Consider the differential equation
with initial conditions when . Assume this differential equation has a power-series solution and compute the first four nonzero terms of the expansion.
Let
be the power-series solution of the differential equation. Then we must have
From the initial condition when we have . Therefore, equating like powers of we have the following equations
Therefore, we have
There’s no need to use the Cauchy convolution formula for the product of series. You can use the uniqueness theorem of power series coefficients and just take derivatives using the initial condition and follow the recursion.