2.1.2 Problem 2

Internal problem ID [9174]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 2
Date solved : Sunday, March 30, 2025 at 02:24:50 PM
CAS classification : [_Gegenbauer]

Solved as second order ode using Kovacic algorithm

Time used: 0.242 (sec)

Writing the ode as

$$\begin{array}{}\text{(1)}& (x^2-1)y^{\prime \prime }-6x{y}^{\prime }+12y& =0\text{(2)}& A{y}^{\prime \prime }+B{y}^{\prime }+Cy& =0\end{array}$$

Comparing (1) and (2) shows that

$$\begin{array}{rl}A& =x^2-1\\ \text{(3)}& B& =-6xC& =12\end{array}$$

Applying the Liouville transformation on the dependent variable gives

$$\begin{array}{rl}z(x)& =y{e}^{\int \frac{B}{2A}dx}\end{array}$$

Then (2) becomes

$$\begin{array}{}\text{(4)}& z^{″}(x)=rz(x)\end{array}$$

Where $r$ is given by

$$\begin{array}{rl}\text{(5)}& r& =\frac{s}{t}& =\frac{2A{B}^{\prime }-2B{A}^{\prime }+B^2-4AC}{4A^2}\end{array}$$

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

$$\begin{array}{}\text{(6)}& r& =\frac{15}{{(x^2-1)}^2}\end{array}$$

Comparing the above to (5) shows that

$$\begin{array}{rl}s& =15\\ t& ={(x^2-1)}^2\end{array}$$

Therefore eq. (4) becomes

$$\begin{array}{}\text{(7)}& z^{″}(x)& =\left(\frac{15}{{(x^2-1)}^2}\right)z(x)\end{array}$$

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

$$\begin{array}{rl}y& =z\left(x\right)e^{-\int \frac{B}{2A}dx}\end{array}$$

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 $\mathrm{\infty }$. The following table summarizes these cases.

Case	Allowed pole order for $r$	Allowed value for $\mathcal{O}(\mathrm{\infty })$
1	$\{0,1,2,4,6,8,\cdots \}$	$\{\cdots ,-6,-4,-2,0,2,3,4,5,6,\cdots \}$
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	$\{1,2\}$	$\{2,3,4,5,6,7,\cdots \}$

Table 2.2: Necessary conditions for each Kovacic case

The order of $r$ at $\mathrm{\infty }$ is the degree of $t$ minus the degree of $s$. Therefore

$$\begin{array}{rl}O\left(\mathrm{\infty }\right)& =\text{deg}(t)-\text{deg}(s)\\ & =4-0\\ & =4\end{array}$$

The poles of $r$ in eq. (7) and the order of each pole are determined by solving for the roots of $t={(x^2-1)}^2$. 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 $\mathrm{\infty }$ is $4$ 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 $\mathrm{\infty }$ is $4$ then the necessary conditions for case three are met. Therefore

$$\begin{array}{rl}L& =[1,2,4,6,12]\end{array}$$

Attempting to find a solution using case $n=1$.

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

$$r=-\frac{15}{4(x-1)}+\frac{15}{4(x+1)}+\frac{15}{4{(x+1)}^2}+\frac{15}{4{(x-1)}^2}$$

For the pole at $x=1$ let $b$ be the coefficient of $\frac{1}{{(x-1)}^2}$ in the partial fractions decomposition of $r$ given above. Therefore $b=\frac{15}{4}$. Hence

$$\begin{array}{rl}[\sqrt{r}{]}_c& =0\\ {\alpha }_c^{+}& =\frac{1}{2}+\sqrt{1+4b}& & =\frac{5}{2}\\ {\alpha }_c^{-}& =\frac{1}{2}-\sqrt{1+4b}& & =-\frac{3}{2}\end{array}$$

For the pole at $x=-1$ let $b$ be the coefficient of $\frac{1}{{(x+1)}^2}$ in the partial fractions decomposition of $r$ given above. Therefore $b=\frac{15}{4}$. Hence

$$\begin{array}{rl}[\sqrt{r}{]}_c& =0\\ {\alpha }_c^{+}& =\frac{1}{2}+\sqrt{1+4b}& & =\frac{5}{2}\\ {\alpha }_c^{-}& =\frac{1}{2}-\sqrt{1+4b}& & =-\frac{3}{2}\end{array}$$

Since the order of $r$ at $\mathrm{\infty }$ is $4>2$ then

$$\begin{array}{rl}[\sqrt{r}{]}_{\mathrm{\infty }}& =0\\ {\alpha }_{\mathrm{\infty }}^{+}& =0\\ {\alpha }_{\mathrm{\infty }}^{-}& =1\end{array}$$

