1.0.

POWER SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL

EQUATIONS
1.1. THE

NOTATION
1.1.1 Index or Subscr!" No"#"on
T$e s%&bo'
i
x
(!ronounced )
x
sub
i
*+ s"#nds ,or #n% o, "$e -#'ues
1 . /
0 0 0 0 0 0
n
x x x x L L
"$#" "$e -#r#b'e
x
c#n #ssu&e. T$e 'e""er
i
n
i
x
s"#nds ,or #n% o,
"$e n"e1ers 00 10 .0 /0 20 30 40
L
0 #nd s c#''ed "$e subscr!" or ndex.
An% o, "$e 'e""ers
0 0 0 j k l m
#nd
n
c#n be used #s subscr!". In so&e 5or6s
r
s #'so used
#s # subscr!".
N.7.8 9#re $#s "o be exercsed n c$oosn1 # subscr!". A'5#%s #-od 'e""ers "$#" #re
6no5n0 s#%0 "o re!resen" cons"#n"s or re#' or co&!'ex -#r#b'es suc$ #s
0 0 a b c
or
0 0 x y z

e"c.0 or 'e""ers "$#" $#-e s!ec#' &e#nn1s:-#'ues suc$ #s
e
or
g
.
We de,ne "$e Su&&#"on:S1&# No"#"on b%
1 . /
1
.
n
i n
i
x x x x x

+ + + +

L
Ex#&!'es
( )
( )
( )
( )
( ) ( )
;
3 3 ; ; 1 1 . . / / 2 2 4 4
1
3
3 1 . / 2
1
3
3 1 . / 2
1
3 3
1 1
1 1 1
.
.
.
.
<ener#''%
i i
i
k
k
k
k
k k
k k
n n n
i i i i
i i i
i x y x y x y x y x y x y x y x y
ii ax ax ax ax ax ax
a x x x x x a x
i ax a x
ii ax by a x b y

+ + + + + +
+ + + +
+ + + +

+ +

No"e #'so "$e ,o''o5n1
( )
1
"o "er&s .
n
i
a a a a a a a a a n na

+ + + + + + + +

L

1... SHIFTIN< THE INDE=
In so'-n1 ordn#r% d,,eren"#' e>u#"ons0 (ODEs+0 b% !o5er seres &e"$ods0 #
1ood 6no5'ed1e o, "$e !ro!er"es o, "$e su&&#"on
( )

no"#"on or "$e #b'"% "o

&#n!u'#"e "$e s#&e c#nno" be o-er e&!$#s?ed. One $#s "o be con-ers#n" 5"$ -#rous
!ro!er"es or &#n!u'#"ons o, "$e

no"#"on. T$e ,o''o5n1 s # bre, re-e5 o, "$e

use #nd
!ro!er"es o, "$e sigma no"#"on.
Le" us #1ree on "$e "er&no'o1es "o be used $ere ,or "$e s#6e o, c'#r"% on'%. T$e

no"#"on co&!rses o, "5o &!or"#n" re,erences. 7o"$ o, "$ese re,erences #re
unds"n1us$#b'e exce!" ,or "$e !os"on "$e% occu!% -s@A@-s "$e no"#"on "se',. For
ex#&!'e n "$e "er&
( )
10
. /
2
; .
n
n
n
n n x y

1
]

0 "$e !#r" ns"ruc"n1 us "o c#rr% ou" our

su&&#"ons ,ro&
2 n
0 (n s"e!s o, 1+0 "o
1B0 n
con"#ns #n
n
"$#" 5e 5''
c#'' "$e counting index #nd "$#" !#r" n ,ron" o, "$e

no"#"on #'so con"#ns #n

ex!resson n
n
C "$s
n
5e 5'' c#'' "$e summation index . T$s s done on'% "o
,#c'"#"e our dscusson "$#" ,o''o5s.
1...1. S$,"n1 "$e Indces o, 9oun"n1 #nd Su&&#"on
T$e ndex o, coun"n10 #s 5e'' #s "$#" o, su&&#"on0 '6e "$e du&&% -#r#b'e o,
n"e1r#"on0 s # du&&% -#r#b'e.
Ex#&!'e8
100 100 100 100 100 100
. . . . . .
1 1 1 1 1 1
j j
n n k k i i l l r r
n k j i l r
x y
x y x y x y x y x y
n k j i l r




9o&!#re 5"$
( + ( + ( + ( + ( + ( + ( +
b b b b b b b
a a a a a a a
f x dx f z dz f y dy f s ds f r dr f d f d

. T$e 5or6 "$#" ,o''o5s de!ends $e#-'% on "$e 6no5'ed1e o, s$,"n1 "$e ndces.
S$,"n1 "$e ndces &#% !resen" so&e !rob'e&s #s " $#s no e>u-#'ence n n"e1r#"on.
T$e ex#&!'es "$#" ,o''o5 #re n"ended "o exe&!',% so&e &!or"#n" !ro!er"es "$#" 5e
#re 1on1 "o use n "$e nex" de-e'o!&en" o, "$e power series methods n "$e nex"
sec"on.
1..... Lo5ern1 "$e 9oun"n1 or R#sn1 "$e Su&&#"on Index #nd Dce
Ders#.
9onsder8
[ ]
( )
2 3 4 ;
2 3 4 ;
2
. . / . 2 . 3 . .
. . / . 2 . 3 . .
.
.
2 .
.
.
2 .
.
.
No"n1 "$#" "$e ndces #re du&&% -#r#b'es
E
n n
n n
n
m
m
n m
n m
n m
n n
n n
n n
a x a x a x a x a x a x
a x a x a x a x a x
a x a x
a x a x

+ + + + +
+ + + + +

+
+


+
+

+ + + + + +
+ + + + + +

L L
L L
L L L
Lo5ern1 "$e coun"n1 ndex b% .0
2 . Fro& "o
1
1
]
]
0 1-es rse "o r#sn1 "$e
su&&#"on ndex b% .
Fro& "o . n n
1
1
]
+ Z
.
9on-erse'%
.
.
.
n
n
n
a x

+
+

F
2
n
n
n
a x

( ) E . Re-ersn1 "$e order o, "$e #bo-e re'#"on 1

]

R#sn1 "$e coun"n1 ndex b% .0
. Fro& "o 2
1
]
Z
0 1-es rse "o 'o5ern1 "$e
su&&#"on ndex b% .
Fro& . "o n n
1
1
]
+ ]
9onsder #'so "$e ,o''o5n1 ,n"e ex#&!'e8
11
; G H 10 11
; G H 10 11
;
2 / 3 / 4 / ; / G /
2 / 3 / 4 / ; / G /
G
/
/
2
11 G
/
/
; 2
T$#" s
n
n
n
m
m
m
n n
n
n
n n
a x a x a x a x a x a x
a x a x a x a x a x
a x
a x a x

+ + + + +
+ + + + +
+
+

+
+

+ + + +
+ + + +

Exercse Der,% "$e ,o''o5n18
( )
.
.
. 0
n n
n n
n n
i a x a x

+
+

( ) ( ) ( ) ( ) ( ) ( ) ( )
.
0 . 0
. 0
. 1 2 /
n n
n n
n n
ii n n a x x n n a x x

+

+ + + +

<ener#''%
Summation index up by
c

( ) ( )
n k n k c
f n f n c


+

Counting index down by
c
And Summation index
down by
c
( ) ( )
n k n k c
f n f n c

+


Counting index up by
c
That is if the counting index is raised/lowered by c, then the summation
index is lowered/raised by c as the case may be.
Exercses
Wr"e "$e ,o''o5n1 su&&#"ons 5"$ "$e ndc#"ed cond"ons8
<-en 1enerc "er& <enerc "er& 5"$
( ) i
( ) ( ) ( )
.
/ .
0
.
. 1
n
n n
n
x x x x

+ +

( )
.
0
n
x x
( ) ii
( )
/ 1
0
n r
n
n
x n r a x

n r
x
+
( ) iii
1
.
n
n
n
na x

9oun"n1 "o be1n #" ?ero

( ) iv
( )
.
1
1
n
n
n
n n a x

n
x
( ) v
2
.
.
n
n
n
a x

n
x
( ) vi
0
n r k
n m k
n
a x

+ +
+ +

n r
x
+
( ) vii
( )
2 . .
. 0
1
n n
n n
n n
x n n a x a x x

+

n
x
1./ POWERFUL SERIES SOLUTIONS IETHODS FOR ORDINARY
DIFFERENTIAL EQUATIONS
1./.1. In"roduc"on
In "$e &odu'es o, "$e !re-ous 'e-e's se-er#' s"#nd#rd "ec$n>ues used n "$e
so'u"ons o, ordn#r% d,,eren"#' e>u#"ons (ODEs+ 5ere s"uded. We so'-ed0 n !#r"cu'#r0
"$e second order 'ne#r d,,eren"#' e>u#"ons 5"$ cons"#n" coe,,cen"s o, "$e ,or&8@
( ) ( )
.
.
5$ere #re cons"#n"s
1
0 0 5"$ 0.
d y dy
a b cy f x
dx dx
a b c a
+ +

L L L
Prob'e&s #rse n En1neern1 5$ere "$e coe,,cen"s #re no" cons"#n"s. A'' "$e
&e"$ods so ,#r s"uded 1-e n0 so "o s!e#60 "$#" s ,#' n suc$ c#sesJ Po5er,u' &e"$ods
#re re>ured0 #nd exs"0 "$#" c#n so'-e second order ordn#r% d,,eren"#' e>u#"ons or
$1$er order ODEs 5"$ -#r#b'e coe,,cen"sK5$ere "$e coe,,cen"s #re ,unc"ons o, "$e
nde!enden" -#r#b'eKn "$e !resen" c#se
x
. In 5$#" ,o''o5s 5e 5'' concen"r#"e on so&e
o, "$e &ore !o5er,u' &e"$ods o, so'u"on o, "$e second order 'ne#r d,,eren"#' e>u#"ons
o, "$e ,or&8@
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
.
.
5$ere #nd #re ,unc"ons o, .
.
0 5"$ 0 x
d y dy
P x Q x R x y F x
dx dx
x Q x R x P x P
+ + L L L
T$e &e"$ods 5e #re #bou" "o de-e'o! #!!'% 5$ere "$e coe,,cen"s #re
!o'%no&#'s or #n% #n#'%"c ,unc"ons. In "$s ,rs" !#r" o, our dscusson0 5e #re 1on1 "o
concen"r#"e our e,,or"s "o5#rds "$e so'u"on o, "$e e>u#"on8@
( ) ( ) ( ) ( )
.
.
0 /
d y dy
P x Q x R x y
dx dx
+ + L L L
snce "$e &e"$ods o, so'u"on ,or (.+ #nd (/+ #re s&'#r0 mutatis mutandis. Ho5e-er0 #
-er% '#r1e c'#ss o, !rob'e&s n En1neern1 or I#"$e&#"c#' P$%scs 'e#ds "o e>u#"on (/+
5"$ !o'%no&#' coe,,cen"sC ,or ex#&!'e8@
( ) ( )
( ) ( ) ( )
( )
( )
.
. . .
.
.
.
.
.
.
.
.
.
1 T$e 7esse' e>u#"on8 0.
. T$e Le1endre e>u#"on8 1 . 1 0.
/ T$e Ar%Ls e>u#"on8 0.
2 T$e Eu'er e>u#"on 0. 5$ere 0 #nd #re co
d y dy
x x x y
dx dx
d y dy
x xy y
dx dx
d y
xy
dx
d y dy
x x y
dx dx

+ +
+ +

+ + ns"#n"s
For "$s re#son 5e 5'' consder "$e ,or& o, c#se (/+ n 5$c$
( ) ( ) ( ) 0 #nd P x Q x R x
#re
!o'%no&#'s 5"$ no co&&on ,#c"ors. Ho5e-er0 "$e &e"$od #!!'es e>u#''% 5e'' "o
e>u#"ons n 5$c$
( ) ( ) ( ) 0 #nd P x Q x R x
#re 1ener#' #n#'%"c ,unc"ons #nd n 5$c$
( ) 0. F x
1./... THE DO9A7ULARY
In "$e ,o''o5n1 de-e'o!&en" so&e 6e% conce!"s #nd -oc#bu'#r% 5'' be re>ured.
I" be$o-es us no5 "o !er,or& # >uc6 #nd s$or" re-e5 o, so&e o, "$e ,und#&en"#' "er&s
#nd conce!"s. T$e s"uden" s re,erred "o e#r'er c#'cu'us '"er#"ure ,or # "$orou1$ "re#"&en"
o, "$e re'e-#n" &#"er#'.
1./...1. Ordn#r% #nd Sn1u'#r Pon"s
Ordinary Point
I, # !on"0
0
exs"s x x
0 suc$ "$#"
( )
0
0 P x
0 "$en "$e !on"
0
x x
s c#''ed #n
ordinary point o, (/+. T$en0 n "$e ne1$bour$ood o,
0
x x
0 e>u#"on (/+ c#n be
5r""en n "$e ,or&
( )
( )
( )
( )
( )
.
.
2
Q x R x
d y dy
y o
dx dx
P x P x
+ + L L L
A !on"
0
x x
s s#d "o be #n ordinary point o, "$e d,,eren"#' e>u#"on (/+ , bo"$
( +
( +
Q x
P x
#nd
( +
( +
R x
P x
n "$e s"#nd#rd ,or& (2+ #re #n#'%"c #"
0
x x
. A !on" "$#" s no" #n
ordn#r% !on" s s#d "o be # singular point !"v"# o, "$e e>u#"on.
In "$e dscusson "$#" ,o''o5s 5e 5'' consder "$e so'u"ons o, (/+ n "$e
ne1$bour$ood o, "s ordn#r% !on".
$ingular point
I, # !on"
0
x x
0 s suc$ "$#"
( ) 0 P x
0 "$e !on"
0
x x
s c#''ed # singular
point o, (/+. Sn1u'#r !on"s #re !o"en"#''% "roub'eso&e. S!ec#' &e"$ods 5'' be
ex!'ored '#"er on $o5 "o so'-e (/+ ne#r "s sn1u'#r !on"s. A sn1u'#r !on"
0
x x
o, "$e
d,,eren"#' e>u#"on (/+ under1oes ,ur"$er c'#ss,c#"ons #s ben1 e"$er regular or
irregular. T$s c'#ss,c#"on de!ends #1#n on "$e r#"on#' ,unc"ons
( )
( )
Q x
P x
#nd
( )
( )
R x
P x

5$en e>u#"on (/+ s 5r""en n "$e s"#nd#rd ,or& (2+.
Regular or Irregular Singular Point
A sn1u'#r !on"
0
x x
s s#d "o be # regular singular point o, "$e d,,eren"#' e>u#"on
(/+ , "$e ,unc"ons
0
( +
( +
( +
Q x
x x
P x

#nd
.
0
( +
( +
( +
R x
x x
P x

#re bo"$ #n#'%"c #"

0
x x
. A sn1u'#r
!on" "$#" s no" re1u'#r s s#d "o be #n irregular singular point
NOTE
T$e ,rs" sen"ence n "$e #bo-e box &e#ns "$#" , e"$er one or bo"$ o, "$e ,unc"ons
0
( +
( +
( +
Q x
x x
P x

#nd
.
0
( +
( +
( +
R x
x x
P x

,#'s "o be #n#'%"c #" "$e !on"

0
x x
"$en "$e !on"
0
x x
s #n rre1u'#r sn1u'#r !on".
1././. 9LASSIFI9ATION OF SIN<ULAR POINTS
Pr#c"c#' Ru'es
1) Le"
0
x x
be # sn1u'#r !on" .e. 'e"
( )
0
0 P x
0 "$en
0
x x
s # re1u'#r
sn1u'#r !on" (RSP+ ,
( )
( )
( )
( )
( )
( )
1
.
0
0
0
.
0
.e exs"s
.e exs"s
'&
AND
'&
x x
x x
Q x
x x %
P x
R x
x x %
P x

<

<

II. Le"
0
x x
be # sn1u'#r !on" .e. 'e"
( )
0
0 P x
"$en
0
x x
s #n rre1u'#r
sn1u'#r !on" (ISP+ ,
( )
( )
( )
( )
( )
( )
0
0
0
.
0
.e does no" exs"
.e does no" exs"
'&
OR
'&
x x
x x
Q x
x x
P x
R x
x x
P x

I,
0
x x
#!!e#rs at most "o "$e ,rs" !o5er n "$e deno&n#"or o,
( +
( +
Q x
P x
#nd at most "o "$e
second !o5er n "$e deno&n#"or o,
( +
( +
R x
P x
0 "$en
0
x x
s # re1u'#r sn1u'#r !on"
Exercses
In e#c$ o, "$e ,o''o5n1 !rob'e&s ,nd #'' sn1u'#r !on"s o, "$e 1-en e>u#"on #nd
de"er&ne 5$e"$er e#c$ one s re1u'#r or rre1u'#r.
( ) ( ) ( ) ( )
( ) ( )
( ) ( ) ( )
( ) ( )
( ) ( ) ( )
( ) ( ) ( ) ( )
. .
. /
. .
. .
.
. .
.
. . .
.
.
.
.
.
.
.
.
.
1 2 / . 3 0 . . G 0
/ sn 0 2 / 0
3 1 1 0
4 cos sn 0
.
; . 1 . 0
G . 1 / 1
d y dy d y dy
x x y x xy y
dx dx dx dx
d y dy d y dy
x x x y x xy
dx dx dx dx
d y dy
x x x x y
dx dx
d y dy
x x x y
dx dx
d y dy
x x x y
dx dx
d y dy
x x x
dx dx

+ + +
+ + + +
+ +
_
+ +

,
+ + +
+ + ( )
( ) ( )
( ) ( )
.
. .
.
.
.
. . 0
H /sn 1 0
10 /cos 0
x
x y
d y dy
x x x y
dx dx
d y dy
x e x y
dx dx
+
+ +
+ +
( ) ( )
. .
. .
11 2 0 1. sn / 0
d y dy d y dy
x xy y x x xy
dx dx dx dx
+ + + +
1.2. POWER SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL
EQUATIONS NEAR THEIR ORDINARY
POINTS
7e,ore e&b#r6n1 on "$e !o5er,u' &e"$ods 6no5n #s Po5er Seres So'u"ons o, ordn#r%
d,,eren"#' e>u#"ons 'e" us re&nd ourse'-es o, our !re-ous 6no5'ed1e "$rou1$ #n
ns"ruc"-e ex#&!'e.
Ex#&!'e
So'-e "$e d,,eren"#' e>u#"on8
( )
.
.
0 3
d y
y
dx
+ L L L
2) 7% usn1 "$e &e"$ods #'re#d% 6no5n "o us.
3) Ex!ress "$e so'u"on ob"#ned n (+ #s # !o5er seres.
So'u"on
( )
.
T$e #ux'#r% e>u#"on8 1 0
T$e c$#r#c"ers"c roo"s
T$e 1ener#' so'u"on cos sn
i m
m i
y & x ' x
+
t
+
( ) ( )
( )
( )
( )
( )
( )
( )
. 2 4 / 3 ;
. . 1
0
A!!'%n1 "$e I#c'#urn seres or "$e T#%'orLs seres #bou" 0 "o "$e
1ener#' so'u"on n 5e 1e"
T$#" s
1
.J 2J 4J /J 3J ;J
1 1
3
. J . 1 J
n n
n n
n n
ii x
i
x x x x x x
y & ' x
x x
y & ' a
n n
+

_ _

, ,
+ + + + +

+
+

L L
L L L
0

T$s ex#&!'e de&ons"r#"es "$e ,#c" "$#" # so'u"on o, #n ODE &#% be ex!ressed n "$e
,or& o, # 'ne#r co&bn#"on o, !o5er seres
T$e ,o''o5n1 s # "$eore& 5e #re 1on1 "o use0 5"$ou" !roo,0 n "$e ,o''o5n1 "re#"&en"
o, !o5er seres so'u"ons o, ODEs. I" 1u#r#n"ees the existence o, !o5er seres so'u"ons
o, ODEs.
THEOREM (EXISTENCE THEOREM)
If
0
x x
is an ordinary point of the differential euation (!)" then the general
solution of (!)" is

0 1 .
0
( + ( + ( +
n
n
n
y a x x & y x ' y x

#here $ and % are ar&itrary 'onstants and
1
( + y x
and
.
( + y x
are linearly
independent po#er series solutions #hi'h are analyti' at the ordinary point
0
x x
A so'u"on o, "$e ,or&
( )
0
0
n
n
n
y a x x

s s#d "o be # so'u"on #bou" "$e ordn#r%

!on"
0
x x
. In "$e 5or6 "$#" ,o''o5s0 5e s$#''0 ,or "$e s#6e o, s&!'c"%0 concen"r#"e on
so'u"ons #bou" "$e ordn#r% !on"
0
0 x x
.
0
o'u"ons o, "$e ,or&
n
n
n
$ y a x

.

