Internal problem ID [5492]
Internal file name [OUTPUT/4740_Sunday_June_05_2022_03_04_32_PM_12686391/index.tex]
Book: Advanced Mathematical Methods for Scientists and Engineers, Bender and Orszag.
Springer October 29, 1999
Section: Chapter 3. APPROXIMATE SOLUTION OF LINEAR DIFFERENTIAL EQUATIONS.
page 136
Problem number: 3.24 (h).
ODE order: 2.
ODE degree: 1.
The type(s) of ODE detected by this program : "second order series method. Regular singular point. Difference not integer"
Maple gives the following as the ode type
[[_2nd_order, _with_linear_symmetries], [_2nd_order, _linear, `_with_symmetry_[0,F(x)]`]]
\[ \boxed {x \left (x +2\right ) y^{\prime \prime }+\left (1+x \right ) y^{\prime }-4 y=0} \] With the expansion point for the power series method at \(x = 0\).
The type of the expansion point is first determined. This is done on the homogeneous part of the ODE. \[ \left (x^{2}+2 x \right ) y^{\prime \prime }+\left (1+x \right ) y^{\prime }-4 y = 0 \] The following is summary of singularities for the above ode. Writing the ode as \begin {align*} y^{\prime \prime }+p(x) y^{\prime } + q(x) y &=0 \end {align*}
Where \begin {align*} p(x) &= \frac {1+x}{x \left (x +2\right )}\\ q(x) &= -\frac {4}{x \left (x +2\right )}\\ \end {align*}
| \(p(x)=\frac {1+x}{x \left (x +2\right )}\) | |
| singularity | type |
| \(x = -2\) | \(\text {``regular''}\) |
| \(x = 0\) | \(\text {``regular''}\) |
| \(q(x)=-\frac {4}{x \left (x +2\right )}\) | |
| singularity | type |
| \(x = -2\) | \(\text {``regular''}\) |
| \(x = 0\) | \(\text {``regular''}\) |
Combining everything together gives the following summary of singularities for the ode as
Regular singular points : \([-2, 0, \infty ]\)
Irregular singular points : \([]\)
Since \(x = 0\) is regular singular point, then Frobenius power series is used. The ode is normalized to be \[ x \left (x +2\right ) y^{\prime \prime }+\left (1+x \right ) y^{\prime }-4 y = 0 \] Let the solution be represented as Frobenius power series of the form \[ y = \moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n +r} \] Then \begin{align*} y^{\prime } &= \moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) a_{n} x^{n +r -1} \\ y^{\prime \prime } &= \moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) \left (n +r -1\right ) a_{n} x^{n +r -2} \\ \end{align*} Substituting the above back into the ode gives \begin{equation} \tag{1} x \left (x +2\right ) \left (\moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) \left (n +r -1\right ) a_{n} x^{n +r -2}\right )+\left (1+x \right ) \left (\moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) a_{n} x^{n +r -1}\right )-4 \left (\moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n +r}\right ) = 0 \end{equation} Which simplifies to \begin{equation} \tag{2A} \left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{n +r} a_{n} \left (n +r \right ) \left (n +r -1\right )\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}2 x^{n +r -1} a_{n} \left (n +r \right ) \left (n +r -1\right )\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{n +r} a_{n} \left (n +r \right )\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) a_{n} x^{n +r -1}\right )+\moverset {\infty }{\munderset {n =0}{\sum }}\left (-4 a_{n} x^{n +r}\right ) = 0 \end{equation} The next step is to make all powers of \(x\) be \(n +r -1\) in each summation term. Going over each summation term above with power of \(x\) in it which is not already \(x^{n +r -1}\) and adjusting the power and the corresponding index gives \begin{align*} \moverset {\infty }{\munderset {n =0}{\sum }}x^{n +r} a_{n} \left (n +r \right ) \left (n +r -1\right ) &= \moverset {\infty }{\munderset {n =1}{\sum }}a_{n -1} \left (n +r -1\right ) \left (n +r -2\right ) x^{n +r -1} \\ \moverset {\infty }{\munderset {n =0}{\sum }}x^{n +r} a_{n} \left (n +r \right ) &= \moverset {\infty }{\munderset {n =1}{\sum }}a_{n -1} \left (n +r -1\right ) x^{n +r -1} \\ \moverset {\infty }{\munderset {n =0}{\sum }}\left (-4 a_{n} x^{n +r}\right ) &= \moverset {\infty }{\munderset {n =1}{\sum }}\left (-4 a_{n -1} x^{n +r -1}\right ) \\ \end{align*} Substituting all the above in Eq (2A) gives the following equation where now all powers of \(x\) are the same and equal to \(n +r -1\). \begin{equation} \tag{2B} \left (\moverset {\infty }{\munderset {n =1}{\sum }}a_{n -1} \left (n +r -1\right ) \left (n +r -2\right ) x^{n +r -1}\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}2 x^{n +r -1} a_{n} \left (n +r \right ) \left (n +r -1\right )\right )+\left (\moverset {\infty }{\munderset {n =1}{\sum }}a_{n -1} \left (n +r -1\right ) x^{n +r -1}\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) a_{n} x^{n +r -1}\right )+\moverset {\infty }{\munderset {n =1}{\sum }}\left (-4 a_{n -1} x^{n +r -1}\right ) = 0 \end{equation} The indicial equation is obtained from \(n = 0\). From Eq (2B) this gives \[ 2 x^{n +r -1} a_{n} \left (n +r \right ) \left (n +r -1\right )+\left (n +r \right ) a_{n} x^{n +r -1} = 0 \] When \(n = 0\) the above becomes \[ 2 x^{-1+r} a_{0} r \left (-1+r \right )+r a_{0} x^{-1+r} = 0 \] Or \[ \left (2 x^{-1+r} r \left (-1+r \right )+r \,x^{-1+r}\right ) a_{0} = 0 \] Since \(a_{0}\neq 0\) then the above simplifies to \[ r \,x^{-1+r} \left (2 r -1\right ) = 0 \] Since the above is true for all \(x\) then the indicial equation becomes \[ 2 r^{2}-r = 0 \] Solving for \(r\) gives the roots of the indicial equation as \begin {align*} r_1 &= {\frac {1}{2}}\\ r_2 &= 0 \end {align*}
Since \(a_{0}\neq 0\) then the indicial equation becomes \[ r \,x^{-1+r} \left (2 r -1\right ) = 0 \] Solving for \(r\) gives the roots of the indicial equation as \(\left [{\frac {1}{2}}, 0\right ]\).
Since \(r_1 - r_2 = {\frac {1}{2}}\) is not an integer, then we can construct two linearly independent solutions \begin {align*} y_{1}\left (x \right ) &= x^{r_{1}} \left (\moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n}\right )\\ y_{2}\left (x \right ) &= x^{r_{2}} \left (\moverset {\infty }{\munderset {n =0}{\sum }}b_{n} x^{n}\right ) \end {align*}
Or \begin {align*} y_{1}\left (x \right ) &= \moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n +\frac {1}{2}}\\ y_{2}\left (x \right ) &= \moverset {\infty }{\munderset {n =0}{\sum }}b_{n} x^{n} \end {align*}
We start by finding \(y_{1}\left (x \right )\). Eq (2B) derived above is now used to find all \(a_{n}\) coefficients. The case \(n = 0\) is skipped since it was used to find the roots of the indicial equation. \(a_{0}\) is arbitrary and taken as \(a_{0} = 1\). For \(1\le n\) the recursive equation is \begin{equation} \tag{3} a_{n -1} \left (n +r -1\right ) \left (n +r -2\right )+2 a_{n} \left (n +r \right ) \left (n +r -1\right )+a_{n -1} \left (n +r -1\right )+a_{n} \left (n +r \right )-4 a_{n -1} = 0 \end{equation} Solving for \(a_{n}\) from recursive equation (4) gives \[ a_{n} = -\frac {a_{n -1} \left (n^{2}+2 n r +r^{2}-2 n -2 r -3\right )}{2 n^{2}+4 n r +2 r^{2}-n -r}\tag {4} \] Which for the root \(r = {\frac {1}{2}}\) becomes \[ a_{n} = -\frac {a_{n -1} \left (4 n^{2}-4 n -15\right )}{8 n^{2}+4 n}\tag {5} \] At this point, it is a good idea to keep track of \(a_{n}\) in a table both before substituting \(r = {\frac {1}{2}}\) and after as more terms are found using the above recursive equation.
