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Classification and existence. For $y^{\prime \prime }+p(x)y^{\prime }+q(x)y=0$, an ordinary point $x_0$ is one where $p,q$ are analytic. There are two independent analytic power series solutions, with arbitrary initial values $y(x_0),y^{\prime }(x_0)$. A regular singular point is a singular point where $(x-x_0)p(x)$ and $(x-x_0{)}^{2}q(x)$ are analytic. The Frobenius method then constructs solutions beginning with $(x-x_0{)}^{\sigma }$, where $\sigma$ 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 $p,q$ themselves have poles there. Thus zero is a regular singular point.

Indicial equation and recurrence. Multiply by $4x$ and insert $y=x^{\sigma }{\sum }_{n\ge 0}{a}_n{x}^n$, $a_0\ne 0$:The lowest power $x^{\sigma -1}$ has coefficient $[4\sigma (\sigma -1)+2\sigma ]a_0$, givingThe coefficient of $x^{n+\sigma }$ isFor either exponent the common factor is nonzero for $n\ge 0$, so the recurrence relation reduces toNormalizing each leading coefficient to one, the two Frobenius solutions areMore explicitly, $y_2=\sqrt{x}{\sum }_{n\ge 0}{2}^{n}n!x^n/(2n+1)!$. The distinct leading powers establish linear independence, so $y=C_1{y}_1+C_2{y}_2$ on the positive real side of the singular point. The displayed exponential function is the requested closed-form solution; substitution gives $y_1^{\prime }=y_1/2,y_1^{\prime \prime }=y_1/4$, which makes the differential expression zero.

Convergence. For either exponent the ratio of successive terms in the coefficient power series isThus both coefficient series have $\boxed{R=\infty }$ by the ratio test. This does not remove the $\sqrt{x}$ branch point of $y_2$: 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.

Divide the Chebyshev differential equation by $1-x^2$. Its coefficients $-x/(1-x^2)$ and $m^2/(1-x^2)$ are analytic at zero, so $\boxed{x=0\text{ is an ordinary point}.}$ The finite singular points of a differential equation are $x=\pm 1$.

Insert $y={\sum }_{n\ge 0}{a}_n{x}^{n+\sigma }$, $a_0\ne 0$. The coefficient of the lowest power $x^{\sigma -2}$ is $\sigma (\sigma -1)a_0$, hence $\sigma =0$ or $1$. The next power gives $\sigma (\sigma +1)a_1=0$, and the remaining powers yieldFor $\sigma =0$, $a_1$ is free andChoosing $a_1=0$ selects the even power series, with $y(0)=a_0,y^{\prime }(0)=0$. For $\sigma =1$, the next-power equation forces $a_1=0$ andThis selects the odd power series, with $y(0)=0,y^{\prime }(0)=a_0$. Their different initial values prove linear independence. Although the Frobenius method produces two possible leading exponents, zero is an ordinary point, and a general $\sigma =0$ series already includes both initial constants.

For the normalized second-order linear differential equation $y^{\prime \prime }+P(z)y^{\prime }+Q(z)y=0$, an ordinary point $z_0$ has analytic $P,Q$ near $z_0$. At a regular singular point, which is not ordinary, $(z-z_0)P(z)$ and $(z-z_0{)}^{2}Q(z)$ are analytic. Ordinary points admit two independent convergent power series solutions. Regular singular points instead call for the Frobenius method, which permits leading powers and, in some cases, logarithms.

Here zero is an ordinary point. Substitute $y={\sum }_{n\ge 0}{a}_n{z}^n$ into the Hermite differential equation and equate coefficients:The even and odd initial coefficients are independent, givingThese are the power series solutions of the Hermite differential equation, with the present parameter equal to twice the parameter in that article. The ratio of successive terms within each nonterminating parity is asymptotically $2|z{|}^2/n$, so both series have infinite radius of convergence.

