2.1.546 Problem 562

Solved as second order ode using Kovacic algorithm
Maple
Mathematica
Sympy

Internal problem ID [9718]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 562
Date solved : Sunday, March 30, 2025 at 02:45:04 PM
CAS classification : [[_2nd_order, _with_linear_symmetries]]

Solved as second order ode using Kovacic algorithm

Time used: 1.045 (sec)

Writing the ode as

(1)x2(x2+x+1)y+(2x3+4x2x)y+y=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=x2(x2+x+1)(3)B=2x3+4x2xC=1

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=10x28x14(x3+x2+x)2

Comparing the above to (5) shows that

s=10x28x1t=4(x3+x2+x)2

Therefore eq. (4) becomes

(7)z(x)=(10x28x14(x3+x2+x)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 2.546: 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)=62=4

The poles of r in eq. (7) and the order of each pole are determined by solving for the roots of t=4(x3+x2+x)2. There is a pole at x=0 of order 2. There is a pole at x=12+i32 of order 2. There is a pole at x=12i32 of order 2. Since there is no odd order pole larger than 2 and the order at 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 is 4 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=29247i324(x+12i32)2+2924+7i324(x+12+i32)2+3441i336x+12i32+34+41i336x+12+i3232x14x2

For the pole at x=0 let b be the coefficient of 1x2 in the partial fractions decomposition of r given above. Therefore b=14. Hence

[r]c=0αc+=12+1+4b=12αc=121+4b=12

For the pole at x=12+i32 let b be the coefficient of 1(x+12i32)2 in the partial fractions decomposition of r given above. Therefore b=29247i324. Hence

[r]c=0αc+=12+1+4b=12+13842i312αc=121+4b=1213842i312

For the pole at x=12i32 let b be the coefficient of 1(x+12+i32)2 in the partial fractions decomposition of r given above. Therefore b=2924+7i324. Hence

[r]c=0αc+=12+1+4b=12+138+42i312αc=121+4b=12138+42i312

Since the order of r at is 4>2 then

[r]=0α+=0α=1

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

r=10x28x14(x3+x2+x)2

pole c location pole order [r]c αc+ αc
0 2 0 12 12
12+i32 2 0 12+13842i312 1213842i312
12i32 2 0 12+138+42i312 12138+42i312

Order of r at [r] α+ α
4 0 0 1

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=1 then

d=α(αc1++αc2+αc3)=1(1)=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+αc1+xc1)+(()[r]c2+αc2xc2)+(()[r]c3+αc3xc3)+()[r]=12x+1213842i312x+12i32+12138+42i312x+12+i32+()(0)=12x+1213842i312x+12i32+12138+42i312x+12+i32=2x22x+12x(x2+x+1)

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(12x+1213842i312x+12i32+12138+42i312x+12+i32)(0)+((12x21213842i312(x+12i32)212138+42i312(x+12+i32)2)+(12x+1213842i312x+12i32+12138+42i312x+12+i32)2(10x28x14(x3+x2+x)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(12x+1213842i312x+12i32+12138+42i312x+12+i32)dx=(x2+x+1)1/42xe73arctan((2x+1)33)6

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

y1=z1e12BAdx=z1e122x3+4x2xx2(x2+x+1)dx=z1e3ln(x2+x+1)473arctan((2x+1)33)6+ln(x)2=z1(xe73arctan((2x+1)33)6(x2+x+1)3/4)

Which simplifies to

y1=xe73arctan((2x+1)33)32x2+x+1

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

y2=y1eBAdxy12dx

Substituting gives

y2=y1e2x3+4x2xx2(x2+x+1)dx(y1)2dx=y1e3ln(x2+x+1)273arctan((2x+1)33)3+ln(x)(y1)2dx=y1(e3ln(x2+x+1)273arctan((2x+1)33)3+ln(x)(x2+x+1)e143arctan((2x+1)33)32x2dx)

Therefore the solution is

y=c1y1+c2y2=c1(xe73arctan((2x+1)33)32x2+x+1)+c2(xe73arctan((2x+1)33)32x2+x+1(e3ln(x2+x+1)273arctan((2x+1)33)3+ln(x)(x2+x+1)e143arctan((2x+1)33)32x2dx))

Will add steps showing solving for IC soon.

