ProofComplete

Proof of the Frobenius Theorem

We present the complete proof that at a regular singular point, the method of Frobenius produces convergent solutions, using the method of majorants.


Theorem Statement

Theorem9.2Frobenius theorem (existence of Frobenius series)

Consider x2y+xp(x)y+q(x)y=0x^2 y'' + xp(x)y' + q(x)y = 0 where p(x)=n=0pnxnp(x) = \sum_{n=0}^{\infty} p_n x^n and q(x)=n=0qnxnq(x) = \sum_{n=0}^{\infty} q_n x^n converge for x<R|x| < R. Let r1,r2r_1, r_2 be the roots of the indicial equation r(r1)+p0r+q0=0r(r-1) + p_0 r + q_0 = 0 with Re(r1)Re(r2)\mathrm{Re}(r_1) \geq \mathrm{Re}(r_2).

Then there exists a solution y1(x)=xr1n=0anxny_1(x) = x^{r_1}\sum_{n=0}^{\infty} a_n x^n (a0=1a_0 = 1) converging for 0<x<R0 < |x| < R.


Proof

Proof

Step 1: Deriving the recurrence.

Substituting y=xrn=0anxny = x^r \sum_{n=0}^{\infty} a_n x^n into x2y+xp(x)y+q(x)y=0x^2 y'' + xp(x)y' + q(x)y = 0 and collecting the coefficient of xr+nx^{r+n}:

I(r+n)an+k=0n1[(r+k)pnk+qnk]ak=0,I(r+n) a_n + \sum_{k=0}^{n-1} [(r+k)p_{n-k} + q_{n-k}] a_k = 0,

where I(s)=s(s1)+p0s+q0I(s) = s(s-1) + p_0 s + q_0 is the indicial polynomial. For r=r1r = r_1 and n1n \geq 1:

an=1I(r1+n)k=0n1[(r1+k)pnk+qnk]ak.a_n = -\frac{1}{I(r_1 + n)} \sum_{k=0}^{n-1} [(r_1+k)p_{n-k} + q_{n-k}] a_k.

Since I(r1+n)=(r1+nr1)(r1+nr2)+linear terms=n(n+r1r2)I(r_1 + n) = (r_1 + n - r_1)(r_1 + n - r_2) + \text{linear terms} = n(n + r_1 - r_2) (up to the leading behavior), and r1r2r_1 - r_2 is not a negative integer, we have I(r1+n)0I(r_1 + n) \neq 0 for all n1n \geq 1.

Step 2: Bounding the indicial factor.

For n1n \geq 1: I(r1+n)n(n+r1r2)O(n)p01|I(r_1 + n)| \geq |n(n + r_1 - r_2)| - O(n) \cdot |p_0 - 1|. For large nn, I(r1+n)cn2|I(r_1 + n)| \geq cn^2 for some constant c>0c > 0. Choose N0N_0 such that I(r1+n)n|I(r_1 + n)| \geq n for all nN0n \geq N_0.

Step 3: Majorant construction.

Since pp and qq converge for x<R|x| < R, choose ρ<R\rho < R and let:

pnPρn,qnQρn|p_n| \leq \frac{P}{\rho^n}, \quad |q_n| \leq \frac{Q}{\rho^n}

for constants P,Q>0P, Q > 0. Define M=max(P(max0kN0r1+k)+Q,)M = \max(P(\max_{0 \leq k \leq N_0}|r_1 + k|) + Q, \ldots) and let K=M/ρK = M/\rho.

The recurrence gives:

an1I(r1+n)k=0n1(r1+kP+Q)ρnkak.|a_n| \leq \frac{1}{|I(r_1+n)|} \sum_{k=0}^{n-1} \frac{(|r_1+k|P + Q)}{\rho^{n-k}} |a_k|.

For nN0n \geq N_0, using I(r1+n)n|I(r_1+n)| \geq n:

anCnρnk=0n1ρkak|a_n| \leq \frac{C}{n\rho^n} \sum_{k=0}^{n-1} \rho^k |a_k|

for a constant CC depending on r1,P,Qr_1, P, Q.

Step 4: Comparison with a geometric series.

Define An=ρnanA_n = \rho^n |a_n|. Then:

AnCnk=0n1Ak.A_n \leq \frac{C}{n} \sum_{k=0}^{n-1} A_k.

Let Sn=k=0nAkS_n = \sum_{k=0}^{n} A_k. Then An(C/n)Sn1A_n \leq (C/n) S_{n-1} and Sn=Sn1+AnSn1(1+C/n)S_n = S_{n-1} + A_n \leq S_{n-1}(1 + C/n).

By induction: SnS0k=1n(1+C/k)S_n \leq S_0 \prod_{k=1}^{n}(1 + C/k). Since (1+C/k)nC\prod(1 + C/k) \sim n^C (by taking logarithms: ln(1+C/k)Clnn\sum \ln(1+C/k) \sim C\ln n), we get Sn=O(nC)S_n = O(n^C), hence An=O(nC1)A_n = O(n^{C-1}) and:

annC1ρn.|a_n| \leq \frac{n^{C-1}}{\rho^n}.

Therefore anxnnC1(x/ρ)n\sum |a_n| |x|^n \leq \sum n^{C-1} (|x|/\rho)^n, which converges for x<ρ|x| < \rho. Since ρ<R\rho < R was arbitrary, the series converges for x<R|x| < R. \blacksquare


Extensions

RemarkThe logarithmic case

When r1r2=NZ0r_1 - r_2 = N \in \mathbb{Z}_{\geq 0}, the recurrence for the second solution at n=Nn = N gives I(r2+N)=I(r1)=0I(r_2 + N) = I(r_1) = 0, and the sum on the right may not vanish. The resolution uses the derivative method: define y(x;r)=xran(r)xny(x; r) = x^r \sum a_n(r) x^n as a function of the continuous parameter rr. Then y/rr=r2\partial y/\partial r |_{r = r_2} introduces a lnx\ln x factor and produces the second solution.

ExampleLogarithmic case: Bessel of order 0

For x2y+xy+x2y=0x^2 y'' + xy' + x^2 y = 0 (Bessel equation, ν=0\nu = 0): r1=r2=0r_1 = r_2 = 0. The first solution is J0(x)=k=0(1)kx2k/(2kk!)2J_0(x) = \sum_{k=0}^{\infty} (-1)^k x^{2k}/(2^k k!)^2. The second solution is:

Y0(x)=2π[(ln(x/2)+γ)J0(x)+k=1(1)k+1Hk(k!)2(x2)2k],Y_0(x) = \frac{2}{\pi}\left[(\ln(x/2) + \gamma)J_0(x) + \sum_{k=1}^{\infty} \frac{(-1)^{k+1} H_k}{(k!)^2}\left(\frac{x}{2}\right)^{2k}\right],

where γ\gamma is the Euler-Mascheroni constant and Hk=1+1/2++1/kH_k = 1 + 1/2 + \cdots + 1/k.