2.1.99 Problem 101

Solved as second order ode using Kovacic algorithm
Maple
Mathematica
Sympy

Internal problem ID [9269]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 101
Date solved : Friday, April 25, 2025 at 06:04:02 PM
CAS classification : [[_2nd_order, _with_linear_symmetries]]

Solve

8x2(x2+1)y+2x(13x2+1)y+(9x2+1)y=0

Solved as second order ode using Kovacic algorithm

Time used: 0.458 (sec)

Writing the ode as

(1)(8x4+8x2)y+(26x3+2x)y+(9x2+1)y=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=8x4+8x2(3)B=26x3+2xC=9x2+1

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=7x426x21564(x3x)2

Comparing the above to (5) shows that

s=7x426x215t=64(x3x)2

Therefore eq. (4) becomes

(7)z(x)=(7x426x21564(x3x)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 2.99: 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=64(x3x)2. There is a pole at x=0 of order 2. There is a pole at x=1 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.

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

r=14(x+1)+14x41564x2316(x1)2316(x+1)2

For the pole at x=0 let b be the coefficient of 1x2 in the partial fractions decomposition of r given above. Therefore b=1564. Hence

[r]c=0αc+=12+1+4b=58αc=121+4b=38

For the pole at x=1 let b be the coefficient of 1(x1)2 in the partial fractions decomposition of r given above. Therefore b=316. Hence

[r]c=0αc+=12+1+4b=34αc=121+4b=14

For the pole at x=1 let b be the coefficient of 1(x+1)2 in the partial fractions decomposition of r given above. Therefore b=316. Hence

[r]c=0αc+=12+1+4b=34αc=121+4b=14

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=7x426x21564(x3x)2

Since the gcd(s,t)=1. This gives b=764. Hence

[r]=0α+=12+1+4b=78α=121+4b=18

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

r=7x426x21564(x3x)2

pole c location pole order [r]c αc+ αc
0 2 0 58 38
1 2 0 34 14
1 2 0 34 14

Order of r at [r] α+ α
2 0 78 18

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+=78 then

d=α+(αc1+αc2+αc3)=78(78)=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+αc1xc1)+(()[r]c2+αc2xc2)+(()[r]c3+αc3xc3)+(+)[r]=38x+14x4+14x+4+(0)=38x+14x4+14x+4=7x238x38x

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(38x+14x4+14x+4)(0)+((38x214(x1)214(x+1)2)+(38x+14x4+14x+4)2(7x426x21564(x3x)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(38x+14x4+14x+4)dx=(x1)1/4(x+1)1/4x3/8

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

y1=z1e12BAdx=z1e1226x3+2x8x4+8x2dx=z1e3ln(x1)43ln(x+1)4ln(x)8=z1(1(x1)3/4(x+1)3/4x1/8)

Which simplifies to

y1=x1/4(x21)1/4(x1)3/4(x+1)3/4

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

y2=y1eBAdxy12dx

Substituting gives

y2=y1e26x3+2x8x4+8x2dx(y1)2dx=y1e3ln(x1)23ln(x+1)2ln(x)4(y1)2dx=y1(e3ln(x1)23ln(x+1)2ln(x)4(x1)3/2(x+1)3/2xx21dx)

Therefore the solution is

y=c1y1+c2y2=c1(x1/4(x21)1/4(x1)3/4(x+1)3/4)+c2(x1/4(x21)1/4(x1)3/4(x+1)3/4(e3ln(x1)23ln(x+1)2ln(x)4(x1)3/2(x+1)3/2xx21dx))

Will add steps showing solving for IC soon.

Maple. Time used: 0.066 (sec). Leaf size: 34
ode:=8*x^2*(-x^2+1)*diff(diff(y(x),x),x)+2*x*(-13*x^2+1)*diff(y(x),x)+(-9*x^2+1)*y(x) = 0; 
dsolve(ode,y(x), singsol=all);
 
y=x1/4(LegendreQ(18,18,x2+1)c2x1/8+c1)x21

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 is not straightforward to achieve - returning special \ 
function solution free of uncomputed integrals 
   <- Kovacics algorithm successful
 