Maple. Time used: 0.441 (sec). Leaf size: 147
ode:=x^2*(x^2+x+1)*diff(diff(y(x),x),x)-x*(-2*x^2-4*x+1)*diff(y(x),x)+y(x) = 0; 
dsolve(ode,y(x), singsol=all);
 
y=e73arctan((2x+1)33)6x(c1(i32x1)14+7i312(i3+2x+1)147i312+c2(i32x1)147i312(i3+2x+1)34+7i312hypergeom([1,12+7i36],[32+7i36],i3x+x+2i3x+x+2))(x2+x+1)3/4

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: received ODE is equivalent to the 2F1 ODE 
      <- 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 solvex2(x2+x+1)(ddxddxy(x))x(2x24x+1)(ddxy(x))+y(x)=0Highest derivative means the order of the ODE is2ddxddxy(x)Isolate 2nd derivativeddxddxy(x)=y(x)x2(x2+x+1)(2x2+4x1)(ddxy(x))x(x2+x+1)Group terms withy(x)on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearddxddxy(x)+(2x2+4x1)(ddxy(x))x(x2+x+1)+y(x)x2(x2+x+1)=0Check to see ifx0is a regular singular pointDefine functions[P2(x)=2x2+4x1x(x2+x+1),P3(x)=1x2(x2+x+1)]xP2(x)is analytic atx=0(xP2(x))|x=0=1x2P3(x)is analytic atx=0(x2P3(x))|x=0=1x=0is a regular singular pointCheck to see ifx0is a regular singular pointx0=0Multiply by denominatorsx2(x2+x+1)(ddxddxy(x))+(2x2+4x1)x(ddxy(x))+y(x)=0Assume series solution fory(x)y(x)=k=0akxk+rRewrite ODE with series expansionsConvertxm(ddxy(x))to series expansion form=1..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=2..4xm(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 expansionsa0(1+r)2xr+(a1r2+a0r(3+r))x1+r+(k=2(ak(k+r1)2+ak1(k+r1)(k+2+r)+ak2(k2+r)(k+r1))xk+r)=0a0cannot be 0 by assumption, giving the indicial equation(1+r)2=0Values of r that satisfy the indicial equationr=1Each term must be 0a1r2+a0r(3+r)=0Solve for the dependent coefficient(s)a1=(3+r)a0rEach term in the series must be 0, giving the recursion relation(k+r1)((ak+ak2+ak1)k+(ak+ak2+ak1)rak2ak2+2ak1)=0Shift index usingk>k+2(k+r+1)((ak+2+ak+ak+1)(k+2)+(ak+2+ak+ak+1)rak+22ak+2ak+1)=0Recursion relation that defines series solution to ODEak+2=kak+kak+1+rak+rak+1+4ak+1k+r+1Recursion relation forr=1ak+2=kak+kak+1+ak+5ak+1k+2Solution forr=1[y(x)=k=0akxk+1,ak+2=kak+kak+1+ak+5ak+1k+2,a1=4a0]
Mathematica. Time used: 0.552 (sec). Leaf size: 130
ode=x^2*(1+x+x^2)*D[y[x],{x,2}]-x*(1-4*x-2*x^2)*D[y[x],x]+y[x]==0; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 
y(x)exp(1x12(K[1]3K[1]2+K[1]+1+1K[1])dK[1]121x(3K[2]+5K[2]2+K[2]+11K[2])dK[2])(c21xexp(21K[3]2K[1]22K[1]+12K[1](K[1]2+K[1]+1)dK[1])dK[3]+c1)
Sympy
from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(x**2*(x**2 + x + 1)*Derivative(y(x), (x, 2)) - x*(-2*x**2 - 4*x + 1)*Derivative(y(x), x) + y(x),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 
False