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The expansion is singular near the moving lower limit, so expanding $e^{-\epsilon /x}$ throughout the original integral would lose its constant term. Introduce the symmetric exponential integralUnder $x=\epsilon /t$, the discarded piece becomesThis is a uniform Taylor expansion because $t\ge 1$. To derive the logarithmic expansion of a symmetric exponential integral without needing another special function, first exploit the same substitution to writeThe estimate follows from $0\le 1-e^{-\epsilon /x}\le \epsilon /x$. Here $\gamma$ is Euler's constant and the small-argument expansion of the exponential integral fixes the constant as well as the logarithm.

Differentiate under the integral and integrate the derivative of $e^{-x-\epsilon /x}/x$ over $(0,\infty )$; the exponentially small endpoint terms vanish. This gives the ordinary differential equationFor the Frobenius method at its regular singular point, write $J=A\log \epsilon +B+\epsilon (C_1\log \epsilon +D)+\cdots$. Substitution gives $C_1=A$ and $D=B-2A$. The preceding leading calculation sets $A=-1$, $B=-2\gamma$, henceSubtracting the moving-cutoff correction to a symmetric exponential integral yields the requested answer, including the logarithmically enhanced first-order term:Thus the $\epsilon \log \epsilon$ switchback term must be retained when asking for all contributions through order $\epsilon$.

After division by $z$, the coefficients are $P=2/z-1$ and $Q=-1/z$. At $0$, $zP$ and $z^{2}Q$ are analytic functions, so $0$ is a regular singular point. Its indicial equation is $r(r-1)+2r=r(r+1)=0$. There are no other finite singular points of a differential equation. At infinity the regular singular point criterion for a second-order equation would require $P=O(z^{-1})$, but $P\to -1$; hence infinity is an irregular singular point.

Substituting $y=f/z$ reduces the equation to $f^{\prime \prime }-f^{\prime }=0$, soA linearly independent pair is $1/z$ and $(e^z-1)/z$. Their Wronskian is $e^z/z^2\ne 0$. The second has a removable singularity at $0$ and value $1$, whereas the first has a simple pole, agreeing with the two characteristic exponents at a regular singular point, $0,-1$. The integer difference does not require a logarithm. At infinity $e^z/z$ has an essential singularity, consistent with the irregular singular point; the existence of the simpler solution $1/z$ does not make infinity regular.

After division by $x^2$, the equation is $y^{\prime \prime }+x^{-1}{y}^{\prime }-(1+{\alpha }^2{x}^{-2})y=0$. Every $x\ne 0$ is an ordinary point. The origin is singular, but it is a regular singular point because $xP(x)=1$ and $x^{2}Q(x)=-(x^2+{\alpha }^2)$ are analytic there. An ordinary point has analytic normalized coefficients $P,Q$; a singular point failing the displayed regularity test is irregular.

The Frobenius method ansatz $y=x^r{\sum }_{n\ge 0}{a}_n{x}^n$ gives the indicial equation $r^2-{\alpha }^2=0$, $a_1=0$, andFor nonintegral $\alpha$, two independent solutions are

For integral $\alpha$, put $m=|\alpha |$. In the $r=-m$ recurrence the denominator vanishes at $n=2m$, so that series fails or coincides in the exceptional $m=0$ case. Up to scale the single Frobenius series isFor $\alpha =1$, $y_1=x(1+x^2/8+\cdots )$, soIts integral contains both $s^{-2}$ and $\log s$; multiplying by $y_1$ leaves a pole and a logarithmic term. Thus the reduction-of-order solution is not a power series at zero.

Fora finite point $z_0$ is a regular singular point when $(z-z_0)P(z)$ and $(z-z_0{)}^{2}Q(z)$ extend holomorphically to $z_0$. A singularity at infinity is classified by applying this criterion after the change of variable $w=1/z$.

