2.1.85 Problem 87

Solved as second order ode using Kovacic algorithm
Maple
Mathematica
Sympy

Internal problem ID [9255]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 87
Date solved : Friday, April 25, 2025 at 06:03:39 PM
CAS classification : [[_2nd_order, _with_linear_symmetries], [_2nd_order, _linear, `_with_symmetry_[0,F(x)]`]]

Solve

x2(10x2+x+5)y+x(48x2+3x+4)y+(36x2+x)y=0

Solved as second order ode using Kovacic algorithm

Time used: 1.496 (sec)

Writing the ode as

(1)(10x4+x3+5x2)y+(48x3+3x2+4x)y+(36x2+x)y=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=10x4+x3+5x2(3)B=48x3+3x2+4xC=36x2+x

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=96x416x397x212x244(10x3+x2+5x)2

Comparing the above to (5) shows that

s=96x416x397x212x24t=4(10x3+x2+5x)2

Therefore eq. (4) becomes

(7)z(x)=(96x416x397x212x244(10x3+x2+5x)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 2.85: 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)=64=2

The poles of r in eq. (7) and the order of each pole are determined by solving for the roots of t=4(10x3+x2+5x)2. There is a pole at x=0 of order 2. There is a pole at x=120+i19920 of order 2. There is a pole at x=120i19920 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=119900i1991990(x+120i19920)2+119900+i1991990(x+120+i19920)2+3250647i1999900250x+120i19920+3250+647i1999900250x+120+i19920625x23125x

For the pole at x=0 let b be the coefficient of 1x2 in the partial fractions decomposition of r given above. Therefore b=625. Hence

[r]c=0αc+=12+1+4b=35αc=121+4b=25

For the pole at x=120+i19920 let b be the coefficient of 1(x+120i19920)2 in the partial fractions decomposition of r given above. Therefore b=119900i1991990. Hence

[r]c=0αc+=12+1+4b=12+9898261990i1991990αc=121+4b=129898261990i1991990

For the pole at x=120i19920 let b be the coefficient of 1(x+120+i19920)2 in the partial fractions decomposition of r given above. Therefore b=119900+i1991990. Hence

[r]c=0αc+=12+1+4b=12+989826+1990i1991990αc=121+4b=12989826+1990i1991990

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=96x416x397x212x244(10x3+x2+5x)2

Since the gcd(s,t)=1. This gives b=625. Hence

[r]=0α+=12+1+4b=35α=121+4b=25

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

r=96x416x397x212x244(10x3+x2+5x)2

pole c location pole order [r]c αc+ αc
0 2 0 35 25
120+i19920 2 0 12+9898261990i1991990 129898261990i1991990
120i19920 2 0 12+989826+1990i1991990 12989826+1990i1991990

Order of r at [r] α+ α
2 0 35 25

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+=35 then

d=α+(αc1++αc2+αc3)=35(35)=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+αc2xc2)+(()[r]c3+αc3xc3)+(+)[r]=35x+129898261990i1991990x+120i19920+12989826+1990i1991990x+120+i19920+(0)=35x+129898261990i1991990x+120i19920+12989826+1990i1991990x+120+i19920=12x2+x+620x3+2x2+10x

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(35x+129898261990i1991990x+120i19920+12989826+1990i1991990x+120+i19920)(0)+((35x2129898261990i1991990(x+120i19920)212989826+1990i1991990(x+120+i19920)2)+(35x+129898261990i1991990x+120i19920+12989826+1990i1991990x+120+i19920)2(96x416x397x212x244(10x3+x2+5x)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(35x+129898261990i1991990x+120i19920+12989826+1990i1991990x+120+i19920)dx=x3/5e199arctan((20x+1)199199)995

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

y1=z1e12BAdx=z1e1248x3+3x2+4x10x4+x3+5x2dx=z1eln(10x2+x+5)199arctan((20x+1)199199)9952ln(x)5=z1(e199arctan((20x+1)199199)995(10x2+x+5)x2/5)

Which simplifies to

y1=x1/5e2199arctan((20x+1)199199)99510x2+x+5

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

y2=y1eBAdxy12dx

Substituting gives

y2=y1e48x3+3x2+4x10x4+x3+5x2dx(y1)2dx=y1e2ln(10x2+x+5)2199arctan((20x+1)199199)9954ln(x)5(y1)2dx=y1(e2ln(10x2+x+5)2199arctan((20x+1)199199)9954ln(x)5(10x2+x+5)2e4199arctan((20x+1)199199)995x2/5dx)

Therefore the solution is

y=c1y1+c2y2=c1(x1/5e2199arctan((20x+1)199199)99510x2+x+5)+c2(x1/5e2199arctan((20x+1)199199)99510x2+x+5(e2ln(10x2+x+5)2199arctan((20x+1)199199)9954ln(x)5(10x2+x+5)2e4199arctan((20x+1)199199)995x2/5dx))

Will add steps showing solving for IC soon.