| \(n\) | \(a_{n ,r}\) | \(a_{n}\) |
| \(a_{0}\) | \(1\) | \(1\) |
For \(n = 1\), using the above recursive equation gives \[ a_{1}=\frac {-r^{2}+4}{2 r^{2}+3 r +1} \] Which for the root \(r = {\frac {1}{2}}\) becomes \[ a_{1}={\frac {5}{4}} \] And the table now becomes
| \(n\) | \(a_{n ,r}\) | \(a_{n}\) |
| \(a_{0}\) | \(1\) | \(1\) |
| \(a_{1}\) | \(\frac {-r^{2}+4}{2 r^{2}+3 r +1}\) | \(\frac {5}{4}\) |
For \(n = 2\), using the above recursive equation gives \[ a_{2}=\frac {r^{3}-7 r +6}{4 r^{3}+12 r^{2}+11 r +3} \] Which for the root \(r = {\frac {1}{2}}\) becomes \[ a_{2}={\frac {7}{32}} \] And the table now becomes
| \(n\) | \(a_{n ,r}\) | \(a_{n}\) |
| \(a_{0}\) | \(1\) | \(1\) |
| \(a_{1}\) | \(\frac {-r^{2}+4}{2 r^{2}+3 r +1}\) | \(\frac {5}{4}\) |
| \(a_{2}\) | \(\frac {r^{3}-7 r +6}{4 r^{3}+12 r^{2}+11 r +3}\) | \(\frac {7}{32}\) |
For \(n = 3\), using the above recursive equation gives \[ a_{3}=-\frac {\left (r +4\right ) r \left (-1+r \right ) \left (r -2\right )}{8 r^{4}+44 r^{3}+82 r^{2}+61 r +15} \] Which for the root \(r = {\frac {1}{2}}\) becomes \[ a_{3}=-{\frac {3}{128}} \] And the table now becomes
| \(n\) | \(a_{n ,r}\) | \(a_{n}\) |
| \(a_{0}\) | \(1\) | \(1\) |
| \(a_{1}\) | \(\frac {-r^{2}+4}{2 r^{2}+3 r +1}\) | \(\frac {5}{4}\) |
| \(a_{2}\) | \(\frac {r^{3}-7 r +6}{4 r^{3}+12 r^{2}+11 r +3}\) | \(\frac {7}{32}\) |
| \(a_{3}\) | \(-\frac {\left (r +4\right ) r \left (-1+r \right ) \left (r -2\right )}{8 r^{4}+44 r^{3}+82 r^{2}+61 r +15}\) | \(-{\frac {3}{128}}\) |
For \(n = 4\), using the above recursive equation gives \[ a_{4}=\frac {\left (r -2\right ) \left (-1+r \right ) r \left (r +5\right )}{16 r^{4}+128 r^{3}+344 r^{2}+352 r +105} \] Which for the root \(r = {\frac {1}{2}}\) becomes \[ a_{4}={\frac {11}{2048}} \] And the table now becomes
| \(n\) | \(a_{n ,r}\) | \(a_{n}\) |
| \(a_{0}\) | \(1\) | \(1\) |
| \(a_{1}\) | \(\frac {-r^{2}+4}{2 r^{2}+3 r +1}\) | \(\frac {5}{4}\) |
| \(a_{2}\) | \(\frac {r^{3}-7 r +6}{4 r^{3}+12 r^{2}+11 r +3}\) | \(\frac {7}{32}\) |
| \(a_{3}\) | \(-\frac {\left (r +4\right ) r \left (-1+r \right ) \left (r -2\right )}{8 r^{4}+44 r^{3}+82 r^{2}+61 r +15}\) | \(-{\frac {3}{128}}\) |
| \(a_{4}\) | \(\frac {\left (r -2\right ) \left (-1+r \right ) r \left (r +5\right )}{16 r^{4}+128 r^{3}+344 r^{2}+352 r +105}\) | \(\frac {11}{2048}\) |