For the displayed Bessel differential equation,At $z=0$, the functions $zP(z)=1$ and $z^{2}Q(z)=z^2-1/4$ are holomorphic, so zero is regular singular. To inspect infinity, write $Y(w)=y(1/w)$. The equation becomesHere $w^{2}Q(w)=w^{-2}-1/4$ is not holomorphic at zero, so infinity is an irregular singular point. Thus

Set $y=z^{-1/2}f$. Direct differentiation makes every lower-order term cancel:Hence $f^{\prime \prime }+f=0$, and on any domain carrying a branch of $\sqrt{z}$ two linearly independent solutions areNear the regular singular point, these behave as $z^{-1/2}$ and $z^{1/2}$, the two Frobenius exponents. At infinity their combinations are $z^{-1/2}{e}^{\pm iz}$; after $w=1/z$ these contain $e^{\pm i/w}$, the exponential behavior characteristic of an irregular singular point.

The Papperitz symbolrepresents the two-dimensional solution space of a homogeneous linear differential equation for a second-order Fuchsian differential equation on the Riemann sphere. Its only singularities are the three regular singular points $a,b,c$. The two entries beneath each point are its characteristic exponents at a regular singular point: for example, in the nonresonant case a local basis near $a$ has leading behaviours $(z-a{)}^{\alpha }$ and $(z-a{)}^{{\alpha }^{\prime }}$. If one of the points is infinity, exponent $\rho$ conventionally means behaviour $z^{-\rho }$ there.

The six exponents obey the Fuchs relationSubject to this relation, the symbol determines the corresponding Riemann differential equation; resonant differences between exponents may produce Logarithmic Frobenius solutions without changing the exponent data recorded by the symbol.

Put $y(x)=w(z)$ with $z={\sin }^{2}x$. The chain rule givesand henceAfter substitution and division by $4z(1-z)$, the ordinary differential equation becomesComparison with the Gauss hypergeometric equation gives, up to interchanging $A$ and $B$,

At $z=0$ and $z=1$, the coefficient of $w^{\prime }$ has at most a simple pole and that of $w$ has at most a double pole, so both are regular singular points. The regular singular point at infinity criterion gives the same conclusion at infinity. The corresponding Papperitz symbol isIndeed, the exponent pairs are $(0,1-C)=(0,1/2)$ at zero, $(0,C-A-B)=(0,1/2)$ at one, and $(A,B)=(k/2,-k/2)$ at infinity; their sum also satisfies the Fuchs relation.

For an equation $y^{\prime \prime }+p(x)y^{\prime }+q(x)y=0$, infinity is a regular singular point only when $p(x)=O(x^{-1})$ and $q(x)=O(x^{-2})$. Here $p=-1$ and $q=-2/x-2/x^2$, so infinity is an irregular singular point.

Three distinguished limits are needed.

In the origin layer, put $x=\epsilon X$ and $y(x;\epsilon )=Y(X)$. Since $\mathrm{sech}(\epsilon X)=1+O({\epsilon }^2)$, the leading equation isIt has the first integralSolving this first-order linear differential equation givesRegularity at $X=0$ requires $D=-C$, and $Y(0)=1$ then fixes $C=1$. Thus Region I, $x=O(\epsilon )$, hasIts matching limit is $Y\sim X^{-1}$ as $X\to \infty$.

In Region II, $x=O(1)$ with $x\gg \epsilon$, setting $\epsilon =0$ reduces the second-order equation toHence $y_0=C{e}^{-x}/x$. Matching $C/x$ with the inner limit $\epsilon /x$ fixes $C=\epsilon$, so

The correction generated by $\epsilon x^{3}y$ changes the local decay rate when $x=O({\epsilon }^{-1/2})$. For Region III setThe terms of order ${\epsilon }^{-1/2}$ give the eikonal equationand the next balance gives $Z{G}^{\prime }+G=0$. Matching to Region II selectsThereforeThis solution is already beyond all algebraic orders in $\epsilon$ in the distant region. A leading multiplicative composite expansion that contains all three balances and satisfies the boundary value exactly iswith its value at $x=0$ understood by continuity.

Finally, the coefficient of $y^{\prime \prime }$ vanishes at the origin. Taking the regular limit of the original equation there givesso the prescribed value also fixes $y^{\prime }(0)=-1/(2\epsilon )$. Equivalently, the second inner solution behaves as $1/X$ and is excluded by regularity. This regular singular point is why one boundary condition determines the unique regular solution.

