3.99 problem 1103

3.99.1 Solving as second order bessel ode ode
3.99.2 Maple step by step solution

Internal problem ID [9432]
Internal file name [OUTPUT/8372_Monday_June_06_2022_02_52_01_AM_97063375/index.tex]

Book: Differential Gleichungen, E. Kamke, 3rd ed. Chelsea Pub. NY, 1948
Section: Chapter 2, linear second order
Problem number: 1103.
ODE order: 2.
ODE degree: 1.

The type(s) of ODE detected by this program : "second_order_bessel_ode"

Maple gives the following as the ode type

[[_Emden, _Fowler]]

\[ \boxed {x y^{\prime \prime }-2 y^{\prime }+a y=0} \]

3.99.1 Solving as second order bessel ode ode

Writing the ode as \begin {align*} x^{2} y^{\prime \prime }-2 x y^{\prime }+y a x = 0\tag {1} \end {align*}

Bessel ode has the form \begin {align*} x^{2} y^{\prime \prime }+x y^{\prime }+\left (-n^{2}+x^{2}\right ) y = 0\tag {2} \end {align*}

The generalized form of Bessel ode is given by Bowman (1958) as the following \begin {align*} x^{2} y^{\prime \prime }+\left (1-2 \alpha \right ) x y^{\prime }+\left (\beta ^{2} \gamma ^{2} x^{2 \gamma }-n^{2} \gamma ^{2}+\alpha ^{2}\right ) y = 0\tag {3} \end {align*}

With the standard solution \begin {align*} y&=x^{\alpha } \left (c_{1} \operatorname {BesselJ}\left (n , \beta \,x^{\gamma }\right )+c_{2} \operatorname {BesselY}\left (n , \beta \,x^{\gamma }\right )\right )\tag {4} \end {align*}

Comparing (3) to (1) and solving for \(\alpha ,\beta ,n,\gamma \) gives \begin {align*} \alpha &= {\frac {3}{2}}\\ \beta &= 2 \sqrt {a}\\ n &= 3\\ \gamma &= {\frac {1}{2}} \end {align*}

Substituting all the above into (4) gives the solution as \begin {align*} y = c_{1} x^{\frac {3}{2}} \operatorname {BesselJ}\left (3, 2 \sqrt {a}\, \sqrt {x}\right )+c_{2} x^{\frac {3}{2}} \operatorname {BesselY}\left (3, 2 \sqrt {a}\, \sqrt {x}\right ) \end {align*}

Summary

The solution(s) found are the following \begin{align*} \tag{1} y &= c_{1} x^{\frac {3}{2}} \operatorname {BesselJ}\left (3, 2 \sqrt {a}\, \sqrt {x}\right )+c_{2} x^{\frac {3}{2}} \operatorname {BesselY}\left (3, 2 \sqrt {a}\, \sqrt {x}\right ) \\ \end{align*}

Verification of solutions

\[ y = c_{1} x^{\frac {3}{2}} \operatorname {BesselJ}\left (3, 2 \sqrt {a}\, \sqrt {x}\right )+c_{2} x^{\frac {3}{2}} \operatorname {BesselY}\left (3, 2 \sqrt {a}\, \sqrt {x}\right ) \] Verified OK.

