2.1.596 Problem 612

Solved as second order ode using Kovacic algorithm
Maple
Mathematica
Sympy

Internal problem ID [9768]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 612
Date solved : Sunday, March 30, 2025 at 02:46:12 PM
CAS classification : [[_2nd_order, _with_linear_symmetries]]

Solved as second order ode using Kovacic algorithm

Time used: 0.253 (sec)

Writing the ode as

(1)(3x3+9x2)y+(x215x)y20y=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=3x3+9x2(3)B=x215xC=20

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=7x2+450x+121536(x2+3x)2

Comparing the above to (5) shows that

s=7x2+450x+1215t=36(x2+3x)2

Therefore eq. (4) becomes

(7)z(x)=(7x2+450x+121536(x2+3x)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 2.596: 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=36(x2+3x)2. There is a pole at x=0 of order 2. There is a pole at x=3 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=154x2+109(3+x)109x29(3+x)2

For the pole at x=3 let b be the coefficient of 1(3+x)2 in the partial fractions decomposition of r given above. Therefore b=29. Hence

[r]c=0αc+=12+1+4b=23αc=121+4b=13

For the pole at x=0 let b be the coefficient of 1x2 in the partial fractions decomposition of r given above. Therefore b=154. Hence

[r]c=0αc+=12+1+4b=52αc=121+4b=32

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=7x2+450x+121536(x2+3x)2

Since the gcd(s,t)=1. This gives b=736. Hence

[r]=0α+=12+1+4b=76α=121+4b=16

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

r=7x2+450x+121536(x2+3x)2

pole c location pole order [r]c αc+ αc
3 2 0 23 13
0 2 0 52 32

Order of r at [r] α+ α
2 0 76 16

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=16 then

d=α(αc1+αc2)=16(76)=1

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+αc1xc1)+(()[r]c2+αc2xc2)+()[r]=19+3x32x+()(0)=19+3x32x=7x+276x(3+x)

Now that ω is determined, the next step is find a corresponding minimal polynomial p(x) of degree d=1 to solve the ode. The polynomial p(x) needs to satisfy the equation

(1A)p+2ωp+(ω+ω2r)p=0

Let

(2A)p(x)=x+a0

Substituting the above in eq. (1A) gives

(0)+2(19+3x32x)(1)+((13(3+x)2+32x2)+(19+3x32x)2(7x2+450x+121536(x2+3x)2))=027+7a03x(3+x)=0

Solving for the coefficients ai in the above using method of undetermined coefficients gives

{a0=277}

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

p(x)=x+277

Therefore the first solution to the ode z=rz is

z1(x)=peωdx=(x+277)e(19+3x32x)dx=(x+277)eln(3+x)33ln(x)2=(x+277)(3+x)1/3x3/2

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

y1=z1e12BAdx=z1e12x215x3x3+9x2dx=z1e2ln(3+x)3+5ln(x)6=z1(x5/6(3+x)2/3)

Which simplifies to

y1=7x+277(3+x)1/3x2/3

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

y2=y1eBAdxy12dx

Substituting gives

y2=y1ex215x3x3+9x2dx(y1)2dx=y1e4ln(3+x)3+5ln(x)3(y1)2dx=y1(21(3+x)5/3(x236x243)e4ln(3+x)3+5ln(x)34(7x+27)x5/3)

Therefore the solution is

y=c1y1+c2y2=c1(7x+277(3+x)1/3x2/3)+c2(7x+277(3+x)1/3x2/3(21(3+x)5/3(x236x243)e4ln(3+x)3+5ln(x)34(7x+27)x5/3))

Will add steps showing solving for IC soon.

Maple. Time used: 0.016 (sec). Leaf size: 31
ode:=3*(3+x)*x^2*diff(diff(y(x),x),x)-x*(15+x)*diff(y(x),x)-20*y(x) = 0; 
dsolve(ode,y(x), singsol=all);
 
