2.2.1 Problem 1

Solved as second order ode using Kovacic algorithm
Maple
Mathematica
Sympy

Internal problem ID [9994]
Book : Collection of Kovacic problems
Section : section 2. Solution found using all possible Kovacic cases
Problem number : 1
Date solved : Sunday, March 30, 2025 at 02:51:10 PM
CAS classification : [[_2nd_order, _with_linear_symmetries]]

Solved as second order ode using Kovacic algorithm

Time used: 1.217 (sec)

Writing the ode as

(1)y+(32x227x+27)y144x2(x1)2=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=1(3)B=0C=32x227x+27144x2(x1)2

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=32x2+27x27144(x2x)2

Comparing the above to (5) shows that

s=32x2+27x27t=144(x2x)2

Therefore eq. (4) becomes

(7)z(x)=(32x2+27x27144(x2x)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 2.822: 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=144(x2x)2. There is a pole at x=0 of order 2. There is a pole at x=1 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.

Unable to find solution using case one

Attempting to find a solution using case n=2.

Unable to find solution using case two.

Attempting to find a solution using n=4.

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

r=316x2316x29(x1)2+316(x1)

For the pole at x=0 let b be the coefficient of 1x2 in the partial fractions decomposition of r given above. This shows that b=316. Hence

Ec={6+12kn1+4b|k=0,±1,±2,,±n2}Z

Where n for case 3 is 4,6 or 12. For the current case n=4. Hence the above becomes

Ec={3,6,9}

For the pole at x=1 let b be the coefficient of 1(x1)2 in the partial fractions decomposition of r given above. This shows that b=29. Hence

Ec={6+12kn1+4b|k=0,±1,±2,,±n2}Z

Where n for case 3 is 4,6 or 12. For the current case n=4. Hence the above becomes

Ec={4,5,6,7,8}

Let

(B1)E={6+12kn1+4b|k=0,±1,±2,,±n2}Z

Where b is the coefficient of 1x2 in the Laurent series for r at given by

r29x237144x32348x4101144x5133144x65548x7+

The above shows that

b=29

The value of n in eq. (B1) for case 3 is 4,6 or 2.For the current case n=4. eq. (B1) simplifies to the following, after removing any duplicate and non integer entries in the set.

E={4,5,6,7,8}

The following table summarizes the results found so far for poles and for the order of r at for case 3 of Kovacic algorithm using n=4.

pole c location pole order set {Ec}
0 2 {3,6,9}
1 2 {4,5,6,7,8}

Order of r at set {E}
2 {4,5,6,7,8}

Now that Ec sets for all poles are found and E set is found, the next step is to determine a non negative integer d using the following

d=n12(ecΓec)

Where in the above ec is a distinct element from each corresponding Ec. This means all possible tuples {ec1,ec2,,ecn} are tried in the sum above, where eci is one element of each Ec found earlier. Using the following family {e1,e2,,e} given by

e1=3,e2=4,e=7

Gives a non negative integer d (the degree of the polynomial p(x)), which is generated using

d=n12(ecΓec)=412(7(3+(4)))=0

The following rational function is

θ=n12cΓecxc=412(3(x(0))+4(x(1)))=1x+43x3

And

S=cΓ(xc)=x(x1)

The polynomial p(x) is now determined. Since the degree of the polynomial is d=0, then let

p(x)=1

The following set of equations are set up in order to determine the coefficients ai (if any) of the above polynomial

Pn=p(x)=1(1A)Pi1=Spi+((ni)SSθ)Pi(n1)(i+1)S2rPi+1i=n,n1,,0

The coefficients ai are solved for from

(2A)P1=0

By using method of undetermined coefficients. Carrying the above computation in eq. (1A) gives the following sequence of polynomials Pi (noting that n=4 and r=32x2+27x27144(x2x)2).

P4=p=1P3=7x31P2=4x2+4112x34P1=409x340972x2+52x38P0=6427x4+871216x325796x2+1316x332P1=0

Because P1=0 then z=eω is a solution. ω is found by finding a solution to the equation generated by the following sum

i=0nSiPi(ni)!ωi=0i=04SiPi(4i)!ωi=0

Where the Pi are the polynomials found earlier. Computing the above sum gives

(3A)8x481+871x35184257x22304+13x3841256+x(x1)(320x3409x2+180x27)ω432x2(x1)2(48x241x+9)ω224+x3(x1)3(7x31)ω3x4(x1)4ω4=0

The solution ω of eq. 3A is found as

(4A)ω=112x(x1)(7x3+x2+((x1)2x3)1/3x+2((x2+x+((x1)2x3)1/32)x2+((x1)2x3)1/3x+x2(x1))x2+((x1)2x3)1/3x)

This ω is used to find a solution to z=rz.

(5A)z1(x)=eωdx

Unable to integrate ωdx. Leaving the integral unevaluated. The first solution to the original ode in y is found from

y1=z1e12BAdx

Since B=0 then the above reduces to

y1=z1=eωdx

Where ω given above. The second solution y2 to the original ode is found using reduction of order

y2=y1eBAdxy12dx=eωdxeBAdx(eωdx)2dx

Since B=0 then the above reduces to

y2=eωdx(eωdx)2dx

Therefore the solution is

y=c1y1+c2y2=c1(eωdx)+c2(eωdx(eωdx)2dx)

Will add steps showing solving for IC soon.

