MEKDELA AMBA UNIVERSITY

COLLEGE OF NATURAL AND COMPUTATIONAL SCIENCE

DEPARTMENT OF MATHEMATICS

A PROJECT TITLE: SERIES SOLUTION OF ORDINARY DIFFERENTIAL

EQUATION

A project submitted to the department of mathematics of Mekdela Amba University, in

partial fulfillment for the requirements of Degree of Bachelor of Science (BSc) in
Mathematics

Prepared by

Name ……………………………………..………..ID No

1. Biruk Girma ……………………………………..1300381

2. Belete Girma…………………………………….1200275

3. Abdulwoudud Mohamed……………………….1200032

ADVISOR: TESFAYE GETU (MSc).

December, 2017

Tulu Awulia, Ethiopia

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 Table content
ACKNOWLEDGEMENT.....................................................................................................................4

ABSTRACT............................................................................................................................................5

ABBREVIATION.................................................................................................................................6

CHAPTER ONE....................................................................................................................................7

1. INTRODUCTION..........................................................................................................................7

1.1. Background of the study.................................................................................................7

1.2. Statement of the problem................................................................................................8

1.3. Objective of the study.....................................................................................................8

1.3.1. General objective.........................................................................................................8

1.3.2. Specific objectives.......................................................................................................8

CHAPTER TWO.................................................................................................................................10

2. LITERATURE REVIEW................................................................................................................10

CHAPTER THREE.............................................................................................................................11

3. MATERIAL AND METHODS.......................................................................................................11

CHAPTER FOUR...............................................................................................................................12

4. PRELIMINARIES........................................................................................................................12

4.1. Power Series.........................................................................................................................12

4.2. The Interval of convergence.................................................................................................12

4.3. Series Solutions.....................................................................................................................14

4.4. Series solutions of first order ordinary differential Equations..............................................15

4.5. Ordinary Point.......................................................................................................................17

4.6. Singular Point........................................................................................................................18

2
4.7. Bessel’s equation..................................................................................................................19

4.8. Applications of Bessel's equation..........................................................................................21

4.9. Legendre’s Equation.............................................................................................................22

4.10. LEGENDRE POLYNOMIALS Pn(x).......................................................................................23

4.11. Applications of Legendre's Equation...................................................................................24

1. Electrostatics:..........................................................................................................................24

Example Solving Legendre's Equation..................................................................................24

4.12. Some Special Function........................................................................................................26

4.12.1. Gamma function......................................................................................................26

4.12.2. Beta Function...........................................................................................................26

4.12.3. Connections between Beta and Gamma Functions.................................................26

4.14. Applications of some special function................................................................................27

4.15. Application of series solutions to ordinary differential equation........................................28

5. CONCLUSION...........................................................................................................................30

6. REFERENCES.............................................................................................................................31

3
 ACKNOWLEDGEMENT

First and above all, we think the almighty God for his provision and protection in all aspect of
our life of challenges and controversy. Next, we would also like to express our deep gratitude
to all those who gave me the possibility direction and comments to complete this project
accordingly .So I would like to extend thanks to our academic advisor Mr. Tesfaye Getu
(MSc.) for all of his assistance, comments and encouragements throughout the
accomplishment of this project report without any boring.

“ALL THINGS ARE MADE BY WILLINGNESS OF GOD”

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 ABSTRACT

This study was mainly focused on solving the series solution of order ordinary differential
equation and applications of some special function such that Beta function, Gamma function
and the equation of Legendre and Bessel’s equation. This study consists of six parts. The first
part is the introductions part that explains the back ground of the study. It also consists of
statement of the problem, objective of the study, significance of the study. The second part
contains literature review. The third part contains the material and methods that was
intended to be implemented in this project. The fourth parts contain result and discussion of
the series solution of ordinary differential equation and some special function such that Beta
function, Gamma function and the equation of Legendre and Bessel’s equation. In additional
its containing solve solution about ordinary point and solution about regular singular points.
The fifth part contains conclusion.

5
 ABBREVIATION

DE = Differential equation

ODE = Ordinary differential equation

PDE = partial differential equation

6
 CHAPTER ONE

1. INTRODUCTION

1.1. Background of the study

Mathematics is a branch of science and it has been the backbone for the development of
science and technology. It is not exaggerated to say that history of mathematics is the history
of civilization. It has leads to the development of various subjects, vocations and technology.
Mathematics is an exact science, which is still playing an important role in various ways of
life. It also encourages and develops logical thinking for the very reasoning that it gives
mental exercise that best fitted for strengthen the faculties of the brain. Mathematics is a way
of describing relationship between numbers and other measurable quantities. This can express
simple equations as well as interactions among the smallest particles and farthest objects in
the known universe. It allows scientists to communicate ideas using universally accepted
terminology. It is truly the language of science (Albert Einstein 1905-1915).

