x^{2}-\frac {x^{4}}{12}-\frac {x^{5}}{4}+O\left (x^{6}\right ) \]
The solution(s) found are the following \begin{align*} \tag{1} y &= \left (1-\frac {1}{6} x^{3}+\frac {7}{180} x^{6}\right ) y \left (0\right )+\left (x -\frac {1}{4} x^{4}\right ) y^{\prime }\left (0\right )+x^{2}-\frac {x^{4}}{12}-\frac {x^{5}}{4}+\frac {x^{6}}{360}+O\left (x^{6}\right ) \\ \tag{2} y &= \left (1-\frac {x^{3}}{6}\right ) c_{1} +\left (x -\frac {1}{4} x^{4}\right ) c_{2} +x^{2}-\frac {x^{4}}{12}-\frac {x^{5}}{4}+O\left (x^{6}\right ) \\ \end{align*}
Verification of solutions
\[ y = \left (1-\frac {1}{6} x^{3}+\frac {7}{180} x^{6}\right ) y \left (0\right )+\left (x -\frac {1}{4} x^{4}\right ) y^{\prime }\left (0\right )+x^{2}-\frac {x^{4}}{12}-\frac {x^{5}}{4}+\frac {x^{6}}{360}+O\left (x^{6}\right ) \] Verified OK.
\[ y = \left (1-\frac {x^{3}}{6}\right ) c_{1} +\left (x -\frac {1}{4} x^{4}\right ) c_{2} +x^{2}-\frac {x^{4}}{12}-\frac {x^{5}}{4}+O\left (x^{6}\right ) \] Verified OK.
Maple trace
`Methods for second order ODEs: --- Trying classification methods --- trying a quadrature trying high order exact linear fully integrable trying differential order: 2; linear nonhomogeneous with symmetry [0,1] trying a double symmetry of the form [xi=0, eta=F(x)] -> Try solving first the homogeneous part of the ODE 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 -> hyper3: Equivalence to 1F1 under a power @ Moebius <- hyper3 successful: received ODE is equivalent to the 1F1 ODE <- Kummer successful <- special function solution successful <- solving first the homogeneous part of the ODE successful`
✓ Solution by Maple
Time used: 0.015 (sec). Leaf size: 30
Order:=6; dsolve(diff(y(x),x$2)+2*x^2*diff(y(x),x)+x*y(x)=2*cos(x),y(x),type='series',x=0);
\[ y \left (x \right ) = \left (1-\frac {x^{3}}{6}\right ) y \left (0\right )+\left (x -\frac {1}{4} x^{4}\right ) D\left (y \right )\left (0\right )+x^{2}-\frac {x^{4}}{12}-\frac {x^{5}}{4}+O\left (x^{6}\right ) \]
✓ Solution by Mathematica
Time used: 0.027 (sec). Leaf size: 45
AsymptoticDSolveValue[y''[x]+2*x^2*y'[x]+x*y[x]==2*Cos[x],y[x],{x,0,5}]
\[ y(x)\to -\frac {x^5}{4}-\frac {x^4}{12}+c_2 \left (x-\frac {x^4}{4}\right )+c_1 \left (1-\frac {x^3}{6}\right )+x^2 \]