2.1.554 Problem 570

Solved as second order ode using Kovacic algorithm
Maple
Mathematica
Sympy

Internal problem ID [9724]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 570
Date solved : Friday, April 25, 2025 at 06:18:09 PM
CAS classification : [[_2nd_order, _with_linear_symmetries]]

Solve

2x2(2+x)y+x2y+(1x)y=0

Solved as second order ode using Kovacic algorithm

Time used: 0.258 (sec)

Writing the ode as

(1)(2x3+4x2)y+x2y+(1x)y=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=2x3+4x2(3)B=x2C=1x

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=5x2+8x1616(x2+2x)2

Comparing the above to (5) shows that

s=5x2+8x16t=16(x2+2x)2

Therefore eq. (4) becomes

(7)z(x)=(5x2+8x1616(x2+2x)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 2.554: 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)=42=2

The poles of r in eq. (7) and the order of each pole are determined by solving for the roots of t=16(x2+2x)2. There is a pole at x=0 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 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. Since pole order is not larger than 2 and the order at is 2 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=38x14x2316(2+x)238(2+x)

For the pole at x=2 let b be the coefficient of 1(2+x)2 in the partial fractions decomposition of r given above. Therefore b=316. Hence

[r]c=0αc+=12+1+4b=34αc=121+4b=14

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

Since the order of r at is 2 then [r]=0. Let b be the coefficient of 1x2 in the Laurent series expansion of r at . which can be found by dividing the leading coefficient of s by the leading coefficient of t from

r=st=5x2+8x1616(x2+2x)2

Since the gcd(s,t)=1. This gives b=516. Hence

[r]=0α+=12+1+4b=54α=121+4b=14

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

r=5x2+8x1616(x2+2x)2

pole c location pole order [r]c αc+ αc
2 2 0 34 14
0 2 0 12 12

Order of r at [r] α+ α
2 0 54 14

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+=54 then

d=α+(αc1++αc2+)=54(54)=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+αc2+xc2)+(+)[r]=34(2+x)+12x+(0)=34(2+x)+12x=5x+44x(2+x)

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(34(2+x)+12x)(0)+((34(2+x)212x2)+(34(2+x)+12x)2(5x2+8x1616(x2+2x)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(34(2+x)+12x)dx=(2+x)3/4x

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

y1=z1e12BAdx=z1e12x22x3+4x2dx=z1eln(2+x)4=z1(1(2+x)1/4)

Which simplifies to

y1=2+xx

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

y2=y1eBAdxy12dx

Substituting gives

y2=y1ex22x3+4x2dx(y1)2dx=y1eln(2+x)2(y1)2dx=y1(12+x2arctanh(2+x22)2)

Therefore the solution is

y=c1y1+c2y2=c1(2+xx)+c2(2+xx(12+x2arctanh(2+x22)2))

Will add steps showing solving for IC soon.

Maple. Time used: 0.025 (sec). Leaf size: 50
ode:=2*x^2*(x+2)*diff(diff(y(x),x),x)+x^2*diff(y(x),x)+(1-x)*y(x) = 0; 
dsolve(ode,y(x), singsol=all);
 
y=c1x(2+x)+c2((2+x)arctanh(2+x22)2+x2)x2+x

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 
<- Kovacics algorithm successful
 

