{VERSION 5 0 "IBM INTEL NT" "5.0" } {USTYLETAB {CSTYLE "Maple Input" -1 0 "Courier" 0 1 255 0 0 1 0 1 0 0 1 0 0 0 0 1 }{CSTYLE "2D Math" -1 2 "Times" 0 1 0 0 0 0 0 0 2 0 0 0 0 0 0 1 }{CSTYLE "Hyperlink" -1 17 "" 0 1 0 128 128 1 2 0 1 0 0 0 0 0 0 1 }{CSTYLE "2D Comment" 2 18 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 1 } {CSTYLE "2D Input" 2 19 "" 0 1 255 0 0 1 0 0 0 0 0 0 0 0 0 1 }{CSTYLE "" -1 256 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 257 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 258 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 259 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 } {PSTYLE "Normal" -1 0 1 {CSTYLE "" -1 -1 "Times" 1 12 0 0 0 1 2 2 2 2 2 2 1 1 1 1 }1 1 0 0 0 0 1 0 1 0 2 2 0 1 }{PSTYLE "Heading 1" -1 3 1 {CSTYLE "" -1 -1 "Times" 1 18 0 0 0 1 2 1 2 2 2 2 1 1 1 1 }1 1 0 0 8 4 1 0 1 0 2 2 0 1 }{PSTYLE "Heading 2" -1 4 1 {CSTYLE "" -1 -1 "Times " 1 14 0 0 0 1 2 1 2 2 2 2 1 1 1 1 }1 1 0 0 8 2 1 0 1 0 2 2 0 1 } {PSTYLE "List Item" -1 14 1 {CSTYLE "" -1 -1 "Times" 1 12 0 0 0 1 2 2 2 2 2 2 1 1 1 1 }1 1 0 0 3 3 1 0 1 0 2 2 14 5 }{PSTYLE "Normal" -1 256 1 {CSTYLE "" -1 -1 "Times" 1 12 0 0 0 1 2 2 2 2 2 2 1 1 1 1 }3 1 0 0 0 0 1 0 1 0 2 2 0 1 }{PSTYLE "List Subitem" -1 257 1 {CSTYLE "" -1 -1 "Times" 1 12 0 0 0 1 2 2 2 2 2 2 1 1 1 1 }1 1 0 0 3 3 3 12 1 0 2 2 270 5 }} {SECT 0 {EXCHG {PARA 256 "" 0 "" {TEXT -1 0 "" }}{PARA 256 "" 0 "" {TEXT -1 41 "ORDINARY DIFFERENTIAL EQUATIONS POWERTOOL" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 256 "" 0 "" {TEXT -1 33 "Unit 31 -- Power S eries Solutions" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 256 "" 0 "" {URLLINK 17 "Prof. Douglas B. Meade" 4 "http://www.math.sc.edu/~meade/ " "" }}{PARA 256 "" 0 "" {URLLINK 17 "Industrial Mathematics Institute " 4 "http://www.math.sc.edu/~IMI/" "" }}{PARA 256 "" 0 "" {URLLINK 17 "Department of Mathematics" 4 "http://www.math.sc.edu/" "" }}{PARA 256 "" 0 "" {URLLINK 17 "University of South Carolina" 4 "http://www.s c.edu/" "" }}{PARA 256 "" 0 "" {TEXT -1 19 "Columbia, SC 29208\n" }} {PARA 256 "" 0 "" {TEXT -1 7 "URL: " }{URLLINK 17 "http://www.math.s c.edu/~meade/" 4 "http://www.math.sc.edu/~meade/" "" }}{PARA 256 "" 0 "" {TEXT -1 25 "E-mail: meade@math.sc.edu" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 256 "" 0 "" {TEXT -1 38 "Copyright \251 2001 by Douglas B. Meade" }}{PARA 256 "" 0 "" {TEXT -1 19 "All rights reserved" }} {PARA 256 "" 0 "" {TEXT -1 0 "" }}{PARA 256 "" 0 "" {TEXT -1 67 "----- --------------------------------------------------------------" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{SECT 0 {PARA 3 "" 0 "" {TEXT -1 18 "Outline of Unit 31" }} {EXCHG {PARA 14 "" 0 "" {HYPERLNK 17 "31.A" 1 "" "31.A" }{TEXT -1 39 " Taylor Series Methods for Solving IVPs" }}{PARA 14 "" 0 "" {HYPERLNK 17 "31.B" 1 "" "31.B" }{TEXT -1 23 " Power Series Solutions" }}{PARA 14 "" 0 "" {HYPERLNK 17 "31.C" 1 "" "31.C" }{TEXT -1 29 " Ordinary and Singular Points" }}{PARA 257 "" 0 "" {HYPERLNK 17 "31.C-1" 1 "" "31.C -1" }{TEXT -1 35 " Example 1: Polynomial Coefficients" }}{PARA 257 "" 0 "" {HYPERLNK 17 "31.C-2" 1 "" "31.C-2" }{TEXT -1 33 " Example 2: Rat ional Coefficients" }}{PARA 257 "" 0 "" {HYPERLNK 17 "31.C-3" 1 "" "31 .C-3" }{TEXT -1 31 " Example 3: Legendre's Equation" }}{PARA 14 "" 0 " " {HYPERLNK 17 "31.D" 1 "" "31.D" }{TEXT -1 20 " Method of Frobenius" }}{PARA 257 "" 0 "" {HYPERLNK 17 "31.D-1" 1 "" "31.D-1" }{TEXT -1 55 " Example 1: Two Real Roots with a Noninteger Difference" }}{PARA 14 " " 0 "" {HYPERLNK 17 "31.E" 1 "" "31.E" }{TEXT -1 20 " Legendre's Equat ion" }}{PARA 14 "" 0 "" {HYPERLNK 17 "31.F" 1 "" "31.F" }{TEXT -1 18 " Bessel's Equation" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}}{SECT 0 {PARA 3 "" 0 "" {TEXT -1 14 "I nitialization" }}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 8 "restart;" }} {PARA 0 "> " 0 "" {MPLTEXT 1 0 16 "with( DEtools ):" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 14 "with( plots ):" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 15 "with( linalg ):" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 18 "with( orthop oly ):" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}}{SECT 0 {PARA 3 "" 0 "31.A" {TEXT -1 43 "31.A Taylor Series Methods for Solvin g IVPs" }}{EXCHG {PARA 0 "" 0 "" {TEXT -1 34 "Consider the initial val ue problem" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 " " {MPLTEXT 1 0 41 "ode1 := (x+y(x)+1) * diff( y(x), x ) = 1;" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 16 "ic1 := y(0) = 1;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 80 "If the solution to this IVP has a Taylor series expansion at th e initial point, " }{XPPEDIT 18 0 "x=0" "6#/%\"xG\"\"!" }{TEXT -1 142 ", then approximations to the solution can be obtained from the corres ponding Taylor polynomials. For example, the quintic Taylor polynomial is" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 7 "N := 5:" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 13 "Order := N+1:" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 56 "form1 := y(x) = convert( s eries( y(x), x=0 ), polynom );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 81 "To completely determin e this polynomial, it is necessary to compute the value of " } {XPPEDIT 18 0 "y(0)" "6#-%\"yG6#\"\"!" }{TEXT -1 2 ", " }{XPPEDIT 18 0 "eval( diff( y(x), x ), x=0 )" "6#-%%evalG6$-%%diffG6$-%\"yG6#%\"xGF ,/F,\"\"!" }{TEXT -1 7 ", ..., " }{XPPEDIT 18 0 "eval( diff( y(x), x$5 ), x=0 )" "6#-%%evalG6$-%%diffG6$-%\"yG6#%\"xG-%\"$G6$F,\"\"&/F,\"\"! " }{TEXT -1 60 ". The first of these values is simply the initial cond ition." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 14 "Dy0[0] := ic1;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 96 "The second can be obta ined by substituting the initial condition into the differential equat ion:" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 43 "Dode1[0] := simplify( convert( ode1, D ) );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 57 "Dy0[1] := isolate( subs( x=0, ic1, Dode1[ 0] ), D(y)(0) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}} {EXCHG {PARA 0 "" 0 "" {TEXT -1 24 "To compute the value of " } {XPPEDIT 18 0 "eval( diff( y(x),x$2), x=0 )" "6#-%%evalG6$-%%diffG6$-% \"yG6#%\"xG-%\"$G6$F,\"\"#/F,\"\"!" }{TEXT -1 40 ", differentiate the \+ ODE with respect to " }{XPPEDIT 18 0 "x" "6#%\"xG" }{TEXT -1 16 " and \+ substitute " }{XPPEDIT 18 0 "x=0" "6#/%\"xG\"\"!" }{TEXT -1 42 " and t he lower-order derivatives to obtain" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 54 "Dode1[1] := simplify( con vert( diff( ode1, x ), D ) ):" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 77 "Dy 0[2] := isolate( subs( x=0, Dy0[i] $ i=0..1, Dode1[1] ), (D@@2)(y)(0 ) );\n" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 119 "This process can be continued to determine the value of the remaining derivatives of the solution at the initial poi nt." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 22 "for n from 2 to N-1 do" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 58 " Dode1[n] := simplify( convert( diff( ode1, x$n ), D ) );" }} {PARA 0 "> " 0 "" {MPLTEXT 1 0 82 " Dy0[n+1] := isolate( subs( x=0, D y0[i] $ i=0..n, Dode1[n] ), (D@@(n+1))(y)(0) );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 7 "end do:" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 16 "unassign ( 'n' );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 25 "print( Dy0[n] $ n=0..N \+ );" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 51 "The approximate solution ob tained by this method is" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 43 "sol1 := eval( form1, [ Dy0[i] $ i=0 ..N ] );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 59 "The same solution can be obtained directl y from Maple when " }{HYPERLNK 17 "type=series" 2 "dsolve,series" "" } {TEXT -1 38 " is included in the argument list for " }{HYPERLNK 17 "ds olve" 2 "dsolve" "" }{TEXT -1 2 " :" }}{PARA 0 "" 0 "" {TEXT -1 0 "" } }}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 23 "infolevel[dsolve] := 3:" } }{PARA 0 "> " 0 "" {MPLTEXT 1 0 52 "sol1a := dsolve( \{ ode1, ic1 \}, \+ y(x), type=series );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 23 "infolevel[d solve] := 0:" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 243 "Note the presence of the \"order\" term \+ in solution. This indicates that the result is an approximation. To pl ot this solution it is necessary to eliminate the order term; the simp lest way to do this is to convert the expression to a polynomial:" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 35 "sol1b := convert( sol1a, polynom );" }}}{EXCHG {PARA 0 "> " 0 " " {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 88 "The degree \+ of Maple's series solution is determined by the value of the global va riable " }{HYPERLNK 17 "Order" 2 "Order" "" }{TEXT -1 96 ". Thus, the \+ ninth-degree Taylor polynomial approximate solution to this IVP can be obtained with" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> \+ " 0 "" {MPLTEXT 1 0 12 "Order := 10:" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 63 "convert( dsolve( \{ ode1, ic1 \}, y(x), type=series ), polynom ) ;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 270 "Note that this method extends to IVPs for higher-or der differential equations provided it is possible to express the high est order derivative as a differentiable function of the lower order d erivatives of the unknown function (and the independent variable). For example," }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 " " {MPLTEXT 1 0 73 "ode2 := ( x^2 + 1 ) * diff( y(x), x$2 ) + x * diff( y(x), x ) + y(x) = 0;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 12 "O rder := 12:" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 26 "ic2 := y(0)= 1, D(y)(0)=-1;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 71 "sol2 := c onvert( dsolve( \{ ode2, ic2 \}, y(x), type=series ), polynom );" }} {PARA 0 "> " 0 "" {MPLTEXT 1 0 11 "Order := 6:" }}}{EXCHG {PARA 0 "> \+ " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 246 "The c omputation of Taylor series expansions is typically limited by the abi lity to compute and manipulate the derivatives of the ODE. A tool such as Maple is very helpful in this regard, but other methods can be mor e effective in many situations." }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}}{SECT 0 {PARA 3 "" 0 "31.B" {TEXT -1 27 "31.B Power Serie s Solutions" }}{EXCHG {PARA 0 "" 0 "" {TEXT -1 325 "Another problem wi th the Taylor polynomials is that they are approximate solutions. The \+ exact solution can be obtained only when a general pattern for the coe fficients in the expansion can be determined. This general pattern to \+ the coefficients can often be found directly by substituting a general power series into the ODE." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 84 "Consider the problem of finding the general sol ution to the first-order (linear) ODE" }}{PARA 0 "" 0 "" {TEXT -1 0 " " }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 39 "ode3 := diff( y(x), x ) - 2 * y(x) = 0;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}} {EXCHG {PARA 0 "" 0 "" {TEXT -1 68 "The general form of a power series solution, based at the origin, is" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }} }{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 47 "form3 := y(x) = Sum( a(k)*x ^k, k=0..infinity );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }} }{EXCHG {PARA 0 "" 0 "" {TEXT -1 78 "When this solution is substituted into the ODE and simplified, the result is :" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 26 "q1 := eval( ode3, form3 );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 20 "q2 := co mbine( q1 );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 398 "While Maple is not quite up to manipulat ing infinite power series to find the general relation between the coe fficients, a little insight and skill can be used to obtain this infor mation. Because this equation is first order and, as seen above, only \+ consecutive pairs of coefficients