A differential equation is an equation that involves one or more derivative of differentials

that are any equation containing differential coefficients is called a differential equation.
Differential equations often possess solutions expressible in terms of elementary functions
such as polynomials, exponential, sine, and cosine. There are many methods existing for
finding such solutions. For example, the linear, first-order differential equation. This method
yields the family of elementary solutions y=cx , c an arbitrary constant. Although the ability
to apply such a parsimonious method is desirable, we are not always so fortunate (Hartman,
P. 1964).

Many important equations arise that do not have solutions that can be so easily expressed.
When differential equations do not have elementary solutions, they can often be solved by
means of a power series. Nagle and Saff credit a German astrophysicist from the early 1900's,
Robert Emden, for encountering the following problem: "Determine the first point on the
positive x-axis where the solution to the initial value problem (Perko, L. 2013).

7
1.2. Statement of the problem

The project attempted to answer the following basic questions.

❖What are the series solution of ordinary differential equations.

❖How we can you solve the Mathematical model of Legendre equation and Bessel’s
Equation.

❖How can you solve some special function of Beta function and Gamma function.

1.3. Objective of the study

This project will mainly focused on series solution of ordinary differential equation. So we
will have the following general and specific objective.

1.3.1. General objective

The general objective of this project was for series solution of ordinary differential equations
with some special function.

1.3.2. Specific objectives

The specific objectives of this project were:

1. To solved the series solution of ordinary differential equation with ordinary Point and
Regular Singular Points solution.

2. To describe some solution about Ordinary Point and solutions about Regular Singular
Points.

3. To describe some special function of improper integrals known as Beta function and
Gamma function.

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1.4. Significance of Study

The study of series solutions for ODEs is essential for both theoretical and practical reasons.
It bridges gaps in solving complex differential equations and forms the foundation for
understanding special functions and phenomena in various scientific fields.

The study on the method of solving series solution of ordinary differential equation with
applications will be of immense benefit to mathematics department to solve series solution of
ordinary differential equations in the sense that study will determine the solution around the
origin for Bessel's equation of a second order ordinary differential equation and Legendre’s
equation second order ordinary differential equation and some special function, the solution
ordinary point and singular point.

The study will be contributing to the body of existing literature on solution to series solution
of ordinary differential equation.

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 CHAPTER TWO

2. LITERATURE REVIEW

Theorems stating the existence of an object such as the solution to a problem or equation are
known as existence theorems. This text examines fundamental and general existence
theorems, along with the Picard iterates, and applies them to properties of solutions and linear
differential equations. The authors assume a basic knowledge of real function theory, and for
certain specialized results, of elementary functions of a complex variable. They do not
consider the elementary methods for solving certain special differential equations, nor
advanced specialized topics; within these restrictions, they obtain a logically coherent
discussion for students at a specific phase of their mathematical development. The treatment
begins with a survey of fundamental existence theorems and advances to general existence
and uniqueness theorems. Subsequent chapters explore the Picard iterates, properties of
solutions, and linear differential equations. (PI, 2013)

Wei-Chau xie presents a systematic introduction to ordinary differential equations for

engineering students and practitioners. Mathematical concepts and various techniques are
presented in a clear, logical, and concise manner. Various visual features are used to highlight
focus areas. Complete illustrative diagrams are used to facilitate mathematical modelling of
application problems. Readers are motivated by a focus on the relevance of differential
equations through their applications in various engineering disciplines. Studies of various
types of differential equations are determined by engineering applications. Theory and
techniques for solving differential equations are then applied to solve practical engineering
problems. A step-by-step analysis is presented to model the engineering problems using
differential equations from physical principles and to solve the differential equations using
the easiest possible method. (WC Xie, 2010)

We illustrate that the second‐order nonlinear oscillation equation can be replaced by an

infinite number of (2κ)th‐order linear differential equations, where can be any a positive
integer. Then, the homotopy analysis method is further applied to solve a high‐dimensional
nonlinear differential equation with strong non linearity, i.e., the Gelfand equation. Illustrate
that the second‐order two or three‐dimensional nonlinear Gelfand equation can be replaced
by an infinite number of the fourth or sixth‐order linear differential equations, respectively. In
this way, it might be greatly simplified to solve some nonlinear problems, as illustrated in this
paper. All of our series solutions agree well with numerical results. This paper illustrates that
we might have much larger freedom and flexibility to solve nonlinear problems than we
thought traditionally. It may keep us an open mind when solving nonlinear problems, and

10
might bring forward some new and interesting mathematical problems to study (Perko, L.
2013)

CHAPTER THREE

3. MATERIAL AND METHODS

Sources in the web site and libraries were used to collect all the pieces of information about-
series solution of ordinary differential equation and recorded subsequently. The study was
conducted in department of Mathematics College of natural sciences Mekdela Amba
University from September 2017 to December 2017 in the academic year of 2017. The source
of the study will relate documents to the project title.

