2.1.12 Problem 12

Solved as second order ode using Kovacic algorithm
Maple
Mathematica
Sympy

Internal problem ID [9182]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 12
Date solved : Friday, April 25, 2025 at 05:59:14 PM
CAS classification : [[_2nd_order, _with_linear_symmetries]]

Solve

ty+(t21)y+t2y=0

Solved as second order ode using Kovacic algorithm

Time used: 0.526 (sec)

Writing the ode as

(1)ty+(t21)y+t2y=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=t(3)B=t21C=t2

Applying the Liouville transformation on the dependent variable gives

z(t)=yeB2Adt

Then (2) becomes

(4)z(t)=rz(t)

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=t44t3+34t2

Comparing the above to (5) shows that

s=t44t3+3t=4t2

Therefore eq. (4) becomes

(7)z(t)=(t44t3+34t2)z(t)

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

y=z(t)eB2Adt

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 2.12: 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)=24=2

The poles of r in eq. (7) and the order of each pole are determined by solving for the roots of t=4t2. There is a pole at t=0 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. Therefore

L=[1,2]

Attempting to find a solution using case n=1.

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

r=t24t+34t2

For the pole at t=0 let b be the coefficient of 1t2 in the partial fractions decomposition of r given above. Therefore b=34. Hence

[r]c=0αc+=12+1+4b=32αc=121+4b=12

Since the order of r at is Or()=2 then

v=Or()2=22=1

[r] is the sum of terms involving ti for 0iv in the Laurent series for r at . Therefore

[r]=i=0vaiti(8)=i=01aiti

Let a be the coefficient of tv=t1 in the above sum. The Laurent series of r at is

(9)rt211t2t2174t3252t4752t5117t6+

Comparing Eq. (9) with Eq. (8) shows that

a=12

From Eq. (9) the sum up to v=1 gives

[r]=i=01aiti(10)=t21

Now we need to find b, where b be the coefficient of tv1=t0=1 in r minus the coefficient of same term but in ([r])2 where [r] was found above in Eq (10). Hence

([r])2=14t2t+1

This shows that the coefficient of 1 in the above is 1. Now we need to find the coefficient of 1 in r. How this is done depends on if v=0 or not. Since v=1 which is not zero, then starting r=st, we do long division and write this in the form

r=Q+Rt

Where Q is the quotient and R is the remainder. Then the coefficient of 1 in r will be the coefficient this term in the quotient. Doing long division gives

r=st=t44t3+34t2=Q+R4t2=(14t2t)+(34t2)=t24t+34t2

We see that the coefficient of the term t in the quotient is 0. Now b can be found.

b=(0)(1)=1

Hence

[r]=t21α+=12(bav)=12(1121)=32α=12(bav)=12(1121)=12

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

r=t44t3+34t2

pole c location pole order [r]c αc+ αc
0 2 0 32 12

Order of r at [r] α+ α
2 t21 32 12

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=12 then

d=α(αc1)=12(12)=1

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

ω=cΓ(s(c)[r]c+αcs(c)tc)+s()[r]

The above gives

ω=(()[r]c1+αc1tc1)+()[r]=12t+()(t21)=12tt2+1=(t1)22t

Now that ω is determined, the next step is find a corresponding minimal polynomial p(t) of degree d=1 to solve the ode. The polynomial p(t) needs to satisfy the equation

(1A)p+2ωp+(ω+ω2r)p=0

Let

(2A)p(t)=t+a0

Substituting the above in eq. (1A) gives

(0)+2(12tt2+1)(1)+((12t212)+(12tt2+1)2(t44t3+34t2))=0(a0+1)(t1)t=0

Solving for the coefficients ai in the above using method of undetermined coefficients gives

{a0=1}

Substituting these coefficients in p(t) in eq. (2A) results in

p(t)=t1

Therefore the first solution to the ode z=rz is

z1(t)=peωdt=(t1)e(12tt2+1)dt=(t1)et24+tln(t)2=(t1)et(t4)4t

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

y1=z1e12BAdt=z1e12t21tdt=z1et24+ln(t)2=z1(tet24)

Which simplifies to

y1=(t1)et(t2)2

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

y2=y1eBAdty12dt

Substituting gives

y2=y1et21tdt(y1)2dt=y1et22+ln(t)(y1)2dt=y1(et22+ln(t)et(t2)(t1)2dt)

Therefore the solution is

y=c1y1+c2y2=c1((t1)et(t2)2)+c2((t1)et(t2)2(et22+ln(t)et(t2)(t1)2dt))

Will add steps showing solving for IC soon.

