2.1.278 Problem 281

Internal problem ID [9450]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 281
Date solved : Sunday, March 30, 2025 at 02:35:13 PM
CAS classification : [[_2nd_order, _with_linear_symmetries]]

Solved as second order ode using Kovacic algorithm

Time used: 0.445 (sec)

Writing the ode as

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

Comparing (1) and (2) shows that

$$\begin{array}{rl}A& =1\\ \text{(3)}& B& =0C& =n^2-\frac{6}{x^2}\end{array}$$

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

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

Comparing the above to (5) shows that

$$\begin{array}{rl}s& =-n^2{x}^2+6\\ t& =x^2\end{array}$$

Therefore eq. (4) becomes

$$\begin{array}{}\text{(7)}& z^{″}(x)& =\left(\frac{-n^2{x}^2+6}{x^2}\right)z(x)\end{array}$$

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 2.278: Necessary conditions for each Kovacic case

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

$$\begin{array}{rl}O\left(\mathrm{\infty }\right)& =\text{deg}(t)-\text{deg}(s)\\ & =2-2\\ & =0\end{array}$$

The poles of $r$ in eq. (7) and the order of each pole are determined by solving for the roots of $t=x^2$. There is a pole at $x=0$ of order $2$. Since there is no odd order pole larger than $2$ and the order at $\mathrm{\infty }$ is $0$ 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

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

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

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

$$r=-n^2+\frac{6}{x^2}$$

For the pole at $x=0$ let $b$ be the coefficient of $\frac{1}{x^2}$ in the partial fractions decomposition of $r$ given above. Therefore $b=6$. Hence

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

Since the order of $r$ at $\mathrm{\infty }$ is $O_r(\mathrm{\infty })=0$ then

$$\begin{array}{rlrlrl}v& =\frac{-O_r(\mathrm{\infty })}{2}& & =\frac{0}{2}& & =0\end{array}$$

$[\sqrt{r}{]}_{\mathrm{\infty }}$ is the sum of terms involving $x^i$ for $0\le i\le v$ in the Laurent series for $\sqrt{r}$ at $\mathrm{\infty }$. Therefore

$$\begin{array}{rl}[\sqrt{r}{]}_{\mathrm{\infty }}& =\sum _{i=0}^v{a}_i{x}^i\\ \text{(8)}& & =\sum _{i=0}^0{a}_i{x}^i\end{array}$$

Let $a$ be the coefficient of $x^v=x^0$ in the above sum. The Laurent series of $\sqrt{r}$ at $\mathrm{\infty }$ is

$$\begin{array}{}\text{(9)}& \sqrt{r}\approx in-\frac{3i}{n{x}^2}-\frac{9i}{2n^3{x}^4}-\frac{27i}{2n^5{x}^6}-\frac{405i}{8n^7{x}^8}-\frac{1701i}{8n^9{x}^{10}}-\frac{15309i}{16n^{11}{x}^{12}}-\frac{72171i}{16n^{13}{x}^{14}}+\dots \end{array}$$

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

$$a=in$$

From Eq. (9) the sum up to $v=0$ gives

$$\begin{array}{rl}[\sqrt{r}{]}_{\mathrm{\infty }}& =\sum _{i=0}^0{a}_i{x}^i\\ \text{(10)}& & =in\end{array}$$

Now we need to find $b$, where $b$ be the coefficient of $x^{v-1}=x^{-1}=\frac{1}{x}$ in $r$ minus the coefficient of same term but in ${([\sqrt{r}{]}_{\mathrm{\infty }})}^2$ where $[\sqrt{r}{]}_{\mathrm{\infty }}$ was found above in Eq (10). Hence

$${([\sqrt{r}{]}_{\mathrm{\infty }})}^2=-n^2$$

This shows that the coefficient of $\frac{1}{x}$ in the above is $0$. Now we need to find the coefficient of $\frac{1}{x}$ in $r$. How this is done depends on if $v=0$ or not. Since $v=0$ then starting from $r=\frac{s}{t}$ and doing long division in the form