Specifically,

 Books, Relevant journals, published articles, related studies from internet services and
any available material that support the study were consulted to gather information
about the Series solution of ordinary differential equation.
 The collected information was analysed and arranged keeping coherence.
 Important concepts, definitions, and examples were discussed to make ideas clear.
 Using variation of parameter method for Series solution of ordinary differential
equations.

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 CHAPTER FOUR

4. PRELIMINARIES

4.1. Power Series

An infinite series of form

∑ an x n=ao +a 1 x +a2 x 2+ a3 x3 +.... .............(1) Is called a power series in x

n=0

∑ an (x−x o )n=ao + a1 (x−x o )+a2 (x−x o )2 +a3 ( x −x o)3 +.... ..........(2) is called a power series in
n=0

( x−x o )

4.2. The Interval of convergence

The interval on which the power series convergence is called the Interval of convergence or
the domain of a power series. The interval of convergence consists of all real number form
x o−R to x o+R for some number R , 0 ≤ R ≤ ∞ , where R is radius of convergence.

Theorem: The radius of convergence defined by:

1 1
=lim ⁡¿ n → ∞|a |n ……………. (1)
R n

1 1
In particular R=0 if lim ⁡¿ n → ∞|a |n =∞ and R=∞ if lim ⁡¿ n → ∞|a |n =0
n n

The power series convergence: a) only for x = x o if R=0

b) For all x if R=∞

c) For x in ( x o−R , x o+ R ) if 0 < R < ∞

12
The power series divergence if |x−x o|> R

Remark: I) when R=0, the Interval of convergence is the singleton{x o }

II) When R=∞, the Interval of convergence is the set of all real number.

III) The Interval of convergence takes one and only one of the following:

( x o−R , x o+ R ),¿ , x o+ R ¿,¿ , x o+ R ¿,¿ , x o+ R ¿

π
∞ sin n
Example: Find the Interval of convergence 6
∑ 2
n
(x−1)n
n=0

π
sin n
Solution:a n = 6 , x o= 1
n
2

| |
1
π n
1 sin n
lim ⁡¿ n → ∞|an| =lim ⁡¿ n → ∞
n 6
n
2

| | = ⇒ R = 2.
1
π
| |
1
sin n n 1 ¿ π n 1 (1) 1 1 1
= ¿ 6 = lim ⁡ n → ∞ sin n = = , then
lim ⁡ n → ∞ 2 6 2 2 R 2
2

Now¿ x o+ R ) = (1-2, 1+2) = (-1, 3)

At x = -1 and 3 the series is divergence.

Therefore: the Interval of convergence is (-1, 3)

∞ lim an+ 1
Ratio Test: let∑ an be a series with non-negative terms and suppose that n →∞
=
n =1 an
r, then I) the series is convergence if r < 1

II) The series is divergence if r> 1

III) The series is inconclusive if r = 1

∞
Theorem: The radius of convergence of for ∑ an(x−x o ) is given by:
n

n=0

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 1
= lim
an +1
R n → ∞ an | |
∞ n
( x−3)
Example: Find the interval and radius of convergence for ∑
n =1 2n n

Solution: The ratio test gives

| |
n+ 1
(x−3)
n +1
2 (n+1) n+ 1 1
lim n
=lim |x −3| = | x−3|
n→∞ (x−3) n→∞ 2n 2
2n n

1
The series converges absolutely for |x-3| <1 or |x-3 | < 2 or < x < 5.
2

This last inequality defines the open interval of convergence. The series diverges for

|x-3| > 2, that is, for x> 5 or x <1. At the left endpoint x =1 of the open interval of
∞ n
(−1)
convergence, the series of constants∑ is convergent by the alternating series test. At
n =1 n
∞
the right endpoint x= 5, the ∑ 1n series is the divergent harmonic series. The interval of
n =1

convergence of the series is[ 1 , 5), and the radius of convergence is R = 2.

Definition: A function f is analytic at a pointa if it can be represented by a power series in

(n)
f (a)
x-a with a positive or infinite radius of convergence. A power series wherec n= that is,
n!
∞ (n)
f (a)
the series of the type∑ (x−a)n is called the Taylor series. If a = 0 then Taylor series is
n =1 n!
called Maclaurin series.

4.3. Series Solutions

Before we get into finding series solutions to ordinary differential equations we need to
determine when we can find series solutions to ordinary differential equations. So, let’s
start with the differential equation,

P(x ) y ″+ q(x ) y '+ r (x) y=0 ……………. (1)

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This time we really do mean no constant coefficients. To this point we’ve only dealt with
constant coefficients. However, with series solutions we can now have no constant coefficient
differential equations. Also, in order to make the problems a little nicer we will be dealing
only with polynomial coefficients.

