2.1.92 Problem 94

Solved as second order ode using Kovacic algorithm
Maple
Mathematica
Sympy

Internal problem ID [9264]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 94
Date solved : Sunday, March 30, 2025 at 02:31:00 PM
CAS classification : [[_2nd_order, _with_linear_symmetries]]

Solved as second order ode using Kovacic algorithm

Time used: 0.379 (sec)

Writing the ode as

(1)(2x3+6x2)y+(5x2+x)y+(1+x)y=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=2x3+6x2(3)B=5x2+xC=1+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=3x230x3516(x2+3x)2

Comparing the above to (5) shows that

s=3x230x35t=16(x2+3x)2

Therefore eq. (4) becomes

(7)z(x)=(3x230x3516(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 2.92: 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+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=5108x+5108(3+x)+736(3+x)235144x2

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=736. Hence

[r]c=0αc+=12+1+4b=76αc=121+4b=16

For the pole at x=0 let b be the coefficient of 1x2 in the partial fractions decomposition of r given above. Therefore b=35144. Hence

[r]c=0αc+=12+1+4b=712αc=121+4b=512

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=3x230x3516(x2+3x)2

Since the gcd(s,t)=1. This gives b=316. Hence

[r]=0α+=12+1+4b=34α=121+4b=14

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

r=3x230x3516(x2+3x)2

pole c location pole order [r]c αc+ αc
3 2 0 76 16
0 2 0 712 512

Order of r at [r] α+ α
2 0 34 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=14 then

d=α(αc1+αc2)=14(14)=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]

The above gives

ω=(()[r]c1+αc1xc1)+(()[r]c2+αc2xc2)+()[r]=16(3+x)+512x+()(0)=16(3+x)+512x=x+54x(3+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(16(3+x)+512x)(0)+((16(3+x)2512x2)+(16(3+x)+512x)2(3x230x3516(x2+3x)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(16(3+x)+512x)dx=x5/12(3+x)1/6

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

y1=z1e12BAdx=z1e125x2+x2x3+6x2dx=z1eln(x)127ln(3+x)6=z1(1x1/12(3+x)7/6)

Which simplifies to

y1=x1/3(3+x)4/3

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

y2=y1eBAdxy12dx

Substituting gives

y2=y1e5x2+x2x3+6x2dx(y1)2dx=y1eln(x)67ln(3+x)3(y1)2dx=y1(eln(x)67ln(3+x)3(3+x)8/3x2/3dx)

Therefore the solution is

y=c1y1+c2y2=c1(x1/3(3+x)4/3)+c2(x1/3(3+x)4/3(eln(x)67ln(3+x)3(3+x)8/3x2/3dx))

Will add steps showing solving for IC soon.

Maple. Time used: 0.047 (sec). Leaf size: 36
ode:=2*(3+x)*x^2*diff(diff(y(x),x),x)+x*(1+5*x)*diff(y(x),x)+(x+1)*y(x) = 0; 
dsolve(ode,y(x), singsol=all);
 
y=c1xhypergeom([1,32],[76],x3)+c2x1/3(3+x)(1+x3)1/3

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) 
   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 
         <- heuristic approach successful 
      <- hypergeometric successful 
   <- special function solution successful 
      -> Trying to convert hypergeometric functions to elementary form... 
      <- elementary form for at least one hypergeometric solution is achieved -\ 
 returning with no uncomputed integrals 
   <- Kovacics algorithm successful
 

