15.55 problem 51

15.55.1 Maple step by step solution

Internal problem ID [1403]
Internal file name [OUTPUT/1404_Sunday_June_05_2022_02_15_24_AM_97671373/index.tex]

Book: Elementary differential equations with boundary value problems. William F. Trench. Brooks/Cole 2001
Section: Chapter 7 Series Solutions of Linear Second Equations. 7.6 THE METHOD OF FROBENIUS II. Exercises 7.6. Page 374
Problem number: 51.
ODE order: 2.
ODE degree: 1.

The type(s) of ODE detected by this program : "second order series method. Regular singular point. Repeated root"

Maple gives the following as the ode type

[[_2nd_order, _exact, _linear, _homogeneous]]

\[ \boxed {x \left (x^{2}+1\right ) y^{\prime \prime }+\left (-x^{2}+1\right ) y^{\prime }-8 y x=0} \] With the expansion point for the power series method at \(x = 0\).

The type of the expansion point is first determined. This is done on the homogeneous part of the ODE. \[ \left (x^{3}+x \right ) y^{\prime \prime }+\left (-x^{2}+1\right ) y^{\prime }-8 y x = 0 \] The following is summary of singularities for the above ode. Writing the ode as \begin {align*} y^{\prime \prime }+p(x) y^{\prime } + q(x) y &=0 \end {align*}

Where \begin {align*} p(x) &= -\frac {x^{2}-1}{x \left (x^{2}+1\right )}\\ q(x) &= -\frac {8}{x^{2}+1}\\ \end {align*}

Table 388: Table \(p(x),q(x)\) singularites.
\(p(x)=-\frac {x^{2}-1}{x \left (x^{2}+1\right )}\)
singularity type
\(x = 0\) \(\text {``regular''}\)
\(x = -i\) \(\text {``regular''}\)
\(x = i\) \(\text {``regular''}\)
\(q(x)=-\frac {8}{x^{2}+1}\)
singularity type
\(x = -i\) \(\text {``regular''}\)
\(x = i\) \(\text {``regular''}\)

Combining everything together gives the following summary of singularities for the ode as

Regular singular points : \([0, -i, i, \infty ]\)

Irregular singular points : \([]\)

Since \(x = 0\) is regular singular point, then Frobenius power series is used. The ode is normalized to be \[ x \left (x^{2}+1\right ) y^{\prime \prime }+\left (-x^{2}+1\right ) y^{\prime }-8 y x = 0 \] Let the solution be represented as Frobenius power series of the form \[ y = \moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n +r} \] Then \begin{align*} y^{\prime } &= \moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) a_{n} x^{n +r -1} \\ y^{\prime \prime } &= \moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) \left (n +r -1\right ) a_{n} x^{n +r -2} \\ \end{align*} Substituting the above back into the ode gives \begin{equation} \tag{1} x \left (x^{2}+1\right ) \left (\moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) \left (n +r -1\right ) a_{n} x^{n +r -2}\right )+\left (-x^{2}+1\right ) \left (\moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) a_{n} x^{n +r -1}\right )-8 \left (\moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n +r}\right ) x = 0 \end{equation} Which simplifies to \begin{equation} \tag{2A} \left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{1+n +r} a_{n} \left (n +r \right ) \left (n +r -1\right )\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{n +r -1} a_{n} \left (n +r \right ) \left (n +r -1\right )\right )+\moverset {\infty }{\munderset {n =0}{\sum }}\left (-x^{1+n +r} a_{n} \left (n +r \right )\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) a_{n} x^{n +r -1}\right )+\moverset {\infty }{\munderset {n =0}{\sum }}\left (-8 x^{1+n +r} a_{n}\right ) = 0 \end{equation} The next step is to make all powers of \(x\) be \(n +r -1\) in each summation term. Going over each summation term above with power of \(x\) in it which is not already \(x^{n +r -1}\) and adjusting the power and the corresponding index gives \begin{align*} \moverset {\infty }{\munderset {n =0}{\sum }}x^{1+n +r} a_{n} \left (n +r \right ) \left (n +r -1\right ) &= \moverset {\infty }{\munderset {n =2}{\sum }}a_{n -2} \left (n +r -2\right ) \left (n -3+r \right ) x^{n +r -1} \\ \moverset {\infty }{\munderset {n =0}{\sum }}\left (-x^{1+n +r} a_{n} \left (n +r \right )\right ) &= \moverset {\infty }{\munderset {n =2}{\sum }}\left (-a_{n -2} \left (n +r -2\right ) x^{n +r -1}\right ) \\ \moverset {\infty }{\munderset {n =0}{\sum }}\left (-8 x^{1+n +r} a_{n}\right ) &= \moverset {\infty }{\munderset {n =2}{\sum }}\left (-8 a_{n -2} x^{n +r -1}\right ) \\ \end{align*} Substituting all the above in Eq (2A) gives the following equation where now all powers of \(x\) are the same and equal to \(n +r -1\). \begin{equation} \tag{2B} \left (\moverset {\infty }{\munderset {n =2}{\sum }}a_{n -2} \left (n +r -2\right ) \left (n -3+r \right ) x^{n +r -1}\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}x^{n +r -1} a_{n} \left (n +r \right ) \left (n +r -1\right )\right )+\moverset {\infty }{\munderset {n =2}{\sum }}\left (-a_{n -2} \left (n +r -2\right ) x^{n +r -1}\right )+\left (\moverset {\infty }{\munderset {n =0}{\sum }}\left (n +r \right ) a_{n} x^{n +r -1}\right )+\moverset {\infty }{\munderset {n =2}{\sum }}\left (-8 a_{n -2} x^{n +r -1}\right ) = 0 \end{equation} The indicial equation is obtained from \(n = 0\). From Eq (2B) this gives \[ x^{n +r -1} a_{n} \left (n +r \right ) \left (n +r -1\right )+\left (n +r \right ) a_{n} x^{n +r -1} = 0 \] When \(n = 0\) the above becomes \[ x^{-1+r} a_{0} r \left (-1+r \right )+r a_{0} x^{-1+r} = 0 \] Or \[ \left (x^{-1+r} r \left (-1+r \right )+r \,x^{-1+r}\right ) a_{0} = 0 \] Since \(a_{0}\neq 0\) then the above simplifies to \[ x^{-1+r} r^{2} = 0 \] Since the above is true for all \(x\) then the indicial equation becomes \[ r^{2} = 0 \] Solving for \(r\) gives the roots of the indicial equation as \begin {align*} r_1 &= 0\\ r_2 &= 0 \end {align*}

