2.2.8 Problem 8

Solved as second order ode using Kovacic algorithm
Maple
Mathematica
Sympy

Internal problem ID [8812]
Book : Own collection of miscellaneous problems
Section : section 2.0
Problem number : 8
Date solved : Sunday, March 30, 2025 at 01:40:37 PM
CAS classification : [[_2nd_order, _with_linear_symmetries]]

Solved as second order ode using Kovacic algorithm

Time used: 0.580 (sec)

Solve

yxyxyx=0

Writing the ode as

(1)yxyxy=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=1(3)B=xC=x

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=x2+4x24

Comparing the above to (5) shows that

s=x2+4x2t=4

Therefore eq. (4) becomes

(7)z(x)=(14x2+x12)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 2.37: 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)=02=2

There are no poles in r. Therefore the set of poles Γ is empty. 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. Therefore

L=[1]

Attempting to find a solution using case n=1.

Since the order of r at is Or()=2 then

v=Or()2=22=1

[r] is the sum of terms involving xi for 0iv in the Laurent series for r at . Therefore

[r]=i=0vaixi(8)=i=01aixi

Let a be the coefficient of xv=x1 in the above sum. The Laurent series of r at is

(9)rx2+132x+3x2334x3+512x43394x5+5912x6+

Comparing Eq. (9) with Eq. (8) shows that

a=12

From Eq. (9) the sum up to v=1 gives

[r]=i=01aixi(10)=x2+1

Now we need to find b, where b be the coefficient of xv1=x0=1 in r minus the coefficient of same term but in ([r])2 where [r] was found above in Eq (10). Hence

([r])2=14x2+x+1

This shows that the coefficient of 1 in the above is 1. Now we need to find the coefficient of 1 in r. How this is done depends on if v=0 or not. Since v=1 which is not zero, then starting r=st, we do long division and write this in the form

r=Q+Rt

Where Q is the quotient and R is the remainder. Then the coefficient of 1 in r will be the coefficient this term in the quotient. Doing long division gives

r=st=x2+4x24=Q+R4=(14x2+x12)+(0)=14x2+x12

We see that the coefficient of the term 1x in the quotient is 12. Now b can be found.

b=(12)(1)=32

Hence

[r]=x2+1α+=12(bav)=12(32121)=2α=12(bav)=12(32121)=1

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

r=14x2+x12

Order of r at [r] α+ α
2 x2+1 2 1

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=1, and since there are no poles then

d=α=1

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]=0+()(x2+1)=1x2=1x2

Now that ω is determined, the next step is find a corresponding minimal polynomial p(x) of degree d=1 to solve the ode. The polynomial p(x) needs to satisfy the equation

(1A)p+2ωp+(ω+ω2r)p=0

Let

(2A)p(x)=x+a0

Substituting the above in eq. (1A) gives

(0)+2(1x2)(1)+((12)+(1x2)2(14x2+x12))=02+a0=0

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

{a0=2}

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

p(x)=2+x

Therefore the first solution to the ode z=rz is

z1(x)=peωdx=(2+x)e(1x2)dx=(2+x)ex14x2=(2+x)ex(4+x)4

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

y1=z1e12BAdx=z1e12x1dx=z1ex24=z1(ex24)

Which simplifies to

y1=(2+x)ex

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

y2=y1eBAdxy12dx

Substituting gives

y2=y1ex1dx(y1)2dx=y1ex22(y1)2dx=y1(e2+(2+x)222+xiπe22erf(i2(2+x)2)2)

Therefore the solution is

y=c1y1+c2y2=c1((2+x)ex)+c2((2+x)ex(e2+(2+x)222+xiπe22erf(i2(2+x)2)2))

This is second order nonhomogeneous ODE. Let the solution be

y=yh+yp

Where yh is the solution to the homogeneous ODE Ay(x)+By(x)+Cy(x)=0, and yp is a particular solution to the nonhomogeneous ODE Ay(x)+By(x)+Cy(x)=f(x). yh is the solution to

yxyxy=0

The homogeneous solution is found using the Kovacic algorithm which results in

yh=c1(2+x)ex+c2(ie2xπerf(i2(2+x)2)2(2+x)2ex(2+x)2)

The particular solution yp can be found using either the method of undetermined coefficients, or the method of variation of parameters. The method of variation of parameters will be used as it is more general and can be used when the coefficients of the ODE depend on x as well. Let