$$r=Q+\frac{R}{t}$$

Where $Q$ is the quotient and $R$ is the remainder. Then the coefficient of $\frac{1}{x}$ in $r$ will be the coefficient in $R$ of the term in $x$ of degree of $t$ minus one, divided by the leading coefficient in $t$. Doing long division gives

$$\begin{array}{rl}r& =\frac{s}{t}\\ & =\frac{-n^2{x}^2+6}{x^2}\\ & =Q+\frac{R}{x^2}\\ & =(-n^2)+\left(\frac{6}{x^2}\right)\\ & =-n^2+\frac{6}{x^2}\end{array}$$

Since the degree of $t$ is $2$, then we see that the coefficient of the term $x$ in the remainder $R$ is $0$. Dividing this by leading coefficient in $t$ which is $1$ gives $0$. Now $b$ can be found.

$$\begin{array}{rl}b& =\left(0\right)-\left(0\right)\\ & =0\end{array}$$

Hence

$$\begin{array}{rl}[\sqrt{r}{]}_{\mathrm{\infty }}& =in\\ {\alpha }_{\mathrm{\infty }}^{+}& =\frac{1}{2}(\frac{b}{a}-v)& & =\frac{1}{2}(\frac{0}{in}-0)& & =0\\ {\alpha }_{\mathrm{\infty }}^{-}& =\frac{1}{2}(-\frac{b}{a}-v)& & =\frac{1}{2}(-\frac{0}{in}-0)& & =0\end{array}$$

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

$$r=\frac{-n^2{x}^2+6}{x^2}$$

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

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

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 ${\alpha }_{\mathrm{\infty }}^{-}=0$ then

$$\begin{array}{rl}d& ={\alpha }_{\mathrm{\infty }}^{-}-\left({\alpha }_{c_1}^{-}\right)\\ & =0-(-2)\\ & =2\end{array}$$

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

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

Now that $\omega$ is determined, the next step is find a corresponding minimal polynomial $p(x)$ of degree $d=2$ 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

$$\begin{array}{}\text{(2A)}& p(x)& =x^2+x{a}_1+a_0\end{array}$$

Substituting the above in eq. (1A) gives

$$\begin{array}{rl}\left(2\right)+2(-\frac{2}{x}-in)(2x+a_1)+(\left(\frac{2}{x^2}\right)+{(-\frac{2}{x}-in)}^2-\left(\frac{-n^2{x}^2+6}{x^2}\right))& =0\\ \frac{(2in{a}_1-6)x+4in{a}_0-4a_1}{x}=0\end{array}$$

Solving for the coefficients $a_i$ in the above using method of undetermined coefficients gives

$$\{a_0=-\frac{3}{n^2},a_1=-\frac{3i}{n}\}$$

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

$$\begin{array}{rl}p(x)& =x^2-\frac{3ix}{n}-\frac{3}{n^2}\end{array}$$

Therefore the first solution to the ode $z^{″}=rz$ is

$$\begin{array}{rl}{z}_1(x)& =p{e}^{\int \omega dx}\\ & =(x^2-\frac{3ix}{n}-\frac{3}{n^2}){\mathrm{e}}^{\int (-\frac{2}{x}-in)dx}\\ & =(x^2-\frac{3ix}{n}-\frac{3}{n^2}){\mathrm{e}}^{-2\ln \left(x\right)-inx}\\ & =\frac{(n^2{x}^2-3inx-3){\mathrm{e}}^{-inx}}{x^2{n}^2}\end{array}$$

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

$$y_1=z_1{e}^{\int -\frac{1}{2}\frac{B}{A}dx}$$

Since $B=0$ then the above reduces to

$$\begin{array}{rl}{y}_1& =z_1\\ & =\frac{(n^2{x}^2-3inx-3){\mathrm{e}}^{-inx}}{x^2{n}^2}\end{array}$$

