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| In [[mathematics]], the '''Method of Frobenius''', named after [[Ferdinand Georg Frobenius]], is a way to find an [[infinite series]] solution for a second-order [[ordinary differential equation]] of the form
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| : <math>z^2u''+p(z)zu'+q(z)u=0</math>
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| with
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| :<math>u' \equiv {{d u} \over {d z}}</math> {{pad|1em}} and {{pad|1em}} <math>u'' \equiv {{d^2 u} \over {d z^2}}</math>
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| in the vicinity of the [[regular singular point]] <math>z=0</math>. We can divide by <math>z^2</math> to obtain a differential equation of the form
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| : <math>u''+{p(z) \over z}u'+{q(z) \over z^2}u = 0</math>
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| which will not be solvable with regular [[power series solution of differential equations|power series method]]s if either ''p''(''z'')/''z'' or ''q''(''z'')/''z''<sup>2</sup> are not [[Analytic function|analytic]] at ''z'' = 0. The Frobenius method enables us to create a power series solution to such a differential equation, provided that ''p''(''z'') and ''q''(''z'') are themselves analytic at 0 or, being analytic elsewhere, both their limits at 0 exist (and are finite).
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| == Explanation ==
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| The Method of Frobenius tells us that we can seek a power series solution of the form
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| : <math>u(z)=\sum_{k=0}^\infty A_kz^{k+r}, \qquad (A_0 \neq 0)</math>
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| Differentiating:
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| : <math>u'(z)=\sum_{k=0}^\infty (k+r)A_kz^{k+r-1}</math>
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| : <math>u''(z)=\sum_{k=0}^\infty (k+r-1)(k+r)A_kz^{k+r-2}</math>
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| Substituting:
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| :<math>\begin{align}
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| z^2\sum_{k=0}^\infty &(k+r-1)(k+r)A_kz^{k+r-2} - zp(z) \sum_{k=0}^\infty (k+r)A_kz^{k+r-1} + q(z)\sum_{k=0}^\infty A_kz^{k+r} \\
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| & = \sum_{k=0}^\infty (k+r-1) (k+r)A_kz^{k+r} + p(z) \sum_{k=0}^\infty (k+r)A_kz^{k+r} + q(z) \sum_{k=0}^\infty A_kz^{k+r} \\
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| & = \sum_{k=0}^\infty (k+r-1)(k+r) A_kz^{k+r} + p(z) (k+r) A_kz^{k+r} + q(z) A_kz^{k+r} \\
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| & = \sum_{k=0}^\infty \left[(k+r-1)(k+r) + p(z)(k+r) + q(z)\right] A_kz^{k+r} \\
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| & = \left[ r(r-1)+p(z)r+q(z) \right] A_0z^r+\sum_{k=1}^\infty \left[ (k+r-1)(k+r)+p(z)(k+r)+q(z) \right] A_kz^{k+r}
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| \end{align}</math>
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| The expression
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| : <math>r\left(r-1\right) + p\left(0\right)r + q\left(0\right) = I(r)</math>
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| is known as the ''indicial polynomial'', which is quadratic in ''r''. The general definition of the ''indicial polynomial'' is the coefficient of the lowest power of ''z'' in the infinite series. In this case it happens to be that this is the ''r''th coefficient but, it is possible for the lowest possible exponent to be ''r'' − 2, ''r'' − 1 or, something else depending on the given differential equation. This detail is important to keep in mind because one can end up with complicated expressions in the process of synchronizing all the series of the differential equation to start at the same index value which in the above expression is ''k'' = 1. However, in solving for the indicial roots attention is focused only on the coefficient of the lowest power of ''z''.
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| Using this, the general expression of the coefficient of ''z''<sup>''k'' + ''r''</sup> is
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| :<math>I(k+r)A_k+\sum_{j=0}^{k-1}{(j+r)p^{(k-j)}(0)+q^{(k-j)}(0) \over (k-j)!}A_j</math>,
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| These coefficients must be zero, since they should be solutions of the differential equation, so
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| :<math>I(k+r)A_k+\sum_{j=0}^{k-1} {(j+r)p^{(k-j)}(0)+q^{(k-j)}(0) \over (k-j)!} A_j=0</math>
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| :<math>\sum_{j=0}^{k-1}{(j+r)p^{(k-j)}(0)+q^{(k-j)}(0) \over (k-j)!}A_j=-I(k+r)A_k</math> | |
| :<math>{1\over-I(k+r)}\sum_{j=0}^{k-1}{(j+r)p^{(k-j)}(0)+q^{(k-j)}(0) \over (k-j)!}A_j=A_k</math>
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| The series solution with ''A''<sub>''k''</sub> above,
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| :<math>U_{r}(z)=\sum_{k=0}^{\infty}A_kz^{k+r}</math>
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| satisfies
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| :<math>z^2U_{r}(z)''+p(z)zU_{r}(z)'+q(z)U_{r}(z)=I(r)z^r</math>
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| If we choose one of the roots to the indicial polynomial for ''r'' in ''U''<sub>''r''</sub>(''z''), we gain a solution to the differential equation. If the difference between the roots is not an integer, we get another, linearly independent solution in the other root.
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| == Example ==
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| Let us solve
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| : <math>z^2f''-zf'+(1-z)f=0\,</math>
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| Divide throughout by ''z''<sup>2</sup> to give
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| : <math>f''-{1\over z}f'+{1-z \over z^2}f=f''-{1\over z}f'+\left({1\over z^2} - {1 \over z}\right) f = 0</math>
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| which has the requisite singularity at ''z'' = 0.