Now, we say that x=x o is an ordinary point if provided both

q(x) r (x)
¿
p(x) p(x)
Are analytic at x=x o . That is to say that these two quantities have Taylor series around x=x o.
We are going to be only dealing with coefficients that are polynomials so this will be
equivalent to saying that p(x o )≠ 0 for most of the problems.If a point is not an ordinary point
we call it a singular point.The basic idea to finding a series solution to a differential equation
is to assume that we can write the solution as a power series in the form,
∞
y (x )=∑ an (x−x o )n …………… (2)
n=0

We will only be able to do this if the point x=x ois an ordinary point. We will usually say that
(2) is a series solution around x=x o.

4.4. Series solutions of first order ordinary differential Equations

Example: Solve y ' = y at x o =0

Solution: The series solution is

∞
y = ∑ an (x−x o ) =ao + a1 x+ a2 x +a3 x + a 4 x +.... ..............
n 2 3 4

n=0

(i.e.) y = a o + a1 x +a 2 x 2 +a3 x 3+ a4 x 4 ...............

y ' = a 1+2 a 2 x +3 a3 x 2 +4 a4 x 3 ................

Since y' = y

⇒ a 1+2 a 2 x +3 a3 x +4 a4 x = a o + a1 x +a 2 x +a3 x + a4 x +……

2 3 2 3 4

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Equating the like coefficients

a 1= a o

2 a2 = a 1 ⇒ a 2=
a1 a0
=
2 2

3 a3 =a2 ⇒ a 3=
a2 a 0
=
3 2.3

4 a 4=a 3 ⇒ a 4=
a3 a0
=
4 2.3.4

y = a o + a1 x +a 2 x 2 +a3 x 3+ a4 x 4 +.... .

a 0 2 a0 3 a 0 4
= a o + a0 x+ x+ x + x +.... .
2 2.3 2.3 .4

2 2 4
x x x
=a o (1+ x+ + + +.... .)
2 2.3 2.3.4

y =a o e x

Verify by method of separable: y ' = y

dy
=y
dx

dy
= dx
y

dy
∫ y
=∫ dx

ln| y|=x+ c

ln |y| x +c
e =e

y =e x +c

y=e x e c

y=Ae x

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 4.5. Ordinary Point

An ordinary point of a differential equation is a point where the coefficients of the equation
are analytic (i.e., they can be expressed as a convergent power series) and well-behaved.
More formally, a point x ois an ordinary point if the functions P(x) and Q(x) in the second-
order linear ODE:

2
d y dy
2 + P(x) + Q(x) y = 0
dx dx

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Are analytic at x o , which means that both P(x) and Q(x) can be expanded as power series
around x o. In other words, P(x) and Q(x) are finite and have no singularities at x o.
Characteristics of Ordinary Points:

 The solution to the differential equation can be expressed as a power series around an
ordinary point.

 No special behavior (like poles or essential singularities) is observed at these points.

2
d y 1 dy
Example: For the ODE 2 + -y = 0 is an ordinary point because the coefficients are
dx x dx
analytic x o, and no singular behavior is observed.

4.6. Singular Point

A singular point of an ODE is a point where the coefficients P(x) and Q(x) are not analytic or
well-behaved. Singular points are classified into two types:

Those are: regular singular points and irregular singular points

A) Regular singular points.

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A point x o is a regular singular point if, at x o, the P(x) and Q(x) can be written in the form of
Laurent series (power series with negative exponents). Specifically, P(x) and Q(x) are
allowed to have simple poles or higher-order poles at x o, but no essential singularities.

For a second-order linear ODE:

2
d y dy
2 + P(x) + Q(x) y = 0
dx dx

If P(x) and Q(x) are of the form:

ao bo b1
P(x) = + analytic terms, q(x) = 2 + +analytic terms then x o= 0 is a
( x−x o ) ( x−x o ) ( x−x o )
regular singular point.

Characteristics of Regular Singular Points:

The solution can still be expressed as a power series, but it may involve terms of the form
r
(x−x o ) where r is determined by solving the indicial equation.

The solution may involve branch points or logarithmic terms.

2
d y dy
2
Example: For the equation x 2 +
x − y =0 , x = 0 is a regular singular point, as the
dx dx
coefficients P(x)and Q(x) have singularities, but they are of a form that allows for a solution
involving a power series with logarithmic terms.

B) Irregular Singular Point:

A point x o is an irregular singular point if the functions P(x) and Q(x) at x o behave in such a
way that the power series solution fails to converge or cannot be expressed in a simple form.
This happens when P(x) and Q(x) have more severe singularities, such as higher-order poles
or essential singularities.

Characteristics of Irregular Singular Points:

The behavior of the solution near the singular point is much more complicated, and the
solution may involve asymptotic expansions rather than power series.