are related, it suffices to insert t he general three-term sum into the ODE and manipulate the expression t o obtain" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 45 "tform3 := y(x) = Sum( a(n)*x^n, n=k-1..k+1 );" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 27 "q1 := eval( ode3, tform3 ); " }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 48 "q2 := simplify( combine ( value( q1 ), power ) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 71 "The recurrence equation betw een the coefficients can now be found to be" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 36 "recur_eqn3 := map ( coeff, q2, x^k );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}} {EXCHG {PARA 0 "" 0 "" {TEXT -1 77 "The (general) solution to this rec urrence equation can be found with Maple's " }{HYPERLNK 17 "rsolve" 2 "rsolve" "" }{TEXT -1 8 " command" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 40 "recur_sol3 := rsolve( recur_ eqn3, \{a\} );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}} {EXCHG {PARA 0 "" 0 "" {TEXT -1 47 "The general power series solution \+ to the ODE is" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 34 "sol3 := subs( recur_sol3, form3 );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 15 "To express the " }{XPPEDIT 18 0 "Gamma" "6#%&GammaG" }{TEXT -1 11 " function, " }{HYPERLNK 17 "GAMMA" 2 "GAMMA" "" }{TEXT -1 14 ", in terms of " }{HYPERLNK 17 "factorials" 2 "factorial" "" }{TEXT -1 1 ", " }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 27 "convert( sol3, factorial );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 125 "Observe that attempts to verify that these functions are solutions to the ODE via odetest requires a little additional work :" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 28 "q3 := odete st( sol3, ode3 );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 12 "value( q3 );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 106 "Because of the simplicity of this example, it \+ is possible to identify the function with this power series:" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 14 "v alue( sol3 );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}} {EXCHG {PARA 0 "" 0 "" {TEXT -1 13 "The constant " }{XPPEDIT 18 0 "a(0 )" "6#-%\"aG6#\"\"!" }{TEXT -1 86 " takes the place of the integration constant in the other solution methods. Note that " }{XPPEDIT 18 0 "y (0)=a(0)" "6#/-%\"yG6#\"\"!-%\"aG6#F'" }{TEXT -1 95 ". With this insig ht, this result is seen to be equivalent to the explicit solution foun d using " }{HYPERLNK 17 "dsolve" 2 "dsolve" "" }{TEXT -1 1 ":" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 21 "dsolve( ode3, y(x) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 34 "There are many examples fo r which " }{HYPERLNK 17 "rsolve" 2 "rsolve" "" }{TEXT -1 177 " will no t be able to solve the recurrence relation. In that case, it will be n ecessary to construct a finite set of explicit equations and solve for the first few coefficients :" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 67 "recur_sol3t := solve( \{ rec ur_eqn3 $ k=0..5 \}, \{ a(k) $ k=1..6 \} );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 68 "collect( eval( value(subs(infinity=6,form3)), recu r_sol3t ), a(0) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}} {SECT 0 {PARA 3 "" 0 "31.C" {TEXT -1 33 "31.C Ordinary and Singular Po ints" }}{EXCHG {PARA 0 "" 0 "" {TEXT -1 67 "Consider the homogeneous s econd-order linear ODE in normalized form" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 70 "ode4 := dif f( y(x), x$2 ) + PP(x) * diff( y(x), x ) + Q(x) * y(x) = 0;" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 15 "(Note that the " }{HYPERLNK 17 "orthopoly" 2 "orthopoly" "" }{TEXT -1 23 " package uses the name " }{HYPERLNK 17 "P" 2 "orthopo ly,P" "" }{TEXT -1 57 " for the Legendre polynomials; hence the use of the name " }{TEXT 19 2 "PP" }{TEXT -1 33 " for the coefficient in the ODE.)" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 35 "If initial conditions are given at " }{XPPEDIT 18 0 "x[0]" "6#&%\"xG6 #\"\"!" }{TEXT -1 1 ":" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 33 "ic4 := y(x0) = y0, D(y)(x0) = y1;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 " " {TEXT -1 58 "then a power series solution should be based at the poi nt " }{XPPEDIT 18 0 "x[0]" "6#&%\"xG6#\"\"!" }{TEXT -1 2 " :" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 51 "f orm4 := Sum( a(k) * ( x - x0 )^k, k=0..infinity );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 10 "The point " }{XPPEDIT 18 0 "x[0]" "6#&%\"xG6#\"\"!" }{TEXT -1 57 " is cal led an ordinary point of the ODE if the functions " }{XPPEDIT 18 0 "P( x)" "6#-%\"PG6#%\"xG" }{TEXT -1 5 " and " }{XPPEDIT 18 0 "Q(x)" "6#-% \"QG6#%\"xG" }{TEXT -1 43 " can be expressed as power series based at \+ " }{XPPEDIT 18 0 "x[0]" "6#&%\"xG6#\"\"!" }{TEXT -1 2 ", " }{TEXT 256 4 "i.e." }{TEXT -1 2 ", " }{XPPEDIT 18 0 "P(x)" "6#-%\"PG6#%\"xG" } {TEXT -1 5 " and " }{XPPEDIT 18 0 "Q(x)" "6#-%\"QG6#%\"xG" }{TEXT -1 22 " are real analytic at " }{XPPEDIT 18 0 "x[0]" "6#&%\"xG6#\"\"!" } {TEXT -1 21 ". If at least one of " }{XPPEDIT 18 0 "P(x)" "6#-%\"PG6#% \"xG" }{TEXT -1 5 " and " }{XPPEDIT 18 0 "Q(x)" "6#-%\"QG6#%\"xG" } {TEXT -1 25 " is not real analytic at " }{XPPEDIT 18 0 "x[0]" "6#&%\"x G6#\"\"!" }{TEXT -1 7 ", then " }{XPPEDIT 18 0 "x[0]" "6#&%\"xG6#\"\"! " }{TEXT -1 95 " is called a singular point of the ODE. A singular poi nt is called a regular singular point if " }{XPPEDIT 18 0 "(x-x0)*P(x) " "6#*&,&%\"xG\"\"\"%#x0G!\"\"F&-%\"PG6#F%F&" }{TEXT -1 5 " and " } {XPPEDIT 18 0 "(x-x0)^2*Q(x)" "6#*&,&%\"xG\"\"\"%#x0G!