2.1.102 Problem 104

Solved as second order ode using Kovacic algorithm
Maple
Mathematica
Sympy

Internal problem ID [9272]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 104
Date solved : Friday, April 25, 2025 at 06:04:07 PM
CAS classification : [[_2nd_order, _with_linear_symmetries]]

Solve

4x2(x2+1)y+x(19x2+7)y(14x2+1)y=0

Solved as second order ode using Kovacic algorithm

Time used: 0.515 (sec)

Writing the ode as

(1)(4x4+4x2)y+(19x3+7x)y+(14x21)y=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=4x4+4x2(3)B=19x3+7xC=14x21

Applying the Liouville transformation on the dependent variable gives

z(x)=yeB2Adx

Then (2) becomes

(4)z(x)=rz(x)

Where r is given by

(5)r=st=2AB2BA+B24AC4A2

Substituting the values of A,B,C from (3) in the above and simplifying gives

(6)r=15x442x2+964(x3x)2

Comparing the above to (5) shows that

s=15x442x2+9t=64(x3x)2

Therefore eq. (4) becomes

(7)z(x)=(15x442x2+964(x3x)2)z(x)

Equation (7) is now solved. After finding z(x) then y is found using the inverse transformation

y=z(x)eB2Adx

The first step is to determine the case of Kovacic algorithm this ode belongs to. There are 3 cases depending on the order of poles of r and the order of r at . The following table summarizes these cases.

Case

Allowed pole order for r

Allowed value for O()

1

{0,1,2,4,6,8,}

{,6,4,2,0,2,3,4,5,6,}

2

Need to have at least one pole that is either order 2 or odd order greater than 2. Any other pole order is allowed as long as the above condition is satisfied. Hence the following set of pole orders are all allowed. {1,2},{1,3},{2},{3},{3,4},{1,2,5}.

no condition

3

{1,2}

{2,3,4,5,6,7,}

Table 2.102: Necessary conditions for each Kovacic case

The order of r at is the degree of t minus the degree of s. Therefore

O()=deg(t)deg(s)=64=2

The poles of r in eq. (7) and the order of each pole are determined by solving for the roots of t=64(x3x)2. There is a pole at x=0 of order 2. There is a pole at x=1 of order 2. There is a pole at x=1 of order 2. Since there is no odd order pole larger than 2 and the order at is 2 then the necessary conditions for case one are met. Since there is a pole of order 2 then necessary conditions for case two are met. Since pole order is not larger than 2 and the order at is 2 then the necessary conditions for case three are met. Therefore

L=[1,2,4,6,12]

Attempting to find a solution using case n=1.

Looking at poles of order 2. The partial fractions decomposition of r is

r=316(x1)2316(x+1)2+964x2

For the pole at x=0 let b be the coefficient of 1x2 in the partial fractions decomposition of r given above. Therefore b=964. Hence

[r]c=0αc+=12+1+4b=98αc=121+4b=18

For the pole at x=1 let b be the coefficient of 1(x1)2 in the partial fractions decomposition of r given above. Therefore b=316. Hence

[r]c=0αc+=12+1+4b=34αc=121+4b=14

For the pole at x=1 let b be the coefficient of 1(x+1)2 in the partial fractions decomposition of r given above. Therefore b=316. Hence

[r]c=0αc+=12+1+4b=34αc=121+4b=14

Since the order of r at is 2 then [r]=0. Let b be the coefficient of 1x2 in the Laurent series expansion of r at . which can be found by dividing the leading coefficient of s by the leading coefficient of t from

r=st=15x442x2+964(x3x)2

Since the gcd(s,t)=1. This gives b=1564. Hence

[r]=0α+=12+1+4b=58α=121+4b=38

The following table summarizes the findings so far for poles and for the order of r at where r is

r=15x442x2+964(x3x)2

pole c location pole order [r]c αc+ αc
0 2 0 98 18
1 2 0 34 14
1 2 0 34 14

Order of r at [r] α+ α
2 0 58 38

Now that the all [r]c and its associated αc± have been determined for all the poles in the set Γ and [r] and its associated α± have also been found, the next step is to determine possible non negative integer d from these using

d=αs()cΓαcs(c)

Where s(c) is either + or and s() is the sign of α±. This is done by trial over all set of families s=(s(c))cΓ until such d is found to work in finding candidate ω. Trying α=38 then

d=α(αc1+αc2+αc3)=38(38)=0

Since d an integer and d0 then it can be used to find ω using

ω=cΓ(s(c)[r]c+αcs(c)xc)+s()[r]

The above gives

ω=(()[r]c1+αc1xc1)+(()[r]c2+αc2xc2)+(()[r]c3+αc3xc3)+()[r]=18x+14x4+14x+4+()(0)=18x+14x4+14x+4=3x2+18x38x

