2.1.300 Problem 303

Solved as second order ode using Kovacic algorithm
Maple
Mathematica
Sympy

Internal problem ID [9470]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 303
Date solved : Friday, April 25, 2025 at 06:09:08 PM
CAS classification : [[_2nd_order, _with_linear_symmetries]]

Solve

x(x2+2)y(x2+4x+2)((1x)y+y)=0

Solved as second order ode using Kovacic algorithm

Time used: 0.708 (sec)

Writing the ode as

(1)(x3+2x)y+(x3+3x22x2)y+(x24x2)y=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=x3+2x(3)B=x3+3x22x2C=x24x2

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=x6+2x55x416x3+24x2+24x+124(x32x)2

Comparing the above to (5) shows that

s=x6+2x55x416x3+24x2+24x+12t=4(x32x)2

Therefore eq. (4) becomes

(7)z(x)=(x6+2x55x416x3+24x2+24x+124(x32x)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 2.300: 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)=66=0

The poles of r in eq. (7) and the order of each pole are determined by solving for the roots of t=4(x32x)2. There is a pole at x=0 of order 2. There is a pole at x=2 of order 2. There is a pole at x=2 of order 2. Since there is no odd order pole larger than 2 and the order at 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

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=14+34(x2)2+34(x+2)2+52812x2+52812x+2+32x+34x2

For the pole at x=0 let b be the coefficient of 1x2 in the partial fractions decomposition of r given above. Therefore b=34. Hence

[r]c=0αc+=12+1+4b=32αc=121+4b=12

For the pole at x=2 let b be the coefficient of 1(x2)2 in the partial fractions decomposition of r given above. Therefore b=34. Hence

[r]c=0αc+=12+1+4b=32αc=121+4b=12

For the pole at x=2 let b be the coefficient of 1(x+2)2 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()=0 then

v=Or()2=02=0

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

[r]=i=0vaixi(8)=i=00aixi

Let a be the coefficient of xv=x0 in the above sum. The Laurent series of r at is

(9)r12+12x12x232x3+214x4434x5+1354x61474x7+

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

a=12

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

[r]=i=00aixi(10)=12

Now we need to find b, where b be the coefficient of xv1=x1=1x in r minus the coefficient of same term but in ([r])2 where [r] was found above in Eq (10). Hence

([r])2=14

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

r=Q+Rt

Where Q is the quotient and R is the remainder. Then the coefficient of 1x 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

r=st=x6+2x55x416x3+24x2+24x+124x616x4+16x2=Q+R4x616x4+16x2=(14)+(2x5x416x3+20x2+24x+124x616x4+16x2)=14+2x5x416x3+20x2+24x+124x616x4+16x2

Since the degree of t is 6, then we see that the coefficient of the term x5 in the remainder R is 2. Dividing this by leading coefficient in t which is 4 gives 12. Now b can be found.

b=(12)(0)=12

Hence

[r]=12α+=12(bav)=12(12120)=12α=12(bav)=12(12120)=12

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

r=x6+2x55x416x3+24x2+24x+124(x32x)2

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

Order of r at [r] α+ α
0 12 12 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++αc2+αc3)=12(12)=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]

Substituting the above values in the above results in

ω=((+)[r]c1+αc1+xc1)+(()[r]c2+αc2xc2)+(()[r]c3+αc3xc3)+(+)[r]=32x12(x2)12(x+2)+(12)=32x12(x2)12(x+2)+12=x3+x22x62x34x

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(32x12(x2)12(x+2)+12)(0)+((32x2+12(x2)2+12(x+2)2)+(32x12(x2)12(x+2)+12)2(x6+2x55x416x3+24x2+24x+124(x32x)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(32x12(x2)12(x+2)+12)dx=x3/2ex2x+2x2

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

y1=z1e12BAdx=z1e12x3+3x22x2x3+2xdx=z1ex2+ln(x)2+ln(x22)2=z1(xx22ex2)

Which simplifies to

y1=x2ex

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

y2=y1eBAdxy12dx

Substituting gives

y2=y1ex3+3x22x2x3+2xdx(y1)2dx=y1ex+ln(x)+ln(x22)(y1)2dx=y1((x1)ex+ln(x)+ln(x22)e2xx3(x22))

Therefore the solution is

y=c1y1+c2y2=c1(x2ex)+c2(x2ex((x1)ex+ln(x)+ln(x22)e2xx3(x22)))

Will add steps showing solving for IC soon.