3.99.2 Maple step by step solution

\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & x \left (\frac {d}{d x}y^{\prime }\right )-2 y^{\prime }+a y=0 \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 2 \\ {} & {} & \frac {d}{d x}y^{\prime } \\ \bullet & {} & \textrm {Isolate 2nd derivative}\hspace {3pt} \\ {} & {} & \frac {d}{d x}y^{\prime }=\frac {2 y^{\prime }}{x}-\frac {a y}{x} \\ \bullet & {} & \textrm {Group terms with}\hspace {3pt} y\hspace {3pt}\textrm {on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linear}\hspace {3pt} \\ {} & {} & \frac {d}{d x}y^{\prime }-\frac {2 y^{\prime }}{x}+\frac {a y}{x}=0 \\ \square & {} & \textrm {Check to see if}\hspace {3pt} x_{0}=0\hspace {3pt}\textrm {is a regular singular point}\hspace {3pt} \\ {} & \circ & \textrm {Define functions}\hspace {3pt} \\ {} & {} & \left [P_{2}\left (x \right )=-\frac {2}{x}, P_{3}\left (x \right )=\frac {a}{x}\right ] \\ {} & \circ & x \cdot P_{2}\left (x \right )\textrm {is analytic at}\hspace {3pt} x =0 \\ {} & {} & \left (x \cdot P_{2}\left (x \right )\right )\bigg | {\mstack {}{_{x \hiderel {=}0}}}=-2 \\ {} & \circ & x^{2}\cdot P_{3}\left (x \right )\textrm {is analytic at}\hspace {3pt} x =0 \\ {} & {} & \left (x^{2}\cdot P_{3}\left (x \right )\right )\bigg | {\mstack {}{_{x \hiderel {=}0}}}=0 \\ {} & \circ & x =0\textrm {is a regular singular point}\hspace {3pt} \\ & {} & \textrm {Check to see if}\hspace {3pt} x_{0}=0\hspace {3pt}\textrm {is a regular singular point}\hspace {3pt} \\ {} & {} & x_{0}=0 \\ \bullet & {} & \textrm {Multiply by denominators}\hspace {3pt} \\ {} & {} & x \left (\frac {d}{d x}y^{\prime }\right )-2 y^{\prime }+a y=0 \\ \bullet & {} & \textrm {Assume series solution for}\hspace {3pt} y \\ {} & {} & y=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} x^{k +r} \\ \square & {} & \textrm {Rewrite ODE with series expansions}\hspace {3pt} \\ {} & \circ & \textrm {Convert}\hspace {3pt} y^{\prime }\hspace {3pt}\textrm {to series expansion}\hspace {3pt} \\ {} & {} & y^{\prime }=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} \left (k +r \right ) x^{k +r -1} \\ {} & \circ & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k +1 \\ {} & {} & y^{\prime }=\moverset {\infty }{\munderset {k =-1}{\sum }}a_{k +1} \left (k +1+r \right ) x^{k +r} \\ {} & \circ & \textrm {Convert}\hspace {3pt} x \cdot \left (\frac {d}{d x}y^{\prime }\right )\hspace {3pt}\textrm {to series expansion}\hspace {3pt} \\ {} & {} & x \cdot \left (\frac {d}{d x}y^{\prime }\right )=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} \left (k +r \right ) \left (k +r -1\right ) x^{k +r -1} \\ {} & \circ & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k +1 \\ {} & {} & x \cdot \left (\frac {d}{d x}y^{\prime }\right )=\moverset {\infty }{\munderset {k =-1}{\sum }}a_{k +1} \left (k +1+r \right ) \left (k +r \right ) x^{k +r} \\ & {} & \textrm {Rewrite ODE with series expansions}\hspace {3pt} \\ {} & {} & a_{0} r \left (-3+r \right ) x^{-1+r}+\left (\moverset {\infty }{\munderset {k =0}{\sum }}\left (a_{k +1} \left (k +1+r \right ) \left (k -2+r \right )+a a_{k}\right ) x^{k +r}\right )=0 \\ \bullet & {} & a_{0}\textrm {cannot be 0 by assumption, giving the indicial equation}\hspace {3pt} \\ {} & {} & r \left (-3+r \right )=0 \\ \bullet & {} & \textrm {Values of r that satisfy the indicial equation}\hspace {3pt} \\ {} & {} & r \in \left \{0, 3\right \} \\ \bullet & {} & \textrm {Each term in the series must be 0, giving the recursion relation}\hspace {3pt} \\ {} & {} & a_{k +1} \left (k +1+r \right ) \left (k -2+r \right )+a a_{k}=0 \\ \bullet & {} & \textrm {Recursion relation that defines series solution to ODE}\hspace {3pt} \\ {} & {} & a_{k +1}=-\frac {a a_{k}}{\left (k +1+r \right ) \left (k -2+r \right )} \\ \bullet & {} & \textrm {Recursion relation for}\hspace {3pt} r =0 \\ {} & {} & a_{k +1}=-\frac {a a_{k}}{\left (k +1\right ) \left (k -2\right )} \\ \bullet & {} & \textrm {Series not valid for}\hspace {3pt} r =0\hspace {3pt}\textrm {, division by}\hspace {3pt} 0\hspace {3pt}\textrm {in the recursion relation at}\hspace {3pt} k =2 \\ {} & {} & a_{k +1}=-\frac {a a_{k}}{\left (k +1\right ) \left (k -2\right )} \\ \bullet & {} & \textrm {Recursion relation for}\hspace {3pt} r =3 \\ {} & {} & a_{k +1}=-\frac {a a_{k}}{\left (k +4\right ) \left (k +1\right )} \\ \bullet & {} & \textrm {Solution for}\hspace {3pt} r =3 \\ {} & {} & \left [y=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} x^{k +3}, a_{k +1}=-\frac {a a_{k}}{\left (k +4\right ) \left (k +1\right )}\right ] \end {array} \]

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 
<- No Liouvillian solutions exists 
-> Trying a solution in terms of special functions: 
   -> Bessel 
   <- Bessel successful 
<- special function solution successful`
 

Solution by Maple

Time used: 0.016 (sec). Leaf size: 80

dsolve(x*diff(diff(y(x),x),x)-2*diff(y(x),x)+a*y(x)=0,y(x), singsol=all)
 

\[ y \left (x \right ) = -\frac {\sqrt {x}\, \left (c_{1} \left (a x -2\right ) \operatorname {BesselJ}\left (1, 2 \sqrt {a}\, \sqrt {x}\right )+c_{2} \left (a x -2\right ) \operatorname {BesselY}\left (1, 2 \sqrt {a}\, \sqrt {x}\right )+2 \sqrt {a}\, \sqrt {x}\, \left (c_{1} \operatorname {BesselJ}\left (0, 2 \sqrt {a}\, \sqrt {x}\right )+c_{2} \operatorname {BesselY}\left (0, 2 \sqrt {a}\, \sqrt {x}\right )\right )\right )}{a} \]

Solution by Mathematica

Time used: 0.045 (sec). Leaf size: 56

DSolve[a*y[x] - 2*y'[x] + x*y''[x] == 0,y[x],x,IncludeSingularSolutions -> True]
 

\[ y(x)\to 2 a^{3/2} x^{3/2} \left (3 c_1 \operatorname {BesselJ}\left (3,2 \sqrt {a} \sqrt {x}\right )-i c_2 \operatorname {BesselY}\left (3,2 \sqrt {a} \sqrt {x}\right )\right ) \]