2.1.83 Problem 85

Solved as second order ode using Kovacic algorithm
Maple
Mathematica
Sympy

Internal problem ID [9253]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 85
Date solved : Friday, April 25, 2025 at 06:03:36 PM
CAS classification : [[_2nd_order, _with_linear_symmetries], [_2nd_order, _linear, `_with_symmetry_[0,F(x)]`]]

Solve

3x2y+2x(2x2+x+1)y+(8x2+2x)y=0

Solved as second order ode using Kovacic algorithm

Time used: 0.570 (sec)

Writing the ode as

(1)3x2y+(4x3+2x2+2x)y+(8x2+2x)y=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=3x2(3)B=4x3+2x2+2xC=8x2+2x

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=4x44x3+15x24x29x2

Comparing the above to (5) shows that

s=4x44x3+15x24x2t=9x2

Therefore eq. (4) becomes

(7)z(x)=(4x44x3+15x24x29x2)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 2.83: 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)=24=2

The poles of r in eq. (7) and the order of each pole are determined by solving for the roots of t=9x2. There is a pole at x=0 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. 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=4x294x9+5329x249x

For the pole at x=0 let b be the coefficient of 1x2 in the partial fractions decomposition of r given above. Therefore b=29. Hence

[r]c=0αc+=12+1+4b=23αc=121+4b=13

Since the order of r at is Or()=2 then

v=Or()2=22=1

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

[r]=i=0vaixi(8)=i=01aixi

Let a be the coefficient of xv=x1 in the above sum. The Laurent series of r at is

(9)r2x313+76x+14x21716x33132x4+8564x5+353128x6+

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

a=23

From Eq. (9) the sum up to v=1 gives

[r]=i=01aixi(10)=2x313

Now we need to find b, where b be the coefficient of xv1=x0=1 in r minus the coefficient of same term but in ([r])2 where [r] was found above in Eq (10). Hence

([r])2=49x249x+19

This shows that the coefficient of 1 in the above is 19. Now we need to find the coefficient of 1 in r. How this is done depends on if v=0 or not. Since v=1 which is not zero, then starting r=st, we do long division and write this in the form

r=Q+Rt

Where Q is the quotient and R is the remainder. Then the coefficient of 1 in r will be the coefficient this term in the quotient. Doing long division gives

r=st=4x44x3+15x24x29x2=Q+R9x2=(49x249x+53)+(4x29x2)=4x294x9+53+4x29x2

We see that the coefficient of the term x in the quotient is 53. Now b can be found.

b=(53)(19)=149

Hence

[r]=2x313α+=12(bav)=12(149231)=23α=12(bav)=12(149231)=53

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

r=4x44x3+15x24x29x2

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

Order of r at [r] α+ α
2 2x313 23 53

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+=23 then

d=α+(αc1+)=23(23)=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]=23x+(2x313)=23x+2x313=23x+2x313

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(23x+2x313)(0)+((23x2+23)+(23x+2x313)2(4x44x3+15x24x29x2))=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(23x+2x313)dx=x2/3ex(x1)3

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

y1=z1e12BAdx=z1e124x3+2x2+2x3x2dx=z1ex23x3ln(x)3=z1(ex(x1)3x1/3)

Which simplifies to

y1=x1/3e2x(x1)3

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

y2=y1eBAdxy12dx

Substituting gives

y2=y1e4x3+2x2+2x3x2dx(y1)2dx=y1e2x232x32ln(x)3(y1)2dx=y1(e2x232x32ln(x)3e4x(x1)3x2/3dx)

Therefore the solution is

y=c1y1+c2y2=c1(x1/3e2x(x1)3)+c2(x1/3e2x(x1)3(e2x232x32ln(x)3e4x(x1)3x2/3dx))

Will add steps showing solving for IC soon.

