problem 12

Internal problem ID [2375]
Internal ﬁle name [OUTPUT/2375_Tuesday_February_27_2024_08_36_27_AM_54997599/index.tex]

Book: Diﬀerential Equations by Alfred L. Nelson, Karl W. Folley, Max Coral. 3rd ed. DC heath. Boston. 1964
Section: Exercise 40, page 186
Problem number: 12.
ODE order: 2.
ODE degree: 1.

The type(s) of ODE detected by this program : "second_order_integrable_as_is", "second_order_ode_missing_x", "exact nonlinear second order ode", "second order series method. Taylor series method"

\[ \boxed {y^{\prime \prime }+2 y y^{\prime }=0} \] With initial conditions \begin {align*} [y \left (0\right ) = 0, y^{\prime }\left (0\right ) = 1] \end {align*}

Solving ode using Taylor series method. This gives review on how the Taylor series method works for solving second order ode.

Let \[ y^{\prime \prime }=f\left ( x,y,y^{\prime }\right ) \] Assuming expansion is at \(x_{0}=0\) (we can always shift the actual expansion point to \(0\) by change of variables) and assuming \(f\left ( x,y,y^{\prime }\right ) \) is analytic at \(x_{0}\) which must be the case for an ordinary point. Let initial conditions be \(y\left ( x_{0}\right ) =y_{0}\) and \(y^{\prime }\left ( x_{0}\right ) =y_{0}^{\prime }\). Using Taylor series gives\begin {align*} y\left ( x\right ) & =y\left ( x_{0}\right ) +\left ( x-x_{0}\right ) y^{\prime }\left ( x_{0}\right ) +\frac {\left ( x-x_{0}\right ) ^{2}}{2}y^{\prime \prime }\left ( x_{0}\right ) +\frac {\left ( x-x_{0}\right ) ^{3}}{3!}y^{\prime \prime \prime }\left ( x_{0}\right ) +\cdots \\ & =y_{0}+xy_{0}^{\prime }+\frac {x^{2}}{2}\left . f\right \vert _{x_{0},y_{0},y_{0}^{\prime }}+\frac {x^{3}}{3!}\left . f^{\prime }\right \vert _{x_{0},y_{0},y_{0}^{\prime }}+\cdots \\ & =y_{0}+xy_{0}^{\prime }+\sum _{n=0}^{\infty }\frac {x^{n+2}}{\left ( n+2\right ) !}\left . \frac {d^{n}f}{dx^{n}}\right \vert _{x_{0},y_{0},y_{0}^{\prime }} \end {align*}

But \begin {align} \frac {df}{dx} & =\frac {\partial f}{\partial x}\frac {dx}{dx}+\frac {\partial f}{\partial y}\frac {dy}{dx}+\frac {\partial f}{\partial y^{\prime }}\frac {dy^{\prime }}{dx}\tag {1}\\ & =\frac {\partial f}{\partial x}+\frac {\partial f}{\partial y}y^{\prime }+\frac {\partial f}{\partial y^{\prime }}y^{\prime \prime }\\ & =\frac {\partial f}{\partial x}+\frac {\partial f}{\partial y}y^{\prime }+\frac {\partial f}{\partial y^{\prime }}f\\ \frac {d^{2}f}{dx^{2}} & =\frac {d}{dx}\left ( \frac {df}{dx}\right ) \nonumber \\ & =\frac {\partial }{\partial x}\left ( \frac {df}{dx}\right ) +\frac {\partial }{\partial y}\left ( \frac {df}{dx}\right ) y^{\prime }+\frac {\partial }{\partial y^{\prime }}\left ( \frac {df}{dx}\right ) f\tag {2}\\ \frac {d^{3}f}{dx^{3}} & =\frac {d}{dx}\left ( \frac {d^{2}f}{dx^{2}}\right ) \nonumber \\ & =\frac {\partial }{\partial x}\left ( \frac {d^{2}f}{dx^{2}}\right ) +\left ( \frac {\partial }{\partial y}\frac {d^{2}f}{dx^{2}}\right ) y^{\prime }+\frac {\partial }{\partial y^{\prime }}\left ( \frac {d^{2}f}{dx^{2}}\right ) f\tag {3}\\ & \vdots \nonumber \end {align}

And so on. Hence if we name \(F_{0}=f\left ( x,y,y^{\prime }\right ) \) then the above can be written as \begin {align} F_{0} & =f\left ( x,y,y^{\prime }\right ) \tag {4}\\ F_{1} & =\frac {df}{dx}\nonumber \\ & =\frac {dF_{0}}{dx}\nonumber \\ & =\frac {\partial f}{\partial x}+\frac {\partial f}{\partial y}y^{\prime }+\frac {\partial f}{\partial y^{\prime }}y^{\prime \prime }\nonumber \\ & =\frac {\partial f}{\partial x}+\frac {\partial f}{\partial y}y^{\prime }+\frac {\partial f}{\partial y^{\prime }}f\tag {5}\\ & =\frac {\partial F_{0}}{\partial x}+\frac {\partial F_{0}}{\partial y}y^{\prime }+\frac {\partial F_{0}}{\partial y^{\prime }}F_{0}\nonumber \\ F_{2} & =\frac {d}{dx}\left ( \frac {d}{dx}f\right ) \nonumber \\ & =\frac {d}{dx}\left ( F_{1}\right ) \nonumber \\ & =\frac {\partial }{\partial x}F_{1}+\left ( \frac {\partial F_{1}}{\partial y}\right ) y^{\prime }+\left ( \frac {\partial F_{1}}{\partial y^{\prime }}\right ) y^{\prime \prime }\nonumber \\ & =\frac {\partial }{\partial x}F_{1}+\left ( \frac {\partial F_{1}}{\partial y}\right ) y^{\prime }+\left ( \frac {\partial F_{1}}{\partial y^{\prime }}\right ) F_{0}\nonumber \\ & \vdots \nonumber \\ F_{n} & =\frac {d}{dx}\left ( F_{n-1}\right ) \nonumber \\ & =\frac {\partial }{\partial x}F_{n-1}+\left ( \frac {\partial F_{n-1}}{\partial y}\right ) y^{\prime }+\left ( \frac {\partial F_{n-1}}{\partial y^{\prime }}\right ) y^{\prime \prime }\nonumber \\ & =\frac {\partial }{\partial x}F_{n-1}+\left ( \frac {\partial F_{n-1}}{\partial y}\right ) y^{\prime }+\left ( \frac {\partial F_{n-1}}{\partial y^{\prime }}\right ) F_{0} \tag {6} \end {align}