T$ere s #no"$er ,#c" ,ro& A'1ebr# "$#" s o, s!ec#' &!or"#nce 5$c$ 5e #re
1on1 "o use o,"en. We0 #1#n 5"$ou" !roo,0 >uo"e "$e ,#c"8
THEOREM (I(ENTIT) PROPERT))
( ) ( )
0 0
0 0
I, 0 "$en 0 0010 .0 /0 .
n n
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So'u"on
Tes" ((his must always be performed) henceforth+8
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dx
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L L L
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Fro& "$e recurrence re'#"on (4+ 5e $#-e8
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.
1 1 1
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2
0
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1
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1
.
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L

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L L L
5$c$ s den"c#' "o "$e so'u"on (3#+ #bo-e 5"$
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No"e "$#" no cond"ons $#-e been &!osed on "$e cons"#n"s
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a
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a
so "$ese #re
ser-n1 #s "$e usu#' #rb"r#r% cons"#n"s.
IIS9ELLANEOUS WORNED E=AIPLES
Worded Ex#&!'e One
Fnd # !o5er seres so'u"on o, "$e ,o''o5n1 e>u#"on #bou" "$e !on"
0 x
8
( )
.
.
.
1 . . 0
d y dy
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+
So'u"on
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.
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.
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.
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0 1 0
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P
x



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1
1
.
.
0
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n
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n
n
n
n
n
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n
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n
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Subs""u"n1 (+0 (+ #nd (+ n"o (1+ 5e 1e"8

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.
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n n n
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n na x n na x na x a x

1
]

+
+

[ ]
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0 . 1 0
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.
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+

+ + +
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0
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n
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T$#" s
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n
n n n
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1
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n
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a
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+
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.
1
0 .
1
n
n
n
a a n
n
+

+
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1 1
.
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n a a a a
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2 .
n a a a
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4 2 0 4
; 3 ;
0 0 0
G 4 G
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2
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4
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1
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3 ; 0 1 . / 2 4 G
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0 0 0
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0 1 0
2 4 G
.
0
0
.
.
.
3 ; /
1
3 ; /
n
n
n
x
a a x a x a x a x a x a x a x a x
a a x a x a x a x a x
a a a
a a x a x x x x
x x x
a x
y a x
a
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+ + + + + + + + +
+ + + + + +
+ +
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L
L
L
L
T$ere,ore "$e 1ener#' so'u"on s
y
1
2 4 G
.
0
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x
x x x
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+ + L
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.
.
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So'u"on
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x



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0
0
1
1
.
Assu&e
#nd L
%MF 1
n
n
n
n
n
n
n
y a x i
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n na x iii

L L L
L L L
L L L
Subs""u"n1 (+0 (+ #nd (+ n"o (1+8
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1 2 1 / 4 3 0
n n n
n n n
n n
n n n n n
n n n n n
n n n n n
x n na x x na x a x
n na x n na x na x na x a x






+ +
+ +


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n
x
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1
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1
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n
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n n
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n n
n
n n n
n
n
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+


+

+
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To be #b'e "o ex!ress #'' su&s usn1 on'% one

no"#"on0 #'' coun"n1 ndces $#-e "o

co&&ence #" "$e s#&e !on"K#nd ob-ous'% end #" "$e s#&e !on"Kso obser-e c#re,u''%
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n n
n
n
n n
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+

+ +

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1 0 0
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n na x a x a x

+

+ + +

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1
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.
0 1
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1
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/ 1 /
4 1 4 . 4 1
3 2 3 0
n
n
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n
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n
n
n
n
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n
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a a a x

+ +
+ +
+
+ + +

OE#c$ "er& $#s been ex!#nded0 5$ere necess#r%0 on "s o5n se!#r#"e 'ne.P
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n n n
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n
n
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+


+

+
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.
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1 / 3 4 1 2 1 . 0
n
n
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1
' ;
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+
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1 .
.
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1 / 3 4 1 2 1 . 0
n
n
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n
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+ +

1
' ;
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+
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.
1 .
.
3 4 G 2 . / 4
. 3 4 1 2 1 . 0
n
n
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n
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+ +

+
+ + + + + +

E>u#"n1 coe,,cen"s Ousn1 "$e den""% !ro!er"%P8

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3 /
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G 2
a a a a a a
( )
1 . / / 1 .
1 1
8 2 . / 4 0
/ .
x a a a a a a

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_


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0 .
2 1 . . .
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n
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n
n n
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n
n n
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n n
a a a n
n n n
+ +
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+
+ +

+ + + +
+ +

+ + +
<ener#"n1 coe,,cen"s8
2 . /
0 1 1 0
2 0 1
1/ /
.
2 / 2 . 2
1/ 3 / / 1; 3
2G G 2 G .2 14
33 13
1H. /.
n a a a
a a a a
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T$e 1ener#' so'u"on s
0
. / 2
0 1 . / 2
. / 2
0 1 0 1 1 0 0 1
. / 2 . / 2
0 1
.
3 / 1; 3 33 13
G 2 .2 14 1H. /.
3 3 33 / 1; 13
1
G 14 1H. 2 .2 /.
n
n
n
y a x
a a x a x a x a x
a a x a a x a a x a a x
y a x x x a x x x x

_ _ _


, , ,
_ _


, ,

+ + + + +
+ + + + +
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L
L
L L
E=ER9ISE
So'-e "$e ,o''o5n1 d,,eren"#' e>u#"ons n !o5er seres #bou" "$e ndc#"ed !on"s8
( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
.
.
.
. .
.
.
.
.
.
.
.
1 / 0 #bou" 0 or #bou" /
. 1 1 0 #bou" 1 or #bou" 0
/ . 1 . 0 #bou" 1 or #bou" 0
G . 1 / 1 . . 0
d y dy
x xy x x
dx dx
d y dy
x x x y x x
dx dx
d y dy
x x x y x x
dx dx
d y dy
x x x x y
dx dx
+ +
+ +
+ + +
+ + + #bou" 0 x
. POWER SERIES SOLUTIONS OF ORDINARY
DIFFERENTIAL EQUATIONS NEAR THEIR ORDINARY
POINTS
OTHER THAN
0 x
For "$e c#se 5$ere " 5'' be necess#r% "o ,nd # !o5er seres so'u"on o, #n ODE #bou"
"$e ordn#r% !on"
0
0 x x
0 "$e ,o''o5n1 subs""u"on 5'' be &#de n "$e e>u#"on8
0
z x x
. T$s &!'es
0 z
5$en
0
x x
.T$s 'e#ds "o # so'u"on o, "$e ,or&
0
n
n
n
y a z

n"o 5$c$ ? 5'' be re!'#ced b%

0
x x
.
0
0
Le" z x x
x z x

+
( )
. . .
. . .
. .
. .
.1
#nd .1
T$#" s
dy dy dy dy dy d dz
y
dx dz dx dz dz dx dz
d y dy dy dy d y d y d d d dz
dx dx dx dz dz dz dx
dx dz dz
d y d y
dx dz
_


,
_ _ _ _


, , , ,

Su&&#r%
0
. .
. .
W$en #nd
dy dy
z x x
dx dz
d y d y
dx dz

Worded Ex#&!'e T$ree
So'-e "$e d,,eren"#' e>u#"on
( )
.
.
1 0 n !o5ers o, ..
d y dy
x y x
dx dx
+ +
So'u"on
No50 so'-n1 #n ODE n !o5ers o,
. x
s e>u-#'en" "o so'-n1 "$e e>u#"on #bou" "$e
!on"
. x
. So 'e" us ,rs" !er,or& "$e subs""u"on
Le" . . z x x z +
T$s subs""u"on "r#ns,or&s "$e 1-en e>u#"on n"o8
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.
.
1 0 1
d y dy
z y
dx dz
+ + + L L L
Tes"
( ) ( ) ( )
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10 10 1.
0 0
0 s #n ordn#r% !on" o, 1
P z Q z z R z
P z
z
+


( )
Le" %F
n
n
n
a z i

L L L

( )
1
1
L
n
n
n
y na z ii

L L L
( ) ( )
.
.
#nd M 1
n
n
n
y n na z iii

L L L
Subs""u"n1 (+0 (+ #nd (+ n"o (1+ 5e 1e"8
( ) ( )
( )
( )
( )
( )
( )
( )
( )
( )
. 1
. 1
. 1 0
1
.
0 1 1 0
. 1
0 1 0 0
.
1 1
.
.
.
1 1 0
1 0
1 1 0
1 . 1 1
1
n n n
n n n
n n n
n n n n
n n n
n
n n n n
n n n n
n n
n n
n n n n
n n
n
n
n n
n
n
n
n na z z na z a z
n a z na z na z a z
n a z na z n a z a z
a n a z na z a
n a

+


+ +


+

+
+
+ +
+ + +
+ + + +
+ + + + +
+ + +
+ +




( ) ( ) ( ) ( )
{ }
( ) ( ) ( ) ( ) ( )
{ }
1
1 1
. 1 0 . 1
1
. 1 0 . 1
1
0
. 1 . 1 0
. 1 . 1 1 0
n n
n
n
n n
n
n n
n n
n
n
n
n n
n
z a z
a a a n n a na n a a z
a a a n n a n a n a z

+

+ +

+ +

+
+ + + + + + + + +
+ + + + + + + + +

E>u#"n1 coe,,cen"s8
( )
( ) ( ) ( ) ( )
( )
( )
0
. 1 0 . 1 0
. 1
. 1
. 1
1
8 . 0
.
8 1 . 1 1 0
. 0
1
0 1
.
n
n
n n
n
n n
n
n n
z a a a a a a
z n n a n a n a
n a a a
a a a n
n
+ +
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+ + +
+ + + + + +
+ + +
+
+
<ener#"n1 coe,,cen"s8
( ) ( )
( )
/ . 1 1 0 1 1 0
/ 0 1
1 1 1 1 1 1
1
/ / . / . .
1
4
n a a a a a a a a
a a a
1 1
1 1
] ]
+ + +

T$e 1ener#' so'u"on s
0
. / 2
0 1 . / 2
n
n
n
y a z
a a z a z a z a z

+ + + + +

L
( ) ( )
. /
0 1 1 0 0 1
1 1
. 4
a a z a a z a a z + + + +L
( )
( ) ( )
( )
( ) ( )
. / . /
1
. / . /
0 1
Re!'#cn1 b% . 5e 1e"8
.
0
. 4 . 4
. . . .
1 .
. 4 . 4
1
z x
z z z z
z
x x x x
y a a x
a a
_
_



,
,

_ _



, ,
+ +

+ + + +
+ L L
L L
E=ER9ISES
Ques"on One
T$e #bo-e e>u#"on c#n be so'-ed s"r#1$" #5#% 5"$ou" $#-n1 "o c$#n1e "$e -#r#b'eJ
In "$s c#se 5e #ssu&e "$e so'u"on o, "$e ,or&
( )
( )
( ) ( )
0
1
1
.
.
.
L . #nd
M 1 .
n
n
n
n
n
n
n
n
n
y a x
y na x
y n na x

'

No5 subs""u"e
L y
#nd
M y
n"o "$e 1-en ODE #nd e>u#"e coe,,cen"s o, '6e !o5ers o,
( ) . x
.I#6e sure %ou ex!ress "$e ,#c"or
( ) 1 x
n "$e 1-en e>u#"on n "er&s o,
( ) . x
.Hence ob"#n "$e so'u"on #nd co&!#re "$e s#&e 5"$ 5$#" 5e $#-e Qus"
ob"#ned.
You $#-e "o "es" 5$e"$er or no" "$e !on"
. x
s #n ordn#r% !on" o, "$e ODE.
+,POR(&-(
To so'-e (/+ n !o5ers o,
( )
0
x x
&#6e sure #'' "$e !o'%no&#' coe,,cen"s0 "$#" s0
( ) ( ) ( ) 0 #nd P x Q x R x
#re ex!ressed n "er&s o,
( )
0
x x
.
Ques"on "5o
So'-e "$e e>u#"on
.
/
.
. G 0
d y dy
x xy y
dx dx
+
n !o5ers o,
x
.
Ques"on T$ree
( )
.
.
.
H . G 0 x
d y dy
xy y
dx dx
+
n !o5ers o, (+.
( )
/ x
(+.
( )
/ x +
1.4. POWER SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL
EQUATIONS NEAR THEIR SIN<ULAR POINTS
In "$e #bo-e "5o exercses # so'u"on 5#s no" !ossb'e snce
0 x
#nd bo"$
/ x t

5$ere sn1u'#r !on"s o, "$e res!ec"-e d,,eren"#' e>u#"ons. In suc$ c#ses "$e #bo-e
"$eore& does no" $o'd. We need #no"$er "$eore& due "o "$e <er&#n I#"$e&#"c#n
<eor1 Ferdn#nd Frobenus (1G2H R 1H1;+.
1.4.1. POWER SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL
EQUATIONS NEAR THEIR RE<ULAR SIN<ULAR
POINTS
To #cco&!'s$ "$s 5e need # &ore !o5er,u' "$eore&. T$s "$eore&0 #nd $ence "$e
&e"$od o, so'u"on0 #re due #nd n#&ed #,"er "$e <er&#n I#"$e&#"c#n <eor1
Ferdn#nd Frobenus.
*RO%ENI+S THEOREM
I,
0
x x
s # re1u'#r sn1u'#r !on" o, "$e d,,eren"#'
e>u#"on (/+0 "$en "$ere exs"s #" 'e#s" one so'u"on
o, "$e ,or&
0 0 0 0
0 0
( + ( + ( + 0 0
c n n c
n n
n n
y x x a x x a x x a

+




5$ere c s # cons"#n" "o be de"er&ned.
Re&#r6 8 "$e !$r#se ) at least one solution* n "$e !recedn1 "$eore& &e#ns "$#" 5e #re
1u#r#n"eed o, on'% one so'u"on #nd no" #ssured o, "5o seres so'u"ons #s be,oreJ
NOTE
T$e -#'ue o,
c
s "o be de"er&ned ,rs" be,ore "$e so'u"on s de"er&ned.
I,
c
s ,ound "o be # nu&ber "$#" s no" # nonne1#"-e n"e1er0 #s " ,re>uen"'% s no"0"$en0
"$e corres!ondn1 so'u"on 0
( )
0
0
n c
n
n
y a x x

0 s no" # !o5er seres so'u"on

R./&%%
A !o5er seres n !o5ers o,
x a
s #n n,n"e seres o, "$e ,or&
0
( + 0
n
n
x a n

.
Suc$ # seres s s#d "o be cen"red #"
x a
or #bou"
x a
Ex#&!'e
So'-e "$e ,o''o5n1 d,,eren"#' e>u#"on
.
.
/ 0
d y dy
x y
dx dx
+
n !o5ers o,
x
.
So'u"on
( )
( ) ( ) ( )
( )
( )
.
.
To so'-e / 0 1
,ro& "$e e>u#"on / 0 1 #nd 1
TEST
OSo'-n1 n !oe5rs o, &e#ns so'-n1 #bou"
No5 s # sn1u'#r !on" o, 1 .
0P
0 0 0
d y dy
x y
dx dx
P x x Q x R x
x x
P x
+

L L L
( )
( )
( )
( )
( )
( )
( )
( )
( )
0
0
0
0 0
.
.
0
0
1
1
'& '& 0 '&
/
/
1
'& '& 0
/
x x x x
x x x
Q x Q x
x x x
x
P x P x x
R x
x x
x
P x x

' ; ' ; ' ;

' ; ' ;

7o"$ '&"s exs"0 "$ere,ore x F 0 s # regular singular point o, (1+.

