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Mathematical Methods for Physicists: A concise introduction - Site Map

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ORDINARY DIFFERENTIAL EQUATIONS<br />

Ordinary and singular points of a di€erential equation<br />

We shall concentrate on the linear second-order di€erential equation of the <strong>for</strong>m<br />

d 2 y dy<br />

‡ P…x†<br />

dx2 dx ‡ Q…x†y ˆ 0<br />

…2:24†<br />

which plays a very important part in physical problems, and introduce certain<br />

de®nitions and state (without proofs) some important results applicable to equations<br />

of this type. With some small modi®cations, these are applicable to linear<br />

equation of any order. If both the functions P and Q can be expanded in Taylor<br />

series in the neighborhood of x ˆ , then Eq. (2.24) is said to possess an ordinary<br />

point at x ˆ . But when either of the functions P or Q does not possess a Taylor<br />

series in the neighborhood of x ˆ , Eq. (2.24) is said to have a singular point at<br />

x ˆ . If<br />

P ˆ …x†=…x † and Q ˆ …x†=…x † 2<br />

and …x† and …x† can be expanded in Taylor series near x ˆ . In such cases,<br />

x ˆ is a singular point but the singularity is said to be regular.<br />

Frobenius and Fuchs showed that:<br />

Frobenius and Fuchs theorem<br />

(1) If P…x† and Q…x† are regular at x ˆ , then the di€erential equation (2.24)<br />

possesses two distinct solutions of the <strong>for</strong>m<br />

y ˆ X1<br />

ˆ0<br />

a …x † …a 0 6ˆ 0†: …2:25†<br />

(2) If P…x† and Q…x† are singular at x ˆ , but …x †P…x† and …x † 2 Q…x†<br />

are regular at x ˆ , then there is at least one solution of the di€erential<br />

equation (2.24) of the <strong>for</strong>m<br />

y ˆ X1<br />

ˆ0<br />

a …x † ‡ …a 0 6ˆ 0†; …2:26†<br />

where is some constant, which is valid <strong>for</strong> jx j

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