\"\"\"\"#-%\"QG6 #F%F&" }{TEXT -1 22 " are real analytic at " }{XPPEDIT 18 0 "x[0]" "6# &%\"xG6#\"\"!" }{TEXT -1 12 ", otherwise " }{XPPEDIT 18 0 "x[0]" "6#&% \"xG6#\"\"!" }{TEXT -1 32 " is an irregular singular point." }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{SECT 0 {PARA 4 "" 0 "31 .C-1" {TEXT -1 41 "31.C-1 Example 1: Polynomial Coefficients" }} {EXCHG {PARA 0 "" 0 "" {TEXT -1 48 "When the coefficient functions are polynomials, " }{TEXT 257 4 "e.g." }{TEXT -1 1 "," }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 42 "coeff1 := \+ \{ PP(x) = 1 - x^3, Q(x) = x^2 \};" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 21 "eval( ode4, coeff1 );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 11 "all points " }{XPPEDIT 18 0 "x[0]" "6#&%\"xG6#\"\"!" }{TEXT -1 21 " are ordinary po ints." }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}}{SECT 0 {PARA 4 "" 0 "31.C-2" {TEXT -1 39 "31.C-2 Example 2: Rational Coeffici ents" }}{EXCHG {PARA 0 "" 0 "" {TEXT -1 55 "When the coefficient funct ions are rational functions, " }{TEXT 258 4 "e.g." }{TEXT -1 1 "," }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 55 "coeff2 := \{ PP(x) = 2/(1 - x)^2, Q(x) = x^(-2)/(x-2) \};" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 21 "eval( ode4, coeff2 );" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 23 "all discontinuities of " }{XPPEDIT 18 0 "P(x)" "6#-%\"PG6 #%\"xG" }{TEXT -1 7 " or of " }{XPPEDIT 18 0 "Q(x)" "6#-%\"QG6#%\"xG" }{TEXT -1 21 " are singular points:" }}{PARA 0 "" 0 "" {TEXT -1 0 "" } }}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 69 "singpts := `union`(op( map ( c -> discont( rhs( c ), x ), coeff2 ) ));" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 100 "To decide if the singular points are regular or irregular, the definition can b e applied or Maple's " }{HYPERLNK 17 "regularsp" 2 "DEtools,regularsp " "" }{TEXT -1 19 " command (from the " }{HYPERLNK 17 "DEtools" 2 "DEt ools" "" }{TEXT -1 22 " package) can be used:" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 43 "regularsp( \+ eval( ode4, coeff2 ), x, y(x) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 7 "and so " } {XPPEDIT 18 0 "x[0]=1" "6#/&%\"xG6#\"\"!\"\"\"" }{TEXT -1 37 " must be an irregular singular point." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}}{SECT 0 {PARA 4 "" 0 "3 1.C-3" {TEXT -1 37 "31.C-3 Example 3: Legendre's Equation" }}{EXCHG {PARA 0 "" 0 "" {TEXT -1 29 "Legendre's equation of order " }{XPPEDIT 18 0 "p" "6#%\"pG" }{TEXT -1 3 " is" }}{PARA 0 "" 0 "" {TEXT -1 0 "" } }}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 85 "ode5 := ( 1 - x^2 ) * diff ( y(x), x$2 ) - 2*x * diff( y(x), x ) + p*(p+1) * y(x) = 0;" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 6 "where " }{XPPEDIT 18 0 "p" "6#%\"pG" }{TEXT -1 73 " is a n onnegative constant. Written in normalized form, the coefficients " } {XPPEDIT 18 0 "P(x)" "6#-%\"PG6#%\"xG" }{TEXT -1 5 " and " }{XPPEDIT 18 0 "Q(x)" "6#-%\"QG6#%\"xG" }{TEXT -1 4 " are" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 83 "q4 := eval( lhs(ode5), [ diff( y(x), x$2 ) = d2y, diff( y(x), x ) = dy, y(x)=y ] \+ );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 95 "coeff3 := \{ PP(x) = \+ coeff( q4, dy )/coeff( q4, d2y ), Q(x) = coeff( q4, y )/coeff( q4, d2y ) \};" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 23 "The singular points are" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 69 "singpts := \+ `union`(op( map( c -> discont( rhs( c ), x ), coeff3 ) ));" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 52 "and both of these points are regular singular points" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 27 "r egularsp( ode5, x, y(x) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}}}{SECT 0 {PARA 3 "" 0 "31.D" {TEXT -1 24 "31.D Method of Frob enius" }}{EXCHG {PARA 0 "" 0 "" {TEXT -1 60 "The method for finding a \+ power series solution presented in " }{HYPERLNK 17 "Unit 31, Section B " 1 "unit31.mws" "31.B" }{TEXT -1 276 " can be applied at any ordinary point of an ODE. The Method of Frobenius is guaranteed to find at lea st one nontrivial solution in a neighborhood of a regular singular poi nt. When the Method of Frobenius does not produce a second solution, r eduction of order can be used (see " }{HYPERLNK 17 "Unit 19" 1 "unit19 .mws" "" }{TEXT -1 117 "). For an irregular singular point, the Method of Frobenius can be tried but may not produce a solution in all cases ." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 54 "The \+ Method of Frobenius produces solutions of the form" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 58 "form5 := y( x) = Sum( a(k) * (x-x0)^(k+r), k=0..infinity );" }}}{EXCHG {PARA 0 "> \+ " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 5 "When " }{XPPEDIT 18 0 "r" "6#%\"rG" }{TEXT -1 73 " is a nonnegative integer, \+ the Frobenius solution is a power series, but " }{XPPEDIT 18 0 "r" "6# %\"rG" }{TEXT -1 213 " does not have to be an integer -- it can be a n egative or complex number. When a Frobenius solution is inserted into \+ the ODE, the condition for the vanishing of the lowest order term is a quadratic polynomial in " }{XPPEDIT 18 0 "r" "6#%\"rG" }{TEXT -1 46 " . The general form of the indicial equation is" }}{PARA 256 "" 0 "" {TEXT -1 1 " " }{XPPEDIT 18 0 "r^2 + (p[0]-1)*r + q[0] = 0" "6#/,(*$% \"rG\"\"#\"\"\"*&,&&%\"pG6#\"\"!F(F(!\"\"F(F&F(F(&%\"qG6#F.F(F." } {TEXT -1 1 " " }}{PARA 0 "" 0 "" {TEXT -1 6 "where " }{XPPEDIT 18 0 "p [0]" "6#&%\"pG6#\"\"!" }{TEXT -1 5 " and " }{XPPEDIT 18 0 "q[0]" "6#&% \"qG6#\"\"!" }{TEXT -1 58 " are the constant terms in the power series expansions of " }{XPPEDIT 18 0 "p(x) = x*P(x)" "6#/-%\"pG6#%\"xG*&F' \"\"\"-%\"PG6#F'F)" }{TEXT -1 5 " and " }{XPPEDIT 18 0 "q(x) = x^2*Q(x )" "6#/-%\"qG6#%\"xG*&F'\"\"#-%\"QG6#F'\"\"\"" }{TEXT -1 15 ", respect ively." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 158 "The full Method of Frobenius is long and exceedingly complicated. In the remainder of this worksheet the basic ideas will be explored i n a number of examples." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{SECT 0 {PARA 4 "" 0 "31.D-1" {TEXT -1 61 "31.D-1 Example 1: Two Real Roots with a Noninteger Differ ence" }}{EXCHG {PARA 0 "" 0 "" {TEXT -1 16 "Consider the ODE" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 79 "o de6 := 2*x*(1+x) * diff( y(x), x$2 ) + (3+x) * diff( y(x), x ) - x * y (x) = 0;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 48 "The regular singular points for this prob lem are" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 27 "regularsp( ode6, x, y(x) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 52 "The indi cial equation at the regular singular point " }{XPPEDIT 18 0 "x[0]=0" "6#/&%\"xG6#\"\"!F'" }{TEXT -1 3 " is" }}{PARA 0 "" 0 "" {TEXT -1 0 " " }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 38 "ie1 := indicialeq( ode6 , x, 0, y(x) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}} {EXCHG {PARA 0 "" 0 "" {TEXT -1 22 "The indicial roots are" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 23 "ir1 := solve( ie1, x );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }} }{EXCHG {PARA 0 "" 0 "" {TEXT -1 114 "Because these roots do not diffe r by an integer, each indicial root should lead to a nontrivial Froben ius solution" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 53 "formF := y(x) = Sum( c(k) * x^(k+r), k=0..infini ty ):" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 45 "formF1 := eval( formF, [ c =a, r=max(ir1) ] );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 45 "formF2 := ev al( formF, [ c=b, r=min(ir1) ] );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 122 "To obtain th e recurrence relations for the coefficients in the two solutions, work with truncated versions of the solution" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 72 "tformF1 := eval( y(x ) = Sum( a(m) * x^(m+r), m=k-2..k+2 ), r=max(ir1) );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 72 "tformF2 := eval( y(x) = Sum( b(m) * x^(m+r), m=k -2..k+2 ), r=min(ir1) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 68 "q51 := simplify( combine( value( eval( ode6, tformF1 ) ), power ) ); " }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 68 "q52 := simplify( combine( value ( eval( ode6, tformF2 ) ), power ) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 65 "reqn1 := collect( map( coeff, q51, eval( x^(k+r), r=m ax(ir1) ) )," }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 41 " [ a(k+i) $ i=-3..3 ] );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 65 "reqn2 := \+ collect( map( coeff, q52, eval( x^(k+r), r=min(ir1) ) )," }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 41 " [ b(k+i) $ i=-3..3 ] );" }} }{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 69 "While these recurrence relations cannot be solved explici tly by Maple" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 21 "rsolve( reqn1, \{a\} );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 21 "rsolve( reqn2, \{b\} );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 39 "The first few terms are easily computed" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 32 "q61 := isolate( reqn1, a(k+1) );" } }{PARA 0 "> " 0 "" {MPLTEXT 1 0 32 "q62 := isolate( reqn2, b(k+1) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 21 "unassign( 'a', 'b' );" }} {PARA 0 "> " 0 "" {MPLTEXT 1 0 20 "for k from 1 to 8 do" }}{PARA 0 "> \+ " 0 "" {MPLTEXT 1 0 24 " assign( \{ q61, q62\} );" }}{PARA 0 "> " 0 " " {MPLTEXT 1 0 48 " print( 'a'(k+1) = a(k+1), 'b'(k+1) = b(k+1) );" } }{PARA 0 "> " 0 "" {MPLTEXT 1 0 7 "end do;" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 16 "unassign( 'k' );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 49 "and so the (a pproximate) solutions to the ODE are" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 43 "q71 := value( subs( infin ity=9, formF1 ) );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 43 "q72 := value( subs( infinity=9, formF2 ) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 48 "sol61 := sort( c ollect( q71, [ a(0), a(1) ] ) );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 48 "sol62 := sort( collect( q72, [ b(0), b(1) ] ) );" }}}{EXCHG {PARA 0 " > " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 70 "To c onclude, compare this solution to the series solution obtained by " } {HYPERLNK 17 "dsolve" 2 "dsolve" "" }{TEXT -1 6 " with " }{HYPERLNK 17 "type=series" 2 "dsolve,series" "" }{TEXT -1 2 " :" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 12 "Order := 10:" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 42 "sol6 := dsolve( ode6, y(x), type=series );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 11 "Order := 6:" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 161 "To see the equivalence of these solutions, observe that the sum of the two linearly independent solutions obtained from the M ethod of Frobenius agrees with the " }{HYPERLNK 17 "dsolve" 2 "dsolve " "" }{TEXT -1 35 " solution for a specific choice of " }{XPPEDIT 18 0 "a(0)" "6#-%\"aG6#\"\"!" }{TEXT -1 2 ", " }{XPPEDIT 18 0 "a(1)" "6#- %\"aG6#\"\"\"" }{TEXT -1 2 ", " }{XPPEDIT 18 0 "b(0)" "6#-%\"bG6#\"\"! " }{TEXT -1 6 ", and " }{XPPEDIT 18 0 "b(1)" "6#-%\"bG6#\"\"\"" } {TEXT -1 2 " :" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> \+ " 0 "" {MPLTEXT 1 0 62 "q8 := rhs(sol61) + rhs(sol62) = convert( rhs(s ol6), polynom );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 47 "solve( \+ identity(q8,x), \{a(0),a(1),b(0),b(1)\} );" }}}{EXCHG {PARA 0 "> " 0 " " {MPLTEXT 1 0 0 "" }}}}}{SECT 0 {PARA 3 "" 0 "31.E" {TEXT -1 24 "31.E Legendre's Equation" }}{EXCHG {PARA 0 "" 0 "" {TEXT -1 13 "Recall, fr om " }{HYPERLNK 17 "Section 31.C-3" 1 "" "31.C-3" }{TEXT -1 36 ", that Legendre's equation of order " }{XPPEDIT 18 0 "p" "6#%\"pG" }{TEXT -1 26 " (a nonnegative constant)," }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 5 "ode5;" }}}{EXCHG {PARA 0 "> \+ " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 31 "has tw o regular singular points" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 27 "regularsp( ode5, x, y(x) );" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 8 "Because " }{XPPEDIT 18 0 "x[0]=0" "6#/&%\"xG6#\"\"!F'" } {TEXT -1 118 ", is an ordinary point, there should be no trouble simpl y finding the general solution in the form of a power series :" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 49 "form5 := y(x) = Sum( a(k) * x^k, k=0..infinity );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 118 "To obtain the recurrence relation for the coefficients in this solution, work with a truncated version of the solution" }}{PARA 0 " " 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 47 "tfor m5 := y(x) = Sum( a(m) * x^m, m=k-2..k+2 );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 66 "q9 := simplify( combine( value( eval( ode5, tform5 ) ), power ) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 64 "reqn3 : = collect( map( coeff, q9, x^k ), [ a(k+i) $ i=-3..3 ] );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 67 "While this recurrence relation cannot be solved explicitly by M aple" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 21 "rsolve( reqn3, \{a\} );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 39 "The first few terms are easily computed" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 42 "q10 := factor( isolate( reqn3, a(k+ 2) ) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 16 "unassign( 'a' );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 20 "for k from 0 to 6 do" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 20 " assign( \{ q10 \} );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 29 " print( 'a'(k+2) = a(k+2) );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 7 "end do;" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 16 "unassign( 'k' );" } }}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 " " {TEXT -1 49 "and so the (approximate) solutions to the ODE are" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 77 "q11 := sort( collect( value( subs( infinity=8, form5 ) ), [ a(0) , a(1) ] ) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}} {EXCHG {PARA 0 "" 0 "" {TEXT -1 86 "To confirm this computation, compa re this solution to the series solution obtained by " }{HYPERLNK 17 "d solve" 2 "dsolve" "" }{TEXT -1 6 " with " }{HYPERLNK 17 "type=series" 2 "dsolve,series" "" }{TEXT -1 2 " :" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 11 "Order := 9:" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 92 "sol5 := collect( convert( dsolve( ode5, y(x), type=series ), polynom ), [ y(0), D(y)(0) ] );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 11 "Order := 6:" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 161 "To see the equivalence \+ of these solutions, observe that the sum of the two linearly independ ent solutions obtained from the Method of Frobenius agrees with the " }{HYPERLNK 17 "dsolve" 2 "dsolve" "" }{TEXT -1 35 " solution for a spe cific choice of " }{XPPEDIT 18 0 "a(0)" "6#-%\"aG6#\"\"!" }{TEXT -1 5 " and " }{XPPEDIT 18 0 "a(1)" "6#-%\"aG6#\"\"\"" }{TEXT -1 2 " :" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 28 "q12 := rhs(q11) = rhs(sol5):" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 38 "solve( identity(q12,x), \{a(0),a(1)\} );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 56 "While we have not proven it, the series associated with " }{XPPEDIT 18 0 "a(0) " "6#-%\"aG6#\"\"!" }{TEXT -1 32 " and the series associated with " } {XPPEDIT 18 0 "a(1)" "6#-%\"aG6#\"\"\"" }{TEXT -1 2 ", " }{TEXT 259 4 "i.e." }{TEXT -1 19 ", the two functions" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 56 "sol51 := y[1](x) = e val( rhs(q11), [ a(0)=1, a(1)=0 ] );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 56 "sol52 := y[2](x) = eval( rhs(q11), [ a(0)=0, a(1)=1 ] );" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 68 "form a fundamental set of solutions to Legendre's equatio n of order " }{XPPEDIT 18 0 "p" "6#%\"pG" }{TEXT -1 1 "." }}{PARA 0 " " 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}} {EXCHG {PARA 0 "" 0 "" {TEXT -1 76 "Additional inspection of these sol utions (or the recurrence relations) when " }{XPPEDIT 18 0 "p" "6#%\"p G" }{TEXT -1 61 " is an integer reveals that either the series of even terms (" }{XPPEDIT 18 0 "y[1]" "6#&%\"yG6#\"\"\"" }{TEXT -1 30 ") or \+ the series of odd terms (" }{XPPEDIT 18 0 "y[2]" "6#&%\"yG6#\"\"#" } {TEXT -1 112 ") terminates. That is, one fundamental solution is a pol ynomial. This polynomial, normalized to have value 1 at " }{XPPEDIT 18 0 "x=1" "6#/%\"xG\"\"\"" }{TEXT -1 38 ", is the Legendre polynomial of order " }{XPPEDIT 18 0 "p" "6#%\"pG" }{TEXT -1 1 "." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 20 "for k \+ from 0 to 5 do" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 22 " if type(k,even) then" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 33 " q := eval( rhs(sol51), p=k );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 6 " else" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 33 " q := eval( rhs(sol52), p=k );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 9 " end if;" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 28 " \+ P[k] = q / eval( q, x=1 );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 7 "end d o;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 " " 0 "" {TEXT -1 82 "The Legendre polynomials form an orthogonal family of functions in the sense that " }}{PARA 256 "" 0 "" {XPPEDIT 18 0 " \+ Int( P[m](x)*P[n](x), x=-1..1 ) = 0" "6#/-%$IntG6$*&-&%\"PG6#%\"mG6#% \"xG\"\"\"-&F*6#%\"nG6#F.F//F.;,$F/!\"\"F/\"\"!" }{TEXT -1 32 " for \+ all nonnegative integers " }{XPPEDIT 18 0 "m <> n" "6#0%\"mG%\"nG" } {TEXT -1 3 " . " }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 47 "Maple provides the Legendre polynomials in the " } {HYPERLNK 17 "orthopoly" 2 "orthopoly" "" }{TEXT -1 10 " package :" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 20 "for k from 0 to 5 do" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 12 " P( \+ k, x );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 7 "end do;" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 16 "unassign( 'k' ):" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 71 "plot( [ P(k,x) $ k=0..6 ], x=-1..1, legend=[ seq( \"P\"||k, k=0..6 ) ] );" }} }{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 161 "The orthogonality of the (first few) Legendre polynomial s is confirmed by the diagonal structure in the matrix of inner produc ts of pairs of Legendre polynomials" }}{PARA 0 "" 0 "" {TEXT -1 0 "" } }}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 55 "matrix( 9, 9, (m,n) -> int ( P(m,x)*P(n,x), x=-1..1 ) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 4 "The " }{HYPERLNK 17 "Lege ndreP" 2 "LegendreP" "" }{TEXT -1 5 " and " }{HYPERLNK 17 "LegendreQ" 2 "LegendreQ" "" }{TEXT -1 110 " commands provide high level access to the Legendre functions of the first and second kind, respectively. Th e " }{HYPERLNK 17 "series" 2 "series" "" }{TEXT -1 88 " command can be used to obtain a series expansion for the appropriate Legendre functi on." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 32 "series( LegendreP(1/2,x), x=0 );" }}}{EXCHG {PARA 0 " > " 0 "" {MPLTEXT 1 0 0 "" }}}}{SECT 0 {PARA 3 "" 0 "31.F" {TEXT -1 22 "31.F Bessel's Equation" }}{EXCHG {PARA 0 "" 0 "" {TEXT -1 27 "Bess el's equation of order " }{XPPEDIT 18 0 "nu" "6#%#nuG" }{TEXT -1 3 " i s" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 82 "ode7 := x^2 * diff( y(x), x$2 ) + x * diff( y(x), x ) + ( x^2 - nu^2 ) * y(x) = 0;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 6 "where " }{XPPEDIT 18 0 "n u" "6#%#nuG" }{TEXT -1 111 " is a nonnegative constant. All points are ordinary points except for the regular singular point at the origin. " }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 27 "regularsp( ode7, x, y(x) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 119 "Thus, a series solution at the origin can be found with the Method of Frobeni us. The indicial equation at the origin is" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 38 "ie2 := indicialeq ( ode7, x, 0, y(x) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" } }}{EXCHG {PARA 0 "" 0 "" {TEXT -1 19 "with indicial roots" }}{PARA 0 " " 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 23 "ir2 \+ := solve( ie2, x );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}} {EXCHG {PARA 0 "" 0 "" {TEXT -1 8 "Because " }{XPPEDIT 18 0 "x[0]=0" " 6#/&%\"xG6#\"\"!F'" }{TEXT -1 100 " is a regular singular point for Be ssel's equation, solutions are sought via the Method of Frobenius" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 53 "formF := y(x) = Sum( c(k) * x^(k+r), k=0..infinity );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 39 "formF3 := eval( formF, [ c=a, r=nu ] );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 40 "formF4 := eval( formF, [ c=b, r=- nu ] );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 122 "To obtain the recurrence relations for t he coefficients in the two solutions, work with truncated versions of \+ the solution" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 66 "tformF3 := eval( y(x) = Sum( a(m) * x^(m+r), m=k -2..k+2 ), r=nu );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 67 "tformF4 := ev al( y(x) = Sum( b(m) * x^(m+r), m=k-2..k+2 ), r=-nu );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 69 "q131 := simplify( combine( value( e val( ode7, tformF3 ) ), power ) );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 69 "q132 := simplify( combine( value( eval( ode7, tformF4 ) ), power ) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 84 "reqn3 := collect( ma p( coeff, q131, eval( x^(k+r), r=nu ) ), [ a(k+i) $ i=-3..3 ] );" }} {PARA 0 "> " 0 "" {MPLTEXT 1 0 85 "reqn4 := collect( map( coeff, q132, eval( x^(k+r), r=-nu ) ), [ b(k+i) $ i=-3..3 ] );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 69 "Whi le these recurrence relations cannot be solved explicitly by Maple" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 21 "rsolve( reqn3, \{a\} );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 21 "rs olve( reqn4, \{b\} );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" } }}{EXCHG {PARA 0 "" 0 "" {TEXT -1 39 "The first few terms are easily c omputed" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 41 "q141 := factor( isolate( reqn3, a(k) ) );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 41 "q142 := factor( isolate( reqn4, b(k) ) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 21 "unassign( 'a', 'b' );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 20 "for k from 2 to 9 do" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 26 " assign( \{ q141, q142\} );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 40 " print( 'a'(k) = a(k), 'b'(k) = b(k) );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 7 "end do;" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 16 "unassign ( 'k' );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 49 "and so the (approximate) solutions to the ODE are" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 44 "q151 := value( subs( infinity=9, formF3 ) );" }} {PARA 0 "> " 0 "" {MPLTEXT 1 0 44 "q152 := value( subs( infinity=9, fo rmF4 ) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 49 "sol71 := sort( collect( q151, [ a(0 ), a(1) ] ) );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 49 "sol72 := sort( co llect( q152, [ b(0), b(1) ] ) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 89 "To confirm th ese computations, compare these solution to the series solution obtain ed by " }{HYPERLNK 17 "dsolve" 2 "dsolve" "" }{TEXT -1 6 " with " } {HYPERLNK 17 "type=series" 2 "dsolve,series" "" }{TEXT -1 2 " :" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 12 "Order := 10:" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 42 "sol7 := dsolv e( ode7, y(x), type=series );" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 11 "Or der := 6:" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 160 "To see the equivalence of these solution s, observe that the sum of the two linearly independent solutions obta ined from the Method of Frobenius agrees with the " }{HYPERLNK 17 "dso lve" 2 "dsolve" "" }{TEXT -1 35 " solution for a specific choice of " }{XPPEDIT 18 0 "a(0)" "6#-%\"aG6#\"\"!" }{TEXT -1 2 ", " }{XPPEDIT 18 0 "a(1)" "6#-%\"aG6#\"\"\"" }{TEXT -1 2 ", " }{XPPEDIT 18 0 "b(0)" "6# -%\"bG6#\"\"!" }{TEXT -1 6 ", and " }{XPPEDIT 18 0 "b(1)" "6#-%\"bG6# \"\"\"" }{TEXT -1 2 " :" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 63 "q16 := rhs(sol71) + rhs(sol72) = co nvert( rhs(sol7), polynom ):" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 48 "sol ve( identity(q16,x), \{a(0),a(1),b(0),b(1)\} );" }}}{EXCHG {PARA 0 "> \+ " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 59 "Note t hat these series solutions are not well defined when " }{XPPEDIT 18 0 "2*nu" "6#*&\"\"#\"\"\"%#nuGF%" }{TEXT -1 21 " is an integer. When " } {XPPEDIT 18 0 "2*nu" "6#*&\"\"#\"\"\"%#nuGF%" }{TEXT -1 89 " is not an integer, a fundamental set of solutions to Bessel's equation of order nu is \{ " }{XPPEDIT 18 0 "J[nu](x)" "6#-&%\"JG6#%#nuG6#%\"xG" } {TEXT -1 2 ", " }{XPPEDIT 18 0 "J[-nu](x)" "6#-&%\"JG6#,$%#nuG!