2.1.98 Problem 100

Solved as second order ode using Kovacic algorithm
Maple
Mathematica
Sympy

Internal problem ID [9268]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 100
Date solved : Friday, April 25, 2025 at 06:04:00 PM
CAS classification : [[_2nd_order, _with_linear_symmetries]]

Solve

x2(2+x)y+5x(1x)y(28x)y=0

Solved as second order ode using Kovacic algorithm

Time used: 1.069 (sec)

Writing the ode as

(1)x2(2+x)y+(5x2+5x)y+(8x2)y=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=x2(2+x)(3)B=5x2+5xC=8x2

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=3x2126x+214(x2+2x)2

Comparing the above to (5) shows that

s=3x2126x+21t=4(x2+2x)2

Therefore eq. (4) becomes

(7)z(x)=(3x2126x+214(x2+2x)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 2.98: 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=4(x2+2x)2. There is a pole at x=0 of order 2. There is a pole at x=2 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=2116x2+14716(2+x)14716x+28516(2+x)2

For the pole at x=2 let b be the coefficient of 1(2+x)2 in the partial fractions decomposition of r given above. Therefore b=28516. Hence

[r]c=0αc+=12+1+4b=194αc=121+4b=154

For the pole at x=0 let b be the coefficient of 1x2 in the partial fractions decomposition of r given above. Therefore b=2116. Hence

[r]c=0αc+=12+1+4b=74αc=121+4b=34

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=3x2126x+214(x2+2x)2

Since the gcd(s,t)=1. This gives b=34. Hence

[r]=0α+=12+1+4b=32α=121+4b=12

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

r=3x2126x+214(x2+2x)2

pole c location pole order [r]c αc+ αc
2 2 0 194 154
0 2 0 74 34

Order of r at [r] α+ α
2 0 32 12

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=12 then

d=α(αc1+αc2)=12(92)=4

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]=154(2+x)34x+()(0)=154(2+x)34x=3(3x+1)2x(2+x)

Now that ω is determined, the next step is find a corresponding minimal polynomial p(x) of degree d=4 to solve the ode. The polynomial p(x) needs to satisfy the equation

(1A)p+2ωp+(ω+ω2r)p=0

Let

(2A)p(x)=x4+a3x3+a2x2+a1x+a0

Substituting the above in eq. (1A) gives

(12x2+6xa3+2a2)+2(154(2+x)34x)(4x3+3x2a3+2a2x+a1)+((154(2+x)2+34x2)+(154(2+x)34x)2(3x2126x+214(x2+2x)2))=03(4+a3)x3+(8a2+3a3)x2+(15a12a2)x+24a03a1x(2+x)=0

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

{a0=140,a1=15,a2=32,a3=4}

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

p(x)=x44x3+32x2+15x+140

Therefore the first solution to the ode z=rz is

z1(x)=peωdx=(x44x3+32x2+15x+140)e(154(2+x)34x)dx=(x44x3+32x2+15x+140)e3ln(x)415ln(2+x)4=40x4160x3+60x2+8x+140x3/4(2+x)15/4

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

y1=z1e12BAdx=z1e125x2+5xx2(2+x)dx=z1e5ln(x)4+15ln(2+x)4=z1((2+x)15/4x5/4)

Which simplifies to

y1=40x4160x3+60x2+8x+140x2

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

y2=y1eBAdxy12dx

Substituting gives

y2=y1e5x2+5xx2(2+x)dx(y1)2dx=y1e5ln(x)2+15ln(2+x)2(y1)2dx=y1(10x5/22+x(8x5x(2+x)+4200ln(x(2+x)xx)x44200ln(x+x(2+x)x)x4328x4x(2+x)16800ln(x(2+x)xx)x3+16800ln(x+x(2+x)x)x3+13974x(2+x)x3+6300ln(x(2+x)xx)x26300ln(x+x(2+x)x)x226734x2x(2+x)+840ln(x(2+x)xx)x840ln(x+x(2+x)x)x+805xx(2+x)+105ln(x(2+x)xx)105ln(x+x(2+x)x)+105x(2+x))x(2+x)(x(2+x)+x)2(x+x(2+x))2(40x4160x3+60x2+8x+1))

Therefore the solution is

y=c1y1+c2y2=c1(40x4160x3+60x2+8x+140x2)+c2(40x4160x3+60x2+8x+140x2(10x5/22+x(8x5x(2+x)+4200ln(x(2+x)xx)x44200ln(x+x(2+x)x)x4328x4x(2+x)16800ln(x(2+x)xx)x3+16800ln(x+x(2+x)x)x3+13974x(2+x)x3+6300ln(x(2+x)xx)x26300ln(x+x(2+x)x)x226734x2x(2+x)+840ln(x(2+x)xx)x840ln(x+x(2+x)x)x+805xx(2+x)+105ln(x(2+x)xx)105ln(x+x(2+x)x)+105x(2+x))x(2+x)(x(2+x)+x)2(x+x(2+x))2(40x4160x3+60x2+8x+1)))

Will add steps showing solving for IC soon.