For \(n = 5\), using the above recursive equation gives \[ a_{5}=-\frac {\left (r +6\right ) \left (r +2\right ) r \left (r -2\right ) \left (-1+r \right )}{32 r^{5}+400 r^{4}+1840 r^{3}+3800 r^{2}+3378 r +945} \] Which for the root \(r = {\frac {1}{2}}\) becomes \[ a_{5}=-{\frac {13}{8192}} \] And the table now becomes
| \(n\) | \(a_{n ,r}\) | \(a_{n}\) |
| \(a_{0}\) | \(1\) | \(1\) |
| \(a_{1}\) | \(\frac {-r^{2}+4}{2 r^{2}+3 r +1}\) | \(\frac {5}{4}\) |
| \(a_{2}\) | \(\frac {r^{3}-7 r +6}{4 r^{3}+12 r^{2}+11 r +3}\) | \(\frac {7}{32}\) |
| \(a_{3}\) | \(-\frac {\left (r +4\right ) r \left (-1+r \right ) \left (r -2\right )}{8 r^{4}+44 r^{3}+82 r^{2}+61 r +15}\) | \(-{\frac {3}{128}}\) |
| \(a_{4}\) | \(\frac {\left (r -2\right ) \left (-1+r \right ) r \left (r +5\right )}{16 r^{4}+128 r^{3}+344 r^{2}+352 r +105}\) | \(\frac {11}{2048}\) |
| \(a_{5}\) | \(-\frac {\left (r +6\right ) \left (r +2\right ) r \left (r -2\right ) \left (-1+r \right )}{32 r^{5}+400 r^{4}+1840 r^{3}+3800 r^{2}+3378 r +945}\) | \(-{\frac {13}{8192}}\) |
Using the above table, then the solution \(y_{1}\left (x \right )\) is \begin {align*} y_{1}\left (x \right )&= \sqrt {x} \left (a_{0}+a_{1} x +a_{2} x^{2}+a_{3} x^{3}+a_{4} x^{4}+a_{5} x^{5}+a_{6} x^{6}\dots \right ) \\ &= \sqrt {x}\, \left (1+\frac {5 x}{4}+\frac {7 x^{2}}{32}-\frac {3 x^{3}}{128}+\frac {11 x^{4}}{2048}-\frac {13 x^{5}}{8192}+O\left (x^{6}\right )\right ) \end {align*}
Now the second solution \(y_{2}\left (x \right )\) is found. Eq (2B) derived above is now used to find all \(b_{n}\) coefficients. The case \(n = 0\) is skipped since it was used to find the roots of the indicial equation. \(b_{0}\) is arbitrary and taken as \(b_{0} = 1\). For \(1\le n\) the recursive equation is \begin{equation} \tag{3} b_{n -1} \left (n +r -1\right ) \left (n +r -2\right )+2 b_{n} \left (n +r \right ) \left (n +r -1\right )+b_{n -1} \left (n +r -1\right )+\left (n +r \right ) b_{n}-4 b_{n -1} = 0 \end{equation} Solving for \(b_{n}\) from recursive equation (4) gives \[ b_{n} = -\frac {b_{n -1} \left (n^{2}+2 n r +r^{2}-2 n -2 r -3\right )}{2 n^{2}+4 n r +2 r^{2}-n -r}\tag {4} \] Which for the root \(r = 0\) becomes \[ b_{n} = -\frac {b_{n -1} \left (n^{2}-2 n -3\right )}{n \left (2 n -1\right )}\tag {5} \] At this point, it is a good idea to keep track of \(b_{n}\) in a table both before substituting \(r = 0\) and after as more terms are found using the above recursive equation.
