The Frobenius method constructs solutions of a linear ordinary differential equation near a regular singular point by allowing a power series to be multiplied by a possibly nonintegral power of the displacement from the expansion point.
At an ordinary point , expand
in a Taylor series about
. Commonly, the expansion point can
be taken as
,
resulting in the Maclaurin series
|
(1)
|
Plug
back into the ODE and group the coefficients by power. Now, obtain a recurrence
relation for the
th
term, and write the series expansion in terms
of the
s.
Expansions for the first few derivatives are
|
(2)
| |||
|
(3)
| |||
|
(4)
| |||
If
is a regular singular point of the ordinary
differential equation
|
(5)
|
translate the independent variable so that and seek a Frobenius
solution of the form
|
(6)
|
where .
Its derivatives are
|
(7)
| |||
|
(8)
| |||
|
(9)
|
Substitute into the ordinary differential equation and group by power to obtain a recurrence
relation for the coefficients . Setting the coefficient
of the lowest power to zero gives the indicial
equation, which determines the allowed values of
.
As an example, consider the Bessel differential equation
|
(10)
|
|
(11)
|
The indicial equation, obtained by setting , is then
|
(12)
|
Since ,
, so
. Take
and choose
. The next coefficient gives
|
(13)
|
(so )
and
|
(14)
|
for ,
3, ..., so
|
(15)
|
for .
With
,
where
is the gamma function, substitution into (6)
gives the Bessel function of the first
kind
|
(16)
|
For noninteger ,
and
are linearly independent
solutions on
.
For integer
, however,
|
(17)
|
and a second linearly independent solution is the Bessel function of the second
kind .
Fuchs's theorem guarantees at least one Frobenius solution at a regular singular point. Such a solution need not be an ordinary power series or a Laurent series, since its leading exponent can be nonintegral. If the roots of the indicial equation differ by an integer, including zero, a second linearly independent solution may contain a logarithm.