Since \(a_{0}\neq 0\) then the indicial equation becomes \[ x^{-1+r} r^{2} = 0 \] Solving for \(r\) gives the roots of the indicial equation as \([0, 0]\).

Since the root of the indicial equation is repeated, then we can construct two linearly independent solutions. The first solution has the form \begin {align*} y_{1}\left (x \right ) &= \moverset {\infty }{\munderset {n =0}{\sum }}a_{n} x^{n +r}\tag {1A} \end {align*}

Now the second solution \(y_{2}\) is found using \begin {align*} y_{2}\left (x \right ) &= y_{1}\left (x \right ) \ln \left (x \right )+\left (\moverset {\infty }{\munderset {n =1}{\sum }}b_{n} x^{n +r}\right )\tag {1B} \end {align*}

Then the general solution will be \[ y = c_{1} y_{1}\left (x \right )+c_{2} y_{2}\left (x \right ) \] In Eq (1B) the sum starts from 1 and not zero. In Eq (1A), \(a_{0}\) is never zero, and is arbitrary and is typically taken as \(a_{0} = 1\), and \(\{c_{1}, c_{2}\}\) are two arbitray constants of integration which can be found from initial conditions. We start by finding the first solution \(y_{1}\left (x \right )\). Eq (2B) derived above is now used to find all \(a_{n}\) coefficients. The case \(n = 0\) is skipped since it was used to find the roots of the indicial equation. \(a_{0}\) is arbitrary and taken as \(a_{0} = 1\). Substituting \(n = 1\) in Eq. (2B) gives \[ a_{1} = 0 \] For \(2\le n\) the recursive equation is \begin{equation} \tag{3} a_{n -2} \left (n +r -2\right ) \left (n -3+r \right )+a_{n} \left (n +r \right ) \left (n +r -1\right )-a_{n -2} \left (n +r -2\right )+a_{n} \left (n +r \right )-8 a_{n -2} = 0 \end{equation} Solving for \(a_{n}\) from recursive equation (4) gives \[ a_{n} = -\frac {\left (n +r -6\right ) a_{n -2}}{n +r}\tag {4} \] Which for the root \(r = 0\) becomes \[ a_{n} = -\frac {\left (n -6\right ) a_{n -2}}{n}\tag {5} \] At this point, it is a good idea to keep track of \(a_{n}\) in a table both before substituting \(r = 0\) and after as more terms are found using the above recursive equation.