| \(n\) | \(b_{n ,r}\) | \(b_{n}\) |
| \(b_{0}\) | \(1\) | \(1\) |
For \(n = 1\), using the above recursive equation gives \[ b_{1}=\frac {-r^{2}+4}{2 r^{2}+3 r +1} \] Which for the root \(r = 0\) becomes \[ b_{1}=4 \] And the table now becomes
| \(n\) | \(b_{n ,r}\) | \(b_{n}\) |
| \(b_{0}\) | \(1\) | \(1\) |
| \(b_{1}\) | \(\frac {-r^{2}+4}{2 r^{2}+3 r +1}\) | \(4\) |
For \(n = 2\), using the above recursive equation gives \[ b_{2}=\frac {r^{3}-7 r +6}{4 r^{3}+12 r^{2}+11 r +3} \] Which for the root \(r = 0\) becomes \[ b_{2}=2 \] And the table now becomes
| \(n\) | \(b_{n ,r}\) | \(b_{n}\) |
| \(b_{0}\) | \(1\) | \(1\) |
| \(b_{1}\) | \(\frac {-r^{2}+4}{2 r^{2}+3 r +1}\) | \(4\) |
| \(b_{2}\) | \(\frac {r^{3}-7 r +6}{4 r^{3}+12 r^{2}+11 r +3}\) | \(2\) |
For \(n = 3\), using the above recursive equation gives \[ b_{3}=-\frac {\left (r +4\right ) r \left (-1+r \right ) \left (r -2\right )}{8 r^{4}+44 r^{3}+82 r^{2}+61 r +15} \] Which for the root \(r = 0\) becomes \[ b_{3}=0 \] And the table now becomes
| \(n\) | \(b_{n ,r}\) | \(b_{n}\) |
| \(b_{0}\) | \(1\) | \(1\) |
| \(b_{1}\) | \(\frac {-r^{2}+4}{2 r^{2}+3 r +1}\) | \(4\) |
| \(b_{2}\) | \(\frac {r^{3}-7 r +6}{4 r^{3}+12 r^{2}+11 r +3}\) | \(2\) |
| \(b_{3}\) | \(-\frac {\left (r +4\right ) r \left (-1+r \right ) \left (r -2\right )}{8 r^{4}+44 r^{3}+82 r^{2}+61 r +15}\) | \(0\) |
For \(n = 4\), using the above recursive equation gives \[ b_{4}=\frac {\left (r -2\right ) \left (-1+r \right ) r \left (r +5\right )}{16 r^{4}+128 r^{3}+344 r^{2}+352 r +105} \] Which for the root \(r = 0\) becomes \[ b_{4}=0 \] And the table now becomes
| \(n\) | \(b_{n ,r}\) | \(b_{n}\) |
| \(b_{0}\) | \(1\) | \(1\) |
| \(b_{1}\) | \(\frac {-r^{2}+4}{2 r^{2}+3 r +1}\) | \(4\) |
| \(b_{2}\) | \(\frac {r^{3}-7 r +6}{4 r^{3}+12 r^{2}+11 r +3}\) | \(2\) |
| \(b_{3}\) | \(-\frac {\left (r +4\right ) r \left (-1+r \right ) \left (r -2\right )}{8 r^{4}+44 r^{3}+82 r^{2}+61 r +15}\) | \(0\) |
| \(b_{4}\) | \(\frac {\left (r -2\right ) \left (-1+r \right ) r \left (r +5\right )}{16 r^{4}+128 r^{3}+344 r^{2}+352 r +105}\) | \(0\) |
For \(n = 5\), using the above recursive equation gives \[ b_{5}=-\frac {\left (r +6\right ) \left (r +2\right ) r \left (r -2\right ) \left (-1+r \right )}{32 r^{5}+400 r^{4}+1840 r^{3}+3800 r^{2}+3378 r +945} \] Which for the root \(r = 0\) becomes \[ b_{5}=0 \] And the table now becomes
| \(n\) | \(b_{n ,r}\) | \(b_{n}\) |
| \(b_{0}\) | \(1\) | \(1\) |
| \(b_{1}\) | \(\frac {-r^{2}+4}{2 r^{2}+3 r +1}\) | \(4\) |
| \(b_{2}\) | \(\frac {r^{3}-7 r +6}{4 r^{3}+12 r^{2}+11 r +3}\) | \(2\) |
| \(b_{3}\) | \(-\frac {\left (r +4\right ) r \left (-1+r \right ) \left (r -2\right )}{8 r^{4}+44 r^{3}+82 r^{2}+61 r +15}\) | \(0\) |
| \(b_{4}\) | \(\frac {\left (r -2\right ) \left (-1+r \right ) r \left (r +5\right )}{16 r^{4}+128 r^{3}+344 r^{2}+352 r +105}\) | \(0\) |
| \(b_{5}\) | \(-\frac {\left (r +6\right ) \left (r +2\right ) r \left (r -2\right ) \left (-1+r \right )}{32 r^{5}+400 r^{4}+1840 r^{3}+3800 r^{2}+3378 r +945}\) | \(0\) |
Using the above table, then the solution \(y_{2}\left (x \right )\) is \begin {align*} y_{2}\left (x \right )&= b_{0}+b_{1} x +b_{2} x^{2}+b_{3} x^{3}+b_{4} x^{4}+b_{5} x^{5}+b_{6} x^{6}\dots \\ &= 1+4 x +2 x^{2}+O\left (x^{6}\right ) \end {align*}