T$ere,ore 5e #ssu&e
( ) ( )
( )
( )
( )
( ) ( )
( )
0 0 0
0
0
0
0
0 0
1
0
.
0
bu"
"$#" s


0 0
L
M 1
c n
n
n
n
c
n
n
n c c n
n n
n n
n c
n
n
n c
n
n
i
ii
y x x a x x x
y x a x x
y a x x a x a
y n c a x
y n c n c a x

+ +

L L L
L L
Subs""u"n1 (+ #nd (+ n"o (1+ 5e 1e"8
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
. 1
0 0
1 1
0 0
1
0 1
0
1
0
0
0
1
/ 1
1 / 1
/ 0
0
Oex!ress #'' 1enerc "er&s n !o5ers o, P
/
n c n c
n n
n n
n c n c
n n
n n
c n c
n
n
c
n c
n
n
n c
n
n
n c n c a x n c a x
n c n c a x n c a x
c ca x n c n c a x
ca x n c
x a x
a x
n c

+ +


+ +

+
+

+ + +
+ + + +
+ + + +
+ + + +
+

+

( )
( ) ( )
( ) ( ) ( ) ( )
( )
( ) ( )
1 1
0
1
0
0
1
1
0 0
0
0
Oco''ec"n1 "er&sP
/ 1 1
1
1
0
/ .
1 / / 1
1
0
0
/
n c
n n n
n
n c
n
n
n
n
c
n c
n
n c
n
n
n c n c a n c a a x
c
a x
c a
n c n c a a
c ca ca x
x
a x
c x

+
+ +

+
+

' ;
1
]

+ + + + + +

+ + + + +
+

E>u#"n1 coe,,cen"s8
( )
( )
1
0 0
'o5es" !o5er 8 8 / . 0 bu" 00
c
x c c a a

( ) ( )
/ . 0 c c iii L L L
( ) ( ) O s c#''ed "$e o, 1 . I" s #'5#%s # >u#dr#"c e>u#"on n P
.
0 or
/
iii c indicial e!uation
c c
( ) ( )
( ) ( )
( )
( ) ( )
1
1
1
1
1
We ob"#ned "5o -#'ues o, 0 no5 5e $#-e "o de"er&ne # se!#r#"e ,or e#c$ -#'ue o, .
W$en 0
0 0
1 / 1
<ener#"n1 coe,,cen"s8
0
8 1 / / 1 0
. 0
1 / / 1
n
n
n c
n
n
n
n
n
c c
i c
a
a n
n n
a
n a
x n c n c a a
a
a n
n c n c
a
+
+
+
+
+

+ +

+ + + +

+ + + +
( )
0
0
0 0 1
.
0 0 .
/
/ 0
2
0
1 1
1
. 2 . 2 .J 1 2
1
.
/ ; / ; .J 1 2 /J 1 2 ;
/
2 10 2J 1 2 ; 10
Here one c#n ,or& # conQec"ure on "$e ,or& o, 8
J 1 2 ; 10 / .
n
n
a
a a a
n a
a a a
n a
a a
n a
a
a
a
n n

L
g
L
( )
( )
0 0 0 0
. / 2
0 0
. / 2
0
0 0
0 . / 2
0 1 . / 2
Fro&
1
.J 1 2 /J 1 2 ; 2J 1 2 ; 10 J 1 2 ; 10 / .
1 1 1 1
1
.J 1 2 /J 1 2 ; 2J 1 2 ; 10 J 1 2 ; 10
n
n c c n
n n
n n
a a a a
a a x x x x x
n n
y a x x x x
n
y a x x a x
x a a x a x a x a x

+

_
+ + + + + + +



,
+ + + + + +


+ + + + +

L L
L
L
L
( ) / .
n
x
n
_
+

,
L
L
( ) ( )
1
No5 5$en
.
0
/
1 / 3
n
n
a
n a
n n
+

+ +
Exercse
4) De"er&ne "$e second so'u"on. And $ence 5r"e do5n "$e co&!'e"e so'u"on
5) So'-e "$e #bo-e "$ree >ues"ons (!#1e 1;+ "$#" cou'd no" be so'-ed e#r'er.
No5 -er,% "$e ,o''o5n18
. .
. / 2
/ /
. 0 1 . / 2
0 0
( . . . . +
c n n
n n
n n
y x a x x a x x a a x a x a x a x

+ + + + +

( ) ( ) ( ) ( ) ( ) ( )
( )
( ) ( ) ( )
( )
.
0 0 0 0
. / 2
/
0
0
.
. / 2
/
0
0
3 1
1 . 3 G 1 . / 3 G 11 1 . / 2 3 G 11 12
J3 G 11 / .
1 1 1 1
1
3 1
.J 3 G /J 3 G 11 2J 3 G 11 12
J3 G 11 / .
n
n
a a a a
x a x x x x
a
x
n n
a x x x x x
a
x
n n

,
+ + + + +

+ + +
+
+ + + +

++ +
+
L L
L
L
L
NOTE
In "$e !re-ous so'u"ons 5e #'5#%s 1o" "5o d,,eren" coe,,cen"s
0
a
#nd
1
a
0 s#%0
,or "$e "5o 'ne#r'% nde!enden" so'u"ons bu" no5 5e $#-e on'% one0
0
a
J
T$e <ener#' so'u"on0 "$ere,ore0 n "$s c#se0 s
( )
( ) ( )
( ) ( )
1 . . 1 .
.
/
1 0 . 0
1 1
.
/
1
5$ere #re #rb"r#r% cons"#n"s
T$#" s

1 1
J3 G 11 / . J1 2 ; 10 / .
%FA 1 1
J3 G 11 / . J1 2 ; 10 / .
i
n n
n n
n n
n n
y k y k y k and k
x x
k a x k a
n n n n
x x
x '
n n n n

_ _



, ,
_



,
+
+ + +
+
+ + +
+

L L
L L
1

_



,

s "$e 1ener#' so'u"on 5$ere

0 1
& a k
#nd
0 .
' a k
#re #rb"r#r% cons"#n"s.
Wr"n1 so'u"ons usn1

no"#"on s no" #'5#%s #n e#s% "#s6. I" 5'' be enou1$ "o

&u'"!'% ou" %our coe,,cen"s , %ou c#nno" !u" %our #ns5er n suc$ # &#"$e&#"c#''%
be#u",u' ,or&.
Ob"#nn1 "$e Indc#' E>u#"on In Ad-#nce
One c#n ob"#n "$e ndc#' e>u#"on be,ore subs""u"n1
0
n c
n
n
y a x

n "$e d,,eren"#' e>u#"on (/+. I,
0 x
s # re1u'#r sn1u'#r !on"
o, e>u#"on (/+0 #nd , 5e 'e"
0
( +
'&
( +
x
xQ x
p
P x

#nd
.
0
( +
'&
( +
x
x R x
!
P x

0 "$en "$e
ndc#' e>u#"on o,
.
( 1+ 0 c p c ! + +
(/+ s. . . . (;+
E>u#"on (;+ s # #'5#%s # >u#dr#"c n
c
#nd s 6no5n #s "$e ndc#' e>u#"on o, (/+

1.4... Roo"s o, "$e Indc#' E>u#"on
9#se I
T$e "5o roo"s
1 .
#nd c c c c
#re ds"nc" #nd do no" d,,er b% #n n"e1er. In "$s c#se
"$e "5o nde!enden" seres so'u"ons #re ob"#ned #s #bo-e0 .e.0 e#c$ one o, "$e "5o roo"s
1-es rse n"o # seres so'u"on. T$e ex#&!'e #bo-e ,#''s under "$s c#se.
9#se II
T$e "5o roo"s
1 .
#nd c c c c
#re ds"nc" #nd d,,er b% #n n"e1er .e. "$e% #re suc$
"$#"
. 1
c c k k +
."$s c#se $#s "5o sub c#ses8
Sub@c#se I
One coe,,cen"
n
a
beco&es indeterminate 5$en
1
c c
0 # 1ener#' so'u"on one with
two linearly independent series solutions# s usu#''% 1-en b% usn1 on'% "$s -#'ue
o,
c
.
Sub@c#se II
One coe,,cen"0
n
a
beco&es n,n"e 5$en
1
c c
0"$e seres s re5r""en b% re!'#cn1
0
a

b%
1
( + k c c
9#se III
T$e "5o roo"s #re e>u#'0 .e.
1 .
c c c
I''us"r#"-e Ex#&!'es
9#se IIKSub@c#se I
To so'-e "$e d,,eren"#' e>u#"on

( ) ( )
.
. .
.
2 . 0 1
d y dy
x x x y
dx dx
+ + + L L

n !o5ers o,
x
.
Tes" OexercseP
0 s # re1u'#r sn1u'#r !on" x

Assu&e

0
0 0
1 .
0 0
0 0
L ( + 0 M ( + ( 1+
c n n c
n n
n n
n c n c
n n
n n
y x a x a x a
y n c a x y n c n c a x

+


+ +


+ + +


Subs""u"n1 n"o
( ) 1
5e $#-e
.
0 0 0 0
( 1+ ( + 2( + . 0
n c n c n c n c
n n n n
n n n n
n c n c a x n c a x a x a x

+ + + + +

+ + + + + +

F'' n "$e 1#!
( ) ( )
( ) ( ) ( ) { }
1
0 1
.
.
1 2 . 1 .
1 2 . 0
c c
n c
n n
n
c c c a x c c a x
n c n c n c a a x
+

+ + + + + 1 1
] ]
+ + + + + + + 1
]

( ) ( ) ( ) ( )
( ) ( )
{ }
1
0 1
.
.
.
1 . . /
/ . 0
c c
n c
n n
n
c c a x c c a x
n c n c a a x
+

+ + + + +
1
+ + + + + +
]

E>u#"n1 coe,,cen"s8
0 0
1
1 1
1
8 ( 1+ ( .+ 00 0 ( +
( 1+ ( .+ 0 0 1 . ( +
.0
(1+.( 0+ 0
J
8 ( /+ ( .+ 0
c
c
x c c a but a From lowest power
c c c or c $,&%%.R ROO(
-owwhen c the smaller root wehave
a
a becomes +-0.(.R,+-&(.
x c c a
(herefore for a general solution
we will
+
+ +
+ +

+ +
0
0 . . 1J
usethis valueof c and discard
as it were theother valuei e c





' ;

.
.
( 1+ ( .+ 0
0 .0 /0 20. . . .
( 1+ ( .+
n c
n n
n
n
x n c n c a a
fromwhich
a
a n
n c n c
+

+ + + + +

+ + + +
W$en . 8 c

( )
.
0 0
.
1 1
/
0 .
1
<ener#"n1 coe,,cen"s8
.
. 1 .J
/
/ . /J
n
n
a
a n
n n
a a
n a
a a
n a

0 0 .
2
1
2
2 / 2 / .J 2J
a a a
n a
_ _



, ,
/ 1 1
3
0 1
4 ;
1
3
3 2 3 2 /J 3J
S&'#r'%0 s$o5 "$#"
#nd
4J ;J
a a a
n a
a a
a a
_ _



, ,

No50 "$e so'u"on s8

0
c n
n
n
y x a x

( )
. / 2 3 4 ;
0 1 . / 2 3 4 ;
. . . .
c
x a a x a x a x a x a x a x a x + + + + + + + +

. 2 4 / 3 ;
. 0 0 0 1 1 1
0 1
. . . .
.J /J 2J 3J 4J ;J
a x a x a x a x a x a x
x a a x

_
+ + + +

,

. . 2 4
.
0
( 1+
1 . . . . . . .
.J 2J 4J ( . +J
n n
x x x x
a x
n

_
+ + + +

,
S

. 1
.
1
( 1+ / 3 ;
. . . . . . .
/J 3J ;J (. 1+J
n n
x x x x
a x x
n
+

_
+ + + + +

+
,

. . 1
.
0 1
0 0
( 1+ ( 1+
. .
(. +J (. 1+J
n n n n
n n
x x
i e y x a a
n n
+

_

+

+
,

IMPORT$NT NOTE
In ,ost of these pro&le,s #e do not usually e-pe't to &e a&le to #rite a solution
using the

notation. E/en if #e #rite as ,any ter,s as #e 'an in our series

solutions" it is usually not possi&le to dedu'e a general for, of
n
a
0 )ou are" therefore
ad/ised to settle for 1ust #riting out the first fe# ter,s of the series
9#se IIK Sub@c#se II
Here 5e #re 1on1 "o obser-e "$e ,o''o5n18
1.
1 .
"$e roo"s o, "$e ndc#' e>u#"on #nd d,,er b% #n n"e1er c c c c
2.
1
"$e s&#''er roo"0 0 s#%0 &#6es 0 ,or so&e 0 n,n"e
n
c c a n
T$e ,rs" s"e! "o5#rds de"er&nn1 "$e so'u"on s "o re!'#ce
0
a
b%
( )
0 1
b c c
T$e so'u"on0 no5 # ,unc"on o,
#nd c x
0 s ex!ressed n "$e ,or&
( ) 0 y f x c
#nd "$en
"$e 1ener#' so'u"on s de"er&ned ,ro&8

1
1
( 0 +
c
f
y &f x c '
c
_
+

,
NOTE8 As n "$e !re-ous c#se0
.
c c
5'' usu#''% 1-e rse "o # so'u"on "$#" s # sc#'#r
&u'"!'e or !#r" o, "$e so'u"on ob"#ned b% usn1 "$e s&#''er roo".
Ex#&!'e8
<-e #n extended series solution ,or "$e d,,eren"#' e>u#"on


( ) ( )
.
.
1 1 / 0
d y dy
x x x y
dx dx
+
n !o5ers o,
. x
To so'-e
( ) ( )
.
.
1 1 / 0
d y dy
x x x y
dx dx
+
TEST8 Exercise
Assu&e %F
n c
n
a x
+

1 1
0 0 0
( 1+ ( + ( 1+ ( + ( +
n c n c n c
n n n
n n n
n c n c a x n c n c a x n c a x

+ + +

+ + + + + +


0 0
/( + 0
n c n c
n n
n n
n c a x a x

+ +

+

1 1
0 0 0
0 0
( 1+ ( + ( 1+ ( + ( +
/( + 0
n c n c n c
n n n
n n n
n c n c
n n
n n
n c n c a x n c n c a x n c a x
n c a x a x

+ + +


+ +

+ + + + + +
+


1 .
0 1
0
( .+ ( 1+ ( 1+ ( 1+ 0
c n c
n n
n
c c a x n c n c a n c a x

+
+

1 + + + + + +
]

E>u#"n1 coe,,cen"s8
1
0 0
.
1
1
8 ( .+ 00 0
. 0 ( +
8 ( 1+ ( 1+ ( 1+ 0
1
0 0010 .0 /0 . . .
1
c
n c
n n
n n
x c c a but a
c or c the smaller root
x n c n c a n c a
n c
a a n
n c

+
+
+


+ + + + +
+ +

+
W$en
0 c
0 "$e s&#''er roo"0
1
1
0 0010 .0 /0 . . . .
1
n n
n
a a n
n
+
+

No"e "$#" "$s -#'ue o, c &#6es

.
a
n,n"eJ
Re-er"n1 "o our recurson re'#"on

1
1
1
n n
n c
a a
n c
+
_ + +

+
,
0
0010 .0 /0 . . . n
1 0 . 0
1 ( 1+( .+
0
1 ( 1+
c c c
a a a a
c c c
_ _ + + +



, ,

/ 0 2
( .+ ( /+ ( /+ ( 2+
( 1+ ( 1+
c c c c
a a a a
c c c c
_ _ + + + +



, ,
0
c n
n
n
y x a x

. / 2
1 . / 2
. . . . .
c
o
x a a x a x a x a x 1 + + + + +
]

. /
0 0 0 0
1 ( 1+ ( .+ ( .+ ( /+
. . .
1 ( 1+ ( 1+
c
c c c c c
x a a x a x a x
c c c c c
1 + + + + +
+ + + +
1

]
(No"e8 A'so #" "$s !on" , 5e 'e"
0 c
0 "$e coe,,cen"s beco&e n,n"eJ+.
( )
0 0 0
Le" 0 a b c b c
. /
0
( 1+ ( 1+ ( .+ ( .+ ( /+
. . . .
( 1+ 1 1
c
c c c c c c
y b x c x x x
c c c
1 + + + + +
+ + + +
1

]
. /
0
( 1+ ( 1+ ( .+ ( .+ ( /+
. ( 0 + . . . .
( 1+ 1 1
c
c c c c c c
%et y f x c b x c x x x
c c c
1 + + + + +
+ + + +
1

]
T$s &!'es "$#" "$e 1ener#' so'u"on s 1-en b%
( )
1
0
c
f
y &f x c '
c
_
+

,
COT!"E
Here
1
0 c
0 "$ere,ore
. / . /
0 0
0
. / . /
1 1
( 'n + ( . 4 0 . . . .+ 1 3 11 0 . . .
('n + ( . 4 . . .+ 1 3 11 . . .
c
f
b x x x b x x x
c
b x x x b x x x

1 1 t + t
] ]

1 1 + + + + + + +
] ]
No5 ,ro& #bo-e0 "$e <ener#' so'u"on s 1-en b%
1
1
( 0 +
c
f
y &f x c '
c
_
+

,
0 "$#" s b%
{ }
. / . / . /
1 1 1
. / . /
1 1 1
. / . /
1 1 1
. /
0 1 1
. (. 4 . . . . + ( 'n + ( . 4 . . . . + ( 1 3 11 . . . +
(. 4 . . . + ( . .'n + ( 1 3 11 . . . .+
( . .'n + (. 4 . . . + ( 1 3 11 . . . .+
( 'n + (. 4 . . . +
y &b x x ' b x x x b x x x
x x &b 'b x 'b x x x
&b 'b x x x 'b x x x
/ / x x x /
1 + + + + + + + + + +
]
+ + + + + + + +
+ + + + + + + +
+ + + +
. /
( 1 3 11 . . . .+ x x x + + + +
9#se III
T$e "5o roo"s #re e>u#'0 .e.
1 .
c c c
Here #1#n 5e &#n"#n
c
n "$e recurrence re'#"on #nd 'e"

( ) 0 y f x c
0 "$en "$e 1ener#' so'u"on s 1-en b%

1
1
( 0 +
c
f
y &f x c '
c
_
+

,
Ex#&!'e
A!!'%n1 "$e ex"ended !o5er seres &e"$od ,nd # so'u"on o, "$e d,,eren"#' e>u#"on
.
.
.
0
d y dy
x x y
dx dx
+ +
n !o5ers o,
. x
So'u"on
To so'-e
.
.
.
0
d y dy
x x y
dx dx
+ +