Maple. Time used: 0.284 (sec). Leaf size: 162
ode:=x^2*(10*x^2+x+5)*diff(diff(y(x),x),x)+x*(48*x^2+3*x+4)*diff(y(x),x)+(36*x^2+x)*y(x) = 0; 
dsolve(ode,y(x), singsol=all);
 
y=(i199+20x+1)i1991990(i19920x1)i1991990e199arctan((20x+1)199199)995(x1/5HeunG(199+ii199,0,0,15,65,i199995,20x1+i199)c2+HeunG(199+ii199,15721179i199194275i199+641775,15,0,45,i199995,20x1+i199)c1)10x2+x+5

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  HeunG  ODE, case  \ 
a <> 0, e <> 0, g <> 0, c = 0 
   <- Kovacics algorithm successful
 

Maple step by step

Let’s solvex2(10x2+x+5)(ddxddxy(x))+x(48x2+3x+4)(ddxy(x))+(36x2+x)y(x)=0Highest derivative means the order of the ODE is2ddxddxy(x)Isolate 2nd derivativeddxddxy(x)=(36x+1)y(x)x(10x2+x+5)(48x2+3x+4)(ddxy(x))x(10x2+x+5)Group terms withy(x)on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearddxddxy(x)+(48x2+3x+4)(ddxy(x))x(10x2+x+5)+(36x+1)y(x)x(10x2+x+5)=0Check to see ifx0is a regular singular pointDefine functions[P2(x)=48x2+3x+4x(10x2+x+5),P3(x)=36x+1x(10x2+x+5)]xP2(x)is analytic atx=0(xP2(x))|x=0=45x2P3(x)is analytic atx=0(x2P3(x))|x=0=0x=0is a regular singular pointCheck to see ifx0is a regular singular pointx0=0Multiply by denominatorsx(10x2+x+5)(ddxddxy(x))+(48x2+3x+4)(ddxy(x))+(36x+1)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+rConvertxm(ddxddxy(x))to series expansion form=1..3xm(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 expansionsa0r(1+5r)x1+r+(a1(1+r)(4+5r)+a0(1+r)2)xr+(k=1(ak+1(k+r+1)(5k+4+5r)+ak(k+r+1)2+2ak1(k+r+1)(5k+4+5r))xk+r)=0a0cannot be 0 by assumption, giving the indicial equationr(1+5r)=0Values of r that satisfy the indicial equationr{0,15}Each term must be 0a1(1+r)(4+5r)+a0(1+r)2=0Each term in the series must be 0, giving the recursion relation(k+r+1)((ak+10ak1+5ak+1)k+(ak+10ak1+5ak+1)r+ak+8ak1+4ak+1)=0Shift index usingk>k+1(k+r+2)((ak+1+10ak+5ak+2)(k+1)+(ak+1+10ak+5ak+2)r+ak+1+8ak+4ak+2)=0Recursion relation that defines series solution to ODEak+2=10kak+kak+1+10rak+rak+1+18ak+2ak+15k+5r+9Recursion relation forr=0ak+2=10kak+kak+1+18ak+2ak+15k+9Solution forr=0[y(x)=k=0akxk,ak+2=10kak+kak+1+18ak+2ak+15k+9,4a1+a0=0]Recursion relation forr=15ak+2=10kak+kak+1+20ak+115ak+15k+10Solution forr=15[y(x)=k=0akxk+15,ak+2=10kak+kak+1+20ak+115ak+15k+10,6a1+36a025=0]Combine solutions and rename parameters[y(x)=(k=0akxk)+(k=0bkxk+15),ak+2=10kak+kak+1+18ak+2ak+15k+9,4a1+a0=0,bk+2=10kbk+kbk+1+20bk+115bk+15k+10,6b1+36b025=0]
Mathematica. Time used: 1.139 (sec). Leaf size: 132
ode=x^2*(5+x+10*x^2)*D[y[x],{x,2}]+x*(4+3*x+48*x^2)*D[y[x],x]+(x+36*x^2)*y[x]==0; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 
y(x)exp(1x(35K[1]110(10K[1]2+K[1]+5))dK[1]121x48K[2]2+3K[2]+410K[2]3+K[2]2+5K[2]dK[2])(c21xexp(21K[3](35K[1]110(10K[1]2+K[1]+5))dK[1])dK[3]+c1)
Sympy
from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(x**2*(10*x**2 + x + 5)*Derivative(y(x), (x, 2)) + x*(48*x**2 + 3*x + 4)*Derivative(y(x), x) + (36*x**2 + x)*y(x),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 
False