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| Use the series solution
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| : <math>\begin{align}
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| f &= \sum_{k=0}^\infty A_kz^{k+r} \\
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| f' &= \sum_{k=0}^\infty (k+r)A_kz^{k+r-1} \\
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| f'' &= \sum_{k=0}^\infty (k+r)(k+r-1)A_kz^{k+r-2}
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| \end{align}</math>
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| Now, substituting
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| : <math>\begin{align}
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| \sum_{k=0}^\infty &(k+r)(k+r-1) A_kz^{k+r-2}-\frac{1}{z} \sum_{k=0}^\infty (k+r)A_kz^{k+r-1} + \left(\frac{1}{z^2} - \frac{1}{z}\right) \sum_{k=0}^\infty A_kz^{k+r} \\
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| &= \sum_{k=0}^\infty (k+r)(k+r-1) A_kz^{k+r-2} -\frac{1}{z} \sum_{k=0}^\infty (k+r) A_kz^{k+r-1} +\frac{1}{z^2} \sum_{k=0}^\infty A_kz^{k+r} -\frac{1}{z} \sum_{k=0}^\infty A_kz^{k+r} \\
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| &= \sum_{k=0}^\infty (k+r)(k+r-1)A_kz^{k+r-2}-\sum_{k=0}^\infty (k+r)A_kz^{k+r-2}+\sum_{k=0}^\infty A_kz^{k+r-2}-\sum_{k=0}^\infty A_kz^{k+r-1} \\
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| &= \sum_{k=0}^\infty (k+r)(k+r-1)A_kz^{k+r-2}-\sum_{k=0}^\infty (k+r) A_kz^{k+r-2} + \sum_{k=0}^\infty A_kz^{k+r-2} - \sum_{k-1=0}^\infty A_{k-1}z^{k+r-2} \\
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| &= \sum_{k=0}^\infty (k+r)(k+r-1)A_kz^{k+r-2}-\sum_{k=0}^\infty (k+r)A_kz^{k+r-2}+\sum_{k=0}^\infty A_kz^{k+r-2}-\sum_{k=1}^\infty A_{k-1}z^{k+r-2} \\
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| &= \left \{ \sum_{k=0}^{\infty} \left ((k+r)(k+r-1) - (k+r) + 1\right ) A_kz^{k+r-2} \right \} -\sum_{k=1}^\infty A_{k-1}z^{k+r-2} \\
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| &= \left \{ \left ( r(r-1) - r +1 \right ) A_0 z^{r-2} + \sum_{k=1}^{\infty} \left ((k+r)(k+r-1) - (k+r) + 1\right ) A_kz^{k+r-2} \right \} - \sum_{k=1}^\infty A_{k-1}z^{k+r-2} \\
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| &= (r-1)^2 A_0 z^{r-2} + \left \{ \sum_{k=1}^{\infty} (k+r-1)^2 A_kz^{k+r-2} - \sum_{k=1}^\infty A_{k-1}z^{k+r-2} \right \} \\
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| &= (r-1)^2 A_0 z^{r-2} + \sum_{k=1}^{\infty} \left ( (k+r-1)^2 A_k - A_{k-1} \right ) z^{k+r-2}
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| \end{align}</math>
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| From (''r'' − 1)<sup>2</sup> = 0 we get a double root of 1. Using this root, we set the coefficient of ''z''<sup>''k'' + ''r'' − 2</sup> to be zero (for it to be a solution), which gives us:
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| : <math>(k+1-1)^2 A_k - A_{k-1} =k^2A_k-A_{k-1}=0</math>
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| hence we have the recurrence relation:
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| : <math> A_k = \frac{A_{k-1}}{k^2} </math>
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| Given some initial conditions, we can either solve the recurrence entirely or obtain a solution in power series form.
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| Since the ratio of coefficients <math>A_k/A_{k-1}</math> is a [[rational function]], the power series can be written as a [[generalized hypergeometric series]].
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| == Double roots ==
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| The previous example involved an indicial polynomial with a repeated root, which only have one solution to the given differential equation. In general, the Frobenius method gives two independent solutions provided that the indicial equation's roots are unique.
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| If the root is repeated, or the roots differ by an integer, then the second solution can be found by the equation:
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| : <math> y_2 = y_1 \ln x + \sum_{k=1}^\infty a_kx^{k+r}</math>
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| Where <math>y_1(x)</math> is the first solution and the coefficients <math>a_k</math> are to be determined.
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| ==See also==
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| *[[Regular singular point]]
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| *[[Complex differential equation]]
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| *[[Laurent series]]
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| == External links ==
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| * {{mathworld|urlname=FrobeniusMethod|title=Frobenius Method}}
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| * John H. Mathews, [http://math.fullerton.edu/mathews/n2003/FrobeniusSeriesMod.html Module for Frobenius Series Solution]
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| * {{cite book
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| | surname = Teschl
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| | given = Gerald
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| |authorlink=Gerald Teschl
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| | title = Ordinary Differential Equations and Dynamical Systems
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| | publisher=[[American Mathematical Society]]
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| | place = [[Providence, Rhode Island|Providence]]
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| | year = 2012
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| | isbn= 978-0-8218-8328-0
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| | url = http://www.mat.univie.ac.at/~gerald/ftp/book-ode/}} Chapter 4 contains the full method including proofs.
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| [[Category:Ordinary differential equations]]
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Greetings. Allow me begin by telling you the author's name - Phebe. The std testing at home preferred hobby for my kids and me is to play baseball and I'm attempting to make it a occupation. I used to be unemployed but now I am a librarian and the wage has std home test been really satisfying. California is exactly where her house is but she needs to transfer std testing at home because of her family members.
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