( ) 1 L L L
(Fro& "$e "es"8
0 x
s # re1u'#r sn1u'#r !on" o, "$e 1-en e>u#"on8 verify+
Assu&e

0
0 0
0 0.
c n n c
n n
y x x x a

+



Subs""u"n1 "$e der-#"-es n"o (1+ #nd s&!',%n18
1 1 .
0 0 0
( 1+( + ( + 0
n c n c n c
n n n
n n n
n c n c a x n c a x a x

+ + + +

+ + + + +


[ ]
1
.
0 .
( 1+ ( + ( + 0
n c n c
n n
n n
n c n c n c a x a x

+ +

+ + + + +


. 1
.
0 .
( + 0
n c n c
n n
n n
n c a x a x

+ +

+ +



. 1 .
0 1 .
0 .
( 1+ 0
c n c n c
n n
n n
c a x n c a x a x

+ +
+

+ + + +

[ ]
( )
.
. 1 . . 1
0 1 . 1 .
.
( 1+ ( .+ 1 0
c c c n c
n n
n
c a x c a x c a x n c a a x

+ +
+

+ + + + + + + +

E>u#"n1 coe,,cen"s8

1 .
0 0
. .
1 1
1 . .
. .
1 .
.
1
.
8 00 0 0 ( +
8 ( 1+ 00 ( 1+ 0 0
8 ( .+ 00 ( .+ 0 0
8 ( 1+ 0
0 .0 /0 20. . . .
( 1+
c
c
c
n c
n n
n
n
x c a but a c twice
x c a but c a
x c a but c a
x n c a a
a
a n
n c

+
+
+

+

+ +
+ +
+ + +

+ +

Fro& 5$c$ one c#n -er,%8
/ 2 ; G
. . . . . . 0 a a a a
0 0 0
/ 4 H . . . . . .
0 0
( /+ ( /+ ( 4+ ( /+ ( 4+ ( H+
a a a
also a a a
c c c c c c

+ + + + + +
(Der,% "$e #bo-e coe,,cen"s+
( )
0
We 'e" 0
c n
n
n
y f x c x a x

. / 2 3
0 1 . / 2 3
4 ; G H
4 ; G H
(
. . . +
c
x a a x a x a x a x a x
a x a x a x a x
+ + + + +
+ + + + +
/ 4 H
0 / 4 H
( 0 0 0 0 0 0 . . . . +
c
x a a x a x a x + + + + + + + + +
/ 4 H 0 0 0
0
. . . . . .
. . . .
( /+ ( /+ ( 4+ ( /+ ( 4+ ( H+
c
a a a
x a x x x
c c c c c c
_
+ +

+ + + + + +
,
/ 4 H
0
. . . . . .
1 . . . .
( /+ ( /+ ( 4+ ( /+ ( 4+ ( H+
c
x x x
a x
c c c c c c
1
+ +
1
+ + + + + +
]
T$ere,ore
/ 4 H
1 0 . . . . . .
( 0 0+ 1 . . . .
/ / .4 / .4 .H
x x x
y f x a
_
+ +

,

11
1
/ 4 H
. 0 . . . . . .
1 . . .
( /+ ( /+ ( 4+ ( /+ ( 4+ ( H+
c
c c
c c
f x x x
y a x
c c c c c c c c

1 _
+ +
' ; 1
+ + + + + +
,
]
/ 4 H
0
0 . . . . . .
0
/ 4 H
0
0 . . . . . .
0
'n 1 . . .
( /+ ( /+ ( 4+ ( /+ ( 4+ ( H+
1 . . .
( /+ ( /+ ( 4+ ( /+ ( 4+ ( H+
c
c
x x x
a x x
c c c c c c
x x x
a x
c c c c c c c

1
+ +
' ; 1
+ + + + + +
]
1
+ + +
' ; 1
+ + + + + +
]
Ter& P#r"#' der-#"-e 5r" c
D#'ue o, der-#"-e #"
0 c
1 0 0
.
1
( /+ c +
( )
/
.
/ c

+
.
/

. .
1
( /+ ( 4+ c c + +
{ }
. .
. .
1
( /+ ( 4+
'n . 'n( /+ 'n( 4+
1 1 1
.
/ 4
1 1 1
. .
/ 4 ( /+ ( 4+
%et z
c c
z c c
z
z c c c
z
c c c c c

+ +
+ + +

+
' ;
+ +

_
+
' ;
+ + + +
,
/ . . /
. .
/ .4 / .4

+
. . .
1
( /+ ( 4+ ( H+ c c c + + +
T
T
T
T
T
T
/ . . . / . . . /
. . .
/ .4 .H / .4 .H / .4 .H

+ +
/ 4 H
. 0 . . . . .. .
0
/ 4 4 H H H
0 / / . . / / . . . / . . . /
'n 1 . . .
/ / .4 / .4 H
. . . . . .
0 . . . . .
/ / .4 / .4 / .4 .H / .4 .H / .4 .H
c
f x x x
y a x
c
a x x x x x x

1 _
+ +
1

,
]
1
+ + + + + +
1
]
REIARN
T$ou1$ " 5#s re&#r6ed #bo-e "$#" se#rc$n1
,or # 1ener#' "er&0
n
a
0 n "$e 1ener#' so'u"on
&#%0 #" "&es0 !ro-e ,ru"'ess0 bu" 'oo6n1
,or # !#""ern s #'5#%s &!er#"-e.
No5 5r"e ou" ne#"'% "$e 1ener#' so'u"on0 "$#" s

1 1 . .
. y k y k y +

1 1 . .
/ 4 H
0 1
. . . . . .
/ 4 H
0 .
. . . . . .
/ 4 4 H H H
0 .
/ / . . / / . . . / . . . /
/ 4
0 1 0 .
. .
1 . . . .
/ / .4 / .4 .H
'n 1 . . . .
/ / .4 / .4 .H
. . . . . .
. . . .
/ / .4 / .4 / .4 .H / .4 .H / .4 .H
( 'n + 1
/ / .4
y k y k y
x x x
a k
x x x
a k x
x x x x x x
a k
x x
a k a k x
+
_
+ +

,
_
+ + +

,
_
+ + + + +

,
+ +
H
. . . .
/ 4 H
0 . / 3 . H .
/ 4 H
0 1 . . . . . .
/ 4 H
1 / 3 . H .
. . . .
/ .4 .H
1 1 1
. 1 1 . . .
. . / / / .. / ..
( 'n + 1 . . . .
/ / .4 / .4 .H
1 1 1
. 1 1 . . .
. . / / / .. / ..
x
x x x
a k
x x x
/ / x
x x x
/
_
+

,
_
1 1
+ + + + + +

1 1
] ]
,
_
+ + +

,
_
1 1
+ + + + +

1 1
] ]
,
s "$e 1ener#' so'u"on.


1.;. APPLI9ATIONS
1.;.1. T$e Le1endreUs E>u#"onKSo'u"on #bou" #n Ordn#r% Pon"
T$e d,,eren"#' e>u#"on
( ) ( )
.
.
.
1 . 1 0 5$ere
d y dy
x x k k y k
dx dx
+ +
s o, s!ec#' n"eres" n
A!!'ed I#"$e&#"cs0 P$%scs #nd En1neern10 !#r"cu'#r'% n bound#r% -#'ue !rob'e&s
,or s!$erc#' obQec"s. I" s c#''ed "$e %egendre1s e!uation. So c#''ed #,"er "$e Frenc$
I#"$e&#"c#n Adren I#re Le1endre (1G"$ Se!"e&ber 1;3. R 10"$ V#nu#r% 1G//+.
We #re no5 e&br#ced "o so'-e
( ) ( ) ( )
.
.
.
1 . 1 0 1
d y dy
x x k k y
dx dx
+ + L L L
Here "$e !on"
0 x
s #n ordn#r% !on" o, "$e e>u#"on. T$e ,o''o5n1 s # so'u"on o,
"$e e>u#"on. Assu&e

1 .
0 1 .
L 0 M ( 1+
n n n
n n n
n n n
y a x y na x y n na x





Subs""u"n1 n"o
( ) 1
5e 1e"8
( ) ( ) ( )
( ) ( )
( )
( ) ( ) ( )
( ) ( ) ( )
. . 1
. 1 0
.
. .
.
1 0
. / .
. .
1 0 1
.
1 1 . 1 0
1 1
. 1 0
. 1 / . . 1 1
. 1 . 1 1 1
n n n
n n n
n n n
n n
n n
n n
n n
n
n n
n n
n n
n n
n n
n n
n n
x n n a x x na x k k a x
n n a x n n a x
na x k k a x
a a x n n a x n n a x
a x na x k k a k k a x k k a x

+ +

+ +
+ + + +
+ + + + + +

.
0

( ) ( )
( ) ( ) ( )
( ) ( )
( ) ( ) ( ) ( ) ( ) { }
( ) ( )
( ) ( ) ( )
0 . / 1 1
. .
.
.
.
0 . / 1
.
.
.
0 . / 1
.
1 .J /J .J 1
. 1 0
1 .J /J .
1 . 0
1 .J /J .
1 . 1
n
n n
n
n
n n
n
n
k k a a a a k k a x
n n a k k n n a x
k k a a a k k a x
n n a k n k n k n a x
k k a a a k k a x
n n a k n k

+
+ + + + + 1 1
] ]
+ + + + + 1
]
+ + + + + 1 1
] ]
+ + + + + + 1
]
+ + + + + 1 1
] ]
+ + + + + +

( ) { }
.
0
n
n
n
n a x

1
]

E>u#"n1 coe,,cen"s8
( )
( )
( ) ( )
( ) ( )
( ) ( ) ( )
( ) ( )
( ) ( )
0
0 . . 0
/ 1 / 1
.
.
1
8 1 .J 0
.J
1 .
8 /J 1 . 0
/J
1 . 1 0
1
0 .
1 .
n
n
n
n
n
k k
x k k a a a a
k k
x a k k a a a
x n n a k n a
k n k n
a a n
n n
+
+
+
+ +
+
+ +
+ + + + +
+ +

+ +
<ener#"n1 coe,,cen"s (verify+
2 0 3 1
( .+ ( 1+ ( /+ ( /+( 1+ ( .+ ( 2+
. 0 /
2J 3J
k k k k k k k k
n a a n a a
+ + + +

4 0
( 2+( .+ ( 1+(( /+( 3+
2
4J
k k k k k k
n a a
+ + +

; 1
( 3+( /+( 1+( .+( 2+( 4+
3
;J
k k k k k k
n a a
+ + +

0
. / 2 3 4 ;
0 1 . / 2 3 4 ;
. 2 4
0 . 2 4
/ 3 ;
1 / 3 ;
. 2 4
1 0
. . . .
( . . . .+
( . . . .+
( 1+ ( .+ ( 1+( /+ ( 2+( .+ ( 1+( /+( 3+
( + 1 . . . 0
.J 2J 4J
n
n
n
y a x
a a x a x a x a x a x a x a x
a a x a x a x
a x a x a x a x
k k k k k k k k k k k k
y x a x x x

+ + + + + + + +
+ + + +
+ + + + +
+ + + + + +
+ +
' ;

#nd
/ 3
. 1
;
( 1+( .+ ( /+( 1+( .+( 2+
( +
/J 3J
( 3+( /+( 1+( .+( 2+( 4+
. . .
;J
k k k k k k
y x a x x x
k k k k k k
x
+ + +
+ +
'

+ + +
+
;

REIARNS
Su!!ose "$#"
k
s #n n"e1er0
n
s#%. T$en e"$er
1
y
or
.
y
"er&n#"es #,"er # coun"#b'e
nu&ber o, "er&s. T$e resu'"n1 !o5er seres #re !o'%no&#'s.
I,
k
s #n e-en !os"-e n"e1er0 "$e seres
( )
1
y x
"er&n#"es #" "$e "er& 5"$
n
x
0 bu"
( )
.
y x
1-es #n n,n"e !o5er seres.
I,
k
s #n odd !os"-e n"e1er0 "$e seres
( )
.
y x
"er&n#"es #" "$e "er& 5"$
n
x
bu"
( )
1
y x

1-es #n n,n"e !o5er seres.
W$en
n
s # nonne1#"-e n"e1er0 5e ob"#n #n n"$@de1ree !o'%no&#' so'u"on.
Le" us0 ,or "$e "&e ben10 deno"e "$ese !o'%no&#' so'u"ons b%
( )
n
% x
8
( ) ( )
( ) ( ) ( )
( ) ( )
0 0 1 1
. /
. 0 / 1
. 2 / 3
2 0 3 1
3
1 /
/
/3 12 .1
1 10
/ / 3
% x a % x a x
% x a x % x a x x
% x a x x % x a x x x

_


,
_ _
+ +

, ,
And so on #nd so ,or"$.
I, n "$e #bo-e !o'%no&#'s0
( )
n
% x
5e de,ne
0
a
#nd
1
a
n suc$ # 5#% "$#"
( ) 1 1
n
%
0 "$e
!o'%no&#'s
( )
n
% x
"r#ns,or& n"o 5$#" #re 6no5n #s "$e Le1endre !o'%no&#'s o,
de1ree
n
. T$e% #re deno"ed b%
( )
n
P x
. T$#" s
( )
n
P x
s "$e Le1endre !o'%no&#' o, de1ree
n
.
Ex#&!'es
( )
( )
( ) ( ) ( ) ( )
.
.
0 0 0
. .
. .
Le" 1 1
1
1 /.1 1 . 1
.
1 1
1 / / 1
. .
%
a a a
% x x P x x

( )
( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
0
1
/ 2 .
/ 2
3 / 4 2 .
3 4
S&'#r'% (-er,%+8
1
1 1
3 / /3 /0 /
3 G
1 1
4/ ;0 13 ./1 /13 103 3
G 14
P x
P x x
P x x x P x x x
P x x x x P x x x x

+
+ +
1.;... RODRI<UEUS FORIULA
Rodr1ueUs ,or&u'# s due "o "$e Por"u1uese@Ve5s$ I#"$e&#"c#n 7enQ#&n
O'nde Rodr1ue (1;H3 R 1G31+ 5$o !resen"ed " on .G"$ Vune0 1G13 #s !#r" o, $s P$D
dsser"#"on #" "$e Un-ers"% o, P#rs. T$s ,or&u'# s o, 1re#" $e'! n "$e 1ener#"on o,
"$e Le1endre Po'%no&#'s. I" s"#"es
.
1
( + ( 1+
J..
n
n
n n n
d
P x x
n dx

T$s ,or&u'# "r#ns,or&s n"o
( )
( ) ( )
( ) ( )
.
0
1 . . J
J J . J
5$ere
e-en
.
1
odd
.
n
-
n r
n
n
r
n r
P x x
n r n r n r
n
n
-
n
n

'

Exercses
1. Ex!ress "$e ,o''o5n1 !o'%no&#'s n "er&s "$e Le1endre !o'%no&#'s
3.
2 / .
1 x x x x + + + +
4.
. /
1 . / 2 x x x +
5.
/
1 x +
6.
2 / .
. . / x x x x + +
.. S$o5 "$#"
7.
( + ( 1+ ( +
n
n n
P x P x
8.
( ) ( )
1
1
0
n
P x dx n

9.
( )
1
/
/
1
2
/3
x P x dx

1.;./. SOLUTION A7OUT A RE<ULAR SIN<ULAR POINT

1.;./.1. T$e 7esse' E>u#"on #nd "$e 7esse' Func"ons
T$e 7esse' e>u#"on s one o, "$e &os" &!or"#n" d,,eren"#' e>u#"ons n A!!'ed
I#"$e&#"cs. I" e&#n#"es &#n'% n !rob'e&s n-o'-n1 -br#"ons or $e#" conduc"on n
c%'ndrc#' re1on.
T$e d,,eren"#' e>u#"on
( )
.
. . .
.
0
d y dy
x x x y
dx dx
+ +
s c#''ed 7esse'Us e>u#"on o, order

. I"s so'u"ons #re c#''ed 7esse' ,unc"ons o, order

.
1.;./.1.1. So'u"on o, "$e 7esse'Us e>u#"on
Re>ured "o so'-e
( ) ( )
.
. . .
.
0 1
d y dy
x x x y
dx dx
+ + L L L
I" c#n be s$o5n "$#"
0 x
s # re1u'#r sn1u'#r !on" o, (1+.
Assu&e
0
0 0
0 0.
c n n c
n n
n n
y x a x a x a

+



Subs""u"n1 "$s -#'ue n"o (1+8
( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( )
. .
0 0 0 0
1 . / 2
1
0 1
.
1
1
0 1
.
1 0
1 1 1
1
n c n c n c n c
n n n n
n n n n
c c n c
n
n
c c n c
n
n
n c n c a x n c a x a x a x
c ca x c c a x n c n c a x
ca x c a x n c a x

+ + + + +

+ +

+ +

+ + + + +
+ + + + +
+ + + + +

1 4 4 4 442 4 4 4 4 43 1 4 442 4 4 43 1 4 2 4 3 1 442 4 43

1 4 4 4 4 4 4 4 4 4 4 42 4 4 4 4 4 4 4 4 4 4 43
.
.
. /
. . 1 .
0 1
.
2
0
n c
n
n
c c n c
n
n
a x
a x a x a x

+ +

1 4 4 4 4 4 4 4 2 4 4 4 4 4 4 4 3 1 4 2 4 3
1 4 4 4 4 442 4 4 4 4 4 43
9o''ec"n1 "er&s #nd c#rr%n1 ou" so&e #'1ebr#c &#n!u'#"ons8
( ) ( ) ( )
{ }
( ) ( ) ( ) ( )
( ) ( ) { }
. .
. . . 1 .
0 1 .
.
1
0 1
.
.
1
1 1
1 0
c c n c
n n
n
c c
n c
n n
n
c a x c a x n c a a x
c c a x c c a x
n c n a a x

+ +

1 1
1 1
] ]
+ + + + +
+ + + + +
+ + + +

E>u#"n1 coe,,cen"s8
( ) ( )
( ) ( ) ( )
0 0
.
1 .
1 1
8 00 bu" 0 .
8 1 1 00 7u" 1 0 1ener#''%. 0.
c
c
x c c a a c c
x c c a c a


+
+ t
+ + + +
( ) ( )
.
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3 x not an eger