Maple. Time used: 0.007 (sec). Leaf size: 30
ode:=diff(diff(y(x),x),x) = (-3/16/x^2-2/9/(x-1)^2+3/16/x/(x-1))*y(x); 
dsolve(ode,y(x), singsol=all);
 
y=x1/4x1(c1LegendreP(16,13,x)+c2LegendreQ(16,13,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 
   Tetrahedral Galois group A4_SL2. 
<- Kovacics algorithm successful
 

Maple step by step

Let’s solveddxddxy(x)=(316x229(x1)2+316x(x1))y(x)Highest derivative means the order of the ODE is2ddxddxy(x)Isolate 2nd derivativeddxddxy(x)=(32x227x+27)y(x)144x2(x1)2Group terms withy(x)on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearddxddxy(x)+(32x227x+27)y(x)144x2(x1)2=0Check to see ifx0is a regular singular pointDefine functions[P2(x)=0,P3(x)=32x227x+27144x2(x1)2]xP2(x)is analytic atx=0(xP2(x))|x=0=0x2P3(x)is analytic atx=0(x2P3(x))|x=0=316x=0is a regular singular pointCheck to see ifx0is a regular singular pointx0=0Multiply by denominators144x2(x1)2(ddxddxy(x))+(32x227x+27)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(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 expansions9a0(1+4r)(3+4r)xr+(9a1(3+4r)(1+4r)9a0(32r232r+3))x1+r+(k=2(9ak(4k+4r1)(4k+4r3)9ak1(32(k1)2+64(k1)r+32r232k+3532r)+16ak2(3k7+3r)(3k8+3r))xk+r)=0a0cannot be 0 by assumption, giving the indicial equation9(1+4r)(3+4r)=0Values of r that satisfy the indicial equationr{14,34}Each term must be 09a1(3+4r)(1+4r)9a0(32r232r+3)=0Solve for the dependent coefficient(s)a1=a0(32r232r+3)16r2+16r+3Each term in the series must be 0, giving the recursion relation144(ak+ak22ak1)k2+144(2(ak+ak22ak1)rak5ak2+6ak1)k+144(ak+ak22ak1)r2+144(ak5ak2+6ak1)r+27ak+896ak2603ak1=0Shift index usingk>k+2144(ak+2+ak2ak+1)(k+2)2+144(2(ak+2+ak2ak+1)rak+25ak+6ak+1)(k+2)+144(ak+2+ak2ak+1)r2+144(ak+25ak+6ak+1)r+27ak+2+896ak603ak+1=0Recursion relation that defines series solution to ODEak+2=144k2ak288k2ak+1+288krak576krak+1+144r2ak288r2ak+1144kak288kak+1144rak288rak+1+32ak27ak+19(16k2+32kr+16r2+48k+48r+35)Recursion relation forr=14ak+2=144k2ak288k2ak+172kak432kak+1+5ak117ak+19(16k2+56k+48)Solution forr=14[y(x)=k=0akxk+14,ak+2=144k2ak288k2ak+172kak432kak+1+5ak117ak+19(16k2+56k+48),a1=3a08]Recursion relation forr=34ak+2=144k2ak288k2ak+1+72kak720kak+1+5ak405ak+19(16k2+72k+80)Solution forr=34[y(x)=k=0akxk+34,ak+2=144k2ak288k2ak+1+72kak720kak+1+5ak405ak+19(16k2+72k+80),a1=a08]Combine solutions and rename parameters[y(x)=(k=0akxk+14)+(k=0bkxk+34),ak+2=144k2ak288k2ak+172kak432kak+1+5ak117ak+19(16k2+56k+48),a1=3a08,bk+2=144k2bk288k2bk+1+72kbk720kbk+1+5bk405bk+19(16k2+72k+80),b1=b08]
Mathematica. Time used: 0.237 (sec). Leaf size: 550
ode=D[y[x],{x,2}]== ( -3/(16*x^2)- 2/(9*(x-1)^2) + 3/(16*x*(x-1))) *y[x]; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 
y(x)c1exp(1xRoot[2048K[1]43484K[1]3+2313K[1]2702K[1]+(20736K[1]882944K[1]7+124416K[1]682944K[1]5+20736K[1]4)#14+(48384K[1]7+165888K[1]6207360K[1]5+110592K[1]420736K[1]3)#13+(41472K[1]6118368K[1]5+120096K[1]450976K[1]3+7776K[1]2)#12+(15360K[1]5+34992K[1]428272K[1]3+9936K[1]21296K[1])#1+81&,1]dK[1])+c2exp(1xRoot[2048K[1]43484K[1]3+2313K[1]2702K[1]+(20736K[1]882944K[1]7+124416K[1]682944K[1]5+20736K[1]4)#14+(48384K[1]7+165888K[1]6207360K[1]5+110592K[1]420736K[1]3)#13+(41472K[1]6118368K[1]5+120096K[1]450976K[1]3+7776K[1]2)#12+(15360K[1]5+34992K[1]428272K[1]3+9936K[1]21296K[1])#1+81&,1]dK[1])1xexp(21K[2]Root[2048K[1]43484K[1]3+2313K[1]2702K[1]+(20736K[1]882944K[1]7+124416K[1]682944K[1]5+20736K[1]4)#14+(48384K[1]7+165888K[1]6207360K[1]5+110592K[1]420736K[1]3)#13+(41472K[1]6118368K[1]5+120096K[1]450976K[1]3+7776K[1]2)#12+(15360K[1]5+34992K[1]428272K[1]3+9936K[1]21296K[1])#1+81&,1]dK[1])dK[2]
Sympy. Time used: 0.355 (sec). Leaf size: 41
from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq((2/(9*(x - 1)**2) - 3/(16*x*(x - 1)) + 3/(16*x**2))*y(x) + Derivative(y(x), (x, 2)),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 
y(x)=x4x13(C1x2F1(512,3432|x)+C22F1(112,1412|x))