Therefore (6) can be used from now on along with \begin {equation} y\left ( x\right ) =y_{0}+xy_{0}^{\prime }+\sum _{n=0}^{\infty }\frac {x^{n+2}}{\left ( n+2\right ) !}\left . F_{n}\right \vert _{x_{0},y_{0},y_{0}^{\prime }} \tag {7} \end {equation} To ﬁnd \(y\left ( x\right ) \) series solution around \(x=0\). Hence \begin {align*} F_0 &= -2 y y^{\prime }\\ F_1 &= \frac {d F_0}{dx} \\ &= \frac {\partial F_{0}}{\partial x}+ \frac {\partial F_{0}}{\partial y} y^{\prime }+ \frac {\partial F_{0}}{\partial y^{\prime }} F_0 \\ &= -2 {y^{\prime }}^{2}+4 y^{2} y^{\prime }\\ F_2 &= \frac {d F_1}{dx} \\ &= \frac {\partial F_{1}}{\partial x}+ \frac {\partial F_{1}}{\partial y} y^{\prime }+ \frac {\partial F_{1}}{\partial y^{\prime }} F_1 \\ &= -8 y y^{\prime } \left (y^{2}-2 y^{\prime }\right )\\ F_3 &= \frac {d F_2}{dx} \\ &= \frac {\partial F_{2}}{\partial x}+ \frac {\partial F_{2}}{\partial y} y^{\prime }+ \frac {\partial F_{2}}{\partial y^{\prime }} F_2 \\ &= 16 y^{\prime } \left (y^{4}-\frac {11 y^{2} y^{\prime }}{2}+{y^{\prime }}^{2}\right )\\ F_4 &= \frac {d F_3}{dx} \\ &= \frac {\partial F_{3}}{\partial x}+ \frac {\partial F_{3}}{\partial y} y^{\prime }+ \frac {\partial F_{3}}{\partial y^{\prime }} F_3 \\ &= -32 \left (y^{4}-13 y^{2} y^{\prime }+\frac {17 {y^{\prime }}^{2}}{2}\right ) y y^{\prime }\\ F_5 &= \frac {d F_4}{dx} \\ &= \frac {\partial F_{4}}{\partial x}+ \frac {\partial F_{4}}{\partial y} y^{\prime }+ \frac {\partial F_{4}}{\partial y^{\prime }} F_4 \\ &= 64 y^{\prime } \left (y^{6}-\frac {57 y^{4} y^{\prime }}{2}+45 y^{2} {y^{\prime }}^{2}-\frac {17 {y^{\prime }}^{3}}{4}\right ) \end {align*}

And so on. Evaluating all the above at initial conditions \(x = 0\) and \(y \left (0\right ) = 0\) and \(y^{\prime }\left (0\right ) = 1\) gives \begin {align*} F_0 &= 0\\ F_1 &= -2\\ F_2 &= 0\\ F_3 &= 16\\ F_4 &= 0\\ F_5 &= -272 \end {align*}

Substituting all the above in (7) and simplifying gives the solution as \[ y = x -\frac {x^{3}}{3}+\frac {2 x^{5}}{15}-\frac {17 x^{7}}{315}+O\left (x^{7}\right ) \] \[ y = x -\frac {x^{3}}{3}+\frac {2 x^{5}}{15}-\frac {17 x^{7}}{315}+O\left (x^{7}\right ) \] Unable to also solve using normal power series since not linear ode. Not currently supported.

Summary

The solution(s) found are the following \begin{align*} \tag{1} y &= x -\frac {x^{3}}{3}+\frac {2 x^{5}}{15}-\frac {17 x^{7}}{315}+O\left (x^{7}\right ) \\ \end{align*}

Veriﬁcation of solutions

\[ y = x -\frac {x^{3}}{3}+\frac {2 x^{5}}{15}-\frac {17 x^{7}}{315}+O\left (x^{7}\right ) \] Veriﬁed OK.

Maple trace

`Methods for second order ODEs: 
--- Trying classification methods --- 
trying 2nd order Liouville 
trying 2nd order WeierstrassP 
trying 2nd order JacobiSN 
differential order: 2; trying a linearization to 3rd order 
trying 2nd order ODE linearizable_by_differentiation 
trying 2nd order, 2 integrating factors of the form mu(x,y) 
trying differential order: 2; missing variables 
`, `-> Computing symmetries using: way = 3 
-> Calling odsolve with the ODE`, (diff(_b(_a), _a))*_b(_a)+2*_a*_b(_a) = 0, _b(_a), HINT = [[_a, 2*_b]]`   *** Sublevel 2 *** 
   symmetry methods on request 
`, `1st order, trying reduction of order with given symmetries:`[_a, 2*_b]

\[ y \left (x \right ) = x -\frac {1}{3} x^{3}+\frac {2}{15} x^{5}+\operatorname {O}\left (x^{7}\right ) \]

22.12 problem 12