Ordinary Differential Equations (ODEs) using power series expansion methods such as Taylor’s series.
Theory
Ordinary Differential Equations (ODEs) describe the relationship between a function and its derivatives. They play a fundamental role in modeling real-world systems involving motion, heat flow, population growth, electrical circuits, and many other scientific and engineering applications.
In many cases, ODEs do not have closed-form analytical solutions. To handle such equations, approximation methods are used. One powerful approach is the Power Series Method, where the unknown solution is expressed as a polynomial in terms of the independent variable.
A power series representation of a function around a point ( x_0 ) is given by:
y(x) = a₀ + a₁(x − x₀) + a₂(x − x₀)² + a₃(x − x₀)³ + ⋯
This form allows us to convert the differential equation into a sequence of algebraic equations by substituting the series into the ODE and matching coefficients of like powers. The coefficients ( a₀, a₁, a₂, ... ) are then determined using:
- The differential equation itself
- Given initial conditions
A special case of the power series method is the Taylor Series Method, where the solution is expanded using successive derivatives evaluated at a specific point:
y(x) ≈ y(x₀) + y′(x₀)(x − x₀) + y″(x₀)/2! (x − x₀)² + ⋯
This technique provides:
- A step-by-step numerical approximation
- Smooth and highly accurate representation near the expansion point
Power series solutions are particularly useful when:
- The function is smooth and differentiable
- Solutions around ordinary points of the differential equation are needed
- Analytical solutions are difficult or impossible to derive
Applications of power series ODE solutions include:
- Quantum mechanics and wave equations
- Fluid dynamics
- Electrical and mechanical vibration analysis
- Numerical simulation and scientific computing
Thus, the power series method offers a flexible and robust technique to approximate solutions to many nonlinear or complex differential equations encountered in practical systems.