Series Solutions to Linear Differential Equations

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\def\Rp{R^\prime} \def\Sp{S^\prime} \def\Tp{T^\prime} \def\Up{U^\prime} \def\Vp{V^\prime} \def\Wp{W^\prime} \def\Xp{X^\prime} \def\Yp{Y^\prime} \def\Zp{Z^\prime} \def\ap{a^\prime} \def\bp{b^\prime} \def\cp{c^\prime} \def\dprime{d^\prime} \def\ep{e^\prime} \def\fp{f^\prime} \def\gp{g^\prime} \def\hp{h^\prime} \def\ip{i^\prime} \def\jp{j^\prime} \def\kp{k^\prime} \def\lp{l^\prime} \def\mp{m^\prime} \def\np{n^\prime} \def\op{o^\prime} \def\pp{p^\prime} \def\qp{q^\prime} \def\rp{r^\prime} \def\sp{s^\prime} \def\tp{t^\prime} \def\up{u^\prime} \def\vp{v^\prime} \def\wp{w^\prime} \def\xp{x^\prime} \def\yp{y^\prime} \def\zp{z^\prime} \def\App{A^{\prime\prime}} \def\Bpp{B^{\prime\prime}} \def\Cpp{C^{\prime\prime}} \def\Dpp{D^{\prime\prime}} \def\Epp{E^{\prime\prime}} \def\Fpp{F^{\prime\prime}} \def\Gpp{G^{\prime\prime}} \def\Hpp{H^{\prime\prime}} \def\Ipp{I^{\prime\prime}} \def\Jpp{J^{\prime\prime}} \def\Kpp{K^{\prime\prime}} \def\Lpp{L^{\prime\prime}} \def\Mpp{M^{\prime\prime}} \def\Mpp{N^{\prime\prime}} \def\Opp{O^{\prime\prime}} \def\Ppp{P^{\prime\prime}} \def\Qpp{Q^{\prime\prime}} \def\Rpp{R^{\prime\prime}} \def\Spp{S^{\prime\prime}} \def\Tpp{T^{\prime\prime}} \def\Upp{U^{\prime\prime}} \def\Vpp{V^{\prime\prime}} \def\Wpp{W^{\prime\prime}} \def\Xpp{X^{\prime\prime}} \def\Ypp{Y^{\prime\prime}} \def\Zpp{Z^{\prime\prime}} \def\app{a^{\prime\prime}} \def\bpp{b^{\prime\prime}} \def\cpp{c^{\prime\prime}} \def\dpp{d^{\prime\prime}} \def\epp{e^{\prime\prime}} \def\fpp{f^{\prime\prime}} \def\gpp{g^{\prime\prime}} \def\hpp{h^{\prime\prime}} \def\ipp{i^{\prime\prime}} \def\jpp{j^{\prime\prime}} \def\kpp{k^{\prime\prime}} \def\lpp{l^{\prime\prime}} \def\mpp{m^{\prime\prime}} \def\npp{n^{\prime\prime}} \def\opp{o^{\prime\prime}} \def\ppp{p^{\prime\prime}} \def\qpp{q^{\prime\prime}} \def\rpp{r^{\prime\prime}} \def\spp{s^{\prime\prime}} \def\tpp{t^{\prime\prime}} \def\upp{u^{\prime\prime}} \def\vpp{v^{\prime\prime}} \def\wpp{w^{\prime\prime}} \def\xpp{x^{\prime\prime}} \def\ypp{y^{\prime\prime}} \def\zpp{z^{\prime\prime}} \def\abar{\overline{a}} \def\bbar{\overline{b}} \def\cbar{\overline{c}} \def\dbar{\overline{d}} \def\ebar{\overline{e}} \def\fbar{\overline{f}} \def\gbar{\overline{g}} \def\ibar{\overline{i}} \def\jbar{\overline{j}} \def\kbar{\overline{k}} \def\lbar{\overline{l}} \def\mbar{\overline{m}} \def\nbar{\overline{n}} \def\obar{\overline{o}} \def\pbar{\overline{p}} \def\qbar{\overline{q}} \def\rbar{\overline{r}} \def\sbar{\overline{s}} \def\tbar{\overline{t}} \def\ubar{\overline{u}} \def\vbar{\overline{v}} \def\wbar{\overline{w}} \def\xbar{\overline{x}} \def\ybar{\overline{y}} \def\zbar{\overline{z}} \def\Abar{\overline{A}} \def\Bbar{\overline{B}} \def\Cbar{\overline{C}} \def\Dbar{\overline{D}} \def\Ebar{\overline{E}} \def\Fbar{\overline{F}} \def\Gbar{\overline{G}} \def\Hbar{\overline{H}} \def\Ibar{\overline{I}} \def\Jbar{\overline{J}} \def\Kbar{\overline{K}} \def\Lbar{\overline{L}} \def\Mbar{\overline{M}} \def\Nbar{\overline{N}} \def\Obar{\overline{O}} \def\Pbar{\overline{P}} \def\Qbar{\overline{Q}} \def\Rbar{\overline{R}} \def\Sbar{\overline{S}} \def\Tbar{\overline{T}} \def\Ubar{\overline{U}} \def\Vbar{\overline{V}} \def\Wbar{\overline{W}} \def\Xbar{\overline{X}} \def\Ybar{\overline{Y}} \def\Zbar{\overline{Z}} \def\aunder{\underline{a}} \def\bunder{\underline{b}} \def\cunder{\underline{c}} \def\dunder{\underline{d}} \def\eunder{\underline{e}} \def\funder{\underline{f}} \def\gunder{\underline{g}} \def\hunder{\underline{h}} \def\iunder{\underline{i}} \def\junder{\underline{j}} \def\kunder{\underline{k}} \def\lunder{\underline{l}} \def\munder{\underline{m}} \def\nunder{\underline{n}} \def\ounder{\underline{o}} \def\punder{\underline{p}} \def\qunder{\underline{q}} \def\runder{\underline{r}} \def\sunder{\underline{s}} \def\tunder{\underline{t}} \def\uunder{\underline{u}} \def\vunder{\underline{v}} \def\wunder{\underline{w}} \def\xunder{\underline{x}} \def\yunder{\underline{y}} \def\zunder{\underline{z}} \def\Aunder{\underline{A}} \def\atilde{\widetilde{a}} \def\btilde{\widetilde{b}} \def\ctilde{\widetilde{c}} \def\dtilde{\widetilde{d}} \def\etilde{\widetilde{e}} \def\ftilde{\widetilde{f}} \def\gtilde{\widetilde{g}} \def\htilde{\widetilde{h}} \def\itilde{\widetilde{i}} \def\jtilde{\widetilde{j}} \def\ktilde{\widetilde{k}} \def\ltilde{\widetilde{l}} \def\mtilde{\widetilde{m}} \def\ntilde{\widetilde{n}} \def\otilde{\widetilde{o}} \def\ptilde{\widetilde{p}} \def\qtilde{\widetilde{q}} \def\rtilde{\widetilde{r}} \def\stilde{\widetilde{s}} \def\ttilde{\widetilde{t}} \def\utilde{\widetilde{u}} \def\vtilde{\widetilde{v}} \def\wtilde{\widetilde{w}} \def\xtilde{\widetilde{x}} \def\ytilde{\widetilde{y}} \def\ztilde{\widetilde{z}} \def\Atilde{\widetilde{A}} \def\Btilde{\widetilde{B}} \def\Ctilde{\widetilde{C}} \def\Dtilde{\widetilde{D}} \def\Etilde{\widetilde{E}} \def\Ftilde{\widetilde{F}} \def\Gtilde{\widetilde{G}} \def\Htilde{\widetilde{H}} \def\Itilde{\widetilde{I}} \def\Jtilde{\widetilde{J}} \def\Ktilde{\widetilde{K}} \def\Ltilde{\widetilde{L}} \def\Mtilde{\widetilde{M}} \def\Ntilde{\widetilde{N}} \def\Otilde{\widetilde{O}} \def\Ptilde{\widetilde{P}} \def\Qtilde{\widetilde{Q}} \def\Rtilde{\widetilde{R}} \def\Stilde{\widetilde{S}} \def\Ttilde{\widetilde{T}} \def\Utilde{\widetilde{U}} \def\Vtilde{\widetilde{V}} \def\Wtilde{\widetilde{W}} \def\Xtilde{\widetilde{X}} \def\Ytilde{\widetilde{Y}} \def\Ztilde{\widetilde{Z}} \def\Alphatilde{\widetilde{\Alpha}} \def\Betatilde{\widetilde{\Beta}} \def\Gammatilde{\widetilde{\Gamma}} \def\Deltatilde{\widetilde{\Delta}} \def\Epsilontilde{\widetilde{\Epsilon}} \def\Zetatilde{\widetilde{\Zeta}} \def\Etatilde{\widetilde{\Eta}} \def\Thetatilde{\widetilde{\Theta}} \def\Iotatilde{\widetilde{\Iota}} \def\Kappatilde{\widetilde{\Kappa}} \def\Lambdatilde{\widetilde{\Lamdba}} \def\Mutilde{\widetilde{\Mu}} \def\Nutilde{\widetilde{\Nu}} \def\Xitilde{\widetilde{\Xi}} \def\Omicrontilde{\widetilde{\Omicron}} \def\Pitilde{\widetilde{\Pi}} \def\Rhotilde{\widetilde{\Rho}} \def\Sigmatilde{\widetilde{\Sigma}} \def\Tautilde{\widetilde{\Tau}} \def\Upsilontilde{\widetilde{\Upsilon}} \def\Phitilde{\widetilde{\Phi}} \def\Chitilde{\widetilde{\Chi}} \def\Psitilde{\widetilde{\Psi}} \def\Omegatilde{\widetilde{\Omega}} \def\alphatilde{\widetilde{\alpha}} \def\betatilde{\widetilde{\beta}} \def\gammatilde{\widetilde{\gamma}} \def\deltatilde{\widetilde{\delta}} \def\epsilontilde{\widetilde{\epsilon}} \def\zetatilde{\widetilde{\zeta}} \def\etatilde{\widetilde{\eta}} \def\thetatilde{\widetilde{\theta}} \def\iotatilde{\widetilde{\iota}} \def\kappatilde{\widetilde{\kappa}} \def\lambdatilde{\widetilde{\lamdba}} \def\mutilde{\widetilde{\mu}} \def\nutilde{\widetilde{\nu}} \def\xitilde{\widetilde{\xi}} \def\omicrontilde{\widetilde{\omicron}} \def\pitilde{\widetilde{\pi}} \def\rhotilde{\widetilde{\rho}} \def\sigmatilde{\widetilde{\sigma}} \def\tautilde{\widetilde{\tau}} \def\upsilontilde{\widetilde{\upsilon}} \def\phitilde{\widetilde{\phi}} \def\chitilde{\widetilde{\chi}} \def\psitilde{\widetilde{\psi}} \def\omegatilde{\widetilde{\omega}} \def\Alphabar{\bar{\Alpha}} \def\Betabar{\bar{\Beta}} \def\Gammabar{\bar{\Gamma}} \def\Deltabar{\bar{\Delta}} \def\Epsilonbar{\bar{\Epsilon}} \def\Zetabar{\bar{\Zeta}} \def\Etabar{\bar{\Eta}} \def\Thetabar{\bar{\Theta}} \def\Iotabar{\bar{\Iota}} \def\Kappabar{\bar{\Kappa}} \def\Lambdabar{\bar{\Lamdba}} \def\Mubar{\bar{\Mu}} \def\Nubar{\bar{\Nu}} \def\Xibar{\bar{\Xi}} \def\Omicronbar{\bar{\Omicron}} \def\Pibar{\bar{\Pi}} \def\Rhobar{\bar{\Rho}} \def\Sigmabar{\bar{\Sigma}} \def\Taubar{\bar{\Tau}} \def\Upsilonbar{\bar{\Upsilon}} \def\Phibar{\bar{\Phi}} \def\Chibar{\bar{\Chi}} \def\Psibar{\bar{\Psi}} \def\Omegabar{\bar{\Omega}} \def\alphabar{\bar{\alpha}} \def\betabar{\bar{\beta}} \def\gammabar{\bar{\gamma}} \def\deltabar{\bar{\delta}} \def\epsilonbar{\bar{\epsilon}} \def\zetabar{\bar{\zeta}} \def\etabar{\bar{\eta}} \def\thetabar{\bar{\theta}} \def\iotabar{\bar{\iota}} 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Section 4.1 Series Solutions to Linear Differential Equations

There is a common approach to solving that has already been helpful for second order equations: I assume the solution has a certain form (exponential for constant coefficient linear equations), put that form into the differential equation, and solve for the parameters of the chosen form. This chapter takes the same approach, using Taylor series as the certain form. See Section 1.3 for a review of Taylor series.

I will assume that the solution to a differential equation, a function \(f\text{,}\) can be written as a series centered at some \(\alpha\) (usually \(\alpha = 0)\text{.}\)

\begin{equation*} f = \sum_{n=0}^\infty c_n (t-\alpha)^n \end{equation*}

The series is entirely determined by the coefficients \(c_n\text{.}\) Therefore, I use the differential equation to find information about the coefficients \(c_n\text{.}\) In that way, I can build a Taylor series, and hence a function, which solves the differential equation.

There is one major caution for this approach. While many functions are analytic, is it a relativley restrictive condition. The method of this chapter only finds analytic solutions; it may miss many non-ananlytic functions which also solve the differential equation. This is the risk in any method which imposes a form, since the solution may not have the desired form.