\(n\) \(a_{n ,r}\) \(a_{n}\)
\(a_{0}\) \(1\) \(1\)
\(a_{1}\) \(0\) \(0\)

For \(n = 2\), using the above recursive equation gives \[ a_{2}=\frac {4-r}{2+r} \] Which for the root \(r = 0\) becomes \[ a_{2}=2 \] And the table now becomes

\(n\) \(a_{n ,r}\) \(a_{n}\)
\(a_{0}\) \(1\) \(1\)
\(a_{1}\) \(0\) \(0\)
\(a_{2}\) \(\frac {4-r}{2+r}\) \(2\)

For \(n = 3\), using the above recursive equation gives \[ a_{3}=0 \] And the table now becomes

\(n\) \(a_{n ,r}\) \(a_{n}\)
\(a_{0}\) \(1\) \(1\)
\(a_{1}\) \(0\) \(0\)
\(a_{2}\) \(\frac {4-r}{2+r}\) \(2\)
\(a_{3}\) \(0\) \(0\)

For \(n = 4\), using the above recursive equation gives \[ a_{4}=\frac {r^{2}-6 r +8}{\left (4+r \right ) \left (2+r \right )} \] Which for the root \(r = 0\) becomes \[ a_{4}=1 \] And the table now becomes

\(n\) \(a_{n ,r}\) \(a_{n}\)
\(a_{0}\) \(1\) \(1\)
\(a_{1}\) \(0\) \(0\)
\(a_{2}\) \(\frac {4-r}{2+r}\) \(2\)
\(a_{3}\) \(0\) \(0\)
\(a_{4}\) \(\frac {r^{2}-6 r +8}{\left (4+r \right ) \left (2+r \right )}\) \(1\)

For \(n = 5\), using the above recursive equation gives \[ a_{5}=0 \] And the table now becomes

\(n\) \(a_{n ,r}\) \(a_{n}\)
\(a_{0}\) \(1\) \(1\)
\(a_{1}\) \(0\) \(0\)
\(a_{2}\) \(\frac {4-r}{2+r}\) \(2\)
\(a_{3}\) \(0\) \(0\)
\(a_{4}\) \(\frac {r^{2}-6 r +8}{\left (4+r \right ) \left (2+r \right )}\) \(1\)
\(a_{5}\) \(0\) \(0\)

Using the above table, then the first solution \(y_{1}\left (x \right )\) becomes \begin{align*} y_{1}\left (x \right )&= a_{0}+a_{1} x +a_{2} x^{2}+a_{3} x^{3}+a_{4} x^{4}+a_{5} x^{5}+a_{6} x^{6}\dots \\ &= x^{4}+2 x^{2}+1+O\left (x^{6}\right ) \\ \end{align*} Now the second solution is found. The second solution is given by \[ y_{2}\left (x \right ) = y_{1}\left (x \right ) \ln \left (x \right )+\left (\moverset {\infty }{\munderset {n =1}{\sum }}b_{n} x^{n +r}\right ) \] Where \(b_{n}\) is found using \[ b_{n} = \frac {d}{d r}a_{n ,r} \] And the above is then evaluated at \(r = 0\). The above table for \(a_{n ,r}\) is used for this purpose. Computing the derivatives gives the following table

\(n\) \(b_{n ,r}\) \(a_{n}\) \(b_{n ,r} = \frac {d}{d r}a_{n ,r}\) \(b_{n}\left (r =0\right )\)
\(b_{0}\) \(1\) \(1\) N/A since \(b_{n}\) starts from 1 N/A
\(b_{1}\) \(0\) \(0\) \(0\) \(0\)
\(b_{2}\) \(\frac {4-r}{2+r}\) \(2\) \(-\frac {6}{\left (2+r \right )^{2}}\) \(-{\frac {3}{2}}\)
\(b_{3}\) \(0\) \(0\) \(0\) \(0\)
\(b_{4}\) \(\frac {r^{2}-6 r +8}{\left (4+r \right ) \left (2+r \right )}\) \(1\) \(\frac {12 r^{2}-96}{\left (4+r \right )^{2} \left (2+r \right )^{2}}\) \(-{\frac {3}{2}}\)
\(b_{5}\) \(0\) \(0\) \(0\) \(0\)