For a nonzero polynomial of degree $m$, its highest coefficient in $-2z{y}^{\prime }+\lambda y$ forces $\lambda =2m$. Conversely at that value the matching parity terminates. HenceThe polynomial solutions are scalar multiples of the Hermite polynomials. Two examples are $\boxed{\lambda =0:y=1;\lambda =2:y=z}$; direct substitution verifies both. The other independent solution generally remains nonpolynomial.

A regular singular point is a nonordinary point $x_0$ for which $(x-x_0)p(x)$ and $(x-x_0{)}^{2}q(x)$ extend analytically across $x_0$. These pole restrictions permit the Frobenius method.

For $y^{\prime \prime }+P(x)y^{\prime }+Q(x)y=0$, a singular point $x_0$ is a regular singular point if $(x-x_0)P(x)$ and $(x-x_0{)}^{2}Q(x)$ are analytic there. The Bessel differential equation has $xP=1$ and $x^{2}Q=x^2-{\nu }^2$, so zero is regular singular.

Use the Frobenius method with $y=x^s{\sum }_{n\ge 0}{a}_n{x}^n$, $a_0\ne 0$. Matching coefficients gives $(s^2-{\nu }^2)a_0=0$ and $[(s+n{)}^2-{\nu }^2]a_n+a_{n-2}=0$, with missing negative-index coefficients zero. The regular root is $s=\nu$. Then $a_1=0$, all odd coefficients vanish, and the Frobenius series for Bessel functions has recurrenceFor noninteger $\nu$, the root $s=-\nu$ supplies an independent even-power series $y_2=x^{-\nu }{\sum }_{m\ge 0}{b}_{2m}{x}^{2m}$ with $b_{2m}=-b_{2m-2}/[4m(m-\nu )]$ and $b_0\ne 0$. None of these denominators vanishes. With standard normalization this is $J_{-\nu }(x)$, independent of the Bessel function of the first kind $J_{\nu }(x)$. The real powers here are understood for $x>0$.

For integer $\nu \ge 0$ and the stated normalization $a_0=1/(2^{\nu }\nu !)$, iteration givesThe ratio of consecutive term magnitudes is $|x{|}^2/[4(m+1)(m+\nu +1)]\to 0$. Thus the series converges absolutely for every finite complex $x$, defining an entire function for integer $\nu$. At integer order, $J_{-\nu }=(-1{)}^{\nu }{J}_{\nu }$; an independent solution is instead the Bessel function of the second kind.

Use the Frobenius method and write $y=x^r{\sum }_{n\ge 0}{a}_n{x}^n$, $a_0\ne 0$, with coefficients at negative indices defined as zero. The lowest power gives the indicial equation $r(2r-1)=0$, so $r=0$ or $r=1/2$. Equating the coefficient of $x^{n+r-1}$ gives, for $n\ge 1$,For $r=0$ and $a_0=1$, the first coefficients are $1,2,2,4/3,\dots$. For $r=1/2$ they are $1,1,1/2,1/6,\dots$, multiplying $x^{1/2}$. The distinct nonintegrally separated indicial roots give two independent Frobenius series. The half-power solution is a generalized power series, rather than an ordinary Taylor series at zero.

For the normalized second-order equation, $x_0$ is an ordinary point if both coefficient functions $p$ and $q$ are holomorphic near $x_0$. If it is singular but $(x-x_0)p(x)$ and $(x-x_0{)}^{2}q(x)$ are holomorphic there, it is a regular singular point. Thus $p$ may have at most a simple pole and $q$ at most a double pole.

The distinction tells us which local series method is justified. At an ordinary point, two independent solutions are represented by ordinary Taylor series. At a regular singular point, the Frobenius method uses $(x-x_0{)}^r{\sum }_{n\ge 0}{a}_n(x-x_0{)}^n$; the indicial equation determines the exponents, and logarithmic terms may appear in a second solution. Singularities worse than these are irregular and need not have this Frobenius form.