The following table summarizes the findings so far for poles and for the order of $r$ at $\mathrm{\infty }$ where $r$ is

$$r=\frac{15}{{(x^2-1)}^2}$$

pole $c$ location	pole order	$[\sqrt{r}{]}_c$	${\alpha }_c^{+}$	${\alpha }_c^{-}$
$1$	$2$	$0$	$\frac{5}{2}$	$-\frac{3}{2}$
$-1$	$2$	$0$	$\frac{5}{2}$	$-\frac{3}{2}$

Order of $r$ at $\mathrm{\infty }$	$[\sqrt{r}{]}_{\mathrm{\infty }}$	${\alpha }_{\mathrm{\infty }}^{+}$	${\alpha }_{\mathrm{\infty }}^{-}$
$4$	$0$	$0$	$1$

Now that the all $[\sqrt{r}{]}_c$ and its associated ${\alpha }_c^{\pm }$ have been determined for all the poles in the set $\mathrm{\Gamma }$ and $[\sqrt{r}{]}_{\mathrm{\infty }}$ and its associated ${\alpha }_{\mathrm{\infty }}^{\pm }$ have also been found, the next step is to determine possible non negative integer $d$ from these using

$$\begin{array}{rl}d& ={\alpha }_{\mathrm{\infty }}^{s(\mathrm{\infty })}-\sum _{c\in \mathrm{\Gamma }}{\alpha }_c^{s(c)}\end{array}$$

Where $s(c)$ is either $+$ or $-$ and $s(\mathrm{\infty })$ is the sign of ${\alpha }_{\mathrm{\infty }}^{\pm }$. This is done by trial over all set of families $s=(s(c){)}_{c\in \mathrm{\Gamma }\cup \mathrm{\infty }}$ until such $d$ is found to work in finding candidate $\omega$. Trying ${\alpha }_{\mathrm{\infty }}^{-}=1$ then

$$\begin{array}{rl}d& ={\alpha }_{\mathrm{\infty }}^{-}-({\alpha }_{c_1}^{-}+{\alpha }_{c_2}^{+})\\ & =1-\left(1\right)\\ & =0\end{array}$$

Since $d$ an integer and $d\ge 0$ then it can be used to find $\omega$ using

$$\begin{array}{rl}\omega & =\sum _{c\in \mathrm{\Gamma }}(s(c)[\sqrt{r}{]}_c+\frac{{\alpha }_c^{s(c)}}{x-c})+s(\mathrm{\infty })[\sqrt{r}{]}_{\mathrm{\infty }}\end{array}$$

The above gives

$$\begin{array}{rl}\omega & =((-)[\sqrt{r}{]}_{c_1}+\frac{{\alpha }_{c_1}^{-}}{x-c_1})+((+)[\sqrt{r}{]}_{c_2}+\frac{{\alpha }_{c_2}^{+}}{x-c_2})+(-)[\sqrt{r}{]}_{\mathrm{\infty }}\\ & =-\frac{3}{2(x-1)}+\frac{5}{2(x+1)}+(-)\left(0\right)\\ & =-\frac{3}{2(x-1)}+\frac{5}{2(x+1)}\\ & =\frac{x-4}{x^2-1}\end{array}$$

Now that $\omega$ 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

$$\begin{array}{}\text{(1A)}& p^{″}+2\omega p^{\prime }+({\omega }^{\prime }+{\omega }^2-r)p=0\end{array}$$

Let

$$\begin{array}{}\text{(2A)}& p(x)& =1\end{array}$$

Substituting the above in eq. (1A) gives

$$\begin{array}{rl}\left(0\right)+2(-\frac{3}{2(x-1)}+\frac{5}{2(x+1)})\left(0\right)+((\frac{3}{2{(x-1)}^2}-\frac{5}{2{(x+1)}^2})+{(-\frac{3}{2(x-1)}+\frac{5}{2(x+1)})}^2-\left(\frac{15}{{(x^2-1)}^2}\right))& =0\\ 0=0\end{array}$$

The equation is satisfied since both sides are zero. Therefore the first solution to the ode $z^{″}=rz$ is

$$\begin{array}{rl}{z}_1(x)& =p{e}^{\int \omega dx}\\ & ={\mathrm{e}}^{\int (-\frac{3}{2(x-1)}+\frac{5}{2(x+1)})dx}\\ & =\frac{{(x+1)}^{5/2}}{{(x-1)}^{3/2}}\end{array}$$

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

$$\begin{array}{rl}{y}_1& =z_1{e}^{\int -\frac{1}{2}\frac{B}{A}dx}\\ & =z_1{e}^{-\int \frac{1}{2}\frac{-6x}{x^2-1}dx}\\ & =z_1{e}^{\frac{3\ln (x-1)}{2}+\frac{3\ln (x+1)}{2}}\\ & =z_1\left({(x-1)}^{3/2}{(x+1)}^{3/2}\right)\end{array}$$