The above table gives all values of \(b_{n}\) needed. Hence the second solution is \begin{align*} y_{2}\left (x \right )&=y_{1}\left (x \right ) \ln \left (x \right )+b_{0}+b_{1} x +b_{2} x^{2}+b_{3} x^{3}+b_{4} x^{4}+b_{5} x^{5}+b_{6} x^{6}\dots \\ &= \left (x^{4}+2 x^{2}+1+O\left (x^{6}\right )\right ) \ln \left (x \right )-\frac {3 x^{2}}{2}-\frac {3 x^{4}}{2}+O\left (x^{6}\right ) \\ \end{align*} Therefore the homogeneous solution is \begin{align*} y_h(x) &= c_{1} y_{1}\left (x \right )+c_{2} y_{2}\left (x \right ) \\ &= c_{1} \left (x^{4}+2 x^{2}+1+O\left (x^{6}\right )\right ) + c_{2} \left (\left (x^{4}+2 x^{2}+1+O\left (x^{6}\right )\right ) \ln \left (x \right )-\frac {3 x^{2}}{2}-\frac {3 x^{4}}{2}+O\left (x^{6}\right )\right ) \\ \end{align*} Hence the final solution is \begin{align*} y &= y_h \\ &= c_{1} \left (x^{4}+2 x^{2}+1+O\left (x^{6}\right )\right )+c_{2} \left (\left (x^{4}+2 x^{2}+1+O\left (x^{6}\right )\right ) \ln \left (x \right )-\frac {3 x^{2}}{2}-\frac {3 x^{4}}{2}+O\left (x^{6}\right )\right ) \\ \end{align*}

Summary

The solution(s) found are the following \begin{align*} \tag{1} y &= c_{1} \left (x^{4}+2 x^{2}+1+O\left (x^{6}\right )\right )+c_{2} \left (\left (x^{4}+2 x^{2}+1+O\left (x^{6}\right )\right ) \ln \left (x \right )-\frac {3 x^{2}}{2}-\frac {3 x^{4}}{2}+O\left (x^{6}\right )\right ) \\ \end{align*}

Verification of solutions

\[ y = c_{1} \left (x^{4}+2 x^{2}+1+O\left (x^{6}\right )\right )+c_{2} \left (\left (x^{4}+2 x^{2}+1+O\left (x^{6}\right )\right ) \ln \left (x \right )-\frac {3 x^{2}}{2}-\frac {3 x^{4}}{2}+O\left (x^{6}\right )\right ) \] Verified OK.