In monic form the Chebyshev differential equation has $P(x)=-x/(1-x^2)$ and $Q(x)=p^2/(1-x^2)$. Both are analytic near zero, so it is an ordinary point. At $x=1$, $(x-1)P=x/(x+1)$ and $(x-1{)}^{2}Q=-p^2(x-1)/(x+1)$ are analytic; at $x=-1$, $(x+1)P=x/(x-1)$ and $(x+1{)}^{2}Q=-p^2(x+1)/(x-1)$ are analytic. Thus both endpoints are regular singular points.

Insert $y_q={\sum }_{n\ge 0}{a}_n{x}^{n+q}$ and equate coefficients. The recurrence relation isExplicitly the factors are $(n^2-p^2)/[(n+2)(n+1)]$ for $q=0$ and $[(n+1{)}^2-p^2]/[(n+3)(n+2)]$ for $q=1$. The lowest equation for $q=1$ forces $a_1=0$. For $q=0$, one may choose $a_1=0$ to select an even solution, independent of the odd $q=1$ solution. The leading coefficient $a_0$ is free in either chosen parity branch.

For a nonterminating branch the consecutive parity-term ratio tends to $x^2$. Hence the ratio test gives convergence for $|x|<1$, and radius of convergence one. Terminating branches are polynomials with infinite radius. For $p=m\ge 0$ an integer, choose $q$ of the same parity as $m$: the recurrence stops once $n+q=m$, producing a degree-$m$ Chebyshev polynomial. Normalization at $1$ gives all nonzero coefficients through degree three:

Set $Y(\theta )=y(\cos \theta )$. Direct differentiation gives $Y^{\prime \prime }={\sin }^2\theta y^{\prime \prime }-\cos \theta y^{\prime }$, so the equation becomes $Y^{\prime \prime }+m^{2}Y=0$. For $m>0$, $Y=A\cos (m\theta )+B\sin (m\theta )$. A polynomial $y$ has finite derivative at $x=1$, and therefore $Y^{\prime }(0)=-\sin 0y^{\prime }(1)=0$, forcing $B=0$. Also $Y(0)=T_m(1)=1$, so $A=1$. For $m=0$, the transformed solution is affine in $\theta$ and the same derivative condition removes its linear term. ThusThe endpoint values follow by continuity. The finite-derivative condition is what excludes the independent nonpolynomial branch, rather than normalization alone.

Write a second-order linear ordinary differential equation in monic form $y^{\prime \prime }+P(x)y^{\prime }+Q(x)y=0$. At a finite point $x_0$, an ordinary point has analytic $P,Q$. A singular point is a regular singular point if $(x-x_0)P$ and $(x-x_0{)}^{2}Q$ extend analytically there. A singular point failing this condition is an irregular singular point. The point at infinity is classified by the reciprocal coordinate $t=1/x$.

For the Laguerre differential equation, $P=1/x-1$ and $Q=\nu /x$. Thus $xP=1-x$ and $x^{2}Q=\nu x$ are analytic at zero, while $P$ itself is singular: zero is regular singular. Put $Y(t)=y(1/t)$. Since $y^{\prime }=-t^2{Y}^{\prime }$ and $y^{\prime \prime }=t^4{Y}^{\prime \prime }+2t^3{Y}^{\prime }$, the transformed equation isHere $t{P}_t=1+1/t$ is not analytic at zero, so infinity is an irregular singular point, for every real $\nu$.

For the Frobenius solution, the lowest power $x^{\sigma -1}$ has coefficient $a_0{\sigma }^2$. Hence the indicial equation is ${\sigma }^2=0$, and equating the remaining powers givesWith the repeated root $\sigma =0$, the Frobenius series for the Laguerre differential equation obeysIf the series does not terminate, its consecutive term ratio is asymptotic to $x/k$, so the ratio test gives infinite radius of convergence. It is an entire function, even though the differential equation has a singular coefficient at zero. The repeated indicial root yields only one analytic Frobenius branch; an independent solution generally has a logarithmic term there.

For $\nu =n\ge 0$, the factor $k-n$ stops the recurrence at degree $n$. With $a_0=1$ its coefficients are $a_k=(-1{)}^k(\genfrac{}{}{0ex}{}{n}{k})/k!$, giving the Laguerre polynomialsThe same termination argument includes $n=0$, as required for $L_0$ despite the earlier reference to positive integers.