Which simplifies to

$$y_1=\frac{(n^2{x}^2-3inx-3){\mathrm{e}}^{-inx}}{x^2{n}^2}$$

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

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

Since $B=0$ then the above becomes

$$\begin{array}{rl}{y}_2& =y_1\int \frac{1}{y_1^2}dx\\ & =\frac{(n^2{x}^2-3inx-3){\mathrm{e}}^{-inx}}{x^2{n}^2}\int \frac{1}{\frac{{(n^2{x}^2-3inx-3)}^2{\mathrm{e}}^{-2inx}}{x^4{n}^4}}dx\\ & =\frac{(n^2{x}^2-3inx-3){\mathrm{e}}^{-inx}}{x^2{n}^2}\left(\frac{(i{n}^2{x}^2-3nx-3i){\mathrm{e}}^{2inx}}{2n(-n^2{x}^2+3inx+3)}\right)\end{array}$$

Therefore the solution is

$$\begin{array}{rl}y& =c_1{y}_1+c_2{y}_2\\ & =c_1\left(\frac{(n^2{x}^2-3inx-3){\mathrm{e}}^{-inx}}{x^2{n}^2}\right)+c_2\left(\frac{(n^2{x}^2-3inx-3){\mathrm{e}}^{-inx}}{x^2{n}^2}\left(\frac{(i{n}^2{x}^2-3nx-3i){\mathrm{e}}^{2inx}}{2n(-n^2{x}^2+3inx+3)}\right)\right)\end{array}$$

Will add steps showing solving for IC soon.

✓ Maple. Time used: 0.013 (sec). Leaf size: 53

ode:=diff(diff(y(x),x),x)+n^2*y(x) = 6/x^2*y(x); 
dsolve(ode,y(x), singsol=all);
 

$$y=\frac{(c_1{n}^2{x}^2+3c_{2}nx-3c_1)\cos \left(nx\right)+\sin \left(nx\right)(c_2{n}^2{x}^2-3c_{1}nx-3c_2)}{x^2}$$

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 
   Group is reducible or imprimitive 
<- Kovacics algorithm successful
 

