Singular Points

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    Regular Singular PointsMATH 365 Ordinary Differential Equations

    J. Robert Buchanan

    Department of Mathematics

    Spring 2010

    J. Robert Buchanan Regular Singular Points

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    Singular Points

    Consider the generic second order linear homogeneous ODE:

    P(t)y + Q(t)y + R(t)y = 0.

    If we assume that P, Q, and R are polynomials and have no

    factors in common then the singular points of the ODE are the

    values of t for which P(t) = 0.

    J. Robert Buchanan Regular Singular Points

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    Examples

    Example

    Find all the singular points of the following ODEs.

    1 t2(1 t2)y

    +2

    ty

    + 4y = 0

    2 t(1 t2)3y + (1 t2)2y + 2(1 + t)y = 0

    3 t2y + 2(et 1)y + (et cos t)y = 0

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    Behavior of Solutions Near Singular Points

    Even if t0 is a singular point, we may want to study the solution

    to the ODE near t0.

    Of particular importance is the behavior of a solutions y1(t) andy2(t) as t t0.

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    Behavior of Solutions Near Singular Points

    Even if t0 is a singular point, we may want to study the solution

    to the ODE near t0.

    Of particular importance is the behavior of a solutions y1(t) andy2(t) as t t0.

    limtt0

    |y1(t)|

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    Examples

    Example

    1 t2y 3ty + 4y = 0; y1(t) = t2, y2(t) = t

    2 ln |t|

    2

    t

    2

    y

    + 3ty

    + 5y = 0; y1(t) = t1

    cos(2 ln |t|),y2(t) = t1 sin(2 ln |t|)

    3 t2y + 4ty + 2y = 0; y1(t) = t1, y2(t) = t

    2

    4 t(t 3)y + (t + 1)y 2y = 0

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    S

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    Strategy

    To extend the power series solution technique to singular points

    we must place some restrictions on the ODE

    P(t)y + Q(t)y + R(t)y = 0.

    If t0 is a singular point, it may only be a weak singularity.

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    Regular Singular Points

    DefinitionGiven the ODE

    P(t)y + Q(t)y + R(t)y = 0.

    for which t0 is a singular point, we say t0 is a regular singularpoint if both functions

    (t t0)Q(t)

    P(t)and (t t0)

    2 R(t)

    P(t)

    are analytic (in other words have convergent Taylor series

    centered at t0).

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    Remarks

    when P, Q, and R are polynomials this means the

    following limits are both finite.

    limtt0

    (t t0)Q(t)

    P(t)= p0 and lim

    tt0(t t0)

    2 R(t)

    P(t)= q0

    when P, Q, and R are polynomials this means that for tnear t0

    Q(t)

    P(t)

    1

    t t0and

    R(t)

    P(t)

    1

    (t t0)2.

    any singular point which is not regular is called an

    irregular singular point.

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    E l

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    Examples

    Example

    Determine the regular and irregular singular points for the

    following ODEs.

    1 t2(1 t2)y +2

    ty + 4y = 0

    2 t(1 t2)3y + (1 t2)2y + 2(1 + t)y = 0

    3 t2y + 2(et 1)y + (et cos t)y = 0

    4 t(t 3)y + (t + 1)y 2y = 0

    J. Robert Buchanan Regular Singular Points

    E l

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    Example

    Example

    Consider the following ODE for which t = 0 is a regular singularpoint.

    t2

    y

    + 2ty

    (1 + t)y = 0

    Assuming the solution is of the form y(t) =

    n=0

    antn find the

    coefficients an.

    J. Robert Buchanan Regular Singular Points

    Homework

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    Homework

    Read Section 5.4

    Exercises: 1739 odd

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