1
1
1
1
1

1
]
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.
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n
n
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n
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n c a x a x
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n
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a
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_
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1
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#s #bo-e.
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ob"#ned #bo-e0 5'' be #ssu&ed.
1.;./.1... SOIE 7ESSEL FUN9TIONS IDENTITIES:PROPERTIES
T$e 7esse' ,unc"ons #re re'#"ed b% # -er% '#r1e #rr#% o, den""es or !ro!er"es.
T$e ,o''o5n1 #re so&e o, "$e ,und#&en"#' !ro!er"es. We #re 1on1 "o !ro-e "$e ,rs" ,e5
'e#-n1 "$e res" "o "$e re#der #s #n exercse.
I.
( ) ( )
1
n n
n n
d
x 2 x x 2 x
dx

1
]

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n
s # !os"-e n"e1er.
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.
0
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J( +J .
r n
r
n n
n
r
d d x
x 2 x x
dx dx r n r
+

_
1
1

]
+
,
1
]

. .
.
0
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r r n
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r
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dx r n r
+
+

1
+
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.
0
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r
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+
+

1 +

1
+
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.
0
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r
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+

1 +

1
+ +
]

. . 1
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0
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r r n
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r
x
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+
+

1
+
]

. 1
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0
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J( 1+J.
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r
x x
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+
+

1
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0
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r n
r
n
r
x
x
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+

1

+
,
1
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0
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r n
r
n
r
x
x
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+
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F
1
( +
n
n
x 2 x

Q.E.D
II.
( ) ( )
1
n n
n n
d
x 2 x x 2 x
dx

+
1
]

5$ere
n
s # !os"-e n"e1er
Proo,8

.
0
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( +
J( +J .
r n
r
n n
n
r
d d x
x 2 x x
dx dx r n r
+

_
1
_
1

1 ]

+
,
]
,

.
.
0
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r r
r n
r
x d
dx r n r

1 _

1
+
, ]

.
.
1
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J. J( +J.
r r
n r n
r
x d
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1 _
+
1
+
, ]

1 . .
. .
0
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r r
n r n
r
x d
dx n r n r
+ +
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1 _
+
1
+ + +
, ]

. .
. .
0
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J. ( 1+J( 1+J.
r r
n r n
r
x d
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+
+ +

1 _

1
+ + +
, ]

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. .
0
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0
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r r
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r
r x
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+
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1 _ +

1
+ + +
, ]

. 1
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0
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r r
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r
r x
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+
+ +

+

+ + +

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0
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J( 1 +J.
r n n r
n r
r
x x x
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+
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. 1
0
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0
1
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J( 1 +J.
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J( 1 +J .
( +
r n r
n
n r
r
r n
r
n
r
n
n
x
x
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x
x
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x 2 x
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+ +

+ +

+ +

+ +
,

T$#" s
1
( + ( +
n n
n n
d
x 2 x x 2 x
dx

+
1
]
Q.E.D.
III. I, 5e !u"
0 n
n "$e #bo-e !ro!er"% 5e ob"#n

[ ]
0 1
( + ( +
d
2 x 2 x
dx


T$e ,o''o5n1 s # !roo, o, "$e !ro!er"%8

[ ]
[ ]
[ ]
.
0
.
0
.
.
1
. .
1
.
0
. .
.
0
( 1+
( +
. ( J+
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1
. ( J+
( 1+
1
.
( 1+J
( 1+
1
.
( 1+J
r
r
r
r
r
r
r
r
r
r
r
r
d d x
2 x
dx dx r
d x
dx r
d x
dx
r
d x
dx
r

+
+

1
_

1

,
1
]
1
_
+
1

,
1
]
1
_
+ 1

, + 1
]
1

_
1

, + 1
]

[ ]
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. . .
0
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0 .
.
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r r
r
r
r x
r
+
+

1
+
1
+ 1
]

[ ]
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0
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.
.
( 1+J( 1+J
r r
r
r
r x
r r
+
+

+

+ +

[ ]
[ ]
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. 1
0
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1
0
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.
.
( 1+J J
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. ( +
.
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r r
r
r
r
r
r
x
r r
x
2 x
r r
+
+

+
_


+ ,

T$#" s
[ ]
0 1
( + ( +
d
2 x 2 x
dx

1.;.2. IIS9ELLANEOUS E=AIPLES
1. Fnd # seres so'u"on ,or "$e e>u#"on
.
.
(. + . 0
d y dy
x x y
dx dx
+ +
n !o5ers o,
x
.
HINTS
M
. 1
0 1
0
( + ( 1+ ( .+ ( .+ 0
c n c
n n
n
c c a x n c n c a n c a x

+
+

1 + + + + + + + +
]

M
1
/
0 0010 .0 /0. . . .
( 1+
n
n
a n
n n
+

+
M
.
.
0
/ 2
. . . . .
. ( .+ ( 1+
( 1+
. ( .+ ( /+
( 0 +
( .+ ( 1+ ( .+ ( 1+ ( 1+
. . .
( .+ ( /+ ( 2+ ( .+ ( /+ ( 2+ ( 3+
c
c c c
c x x
c c c
y f x c b x
c c c c c c c
x x
c c c c c c c
1
+ +
1
+ + +
1

+ 1
+ +
1
+ + + + + + +
]
Ter& P#r"#' der-#"-e 5r"
c
D#'ue o, der-#"-e
#"
1 c
1 c +
( 1+ 1 c
c

1
.
.
c
c

+
.
. 2
. ( .+
c
c c c
1

1
+ +
]
2
.
( 1+ ( .+
( .+ ( /+
c c
c c

+ +
.
.
( 1+ ( .+
( .+ ( /+
'n 'n( 1+ 'n ( .+ .'n ( .+ 'n( /+
( 1+ ( .+ 1 1 . 1
1 . . / ( .+ ( /+
c c
%et v
c c
v c c c c
c c v
c c c c c c c

+ +
+ + +
1
+
1
+ + + +
]
10
/omplete and write out the general solution5
.. Fnd # seres so'u"on o, "$e d,,eren"#' e>u#"on
.
.
. (1 + (3 ; + / 0
d y dy
x x x y
dx dx
+
n !o5ers o,
x
.
So'u"on (ex"ens-e+
To so'-e "$e e>u#"on
( ) ( ) ( )
.
.
. 1 3 ; / 0 1
d y dy
x x x y
dx dx
+ L L L
Tes"
( ) 0 0
0 s # sn1u'#r !on"
P
x


No5
( ) ( )
( )
( )
( )
( ) ( )
( )
( )
( )
0
0 0
0
0
.
.
0
3 ;
3
'& '& #nd
. 1 .
/
'& '& 0
. 1
x x x
x x x x
x x Q x x x
P x x x
x x R x x
P x x x

7o"$ '&"s exs"C "$ere,ore "$e !on"

0 x
s # re1u'#r sn1u'#r !on".
Assu&e

0
0 0
0 0
c n n c
n n
n n
y x a x a x a

+



1 .
0 0
L ( + 0 M ( 1+ ( +
n c n c
n n
n n
y n c a x y n c n c a x

+ +

+ + +

Subs""u"n1 "$ese der-#"-es n"o (1+ 5e 1e"
[ ] [ ]
1 1
0 0 0
0 0
1
0 0
.( 1+( + .( 1+( + 3( +
;( + / 0
.( 1+( + 3( + .( 1+( + ;( + / 0
n c n c n c
n n n
n n n
n c n c
n n
n n
n c n c
n n
n n
n c n c a x n c n c a x n c a x
n c a x a x
n c n c n c a x n c n c n c a x

+ + +


+ +


+ +

+ + + + + +
+
+ + + + + + + + +



(T$e #bo-e s"e! s #cco&!'s$ed b% co''ec"n1 "o1e"$er '6e "er&s8 "er&s 5"$ s#&e
1enerc "er&s #nd coun"n1 ,ro& "$e s#&e ndces+
. 1 .
0 0
1
0 0
.( + /( + .( + 3( + / 0
( + (. . /+ (. . /+( 1+ 0
n c n c
n n
n n
n c n c
n n
n n
n c n c a x n c n c a x
n c n c a x n c n c a x

+ +


+ +

1 1 + + + + + + +
] ]
+ + + + + + +


(7% s$,"n1 "$e ndces 8+

1
0 1
0 0
(. /+ ( 1+(. . 3+ (. . /+( 1+ 0
c n c n c
n n
n n
c c a x n c n c a x n c n c a x

+ +
+

+ + + + + + + + + +

E>u#"n1 coe,,cen"
1
0 0
8 (. /+ 0 0 0
c
x c c a but a

+
s8

/
0
.
c or c
1
8 ( 1+ (. . 3+ W (. . /+ ( 1+ 0
n c
n n
x n c n c a n c n c a
+
+
+ + + + + + + +
1
. . /
0 0010 .0 /0. . . .
. . 3
n n
n c
a a n
n c
+
+ +

+ +
Here 5e #re de#'n1 5"$ "$e c#se n 5$c$ "$e roo"s o, "$e ndc#' e>u#"on do
no" d,,er b% #n n"e1er. T$ere,ore e#c$ -#'ue o,
c
5'' 1-e rse n"o # so'u"on.
T#6n1 "$e -#'ues o, "$e roo"s n "urn8
( )
1
1 0 . / 2 0
. /
0 0 0010 .0 /0. . . . .
. 3
/ / / /
0 0 0 0 0
3 ; H 11
n n
n
c a a n
n
n a a $imilarly a a a a
+
+

+
_


,

. / 2
0 1 . / 2
( . . . .+
c
y x a a x a x a x a x + + + + +

0 . / 2
1 0 0 0 0 0
/ / / /
( . . . .+
3 ; H 11
y x a a x a x a x a x + + + + +
. / 2
0
/ / / /
(1 . . . .+
3 ; H 11
a x x x x + + + + +
1 1 . /
. / 2
0 1 . / 2
/
. / 2
.
. 0
/
.
0
/
0 0010 .0 /0 . . . . . . . . . . . 0
. 1
( . . . .+
( 0. 0. 0. 0. . . . .+
n n
c
n
c a n a a a a
n
y x a a x a x a x a x
y x a x x x x
a x
+

+
+ + + + +
+ + + + +

I" s 5or"$5$'e no"n10 #1#n0$ere "$#" one@"er& so'u"ons exs"J

T$e 1ener#' so'u"on s
1 1 . .
/
. / 2
.
0 1 0 .
/ / / /
(1 . . . +
3 ; H 11
y k y k y
& x x x x 'x
where & a k and ' a k

+
+ + + + + +

/. Ex!ress
2 / .
( + 2 / ; 3 1. f x x x x x + +

n "er&s o, "$e Le1endre !o'%no&#'s
So'u"on
Fro&
2 .
2
/
/
.
.
1 0
1
( + ( /3 /0 /+
G
1
( + (3 / +
.
1
( + (/ 1+
.
( + ( + 1
P x x x
P x x x
P x x
P x x and P x

'

5e $#-e
2 .
2
/ .
/ .
G 4 /
( +
/3 ; /3
. / . 1
( + ( +
3 3 / /
x P x x
x P x x and x P x
+
+ +
Subs""u"n1 n"o
( ) f x
5e 1e"8
.
2 /
. 1 0
G 4 / . /
( + 2 ( + / ( +
/3 ; /3 3 3
. 1
; ( + 3 ( + 1. ( +
/ /
f x P x x P x x
P x P x P x
_ _
+ +

, ,
_
+ + +

,
2 / . 1 0 .
0 1 0 1 0
2 / . 1 0
2
/. 4 12 .2 . 1
( + ( + ( + 3 ( + 1. ( + ( +
/3 3 / ; / /
1. H ;
( + ( + ( + 3 ( + 1. ( +
/3 3 /
/. 4 12 14 H G 1. ;
( + ( + ( + ( + 3 3 ( + 1. 1.
/3 3 / ; 3 ; /3 /
/. 4
( +
/3 3
P x P x P x P x P x P x
P x P x P x P x P x
P x P x P x P x P x
P x
_
+ + + +

,
+ +
_ _ _
+ + + + + + +

, , ,

/ . 1
124 21 13//;
( + ( + ( +
.1 3 ;/3
P x P x P x + +
Re-er"n1 # b" "o "$e 7esse' Func"ons0 'e" us #dd one &ore !ro!er"%8
ID
( ) ( ) ( )
1 1
.
n n n
n
2 x 2 x 2 x
x
+
+
2. Ex!ress
( ) ( ) ( )
2 0 1
n "er&s o, #nd 2 ax 2 x 2 x
So'u"on
Fro&

1 1
.
( + ( + ( +
n n n
n
2 x 2 x 2 x
x
+
+

5e $#-e
2 / 1 / .
../
( + ( + ( + ( + 2 z 2 z 2 z 2 z
z
+



. 1 .
4 ...
( + ( + ( + 2 z 2 z 2 z
z z
1

1
]
. 1 1 0 1
. .
1 0 1 1 0
. . / .
1 0 / . /
.2 4 .2 ..1 4
1 ( + ( + 1 ( + ( + ( +
2G .2 . .2 4 . 4 .2
1 . ( + 1 ( + ( + ( + 1 ( +
2G 2G G .2
( + 1 ( +
( +
2 z 2 z 2 z 2 z 2 z
z z z z z
2 z 2 z 2 z 2 z 2 z
z z z z z z z z
2 z 2 z
z z z ax
_ _ _


, , ,
_ _ _ _


, , , ,
_ _


, ,
1 0 .
G .2
( + 1 ( +
( +
2 ax 2 ax
ax ax
_ _


, ,
D.
( ) ( ) ( ) 1
n
n n
2 x 2 x n
+

(Proo, 'e," #s #n exercse+
DI (#+.
( )
1
.
.
sn 2 x x
x

DI (b+.
( )
1
.
.
cos 2 x x
x

(Proo, 'e," #s #n exercse+

DII
( ) ( ) ( )
L
1 1
.
n n n
2 x 2 x 2 x
+

(Proo, 'e," #s #n exercse+
T$ere #re &#n% &ore suc$ ,or&u'#e so &uc$ so "$#" " be$o-es #n% one o, us "o 'oo6 ,or
&ore o, "$ese re'#"ons. I#6e sure %ou ,#&'#rse %ourse', 5"$ "$er !roo,s .T$e !roo,s
#re s"#nd#rd bu" re>ure so&e c#re #nd n1enu"% "o be #b'e "o ,urns$ # !roo,.
To de&ons"r#"e "$s !on"0 'e" us ,urns$ "$e !roo, o, "$e !ro!er"% 5e $#-e used n
exercse (2+
viz
8

1 1
.
( + ( + ( +
n n n
n
2 x 2 x 2 x
x
+
+
Proo,8 ,ro&
1
( + ( +
n n
n n
d
x 2 x x 2 x
dx

1
]

5e $#-e
L 1
1
L
1
( + ( + ( +
( + ( + ( + . . . ( + ( +
n n n
n n n
n
n n n
x 2 x nx 2 x x 2 x
n
2 x 2 x 2 x a by dividing throughout by x
x

+
_
+

,
A'so ,ro&

1
( + ( +
n n
n n
d
x 2 x x 2 x
dx

+
1
]
5e $#-e
L 1
1
L
1
( + ( + ( +
( + ( + ( + . . . ( + ( +
n n n
n n n
n
n n n
x 2 x nx 2 x x 2 x
n
2 x 2 x 2 x b by dividing throughout by x
x

+

+

_
+

,
Addn1
( ) ( ) #nd 5e 1e" a b

1 1
.
( + ( + ( +
n n n
n
2 x 2 x 2 x
x
+
_
+

,
Or
1 1
.
( + ( + ( +
n n n
n
2 x 2 x 2 x
x
+
_
+

,
DIII.
( + ( 1+ ( +
n
n n
2 x 2 x

Proo,8
.
0
( 1+
8 ( +
J ( 1+ .
1 00 ( 1+ 0
( + . ( +
( 1+ (1+ . 1 1 .
r n
r
n
r
n n
x
R./&%% 2 x
r r n
For r n r n for that range of values
thecoefficients of 2 x &%% vanish (he first nonzero terms of 2 x begin
when r n i e when r n when r n $o w

+
,
+ + t

+ +

n"
e hane to
split the summation o two parts as will be shown bellow






' ;







( +
n
2 x

.
0
( 1+
J ( 1+ .
r n
r
r
x
r r n

_

+
,

F
.
1
0
( 1+
J ( 1+ .
r n
r n
r
x
r r n

_

+
,

S
.
( 1+
J ( 1+ .
r n
r
r n
x
r r n

_

+
,

F 0 S
.
( 1+
J ( 1+ .
r n
r
r n
x
r r n

_

+
,

(b% s$,"n1 ndces+

.
0
( B+
( +J ( 1+ .
r n
r n
r
x
r n r
+
+

+ +
,

.
0
( B+
( 1+
( +J ( 1+ .
r n
r
n
r
x
r n r
+

_


+ +
,

.
0
( B+
( 1+ ( 1+ ( + . .
( +J J .
r n
r
n
n
r
x
2 x Q . 0
r n r
+

_


+
,

2. S$o5 "$#"
1
.
.
( + sn 2 x x
x
_

,
So'u"on 8
Fro&

.
0
1
.
.
1
0
.
1
.
.
0
( 1+
( +
J ( 1+ .
( 1+
( +
1
.
J ( 1+
.
( 1+
1
. .
J ( 1+
.
r n
r
n
r
r
r
r
r
r
r
x
2 x
r n r
x
2 x
r r
x x
r r
+

+ +
,

_


,
+ +
_ _

, ,
+ +

1
. 2
.
1
. 2
.
1 1 1
. . . . .
/ 3 ; . . .
1J .J
. . .
1 1 1
. . . . .
1 1 / 1 1 3 / 1 1 . . .
..
. . . . . . . . .
x x x
x x x
1
1
_ _ _
1
+

_ _ _ 1 , , ,


1
, , , ]

_ _ _

+

_ _ _ _ _ _ _ _ , , ,

, , , , , , , ,
1
. 2
.
. 2
/ 3
1 . . .
. . . .
1 . 1 /J 3J
.
1 . . . . .
. . . . ( 8 . 1+
. . 1 /J 3J .
. .
. . . . sn . .
/J 3J
x x x
x x x x x
/heck the trick
x x
x x
x x Q . 0
x x

1
1
1
1
1
]
1
_
+
1
_ ,
]

