If
is an ordinary point of the ordinary
differential equation, expand
in a Taylor series about
. Commonly, the expansion point can
be taken as
,
resulting in the Maclaurin series
(1)
|
Plug
back into the ODE and group the coefficients by power. Now, obtain a recurrence
relation for the
th
term, and write the series expansion in terms
of the
s.
Expansions for the first few derivatives are
(2)
| |||
(3)
| |||
(4)
| |||
(5)
| |||
(6)
|
If
is a regular singular point of the ordinary
differential equation,
(7)
|
solutions may be found by the Frobenius method or by expansion in a Laurent series. In the Frobenius method, assume a solution of the form
(8)
|
so that
(9)
| |||
(10)
| |||
(11)
| |||
(12)
|
Now, plug
back into the ODE and group the coefficients by power to obtain a recursion formula
for the
th
term, and then write the series expansion in
terms of the
s.
Equating the
term to 0 will produce the so-called indicial equation,
which will give the allowed values of
in the series expansion.
As an example, consider the Bessel differential equation
(13)
|
Plugging (◇) into (◇) yields
(14)
|
The indicial equation, obtained by setting , is then
(15)
|
Since
is defined as the first nonzero term,
, so
. For illustration purposes, ignore
and consider only the case
(avoiding the special case
), then equation (14) requires that
(16)
|
(so )
and
(17)
|
for ,
3, ..., so
(18)
|
for .
Plugging back in to (◇), rearranging, and simplifying then gives the series
solution that defined the Bessel function
of the first kind
,
which is the nonsingular solution to (◇). (Considering the case
proceeds analogously and results in the solution
.)
Fuchs's theorem guarantees that at least one power series solution will be obtained when applying
the Frobenius method if the expansion point is an ordinary, or regular, singular
point. For a regular singular point, a Laurent
series expansion can also be used. Expand in a Laurent series, letting
(19)
|
Plug
back into the ODE and group the coefficients by power. Now, obtain a recurrence formula
for the
th
term, and write the Taylor series in terms of the
s.