\"\"6#% \"xG" }{TEXT -1 2 " \}" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 58 "Define the Bessel's function (of the firs t kind) of order " }{XPPEDIT 18 0 "nu" "6#%#nuG" }{TEXT -1 5 " and " } {XPPEDIT 18 0 "-nu" "6#,$%#nuG!\"\"" }{TEXT -1 2 " (" }{XPPEDIT 18 0 " nu" "6#%#nuG" }{TEXT -1 19 " nonnegative) to be" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 50 "J[nu](x) = \+ eval( rhs(sol71), [ a(0)=1, a(1)=0 ] );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 51 "J[-nu](x) = eval( rhs(sol72), [ b(0)=1, b(1)=0 ] );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 " " {TEXT -1 35 "While it is tempting to state that " }{XPPEDIT 18 0 "\{ J[nu](x), J[-nu](x) \}" "6#<$-&%\"JG6#%#nuG6#%\"xG-&F&6#,$F(!\"\"6#F* " }{TEXT -1 65 " is a fundamental set of solutions to Bessel's equatio n of order " }{XPPEDIT 18 0 "nu" "6#%#nuG" }{TEXT -1 12 ", note that \+ " }{XPPEDIT 18 0 "J[-0](x) = J[0](x)" "6#/-&%\"JG6#,$\"\"!!\"\"6#%\"xG -&F&6#F)6#F," }{TEXT -1 10 " and that " }{XPPEDIT 18 0 "J[-nu]" "6#&% \"JG6#,$%#nuG!\"\"" }{TEXT -1 26 " is not well-defined when " } {XPPEDIT 18 0 "2*nu" "6#*&\"\"#\"\"\"%#nuGF%" }{TEXT -1 33 " is an eve n positive integer. If " }{XPPEDIT 18 0 "nu" "6#%#nuG" }{TEXT -1 33 " \+ is not a positive integer, then " }{XPPEDIT 18 0 "\{J[nu](x), J[-nu](x ) \}" "6#<$-&%\"JG6#%#nuG6#%\"xG-&F&6#,$F(!\"\"6#F*" }{TEXT -1 65 " is a fundamental set of solutions to Bessel's equation of order " } {XPPEDIT 18 0 "nu" "6#%#nuG" }{TEXT -1 5 ". If " }{XPPEDIT 18 0 "nu" " 6#%#nuG" }{TEXT -1 58 " is a positive integer, a fundamental set of so lutions is " }{XPPEDIT 18 0 "\{ J[nu](x), Y[nu](x) \}" "6#<$-&%\"JG6#% #nuG6#%\"xG-&%\"YG6#F(6#F*" }{TEXT -1 7 " where " }{XPPEDIT 18 0 "Y[nu ](x)" "6#-&%\"YG6#%#nuG6#%\"xG" }{TEXT -1 50 ", the Bessel function of the second kind of order " }{XPPEDIT 18 0 "nu" "6#%#nuG" }{TEXT -1 35 ", is defined for noninteger orders " }{XPPEDIT 18 0 "nu" "6#%#nuG " }{TEXT -1 66 " to be a linear combination of the linearly independen t functions " }{XPPEDIT 18 0 "J[nu](x)" "6#-&%\"JG6#%#nuG6#%\"xG" } {TEXT -1 5 " and " }{XPPEDIT 18 0 "J[-nu](x)" "6#-&%\"JG6#,$%#nuG!\"\" 6#%\"xG" }{TEXT -1 2 " :" }}{PARA 256 "" 0 "" {TEXT -1 1 " " } {XPPEDIT 18 0 "Y[nu](x) = ( cos( nu*Pi ) * J[nu](x) - J[-nu](x) ) / si n( nu*Pi )" "6#/-&%\"YG6#%#nuG6#%\"xG*&,&*&-%$cosG6#*&F(\"\"\"%#PiGF2F 2-&%\"JG6#F(6#F*F2F2-&F66#,$F(!\"\"6#F*F=F2-%$sinG6#*&F(F2F3F2F=" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 25 "and, for \+ integer orders (" }{XPPEDIT 18 0 "nu=m" "6#/%#nuG%\"mG" }{TEXT -1 3 ") :" }}{PARA 256 "" 0 "" {TEXT -1 1 " " }{XPPEDIT 18 0 "Y[m](x) = Limit ( Y[nu](x), nu=m )" "6#/-&%\"YG6#%\"mG6#%\"xG-%&LimitG6$-&F&6#%#nuG6#F */F1F(" }{TEXT -1 2 " ." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 71 "Thus, the general solution to Bessel's equation of ( nonnegative) order " }{XPPEDIT 18 0 "nu" "6#%#nuG" }{TEXT -1 18 " can \+ be written as" }}{PARA 256 "" 0 "" {TEXT -1 1 " " }{XPPEDIT 18 0 "y(x) = c[1] * J[nu](x) + c[2] * Y[nu](x)" "6#/-%\"yG6#%\"xG,&*&&%\"cG6#\" \"\"F--&%\"JG6#%#nuG6#F'F-F-*&&F+6#\"\"#F--&%\"YG6#F26#F'F-F-" }{TEXT -1 2 " ." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 92 "Direct access to the Bessel functions of the first and second kind is provided with Maple's " }{HYPERLNK 17 "BesselJ" 2 "BesselJ" "" } {TEXT -1 5 " and " }{HYPERLNK 17 "BesselY" 2 "BesselY" "" }{TEXT -1 10 " commands." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 54 "Two important properties of Bessel functions are that " } {XPPEDIT 18 0 "limit( J[nu](x), x=0, right ) = 0" "6#/-%&limitG6%-&%\" JG6#%#nuG6#%\"xG/F-\"\"!%&rightGF/" }{TEXT -1 6 " and " }{XPPEDIT 18 0 "limit( Y[nu](x), x=0, right ) = -infinity" "6#/-%&limitG6%-&%\"YG6# %#nuG6#%\"xG/F-\"\"!%&rightG,$%)infinityG!\"\"" }{TEXT -1 57 ". This p roperty is essentially a result of the fact that " }{XPPEDIT 18 0 "J[n u](x)" "6#-&%\"JG6#%#nuG6#%\"xG" }{TEXT -1 36 " is obtained from the i ndicial root " }{XPPEDIT 18 0 "r=nu" "6#/%\"rG%#nuG" }{TEXT -1 9 " > 0 and " }{XPPEDIT 18 0 "Y[nu](x)" "6#-&%\"YG6#%#nuG6#%\"xG" }{TEXT -1 24 " from the indicial root " }{XPPEDIT 18 0 "r=-nu" "6#/%\"rG,$%#nuG! \"\"" }{TEXT -1 63 " < 0. These properties can be observed in the foll owing plots :" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 55 "plot( [ BesselJ(1,x), BesselY(1,x) ], x=0..10, y =-2..1," }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 34 " legend=[ \"J[1]\", \"Y[1]\" ] );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 59 "plot( [ B esselJ(7/3,x), BesselY(7/3,x) ], x=0..10, y=-2..1," }}{PARA 0 "> " 0 " " {MPLTEXT 1 0 38 " legend=[ \"J[7/3]\", \"Y[7/3]\" ] );" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 122 "As a final comment, the Bessel functions of half integer orders can be expressed in unexpectedly simple forms. For example" }} }{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 " " {MPLTEXT 1 0 26 "for k from -5 to 5 by 2 do" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 32 " J[k/2](x) = BesselJ( k/2, x );" }}{PARA 0 "> " 0 " " {MPLTEXT 1 0 7 "end do;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 9 "[Back to " }{HYPERLNK 17 "OD E Powertool Table of Contents" 1 "unit00.mws" "" }{TEXT -1 1 "]" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}}{MARK "0 0 0" 0 } {VIEWOPTS 1 1 0 1 1 1803 1 1 1 1 }{PAGENUMBERS 0 1 2 33 1 1 }