y=c1(x236x243)+c2(27+7x)(3+x)1/3x2/3

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 solve3x2(3+x)(ddxddxy(x))x(15+x)(ddxy(x))20y(x)=0Highest derivative means the order of the ODE is2ddxddxy(x)Isolate 2nd derivativeddxddxy(x)=20y(x)3x2(3+x)+(15+x)(ddxy(x))3x(3+x)Group terms withy(x)on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearddxddxy(x)(15+x)(ddxy(x))3x(3+x)20y(x)3x2(3+x)=0Check to see ifx0is a regular singular pointDefine functions[P2(x)=15+x3x(3+x),P3(x)=203x2(3+x)](3+x)P2(x)is analytic atx=3((3+x)P2(x))|x=3=43(3+x)2P3(x)is analytic atx=3((3+x)2P3(x))|x=3=0x=3is a regular singular pointCheck to see ifx0is a regular singular pointx0=3Multiply by denominators3x2(3+x)(ddxddxy(x))x(15+x)(ddxy(x))20y(x)=0Change variables usingx=u3so that the regular singular point is atu=0(3u318u2+27u)(ddudduy(u))+(u29u+36)(dduy(u))20y(u)=0Assume series solution fory(u)y(u)=k=0akuk+rRewrite ODE with series expansionsConvertum(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 expansions9a0r(1+3r)u1+r+(9a1(1+r)(4+3r)a0(18r29r+20))ur+(k=1(9ak+1(k+1+r)(3k+4+3r)ak(18k2+36kr+18r29k9r+20)+ak1(k+r1)(3k7+3r))uk+r)=0a0cannot be 0 by assumption, giving the indicial equation9r(1+3r)=0Values of r that satisfy the indicial equationr{0,13}Each term must be 09a1(1+r)(4+3r)a0(18r29r+20)=0Each term in the series must be 0, giving the recursion relation3(6ak+ak1+9ak+1)k2+(6(6ak+ak1+9ak+1)r+9ak10ak1+63ak+1)k+3(6ak+ak1+9ak+1)r2+(9ak10ak1+63ak+1)r20ak+7ak1+36ak+1=0Shift index usingk>k+13(6ak+1+ak+9ak+2)(k+1)2+(6(6ak+1+ak+9ak+2)r+9ak+110ak+63ak+2)(k+1)+3(6ak+1+ak+9ak+2)r2+(9ak+110ak+63ak+2)r20ak+1+7ak+36ak+2=0Recursion relation that defines series solution to ODEak+2=3k2ak18k2ak+1+6krak36krak+1+3r2ak18r2ak+14kak27kak+14rak27rak+129ak+19(3k2+6kr+3r2+13k+13r+14)Recursion relation forr=0ak+2=3k2ak18k2ak+14kak27kak+129ak+19(3k2+13k+14)Solution forr=0[y(u)=k=0akuk,ak+2=3k2ak18k2ak+14kak27kak+129ak+19(3k2+13k+14),36a120a0=0]Revert the change of variablesu=3+x[y(x)=k=0ak(3+x)k,ak+2=3k2ak18k2ak+14kak27kak+129ak+19(3k2+13k+14),36a120a0=0]Recursion relation forr=13ak+2=3k2ak18k2ak+16kak15kak+1+53ak22ak+19(3k2+11k+10)Solution forr=13[y(u)=k=0akuk13,ak+2=3k2ak18k2ak+16kak15kak+1+53ak22ak+19(3k2+11k+10),18a125a0=0]Revert the change of variablesu=3+x[y(x)=k=0ak(3+x)k13,ak+2=3k2ak18k2ak+16kak15kak+1+53ak22ak+19(3k2+11k+10),18a125a0=0]Combine solutions and rename parameters[y(x)=(k=0ak(3+x)k)+(k=0bk(3+x)k13),ak+2=3k2ak18k2ak+14kak27kak+129ak+19(3k2+13k+14),36a120a0=0,bk+2=3k2bk18k2bk+16kbk15kbk+1+53bk22bk+19(3k2+11k+10),18b125b0=0]
Mathematica. Time used: 0.494 (sec). Leaf size: 123
ode=3*x^2*(3+x)*D[y[x],{x,2}]-x*(15+x)*D[y[x],x]-20*y[x]==0; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 
y(x)17(7x+27)exp(1x(13K[1]+932K[1])dK[1]121xK[2]+153K[2]2+9K[2]dK[2])(c21x49exp(21K[3](13K[1]+932K[1])dK[1])(7K[3]+27)2dK[3]+c1)
Sympy
from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(3*x**2*(x + 3)*Derivative(y(x), (x, 2)) - x*(x + 15)*Derivative(y(x), x) - 20*y(x),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 
False