2.4.61 Problem 58

Maple
Mathematica
Sympy

Internal problem ID [8949]
Book : Own collection of miscellaneous problems
Section : section 4.0
Problem number : 58
Date solved : Friday, April 25, 2025 at 05:25:35 PM
CAS classification : [[_Emden, _Fowler]]

Solve

x2yxy=0

Using series expansion around x=0

The type of the expansion point is first determined. This is done on the homogeneous part of the ODE.

x2yxy=0

The following is summary of singularities for the above ode. Writing the ode as

y+p(x)y+q(x)y=0

Where

p(x)=0q(x)=1x
Table 2.112: Table p(x),q(x) singularites.
p(x)=0
singularity type
q(x)=1x
singularity type
x=0 “regular”

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

Regular singular points : [0]

Irregular singular points : []

Since x=0 is regular singular point, then Frobenius power series is used. The ode is normalized to be

x2yxy=0

Let the solution be represented as Frobenius power series of the form

y=n=0anxn+r

Then

y=n=0(n+r)anxn+r1y=n=0(n+r)(n+r1)anxn+r2

Substituting the above back into the ode gives

(1)x2(n=0(n+r)(n+r1)anxn+r2)x(n=0anxn+r)=0

Which simplifies to

(2A)(n=0xn+ran(n+r)(n+r1))+n=0(x1+n+ran)=0

The next step is to make all powers of x be n+r in each summation term. Going over each summation term above with power of x in it which is not already xn+r and adjusting the power and the corresponding index gives

n=0(x1+n+ran)=n=1(an1xn+r)

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.

(2B)(n=0xn+ran(n+r)(n+r1))+n=1(an1xn+r)=0

The indicial equation is obtained from n=0. From Eq (2B) this gives

xn+ran(n+r)(n+r1)=0

When n=0 the above becomes

xra0r(1+r)=0

Or

xra0r(1+r)=0

Since a00 then the above simplifies to

xrr(1+r)=0

Since the above is true for all x then the indicial equation becomes

r(1+r)=0

Solving for r gives the roots of the indicial equation as

r1=1r2=0

Since a00 then the indicial equation becomes

xrr(1+r)=0

Solving for r gives the roots of the indicial equation as [1,0].

Since r1r2=1 is an integer, then we can construct two linearly independent solutions

y1(x)=xr1(n=0anxn)y2(x)=Cy1(x)ln(x)+xr2(n=0bnxn)

Or

y1(x)=x(n=0anxn)y2(x)=Cy1(x)ln(x)+(n=0bnxn)

Or

y1(x)=n=0anx1+ny2(x)=Cy1(x)ln(x)+(n=0bnxn)

Where C above can be zero. We start by finding y1. Eq (2B) derived above is now used to find all an coefficients. The case n=0 is skipped since it was used to find the roots of the indicial equation. a0 is arbitrary and taken as a0=1. For 1n the recursive equation is

(3)an(n+r)(n+r1)an1=0

Solving for an from recursive equation (4) gives

(4)an=an1(n+r)(n+r1)

Which for the root r=1 becomes

(5)an=an1(1+n)n

At this point, it is a good idea to keep track of an in a table both before substituting r=1 and after as more terms are found using the above recursive equation.

n an,r an
a0 1 1

For n=1, using the above recursive equation gives

a1=1(1+r)r

Which for the root r=1 becomes

a1=12

And the table now becomes

n an,r an
a0 1 1
a1 1(1+r)r 12

For n=2, using the above recursive equation gives

a2=1(1+r)2r(2+r)

Which for the root r=1 becomes

a2=112

And the table now becomes

n an,r an
a0 1 1
a1 1(1+r)r 12
a2 1(1+r)2r(2+r) 112

For n=3, using the above recursive equation gives

a3=1(1+r)2r(2+r)2(3+r)

Which for the root r=1 becomes

a3=1144

And the table now becomes

n an,r an
a0 1 1
a1 1(1+r)r 12
a2 1(1+r)2r(2+r) 112
a3 1(1+r)2r(2+r)2(3+r) 1144

For n=4, using the above recursive equation gives

a4=1(1+r)2r(2+r)2(3+r)2(4+r)

Which for the root r=1 becomes

a4=12880

And the table now becomes

n an,r an
a0 1 1
a1 1(1+r)r 12
a2 1(1+r)2r(2+r) 112
a3 1(1+r)2r(2+r)2(3+r) 1144
a4 1(1+r)2r(2+r)2(3+r)2(4+r) 12880

For n=5, using the above recursive equation gives

a5=1(1+r)2r(2+r)2(3+r)2(4+r)2(5+r)

