Past exam of the mathematics course of the University of Cambridge / 2007 / ia / Paper 2 / 5B (Differential Equations)

In the normalized second-order linear differential equation, an ordinary point $z_0$ is one at which both $p$ and $q$ are holomorphic functions in a neighbourhood of $z_0$. A singular point of a differential equation is a point that is not ordinary. A singular point $z_0$ is a regular singular point if $(z-z_0)p(z)$ and $(z-z_0{)}^{2}q(z)$ extend analytically to $z_0$. Equivalently, $p$ has at most a simple pole and $q$ at most a double pole there. If a singular point fails this test, it is an irregular singular point. The normalized form matters: zeros of a leading coefficient must first be assessed after division by that coefficient.

For $z\ne 0$, division by $4z$ gives $p(z)=1/(2z)$ and $q(z)=1/(4z)$. Thus zero is singular, but $zp=1/2$ and $z^{2}q=z/4$ are analytic. Zero is a regular singular point.

Apply the Frobenius method with $y=z^r{\sum }_{n=0}^{\infty }{a}_n{z}^n$, $a_0\ne 0$. The lowest power $z^{r-1}$ has coefficient $[4r(r-1)+2r]a_0$, so the indicial equation is $2r(2r-1)=0$. Its characteristic exponents at a regular singular point are $0$ and $1/2$. At the next powers,With $a_0=1$, the two Frobenius solutions are thereforeBoth analytic power-series factors converge everywhere by the ratio test. Recognizing the trigonometric series givesOn a punctured neighbourhood choose a consistent square-root branch for the second solution; the first is entire in $z$. These solutions are independent, since their leading orders are $1$ and $z^{1/2}$. A direct square-root reduction of a regular-singular differential equation also verifies the closed forms: for $s=\sqrt{z}$ and $Y(s)=y(s^2)$, $4z{y}^{\prime \prime }=Y_{ss}-Y_s/s$ and $2y^{\prime }=Y_s/s$, so the equation reduces to $Y_{ss}+Y=0$.