(1)yp(x)=u1y1+u2y2

Where u1,u2 to be determined, and y1,y2 are the two basis solutions (the two linearly independent solutions of the homogeneous ODE) found earlier when solving the homogeneous ODE as

y1=(2+x)exy2=ie2xπerf(i2(2+x)2)2(2+x)2ex(2+x)2

In the Variation of parameters u1,u2 are found using

(2)u1=y2f(x)aW(x)(3)u2=y1f(x)aW(x)

Where W(x) is the Wronskian and a is the coefficient in front of y in the given ODE. The Wronskian is given by W=|y1y2y1y2|. Hence

W=|(2+x)exie2xπerf(i2(2+x)2)2(2+x)2ex(2+x)2ddx((2+x)ex)ddx(ie2xπerf(i2(2+x)2)2(2+x)2ex(2+x)2)|

Which gives

W=|(2+x)exie2xπerf(i2(2+x)2)2(2+x)2ex(2+x)2ex(2+x)exie2xπerf(i2(2+x)2)2(2+x)2+e2xe(2+x)22(2+x)ie2xπerf(i2(2+x)2)22(1+x)ex(2+x)2|

Therefore

W=((2+x)ex)(ie2xπerf(i2(2+x)2)2(2+x)2+e2xe(2+x)22(2+x)ie2xπerf(i2(2+x)2)22(1+x)ex(2+x)2)(ie2xπerf(i2(2+x)2)2(2+x)2ex(2+x)2)(ex(2+x)ex)

Which simplifies to

W=exe2xe(2+x)22x2+4exe2xe(2+x)22xexex(2+x)2x2+4exe2xe(2+x)224exex(2+x)2x3exex(2+x)2

Which simplifies to

W=ex22

Therefore Eq. (2) becomes

u1=(ie2xπerf(i2(2+x)2)2(2+x)2ex(2+x)2)xex22dx

Which simplifies to

u1=x(ie212x2xπerf(i2(2+x)2)2(2+x)+2ex)2dx

Hence

u1=iπ2erf(i2(2+x)2)e212x2x2+exxe212x2xe(2+x)22xiπ2erf(i2(2+x)2)e212x2xx2ex

And Eq. (3) becomes

u2=(2+x)exxex22dx

Which simplifies to

u2=x(2+x)ex(2+x)2dx

Hence

u2=(1+x)ex(2+x)2

Therefore the particular solution, from equation (1) is

yp(x)=(iπ2erf(i2(2+x)2)e212x2x2+exxe212x2xe(2+x)22xiπ2erf(i2(2+x)2)e212x2xx2ex)(2+x)ex(ie2xπerf(i2(2+x)2)2(2+x)2ex(2+x)2)(1+x)ex(2+x)2

Which simplifies to

yp(x)=1

Therefore the general solution is

y=yh+yp=(c1(2+x)ex+c2(ie2xπerf(i2(2+x)2)2(2+x)2ex(2+x)2))+(1)

Will add steps showing solving for IC soon.

Summary of solutions found

y=1+c1(2+x)ex+c2(ie2xπerf(i2(2+x)2)2(2+x)2ex(2+x)2)
Maple. Time used: 0.007 (sec). Leaf size: 52
ode:=diff(diff(y(x),x),x)-diff(y(x),x)*x-x*y(x)-x = 0; 
dsolve(ode,y(x), singsol=all);
 
y=e2xπerf(i2(x+2)2)c1(x+2)iex(x+2)2π2c11+ex(x+2)c2

Maple trace

Methods for second order ODEs: 
--- Trying classification methods --- 
trying a quadrature 
trying high order exact linear fully integrable 
trying differential order: 2; linear nonhomogeneous with symmetry [0,1] 
trying a double symmetry of the form [xi=0, eta=F(x)] 
-> Try solving first the homogeneous part of the ODE 
   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 
<- solving first the homogeneous part of the ODE successful
 

Mathematica. Time used: 0.643 (sec). Leaf size: 216
ode=D[y[x],{x,2}]-x*D[y[x],x]-x*y[x]-x==0; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 
y(x)12e12(x+2)2(22ex22+x+2(x+2)1x(eK[1]K[1]212e12K[1]2K[1]2πerfi((K[1]+2)22)K[1](K[1]+2)2)dK[1]2π(x+2)2(c2ex22+x+2+x+1)erfi((x+2)22)+2ex22+x+2(ex(x+1)+2c1(x+2)+c2e12(x+2)2))
Sympy
from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(-x*y(x) - x*Derivative(y(x), x) - x + Derivative(y(x), (x, 2)),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 
NotImplementedError : The given ODE y(x) + Derivative(y(x), x) + 1 - Derivative(y(x), (x, 2))/x cannot be solved by the factorable group method