Series Solutions — Question 1

PDF ↗

Question 1

Consider the differential equation y″−xy=0y''-xy=0 near x=0x=0. Write y=∑n=0∞anxny=\sum_{n=0}^{\infty}a_nx^n; the coefficients are not the derivatives themselves.

Tasks

  1. Derive the coefficient recurrence, stating the exceptional equation at degree zero. Explain how the indices split into three chains.

  2. Construct the normalized solutions u(0)=1u(0)=1, u′(0)=0u'(0)=0 and v(0)=0v(0)=0, v′(0)=1v'(0)=1. Give the first four nonzero terms of each.

  3. Prove that both series converge for every real xx and form a fundamental pair. State the solution with arbitrary initial values y(0)=Ay(0)=A, y′(0)=By'(0)=B.

  4. For the degree-nine truncation U9U_9 of uu, prove a uniform error bound below 5.88×10−75.88\times 10^{-7} on [−1,1][-1,1]. A numerical sample of the error is not a proof of this bound.

Original worksheet page 1: question and worked solution for 6-3-001
Show solutionHide solution

Question 1 – Solution

Strategy. Keep the lowest index separate, then use the recurrence both to construct solutions and to bound their tails.

Step 1: Align the powers. The constant coefficient gives a2=0a_2=0. For n≥1n\ge 1, (n+2)(n+1)an+2=an−1(n+2)(n+1)a_{n+2}=a_{n-1}, equivalently am+3=am(m+3)(m+2)(m≥0).\boxed{a_{m+3}=\frac{a_m}{(m+3)(m+2)}\quad(m\ge 0).} The chains start at a0,a1,a2a_0,a_1,a_2; the last is identically zero.

Step 2: Build the normalized series. With empty products interpreted as 11, u(x)=∑k≥0x3k∏j=1k(3j)(3j−1)=1+x36+x6180+x912960+⋯,u(x)=\sum_{k\ge 0}\frac{x^{3k}}{\prod_{j=1}^k(3j)(3j-1)} =1+\frac{x^3}{6}+\frac{x^6}{180}+\frac{x^9}{12960}+\cdots, v(x)=∑k≥0x3k+1∏j=1k(3j+1)(3j)=x+x412+x7504+x1045360+⋯.v(x)=\sum_{k\ge 0}\frac{x^{3k+1}}{\prod_{j=1}^k(3j+1)(3j)} =x+\frac{x^4}{12}+\frac{x^7}{504}+\frac{x^{10}}{45360}+\cdots.

Step 3: Establish actual solutions and independence. For either series, the ratio of consecutive nonzero term magnitudes tends to zero at every fixed xx. Thus both have infinite radius, may be differentiated termwise, and satisfy the equation and stated initial data. Their Wronskian satisfies W′=uv″−u″v=0W'=uv''-u''v=0 and W(0)=1W(0)=1. Hence y=Au+Bv\boxed{y=Au+Bv} is the unique solution for those initial values, on ℝ\mathbb R.

Step 4: Bound all omitted terms. The first omitted coefficient of uu is 1/17107201/1710720. On |x|≤1|x|\le 1, ratios within the remaining tail are at most 1/(15⋅14)=1/2101/(15\cdot 14)=1/210. Therefore |u(x)−U9(x)|≤|x|12171072011−1/210<5.88×10−7.\boxed{|u(x)-U_9(x)|\le\frac{|x|^{12}}{1710720}\frac 1{1-1/210} <5.88\times 10^{-7}.} The plot magnifies the actual signed remainder; the geometric estimate covers both signs of xx.

See the diagram in the original worksheet below.

Original worksheet page 2: question and worked solution for 6-3-001

Original worksheet layout. Use Enlarge or open the PDF for a closer view.