16.5 problem 23

16.5.1 Solving as riccati ode
16.5.2 Maple step by step solution

Internal problem ID [10579]
Internal file name [OUTPUT/9527_Monday_June_06_2022_03_04_28_PM_46831198/index.tex]

Book: Handbook of exact solutions for ordinary differential equations. By Polyanin and Zaitsev. Second edition
Section: Chapter 1, section 1.2. Riccati Equation. subsection 1.2.7-3. Equations containing arctangent.
Problem number: 23.
ODE order: 1.
ODE degree: 1.

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

Maple gives the following as the ode type

[_Riccati]

\[ \boxed {y^{\prime }-\lambda \arctan \left (x \right )^{n} y^{2}+b \lambda \,x^{m} \arctan \left (x \right )^{n} y=b m \,x^{m -1}} \]

16.5.1 Solving as riccati ode

In canonical form the ODE is \begin {align*} y' &= F(x,y)\\ &= \lambda \arctan \left (x \right )^{n} y^{2}-b \lambda \,x^{m} \arctan \left (x \right )^{n} y +b m \,x^{m -1} \end {align*}

This is a Riccati ODE. Comparing the ODE to solve \[ y' = \lambda \arctan \left (x \right )^{n} y^{2}-b \lambda \,x^{m} \arctan \left (x \right )^{n} y +\frac {b m \,x^{m}}{x} \] With Riccati ODE standard form \[ y' = f_0(x)+ f_1(x)y+f_2(x)y^{2} \] Shows that \(f_0(x)=b m \,x^{m -1}\), \(f_1(x)=-b \lambda \,x^{m} \arctan \left (x \right )^{n}\) and \(f_2(x)=\arctan \left (x \right )^{n} \lambda \). Let \begin {align*} y &= \frac {-u'}{f_2 u} \\ &= \frac {-u'}{\arctan \left (x \right )^{n} \lambda u} \tag {1} \end {align*}

Using the above substitution in the given ODE results (after some simplification)in a second order ODE to solve for \(u(x)\) which is \begin {align*} f_2 u''(x) -\left ( f_2' + f_1 f_2 \right ) u'(x) + f_2^2 f_0 u(x) &= 0 \tag {2} \end {align*}

But \begin {align*} f_2' &=\frac {\arctan \left (x \right )^{n} n \lambda }{\left (x^{2}+1\right ) \arctan \left (x \right )}\\ f_1 f_2 &=-b \,\lambda ^{2} x^{m} \arctan \left (x \right )^{2 n}\\ f_2^2 f_0 &=\arctan \left (x \right )^{2 n} \lambda ^{2} b m \,x^{m -1} \end {align*}

Substituting the above terms back in equation (2) gives \begin {align*} \arctan \left (x \right )^{n} \lambda u^{\prime \prime }\left (x \right )-\left (\frac {\arctan \left (x \right )^{n} n \lambda }{\left (x^{2}+1\right ) \arctan \left (x \right )}-b \,\lambda ^{2} x^{m} \arctan \left (x \right )^{2 n}\right ) u^{\prime }\left (x \right )+\arctan \left (x \right )^{2 n} \lambda ^{2} b m \,x^{m -1} u \left (x \right ) &=0 \end {align*}

Solving the above ODE (this ode solved using Maple, not this program), gives

\[ u \left (x \right ) = \operatorname {DESol}\left (\left \{\textit {\_Y}^{\prime \prime }\left (x \right )-\frac {n \textit {\_Y}^{\prime }\left (x \right )}{\left (x^{2}+1\right ) \arctan \left (x \right )}+\arctan \left (x \right )^{n} b \lambda \,x^{m} \textit {\_Y}^{\prime }\left (x \right )+\arctan \left (x \right )^{n} \lambda b m \,x^{m -1} \textit {\_Y} \left (x \right )\right \}, \left \{\textit {\_Y} \left (x \right )\right \}\right ) \] The above shows that \[ u^{\prime }\left (x \right ) = \frac {\partial }{\partial x}\operatorname {DESol}\left (\left \{\textit {\_Y}^{\prime \prime }\left (x \right )-\frac {n \textit {\_Y}^{\prime }\left (x \right )}{\left (x^{2}+1\right ) \arctan \left (x \right )}+\arctan \left (x \right )^{n} b \lambda \,x^{m} \textit {\_Y}^{\prime }\left (x \right )+\arctan \left (x \right )^{n} \lambda b m \,x^{m -1} \textit {\_Y} \left (x \right )\right \}, \left \{\textit {\_Y} \left (x \right )\right \}\right ) \] Using the above in (1) gives the solution \[ y = -\frac {\left (\frac {\partial }{\partial x}\operatorname {DESol}\left (\left \{\textit {\_Y}^{\prime \prime }\left (x \right )-\frac {n \textit {\_Y}^{\prime }\left (x \right )}{\left (x^{2}+1\right ) \arctan \left (x \right )}+\arctan \left (x \right )^{n} b \lambda \,x^{m} \textit {\_Y}^{\prime }\left (x \right )+\arctan \left (x \right )^{n} \lambda b m \,x^{m -1} \textit {\_Y} \left (x \right )\right \}, \left \{\textit {\_Y} \left (x \right )\right \}\right )\right ) \arctan \left (x \right )^{-n}}{\lambda \operatorname {DESol}\left (\left \{\textit {\_Y}^{\prime \prime }\left (x \right )-\frac {n \textit {\_Y}^{\prime }\left (x \right )}{\left (x^{2}+1\right ) \arctan \left (x \right )}+\arctan \left (x \right )^{n} b \lambda \,x^{m} \textit {\_Y}^{\prime }\left (x \right )+\arctan \left (x \right )^{n} \lambda b m \,x^{m -1} \textit {\_Y} \left (x \right )\right \}, \left \{\textit {\_Y} \left (x \right )\right \}\right )} \] Dividing both numerator and denominator by \(c_{1}\) gives, after renaming the constant \(\frac {c_{2}}{c_{1}}=c_{3}\) the following solution