Maple step by step

Let’s solve8x2(x2+1)(ddxddxy(x))+2x(13x2+1)(ddxy(x))+(9x2+1)y(x)=0Highest derivative means the order of the ODE is2ddxddxy(x)Isolate 2nd derivativeddxddxy(x)=(9x21)y(x)8x2(x21)(13x21)(ddxy(x))4x(x21)Group terms withy(x)on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearddxddxy(x)+(13x21)(ddxy(x))4x(x21)+(9x21)y(x)8x2(x21)=0Check to see ifx0is a regular singular pointDefine functions[P2(x)=13x214x(x21),P3(x)=9x218x2(x21)](x+1)P2(x)is analytic atx=1((x+1)P2(x))|x=1=32(x+1)2P3(x)is analytic atx=1((x+1)2P3(x))|x=1=0x=1is a regular singular pointCheck to see ifx0is a regular singular pointx0=1Multiply by denominators8x2(x21)(ddxddxy(x))+2x(13x21)(ddxy(x))+(9x21)y(x)=0Change variables usingx=u1so that the regular singular point is atu=0(8u432u3+40u216u)(ddudduy(u))+(26u378u2+76u24)(dduy(u))+(9u218u+8)y(u)=0Assume series solution fory(u)y(u)=k=0akuk+rRewrite ODE with series expansionsConvertumy(u)to series expansion form=0..2umy(u)=k=0akuk+r+mShift index usingk>kmumy(u)=k=makmuk+rConvertum(dduy(u))to series expansion form=0..3um(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..4um(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 expansions8a0r(1+2r)u1+r+(8a1(1+r)(3+2r)+4a0(1+2r)(2+5r))ur+(8a2(2+r)(5+2r)+4a1(3+2r)(7+5r)2a0(16r2+23r+9))u1+r+(k=2(8ak+1(k+1+r)(2k+2r+3)+4ak(2k+2r+1)(5k+5r+2)2ak1(16(k1)2+32(k1)r+16r2+23k14+23r)+ak2(2k1+2r)(4k5+4r))uk+r)=0a0cannot be 0 by assumption, giving the indicial equation8r(1+2r)=0Values of r that satisfy the indicial equationr{0,12}The coefficients of each power ofumust be 0[8a1(1+r)(3+2r)+4a0(1+2r)(2+5r)=0,8a2(2+r)(5+2r)+4a1(3+2r)(7+5r)2a0(16r2+23r+9)=0]Solve for the dependent coefficient(s){a1=a0(10r2+9r+2)2(2r2+5r+3),a2=a0(34r3+76r2+41r+5)4(2r3+11r2+19r+10)}Each term in the series must be 0, giving the recursion relation8(5ak+ak24ak12ak+1)k2+2(8(5ak+ak24ak12ak+1)r+18ak7ak2+9ak120ak+1)k+8(5ak+ak24ak12ak+1)r2+2(18ak7ak2+9ak120ak+1)r+8ak+5ak24ak124ak+1=0Shift index usingk>k+28(5ak+2+ak4ak+12ak+3)(k+2)2+2(8(5ak+2+ak4ak+12ak+3)r+18ak+27ak+9ak+120ak+3)(k+2)+8(5ak+2+ak4ak+12ak+3)r2+2(18ak+27ak+9ak+120ak+3)r+8ak+2+5ak4ak+124ak+3=0Recursion relation that defines series solution to ODEak+3=8k2ak32k2ak+1+40k2ak+2+16krak64krak+1+80krak+2+8r2ak32r2ak+1+40r2ak+2+18kak110kak+1+196kak+2+18rak110rak+1+196rak+2+9ak96ak+1+240ak+28(2k2+4kr+2r2+13k+13r+21)Recursion relation forr=0ak+3=8k2ak32k2ak+1+40k2ak+2+18kak110kak+1+196kak+2+9ak96ak+1+240ak+28(2k2+13k+21)Solution forr=0[y(u)=k=0akuk,ak+3=8k2ak32k2ak+1+40k2ak+2+18kak110kak+1+196kak+2+9ak96ak+1+240ak+28(2k2+13k+21),a1=a03,a2=a08]Revert the change of variablesu=x+1[y(x)=k=0ak(x+1)k,ak+3=8k2ak32k2ak+1+40k2ak+2+18kak110kak+1+196kak+2+9ak96ak+1+240ak+28(2k2+13k+21),a1=a03,a2=a08]Recursion relation forr=12ak+3=8k2ak32k2ak+1+40k2ak+2+10kak78kak+1+156kak+2+2ak49ak+1+152ak+28(2k2+11k+15)Solution forr=12[y(u)=k=0akuk12,ak+3=8k2ak32k2ak+1+40k2ak+2+10kak78kak+1+156kak+2+2ak49ak+1+152ak+28(2k2+11k+15),a1=0,a2=a016]Revert the change of variablesu=x+1[y(x)=k=0ak(x+1)k12,ak+3=8k2ak32k2ak+1+40k2ak+2+10kak78kak+1+156kak+2+2ak49ak+1+152ak+28(2k2+11k+15),a1=0,a2=a016]Combine solutions and rename parameters[y(x)=(k=0ak(x+1)k)+(k=0bk(x+1)k12),ak+3=8k2ak32k2ak+1+40k2ak+2+18kak110kak+1+196kak+2+9ak96ak+1+240ak+28(2k2+13k+21),a1=a03,a2=a08,bk+3=8k2bk32k2bk+1+40k2bk+2+10kbk78kbk+1+156kbk+2+2bk49bk+1+152bk+28(2k2+11k+15),b1=0,b2=b016]
Mathematica. Time used: 0.308 (sec). Leaf size: 118
ode=8*x^2*(1-x^2)*D[y[x],{x,2}]+2*x*(1-13*x^2)*D[y[x],x]+(1-9*x^2)*y[x]==0; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 
y(x)exp(1x37K[1]28K[1]8K[1]3dK[1]121x113K[2]24K[2]4K[2]3dK[2])(c21xexp(21K[3]37K[1]28K[1]8K[1]3dK[1])dK[3]+c1)
Sympy
from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(8*x**2*(1 - x**2)*Derivative(y(x), (x, 2)) + 2*x*(1 - 13*x**2)*Derivative(y(x), x) + (1 - 9*x**2)*y(x),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 
False