In the following we solve the second-order differential equation called the hypergeometric differential equation using Frobenius method, named after Ferdinand Georg Frobenius. This is a method that uses the series solution for a differential equation, where we assume the solution takes the form of a series. This is usually the method we use for complicated ordinary differential equations.
The solution of the hypergeometric differential equation is very important. For instance, Legendre's differential equation can be shown to be a special case of the hypergeometric differential equation. Hence, by solving the hypergeometric differential equation, one may directly compare its solutions to get the solutions of Legendre's differential equation, after making the necessary substitutions. For more details, please check the hypergeometric differential equation.
We shall prove that this equation has three singularities, namely at x = 0, x = 1 and around x = infinity. However, as these will turn out to be regular singular points, we will be able to assume a solution on the form of a series. Since this is a second-order differential equation, we must have two linearly independent solutions.
The problem however will be that our assumed solutions may or not be independent, or worse, may not even be defined (depending on the value of the parameters of the equation). This is why we shall study the different cases for the parameters and modify our assumed solution accordingly.
The equation
Solve the hypergeometric equation around all singularities:

Solution around x = 0
Let

Then

Hence, x = 0 and x = 1 are singular points. Let's start with x = 0. To see if it is regular, we study the following limits:

Hence, both limits exist and x = 0 is a regular singular point. Therefore, we assume the solution takes the form

with a0 ≠ 0. Hence,

Substituting these into the hypergeometric equation, we get

That is,

In order to simplify this equation, we need all powers to be the same, equal to r + c − 1, the smallest power. Hence, we switch the indices as follows:

Thus, isolating the first term of the sums starting from 0 we get

Now, from the linear independence of all powers of x, that is, of the functions 1, x, x2, etc., the coefficients of xk vanish for all k. Hence, from the first term, we have

which is the indicial equation. Since a0 ≠ 0, we have

Hence,

Also, from the rest of the terms, we have

Hence,

But

Hence, we get the recurrence relation

Let's now simplify this relation by giving ar in terms of a0 instead of ar−1. From the recurrence relation (note: below, expressions of the form (u)r refer to the Pochhammer symbol).

As we can see,

Hence, our assumed solution takes the form

We are now ready to study the solutions corresponding to the different cases for c1 − c2 = γ − 1 (this reduces to studying the nature of the parameter γ: whether it is an integer or not).
Analysis of the solution in terms of the difference γ − 1 of the two roots
γ not an integer
Then y1 = y|c = 0 and y2 = y|c = 1 − γ. Since

we have

Hence,
Let A′ a0 = a and B′ a0 = B. Then

γ = 1
Then y1 = y|c = 0. Since γ = 1, we have

Hence,

To calculate this derivative, let

Then

But

Hence,

Differentiating both sides of the equation with respect to c, we get:

Hence,

Now,

Hence,

For c = 0, we get

Hence, y = C′y1 + D′y2. Let C′a0 = C and D′a0 = D. Then

γ an integer and γ ≠ 1
γ ≤ 0
The value of
is
.
To begin with, we shall simplify matters by concentrating a particular value of
and generalise the result at a later stage.
We shall use the value
. The indicial equation
has a root at
, and we see from the recurrence relation
that when
that that denominator has a factor
which vanishes when
. In this case, a solution can be obtained by
putting
where
is a constant.
With this substitution, the coefficients of
vanish when
and
. The factor of
in the denominator of the recurrence relation cancels with that of the numerator
when
. Hence, our solution takes the form
If we start the summation at
rather than
we see that
The result (as we have written it) generalises easily.
For
, with
then
Obviously, if
, then
.
The expression for
we have just given looks a little
inelegant since we have a multiplicative constant apart from
the usual arbitrary multiplicative constant
.
Later, we shall see that we can recast things in such a way
that this extra constant never appears
The other root to the indicial equation is
, but
this gives us (apart from a multiplicative constant) the same result
as found using
.
This means we must take the partial derivative (w.r.t.
) of the usual trial solution in order to find a second independent solution.
If we define the linear
operator
as
then since
in our case,
(We insist that
.) Taking the partial derivative w.r.t
,
Note that we must evaluate the partial derivative at
(and not at the other root
). Otherwise the right hand side
is non-zero in the above, and we do not have a solution of
.
The factor
is not cancelled for
and
.
This part of the second independent solution is
Now we can turn our attention to the terms where the factor
cancels.
First
After this, the recurrence relations give us
So, if
we have
We need the partial derivatives
Similarly, we can write
and
It becomes clear that for
Here,
is the
th partial sum of the harmonic series,
and by definition
and
.
Putting these together, for the case
we have a second solution
The two independent solutions for
(where
is a positive integer) are then
and
The general solution is as usual
where
and
are arbitrary constants.
Now, if the reader consults a ``standard solution" for this case,
such as given by Abramowitz and Stegun [1] in §15.5.21
(which we shall write down at the end of the next section) it shall be found that the
solution we have found looks somewhat different from the standard solution.
In our solution for
, the first term in
the infinite series part of
is a term in
. The first term in the corresponding infinite
series in the standard solution is a term in
.
The
term is missing from the standard solution.
Nonetheless, the two solutions are entirely equivalent.
The reason for the apparent discrepancy between the solution
given above and the standard solution in Abramowitz and Stegun [1]
§15.5.21 is that there are an infinite number of
ways in which to represent the two independent solutions of the hypergeometric ODE.
In the last section, for instance, we replaced
with
. Suppose though, we are given some function
which is continuous and finite everywhere in an arbitrarily
small interval about
. Suppose we are also given
and
Then, if instead of replacing
with
we replace
with
, we still find we have a valid solution of
the hypergeometric equation. Clearly, we have an infinity of possibilities
for
. There is however a ``natural choice" for
.
Suppose that
is the first non zero term
in the first
solution with
. If we make
the reciprocal
of
, then we won't have a multiplicative constant involved in
as we did in the previous section. From another point of
view, we get the same result if we ``insist" that
is independent of
, and find
by using the recurrence relations
backwards.
For the first
solution,
the function
gives us (apart from multiplicative constant)
the same
as we would have obtained using
.
Suppose that using
gives rise to two independent solutions
and
. In the following we shall
denote the solutions arrived at given some
as
and
.
The second solution requires us to take the partial derivative w.r.t
,
and substituting the usual trial solution gives us
The operator
is the same linear operator discussed in the previous section.
That is to say, the hypergeometric ODE is represented as
.
Evaluating the left hand side at
will give us a second independent solution.
Note that this second solution
is in fact a linear
combination of
and
.
Any two independent linear combinations (
and
) of
and
are independent solutions of
.
The general solution can be written as a linear combination of
and
just as well as linear combinations of
and
.
We shall review the special case where
that was considered in the last section. If we ``insist"
, then the recurrence relations