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
- Exact cos x
- 1 − x²/2 + x⁴/24
Method and assumptions
Write . Differentiate term by term inside the convergence interval, shift indices to use the same power of , and equate coefficients. For a second-order equation, and supply the two degrees of freedom.
Worked example: recovering trigonometric functions
For , coefficient matching gives . With , the series is .
Try it yourself.
Choose an answer and explain your reasoning to yourself. Use a hint if you get stuck.
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 , matching powers gives and for . With , the result is . 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
- Find for when .
- Which coefficients vanish when ?
- What data determine ?
Show worked solutions
- .
- Every odd coefficient, by the two-step recurrence.
- 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.
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