Maple. Time used: 0.055 (sec). Leaf size: 38
ode:=3*x^2*diff(diff(y(x),x),x)+2*x*(-2*x^2+x+1)*diff(y(x),x)+(-8*x^2+2*x)*y(x) = 0; 
dsolve(ode,y(x), singsol=all);
 
y=c1x1/3e2x(x1)3+c2HeunB(13,63,73,469,6x3)

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 
      -> Mathieu 
         -> Equivalence to the rational form of Mathieu ODE under a power @ Mo\ 
ebius 
      -> Heun: Equivalence to the GHE or one of its 4 confluent cases under a \ 
power @ Moebius 
      <- Heun successful: received ODE is equivalent to the  HeunB  ODE, case  \ 
c = 0 
   <- Kovacics algorithm successful
 

Maple step by step

Let’s solve3x2(ddxddxy(x))+2x(2x2+x+1)(ddxy(x))+(8x2+2x)y(x)=0Highest derivative means the order of the ODE is2ddxddxy(x)Isolate 2nd derivativeddxddxy(x)=2(4x1)y(x)3x+2(2x2x1)(ddxy(x))3xGroup terms withy(x)on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearddxddxy(x)2(2x2x1)(ddxy(x))3x2(4x1)y(x)3x=0Check to see ifx0=0is a regular singular pointDefine functions[P2(x)=2(2x2x1)3x,P3(x)=2(4x1)3x]xP2(x)is analytic atx=0(xP2(x))|x=0=23x2P3(x)is analytic atx=0(x2P3(x))|x=0=0x=0is a regular singular pointCheck to see ifx0=0is a regular singular pointx0=0Multiply by denominators3(ddxddxy(x))x+(4x2+2x+2)(ddxy(x))+(8x+2)y(x)=0Assume series solution fory(x)y(x)=k=0akxk+rRewrite ODE with series expansionsConvertxmy(x)to series expansion form=0..1xmy(x)=k=0akxk+r+mShift index usingk>kmxmy(x)=k=makmxk+rConvertxm(ddxy(x))to series expansion form=0..2xm(ddxy(x))=k=0ak(k+r)xk+r1+mShift index usingk>k+1mxm(ddxy(x))=k=1+mak+1m(k+1m+r)xk+rConvertx(ddxddxy(x))to series expansionx(ddxddxy(x))=k=0ak(k+r)(k+r1)xk+r1Shift index usingk>k+1x(ddxddxy(x))=k=1ak+1(k+1+r)(k+r)xk+rRewrite ODE with series expansionsa0r(1+3r)x1+r+(a1(1+r)(2+3r)+2a0(1+r))xr+(k=1(ak+1(k+1+r)(3k+2+3r)+2ak(k+1+r)4ak1(k+1+r))xk+r)=0a0cannot be 0 by assumption, giving the indicial equationr(1+3r)=0Values of r that satisfy the indicial equationr{0,13}Each term must be 0a1(1+r)(2+3r)+2a0(1+r)=0Each term in the series must be 0, giving the recursion relation(k+1+r)(3kak+1+3rak+1+2ak4ak1+2ak+1)=0Shift index usingk>k+1(k+r+2)(3(k+1)ak+2+3rak+2+2ak+14ak+2ak+2)=0Recursion relation that defines series solution to ODEak+2=2(ak+1+2ak)3k+5+3rRecursion relation forr=0ak+2=2(ak+1+2ak)3k+5Solution forr=0[y(x)=k=0akxk,ak+2=2(ak+1+2ak)3k+5,2a1+2a0=0]Recursion relation forr=13ak+2=2(ak+1+2ak)3k+6Solution forr=13[y(x)=k=0akxk+13,ak+2=2(ak+1+2ak)3k+6,4a1+8a03=0]Combine solutions and rename parameters[y(x)=(k=0akxk)+(k=0bkxk+13),ak+2=2(ak+1+2ak)3k+5,2a1+2a0=0,bk+2=2(bk+1+2bk)3k+6,4b1+8b03=0]
Mathematica. Time used: 0.943 (sec). Leaf size: 53
ode=3*x^2*D[y[x],{x,2}]+2*x*(1+x-2*x^2)*D[y[x],x]+(2*x-8*x^2)*y[x]==0; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 
y(x)e23(x1)xx3(c21xe23(K[1]1)K[1]K[1]4/3dK[1]+c1)
Sympy
from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(3*x**2*Derivative(y(x), (x, 2)) + 2*x*(-2*x**2 + x + 1)*Derivative(y(x), x) + (-8*x**2 + 2*x)*y(x),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 
False