Now that ω is determined, the next step is find a corresponding minimal polynomial p(x) of degree d=0 to solve the ode. The polynomial p(x) needs to satisfy the equation

(1A)p+2ωp+(ω+ω2r)p=0

Let

(2A)p(x)=1

Substituting the above in eq. (1A) gives

(0)+2(18x+14x4+14x+4)(0)+((18x214(x1)214(x+1)2)+(18x+14x4+14x+4)2(15x442x2+964(x3x)2))=00=0

The equation is satisfied since both sides are zero. Therefore the first solution to the ode z=rz is

z1(x)=peωdx=e(18x+14x4+14x+4)dx=(x1)1/4(x+1)1/4x1/8

The first solution to the original ode in y is found from

y1=z1e12BAdx=z1e1219x3+7x4x4+4x2dx=z1e3ln(x1)43ln(x+1)47ln(x)8=z1(1(x1)3/4(x+1)3/4x7/8)

Which simplifies to

y1=(x21)1/4(x1)3/4(x+1)3/4x

The second solution y2 to the original ode is found using reduction of order

y2=y1eBAdxy12dx

Substituting gives

y2=y1e19x3+7x4x4+4x2dx(y1)2dx=y1e3ln(x1)23ln(x+1)27ln(x)4(y1)2dx=y1(e3ln(x1)23ln(x+1)27ln(x)4(x1)3/2(x+1)3/2x2x21dx)

Therefore the solution is

y=c1y1+c2y2=c1((x21)1/4(x1)3/4(x+1)3/4x)+c2((x21)1/4(x1)3/4(x+1)3/4x(e3ln(x1)23ln(x+1)27ln(x)4(x1)3/2(x+1)3/2x2x21dx))

Will add steps showing solving for IC soon.

Maple. Time used: 0.177 (sec). Leaf size: 44
ode:=4*x^2*(-x^2+1)*diff(diff(y(x),x),x)+x*(-19*x^2+7)*diff(y(x),x)-(14*x^2+1)*y(x) = 0; 
dsolve(ode,y(x), singsol=all);
 
y=c1LegendreP(38,58,x2+1)+c2LegendreQ(38,58,x2+1)x3/8x21

Maple trace

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 
   Solution has integrals. Trying a special function solution free of integrals\ 
... 
   -> Trying a solution in terms of special functions: 
      -> Bessel 
      -> elliptic 
      -> Legendre 
      -> Kummer 
         -> hyper3: Equivalence to 1F1 under a power @ Moebius 
      -> hypergeometric 
         -> heuristic approach 
         <- heuristic approach successful 
      <- hypergeometric successful 
   <- special function solution successful 
      -> Trying to convert hypergeometric functions to elementary form... 
      <- elementary form is not straightforward to achieve - returning special \ 
function solution free of uncomputed integrals 
   <- Kovacics algorithm successful
 

