13.6 problem 1(f)

13.6.1 Maple step by step solution

Internal problem ID [6014]
Internal file name [OUTPUT/5262_Sunday_June_05_2022_03_28_50_PM_9372561/index.tex]

Book: An introduction to Ordinary Differential Equations. Earl A. Coddington. Dover. NY 1961
Section: Chapter 3. Linear equations with variable coefficients. Page 121
Problem number: 1(f).
ODE order: 2.
ODE degree: 1.

The type(s) of ODE detected by this program : "reduction_of_order", "second_order_change_of_variable_on_y_method_2", "second_order_ode_non_constant_coeff_transformation_on_B"

Maple gives the following as the ode type

[[_2nd_order, _with_linear_symmetries]]

\[ \boxed {y^{\prime \prime }-2 y^{\prime } x +2 y=0} \] Given that one solution of the ode is \begin {align*} y_1 &= x \end {align*}

Given one basis solution \(y_{1}\left (x \right )\), then the second basis solution is given by \[ y_{2}\left (x \right ) = y_{1} \left (\int \frac {{\mathrm e}^{-\left (\int p d x \right )}}{y_{1}^{2}}d x \right ) \] Where \(p(x)\) is the coefficient of \(y^{\prime }\) when the ode is written in the normal form \[ y^{\prime \prime }+p \left (x \right ) y^{\prime }+q \left (x \right ) y = f \left (x \right ) \] Looking at the ode to solve shows that \[ p \left (x \right ) = -2 x \] Therefore \begin{align*} y_{2}\left (x \right ) &= x \left (\int \frac {{\mathrm e}^{-\left (\int -2 x d x \right )}}{x^{2}}d x \right ) \\ y_{2}\left (x \right ) &= x \int \frac {{\mathrm e}^{x^{2}}}{x^{2}} , dx \\ y_{2}\left (x \right ) &= x \left (\int \frac {{\mathrm e}^{x^{2}}}{x^{2}}d x \right ) \\ y_{2}\left (x \right ) &= x \left (-\frac {{\mathrm e}^{x^{2}}}{x}+\sqrt {\pi }\, \operatorname {erfi}\left (x \right )\right ) \\ \end{align*} Hence the solution is \begin{align*} y &= c_{1} y_{1}\left (x \right )+c_{2} y_{2}\left (x \right ) \\ &= c_{1} x +c_{2} x \left (-\frac {{\mathrm e}^{x^{2}}}{x}+\sqrt {\pi }\, \operatorname {erfi}\left (x \right )\right ) \\ \end{align*}

Summary

The solution(s) found are the following \begin{align*} \tag{1} y &= c_{1} x +c_{2} x \left (-\frac {{\mathrm e}^{x^{2}}}{x}+\sqrt {\pi }\, \operatorname {erfi}\left (x \right )\right ) \\ \end{align*}

Verification of solutions

\[ y = c_{1} x +c_{2} x \left (-\frac {{\mathrm e}^{x^{2}}}{x}+\sqrt {\pi }\, \operatorname {erfi}\left (x \right )\right ) \] Verified OK.

13.6.1 Maple step by step solution

\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & y^{\prime \prime }-2 y^{\prime } x +2 y=0 \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 2 \\ {} & {} & y^{\prime \prime } \\ \bullet & {} & \textrm {Assume series solution for}\hspace {3pt} y \\ {} & {} & y=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} x^{k} \\ \square & {} & \textrm {Rewrite DE with series expansions}\hspace {3pt} \\ {} & \circ & \textrm {Convert}\hspace {3pt} x \cdot y^{\prime }\hspace {3pt}\textrm {to series expansion}\hspace {3pt} \\ {} & {} & x \cdot y^{\prime }=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} k \,x^{k} \\ {} & \circ & \textrm {Convert}\hspace {3pt} y^{\prime \prime }\hspace {3pt}\textrm {to series expansion}\hspace {3pt} \\ {} & {} & y^{\prime \prime }=\moverset {\infty }{\munderset {k =2}{\sum }}a_{k} k \left (k -1\right ) x^{k -2} \\ {} & \circ & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k +2 \\ {} & {} & y^{\prime \prime }=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k +2} \left (k +2\right ) \left (k +1\right ) x^{k} \\ & {} & \textrm {Rewrite DE with series expansions}\hspace {3pt} \\ {} & {} & \moverset {\infty }{\munderset {k =0}{\sum }}\left (a_{k +2} \left (k +2\right ) \left (k +1\right )-2 a_{k} \left (k -1\right )\right ) x^{k}=0 \\ \bullet & {} & \textrm {Each term in the series must be 0, giving the recursion relation}\hspace {3pt} \\ {} & {} & \left (k^{2}+3 k +2\right ) a_{k +2}-2 a_{k} \left (k -1\right )=0 \\ \bullet & {} & \textrm {Recursion relation that defines the series solution to the ODE}\hspace {3pt} \\ {} & {} & \left [y=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} x^{k}, a_{k +2}=\frac {2 a_{k} \left (k -1\right )}{k^{2}+3 k +2}\right ] \end {array} \]

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)] 
checking if the LODE is missing y 
-> Trying a Liouvillian solution using Kovacics algorithm 
   A Liouvillian solution exists 
   Reducible group (found an exponential solution) 
   Group is reducible, not completely reducible 
<- Kovacics algorithm successful`
 

Solution by Maple

Time used: 0.015 (sec). Leaf size: 23

dsolve([diff(y(x),x$2)-2*x*diff(y(x),x)+2*y(x)=0,x],singsol=all)
 

\[ y \left (x \right ) = {\mathrm e}^{x^{2}} c_{2} +x \left (-\sqrt {\pi }\, c_{2} \operatorname {erfi}\left (x \right )+c_{1} \right ) \]

Solution by Mathematica

Time used: 0.034 (sec). Leaf size: 43

DSolve[y''[x]-2*x*y'[x]+2*y[x]==0,y[x],x,IncludeSingularSolutions -> True]
 

\[ y(x)\to -\sqrt {\pi } c_2 \sqrt {x^2} \text {erfi}\left (\sqrt {x^2}\right )+c_2 e^{x^2}+2 c_1 x \]