,
1 _
_ _
+
1
, ,
, ]
1
+
1
]
Exercse
S$o5 "$#"8
/ 1 1
. . .
1
( + ( + ( + 2 x 2 x 2 x
x


/ /
. .
. sn
( + cos 0 ( +
x
2 x x find 2 x
x x

_


,
.
3 3 .
. .
/sn (/ + cos .
( + 0 ( +
x x x
2 x find 2 x
x x x

_
+

,
L
1 1
( + ( + . ( +
n n n
2 x 2 x 2 x
+

( + ( 1+ ( +0 ( +
n
n n
P x P x usual notation
[ ]
1
.
.
1
.
( +
3
P x

1.;.3. EQUATIONS REDU9I7LE TO 7ESSELUS EQUATIONS

W$'e so'-n1 #n En1neern1 !rob'e&0 one so&e"&es encoun"ers #n ODE "$#" b#,,'es
$&:$er bec#use o, "s s"r#n1eness. On scru"nsn1 5e''0 "$e !rob'e& &#% be ,ound "o be
reducb'e "o # 7esse' e>u#"on. I, suc$ # c#se s dscerned on'% # '""'e scr#"c$ 5or6 s
re>ured be,ore one c#n 5r"e do5n # !er"nen" so'u"on. T$s 5'' s#-e %ou # 'o" o, "&eJ
A ,e5 suc$ c#ses #re 1-en be''o5 #s ''us"r#"ons o, 5$#" #c"u#''% s re>ured o, %ou n
suc$ # s"u#"on.
1.;.3.1. D,,eren"#' E>u#"on Reducb'e "o 7esse'Us E>u#"on8 9#se I
So'-e "$e e>u#"on
( ) ( )
.
. . . .
.
0
d y dy
x x x n y i
dx dx
+ + L L L
So'u"on
9o&!#re
( ) i
5"$ "$e 7esse' e>u#"on
( ) 1
on !#1e //8
In "$e !resen" e>u#"on
( ) i
5e $#-e0 n "$e br#c6e"s "$e "er&
. .
x
5$ere#s n
( ) 1
"$e
corres!ondn1 "er& s
.
x
ns"e#d.
So 'e" us !u"

z x

. . .
dz
dx
dy dy dz dy dy dy
i e
dx dz dx dz dx dz

_ _ _ _


, , , ,

. .
. .
.
d y d dy d dy d dy dz d y
dx dx dx dz dz dz dx dx dz

_
_ _ _ _


, , , ,
,

. .
.
. .
d y d y
dx dz

Su&&#rsn1 5e $#-e

. .
.
. .
.
Put z x
dy dy
and
dx dz
d y d y
dx dz

'

Subs""u"n1 n"o
( ) i
1-es (u!on s&!',c#"on+8
.
. . .
.
( + 0
d y dy
z z z n y
dz dz
+ +
T$s s "$e 7esse' e>u#"on o, ,rs" 6nd #nd o, order
n
. I"s 1ener#' so'u"on s
( + ( + ( + ( +
n n n n
y &2 z '2 z &2 x '2 x

+ +
1.;.3... D,,eren"#' E>u#"on Reducb'e "o 7esse'Us E>u#"on8 9#se II
So'-e "$e d,,eren"#' e>u#"on

.
. .
1 1
G 0 . . . . . . ( +
d y dy
y ii
x dx dx x
_
+ +

,
So'u"on
<-en e>u#"on8
.
. .
1 1
G 0
d y dy
y
x dx dx x
_
+ +

,
Iu'"!'%n1 "$rou1$ou" b%
.
x
8

.
. .
.
(G 1+ 0
d y dy
x x x y
dx dx
+ +
9o&!#rn1 "$s e>u#"on 5"$ "$#" o, reducb'e c#se I #bo-e0 n#&e'%8

.
. . . .
.
( + 0 . . . . . . ( +
d y dy
x x x n y i
dx dx
+ +

5e no"e "$#"

. . .
1
G . .
n
x x

"$s &e#ns "$#" "$e 1ener#' so'u"on s
1 1
(. . + (. . + y &2 x '2 x

+

IIPORTANT NOTES
1. T$e re'#"on
1 1
.
( + ( + ( +
n n n
n
2 x 2 x 2 x
x
+

ser-es "o ex!ress 7esse' ,unc"ons o, $1$er orders n "er&s o, 7esse' ,unc"ons
o, 'o5er orders0 # use,u' &#n!u'#"on. 7u" , 5r""en n "$e ,or&
1 1
.
( + ( + ( +
n n n
n
2 x 2 x 2 x
x
+


ser-es "o ex!ress 7esse' ,unc"ons o, '#r1e ne1#"-e orders0 ,or ex#&!'e0 n "er&s
o, 7esse' ,unc"ons 5$ose orders #re nu&erc#''% s&#''er.
.. A use,u' ,or&u'# n "$e e-#'u#"ons o,
.
( +
n
2 x

s
. 1
(. 1+J 1
1
. . . J
n
n
n
n

+
+
_
+ +

,
PRO7LEIS
Prob'e& One
W$#" s &e#n" b% # re1u'#r sn1u'#r !on" o, # d,,eren"#' e>u#"onT
Fnd "$e so'u"on o, "$e d,,eren"#' e>u#"on
.
.
( / + . 0
d y dy
x x y
dx dx
+ +
n "$e ,or& o, # seres. <-e "$e 1ener#' "er& o, "$e
n,n"e seres.
Prob'e& T5o
S$o5 "$#" "$e d,,eren"#' e>u#"on
.
.
(1 + . 0
d y dy
x x y
dx dx
+ + +
$#s # re1u'#r sn1u'#r !on" #"
0 x
. Hence s$o5 "$#"
. /
/ .
1 . . . . .
. /
y x x x + +
s # so'u"on.
Prob'e& T$ree
9'#ss,% "$e sn1u'#r !on"s n "$e ,n"e !'#ne ,or "$e e>u#"on
.
2 . . /
.
( 1+( 1+ 2 ( 1+ ( 1+ 0
d y dy
x x x x x x y
dx dx
+ + + +
.
S$o5 "$#" "$e so'u"on o, "$e d,,eren"#' e>u#"on

.
.
(1 + 0
dy d y
x x y
dx dx
+
c#n be ex!ressed n "$e ,or&

0
1 1 1
'n 1 . . .
J . /
n
x x
n
x
y &e ' e x
n n

1
_
+ + + +
1
,
]

5$ere
&
#nd
'
#re #rb"r#r% cons"#n"s.
Prob'e& Four
S$o5 "$#" "$e ndc#' e>u#"on o, "$e d,,eren"#' e>u#"on
.
.
( + / 0
d y dy
x x y
dx dx
+
0
s
( ) 1 0 c c +
#nd s$o5 ,ur"$er "$#"
1
( +( 1+ ( 2+
n n
c n c n a c n a

+ + + +
.
S$o5 "$#" one so'u"on s
. /
/ / 1
1
( 1+ ( 1+( .+
x x x

+
+ + +
0
5$en

s no" #n n"e1er.
#nd ob"#n "$e ,rs" "$ree "er&s o, "$e o"$er so'u"on 5$en
.
Pro&le, *i/e
A "ubu'#r 1#s !re@$e#"er 5or6s b% dr#5n1 coo' #r "$rou1$ # c%'ndrc#' $e#"ed "ube.
For # !#r"cu'#r "ube "$e 1o-ernn1 e>u#"on ,or "$e "e&!er#"ure o, "$e #r s
.
.
;300 /300 0
d ( d( (
dx dx
x


5$ere
(
s "$e d,,erence be"5een "$e "e&!er#"ure o, "$e 5#'' o, "$e "ube #nd "$e #r #" #
ds"#nce
x
,ro& "$e n'e". Fnd "$e seres so'u"on ,or
(
#s ,#r #s "$e "er& n
3
.
x
. (I" &#% $e'! !u""n1
.
x z
+.
Prob'e& Sx
Pro-e "$#"
/ . 1
.
( + ( + ( + 2 x dx c 2 x 2 x
x

{ }
. . . .
0 0 1
1
( + ( + ( +
.
x2 x dx x 2 x 2 x +

..0. 9OIPLE= DARIA7LES
..1 S$or" Re-e58 9o&!'ex Nu&ber T$eor%
7e,ore de'-n1 &uc$ n"o "$e "$eor% o, 9o&!'ex D#r#b'es 'e" us 1o "$rou1$ bre,'% so&e
&!or"#n" !on"s n "$e A'1ebr# o, co&!'ex nu&bers. We #re no" n"endn1 "o subs""u"e
,or 5$#" 5#s ex"ens-e'% co-ered n e#r'er &odu'es on "$e subQec"
De,n"on
A nu&ber o, "$e ,or&
z x i y +
5$ere
x
#nd
y
#re re#' nu&bers #nd
i
s # nu&ber
suc$ "$#"
.
1 i
s c#''ed # co&!'ex nu&ber
T$e nu&ber
i
s c#''ed "$e imaginary unit" T$e re#' nu&ber
x
n
z x i y +
s c#''ed
"$e real part o,
z
#nd s deno"ed b%
Re( + z
5$ere#s
y
s c#''ed "$e i,aginary part o,
z
#nd s deno"ed b%
I&( + z
De,n"on
T5o co&!'ex nu&bers
1 1 1
z x i y +
#nd
. . .
z x i y +
#re s#d "o be e>u#'0 "$#" s0
1 . 1 . 1 .
Re( + Re( + I&( + I&( + z z iff z z and z z
Pro!er"es
T$e s"uden" s c#''ed u!on "o ,#&'#r?e onese', 5"$ "$e ,o''o5n1 !ro!er"es o, "$e
#r"$&e"c o!er#"ons o, co&!'ex nu&bers
Le"
1 1 1
z x i y +
#nd
. . .
z x i y +

( ) ( ) ( )
1 . 1 . 1 .
i z z x x i y y t t + t
( ) ( ) ( )
1 . 1 . 1 . 1 . . 1
ii z z x x y y i x y x y + +
( )
1 1 .
. . .
z z z
iii
z z z

5$ere
s "$e co&!'ex conQu1#"e o, z x iy z
.
( )
( )
1 . 1 . 1 . 1 .
1 1
. .
#nd

iv z z z z z z z z
z z
v
z z
+ +
_

,
Der,% "$e #bo-e.
A'so
Re( +
.
z z
z
+

I&( +
.
z z
z
i

T$e &odu'us or #bso'u"e -#'ue o,

z x i y +
deno"ed b%
z
s "$e re#' nu&ber 1-en b%
. .
. z x y z z +
1 . 1 .
z z z z + +
#nd
1 . / 1 . /
. . . . . .
n n
z z z z z z z z + + + + + + + +
T$#" s
1 1
n n
k k
k k
z z

T$s s 6no5n #s "$e Sc$5#r"? ne>u#'"%.
T$e Po'#r For& o, # 9o&!'ex Nu&ber
T$e co&!'ex nu&ber
z x i y +
n 9#r"es#n coordn#"es c#n be ex!ressed #s

( cos sn + z r i +
n !o'#r coordn#"es0 5$ere
1
&od #r1 "#n 0 #r1
y
r z the ulus of z and z the ument of z
x

_


,
I,
<
0 "$en

s c#''ed "$e !rnc!#' #r1u&en" o,

z
#nd s deno"ed b%
( + &rg z
.
Note

1 . 1 .
#r1( . + #r1 #r1 z z z z +
1
1 .
.
#r1 #r1 #r1
z
z z
z
_


,
De Io-reUs T$eore&
W$en
1 z
#nd
cos sn z i +
"$en
( cos sn + cos sn
n n
z i n i n + +

,ro& 5$c$ one &#% der-e "$e ,#c"
1 1
. .
( cos sn + cos sn 0 0010 .0. . . 1
n n
k k
z r i z r i k n
n n


+ + 1 _ _
+ +
1
, , ]
5$c$ 1-es "$e
0 n nth
roo"s o,
. z
#!S$E%%!& T'E SECO# ()T'
We #'' 6no5 "$#" be,ore "$e #d-en" o, co&!'ex nu&ber "$eor% " 5#s un"$n6#b'e "$#" #n
e>u#"on o, "$e ,or&
.
1 0 x +
cou'd e-er be so'-edJ I" 5#s "$e n"roduc"on o, "$e
nu&ber
i
5$c$ s suc$ "$#"
.
1 i
5$c$ b'e5 u! "$e &%"$8 *negati+e numbers ha+e
no s,uare roots-.
No5 5e $#-e "o ds!e' %e" #no"$er &%"$8 *logarithms of negati+e numbers are not
defined.-
Le"
z
#nd
w
be suc$ "$#"
( ) ( ) ( ) ( ) ( )
.
1 'o1 .
"$e 'o1#r"$& o, # co&!'ex nu&ber $#s #n n,n"e nu&ber o, -#'ues.
T$#" s0 " s # &u'"@-#'ued ,unc"on.
9onsder 'o1 3 'o1 3 1 'o1 3
'o1 3 1.40H2/
w w in w
e
i
e e e
e
e z e z e e z in w
e
i

1 1
] ]
+ ( ) ( ) ;H1. /.1213H.432 i
1
1
1
1
1
1 +
]
Exercses
Ques"on One
Pu" n "$e ,or&
a i b +
1
( + .
/ . /
i
i
i i
_ _

+
, ,
.
.
( + ( . / +.
1 .
i
ii i
i
_
+

+
,

/
.
( 2 3 + .
( +
( . +
i i
iii
i
+ +
+

; ;
( + 3. cos sn
4 4
iv i
_
+

,
( + / cos sn
1. 1.
v i
_

,
Ques"on T5o
Ex!ress "$e ,o''o5n1 co&!'ex nu&bers ,rs" n !o'#r ,or& #nd "$en n 9#r"es#n ,or&
3 1.
( + cos sn . cos sn
H H 4 4
i i i
1 _ _
+ +
1
, , ]
/
10
/ /
G cos sn
G G
( +
. cos sn
14 14
i
ii
i


1 _
+
1
, ]
1 _
+
1
, ]
Ques"on T$ree
9o&!u"e ALL "$e roo"s8
1
2
( + (1 + i i +

1
2
( + ( 1 / + ii i
1
/
( + ii i

G 2
( + . 1 0 iv z z +
.... DO9A7ULARY
10. Su!!ose
0 0 0
z x i y +
re!resen"s # ,xed !on"
0 0 0
( 0 + P x y
n "$e
z plane
T$en
. .
0 0 0
( + ( + z z x x y y +
F "$e ds"#nce o, "$e !on"
( 0 + P x y
,ro& "$e !on"
0 0 0
( 0 + P x y
.e "$e
ds"#nce be"5een
0
P
#nd
P
11. T$e !on"s
z x i y +
"$#" s#"s,% "$e e>u#"on
0
0 00 z z >
de,ne #
crc'e o, r#dus

#nd 5"$ cen"re #"

0
z
12. T$e !on"s
z x i y +
"$#" s#"s,% "$e ne>u#'"%
0
0 0 z z < >
'e
5"$n0 #nd no" on0 # crc'e o, r#dus

#nd 5"$ cen"re #"

0
z
T$s s c#''ed "$e
ne1$bour$ood o,
0
z
13. A !on"
0
z
s c#''ed #n n"eror !on" o, # se"
6
n "$e co&!'ex !'#ne (
+ z plane
, "$ere exs"s so&e ne1$bour$ood o,
0
z
"$#" 'es en"re'% 5"$n "$e se"
6
14. I, e-er% !on"
z
o, # se"
6
s #n n"eror !on"0 "$en "$e se"
6
s c#''ed #n open
set
15. I, e-er% ne1$bour$ood o, # !on"
0
z
con"#ns #" 'e#s" one !on" "$#" s n # se"
6

#nd #" 'e#s" one !on" "$#" s no" n
0 6
"$en
0
z
s s#d "o be # bound#r% !on" o,
6
16. T$e bound#r% o, # se"
6
s "$e se" o, #'' bound#r% !on"s
17. I, #n% !#r o, !on"s
1
z
#nd
.
z
n #n o!en se"
O
c#n be connec"ed b% # !o'%1on#'
'ne "$#" 'es en"re'% n "$e se"0 "$en "$e o!en se"
O
s s#d "o be connec"ed
18. An o!en connec"ed se" s c#''ed # do&#n (No"e8 In I#"$e&#"cs "$e s#&e 5ord
c#n be used d,,eren"'% 5"$ d,,ern1 con"ex"s. T$e 5ord do&#n #s used $ere s
d,,eren" ,ro& "$e s#&e 5ord n )"$e do&#n o, # ,unc"on*+
19. A re1on s # do&#n n "$e co&!'ex !'#ne 5"$ #''0 so&e0 or none o, "s bound#r%
!on"s. An o!en connec"ed se" does no" con"#n #n% o, "s bound#r% !on"s0 #nd ,or
"$s re#son " s # re1on
20. A re1on s s#d "o be c'osed , " con"#ns #'' o, "s bound#r% !on"s.
../. FUN9TIONS OF A 9OIPLE= DARIA7LE
De,n"on
/ECA%%8 01rom functions of a real +ariable2
A ,unc"on
8 f 6 3
s # ru'e o, corres!ondence "$#" #ss1ns "o e#c$
x 6
one #nd on'%
one e'e&en" o,
3
. I,
y
s "$e e'e&en" n
3
#ss1ned "o "$e e'e&en"
x
n
6
b%
f
0 5e
s#% "$#"
y
s "$e &#1e o,
x
#nd 5e 5r"e
( + y f x
. T$e se"
6
s c#''ed "$e do&#n (no"
necess#r'% "$e do&#n de,ned #bo-e+ o, "$e ,unc"on
f
. T$e se" o, #'' &#1es n
3
s
c#''ed "$e r#n1e o,
f
.
O3 5$en "$e do&#n
6
s "$e se" o, co&!'ex nu&bers
z
5e s#% "$#"
f
s # ,unc"on
o, # co&!'ex -#r#b'e
z
or &ore co&!#c"'% # co&!'ex ,unc"on
Le"
z x i y +
be # co&!'ex -#r#b'e0 5$ere bo"$
x
#nd
y
#re re#' -#r#b'es. I, ,or e#c$
-#'ue o, "$e co&!'ex -#r#b'e
z
n so&e re1on o, "$e co&!'ex !'#ne (or
z
!'#ne+ "$ere
s #ssoc#"ed one #nd on'% one -#'ue
w
#'so n "$e co&!'ex !'#ne0 "$en
w
s s#d "o be #
co&!'ex ,unc"on o,
z
de,ned on "$e 1-en re1on #nd 5e 5r"e
( + w f z
.
E-a,ples
(1+ Le"
( + w f z
be de,ned b%
.
( + 3 w f z z z +

