In mathematics, the power series method is used to seek a power series solution to certain differential equations. In general, such a solution assumes a power series with unknown coefficients, then substitutes that solution into the differential equation to find a recurrence relation for the coefficients.
Method Consider the second-order linear differential equation
a 2 ( z ) f ″ ( z ) + a 1 ( z ) f ′ ( z ) + a 0 ( z ) f ( z ) = 0. {\displaystyle a_{2}(z)f''(z)+a_{1}(z)f'(z)+a_{0}(z)f(z)=0.}
Suppose a2 is nonzero for all z. Then we can divide throughout to obtain
f ″ + a 1 ( z ) a 2 ( z ) f ′ + a 0 ( z ) a 2 ( z ) f = 0. {\displaystyle f''+{a_{1}(z) \over a_{2}(z)}f'+{a_{0}(z) \over a_{2}(z)}f=0.}
Suppose further that a1/a2 and a0/a2 are analytic functions. The power series method calls for the construction of a power series solution
f = ∑ k = 0 ∞ A k z k . {\displaystyle f=\sum _{k=0}^{\infty }A_{k}z^{k}.}
If a2 is zero for some z, then the Frobenius method, a variation on this method, is suited to deal with so called "singular points". The method works analogously for higher order equations as well as for systems.
Example usage Let us look at the Hermite differential equation,
f ″ − 2 z f ′ + λ f = 0 ; λ = 1 {\displaystyle f''-2zf'+\lambda f=0;\;\lambda =1}
We can try to construct a series solution
f = ∑ k = 0 ∞ A k z k f ′ = ∑ k = 1 ∞ k A k z k − 1 f ″ = ∑ k = 2 ∞ k ( k − 1 ) A k z k − 2 {\displaystyle {\begin{aligned}f&=\sum _{k=0}^{\infty }A_{k}z^{k}\\f'&=\sum _{k=1}^{\infty }kA_{k}z^{k-1}\\f''&=\sum _{k=2}^{\infty }k(k-1)A_{k}z^{k-2}\end{aligned}}}
Substituting these in the differential equation
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