Power Series Solutions to Differential Equations - Series Method for Solving Differential Equations 

In mathematics, the power series method is used to seek a power series solution to certain differential equations. In general, such a solution assumes a power series with unknown coefficients, then substitutes that solution into the differential equation to find a recurrence relation for the coefficients.
The power series method can be applied to certain nonlinear differential equations, though with less flexibility. A very large class of nonlinear equations can be solved analytically by using the Parker-Sochacki method. Since the Parker-Sochacki method involves an expansion of the original system of ordinary differential equations through auxiliary equations, it is not simply referred to as the power series method. The Parker-Sochacki method is done before the power series method to make the power series method possible on many nonlinear problems. An ODE problem can be expanded with the auxiliary variables which make the power series method trivial for an equivalent, larger system. Expanding the ODE problem with auxiliary variables produces the same coefficients (since the power series for a function is unique) at the cost of also calculating the coefficients of auxiliary equations. Many times, without using auxiliary variables, there is no known way to get the power series for the solution to a system, hence the power series method alone is difficult to apply to most nonlinear equations.
The power series method will give solutions only to initial value problems (opposed to boundary value problems), this is not an issue when dealing with linear equations since the solution may turn up multiple linearly independent solutions which may be combined (by superposition) to solve boundary value problems as well. A further restriction is that the series coefficients will be specified by a nonlinear recurrence (the nonlinearities are inherited from the differential equation).
In order for the solution method to work, as in linear equations, it is necessary to express every term in the nonlinear equation as a power series so that all of the terms may be combined into one power series.