Power-Series Solutions

Derive a coefficient recurrence near an ordinary point of a differential equation.

Builds on Numerical Stability, Error and Stiffness

The bigger question: What changes when conditions or inputs describe a whole interval?

On this page

The idea

When a useful elementary solution is unavailable, a power series can represent the unknown locally. At an ordinary point of a linear equation with analytic coefficients, substitution yields a recurrence determining coefficients from initial data.

Visual guide

VISUAL GUIDEA coefficient recurrence builds a local approximation
For y″ + y = 0 with y(0) = 1 and y′(0) = 0, the recurrence produces 1 − x²/2! + x⁴/4! − ⋯. The fourth-degree truncation agrees well with cos x near zero but becomes inaccurate farther away.-3-1.5-1.5-0.75001.50.7531.5xy
  • Exact cos x
  • 1 − x²/2 + x⁴/24
For y″ + y = 0 with y(0) = 1 and y′(0) = 0, the recurrence produces 1 − x²/2! + x⁴/4! − ⋯. The fourth-degree truncation agrees well with cos x near zero but becomes inaccurate farther away.

Method and assumptions

Write y=∑n=0∞anxny=\sum_{n=0}^\infty a_nx^n. Differentiate term by term inside the convergence interval, shift indices to use the same power of xx, and equate coefficients. For a second-order equation, a0=y(0)a_0=y(0) and a1=y′(0)a_1=y'(0) supply the two degrees of freedom.

Worked example: recovering trigonometric functions

For y′′+y=0y''+y=0, coefficient matching gives (n+2)(n+1)an+2+an=0(n+2)(n+1)a_{n+2}+a_n=0. With a0=1,a1=0a_0=1,a_1=0, the series is 1−x2/2!+x4/4!−⋯=cos⁡x1-x^2/2!+x^4/4!-\cdots=\cos x.

PAUSE & THINKA quick check, not a grade

Try it yourself.

Choose an answer and explain your reasoning to yourself. Use a hint if you get stuck.

For y′=y and y=Σₙ₌₀^∞ aₙtⁿ, what coefficient relation follows?

Hint 1 · Find a starting point

Differentiate the power series and align powers tⁿ.

Hint 2 · Take the next step

The derivative coefficient at tⁿ is (n+1)aₙ₊₁.

Show the reasoning

Answer: (n+1)aₙ₊₁=aₙ

Matching it to aₙ yields the recurrence, giving aₙ=a₀/n!.

Before moving on: what would make one of the other answers wrong? Saying why is part of understanding.

Worked example: a variable coefficient

For y′=xyy'=xy, matching powers gives a1=0a_1=0 and (n+1)an+1=an−1(n+1)a_{n+1}=a_{n-1} for n≥1n\ge1. With a0=1a_0=1, the result is 1+x2/2+x4/8+x6/48+⋯=ex2/21+x^2/2+x^4/8+x^6/48+\cdots=e^{x^2/2}. The recurrence generates coefficients without guessing the exponential.

Interpreting the result

A truncated series is an approximation and needs an error or convergence argument for its intended interval. Singular points may require a Frobenius series rather than ordinary nonnegative integer powers; that is a further topic beyond this introductory method.

Practice

  1. Find a2a_2 for y′′+y=0y''+y=0 when a0=3a_0=3.
  2. Which coefficients vanish when a1=0a_1=0?
  3. What data determine a0,a1a_0,a_1?
Show worked solutions
  1. a2=−a0/2=−3/2a_2=-a_0/2=-3/2.
  2. Every odd coefficient, by the two-step recurrence.
  3. The initial displacement and slope at the expansion point.

Further study

MIT OpenCourseWare: Differential Equations provides a full university course with additional lectures and exercises.

MAKE IT YOURS

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