. . .
( + 3( + ( 3 + (. 3 + x i y x i y x y x i xy y + + + + + +

. .
Re( + 3 ( 0 + w x y x g x y +
#nd

I&( + ( . 3 + ( 0 + w xy y h x y +
(.+ Le"
. . . .
( +
1 ( + 1 ( 1+ (. +
x i y x i y z
w f z
z x i y x y i xy
+ +

+ + + + +


. . . .
. . . . . . . . . .
( 1+ ( 1+
( 1+ 2 ( 1+ 2
x x y y x y
i
x y x y x y x y
+ +
+
+ +
. . . .
. . . . . . . . . .
( 1+ ( 1+
Re( + I&( +
( 1+ 2 ( 1+ 2
x x y y x y
w and w
x y x y x y x y
+ +

+ +
Fro& "$e "5o ex#&!'es " s seen "$#"
w
s #'so # co&!'ex -#r#b'e 5"$ "5o co&!onen"s0
n#&e'%
Re( + I&( + w and w
0 bo"$ #re ,unc"ons o,
x
#nd
y
. So 'e" us0 ,ro& no5 on5#rds0
#!!'% "$e no"#"on

( + ( 0 + ( 0 + w f z u i v u x y i v x y + +
Fro& "$s no"#"on " s seen "$#" # 1r#!$ o,
w
c#nno" be dr#5nJ T$e 1r#!$ c#''s ,or ,our
#xes n # ,our@d&enson#' s%s"e& o, coordn#"esJ
..2. THE 9AL9ULUS OF 9OIPLE= FUN9TIONS
..2.1. LIIIT OF A 9OIPLE= FUN9TION
De,n"ons2
T$e L&"
A ,unc"on
( + w f z
s s#d "o $#-e # '&"
%
#s
z
#!!ro#c$es # !on"
0
z
, ,or #n% re#'
0 >
0 one c#n ,nd # re#' nu&ber
0 >
suc$ "$#"

( + f z % <
5$ene-er
0
0 z z < <
NOTE8 T$s de,n"on s s&'#r "o "$#" o, "$e c#'cu'us o, # sn1'e -#r#b'e. Ho5e-er0
!resen"'%
f
s "o be "re#"ed #s # ,unc"on o, "5o -#r#b'es. For "$#" re#son
0
. z approaches z from &%% conceivable directions in the complex plane
Continuity
A ,unc"on
( + w f z
s s#d "o be con"nuous #"
0
z z
,
0
0
'& ( + ( +
z z
f z f z

.
Fur"$er
( + f z
s s#d "o be con"nuous n #n% re1on

o, "$e
z plane
0 , " s con"nuous
#" e-er% !on" o, "$#" re1on
(eri/ati/e of
( + f z
Le"
( + w f z
be # sn1'e R -#'ued ,unc"on o, "$e co&!'ex -#r#b'e
z x i y +
. T$e
der-#"-e o,
( + w f z
5"$ res!ec" "o
z
s de,ned "o be

0
( + ( +
L( + '&
z
f z z f z dw
f z
dz z

+

Pro-ded "$s '&" exs"s #nd $#s "$e s#&e -#'ue ,or ALL "$e d,,eren" !#"$s #'on1 5$c$
z
#!!ro#c$es ?ero.
T$eore&
T$e necess#r% #nd su,,cen" cond"ons ,or "$e der-#"-e o, "$e ,unc"on

( + ( 0 + ( 0 + w f z u x y i v x y +
"o exs" ,or #'' -#'ues o,
z
n # 1-en re1on

0 #re
6)
0 0 0
u u v v
x y x y


be #'' con"nuous ,unc"ons o,
x
#nd
y
n "$e re1on

7)
0
u v u v
x y y x



In "$e #bo-e "$eore& "$e cond"ons n
( + ii
#re 6no5n #s "$e Cauchy 4 /iemann
e,uations or bre,'% #s "$e C5/ e,uations
We 5'' o,,er # !roo, ,or "$e es"#b's$&en" o, "$e necess"% cond"on
Proo,
I,
( + f z
$#s # un>ue der-#"-e #"
( + P z
0 "$en

0
( + ( +
L( + '&
z
f z z f z
f z
z

+

{ } { }
0 0
( 0 + ( 0 + ( 0 + ( 0 +
'& '&
y x
u x x y y i v x x y y u x y i v x y
x i y

+ + + + + + _ 1

1
+
] ,
W$en
z
s 5$o''% re#' "$en
0 0 0 z x while y

0
( 0 + ( 0 + ( 0 + ( 0 +
L( + '&
. . L( + . . . . . . ( +
x
u x x y u x y v x x y v x y
f z i
x x
u v
i e f z i i
x x

+ + _
+


,

+

W$en
z
s 5$o''% &#1n#r% "$en
0 0 0 z y while x
0
( 0 + ( 0 + ( 0 + ( 0 +
L( + '&
1
. . L( + . . . . . . ( +
y
u x y y u x y v x y y v x y
f z i
i y i y
u v v u
i
i y y y y
v u
i e f z i ii
y y

_ + +
+


,

+




No5 ,or
L( + f z
"o exs"0 e>u#"ons (+ #nd (+ $#-e "o be e>u#'0 "$#" s
L( +
v u u v
f z i i
y y x x

+

E>u#"n1 re#' #nd &#1n#r% !#r"s8

u v
and
x y
u v
y x

'

Therefore the necessary condition for the existence of

L( + f z
is that
the Cauchy5/iemann e,uations must be fulfilled"
..2... ANALYTI9ITY OF A 9OIPLE= FUN9TIONS
..2./.
21. A sn1'e -#'ued ,unc"on
( + w f z
5$c$ !ossesses #
uni!ue derivative

5"$ res!ec" "o
z
#" #'' !on"s o, # re1on

0 s c#''ed #n analytic function

o,
z
n "$#" re1on.
22. A co&!'ex ,unc"on
( + w f z
s s#d "o be analytic at a point
0
z
,
f
s
d,,eren"#b'e #"
0
z
#nd #" e-er% !on" n so&e ne1$bour$ood o,
0
z
23. Regular fun'tion or holo,orphi' fun'tion #re o"$er "er&s used "o &e#n
analyti' fun'tion
24. A ,unc"on 5$c$ s #n#'%"c e-er%5$ere n "$e co&!'ex !'#ne s c#''ed #n
entire function
25. A !on" #" 5$c$ #n #n#'%"c ,unc"on ce#ses "o !ossess # der-#"-e s
c#''ed # singular point o, "$e ,unc"on.
26. W$ere "$e der-#"-e o,
( 0 + ( 0 + ( + w u x y i v x y f z +
exs"s " s 1-en
b%
u v
.ither i
x x
v u
Or i
y y

+

'

27. I,
( + w f z
s #n #n#'%"c ,unc"on "$en
Re( + Re( ( ++ w f z
#nd
I&( + I&( ( ++ w f z
#re c#''ed conQu1#"e ,unc"ons
E=AIPLES
a) <-en "$e ,unc"on
'n 0 w z
,nd
dw
dz
#nd de"er&ne 5$ere "$e
1-en ,unc"on s no" #n#'%"c
Solution
<-en
'n ( + 'n ( + 'n
i
w u i v x i y r e r i

+ + +

. . 1
1
'n ( + "#n ( : +
.
x y i y x

+ +

. . 1
1
'n ( + 0 "#n
.
y
u x y v
x

_
+

,

. . . .
u x v u y v
and
x y y x x y x y


+ +
T$ere,ore "$e C5/ e,uations #re s#"s,ed #nd "$e four partial
deri+ati+es are continuous except at
(00 0+
i e where
. .
0 x y +

where they don6t exist. T$s &e#ns "$#" the gi+en function
'n w z

is analytic e+erywhere except at
0 z
"$#" s #" "$e or1n.
. . . .
. .
( + ( +
1
y dw u v x
i i
dz x x x y x y
x i y x i y
x i y x i y x y
z

+ +
+ +


+ +

b+ Pro-e "$#" "$e ,unc"on

/ /
. .
(1 + (1 +
0 ( 0 + ( 00 0+
( +
0 0 ( 0 + ( 00 0+
x i y i
x y
w f z x y
x y
+

+
'

s
continuous and the Cauchy 4 /iemann e,uations are satisfied at
the origin, but
L(0+ f
does not exist
9on"nu"%8 "o !ro-e "$#"
0
'& ( + (0+
z
f z f

Proo,
/ /
. .
0 0 0
/
.
0 0
/ /
. .
0 0 0
/
.
0 0
(1 + (1 +
'& ( + '& '&
(1 +
'& '& (1 + 0
(1 + (1 +
'& ( + '& '&
(1 +
'& '& (1 + 0
z x y
x x
z y x
y y
x i y i
f z
x y
x i
x i
x
x i y i
f z
x y
y i
y i
y




_ +

+
,
+
+
_ +

+
,

%et both
x
and
y
approach 7ero along a general straight line
through
O
.
Le"
y mx

0 y
#s
0 x
/ / /
. .
0 0
/
.
0
(1 + (1 +
'& ( + '&
(1 +
1 (1 +
'& 0
1
z x
x
x i m x i
f z
m x
i m i x
m

_ +


+
,
_ 1 +
]

+
,
A!!e#'n1 "o "$e <ener#'?ed S>uee?n1 "$eore&
/ /
. .
/ /
. . . .
(1 + (1 +
( 0 + 0
(1 + (1 +
x i y i
f x y %
x y
x i y i
x y x y
+

+
_ +
+

+ +
,
/ /
. . . .
(1 + (1 + x i y i
x y x y
+
+
+ +
/ /
. .
(1 + (1 + x i y i
x y
+
< +


(1 + (1 + x i y i + + 1
]

No#

( 0 + ( 0 0+
'& (1 + (1 + 0
x y o
x i y i

+ + 1
]
0
'& ( + 0 ( 0+
z
f z f

( + f z
s con"nuous #" "$e or1n.
To es"#b's$ "$e 9@R e>u#"ons
Le" us 5r"e
( + w f z
ex!'c"'% n "er&s o,
( 0 + u x y
#nd
( 0 + v x y
T$#" s
/ / / /
. . . .
( + ( 0 + ( 0 +
x y x y
f z u x y i v x y i
x y x y
+
+ +
+ +
2 . . /
. . .
2 . . / 2
. . . . .
( 0 + ( 00 0+ 0
( 00 0+
/ .
( +
/ .
'& '& 1
( + ( +
x y x
x x y xy u
x x y
x x y xy u x
x x y x

+ +

+
_ + + 1


1
+
]
,
( )
2 . . /
. . .
2 . . / 2
. . . . .
( 0 + 00 0 0
( 00 0+
/ .
( +
/ .
'& '& 1
( + ( +
x y y
y x y x y u
y x y
u y x y x y y
y x y y

+
_ _ 1

1
+
] , ,
2 . . /
. . .
2 . . / 2
. . . . .
( 0 + ( 00 0+ 0
( 00 0+
/ .
( +
/ .
'& '& 1
( + ( +
x y x
x x y xy v
x x y
x x y xy v x
x x y x

+

+
_ _ + 1


1
+
]
, ,
Fn#''%
2 . . /
. . .
2 . . / 2
. . . . .
( 0 + ( 00 0+ 0
( 00 0+
/ .
( +
/ .
'& '& 1
( + ( +
x y y
y x y x y v
y x y
y x y x y v y
y x y y

+

+
_ _ 1 +

1
+
] , ,
That is at the origin

1 1
u v u v
and
x y y x

C @ / e,uations are
satisfied.
To es"#b's$ "$e non @ exs"ence o,
L( + f z
#"
( 00 0+
No5
( )
/ / / /
. .
0 ( 0 + 00 0
( + ( +
0
( + (0+
L(0+ '& '&
z x y
x y i x y
f z f x y
f
z x i y

1 + +

1
+
1

1 +
1
]

/ / / /
. .
( 0 + ( 00 0+
( + ( +
'&
( +( +
x y
x y i x y
x y x i y

+ +

+ +
%et
0 z
along the straight line
y mx
/ / / / / /
. . .
0 0
/ /
.
(1 + (1 + (1 + (1 +
L (0+ '& '&
(1 + .(1 + (1 +.(1 +
(1 + (1 +
( +
(1 +.(1 +
x x
m x i m x m i m
f
m x im x m im
m i m
g m
m im

1 1 + + + +

1 1
+ + + +
] ]
1 + +

1
+ +
]
a function of
m
that is
L(0+ f
does not exist.
(hat is the function
( + f z
is
8) continuous at the origin
9) satisfies the /7R e!uations at the origin
but is not analytic at
O
C/!TE/!O 1O/ AA%)T!C!T)
%et the real +alued functions
( 0 + u x y
and
( 0 + v x y
be continuous and ha+e continuous
first order partial deri+ati+es in a domain #. if
( 0 + u x y
and
( 0 + v x y
also satisfy the
Cauchy 4 /iemann e,uations at all points of the domain #, then the complex function
( + ( 0 + ( 0 + f z u x y i v x y +
is analytic in #
IIPORTANT NOTE
No"e "$#" "$e de,n"on o, "$e der-#"-e o, # ,unc"on o, # co&!'ex -#r#b'e s identi'al
in for, "o "$#" o, "$e deri/ati/e of the fun'tion of a real /aria&le. T$ere,ore the rules
of differentiation for complex functions are the same as those applying to functions of
a real +ariable. T$#" s0
once "$e ,unc"on s 6no5n "o be #n#'%"c0 " c#n be d,,eren"#"ed Qus" #s n "$e c#'cu'us o,
# re#' -#r#b'e.
E=ER9ISES
10) <-e "$e !on"s #" 5$c$ "$e 1-en ,unc"on s no" #n#'%"cC
a)
( +
/
z
f z
z i

+
b)
.
.
( +
. 3
i
f z
z z iz

+
c)
/
2
( +
2
z z
f z
z
+

+
d)
.
3 ;
( +
4 .3
z i
f z
z z
+

+ +
11) S$o5 "$#"
( + f z z
#nd
( + . f z z z
#re bo"$ no5$ere d,,eren"#b'e
12) S$o5 "$#" "$e 1-en '&" does no" exs"
a)
0
'&
z
z
z

_

,
b)
1
1
'&
1
z
x y
z

_ +

,
13) Usn1 "$e #n#'%"c"% cr"eron s$o5 "$#" "$e 1-en ,unc"ons #re #n#'%"c0 s"#"n1
"$e #!!ro!r#"e do&#ns #nd ,nd
L( + f z
a)
. . . .
1
( +
( 1+ ( 1+
x y
f z i
x y x y

+ +
b)
/ . . /
. . . .
( +
x xy x x y y y
f z i
x y x y
+ + +
+
+ +
c)
( + ( cos sn +
x
f z e y i y +
d)
/
( + f z z
e)
( + sn f z z
14) S$o5 "$#" "$e 9#uc$% R Re&#nn e>u#"ons n !o'#r coordn#"es #re8
1 u v
r r
u v
r
r

'

HISTORIC$3 NOTES
28. Augustin 4 %ouis Cauchy, 089:; 4 8:<92, # 1re#" Frenc$ I#"$e&#"c#n
6no5n #s "$e ,#"$er o, (odern Analysis #nd cre#"or o, Complex Analysis. In $s
',e"&e $e !ub's$ed &ore "$#n G00 rese#rc$ !#!ers o, b#sc &!or"#nce. He
con"rbu"ed &&ense'% "o "$e Theory of #ifferential E,uations, !nfinity Series,
Optics and Electricity.
29. =ernhard /iemann, 08:>? 4 8:??2, 5#s # <er&#n I#"$e&#"c#n. He #'so
'#d "$e ,ound#"on o, Complex Analysis. He n"roduced the concept of
integration #nd con"rbu"ed no"#b'% "o "$e Theory of umbers #nd "o
,athematical &nalysis. He de-e'o!ed "$e /iemannian &eometry 5$c$ 5#s "$e
&#"$e&#"c#' b#se ,or Einstein6s Theory of /elati+ity
..2./. 9OIPLE= INTE<RATION8 SYNOPTI9 APPROA9H
..2./.1 9ONTOUR INTE<RATION
De,n"on
I,
( + f z
s de,ned0 sn1'e@-#'ued #nd con"nuous n # re1on

0 "$en "$e n"e1r#' o,

( + f z

#'on1 so&e !#"$ (or con"our+
/
n

,ro& one !on"

1
z
"o #no"$er !on"
.
z
s deno"ed
b%
( +
/
f z dz

#nd s de,ned b%
. . . .
1 1 1 1
( 0 + ( 0 +
( 0 + ( 0 +
( + ( +( + ( + ( +
( + ( +
/ / / /
x y x y
x y x y
f z dz u iv du idv udx vdy i vdx udy
udx vdy i vdx udy
+ + + +
+ +


T$s de,n"on o, "$e n"e1r#' o, # co&!'ex -#r#b'e reduces " "o 'ne n"e1r#'s o, # re#'
-#r#b'e
Ex#&!'e
E-#'u#"e

( +
/
f z dz

5$ere
.
( + f z z
,ro& "$e !on"
1 i +
"o "$e !on"
. 2i +
#nd
/
s de,ned b%
"$e cur-e be"5een "$e 1-en !on"s suc$ "$#" "$e !#"$ s
15) #'on1 "$e !#r#bo'#
.
0 8 1 . x t y t t
16) #'on1 "$e s"r#1$" 'ne Qonn1 "$e "5o end !on"s
17) #'on1 "$e s"r#1$" 'nes ,ro&
1 i +
"o
. i +
#nd ,n#''% "o
. 2i +
..2./... 9AU9HYUS THEOREIS
..2./...1. 9AU9HYUS INTE<RAL THEOREI
Le"
/
be # s&!'e c'osed cur-e. I,
( + f z
s #n#'%"c within and on the boundary o,
/

"$en
( + ( + 0
/ /
f z dz f z dz

E-a,ple
E-#'u#"e "$e n"e1r#'
.
2
. 3
/
z
dz
z z
+
+ +

0
5$ere
/
s "$e crc'e
1 1 z +
..2./..... 9$+CH)4S INTE5R$3 *ORM+3$
Le"
( + f z
be #n#'%"c within and on the boundary o, # s&!'e c'osed cur-e
/