Which simplifies to

$$y_1={(x+1)}^4$$

The second solution $y_2$ to the original ode is found using reduction of order

$$y_2=y_1\int \frac{e^{\int -\frac{B}{A}dx}}{y_1^2}dx$$

Substituting gives

$$\begin{array}{rl}{y}_2& =y_1\int \frac{e^{\int -\frac{-6x}{x^2-1}dx}}{{\left(y_1\right)}^2}dx\\ & =y_1\int \frac{e^{3\ln (x-1)+3\ln (x+1)}}{{\left(y_1\right)}^2}dx\\ & =y_1(-\frac{x(x^2+1){\mathrm{e}}^{3\ln (x-1)+3\ln (x+1)}}{{(x+1)}^7{(x-1)}^3})\end{array}$$

Therefore the solution is

$$\begin{array}{rl}y& =c_1{y}_1+c_2{y}_2\\ & =c_1\left({(x+1)}^4\right)+c_2\left({(x+1)}^4(-\frac{x(x^2+1){\mathrm{e}}^{3\ln (x-1)+3\ln (x+1)}}{{(x+1)}^7{(x-1)}^3})\right)\end{array}$$

Will add steps showing solving for IC soon.

✓ Maple. Time used: 0.003 (sec). Leaf size: 25

ode:=(x^2-1)*diff(diff(y(x),x),x)-6*diff(y(x),x)*x+12*y(x) = 0; 
dsolve(ode,y(x), singsol=all);
 

$$y=c_2{x}^4+c_1{x}^3+6c_2{x}^2+c_{1}x+c_2$$

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) 
<- Kovacics algorithm successful
 