Maple step by step

Let’s solve4x2(x2+1)(ddxddxy(x))+x(19x2+7)(ddxy(x))(14x2+1)y(x)=0Highest derivative means the order of the ODE is2ddxddxy(x)Isolate 2nd derivativeddxddxy(x)=(14x2+1)y(x)4x2(x21)(19x27)(ddxy(x))4x(x21)Group terms withy(x)on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearddxddxy(x)+(19x27)(ddxy(x))4x(x21)+(14x2+1)y(x)4x2(x21)=0Check to see ifx0is a regular singular pointDefine functions[P2(x)=19x274x(x21),P3(x)=14x2+14x2(x21)](x+1)P2(x)is analytic atx=1((x+1)P2(x))|x=1=32(x+1)2P3(x)is analytic atx=1((x+1)2P3(x))|x=1=0x=1is a regular singular pointCheck to see ifx0is a regular singular pointx0=1Multiply by denominators4x2(x21)(ddxddxy(x))+x(19x27)(ddxy(x))+(14x2+1)y(x)=0Change variables usingx=u1so that the regular singular point is atu=0(4u416u3+20u28u)(ddudduy(u))+(19u357u2+50u12)(dduy(u))+(14u228u+15)y(u)=0Assume series solution fory(u)y(u)=k=0akuk+rRewrite ODE with series expansionsConvertumy(u)to series expansion form=0..2umy(u)=k=0akuk+r+mShift index usingk>kmumy(u)=k=makmuk+rConvertum(dduy(u))to series expansion form=0..3um(dduy(u))=k=0ak(k+r)uk+r1+mShift index usingk>k+1mum(dduy(u))=k=1+mak+1m(k+1m+r)uk+rConvertum(ddudduy(u))to series expansion form=1..4um(ddudduy(u))=k=0ak(k+r)(k+r1)uk+r2+mShift index usingk>k+2mum(ddudduy(u))=k=2+mak+2m(k+2m+r)(k+1m+r)uk+rRewrite ODE with series expansions4a0r(1+2r)u1+r+(4a1(1+r)(3+2r)+5a0(4r2+6r+3))ur+(4a2(2+r)(5+2r)+5a1(4r2+14r+13)a0(16r2+41r+28))u1+r+(k=2(4ak+1(k+1+r)(2k+3+2r)+5ak(4k2+8kr+4r2+6k+6r+3)ak1(16(k1)2+32(k1)r+16r2+41k13+41r)+ak2(k+r)(4k1+4r))uk+r)=0a0cannot be 0 by assumption, giving the indicial equation4r(1+2r)=0Values of r that satisfy the indicial equationr{0,12}The coefficients of each power ofumust be 0[4a1(1+r)(3+2r)+5a0(4r2+6r+3)=0,4a2(2+r)(5+2r)+5a1(4r2+14r+13)a0(16r2+41r+28)=0]Solve for the dependent coefficient(s){a1=5a0(4r2+6r+3)4(2r2+5r+3),a2=a0(272r4+1352r3+2464r2+1948r+639)16(4r4+28r3+71r2+77r+30)}Each term in the series must be 0, giving the recursion relation4(5ak+ak24ak12ak+1)k2+(8(5ak+ak24ak12ak+1)r+30akak29ak120ak+1)k+4(5ak+ak24ak12ak+1)r2+(30akak29ak120ak+1)r+15ak3ak112ak+1=0Shift index usingk>k+24(5ak+2+ak4ak+12ak+3)(k+2)2+(8(5ak+2+ak4ak+12ak+3)r+30ak+2ak9ak+120ak+3)(k+2)+4(5ak+2+ak4ak+12ak+3)r2+(30ak+2ak9ak+120ak+3)r+15ak+23ak+112ak+3=0Recursion relation that defines series solution to ODEak+3=4k2ak16k2ak+1+20k2ak+2+8krak32krak+1+40krak+2+4r2ak16r2ak+1+20r2ak+2+15kak73kak+1+110kak+2+15rak73rak+1+110rak+2+14ak85ak+1+155ak+24(2k2+4kr+2r2+13k+13r+21)Recursion relation forr=0ak+3=4k2ak16k2ak+1+20k2ak+2+15kak73kak+1+110kak+2+14ak85ak+1+155ak+24(2k2+13k+21)Solution forr=0[y(u)=k=0akuk,ak+3=4k2ak16k2ak+1+20k2ak+2+15kak73kak+1+110kak+2+14ak85ak+1+155ak+24(2k2+13k+21),a1=5a04,a2=213a0160]Revert the change of variablesu=x+1[y(x)=k=0ak(x+1)k,ak+3=4k2ak16k2ak+1+20k2ak+2+15kak73kak+1+110kak+2+14ak85ak+1+155ak+24(2k2+13k+21),a1=5a04,a2=213a0160]Recursion relation forr=12ak+3=4k2ak16k2ak+1+20k2ak+2+11kak57kak+1+90kak+2+152ak1052ak+1+105ak+24(2k2+11k+15)Solution forr=12[y(u)=k=0akuk12,ak+3=4k2ak16k2ak+1+20k2ak+2+11kak57kak+1+90kak+2+152ak1052ak+1+105ak+24(2k2+11k+15),a1=5a04,a2=43a032]Revert the change of variablesu=x+1[y(x)=k=0ak(x+1)k12,ak+3=4k2ak16k2ak+1+20k2ak+2+11kak57kak+1+90kak+2+152ak1052ak+1+105ak+24(2k2+11k+15),a1=5a04,a2=43a032]Combine solutions and rename parameters[y(x)=(k=0ak(x+1)k)+(k=0bk(x+1)k12),ak+3=4k2ak16k2ak+1+20k2ak+2+15kak73kak+1+110kak+2+14ak85ak+1+155ak+24(2k2+13k+21),a1=5a04,a2=213a0160,bk+3=4k2bk16k2bk+1+20k2bk+2+11kbk57kbk+1+90kbk+2+152bk1052bk+1+105bk+24(2k2+11k+15),b1=5b04,b2=43b032]
Mathematica. Time used: 0.308 (sec). Leaf size: 120
ode=4*x^2*(1-x^2)*D[y[x],{x,2}]+x*(7-19*x^2)*D[y[x],x]-(1+14*x^2)*y[x]==0; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 
y(x)exp(1x3K[1]2+18K[1]8K[1]3dK[1]121x719K[2]24K[2]4K[2]3dK[2])(c21xexp(21K[3]3K[1]2+18K[1]8K[1]3dK[1])dK[3]+c1)
Sympy
from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(4*x**2*(1 - x**2)*Derivative(y(x), (x, 2)) + x*(7 - 19*x**2)*Derivative(y(x), x) - (14*x**2 + 1)*y(x),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 
False