Maple. Time used: 0.006 (sec). Leaf size: 17
ode:=x*(-x^2+2)*diff(diff(y(x),x),x)-(x^2+4*x+2)*((1-x)*diff(y(x),x)+y(x)) = 0; 
dsolve(ode,y(x), singsol=all);
 
y=c1(1+x)+c2exx2

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) 
   Reducible group (found another exponential solution) 
<- Kovacics algorithm successful
 

Maple step by step

Let’s solvex(x2+2)(ddxddxy(x))(x2+4x+2)((1x)(ddxy(x))+y(x))=0Highest derivative means the order of the ODE is2ddxddxy(x)Isolate 2nd derivativeddxddxy(x)=(x2+4x+2)y(x)x(x22)+(x2+4x+2)(1+x)(ddxy(x))x(x22)Group terms withy(x)on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearddxddxy(x)(x2+4x+2)(1+x)(ddxy(x))x(x22)+(x2+4x+2)y(x)x(x22)=0Check to see ifx0is a regular singular pointDefine functions[P2(x)=(1+x)(x2+4x+2)x(x22),P3(x)=x2+4x+2x(x22)]xP2(x)is analytic atx=0(xP2(x))|x=0=1x2P3(x)is analytic atx=0(x2P3(x))|x=0=0x=0is a regular singular pointCheck to see ifx0is a regular singular pointx0=0Multiply by denominatorsx(x22)(ddxddxy(x))(1+x)(x2+4x+2)(ddxy(x))+(x2+4x+2)y(x)=0Assume series solution fory(x)y(x)=k=0akxk+rRewrite ODE with series expansionsConvertxmy(x)to series expansion form=0..2xmy(x)=k=0akxk+r+mShift index usingk>kmxmy(x)=k=makmxk+rConvertxm(ddxy(x))to series expansion form=0..3xm(ddxy(x))=k=0ak(k+r)xk+r1+mShift index usingk>k+1mxm(ddxy(x))=k=1+mak+1m(k+1m+r)xk+rConvertxm(ddxddxy(x))to series expansion form=1..3xm(ddxddxy(x))=k=0ak(k+r)(k+r1)xk+r2+mShift index usingk>k+2mxm(ddxddxy(x))=k=2+mak+2m(k+2m+r)(k+1m+r)xk+rRewrite ODE with series expansions2a0r(2+r)x1+r+(2a1(1+r)(1+r)+2a0(1+r))xr+(2a2(2+r)r+2a1(2+r)+a0(2+r)2)x1+r+(k=2(2ak+1(k+r+1)(k+r1)+2ak(k+r+1)+ak1(k3+r)2ak2(k3+r))xk+r)=0a0cannot be 0 by assumption, giving the indicial equation2r(2+r)=0Values of r that satisfy the indicial equationr{0,2}The coefficients of each power ofxmust be 0[2a1(1+r)(1+r)+2a0(1+r)=0,2a2(2+r)r+2a1(2+r)+a0(2+r)2=0]Solve for the dependent coefficient(s){a1=a01+r,a2=a0(r25r+10)2(r2+r2)}Each term in the series must be 0, giving the recursion relationak1(k3+r)22ak+1(k+r+1)(k+r1)+(2akak2)k+(2akak2)r+2ak+3ak2=0Shift index usingk>k+2ak+1(k+r1)22ak+3(k+3+r)(k+r+1)+(2ak+2ak)(k+2)+(2ak+2ak)r+2ak+2+3ak=0Recursion relation that defines series solution to ODEak+3=k2ak+1+2krak+1+r2ak+1kak2kak+1+2kak+2rak2rak+1+2rak+2+ak+ak+1+6ak+22(k+3+r)(k+r+1)Recursion relation forr=0ak+3=k2ak+1kak2kak+1+2kak+2+ak+ak+1+6ak+22(k+3)(k+1)Solution forr=0[y(x)=k=0akxk,ak+3=k2ak+1kak2kak+1+2kak+2+ak+ak+1+6ak+22(k+3)(k+1),a1=a0,a2=5a02]Recursion relation forr=2ak+3=k2ak+1kak+2kak+1+2kak+2ak+ak+1+10ak+22(k+5)(k+3)Solution forr=2[y(x)=k=0akxk+2,ak+3=k2ak+1kak+2kak+1+2kak+2ak+ak+1+10ak+22(k+5)(k+3),a1=a0,a2=a02]Combine solutions and rename parameters[y(x)=(k=0akxk)+(k=0bkxk+2),ak+3=k2ak+1kak2kak+1+2kak+2+ak+ak+1+6ak+22(k+3)(k+1),a1=a0,a2=5a02,bk+3=k2bk+1kbk+2kbk+1+2kbk+2bk+bk+1+10bk+22(k+5)(k+3),b1=b0,b2=b02]
Mathematica. Time used: 0.338 (sec). Leaf size: 126
ode=x*(2-x^2)*D[y[x],{x,2}]-(x^2+4*x+2)*((1-x)*D[y[x],x]+y[x])==0; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 
y(x)exp(1x(K[1]K[1]22+12+32K[1])dK[1]121x(2K[2]K[2]2211K[2])dK[2])(c21xexp(21K[3]K[1]3+K[1]22K[1]62K[1](K[1]22)dK[1])dK[3]+c1)
Sympy
from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(x*(2 - x**2)*Derivative(y(x), (x, 2)) - ((1 - x)*Derivative(y(x), x) + y(x))*(x**2 + 4*x + 2),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 
False