19
In some cases, the solution may involve exponentially growing terms, or the series might not
converge at all.

2
d y dy
2 x
Example: For the equation x 2 + −e y = 0, x = 0 is an irregular singular point due to
dx dx
the exponential terme x , which causes non-analytic behavior.

4.7. Bessel’s equation

A Bessel's equation of a second order differential equation of the form

2 2 2
x y + X y' + ( x −v ) y = 0, x >0,

Where ν ≥ 0 is a constant is called Bessel's equation and is known as Bessel’s function. This
equation occurs frequently in advanced studies in applied mathematics, physics and
engineering

2 2
1 x −v
Given equation is; y" + P(x) y' + Q(x) y = 0 whereas P(x) = , Q(x) = 2 ⋅
x x

Here P(x) and Q(x) are not analytic at the x = 0

xP(x) = 1, x 2Q(x) = x 2−v 2 is the Solutions to Bessel's Equation

The solutions to Bessel's equation are Bessel functions, which are classified into two types:

a) Bessel functions of the first kind J v (x). b) Bessel functions of the second kind J −v(x)

These functions are typically used in problems with boundary conditions at the origin and at
infinity.

a) Bessel Function of the First Kind J v (x)

The Bessel function of the first kind, J v (x), is the solution to Bessel's equation that is finite at
x=0. The general form of is J v (x)

2 n+ v
n x
∞ (−1) ( )
J v (x) =
∑ n ! (n+2v)!
n =1

indefinitely. ∴ Complementary solution is Y = C 1 J v (x) +C 2 J −v(x)

For integer values of v, this function is a polynomial. For non-integer v, the series continues

20
b) Bessel functions of the second kind J −v(x)

The Bessel function of the second kind, J −v(x), is a solution to Bessel's equation that has a
singularity at x=0. It can be expressed as:

()
2 n−v

∞ (−1 )n x
J −v(x) = 2
∑ n ! ( n−v ) !
n =1

This function is used when the problem has boundary conditions that require the solution to
diverge at the origin.

General Solution: The general solution to Bessel's equation is a linear combination of the
Bessel functions of the first and second kinds:

2
A=π r ℃ ∂

Y = C 1 J v (x) +C 2 J −v(x)

21
 4.8. Applications of Bessel's equation

These functions are widely used in a variety of fields, such as:

 Vibration problems in circular membranes (e.g., a drumhead)

 Heat conduction in cylindrical objects
 Electromagnetic waves in cylindrical waveguides
 Acoustics and optics
 Fluid dynamics (e.g., flow around circular objects)

Let's look at some specific applications with example calculations.

1. Vibrations of a Circular Drumhead (Membrane)

In the study of vibrations, the displacement U(r,t) of a circular membrane under tension (like
a drumhead) can be described by the wave equation in polar coordinates:

2 2 2
∂U 2 ∂ U 1 ∂u 1 ∂ U
2 =
c ( 2+ + 2 2
)
∂t ∂r r ∂r r ∂θ

Here, c is the wave speed, and u(r,t) is the displacement as a function of radius r and time t.

To solve this, we use separation of variables and end up with a Bessel differential equation
for the radial part of the displacement:
2
d u(r ) du(r )
r2 2 +r + (k 2 r 2−n2) u(r) = 0
dr dr

Where k is a separation constant and n is an integer representing the mode number. The
solution to this equation is:

un (r) = An J n (kr ) + Bn Y n (kr )

For a drumhead with fixed boundaries (i.e., u(r)=0 at the edges), we find the values of k that
satisfy the boundary condition. These values are typically the zeros of the Bessel function
J n (k) .

Example:Consider a circular membrane of radius R=0.1 m, with a tension that leads to the
wave speed c=343 m/s. We wish to find the first few resonant frequencies for the vibration
mode n=0.

1. The radial equation becomes:

22
 2
2d u(r ) du(r )
r 2 +r + (k 2 r 2−n2) u(r) = 0
dr dr

We need to find the zeros of the Bessel function J 0(KR)=0 for k. The first zero of J 0(x) = 0 is
approximately 2.4048, so:

2.4048 2.4048
K1= = = 24.048m−1
R 0.1

1. The corresponding frequency f 1can be found using the relation:

k 1 c 24 . 048 ×343
f 1= = ≈1309.5Hz
2π 2π

Thus, the fundamental frequency for the drumhead is approximately 1309.5 Hz.

