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Determine the interval of convergence of ∑xn / (n!)2 and show that it satisfies a given differential equation

Consider the function f(x) defined by the power series,

    \[ f(x) = \sum_{n=0}^{\infty} \frac{x^n}{(n!)^2}. \]

Determine the interval of convergence of f(x) and show that f(x) satisfies the differential equation

    \[ xy'' + y' - y = 0. \]


First, to determine the radius of convergence we use the ratio test,

    \begin{align*}  \lim_{n \to \infty} \frac{a_{n+1}}{a_n} &= \lim_{n \to \infty} \left( \frac{x^{n+1}}{(n+1)!^2} \right) \left( \frac{(n!)^2}{x^n} \right) \\[9pt]  &= \lim_{n \to \infty} \frac{x}{(n+1)^2} \\[9pt]  &= 0. \end{align*}

Therefore, the series converges for all x (or the radius of convergence is r = +\infty). Next, to show that f(x) satisfies the given differential equation we take the first two derivatives,

    \begin{align*}   && y &= \sum_{n=0}^{\infty} \frac{x^n}{(n!)^2} \\[9pt]  \implies && y' &= \sum_{n=1}^{\infty} \frac{nx^{n-1}}{(n!)^2} = \sum_{n=1}^{\infty} \frac{x^{n-1}}{n ((n-1)!)^2} \\[9pt]  \implies && y'' &= \sum_{n=2}^{\infty} \frac{(n-1)x^{n-2}}{n ((n-1)!)^2} = \sum_{n=2}^{\infty} \frac{x^{n-2}}{n(n-1)((n-2)!)^2}. \end{align*}

Plugging this into the given differential equation we have

    \begin{align*}  xy'' + y' - y &= x \left( \sum_{n=2}^{\infty} \frac{x^{n-2}}{n(n-1)((n-2)!)^2} \right) + \left( \sum_{n=1}^{\infty} \frac{x^{n-1}}{n ((n-1)!)^2} \right) - \left( \sum_{n=0}^{\infty} \frac{x^n}{(n!)^2} \right) \\[9pt]  &= \sum_{n=2}^{\infty} \frac{x^{n-1}}{n(n-1)((n-2)!)^2} + \sum_{n=1}^{\infty} \frac{x^{n-1}}{n ((n-1)!)^2} - \sum_{n=0}^{\infty} \frac{x^n}{(n!)^2} \\[9pt]  &= \sum_{n=1}^{\infty} \frac{x^n}{(n+1)n((n-1)!)^2} + \sum_{n=0}^{\infty} \frac{x^n}{(n+1)(n!)^2} -\sum_{n=0}^{\infty} \frac{x^n}{(n!)^2} \\[9pt]  &= \left( \sum_{n=1}^{\infty} \frac{x^n}{(n+1)n((n-1)!)^2} + \frac{x^n}{(n+1)(n!)^2} - \frac{x^n}{(n!)^2} \right) + 1 - 1 \\[9pt]  &= \sum_{n=1}^{\infty} \left( \frac{1}{(n+1)n((n-1)!)^2} + \frac{1}{(n+1)(n!)^2} - \frac{1}{(n!)^2} \right)x^n \\[9pt]  &= \sum_{n=1}^{\infty} \frac{n + 1 - (n+1)}{(n+1)(n!)^2} x^n \\[9pt]  &= \sum_{n=1}^{\infty} \frac{0}{(n+1)(n!)^2} x^n \\[9pt]  &= 0. \end{align*}

Hence, y indeed satisfies the given differential equation.

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