Maple step by step

$$\begin{array}{lll}& & \text{Let’s solve}\\ & & (x^2-1)\left(\frac{d}{dx}\frac{d}{dx}y\left(x\right)\right)-6x\left(\frac{d}{dx}y\left(x\right)\right)+12y\left(x\right)=0\\ \bullet & & \text{Highest derivative means the order of the ODE is}2\\ & & \frac{d}{dx}\frac{d}{dx}y\left(x\right)\\ \bullet & & \text{Isolate 2nd derivative}\\ & & \frac{d}{dx}\frac{d}{dx}y\left(x\right)=-\frac{12y\left(x\right)}{x^2-1}+\frac{6x\left(\frac{d}{dx}y\left(x\right)\right)}{x^2-1}\\ \bullet & & \text{Group terms with}y\left(x\right)\text{on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linear}\\ & & \frac{d}{dx}\frac{d}{dx}y\left(x\right)-\frac{6x\left(\frac{d}{dx}y\left(x\right)\right)}{x^2-1}+\frac{12y\left(x\right)}{x^2-1}=0\\ ◻& & \text{Check to see if}{x}_0\text{is a regular singular point}\\ & \circ & \text{Define functions}\\ & & [P_2\left(x\right)=-\frac{6x}{x^2-1},P_3\left(x\right)=\frac{12}{x^2-1}]\\ & \circ & (x+1)\cdot P_2\left(x\right)\text{is analytic at}x=-1\\ & & ((x+1)\cdot P_2\left(x\right))|{}_{x=-1}=-3\\ & \circ & {(x+1)}^2\cdot P_3\left(x\right)\text{is analytic at}x=-1\\ & & ({(x+1)}^2\cdot P_3\left(x\right))|{}_{x=-1}=0\\ & \circ & x=-1\text{is a regular singular point}\\ & & \text{Check to see if}{x}_0\text{is a regular singular point}\\ & & x_0=-1\\ \bullet & & \text{Multiply by denominators}\\ & & (x^2-1)\left(\frac{d}{dx}\frac{d}{dx}y\left(x\right)\right)-6x\left(\frac{d}{dx}y\left(x\right)\right)+12y\left(x\right)=0\\ \bullet & & \text{Change variables using}x=u-1\text{so that the regular singular point is at}u=0\\ & & (u^2-2u)\left(\frac{d}{du}\frac{d}{du}y\left(u\right)\right)+(-6u+6)\left(\frac{d}{du}y\left(u\right)\right)+12y\left(u\right)=0\\ \bullet & & \text{Assume series solution for}y\left(u\right)\\ & & y\left(u\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k{u}^{k+r}\\ ◻& & \text{Rewrite ODE with series expansions}\\ & \circ & \text{Convert}{u}^m\cdot \left(\frac{d}{du}y\left(u\right)\right)\text{to series expansion for}m=0..1\\ & & u^m\cdot \left(\frac{d}{du}y\left(u\right)\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k(k+r)u^{k+r-1+m}\\ & \circ & \text{Shift index using}k->k+1-m\\ & & u^m\cdot \left(\frac{d}{du}y\left(u\right)\right)=\stackrel{\mathrm{\infty }}{\sum _{k=-1+m}}{a}_{k+1-m}(k+1-m+r)u^{k+r}\\ & \circ & \text{Convert}{u}^m\cdot \left(\frac{d}{du}\frac{d}{du}y\left(u\right)\right)\text{to series expansion for}m=1..2\\ & & u^m\cdot \left(\frac{d}{du}\frac{d}{du}y\left(u\right)\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k(k+r)(k+r-1)u^{k+r-2+m}\\ & \circ & \text{Shift index using}k->k+2-m\\ & & u^m\cdot \left(\frac{d}{du}\frac{d}{du}y\left(u\right)\right)=\stackrel{\mathrm{\infty }}{\sum _{k=-2+m}}{a}_{k+2-m}(k+2-m+r)(k+1-m+r)u^{k+r}\\ & & \text{Rewrite ODE with series expansions}\\ & & -2a_{0}r(-4+r)u^{-1+r}+(\stackrel{\mathrm{\infty }}{\sum _{k=0}}(-2a_{k+1}(k+1+r)(k+r-3)+a_k(k+r-3)(k+r-4))u^{k+r})=0\\ \bullet & & a_0\text{cannot be 0 by assumption, giving the indicial equation}\\ & & -2r(-4+r)=0\\ \bullet & & \text{Values of r that satisfy the indicial equation}\\ & & r\in \{0,4\}\\ \bullet & & \text{Each term in the series must be 0, giving the recursion relation}\\ & & ((-2k-2r-2)a_{k+1}+a_k(k+r-4))(k+r-3)=0\\ \bullet & & \text{Recursion relation that defines series solution to ODE}\\ & & a_{k+1}=\frac{a_k(k+r-4)}{2(k+1+r)}\\ \bullet & & \text{Recursion relation for}r=0\text{; series terminates at}k=4\\ & & a_{k+1}=\frac{a_k(k-4)}{2(k+1)}\\ \bullet & & \text{Apply recursion relation for}k=0\\ & & a_1=-2a_0\\ \bullet & & \text{Apply recursion relation for}k=1\\ & & a_2=-\frac{3a_1}{4}\\ \bullet & & \text{Express in terms of}{a}_0\\ & & a_2=\frac{3a_0}{2}\\ \bullet & & \text{Apply recursion relation for}k=2\\ & & a_3=-\frac{a_2}{3}\\ \bullet & & \text{Express in terms of}{a}_0\\ & & a_3=-\frac{a_0}{2}\\ \bullet & & \text{Apply recursion relation for}k=3\\ & & a_4=-\frac{a_3}{8}\\ \bullet & & \text{Express in terms of}{a}_0\\ & & a_4=\frac{a_0}{16}\\ \bullet & & \text{Terminating series solution of the ODE for}r=0\text{. Use reduction of order to find the second linearly independent solution}\\ & & y\left(u\right)=a_0\cdot (1-2u+\frac{3}{2}{u}^2-\frac{1}{2}{u}^3+\frac{1}{16}{u}^4)\\ \bullet & & \text{Revert the change of variables}u=x+1\\ & & [y\left(x\right)=\frac{a_0{(x-1)}^4}{16}]\\ \bullet & & \text{Recursion relation for}r=4\\ & & a_{k+1}=\frac{a_{k}k}{2(k+5)}\\ \bullet & & \text{Solution for}r=4\\ & & [y\left(u\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k{u}^{k+4},a_{k+1}=\frac{a_{k}k}{2(k+5)}]\\ \bullet & & \text{Revert the change of variables}u=x+1\\ & & [y\left(x\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k{(x+1)}^{k+4},a_{k+1}=\frac{a_{k}k}{2(k+5)}]\\ \bullet & & \text{Combine solutions and rename parameters}\\ & & [y\left(x\right)=\frac{a_0{(x-1)}^4}{16}+(\stackrel{\mathrm{\infty }}{\sum _{k=0}}{b}_k{(x+1)}^{k+4}),b_{k+1}=\frac{b_{k}k}{2(k+5)}]\end{array}$$

✓ Mathematica. Time used: 0.399 (sec). Leaf size: 75

ode=(x^2-1)*D[y[x],{x,2}]-6*x*D[y[x],x]+12*y[x]==0; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 

$$y(x)\to {(x^2-1)}^{3/2}\exp ({\int }_1^x\frac{K[1]+4}{K[1{]}^2-1}dK[1])(c_2{\int }_1^x\exp (-2{\int }_1^{K[2]}\frac{K[1]+4}{K[1{]}^2-1}dK[1])dK[2]+c_1)$$

✗ Sympy

from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(-6*x*Derivative(y(x), x) + (x**2 - 1)*Derivative(y(x), (x, 2)) + 12*y(x),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 

False