4.9. Legendre’s Equation

Legendre’s equation occur in many areas of applied mathematics, physics and chemistry in
physical situation with a spherical geometry such as flow of an ideal fluid past a sphere, the
determination of the electric field due to a charged sphere and the determination of the
temperature distribution in a sphere given its surface. Legendre differential equation was
introduced by Legendre in the last century and takes the form of

(1− x 2) y"-2xy'+n (n+1) y = 0, n>0 …………. (1)

When we divide equation (1) by (1- x 2) we get

We write this equation as

−2 x n(n+1)
Y" 2 y' + y =0 we write this equation as
(1−x ) (1−x 2)

Y’’ + P(x) y’+ Q(x) y = 0 ………………………… (2)

2x n(n+1)
Where P(x) = - 2 and Q(x) =
(1−x ) (1−x 2)

Both P(x) and Q(x) are analytic everywhere except at the point x = ±1. The behavior of the
coefficients P(x) and Q(x)

1) At x= 0 a) lim p (x) = lim −2 x2 = 0 which is finite

x →0 x →0 (1−x )

23
 n (n+1)
b) lim Q(x) = lim = 0 which is finite
x →0 x →0 (1−x 2 )

Therefore x =±1 is the ordinary point

At x =±1 I) lim p (x) = lim −2 x2 = -∞

x →1 x →1 (1−x )

n (n+1)
II) lim Q(x) = lim =∞
x →1 x →1 (1−x 2 )

( X −1) p(x ) = lim −2 x

But lim 2
(X −1)=−1 finite and
x →1 x →1 (1−x )

2 n(n+1)
lim ( x−1) Q( x) = lim (x−1)2 =0 finite
x →1 x →1 (1−x 2)

Therefore we can conclude that equation (1) has singular point at x =1 and at x =-1 while

x = 0 is an ordinary point. We can find power series solutions centered at x= 0 that converges
for |x| < 1. Now we construct such series solution.

4.10. LEGENDRE POLYNOMIALS Pn (x )

For integer values of n, the solutions to Legendre's equation are Legendre polynomials,
denoted Pn (x ).These are polynomials in x , and their explicit form can be derived using the
recurrence relation or can be expressed in closed form. The first few Legendre polynomials
are:

1 1
po ( x ) =1 , p1 ( x) = x, p2 ( x ) = (3 x 2−1) , p3 ( x ) = (5 x 3−3 x ),
2 2

1 1
p4 (x) = (35 x 4 −30 x 2 +3) , p5 (x ) = (63 x 5−70 x 3+ 15 x )
8 8

Remember po (x ), p1 (x ), p2 (x ), p3 (x )……..are, in turn, particular solutions of the differential

equations.

Theorem: (Rodrigues formula for Legendre’s polynomials)

Legendre polynomials can be computed iteratively one after the other with the aid of a
formula which makes use of repeated derivatives. This formula is known as Rodrigues‟

Rodrigues formula of Legendre’s polynomials is expressed as

24
 1 dn n
pn ¿) = n n
( x ¿¿ 2−1) ¿
2 n ! dx

Example: Using Rodrigues formula compute the first six Legendre polynomials.

Solution: The zeroth -order derivative of a function is simply the function itself.

1 do 0
So, For n = 0 po (x ) = 0 (x¿ ¿2−1) ¿ =1
2 0 ! dx o

1 d1 1
For n = 1 p1 (x) = 1 1
( x ¿¿ 2−1) =x ¿
2 1 ! dx

1 d2 2 d (x ¿¿ 2−1) (3 x ¿¿ 2−1)
For n = 2 p2 (x ) = 2 2
( x ¿¿ 2−1) =¿ ¿ x ¿= ¿
2 2 ! dx dx 2 2

1 d3 3 (5 x ¿¿ 3−3 x )
For n = 3 p3 (x ) = 3 3
( x ¿¿ 2−1) =¿ ¿ ¿
2 3 ! dx 2

1 d4 4 (35 x ¿ ¿ 4−30 x + 3)
2
For n = 4 p4 (x) = 4 (x ¿¿ 2−1) =¿ ¿ ¿
2 4 ! dx 4 8

1 d5 5
For n = 5 p5 (x ) = 5 5
( x ¿¿ 2−1) =¿ ¿ ¿ ¿ ¿
2 5 ! dx

4.11. Applications of Legendre's Equation

1. Electrostatics:

 In electrostatics, Legendre's equation arises when solving Laplace's equation (in

spherical coordinates) for potential functions in systems with spherical symmetry.

Example: The potential due to a spherical charge distribution can be expressed using
Legendre polynomials.

2. Gravitational Fields:

 In gravitational physics, Legendre's equation is used when solving for the gravitational
potential in spherical or ellipsoidal coordinate systems.

Example: The potential due to a spherical mass distribution can also be written using
Legendre polynomials.

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3. Quantum Mechanics:

 In quantum mechanics, Legendre's equation appears when solving the angular part of the
Schrodinger equation in spherical coordinates.