Maple step by step

Let’s solve2x2(2+x)(ddxddxy(x))+x2(ddxy(x))+(1x)y(x)=0Highest derivative means the order of the ODE is2ddxddxy(x)Isolate 2nd derivativeddxddxy(x)=(1+x)y(x)2x2(2+x)ddxy(x)2(2+x)Group terms withy(x)on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearddxddxy(x)+ddxy(x)2(2+x)(1+x)y(x)2x2(2+x)=0Check to see ifx0is a regular singular pointDefine functions[P2(x)=12(2+x),P3(x)=1+x2x2(2+x)](2+x)P2(x)is analytic atx=2((2+x)P2(x))|x=2=12(2+x)2P3(x)is analytic atx=2((2+x)2P3(x))|x=2=0x=2is a regular singular pointCheck to see ifx0is a regular singular pointx0=2Multiply by denominators2x2(2+x)(ddxddxy(x))+x2(ddxy(x))+(1x)y(x)=0Change variables usingx=u2so that the regular singular point is atu=0(2u38u2+8u)(ddudduy(u))+(u24u+4)(dduy(u))+(3u)y(u)=0Assume series solution fory(u)y(u)=k=0akuk+rRewrite ODE with series expansionsConvertumy(u)to series expansion form=0..1umy(u)=k=0akuk+r+mShift index usingk>kmumy(u)=k=makmuk+rConvertum(dduy(u))to series expansion form=0..2um(dduy(u))=k=0ak(k+r)uk+r1+mShift index usingk>k+1mum(dduy(u))=k=1+mak+1m(k+1m+r)uk+rConvertum(ddudduy(u))to series expansion form=1..3um(ddudduy(u))=k=0ak(k+r)(k+r1)uk+r2+mShift index usingk>k+2mum(ddudduy(u))=k=2+mak+2m(k+2m+r)(k+1m+r)uk+rRewrite ODE with series expansions4a0r(1+2r)u1+r+(4a1(1+r)(1+2r)a0(8r24r3))ur+(k=1(4ak+1(k+1+r)(2k+2r+1)ak(8k2+16kr+8r24k4r3)+ak1(2k+2r1)(k2+r))uk+r)=0a0cannot be 0 by assumption, giving the indicial equation4r(1+2r)=0Values of r that satisfy the indicial equationr{0,12}Each term must be 04a1(1+r)(1+2r)a0(8r24r3)=0Each term in the series must be 0, giving the recursion relation2(4ak+ak1+4ak+1)k2+(4(4ak+ak1+4ak+1)r+4ak5ak1+12ak+1)k+2(4ak+ak1+4ak+1)r2+(4ak5ak1+12ak+1)r+3ak+2ak1+4ak+1=0Shift index usingk>k+12(4ak+1+ak+4ak+2)(k+1)2+(4(4ak+1+ak+4ak+2)r+4ak+15ak+12ak+2)(k+1)+2(4ak+1+ak+4ak+2)r2+(4ak+15ak+12ak+2)r+3ak+1+2ak+4ak+2=0Recursion relation that defines series solution to ODEak+2=2k2ak8k2ak+1+4krak16krak+1+2r2ak8r2ak+1kak12kak+1rak12rak+1akak+14(2k2+4kr+2r2+7k+7r+6)Recursion relation forr=0ak+2=2k2ak8k2ak+1kak12kak+1akak+14(2k2+7k+6)Solution forr=0[y(u)=k=0akuk,ak+2=2k2ak8k2ak+1kak12kak+1akak+14(2k2+7k+6),4a1+3a0=0]Revert the change of variablesu=2+x[y(x)=k=0ak(2+x)k,ak+2=2k2ak8k2ak+1kak12kak+1akak+14(2k2+7k+6),4a1+3a0=0]Recursion relation forr=12ak+2=2k2ak8k2ak+1+kak20kak+1ak9ak+14(2k2+9k+10)Solution forr=12[y(u)=k=0akuk+12,ak+2=2k2ak8k2ak+1+kak20kak+1ak9ak+14(2k2+9k+10),12a1+3a0=0]Revert the change of variablesu=2+x[y(x)=k=0ak(2+x)k+12,ak+2=2k2ak8k2ak+1+kak20kak+1ak9ak+14(2k2+9k+10),12a1+3a0=0]Combine solutions and rename parameters[y(x)=(k=0ak(2+x)k)+(k=0bk(2+x)k+12),ak+2=2k2ak8k2ak+1kak12kak+1akak+14(2k2+7k+6),4a1+3a0=0,bk+2=2k2bk8k2bk+1+kbk20kbk+1bk9bk+14(2k2+9k+10),12b1+3b0=0]
Mathematica. Time used: 0.51 (sec). Leaf size: 92
ode=2*x^2*(2+x)*D[y[x],{x,2}]+x^2*D[y[x],x]+(1-x)*y[x]==0; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 
y(x)exp(1x5K[1]+44K[1]2+8K[1]dK[1])(c21xexp(21K[2]5K[1]+44K[1]2+8K[1]dK[1])dK[2]+c1)24x+24
Sympy. Time used: 1.095 (sec). Leaf size: 97
from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(2*x**2*(x + 2)*Derivative(y(x), (x, 2)) + x**2*Derivative(y(x), x) + (1 - x)*y(x),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 
y(x)=x(C1+C2({2xx+21+2asin(1xx+2)for|xx+2|>12ixx+2+1+ilog(xx+2)2ilog(xx+2+1+1)otherwise))x+22F1(12,01|xx+2)