Therefore the homogeneous solution is \begin{align*} y_h(x) &= c_{1} y_{1}\left (x \right )+c_{2} y_{2}\left (x \right ) \\ &= c_{1} \sqrt {x}\, \left (1+\frac {5 x}{4}+\frac {7 x^{2}}{32}-\frac {3 x^{3}}{128}+\frac {11 x^{4}}{2048}-\frac {13 x^{5}}{8192}+O\left (x^{6}\right )\right ) + c_{2} \left (1+4 x +2 x^{2}+O\left (x^{6}\right )\right ) \\ \end{align*} Hence the final solution is \begin{align*} y &= y_h \\ &= c_{1} \sqrt {x}\, \left (1+\frac {5 x}{4}+\frac {7 x^{2}}{32}-\frac {3 x^{3}}{128}+\frac {11 x^{4}}{2048}-\frac {13 x^{5}}{8192}+O\left (x^{6}\right )\right )+c_{2} \left (1+4 x +2 x^{2}+O\left (x^{6}\right )\right ) \\ \end{align*}
The solution(s) found are the following \begin{align*} \tag{1} y &= c_{1} \sqrt {x}\, \left (1+\frac {5 x}{4}+\frac {7 x^{2}}{32}-\frac {3 x^{3}}{128}+\frac {11 x^{4}}{2048}-\frac {13 x^{5}}{8192}+O\left (x^{6}\right )\right )+c_{2} \left (1+4 x +2 x^{2}+O\left (x^{6}\right )\right ) \\ \end{align*}
Verification of solutions
\[ y = c_{1} \sqrt {x}\, \left (1+\frac {5 x}{4}+\frac {7 x^{2}}{32}-\frac {3 x^{3}}{128}+\frac {11 x^{4}}{2048}-\frac {13 x^{5}}{8192}+O\left (x^{6}\right )\right )+c_{2} \left (1+4 x +2 x^{2}+O\left (x^{6}\right )\right ) \] Verified OK.
\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & x \left (x +2\right ) y^{\prime \prime }+\left (1+x \right ) y^{\prime }-4 y=0 \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 2 \\ {} & {} & y^{\prime \prime } \\ \bullet & {} & \textrm {Isolate 2nd derivative}\hspace {3pt} \\ {} & {} & y^{\prime \prime }=\frac {4 y}{x \left (x +2\right )}-\frac {\left (1+x \right ) y^{\prime }}{x \left (x +2\right )} \\ \bullet & {} & \textrm {Group terms with}\hspace {3pt} y\hspace {3pt}\textrm {on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linear}\hspace {3pt} \\ {} & {} & y^{\prime \prime }+\frac {\left (1+x \right ) y^{\prime }}{x \left (x +2\right )}-\frac {4 y}{x \left (x +2\right )}=0 \\ \square & {} & \textrm {Check to see if}\hspace {3pt} x_{0}\hspace {3pt}\textrm {is a regular singular point}\hspace {3pt} \\ {} & \circ & \textrm {Define functions}\hspace {3pt} \\ {} & {} & \left [P_{2}\left (x \right )=\frac {1+x}{x \left (x +2\right )}, P_{3}\left (x \right )=-\frac {4}{x \left (x +2\right )}\right ] \\ {} & \circ & \left (x +2\right )\cdot P_{2}\left (x \right )\textrm {is analytic at}\hspace {3pt} x =-2 \\ {} & {} & \left (\left (x +2\right )\cdot P_{2}\left (x \right )\right )\bigg | {\mstack {}{_{x \hiderel {=}-2}}}=\frac {1}{2} \\ {} & \circ & \left (x +2\right )^{2}\cdot P_{3}\left (x \right )\textrm {is analytic at}\hspace {3pt} x =-2 \\ {} & {} & \left (\left (x +2\right )^{2}\cdot P_{3}\left (x \right )\right )\bigg | {\mstack {}{_{x \hiderel {=}-2}}}=0 \\ {} & \circ & x =-2\textrm {is a regular singular point}\hspace {3pt} \\ & {} & \textrm {Check to see if}\hspace {3pt} x_{0}\hspace {3pt}\textrm {is a regular singular point}\hspace {3pt} \\ {} & {} & x_{0}=-2 \\ \bullet & {} & \textrm {Multiply by denominators}\hspace {3pt} \\ {} & {} & x \left (x +2\right ) y^{\prime \prime }+\left (1+x \right ) y^{\prime }-4 y=0 \\ \bullet & {} & \textrm {Change variables using}\hspace {3pt} x =u -2\hspace {3pt}\textrm {so that the regular singular point is at}\hspace {3pt} u =0 \\ {} & {} & \left (u^{2}-2 u \right ) \left (\frac {d^{2}}{d u^{2}}y \left (u \right )\right )+\left (-1+u \right ) \left (\frac {d}{d u}y \left (u \right )\right )-4 y \left (u \right )=0 \\ \bullet & {} & \textrm {Assume series solution for}\hspace {3pt} y \left (u \right ) \\ {} & {} & y \left (u \right )=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} u^{k +r} \\ \square & {} & \textrm {Rewrite ODE with series expansions}\hspace {3pt} \\ {} & \circ & \textrm {Convert}\hspace {3pt} u^{m}\cdot \left (\frac {d}{d u}y \left (u \right )\right )\hspace {3pt}\textrm {to series expansion for}\hspace {3pt} m =0..1 \\ {} & {} & u^{m}\cdot \left (\frac {d}{d u}y \left (u \right )\right )=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} \left (k +r \right ) u^{k +r -1+m} \\ {} & \circ & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k +1-m \\ {} & {} & u^{m}\cdot \left (\frac {d}{d u}y \left (u \right )\right )=\moverset {\infty }{\munderset {k =-1+m}{\sum }}a_{k +1-m} \left (k +1-m +r \right ) u^{k +r} \\ {} & \circ & \textrm {Convert}\hspace {3pt} u^{m}\cdot \left (\frac {d^{2}}{d u^{2}}y \left (u \right )\right )\hspace {3pt}\textrm {to series expansion for}\hspace {3pt} m =1..2 \\ {} & {} & u^{m}\cdot \left (\frac {d^{2}}{d u^{2}}y \left (u \right )\right )=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} \left (k +r \right ) \left (k +r -1\right ) u^{k +r -2+m} \\ {} & \circ & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k +2-m \\ {} & {} & u^{m}\cdot \left (\frac {d^{2}}{d u^{2}}y \left (u \right )\right )=\moverset {\infty }{\munderset {k =-2+m}{\sum }}a_{k +2-m} \left (k +2-m +r \right ) \left (k +1-m +r \right ) u^{k +r} \\ & {} & \textrm {Rewrite ODE with series expansions}\hspace {3pt} \\ {} & {} & -a_{0} r \left (-1+2 r \right ) u^{-1+r}+\left (\moverset {\infty }{\munderset {k =0}{\sum }}\left (-a_{k +1} \left (k +1+r \right ) \left (2 k +1+2 r \right )+a_{k} \left (k +r +2\right ) \left (k +r -2\right )\right ) u^{k +r}\right )=0 \\ \bullet & {} & a_{0}\textrm {cannot be 0 by assumption, giving the indicial equation}\hspace {3pt} \\ {} & {} & -r \left (-1+2 r \right )=0 \\ \bullet & {} & \textrm {Values of r that satisfy the indicial equation}\hspace {3pt} \\ {} & {} & r \in \left \{0, \frac {1}{2}\right \} \\ \bullet & {} & \textrm {Each term in the series must be 0, giving the recursion relation}\hspace {3pt} \\ {} & {} & -2 \left (k +\frac {1}{2}+r \right ) \left (k +1+r \right ) a_{k +1}+a_{k} \left (k +r +2\right ) \left (k +r -2\right )=0 \\ \bullet & {} & \textrm {Recursion relation that defines series solution to ODE}\hspace {3pt} \\ {} & {} & a_{k +1}=\frac {a_{k} \left (k +r +2\right ) \left (k +r -2\right )}{\left (2 k +1+2 r \right ) \left (k +1+r \right )} \\ \bullet & {} & \textrm {Recursion relation for}\hspace {3pt} r =0\hspace {3pt}\textrm {; series terminates at}\hspace {3pt} k =2 \\ {} & {} & a_{k +1}=\frac {a_{k} \left (k +2\right ) \left (k -2\right )}{\left (2 k +1\right ) \left (k +1\right )} \\ \bullet & {} & \textrm {Apply recursion relation for}\hspace {3pt} k =0 \\ {} & {} & a_{1}=-4 a_{0} \\ \bullet & {} & \textrm {Apply recursion relation for}\hspace {3pt} k =1 \\ {} & {} & a_{2}=-\frac {a_{1}}{2} \\ \bullet & {} & \textrm {Express in terms of}\hspace {3pt} a_{0} \\ {} & {} & a_{2}=2 a_{0} \\ \bullet & {} & \textrm {Terminating series solution of the ODE for}\hspace {3pt} r =0\hspace {3pt}\textrm {. Use reduction of order to find the second linearly independent solution}\hspace {3pt} \\ {} & {} & y \left (u \right )=a_{0}\cdot \left (2 u^{2}-4 u +1\right ) \\ \bullet & {} & \textrm {Revert the change of variables}\hspace {3pt} u =x +2 \\ {} & {} & \left [y=a_{0} \left (1+4 x +2 x^{2}\right )\right ] \\ \bullet & {} & \textrm {Recursion relation for}\hspace {3pt} r =\frac {1}{2} \\ {} & {} & a_{k +1}=\frac {a_{k} \left (k +\frac {5}{2}\right ) \left (k -\frac {3}{2}\right )}{\left (2 k +2\right ) \left (k +\frac {3}{2}\right )} \\ \bullet & {} & \textrm {Solution for}\hspace {3pt} r =\frac {1}{2} \\ {} & {} & \left [y \left (u \right )=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} u^{k +\frac {1}{2}}, a_{k +1}=\frac {a_{k} \left (k +\frac {5}{2}\right ) \left (k -\frac {3}{2}\right )}{\left (2 k +2\right ) \left (k +\frac {3}{2}\right )}\right ] \\ \bullet & {} & \textrm {Revert the change of variables}\hspace {3pt} u =x +2 \\ {} & {} & \left [y=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} \left (x +2\right )^{k +\frac {1}{2}}, a_{k +1}=\frac {a_{k} \left (k +\frac {5}{2}\right ) \left (k -\frac {3}{2}\right )}{\left (2 k +2\right ) \left (k +\frac {3}{2}\right )}\right ] \\ \bullet & {} & \textrm {Combine solutions and rename parameters}\hspace {3pt} \\ {} & {} & \left [y=a_{0} \left (1+4 x +2 x^{2}\right )+\left (\moverset {\infty }{\munderset {k =0}{\sum }}b_{k} \left (x +2\right )^{k +\frac {1}{2}}\right ), b_{k +1}=\frac {b_{k} \left (k +\frac {5}{2}\right ) \left (k -\frac {3}{2}\right )}{\left (2 k +2\right ) \left (k +\frac {3}{2}\right )}\right ] \end {array} \]
Maple trace Kovacic algorithm successful
`Methods for second order ODEs: --- Trying classification methods --- trying a quadrature checking if the LODE has constant coefficients checking if the LODE is of Euler type trying a symmetry of the form [xi=0, eta=F(x)] Solution is available but has compositions of trig with ln functions of radicals. Attempting a simpler solution -> Trying a Liouvillian solution using Kovacics algorithm A Liouvillian solution exists Reducible group (found an exponential solution) Reducible group (found another exponential solution) <- Kovacics algorithm successful <- linear_1 successful`
✓ Solution by Maple
Time used: 0.032 (sec). Leaf size: 38
Order:=6; dsolve(x*(x+2)*diff(y(x),x$2)+(x+1)*diff(y(x),x)-4*y(x)=0,y(x),type='series',x=0);
\[ y \left (x \right ) = c_{1} \sqrt {x}\, \left (1+\frac {5}{4} x +\frac {7}{32} x^{2}-\frac {3}{128} x^{3}+\frac {11}{2048} x^{4}-\frac {13}{8192} x^{5}+\operatorname {O}\left (x^{6}\right )\right )+c_{2} \left (1+4 x +2 x^{2}+\operatorname {O}\left (x^{6}\right )\right ) \]
✓ Solution by Mathematica
Time used: 0.004 (sec). Leaf size: 60
AsymptoticDSolveValue[x*(x+2)*y''[x]+(x+1)*y'[x]-4*y[x]==0,y[x],{x,0,5}]
\[ y(x)\to c_2 \left (2 x^2+4 x+1\right )+c_1 \sqrt {x} \left (-\frac {13 x^5}{8192}+\frac {11 x^4}{2048}-\frac {3 x^3}{128}+\frac {7 x^2}{32}+\frac {5 x}{4}+1\right ) \]