Le"
0
z
be #n% !on" 5"$n
/
0 "$en
0
0
1 ( +
( +
.
/
f z
f z dz
i z z

. T$e !r#c"c#' ,or& s

0
0
( +
. ( +
/
f z
dz i f z
z z

<-en "$#"
/
s "$e crc'e
1 / z
0 e-#'u#"e "$e ,o''o5n1 n"e1r#'s8
18)
"#n
/
z
dz
z

19)
( 1+
z
/
e
dz
z z +

..2./.../. 9AU9HYUS INTE<RAL FORIULA FOR THE
th
n
DERIDATIDE
S"#"e&en"
Le"
( + f z
be #n#'%"c inside and on # s&!'e c'osed cur-e
/
. Le"
0
z z
be #n% !on"
interior "o
/
0 "$en

( +
0
1
0
J ( +
( +
. ( +
n
n
/
n f z
f z dz
i z z
+

As be,ore 5e $#-e "$e !r#c"c#' ,or& 8

( +
0
1
0
( + .
( +
J ( +
n
n
/
f z i
d z f z
n z z

+

Ex#&!'es
E-#'u#"e
( +
/
f z dz

5$ere8
20)
/
4 / .
( +
( /+
z z
f z dz
z
+

0
/
8
. . z
21)
.
/
sn
( + 0 8 1
( : 4+
z
f z / z
z

22)
.
2
( + 0 8 .
( 1+
z
e
f z / z
z

+
23)
. . .
( + 0 8 2
( +
z
e
f z / z
z

+

De,n"on
Le" "5o ,unc"ons
( + f z
#nd
( + g z
be bo"$ #n#'%"c #"
0
z z
.
Le"
( + g z
$#-e # 7ero o, order
n
#"
0
z z
5$'e
0
( + 0 f z
.
T$en "$e ,unc"on
( +
( +
( +
f z
F z
g z

s s#d "o $#-e # pole o, order

n
#"
0
z z
. I,
1 n
0 "$en
"$e !o'e s c#''ed # simple poleC #nd ,
. n
" s c#''ed # double pole. Po'es o, $1$er
orders #re c#''ed multiple poles.
De,n"on
I, # ,unc"on
( + f z
$#s # !o'e #"
0
z z
"$en #" "$#" !on"0 "$e ,unc"on s s#d "o !ossess #
residue ("$ere+ deno"ed b%
0
Re ( ( +0 + s f z z
( )
0
or Re 0 s f z z 1
]
. T$e order o, suc$ resdue
s e>u#' "o "$e order o, "$e corres!ondn1 !o'e. I, "$e ,unc"on
( + f z
$#s0 #"
0
z z
0 # !o'e
o, order
n
0 "$en
[ ]
0
1
0 0 1
1
Re ( +0 '& ( + ( +
( 1+J
n
n
n
z z
d
s f z z z z f z
n dz

1
]

..2./...2 9AU9HYUS RESIDUE THEOREI

I,
( + f z
s #n#'%"c 5"$n #nd on # s&!'e c'osed cur-e
/
0 exce!" #" # ,n"e nu&ber o,
sn1u'#r"es0
1 . /
0 0 0 . . . 0
n
z z z z z z z z
5"$n
/
0 "$en
[ ]
1
( + . Re ( +0
n
k
k
/
f z dz i s f z z

Ex#&!'es
E-#'u#"e "$e ,o''o5n1 n"e1r#'s b% "$e Resdue T$eore&
a)
2
0
3
z
/
e
dz
z z +

5$ere "$e con"our
/
s "$e crc'e
. z
b)
"#n
/
z dz

0 5$ere "$e con"our
/
s "$e crc'e
. z
c)
2 /
( 1+( .+
/
z
dz
z z z

0 5$ere "$e con"our
/
s "$e crc'e
/
.
z
d)
co"$
/
z
dz
z i

0 5$ere "$e con"our
/
s "$e crc'e
. z
e)
2
. 1
0
( 1+ ( /+
/
z
dz
z z

+

5$ere "$e con"our
/
s "$e crc'e
. z
f)
.
/ 1:
0
z
/
z e dz

5$ere "$e con"our
/
s "$e crc'e
i.
1 z
ii.
. z i +
iii.
/ 1 z
g)
"#n
/
z
dz
z

0 5$ere "$e con"our
/
s "$e crc'e
1 . z
h)
.
1
0
2 1/
/
dz
z z + +

5$ere "$e con"our
/
s "$e crc'e
/ / z i
i)
co" 0
/
z dz

5$ere "$e con"our
/
s "$e rec"#n1'e de,ned b%
1
0 0 10 1
.
x x y y
j)
2
sn
0
( +
i z
/
e z
dz
z
+

5$ere "$e con"our
/
s "$e crc'e
/ 1 z
&$$OR(.0 .6.R/+$.$ O- /&8/931$ (9.OR.,$
1. 9AU9HYUS INTE<RAL THEOREI (9AU9HYUS
THEOREI+
E-#'u#"e "$e ,o''o5n1 n"e1r#'s8
( )
( )
( ) ( )
( )
( )
( )
( ) ( )
.
/
.
/
.
.
1
1. 5$ere 8
cos
5$ere 8 / .
1 .
1
5$ere 8 /
.
1
sn
5$ere 8 1
2
sn .
. Around 5$c$ o, "$e ,o''o5n1 con"ours0 , #n%0 s 0T
1 1
Around 5$c$ c
/
/
/
/
/
a dz / z a a
z a
z
b dz / z
z z
z
c dz / z i
z
z
d dz / z
z
z
dz
z z

( ) ( ) ( )
( ) ( ) ( )
on"ours does "$e n"e1r#' $#-e "$e s#&e -#'ueT
1
8 8 . 8 1 .
.
/ /
8 1 1 8 1 8 1
. .
a / z b / z c / z
d / z e / z f / z i

+ + +
( )
( ) ( ) ( )
( ) ( ) ( )
.
/ Around 5$c$ o, "$e ,o''o5n1 con"ours0 , #n%0 s 0T
. .
Around 5$c$ con"ours does "$e n"e1r#' $#-e "$e s#&e -#'ueT
/ /
8 8 . 8 1
. .
1
8 1 / 8 / 1 8 1
.
z
/
e
dz
z z
a / z i b / z c / z i
d / z e / z f / z

+ +
+ +
+

( ) ( )
( )
( ) ( )
( ) ( )
.
. . .
2 E-#'u#"e 5$ere 8 1 #nd ( + s
sn H
.3 H . 11 13 cos$
/
z
f z dz / z f z
z e z
i ii iii
z z z z z

+ + +

. 9AU9HYUS INTE<RAL FORIULA

(3+ E-#'u#"e "$e ,o''o5n1 n"e1r#'s8
( ) ( )
( )
.
.
2 2
5$ere 8 . 5$ere 8 .
H
5$ere 8 2
/ /
z
/
z z z
a dz / z b dz / z i
z i z
e
c dz / z
z i
+

+ +

(4+ E-#'u#"e "$e ,o''o5n1 n"e1r#'

.
3
5$ere s "$e crc'e
. 2
/
z
dz /
z z
+
+ +

( ) ( ) ( ) 1 1 . 1 . a z b z i c z i + + +
/ 9AU9HYUS INTE<RAL FORIULA FOR THE
th
n
DERIDATIDE
(OR 9AU9HYUS INTE<RAL FORIULA FOR DERIDATIDES+
(;+ E-#'u#"e
( )
/
f z dz

5$ere
( ) f z
s
( )
( )
( )
( )
( ) ( )
( )
( )
( ) ( )
.
. 2
. 2
/
3 2
.
/ /
#nd 8 3 #nd 8 .
/
cos .
#nd 8 1 #nd 8 4
cos$ sn
#nd 8 /
.
iz
z z
a / z b / z
z i z i
z e z
c / z d / z
z z
z i
z z
e / z
z z

+

IIS9ELLANEOUS
E-#'u#"e
( )
( )
( ) ( )
( ) ( ) ( )
( )
.
.
.
.
1 1
5$ere s "$e crc'e
1 .
1
5$ere s .
1 .
5$ere s 10 1.
1
1
5$ere s 1 1
1
/
/
/
/
a dz / z
z
z
b dz / z i
z z
z
c dz / i z i ii z i
z
z
d dz / z
z

+
+
+
+

2 DETERIINATION OF RESIDUES
H De"er&ne "$e resdue o,
( + f z
#" e#c$ o, "s !o'es 5$ere
( + f z
s 1-en
b%8
( )
( ) ( )
( )
( )
( ) ( )
( )
( ) ( )
( ) ( ) ( )
2 /
.
.
/
2
. 1 cos 1
sec 0
. .
1 /
co"
1 . /
z z
a b c z d
z z
z z z z
z
e z f
z z z

+
+

3 THE RESIDUE THEOREI
10 7% #!!'%n1 9#uc$%Us resdue "$eore&0 5$ere #!!ro!r#"e0 e-#'u#"e "$e
1-en n"e1r#'s #'on1 "$e ndc#"ed con"ours8
( )
( ) ( )
( ) ( ) ( )
.
1
5$ere s "$e crc'e
1 .
1 /
/
. .
/
a dz /
z z
i z ii z iii z
+

( )
1
co" 5$ere s "$e rec"#n1'e de,ned b% 0
.
/
b z dz / x x

10 1 y y
( )
( )
2
sn
5$ere 8 / F1
iz
e z
c dz / z
z
+

..2././ INTE<RATION AROUND A UNIT 9IR9LE
T$e 9#uc$%Us Resdue "$eore&0 "o "$e sur!rse o, &#n%0 $#s #!!'c#"ons "o
se-er#' &!or"#n" c'#sses o, de,n"e n"e1r#' o, # real variableJ One suc$ #
c'#ss s "$e ,o''o5n10 n#&e'% "$e e-#'u#"on o, de,n"e n"e1r#'s o, "$e ,or& 8
( )
.
0
cos 0sn f d

5$ere
f
s # r#"on#'
,unc"on o,
cos #nd sn
.
Procedure8 ex!ress
cos #nd sn
n "er&s
z
8
1
1
1
Le"
#nd
cos sn
1
cos sn
1
cos
. .
1
sn
. .
cos sn
#nd
cos sn ,ro& 5$c$ 5e 1e"8
1
cos
. .
1
sn
. .
i
n
n
n
n n
n
n
n n
n
&%$O
z e
z i
z i
z
z
z z
z
z
z z
z
i i
dz
d
iz
z n i n
n i n
z
z z
z
n
z
z z
z
n
i i
z

'

+

+
+

+

+
+

'

Fro& "$e #bo-e subs""u"on 5e no"e "$#"

1 z
0 "$#" s n"e1r#"on 5'' be
c#rred ou" #round # un" crc'e cen"red #" "$e or1n.
( ) ( )
.
0
. cos 0sn 5$ere 8 1
/
d f z dz / z

Ex#&!'e
7% #!!'%n1 "$e Resdue "$eore&0 e-#'u#"e
.
0
cos/
3 2cos
d

So'u"on
Le"
/
/
1 1 1 1
0 cos 0 #nd cos/
. .
i
dz
z e d z z
iz z z

_ _
+ +

, ,
/
/
.
0
1 1
.
2 1
3
.
cos/
5$ere 8 1
3 2cos
/
z
z
z
z
dz
iz
d / z

+
+
_

,

_

,

( )
4
/ .
1 1 1
( +
. . 3 . .
/
z
dz f z dz
i z z z i
+

+

1
( + $#s # !o'e o, order / #" 0. #nd # s&!'e !o'e #" nsde .
.
f z z z /
M
( ) ( )
1
0
.
.
0
Hence
43 .1
Re 0 Re
.2 G
cos/
3 2cos 1.
z z
sf z sf z
d

OSee !#1e 43 ,or # ,u'' so'u"onP

Exercses
1 Pro-e "$#"
( ) ( )
( )
( ) ( )
( )
.
0 0
.
0
. .
. .
0 0
.
0
1 . 1
. cos / .cos
. 3 /
1 .
. cos
/
1 . 2
1 3 2cos 4 1 . sn
1
sn
a d b d
c d
d d e d
p p p
g d
a b

+

+ +
+

. E-#'u#"e
( ) ( )
. .
0 0
cos cos .
/ sn 3 2cos
a d b d



+

( ) ( ) ( )
. . .
. .
0 0 0
sn cos cos/
3 2cos / sn 3 2cos
c d d d e d



+

/
/
.
0
1 1
.
2 1
3
.
cos/
Le"
3 2cos
/
z
z
z
z
dz
iz
+ d

+
+
_

,

_

,

( )
( )
( )
( ) ( )
{ }
( )
0
4
/ .
1
0 1
. . 4
. . . 0 0
0
/
1 1 1
( +
. . 3 . .
1
( + $#s # !o'e o, order / #" 0. #nd # s&!'e !o'e #" nsde .
.
1
Re '&
1 J
1 1 1
'& '&
. . . 3
/
/
n
z n z z
z z
z
dz f z dz
i z z z i
f z z z /
d
sF z
n dz
d d z
dz dz z
z z f z
z f z

+

+

1
1
] 1

]
+
1

M

( ) ( ) ( )
( )
( )
3 . 4
.
0
.
; 4 3
.
0
.
.
4 . 3 . 2 3 1
1
'&
.
. 3 .
1 G .3 1. 2 3
'&
.
. 3 .
z
z
z
z z z z z
d
dz
z z
d z z z z
dz
z z

1
1
+
]
1
+ +
1
+ 1
]
1
+ +
1
+ 1
]
( ) ( ) ( )
( ) ( ) ( )
( )
( ) ( ) ( ) ( ) ( ) ( )
( )
.
. 4 3 2 ; 4 3
.
2
0
.
0
.
2
. 3 . 34 130 402 2 G .3 1. 2 3
. . 3 . 2 3
1
'&
.
. 3 .
. 2 3 . . 3
1
.
.
1 14 100 G2 .1
. 14 /. G
z
z
z z z z z z z z
z z z
z z

1
+ + + +
1
+
1

1
+
1
]

+

g
g g
g
g
( ) ( )
( )
( )
( )
( ) ( )
1
0.3 0.3
.
4
/ 0.3 0.3
. 1
1
Re '& '&
. .
1
1
1
. 1 1 43
42
'& '&
1 / . . 1 . . .2
G .
z
z z
z z
z
sf z z f z f z
z
z
z z z

1
1 _
1
1 1 ]
, ]
]
1
+
1
1 +
_
1

1

_ _ 1 ,
]


1
, , ]
g
( )
1
.
.
1 .1 43
.
. G .2 1.
+ i residues in /
i
i
i

1

1
]

CRITIC$3 POINTS *ROM TEST ONE

T$e ,o''o5n1 so'u"on s 1-en "o $1$'1$" so&e critical problems no"ed durn1 "$e
&#r6n1 o, Test One K s!ec,c#''% 6uestion One #nd "$e ,rs" !#r" o, 6uestion T#o
6uestion One
(#+To ,nd &%% sn1u'#r !on"s o, "$e 1-en e>u#"on #nd "o c$#r#c"erse "$e&

.
.
sn 2 0
d y dy
x x y
dx dx
+ +
. . . (E+
( + sn 0 ( + 0 ( + 2 P x x Q x x R x
(E+ $#s # sn1u'#r !on" : !on"s 5$ere
( + 0 P x
sn 0
sn sn 0 0
x
x x n n


T$#" s (E+ $#s sn1u'#r !on"s 5$ere
0 x n n
0 &%% "$ese #re sn1u'#r
!on"s o, (E+J
Test8
0
0
( + ( + ( + .
'& '& '&
( + sn cos ( 1+
n
x x x n x n
x x Q x x n x x n n
P x x x

T$e '&" exs"s.

$lso2
0
. .
0
( + . ( + ( + . 2 ..( +.2
'& '& '& 0
( + sn cos
x x x n x n
x x R x x n x n
P x x x





T$s '&" #'so exs"s.
0 x n n
A%% are regular singular points o, "$e 1-en e>u#"on
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.
.
.
.
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( + . 0 ( + 1 0 ( + .
d y dy
x x x y
dx dx
P x x x Q x x R x
+ + +
+ +

. . . (EE+
(EE+ $#s # sn1u'#r !on" : !on"s 5$ere
( + 0 P x
T$#" s 5$ere
.
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T$#" s #"
1 0 . x x
No# #hen
1 x
8
0
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1
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'& '&
( + ( 1+( .+ /
x x x
x x Q x x x
P x x x

+

+
And
0
. .
0
1
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'& '& 0
( + ( 1+ ( .+
x x x
x x R x x
P x x x



+
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1 x
s # re1u'#r sn1u'#r !on" o, (EE+
$nd #hen
. x
8
0
0
.
( + ( + ( .+( 1+ 1
'& '&
( + ( 1+( .+ /
x x x
x x Q x x x
P x x x

+ +

+
And
0
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0
.
( + . ( + ( .+ .( .+
'& '& 0
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x x x
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+
7o"$ '&"s exs"0 "$ere,ore
. x
s # re1u'#r sn1u'#r !on" o, (EE+
O%SER7$TIONS
*ro, 6uestion One
T$e ,o''o5n1 s"#"e&en"s 5ere no"ed ,ro& so&e o, "$e res!onses. O"$er
res!onses #re "#6en ,ro& Ques"on T5o #'"$ou1$ "$e so'u"on ,or
Ques"on T5o 5#s no" consdered necess#r%8
)
0 x
s ordn#r% d,,eren"#' e>u#"on*
)T$e e>u#"on s ordn#r% !on"*
)Is de,ne ,or ordn#r% !on"*
)

#bou" "$e or1n s #n ODE*

*ro, 6uestion T#o
)
0
( + P x
s #n ordn#r% !on" )
)
(0+ 2 P
. I" s #n ordn#r% !on"*
)
0
( + 2 P x
.ordn#r% !on"*
)
(0+ 2 0. P
Hence
x
s #" ordn#r% !on"*
)
0 x
0 "$e !on" s ordn#r% !on"*
)
.
(0+ 0 2 2 P
. T$e !on" s exs" #nd s # sn1u'#r !on"*
)
(0+ 4 Q
s "$e sn1u'#r !on" n "$e e>u#"on #nd exs"*
)
(0+ 3 R
. Is "$e sn1u'#r !on" #nd exs"