Maple step by step

$$\begin{array}{lll}& & \text{Let’s solve}\\ & & \frac{d}{dx}\frac{d}{dx}y\left(x\right)+n^{2}y\left(x\right)=\frac{6y\left(x\right)}{x^2}\\ \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{(n^2{x}^2-6)y\left(x\right)}{x^2}\\ \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{(n^2{x}^2-6)y\left(x\right)}{x^2}=0\\ ◻& & \text{Check to see if}{x}_0=0\text{is a regular singular point}\\ & \circ & \text{Define functions}\\ & & [P_2\left(x\right)=0,P_3\left(x\right)=\frac{n^2{x}^2-6}{x^2}]\\ & \circ & x\cdot P_2\left(x\right)\text{is analytic at}x=0\\ & & (x\cdot P_2\left(x\right))|{}_{x=0}=0\\ & \circ & x^2\cdot P_3\left(x\right)\text{is analytic at}x=0\\ & & (x^2\cdot P_3\left(x\right))|{}_{x=0}=-6\\ & \circ & x=0\text{is a regular singular point}\\ & & \text{Check to see if}{x}_0=0\text{is a regular singular point}\\ & & x_0=0\\ \bullet & & \text{Multiply by denominators}\\ & & \left(\frac{d}{dx}\frac{d}{dx}y\left(x\right)\right)x^2+(n^2{x}^2-6)y\left(x\right)=0\\ \bullet & & \text{Assume series solution for}y\left(x\right)\\ & & y\left(x\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k{x}^{k+r}\\ ◻& & \text{Rewrite ODE with series expansions}\\ & \circ & \text{Convert}{x}^m\cdot y\left(x\right)\text{to series expansion for}m=0..2\\ & & x^m\cdot y\left(x\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k{x}^{k+r+m}\\ & \circ & \text{Shift index using}k->k-m\\ & & x^m\cdot y\left(x\right)=\stackrel{\mathrm{\infty }}{\sum _{k=m}}{a}_{k-m}{x}^{k+r}\\ & \circ & \text{Convert}{x}^2\cdot \left(\frac{d}{dx}\frac{d}{dx}y\left(x\right)\right)\text{to series expansion}\\ & & x^2\cdot \left(\frac{d}{dx}\frac{d}{dx}y\left(x\right)\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k(k+r)(k+r-1)x^{k+r}\\ & & \text{Rewrite ODE with series expansions}\\ & & a_0(2+r)(-3+r)x^r+a_1(3+r)(-2+r)x^{1+r}+(\stackrel{\mathrm{\infty }}{\sum _{k=2}}(a_k(k+r+2)(k+r-3)+a_{k-2}{n}^2)x^{k+r})=0\\ \bullet & & a_0\text{cannot be 0 by assumption, giving the indicial equation}\\ & & (2+r)(-3+r)=0\\ \bullet & & \text{Values of r that satisfy the indicial equation}\\ & & r\in \{-2,3\}\\ \bullet & & \text{Each term must be 0}\\ & & a_1(3+r)(-2+r)=0\\ \bullet & & \text{Solve for the dependent coefficient(s)}\\ & & a_1=0\\ \bullet & & \text{Each term in the series must be 0, giving the recursion relation}\\ & & a_k(k+r+2)(k+r-3)+a_{k-2}{n}^2=0\\ \bullet & & \text{Shift index using}k->k+2\\ & & a_{k+2}(k+4+r)(k+r-1)+a_k{n}^2=0\\ \bullet & & \text{Recursion relation that defines series solution to ODE}\\ & & a_{k+2}=-\frac{a_k{n}^2}{(k+4+r)(k+r-1)}\\ \bullet & & \text{Recursion relation for}r=-2\\ & & a_{k+2}=-\frac{a_k{n}^2}{(k+2)(k-3)}\\ \bullet & & \text{Solution for}r=-2\\ & & [y\left(x\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k{x}^{k-2},a_{k+2}=-\frac{a_k{n}^2}{(k+2)(k-3)},a_1=0]\\ \bullet & & \text{Recursion relation for}r=3\\ & & a_{k+2}=-\frac{a_k{n}^2}{(k+7)(k+2)}\\ \bullet & & \text{Solution for}r=3\\ & & [y\left(x\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k{x}^{k+3},a_{k+2}=-\frac{a_k{n}^2}{(k+7)(k+2)},a_1=0]\\ \bullet & & \text{Combine solutions and rename parameters}\\ & & [y\left(x\right)=(\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k{x}^{k-2})+(\stackrel{\mathrm{\infty }}{\sum _{k=0}}{b}_k{x}^{k+3}),a_{k+2}=-\frac{a_k{n}^2}{(k+2)(k-3)},a_1=0,b_{k+2}=-\frac{b_k{n}^2}{(k+7)(k+2)},b_1=0]\end{array}$$

✓ Mathematica. Time used: 0.123 (sec). Leaf size: 79

ode=D[y[x],{x,2}]+n^2*y[x]==6*y[x]/x^2; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 

$$y(x)\to -\frac{\sqrt{\frac{2}{\pi }}\sqrt{x}((c_2(-n^2)x^2+3c_{1}nx+3c_2)\cos (nx)+(c_1(n^2{x}^2-3)+3c_{2}nx)\sin (nx))}{(nx{)}^{5/2}}$$

✓ Sympy. Time used: 0.095 (sec). Leaf size: 24

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

$$y\left(x\right)=\sqrt{x}(C_1{J}_{\frac{5}{2}}\left(nx\right)+C_2{Y}_{\frac{5}{2}}\left(nx\right))$$