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Mathematical Methods for Physicists: A concise introduction - Site Map

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ORDINARY DIFFERENTIAL EQUATIONS<br />

The term in x ‡ is obtained by writing y ˆ a ‡1 x ‡‡1 in ®rst bracket and<br />

y ˆ a x ‡ in the second. Equating to zero the coecient of the term obtained in<br />

this way we have<br />

giving, with replaced by n,<br />

f4… ‡ ‡ 1†… ‡ †‡2… ‡ ‡ 1†ga ‡1 ‡ a ˆ 0;<br />

1<br />

a n‡1 ˆ<br />

2… ‡ n ‡ 1†…2 ‡ 2n ‡ 1† a n:<br />

This relation is true <strong>for</strong> n ˆ 1; 2; 3; ... and is called the recurrence relation <strong>for</strong> the<br />

coecients. Using the ®rst root ˆ 0 of the indicial equation, the recurrence<br />

relation gives<br />

and hence<br />

a n‡1 ˆ<br />

1<br />

2…n ‡ 1†…2n ‡ 1† a n<br />

a 1 ˆ a 0<br />

2 ; a 2 ˆ a 1<br />

12 ˆ a0<br />

4! ; a 3 ˆ a 2<br />

30 ˆa 0<br />

6! ; ...:<br />

Thus one solution of the di€erential equation is the series<br />

!<br />

a 0 1 x 2! ‡ x2<br />

4! x3<br />

6! ‡ :<br />

With the second root ˆ 1=2, the recurrence relation becomes<br />

1<br />

a n‡1 ˆ<br />

…2n ‡ 3†…2n ‡ 2† a n:<br />

Replacing a 0 (which is arbitrary) by b 0 , this gives<br />

a 1 ˆ b 0<br />

3 2 ˆb 0<br />

3! ; a 2 ˆ a 1<br />

5 4 ˆ b0<br />

5! ; a 3 ˆ a 2<br />

7 6 ˆb 0<br />

7! ; ...:<br />

and a second solution is<br />

b 0 x 1=2<br />

1 x 3! ‡ x2<br />

5! x3<br />

7! ‡ !<br />

:<br />

The general solution of the equation is a linear combination of these two solutions.<br />

Many physical problems require solutions which are valid <strong>for</strong> large values of<br />

the independent variable x. By using the trans<strong>for</strong>mation x ˆ 1=t, the di€erential<br />

equation can be trans<strong>for</strong>med into a linear equation in the new variable t and the<br />

solutions required will be those valid <strong>for</strong> small t.<br />

In Example 2.14 the indicial equation has two distinct roots. But there are two<br />

other possibilities: (a) the indicial equation has a double root; (b) the roots of the<br />

88

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