Maple. Time used: 0.035 (sec). Leaf size: 82
ode:=diff(diff(y(t),t),t)*t+(t^2-1)*diff(y(t),t)+t^2*y(t) = 0; 
dsolve(ode,y(t), singsol=all);
 
y=2et(t2)2(c2π(1+t)(t2)erf(2(t2)22)+2(c2e(t2)22tc1+c1)(t2)2)2(t2)2

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 
         -> hyper3: Equivalence to 2F1, 1F1 or 0F1 under a power @ Moebius 
               <- hyper3 successful: indirect Equivalence to 0F1 under ``^ @ Mo\ 
ebius`` is resolved 
      <- hypergeometric successful 
   <- special function solution successful 
      -> Trying to convert hypergeometric functions to elementary form... 
      <- elementary form could result into a too large expression - returning s\ 
pecial function form of solution, free of uncomputed integrals 
   <- Kovacics algorithm successful
 

Maple step by step

Let’s solvet(ddtddty(t))+(t21)(ddty(t))+t2y(t)=0Highest derivative means the order of the ODE is2ddtddty(t)Isolate 2nd derivativeddtddty(t)=ty(t)(t21)(ddty(t))tGroup terms withy(t)on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearddtddty(t)+(t21)(ddty(t))t+ty(t)=0Check to see ift0=0is a regular singular pointDefine functions[P2(t)=t21t,P3(t)=t]tP2(t)is analytic att=0(tP2(t))|t=0=1t2P3(t)is analytic att=0(t2P3(t))|t=0=0t=0is a regular singular pointCheck to see ift0=0is a regular singular pointt0=0Multiply by denominatorst(ddtddty(t))+(t21)(ddty(t))+t2y(t)=0Assume series solution fory(t)y(t)=k=0aktk+rRewrite ODE with series expansionsConvertt2y(t)to series expansiont2y(t)=k=0aktk+r+2Shift index usingk>k2t2y(t)=k=2ak2tk+rConverttm(ddty(t))to series expansion form=0..2tm(ddty(t))=k=0ak(k+r)tk+r1+mShift index usingk>k+1mtm(ddty(t))=k=1+mak+1m(k+1m+r)tk+rConvertt(ddtddty(t))to series expansiont(ddtddty(t))=k=0ak(k+r)(k+r1)tk+r1Shift index usingk>k+1t(ddtddty(t))=k=1ak+1(k+1+r)(k+r)tk+rRewrite ODE with series expansionsa0r(2+r)t1+r+a1(1+r)(1+r)tr+(a2(2+r)r+a0r)t1+r+(k=2(ak+1(k+1+r)(k+r1)+ak1(k+r1)+ak2)tk+r)=0a0cannot be 0 by assumption, giving the indicial equationr(2+r)=0Values of r that satisfy the indicial equationr{0,2}The coefficients of each power oftmust be 0[a1(1+r)(1+r)=0,a2(2+r)r+a0r=0]Solve for the dependent coefficient(s){a1=0,a2=a02+r}Each term in the series must be 0, giving the recursion relationak+1(k+1+r)(k+r1)+ak1(k+r1)+ak2=0Shift index usingk>k+2ak+3(k+3+r)(k+1+r)+ak+1(k+1+r)+ak=0Recursion relation that defines series solution to ODEak+3=kak+1+rak+1+ak+ak+1(k+3+r)(k+1+r)Recursion relation forr=0ak+3=kak+1+ak+ak+1(k+3)(k+1)Solution forr=0[y(t)=k=0aktk,ak+3=kak+1+ak+ak+1(k+3)(k+1),a1=0,a2=a02]Recursion relation forr=2ak+3=kak+1+ak+3ak+1(k+5)(k+3)Solution forr=2[y(t)=k=0aktk+2,ak+3=kak+1+ak+3ak+1(k+5)(k+3),a1=0,a2=a04]Combine solutions and rename parameters[y(t)=(k=0aktk)+(k=0bktk+2),ak+3=kak+1+ak+ak+1(k+3)(k+1),a1=0,a2=a02,bk+3=kbk+1+bk+3bk+1(k+5)(k+3),b1=0,b2=b04]
Mathematica. Time used: 0.557 (sec). Leaf size: 54
ode=t*D[y[t],{t,2}]+(t^2-1)*D[y[t],t]+t^2*y[t]==0; 
ic={}; 
DSolve[{ode,ic},y[t],t,IncludeSingularSolutions->True]
 
y(t)ett22(t1)(c21te12(K[1]4)K[1]K[1](K[1]1)2dK[1]+c1)
Sympy. Time used: 0.826 (sec). Leaf size: 36
from sympy import * 
t = symbols("t") 
y = Function("y") 
ode = Eq(t**2*y(t) + t*Derivative(y(t), (t, 2)) + (t**2 - 1)*Derivative(y(t), t),0) 
ics = {} 
dsolve(ode,func=y(t),ics=ics)
 
y(t)=C2(t515t33+1)+C1t2(t315t24+1)+O(t6)