Solution

ID: past-exam-of-the-mathematics-course-of-the-year-2-of-the-natural-sciences-course-of-the-university-of-cambridge/2001/paper-1/6/solution

Classification and existence. For , an ordinary point is one where are analytic. There are two independent analytic power series solutions, with arbitrary initial values . A regular singular point is a singular point where and are analytic. The Frobenius method then constructs solutions beginning with , where solves the indicial equation. At least one Frobenius solution exists; two such solutions exist without logarithms when the two exponents differ by a noninteger. Repeated exponents or an integer difference can require a logarithmic second solution.
For this equation,
Both are analytic at zero, while themselves have poles there. Thus zero is a regular singular point.
Indicial equation and recurrence. Multiply by and insert , :
The lowest power has coefficient , giving
The coefficient of is
For either exponent the common factor is nonzero for , so the recurrence relation reduces to
Normalizing each leading coefficient to one, the two Frobenius solutions are
More explicitly, . The distinct leading powers establish linear independence, so on the positive real side of the singular point. The displayed exponential function is the requested closed-form solution; substitution gives , which makes the differential expression zero.
Convergence. For either exponent the ratio of successive terms in the coefficient power series is
Thus both coefficient series have by the ratio test. This does not remove the branch point of : its analytic coefficient factor is entire, while the full Frobenius solution requires a square-root branch away from zero in the complex plane. The differential equation has no other finite singular points to limit continuation of these coefficient series.

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