The substitution $y=e^{x}g$ reduces the homogeneous linear differential equation toA first integration gives $g^{\prime }=Cx{e}^{-x}$, and a second gives $g=D-C(x+1)e^{-x}$. HenceThe Wronskian of $1+x,e^x$ is $x{e}^x$, so they are linearly independent on either side of zero. At zero the differential equation has a regular singular point. The displayed solutions extend analytically through it; their linear combinations describe the global solutions when two continuous derivatives are required there. If no matching condition is imposed, the two sides have independent constants.

In normalized form, the coefficients are $p(x)=-x/(1-x^2)$ and $q(x)=n^2/(1-x^2)$. They are analytic near zero, so $\boxed{x=0\text{ is an ordinary point}}$.

At each of $x=\pm 1$, $p$ has a simple pole and $q$ at most a simple pole. The products $(x-x_0)p$ and $(x-x_0{)}^{2}q$ are analytic, so both are regular singular points. More precisely their limiting values are $1/2$ and zero, giving indicial equation $\rho (\rho -1)+\rho /2=0$, with exponents $0,1/2$.

To classify infinity, set $t=1/x$ and $Y(t)=y(1/t)$. The transformed equation isAfter division, its coefficients satisfyBoth are analytic at $t=0$, while $P$ itself has a pole. Hence $\boxed{x=\infty \text{ is also a regular singular point}}$, with indicial exponents $\rho =\pm n$. These classifications remain valid at $n=0$, when the exponents at infinity coincide.

For a nonterminating parity series, consecutive nonzero terms satisfyThe ratio test therefore gives $\boxed{R=1}$ for each nonterminating series. The nearest singular coefficient points are $x=\pm 1$, both distance one from the expansion centre.

The polynomial exception is essential here. If $n$ is an integer, the series of the same parity as $|n|$ terminates and has $\boxed{R=\infty }$; the opposite-parity independent series remains nonterminating with radius one. For noninteger $n$, both have radius one. A regular singular point can be removable for one particular solution, so its presence does not force every individual solution to have finite convergence radius.

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.

The origin is an ordinary point. Substitute $y={\sum }_{n\ge 0}{a}_n{x}^n$ into the equation and collect the coefficient of $x^n$:Hence the recurrence relation isThere are two free initial coefficients. The independent even and odd power series beginThe general solution is $\boxed{y=a_0{y}_{\mathrm{e}}+a_1{y}_{\mathrm{o}}}$. As a useful independent check, the substitution $x=\sin t$ reduces the equation to $d^{2}y/d{t}^2+k^{2}y=0$. ThusFor a nonterminating parity series, $|a_{n+2}/a_n|\to 1$, so the ratio test in $x^2$ gives $\boxed{R=1}$. The regular singular points at $\pm 1$ explain the natural obstruction.

There is an important exception to an unconditional radius-one answer. If $k^2=m^2$ for an integer $m\ge 0$, the series of parity $m$ terminates at degree $m$ and is a multiple of a Chebyshev polynomial. Its radius of convergence is $\boxed{R=\infty }$; the other independent parity solution still has radius one. For $m=0$ the even solution is constant. Any nonzero combination containing the nonterminating solution has radius one. These are the full power series of the Chebyshev differential equation, including the terminating cases.

Divide by $2x^2$ to put the ordinary differential equation into normalized form $y^{\prime \prime }+P(x)y^{\prime }+Q(x)y=0$:The coefficients are singular at zero, butare both analytic there. This is precisely the regular singular point criterion for a second-order equation, so $x=0$ is a regular singular point.

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 $y^{\prime \prime }$.

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.

Expanding the derivative and dividing by $1-x$ givesThe only finite singular point is $\boxed{x=1}$. There $(x-1)p(x)=1$ and $(x-1{)}^{2}q(x)=c^2(x-1{)}^2-\lambda (x-1)$ are analytic, so it is a regular singular point. At infinity the coefficient of $y$ tends to $c^2\ne 0$, giving an irregular singular point after reciprocal substitution; the finite classification is independent of $\lambda$.