The second solution for $xy”+y=0$.

calculusfrobenius-methodordinary differential equationspower series

Solve $xy''+y=0$.

After obtaining the first solution $y_1(x)$ using the Frobenius series

$$y_1(x) = a_0\sum_{n=0}^\infty{\frac{(-1)^n}{n!(n+1)!}x^{n+1}}$$

I need to find the second solution which will be of the form
$$y_1(x)\ln(x)+C(x), \qquad C(x) = \sum_{n=0}^\infty{c_nx^n}$$

but I'm having problems with all the indices. Thanks in advance.

Best Answer

Let $y(x)=\sum_{n=0}^\infty c_nx^{n+r}$ be a solution. Then $$y''(x)=\sum_{n=0}^\infty (n+r)(n+r-1)c_nx^{n+r-2}.$$ Therefore $$xy''(x)=\sum_{n=0}^\infty(n+r)(n+r-1)c_nx^{n+r-1}.$$ Hence $$xy''(x)+y(x)=r(r-1)c_0x^{r-1}+\sum_{n=0}^\infty (n+r)(n+r+1)c_{n+1}x^{n+r}+\sum_{n=0}^\infty c_nx^{n+r}.$$ This requires $r(r-1)=0$ and $$(n+r)(n+r+1)c_{n+1}=-c_n\tag{1}$$ for all $n\ge 0$.

The roots $r=0$ and $r=1$ of $r(r-1)=0$ differ by an integer. Therefore, there exist two linearly independent solutions $$y_1(x)=\sum_{n=0}^\infty c_n x^{n+1}$$ and $$y_2(x)=ky_1(x)\ln x+\sum_{n=0}^\infty b_n x^{n+0}.$$ If $c_0=1$, then from $(1)$ with $r=1$, we conclude that $$c_n=\frac{(-1)^n}{n!(n+1)!}$$ for all $n\ge 0$. That is, $$y_1(x)=\sum_{n=0}^\infty\frac{(-1)^n}{n!(n+1)!}x^{n+1}.$$

We now want to find $y_2(x)$. Up to rescaling, we may assume $k=1$. Note that $$y_2'(x)=\frac{y_1(x)}{x}+y'_1(x)\ln x+\sum_{n=0}^\infty nb_nx^{n-1}$$ and $$y_2''(x)=-\frac{y_1(x)}{x^2}+\frac{2y'_1(x)}{x}+y_1''(x)\ln x+\sum_{n=0}^\infty n(n-1)b_nx^{n-2}.$$ Hence $$0=xy_2''(x)+y_2(x)=-\frac{y_1(x)}{x}+2y'_1(x)+xy_1''(x)\ln x+\sum_{n=0}^\infty n(n-1) b_nx^{n-1}+y_1(x)\ln x+\sum_{n=0}^\infty b_n x^n.$$ But $xy_1''(x)+y_1(x)=0$, so $$0=xy_2''(x)+y_2(x)=-\frac{y_1(x)}{x}+2y_1'(x)+\sum_{n=0}^\infty \big((n+1)nb_{n+1}+b_n\big)x^n.$$ Note that $$\frac{y_1(x)}{x}=\sum_{n=0}^\infty\frac{(-1)^n}{n!(n+1)!}x^n$$ and $$y_1'(x)=\sum_{n=0}^\infty\frac{(-1)^n}{n!n!}x^n.$$ Therefore we have $$\sum_{n=0}^\infty\left((n+1)nb_{n+1}+b_n-\frac{(-1)^n}{n!(n+1)!}+\frac{2(-1)^n}{n!n!}\right)x^n=0.$$ Thus $$(n+1)nb_{n+1}+b_n=\frac{(-1)^{n+1}(2n+1)}{n!(n+1)!}$$ for all $n=0,1,2,\ldots$. This shows that $b_0=-1$.

For $n\ge 2$, $$b_{n}=\frac{(-1)^{n}(2n-1)}{(n-1)n!n!}-\frac{b_{n-1}}{n(n-1)}.$$ Let $B_n=(-1)^nn!(n-1)!b_n$, so $B_n=\frac{2n-1}{n(n-1)}+B_{n-1}$. Thus $$B_n-B_{n-1}=\frac{1}{n-1}+\frac{1}{n}$$ for $n\ge 2$. Hence $$B_n-B_1=\left(1+\frac12\right)+\left(\frac12+\frac13\right)+\ldots+\left(\frac1{n-1}+\frac1n\right).$$ Wlog, we can set $B_1=1$ (otherwise we add an appropriate multiple of $y_1(x)$ to $y_2(x)$). Therefore, $$B_n=2H_n-\frac1n,$$ where $H_n=\sum_{j=1}^n\frac1j$ is the $n$th Harmonic number (with $H_0=0$). This shows that $$b_n=\frac{(-1)^n}{n!n!}\left(2nH_n-1\right).$$ Observe that this formula works for $n=0$ as well. That is $$y_2(x)=\sum_{n=0}^\infty \frac{(-1)^n}{n!(n+1)!}x^{n+1}\ln x+\sum_{n=0}^\infty \frac{(-1)^n}{n!n!}\left(2nH_n-1\right)x^n.$$ All solutions $y(x)$ to $xy''(x)+y(x)=0$ are linear combinations of $y_1(x)$ and $y_2(x)$.

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