Which for the root r=1 becomes

a5=186400

And the table now becomes

n an,r an
a0 1 1
a1 1(1+r)r 12
a2 1(1+r)2r(2+r) 112
a3 1(1+r)2r(2+r)2(3+r) 1144
a4 1(1+r)2r(2+r)2(3+r)2(4+r) 12880
a5 1(1+r)2r(2+r)2(3+r)2(4+r)2(5+r) 186400

Using the above table, then the solution y1(x) is

y1(x)=x(a0+a1x+a2x2+a3x3+a4x4+a5x5+a6x6)=x(1+x2+x212+x3144+x42880+x586400+O(x6))

Now the second solution y2(x) is found. Let

r1r2=N

Where N is positive integer which is the difference between the two roots. r1 is taken as the larger root. Hence for this problem we have N=1. Now we need to determine if C is zero or not. This is done by finding limrr2a1(r). If this limit exists, then C=0, else we need to keep the log term and C0. The above table shows that

aN=a1=1(1+r)r

Therefore

limrr21(1+r)r=limr01(1+r)r=undefined

Since the limit does not exist then the log term is needed. Therefore the second solution has the form

y2(x)=Cy1(x)ln(x)+(n=0bnxn+r2)

Therefore

ddxy2(x)=Cy1(x)ln(x)+Cy1(x)x+(n=0bnxn+r2(n+r2)x)=Cy1(x)ln(x)+Cy1(x)x+(n=0x1+n+r2bn(n+r2))d2dx2y2(x)=Cy1(x)ln(x)+2Cy1(x)xCy1(x)x2+n=0(bnxn+r2(n+r2)2x2bnxn+r2(n+r2)x2)=Cy1(x)ln(x)+2Cy1(x)xCy1(x)x2+(n=0x2+n+r2bn(n+r2)(1+n+r2))

Substituting these back into the given ode x2yxy=0 gives

x2(Cy1(x)ln(x)+2Cy1(x)xCy1(x)x2+n=0(bnxn+r2(n+r2)2x2bnxn+r2(n+r2)x2))x(Cy1(x)ln(x)+(n=0bnxn+r2))=0

Which can be written as

(7)((y1(x)x2y1(x)x)ln(x)+x2(2y1(x)xy1(x)x2))C+x2(n=0(bnxn+r2(n+r2)2x2bnxn+r2(n+r2)x2))x(n=0bnxn+r2)=0

But since y1(x) is a solution to the ode, then

y1(x)x2y1(x)x=0

Eq (7) simplifes to

(8)x2(2y1(x)xy1(x)x2)C+x2(n=0(bnxn+r2(n+r2)2x2bnxn+r2(n+r2)x2))x(n=0bnxn+r2)=0

Substituting y1=n=0anxn+r1 into the above gives

(9)(2(n=0x1+n+r1an(n+r1))x(n=0anxn+r1))C+(n=0x2+n+r2bn(n+r2)(1+n+r2))x2x(n=0bnxn+r2)=0

Since r1=1 and r2=0 then the above becomes

(10)(2(n=0xnan(1+n))x(n=0anx1+n))C+(n=0xn2bnn(n1))x2x(n=0bnxn)=0

Which simplifies to

(2A)(n=02Cx1+nan(1+n))+n=0(anx1+nC)+(n=0nxnbn(n1))+n=0(x1+nbn)=0

The next step is to make all powers of x be n in each summation term. Going over each summation term above with power of x in it which is not already xn and adjusting the power and the corresponding index gives

n=02Cx1+nan(1+n)=n=12Can1nxnn=0(anx1+nC)=n=1(Can1xn)n=0(x1+nbn)=n=1(bn1xn)

Substituting all the above in Eq (2A) gives the following equation where now all powers of x are the same and equal to n.

(2B)(n=12Can1nxn)+n=1(Can1xn)+(n=0nxnbn(n1))+n=1(bn1xn)=0

For n=0 in Eq. (2B), we choose arbitray value for b0 as b0=1. For n=N, where N=1 which is the difference between the two roots, we are free to choose b1=0. Hence for n=1, Eq (2B) gives

C1=0

Which is solved for C. Solving for C gives

C=1

For n=2, Eq (2B) gives

3Ca1b1+2b2=0

Which when replacing the above values found already for bn and the values found earlier for an and for C, gives

2b2+32=0

Solving the above for b2 gives

b2=34

For n=3, Eq (2B) gives

5Ca2b2+6b3=0

Which when replacing the above values found already for bn and the values found earlier for an and for C, gives