1. Example: The solution to the angular part of the hydrogen atom's wave-function
involves Legendre

Example Solving Legendre's Equation

Let's consider a simple example where we solve Legendre's equation for ℓ=1. This gives us:

(1− x 2) y"-2xy'+2 y = 0

1. First Solution: P1(x)

The general solution to Legendre's equation involves Legendre polynomials Pℓ(x). For ℓ=1,
the Legendre polynomial P l(x) is simply:

P 1(x) = x

So, the first solution is:

y 1(x) = x

2. Second solution:Q 1(x)

The second linearly independent solution to Legendre's equation is Qℓ(x), which is a

Legendre function of the second kind. For ℓ=1, the solution Q 1¿ x) can be written as:

1 X +1
Q 1(x) = ln( )
2 X−1

So, the second solution is:

1 X +1
y 2(x) = ln( )
2 X−1

General Solution:

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The general solution to the Legendre equation for ℓ=1 is a linear combination of the two
solutions:

y 2¿ ) = A P 1(x)+ B Q1(x )

Substituting the expressions for P 1(x)and Q 1(x) :

Where A and B are constants determined by boundary conditions or initial conditions.

Application in Electrostatics: The potential due to a spherical charge distribution involves

solving Laplace's equation in spherical coordinates, where Legendre polynomials appear in
the solution.

Application in Gravitation: The potential due to a spherically symmetric mass distribution

leads to solutions involving Legendre polynomials, especially when dealing with non-
uniform spherical bodies.

4.12. Some Special Function

There are many other ways to introduce special functions but we consider some special
functions. The most popular “special functions” are beta function and gamma function. From
the differential equation point of view, “special functions” are solutions to particular classes
of equations, each involving parameter. These functions are useful to solve many
mathematical problems in advanced engineering Mathematics.

4.12.1. Gamma function

The gamma function is defined as:

∞
Γ (n)=∫ e x
−x n−1
dx , (n¿0). For positive integers, the Gamma function satisfies:
0

Γ (n) = (n−1)! ………….. (1)

π
Γ (n) Γ (1-n) = ………………. (2)
sin(πn)

It generalizes the factorial function to real and complex numbers. Thus, gamma function is an
extension of the factorial function to numbers which are not integers.

For example: Γ (2) = 1! 1, Γ (3) = 2!=¿2, Γ (4) = 3 ! = 6

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 Γ (7)
Example: Evaluate
Γ (5)

Γ (7) 7 ! 6 ! 6.5 .4 !
Solution: = = = = 30
Γ ( 5 ) 5! 4 ! 4!

4.12.2. Beta Function

The beta function defined by B (m, n) or β (m, n) is defined by

1
β (m, n) =∫ x m−1 ¿ ¿ (m, n>0)
0

4.12.3. Connections between Beta and Gamma Functions

The Beta function and Gamma function are closely related through various identities:

1. Fundamental Relationship:

Γ (m)Γ (n)
B (m, n) = ……………. (1)
Γ (m+ n)

Γ (m)Γ (n) (m−1)!(n−1)!

Whereas: = ....…………..by definition of factorial formula.
Γ (m+ n) (m+n−1) !

This is one of the most important identities connecting the two functions.

Example: Evaluate β (7, 5)

Γ (7) Γ (5)
Solution: β (7, 5) =
Γ (7 +5)

Γ (7) Γ (5) (7−1)! (5−1)! 6!4! 6! 4!

= = = =
Γ (12) (12−1)! 11! 11∗10∗9∗8∗7∗6 !

4! 4∗3∗2∗1 24 1
= = = =
11∗10∗9∗8∗7 11∗10∗9∗8∗7 55440 2310

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4.14. Applications of some special function

The Gamma and Beta functions have widespread applications across various domains due to
their versatile mathematical properties. Some key applications are discussed below:

A) Factorials and combinatorics

The Gamma function extends the concept of factorial to non-integer values, enabling
calculations related to permutations and combinations. Indeed, n! = Γ (n + 1) = nΓ (n), which
can be combined with Euler’s reflection formula and used to compute factorials of negative
or positive real numbers. Its extension of the factorial function can be used in combinatorics
to calculate combinations and permutations for non-whole values as well, Andrews [2].

−1
Example on factorials: Find ( )!
2

−1 −1 1
Γ( ) = Γ ( +1) = Γ ( )
2 2 2

1
n= by using equation (2)
2

π
1
Γ( )= π =π
2 sin( )
2

∴Γ ( 12 )=√ π . Hence ( −12 )! = √ π

Example on combinatorics: Solve (3.5
1.5 )

Γ ( 92 )105
16 √ π
( )
3.5 = 3.5! 105
= = = ≈ 6.5716472
1.5 ( 3.5−1.5 ) 1 .5 ! 3 1 16
Γ (2) Γ ( ) 2! √ π
2 2

B) Engineering

The Gamma and Beta functions have numerous applications in engineering disciplines.
Within fields like signal processing and fluid mechanics, they aid in modeling real-world
systems and solving differential equations. They are also applied in reliability engineering,
which deals with the study of systems and their ability to perform their intended functions
over a specified period. The Beta distribution is commonly used to model the reliability of

29
systems and to calculate probabilities related to their performance. Example the reliability
function R (t) is defined as the probability that the system survives beyond time t.
mathematically, it can be expressed as:

R (t) = (X>t) = ∫ f (x )dx where X represents the lifetime of the system.

t

4.15. Application of series solutions to ordinary differential equation

The series solution of ordinary differential equations (ODEs) is a powerful technique that
finds applications across various fields of science, engineering, and mathematics. Below are
some key applications:

1. Solving ODEs with Variable Coefficients

Many ODEs with variable coefficients cannot be solved using standard methods like
separation of variables or integrating factors. Series solutions provide a systematic way to
find solutions in such cases, especially near ordinary or singular points.

