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book   Mobk070    March 22, 2007  11:7








                                        SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS          55
                   4.1.6  Logarithms and Second Solutions
                   Example 4.7. Reconsider Example 4.4 and assume a solution in the form of (4.54). Recall
                   that in Example 4.4 the differential equation was

                                                x u − xu + (1 + x)u = 0                         (4.56)

                                                 2
                   and the indicial equation yielded a double root at r = 1.
                        A single Frobenius series was

                                                             x 3  x 4
                                                         2
                                               u 1 = x − x +   −     + ···
                                                             4    36
                   Now differentiate Eq. (4.54).

                                                     ∞
                                              1
                                                                  n+r−1
                                 u = u ln x +   u 1 +   (n + r)b n x
                                  2
                                       1
                                              x
                                                     n=1
                                                             ∞
                                              2      1
                                                                                   n+r−2
                                u = u ln x +    u −    u 1 +   (n + r − 1)(n + r)b n x          (4.57)
                                  2    1         1    2
                                              x      x
                                                            n=1
                   Inserting this into the differential equation gives
                                 ln(x)[x u − xu + (1 + x)u 1 ] + 2(xu − u 1 )
                                       2


                                         1
                                                                   1
                                               1
                                      ∞
                                                             n+r            n+r      n+r
                                   +     [b n (n + r − 1)(n + r)x  − b n (n + r)x  + b n x  ]
                                      n=1
                                      ∞
                                            n+r+1
                                   +     b n x    = 0                                           (4.58)
                                      n=1
                   The first term on the left-hand side of (4.52) is clearly zero because the term in brackets is the
                   original equation. Noting that r = 1 in this case and substituting from the Frobenius series for
                   u 1 ,wefind (c 0 can be set equal to unity without losing generality)
                                x 3  x 4         ∞                                 ∞
                            2                                                n+1           n+1
                      2 −x +      −     + ··· +     [n(n + 1) − (n + 1) + 1]b n x  +  b n−1 x  = 0
                                3    12
                                                n=1                                n=2
                                                                                                (4.59)
                   or
                                              x 4               ∞
                                     2    3                2        2         
  n+1
                                 −2x + x −       + ··· + b 1 x +   n b n + b n−1 x  = 0         (4.60)
                                              6
                                                               n=2
                   Equating coefficients of x raised to powers we find that b 1 = 2
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