6b3+76=0

Solving the above for b3 gives

b3=736

For n=4, Eq (2B) gives

7Ca3b3+12b4=0

Which when replacing the above values found already for bn and the values found earlier for an and for C, gives

12b4+35144=0

Solving the above for b4 gives

b4=351728

For n=5, Eq (2B) gives

9Ca4b4+20b5=0

Which when replacing the above values found already for bn and the values found earlier for an and for C, gives

20b5+1014320=0

Solving the above for b5 gives

b5=10186400

Now that we found all bn and C, we can calculate the second solution from

y2(x)=Cy1(x)ln(x)+(n=0bnxn+r2)

Using the above value found for C=1 and all bn, then the second solution becomes

y2(x)=1(x(1+x2+x212+x3144+x42880+x586400+O(x6)))ln(x)+13x247x33635x41728101x586400+O(x6)

Therefore the homogeneous solution is

yh(x)=c1y1(x)+c2y2(x)=c1x(1+x2+x212+x3144+x42880+x586400+O(x6))+c2(1(x(1+x2+x212+x3144+x42880+x586400+O(x6)))ln(x)+13x247x33635x41728101x586400+O(x6))

Hence the final solution is

y=yh=c1x(1+x2+x212+x3144+x42880+x586400+O(x6))+c2(x(1+x2+x212+x3144+x42880+x586400+O(x6))ln(x)+13x247x33635x41728101x586400+O(x6))
Maple. Time used: 0.024 (sec). Leaf size: 58
Order:=6; 
ode:=x^2*diff(diff(y(x),x),x)-x*y(x) = 0; 
dsolve(ode,y(x),type='series',x=0);
 
y=c1x(1+12x+112x2+1144x3+12880x4+186400x5+O(x6))+c2(ln(x)(x+12x2+112x3+1144x4+12880x5+O(x6))+(134x2736x3351728x410186400x5+O(x6)))

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
 

Maple step by step

Let’s solvex2(ddxddxy(x))xy(x)=0Highest derivative means the order of the ODE is2ddxddxy(x)Isolate 2nd derivativeddxddxy(x)=y(x)xGroup terms withy(x)on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linearddxddxy(x)y(x)x=0Check to see ifx0=0is a regular singular pointDefine functions[P2(x)=0,P3(x)=1x]xP2(x)is analytic atx=0(xP2(x))|x=0=0x2P3(x)is analytic atx=0(x2P3(x))|x=0=0x=0is a regular singular pointCheck to see ifx0=0is a regular singular pointx0=0Multiply by denominators(ddxddxy(x))xy(x)=0Assume series solution fory(x)y(x)=k=0akxk+rRewrite ODE with series expansionsConvertx(ddxddxy(x))to series expansionx(ddxddxy(x))=k=0ak(k+r)(k+r1)xk+r1Shift index usingk>k+1x(ddxddxy(x))=k=1ak+1(k+1+r)(k+r)xk+rRewrite ODE with series expansionsa0r(1+r)x1+r+(k=0(ak+1(k+1+r)(k+r)ak)xk+r)=0a0cannot be 0 by assumption, giving the indicial equationr(1+r)=0Values of r that satisfy the indicial equationr{0,1}Each term in the series must be 0, giving the recursion relationak+1(k+1+r)(k+r)ak=0Recursion relation that defines series solution to ODEak+1=ak(k+1+r)(k+r)Recursion relation forr=0ak+1=ak(k+1)kSolution forr=0[y(x)=k=0akxk,ak+1=ak(k+1)k]Recursion relation forr=1ak+1=ak(k+2)(k+1)Solution forr=1[y(x)=k=0akxk+1,ak+1=ak(k+2)(k+1)]Combine solutions and rename parameters[y(x)=(k=0akxk)+(k=0bkxk+1),ak+1=ak(k+1)k,bk+1=bk(k+2)(k+1)]
Mathematica. Time used: 0.019 (sec). Leaf size: 85
ode=x^2*D[y[x],{x,2}]-x*y[x]==0; 
ic={}; 
AsymptoticDSolveValue[{ode,ic},y[x],{x,0,5}]
 
y(x)c1(1144x(x3+12x2+72x+144)log(x)+47x4480x32160x21728x+17281728)+c2(x52880+x4144+x312+x22+x)
Sympy. Time used: 0.823 (sec). Leaf size: 29
from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(x**2*Derivative(y(x), (x, 2)) - x*y(x),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics,hint="2nd_power_series_regular",x0=0,n=6)
 
y(x)=C1x(x42880+x3144+x212+x2+1)+O(x6)