Apply the Frobenius method. For $y=x^{\sigma }{\sum }_{n=0}^{\infty }{a}_n{x}^n$, the coefficient of the lowest power $x^{\sigma }$ comes only from $2x^2{y}^{\prime \prime }-x{y}^{\prime }+y$; the remaining term $xy$ starts one power higher. As $a_0\ne 0$, this lowest coefficient gives the indicial equationTherefore the two possible characteristic exponents at a regular singular point areTheir difference is not an integer, so the two corresponding Frobenius solutions do not require a logarithmic correction.

For the normalized equation, $x_0$ is an ordinary point when both $p$ and $q$ are analytic near $x_0$. A singular point is a regular singular point when $(x-x_0)p(x)$ and $(x-x_0{)}^{2}q(x)$ extend analytically to $x_0$; equivalently $p$ has at most a simple pole and $q$ at most a double pole there.

Thus ordinary points admit ordinary power-series solutions, while the Frobenius method applies at a regular singular point. The definitions refer to the coefficients after dividing by the leading coefficient of $y^{\prime \prime }$.

Divide by the leading coefficient for $x\ne 0,1$:The pole of $P$ makes $x=0$ a singular point of a differential equation. However,are real analytic at zero. ThereforeThe ordinary-point power-series theorem does not apply there, but the Frobenius method does.

A finite point $x_0$ is an ordinary point when the normal-form coefficients $p,q$ are analytic at $x_0$. Then arbitrary values $y(x_0),y^{\prime }(x_0)$ determine a convergent Taylor series, and two independent choices give two linearly independent local analytic solutions.

A singular point is a regular singular point when $(x-x_0)p(x)$ and $(x-x_0{)}^{2}q(x)$ extend analytically to $x_0$. The Frobenius method then provides at least one solutionwith a locally convergent analytic factor and an exponent fixed by the indicial equation. If its two indicial roots differ by a noninteger, there are two independent Frobenius solutions. For integer-separated roots a second solution may include a logarithm; a repeated root gives a Logarithmic Frobenius solution accompanying the single pure series. Such solutions need not be finite or ordinary Taylor series at the singular point.

At zero the indicial equation is $\nu (\nu -1)+\nu ={\nu }^2=0$, with repeated indicial root zero. To exhibit the analytic solution rather than only its candidate exponent, clear the denominator in the normal form:Substitute $y_1={\sum }_{n\ge 0}{b}_n{x}^n$ and equate coefficients. With $b_j=0$ for negative indices, the linear recurrence relation isEvery leading coefficient on the left is nonzero. Hence $b_0\ne 0$ is free and all later coefficients are determined; the Frobenius method guarantees local convergence up to the next singularity. In particular,For a second solution, use reduction of order. Writing $y_2=y_{1}v$ gives $W=y_1^2{v}^{\prime }$, so part (c) yieldsThe additive constant in the integral only adds a multiple of $y_1$. As $x\downarrow 0$ within $(0,m)$, its integrand isThereforeThe nonzero Wronskian proves linear independence, and the logarithm is unavoidable for this second local solution.

Set $t=y-1$. Then $y^2-1=t(t+2)$, and a Frobenius solution has the formIn the differential equation, the lowest power is $t^{\sigma -1}$, whose coefficient isThe indicial equation and its indicial roots are consequentlyTheir difference is not an integer, so the Frobenius method produces two independent series without a logarithmic term:Choose a branch of $(y-1{)}^{1/2}$, or take $y>1$ for real solutions. A general local solution is $C_1{x}_1+C_2{x}_2$ by linear independence and the superposition principle. The analytic factors converge at least for $|y-1|<2$, up to the next singular point at $y=-1$.

A terminating Frobenius series is a Frobenius method solution whose analytic power series factor has only finitely many nonzero coefficients. Its coefficient linear recurrence relation must allow the first omitted coefficient and all following coefficients to be zero. At an integer separation of characteristic exponents at a regular singular point, a resonant coefficient equation can become $0=0$, permitting such a choice rather than forcing a logarithmic term. With exponent zero, termination produces a polynomial solution.