15.55.1 Maple step by step solution

\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & x \left (x^{2}+1\right ) y^{\prime \prime }+\left (-x^{2}+1\right ) y^{\prime }-8 y x =0 \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 2 \\ {} & {} & y^{\prime \prime } \\ \bullet & {} & \textrm {Isolate 2nd derivative}\hspace {3pt} \\ {} & {} & y^{\prime \prime }=\frac {8 y}{x^{2}+1}+\frac {\left (x^{2}-1\right ) y^{\prime }}{x \left (x^{2}+1\right )} \\ \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} \\ {} & {} & y^{\prime \prime }-\frac {\left (x^{2}-1\right ) y^{\prime }}{x \left (x^{2}+1\right )}-\frac {8 y}{x^{2}+1}=0 \\ \square & {} & \textrm {Check to see if}\hspace {3pt} x_{0}\hspace {3pt}\textrm {is a regular singular point}\hspace {3pt} \\ {} & \circ & \textrm {Define functions}\hspace {3pt} \\ {} & {} & \left [P_{2}\left (x \right )=-\frac {x^{2}-1}{x \left (x^{2}+1\right )}, P_{3}\left (x \right )=-\frac {8}{x^{2}+1}\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}}}=1 \\ {} & \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}\hspace {3pt}\textrm {is a regular singular point}\hspace {3pt} \\ {} & {} & x_{0}=0 \\ \bullet & {} & \textrm {Multiply by denominators}\hspace {3pt} \\ {} & {} & x \left (x^{2}+1\right ) y^{\prime \prime }+\left (-x^{2}+1\right ) y^{\prime }-8 y x =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} x \cdot y\hspace {3pt}\textrm {to series expansion}\hspace {3pt} \\ {} & {} & x \cdot y=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} x^{k +r +1} \\ {} & \circ & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k -1 \\ {} & {} & x \cdot y=\moverset {\infty }{\munderset {k =1}{\sum }}a_{k -1} x^{k +r} \\ {} & \circ & \textrm {Convert}\hspace {3pt} x^{m}\cdot y^{\prime }\hspace {3pt}\textrm {to series expansion for}\hspace {3pt} m =0..2 \\ {} & {} & x^{m}\cdot y^{\prime }=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} \left (k +r \right ) x^{k +r -1+m} \\ {} & \circ & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k +1-m \\ {} & {} & x^{m}\cdot y^{\prime }=\moverset {\infty }{\munderset {k =-1+m}{\sum }}a_{k +1-m} \left (k +1-m +r \right ) x^{k +r} \\ {} & \circ & \textrm {Convert}\hspace {3pt} x^{m}\cdot y^{\prime \prime }\hspace {3pt}\textrm {to series expansion for}\hspace {3pt} m =1..3 \\ {} & {} & x^{m}\cdot y^{\prime \prime }=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} \left (k +r \right ) \left (k +r -1\right ) x^{k +r -2+m} \\ {} & \circ & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k +2-m \\ {} & {} & x^{m}\cdot y^{\prime \prime }=\moverset {\infty }{\munderset {k =-2+m}{\sum }}a_{k +2-m} \left (k +2-m +r \right ) \left (k +1-m +r \right ) x^{k +r} \\ & {} & \textrm {Rewrite ODE with series expansions}\hspace {3pt} \\ {} & {} & a_{0} r^{2} x^{-1+r}+a_{1} \left (1+r \right )^{2} x^{r}+\left (\moverset {\infty }{\munderset {k =1}{\sum }}\left (a_{k +1} \left (k +r +1\right )^{2}+a_{k -1} \left (k +r +1\right ) \left (k -5+r \right )\right ) x^{k +r}\right )=0 \\ \bullet & {} & a_{0}\textrm {cannot be 0 by assumption, giving the indicial equation}\hspace {3pt} \\ {} & {} & r^{2}=0 \\ \bullet & {} & \textrm {Values of r that satisfy the indicial equation}\hspace {3pt} \\ {} & {} & r =0 \\ \bullet & {} & \textrm {Each term must be 0}\hspace {3pt} \\ {} & {} & a_{1} \left (1+r \right )^{2}=0 \\ \bullet & {} & \textrm {Each term in the series must be 0, giving the recursion relation}\hspace {3pt} \\ {} & {} & \left (\left (a_{k -1}+a_{k +1}\right ) k -5 a_{k -1}+a_{k +1}\right ) \left (k +1\right )=0 \\ \bullet & {} & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k +1 \\ {} & {} & \left (\left (a_{k}+a_{k +2}\right ) \left (k +1\right )-5 a_{k}+a_{k +2}\right ) \left (k +2\right )=0 \\ \bullet & {} & \textrm {Recursion relation that defines series solution to ODE}\hspace {3pt} \\ {} & {} & a_{k +2}=-\frac {a_{k} \left (k -4\right )}{k +2} \\ \bullet & {} & \textrm {Recursion relation for}\hspace {3pt} r =0\hspace {3pt}\textrm {; series terminates at}\hspace {3pt} k =4 \\ {} & {} & a_{k +2}=-\frac {a_{k} \left (k -4\right )}{k +2} \\ \bullet & {} & \textrm {Solution for}\hspace {3pt} r =0 \\ {} & {} & \left [y=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} x^{k}, a_{k +2}=-\frac {a_{k} \left (k -4\right )}{k +2}, a_{1}=0\right ] \end {array} \]

Maple trace Kovacic algorithm successful

`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 
<- Kovacics algorithm successful`
 

Solution by Maple

Time used: 0.016 (sec). Leaf size: 41

Order:=6; 
dsolve(x*(1+x^2)*diff(y(x),x$2)+(1-x^2)*diff(y(x),x)-8*x*y(x)=0,y(x),type='series',x=0);
 

\[ y \left (x \right ) = \left (c_{2} \ln \left (x \right )+c_{1} \right ) \left (1+2 x^{2}+x^{4}+\operatorname {O}\left (x^{6}\right )\right )+\left (-\frac {3}{2} x^{2}-\frac {3}{2} x^{4}+\operatorname {O}\left (x^{6}\right )\right ) c_{2} \]

Solution by Mathematica

Time used: 0.004 (sec). Leaf size: 48

AsymptoticDSolveValue[x*(1+x^2)*y''[x]+(1-x^2)*y'[x]-8*x*y[x]==0,y[x],{x,0,5}]
 

\[ y(x)\to c_1 \left (x^4+2 x^2+1\right )+c_2 \left (-\frac {3 x^4}{2}-\frac {3 x^2}{2}+\left (x^4+2 x^2+1\right ) \log (x)\right ) \]