2. Mathematical Physics

Quantum Mechanics: The Schrödinger equation often requires series solutions, especially
for potential problems like the harmonic oscillator or the hydrogen atom.

Electromagnetic Theory: Maxwell's equations in complex geometries can lead to ODEs

solvable by series expansions.

Wave Propagation: Series olutions are used to describe waveforms in non-uniform media.

3. Engineering

Vibration Analysis: Series solutions help solve the equations of motion for systems with
non-uniform parameters or complex geometries.

Fluid Mechanics: The Navier-Stokes equations often reduce to ODEs solvable by series
methods in simplified cases.

Heat Transfer: Solutions to the heat equation in irregular domains may require series
expansions.

4. Special Functions: Series solutions frequently lead to the discovery or definition of

special functions like Bessel functions, Legendre polynomials, Beta function and Gamma
function. These functions are widely used in engineering, physics, and applied mathematics.

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 5. CONCLUSION

Bessel’s equation has a rich set of solutions, with the two standard forms being the Bessel
functions of the first kind J v (x) and J −v(x) the Bessel functions of the second kind. Legendre's
equation is fundamental in many areas of physics and mathematics, especially when dealing
with problems that exhibit spherical symmetry. Its solutions, the Legendre polynomials,
provide a powerful tool for solving a wide range of problems, including potential theory,
electrostatics, wave propagation, and quantum mechanics. The Gamma function and Beta
function are powerful tools in mathematics with deep connections to other special functions.
They are central to many problems in mathematics, physics, and engineering, particularly in

31
the contexts of probability theory, statistics, quantum mechanics, and complex analysis. Their
properties and interrelationships are essential for solving a variety of problems involving
factorials, distributions, and integrals. In ordinary differential equations (ODEs), the
classification of points as ordinary or singular plays a significant role in determining the
method of solution and the nature of the solution itself. Ordinary Point: A point where the
coefficients of the ODE are analytic and well-behaved. At an ordinary point, the solution can
be expressed as a convergent power series. The behaviour of the solution is predictable and
smooth, and there are no singularities in the coefficients at that point.

Singular Point: A point where the coefficients of the ODE are not analytic. Singular points
are further categorized into: Regular Singular Points: The coefficients may have simple poles
or mild singularities, and the solution near these points can still be expressed in a series form,
though it may include logarithmic terms or require special.

Irregular Singular Points: The coefficients have more severe singularities, often leading to
complex or non-convergent solutions. In these cases, the solution may involve asymptotic
expansions or other advanced techniques.

6. REFERENCES

1. Coddington, E. A., & Levinson, N. (1955). Theory of Ordinary Differential

Equations. McGraw-HillBook Company. Inc., New York.
2. Hartman, P. (1964). Ordinary differential equations. John Willey & sons. Inc.
New York-London-Sydney.
3. Kelley, W. G. (2010). The theory of differential equations. Springer.

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4. Murray, F. J., & Miller, K. S. (2013). Existence theorems for ordinary
differential equations. Courier Corporation.
5. Perko, L. (2013). Differential equations and dynamical systems (Vol. 7).
Springer Science & Business Media.
6. Trench, W. F. (2013). Elementary differential equations with boundary value
problems.
7. Xie, W. C. (2010). Differential equations for engineers. cambridge university
press.
8. Boyce, W. E., & DiPrima, R. C. (2017). Elementary Differential Equations and
Boundary Value Problems (11th ed.). Wiley.
9. Arfken, G. B., Weber, H. J., & Harris, F. E. (2012). Mathematical Methods for
Physicists: A Comprehensive Guide (7th ed.). Elsevier.
10. Kreyszig, E. (2011). Advanced Engineering Mathematics (10th ed.). W
11. Zill, D. G. (2018). A First Course in Differential Equations with Modeling
Applications (11th ed.). Cengage Learning.
12. Arfken, G. B., & Weber, H. J. (2005). Mathematical Methods for Physicists (6th
ed.). Academic Press.
13. Abramowitz, M., & Stegun, I. A. (1964). Handbook of Mathematical Functions
(Dover Edition). Dover Publications.

14. Rainville, E. D. (1960). Special Functions. Macmillan.

15. Arfken, G. B., & Weber, H. J. (2005). Mathematical Methods for Physicists (6th
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