Maple. Time used: 0.185 (sec). Leaf size: 113
ode:=x^2*(x+2)*diff(diff(y(x),x),x)+5*x*(1-x)*diff(y(x),x)-(2-8*x)*y(x) = 0; 
dsolve(ode,y(x), singsol=all);
 
y=c1(40x4160x3+60x2+8x+1)x2+4(1050(x44x3+32x2+15x+140)x3/2arcsinh(2x2)+2+xx2(x5+41x469874x3+133674x28058x1058))(2x)3/4c2(2+x)3/4x7/2

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 
         <- hyper3 successful: received ODE is equivalent to the 2F1 ODE 
      <- 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 solvex2(2+x)(ddxddxy(x))+5x(1x)(ddxy(x))(28x)y(x)=0Highest derivative means the order of the ODE is2ddxddxy(x)Isolate 2nd derivativeddxddxy(x)=2(1+4x)y(x)x2(2+x)+5(1+x)(ddxy(x))x(2+x)Group terms withy(x)on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearddxddxy(x)5(1+x)(ddxy(x))x(2+x)+2(1+4x)y(x)x2(2+x)=0Check to see ifx0is a regular singular pointDefine functions[P2(x)=5(1+x)x(2+x),P3(x)=2(1+4x)x2(2+x)](2+x)P2(x)is analytic atx=2((2+x)P2(x))|x=2=152(2+x)2P3(x)is analytic atx=2((2+x)2P3(x))|x=2=0x=2is a regular singular pointCheck to see ifx0is a regular singular pointx0=2Multiply by denominatorsx2(2+x)(ddxddxy(x))5x(1+x)(ddxy(x))+(8x2)y(x)=0Change variables usingx=u2so that the regular singular point is atu=0(u34u2+4u)(ddudduy(u))+(5u2+25u30)(dduy(u))+(8u18)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 expansions2a0r(17+2r)u1+r+(2a1(1+r)(15+2r)a0(4r229r+18))ur+(k=1(2ak+1(k+1+r)(2k15+2r)ak(4k2+8kr+4r229k29r+18)+ak1(k3+r)(k5+r))uk+r)=0a0cannot be 0 by assumption, giving the indicial equation2r(17+2r)=0Values of r that satisfy the indicial equationr{0,172}Each term must be 02a1(1+r)(15+2r)a0(4r229r+18)=0Each term in the series must be 0, giving the recursion relation(4ak+ak1+4ak+1)k2+((8ak+2ak1+8ak+1)r+29ak8ak126ak+1)k+(4ak+ak1+4ak+1)r2+(29ak8ak126ak+1)r18ak+15ak130ak+1=0Shift index usingk>k+1(4ak+1+ak+4ak+2)(k+1)2+((8ak+1+2ak+8ak+2)r+29ak+18ak26ak+2)(k+1)+(4ak+1+ak+4ak+2)r2+(29ak+18ak26ak+2)r18ak+1+15ak30ak+2=0Recursion relation that defines series solution to ODEak+2=k2ak4k2ak+1+2krak8krak+1+r2ak4r2ak+16kak+21kak+16rak+21rak+1+8ak+7ak+12(2k2+4kr+2r29k9r26)Recursion relation forr=0ak+2=k2ak4k2ak+16kak+21kak+1+8ak+7ak+12(2k29k26)Solution forr=0[y(u)=k=0akuk,ak+2=k2ak4k2ak+16kak+21kak+1+8ak+7ak+12(2k29k26),30a118a0=0]Revert the change of variablesu=2+x[y(x)=k=0ak(2+x)k,ak+2=k2ak4k2ak+16kak+21kak+1+8ak+7ak+12(2k29k26),30a118a0=0]Recursion relation forr=172ak+2=k2ak4k2ak+1+11kak47kak+1+1174ak2072ak+12(2k2+25k+42)Solution forr=172[y(u)=k=0akuk+172,ak+2=k2ak4k2ak+1+11kak47kak+1+1174ak2072ak+12(2k2+25k+42),38a1121a02=0]Revert the change of variablesu=2+x[y(x)=k=0ak(2+x)k+172,ak+2=k2ak4k2ak+1+11kak47kak+1+1174ak2072ak+12(2k2+25k+42),38a1121a02=0]Combine solutions and rename parameters[y(x)=(k=0ak(2+x)k)+(k=0bk(2+x)k+172),ak+2=k2ak4k2ak+16kak+21kak+1+8ak+7ak+12(2k29k26),30a118a0=0,bk+2=k2bk4k2bk+1+11kbk47kbk+1+1174bk2072bk+12(2k2+25k+42),38b1121b02=0]
Mathematica. Time used: 0.773 (sec). Leaf size: 163
ode=x^2*(2+x)*D[y[x],{x,2}]+5*x*(1-x)*D[y[x],x]-(2-8*x)*y[x]==0; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 
y(x)140(40x4160x3+60x2+8x+1)exp(1x9K[1]+32K[1]2+4K[1]dK[1]121x55K[2]K[2]2+2K[2]dK[2])(c21x1600exp(21K[3]9K[1]+32K[1]2+4K[1]dK[1])(40K[3]4160K[3]3+60K[3]2+8K[3]+1)2dK[3]+c1)
Sympy
from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(x**2*(x + 2)*Derivative(y(x), (x, 2)) + 5*x*(1 - x)*Derivative(y(x), x) - (2 - 8*x)*y(x),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 
False