Maple step by step

Let’s solve2x2(3+x)(ddxddxy(x))+x(1+5x)(ddxy(x))+(1+x)y(x)=0Highest derivative means the order of the ODE is2ddxddxy(x)Isolate 2nd derivativeddxddxy(x)=(1+x)y(x)2x2(3+x)(1+5x)(ddxy(x))2x(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)+(1+5x)(ddxy(x))2x(3+x)+(1+x)y(x)2x2(3+x)=0Check to see ifx0is a regular singular pointDefine functions[P2(x)=1+5x2x(3+x),P3(x)=1+x2x2(3+x)](3+x)P2(x)is analytic atx=3((3+x)P2(x))|x=3=73(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 denominators2x2(3+x)(ddxddxy(x))+x(1+5x)(ddxy(x))+(1+x)y(x)=0Change variables usingx=u3so that the regular singular point is atu=0(2u312u2+18u)(ddudduy(u))+(5u229u+42)(dduy(u))+(2+u)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 expansions6a0r(4+3r)u1+r+(6a1(1+r)(7+3r)a0(12r2+17r+2))ur+(k=1(6ak+1(k+r+1)(3k+7+3r)ak(12k2+24kr+12r2+17k+17r+2)+ak1(k+r)(2k1+2r))uk+r)=0a0cannot be 0 by assumption, giving the indicial equation6r(4+3r)=0Values of r that satisfy the indicial equationr{0,43}Each term must be 06a1(1+r)(7+3r)a0(12r2+17r+2)=0Each term in the series must be 0, giving the recursion relation2(6ak+ak1+9ak+1)k2+(4(6ak+ak1+9ak+1)r17akak1+60ak+1)k+2(6ak+ak1+9ak+1)r2+(17akak1+60ak+1)r2ak+42ak+1=0Shift index usingk>k+12(6ak+1+ak+9ak+2)(k+1)2+(4(6ak+1+ak+9ak+2)r17ak+1ak+60ak+2)(k+1)+2(6ak+1+ak+9ak+2)r2+(17ak+1ak+60ak+2)r2ak+1+42ak+2=0Recursion relation that defines series solution to ODEak+2=2k2ak12k2ak+1+4krak24krak+1+2r2ak12r2ak+1+3kak41kak+1+3rak41rak+1+ak31ak+16(3k2+6kr+3r2+16k+16r+20)Recursion relation forr=0ak+2=2k2ak12k2ak+1+3kak41kak+1+ak31ak+16(3k2+16k+20)Solution forr=0[y(u)=k=0akuk,ak+2=2k2ak12k2ak+1+3kak41kak+1+ak31ak+16(3k2+16k+20),42a12a0=0]Revert the change of variablesu=3+x[y(x)=k=0ak(3+x)k,ak+2=2k2ak12k2ak+1+3kak41kak+1+ak31ak+16(3k2+16k+20),42a12a0=0]Recursion relation forr=43ak+2=2k2ak12k2ak+173kak9kak+1+59ak+73ak+16(3k2+8k+4)Solution forr=43[y(u)=k=0akuk43,ak+2=2k2ak12k2ak+173kak9kak+1+59ak+73ak+16(3k2+8k+4),6a12a03=0]Revert the change of variablesu=3+x[y(x)=k=0ak(3+x)k43,ak+2=2k2ak12k2ak+173kak9kak+1+59ak+73ak+16(3k2+8k+4),6a12a03=0]Combine solutions and rename parameters[y(x)=(k=0ak(3+x)k)+(k=0bk(3+x)k43),ak+2=2k2ak12k2ak+1+3kak41kak+1+ak31ak+16(3k2+16k+20),42a12a0=0,bk+2=2k2bk12k2bk+173kbk9kbk+1+59bk+73bk+16(3k2+8k+4),6b12b03=0]
Mathematica. Time used: 0.256 (sec). Leaf size: 108
ode=2*x^2*(3+x)*D[y[x],{x,2}]+x*(1+5*x)*D[y[x],x]+(1+x)*y[x]==0; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 
y(x)exp(1xK[1]+54K[1]2+12K[1]dK[1]121x5K[2]+12K[2]2+6K[2]dK[2])(c21xexp(21K[3]K[1]+54K[1]2+12K[1]dK[1])dK[3]+c1)
Sympy
from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(2*x**2*(x + 3)*Derivative(y(x), (x, 2)) + x*(5*x + 1)*Derivative(y(x), x) + (x + 1)*y(x),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 
False