Math 2.0

Ordinary differential equations Definition

Frobenius method

Builds on Regular singular pointPower seriesPower series solution

Definition

Let z0z_0 be a regular singular point of y′′+p(z)y′+q(z)y=0y'' + p(z) y' + q(z) y = 0. Write (z−z0) p(z)=∑k≥0pk(z−z0)k(z - z_0)\, p(z) = \sum_{k \ge 0} p_k (z - z_0)^k and (z−z0)2q(z)=∑k≥0qk(z−z0)k(z - z_0)^2 q(z) = \sum_{k \ge 0} q_k (z - z_0)^k as convergent power series. The Frobenius method seeks solutions of the form y=(z−z0)r∑k≥0ak(z−z0)k,a0≠0,y = (z - z_0)^r \sum_{k \ge 0} a_k (z - z_0)^k, \qquad a_0 \ne 0, with an exponent r∈ℂr \in \C and coefficients ak∈ℂa_k \in \C, as follows.

  1. Put F(s)=s(s−1)+p0s+q0F(s) = s (s - 1) + p_0 s + q_0. The exponent rr must be a root of the indicial equation F(r)=0F(r) = 0.
  2. The coefficients satisfy, for k≥1k \ge 1, the recurrence F(r+k) ak=−∑j=0k−1((r+j) pk−j+qk−j)aj.F(r + k)\, a_k = - \sum_{j=0}^{k-1} \left( (r + j)\, p_{k-j} + q_{k-j} \right) a_j.
  3. When F(r+k)≠0F(r + k) \ne 0 for all k≥1k \ge 1, the recurrence determines all aka_k from a0a_0.

Remarks

The rules come from inserting the series into (z−z0)2y′′+(z−z0)⋅(z−z0)p y′+(z−z0)2q y=0(z - z_0)^2 y'' + (z - z_0) \cdot (z - z_0) p\, y' + (z - z_0)^2 q\, y = 0 and comparing the coefficients of (z−z0)r+k(z - z_0)^{r + k}. The roots of the indicial equation are the exponents of the equation at z0z_0. Fuchs' theorem says when the series converges and how to get a second solution.

Example: for z2y′′+zy′+(z2−14)y=0z^2 y'' + z y' + (z^2 - \frac{1}{4}) y = 0 at z0=0z_0 = 0, one has p0=1p_0 = 1, q0=−14q_0 = -\frac{1}{4}, q2=1q_2 = 1, and all other pk,qkp_k, q_k vanish. So F(s)=s2−14F(s) = s^2 - \frac{1}{4}, with roots r=±12r = \pm \frac{1}{2}. For r=12r = \frac{1}{2} the recurrence is k(k+1)ak=−ak−2k (k + 1) a_k = - a_{k-2}, with a1=0a_1 = 0, which gives y=z−1/2sin⁡zy = z^{-1/2} \sin z when a0=1a_0 = 1.

Non-example: at an irregular singular point the method can fail. For z2y′′+y′=0z^2 y'' + y' = 0 at 00, the only solutions of the form above are constants, while y=∫e1/z dzy = \int e^{1/z}\, dz is a second solution whose derivative has an essential singularity at 00.

Reading path

To understand this page from the ground up, read these 12 pages in order. The foundations come first.

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  1. Differential equation concept
  2. Formal power series concept
  3. Function concept
  4. Interval concept
  5. Power series concept
  6. Regular singular point concept
  7. Ordinary differential equation definition
  8. Order of a differential equation definition
  9. Linear differential equation of order n definition
  10. Homogeneous linear equation definition
  11. Power series solution concept
  12. Frobenius method definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Frobenius_method
About this page
Tag7D47PADY9N
URIm2://7D47PADY9N
Kinddefinition
WritingW0 stub
MSC34M03, 34A25
DefinesFrobenius method
UsesRegular singular point, Power series, Power series solution
Changed2 November 2026

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