\[ y = -\frac {\left (\frac {\partial }{\partial x}\operatorname {DESol}\left (\left \{\frac {b \lambda \left (x^{2}+1\right ) \left (m \textit {\_Y} \left (x \right ) x^{m -1}+\textit {\_Y}^{\prime }\left (x \right ) x^{m}\right ) \arctan \left (x \right )^{n +1}+\textit {\_Y}^{\prime \prime }\left (x \right ) \left (x^{2}+1\right ) \arctan \left (x \right )-n \textit {\_Y}^{\prime }\left (x \right )}{\left (x^{2}+1\right ) \arctan \left (x \right )}\right \}, \left \{\textit {\_Y} \left (x \right )\right \}\right )\right ) \arctan \left (x \right )^{-n}}{\lambda \operatorname {DESol}\left (\left \{\frac {b \lambda \left (x^{2+m} m \textit {\_Y} \left (x \right )+m \,x^{m} \textit {\_Y} \left (x \right )+x^{m +3} \textit {\_Y}^{\prime }\left (x \right )+\textit {\_Y}^{\prime }\left (x \right ) x^{1+m}\right ) \arctan \left (x \right )^{n +1}-x \left (\left (-x^{2}-1\right ) \arctan \left (x \right ) \textit {\_Y}^{\prime \prime }\left (x \right )+n \textit {\_Y}^{\prime }\left (x \right )\right )}{\arctan \left (x \right ) x \left (x^{2}+1\right )}\right \}, \left \{\textit {\_Y} \left (x \right )\right \}\right )} \]

Summary

The solution(s) found are the following \begin{align*} \tag{1} y &= -\frac {\left (\frac {\partial }{\partial x}\operatorname {DESol}\left (\left \{\frac {b \lambda \left (x^{2}+1\right ) \left (m \textit {\_Y} \left (x \right ) x^{m -1}+\textit {\_Y}^{\prime }\left (x \right ) x^{m}\right ) \arctan \left (x \right )^{n +1}+\textit {\_Y}^{\prime \prime }\left (x \right ) \left (x^{2}+1\right ) \arctan \left (x \right )-n \textit {\_Y}^{\prime }\left (x \right )}{\left (x^{2}+1\right ) \arctan \left (x \right )}\right \}, \left \{\textit {\_Y} \left (x \right )\right \}\right )\right ) \arctan \left (x \right )^{-n}}{\lambda \operatorname {DESol}\left (\left \{\frac {b \lambda \left (x^{2+m} m \textit {\_Y} \left (x \right )+m \,x^{m} \textit {\_Y} \left (x \right )+x^{m +3} \textit {\_Y}^{\prime }\left (x \right )+\textit {\_Y}^{\prime }\left (x \right ) x^{1+m}\right ) \arctan \left (x \right )^{n +1}-x \left (\left (-x^{2}-1\right ) \arctan \left (x \right ) \textit {\_Y}^{\prime \prime }\left (x \right )+n \textit {\_Y}^{\prime }\left (x \right )\right )}{\arctan \left (x \right ) x \left (x^{2}+1\right )}\right \}, \left \{\textit {\_Y} \left (x \right )\right \}\right )} \\ \end{align*}

Verification of solutions

\[ y = -\frac {\left (\frac {\partial }{\partial x}\operatorname {DESol}\left (\left \{\frac {b \lambda \left (x^{2}+1\right ) \left (m \textit {\_Y} \left (x \right ) x^{m -1}+\textit {\_Y}^{\prime }\left (x \right ) x^{m}\right ) \arctan \left (x \right )^{n +1}+\textit {\_Y}^{\prime \prime }\left (x \right ) \left (x^{2}+1\right ) \arctan \left (x \right )-n \textit {\_Y}^{\prime }\left (x \right )}{\left (x^{2}+1\right ) \arctan \left (x \right )}\right \}, \left \{\textit {\_Y} \left (x \right )\right \}\right )\right ) \arctan \left (x \right )^{-n}}{\lambda \operatorname {DESol}\left (\left \{\frac {b \lambda \left (x^{2+m} m \textit {\_Y} \left (x \right )+m \,x^{m} \textit {\_Y} \left (x \right )+x^{m +3} \textit {\_Y}^{\prime }\left (x \right )+\textit {\_Y}^{\prime }\left (x \right ) x^{1+m}\right ) \arctan \left (x \right )^{n +1}-x \left (\left (-x^{2}-1\right ) \arctan \left (x \right ) \textit {\_Y}^{\prime \prime }\left (x \right )+n \textit {\_Y}^{\prime }\left (x \right )\right )}{\arctan \left (x \right ) x \left (x^{2}+1\right )}\right \}, \left \{\textit {\_Y} \left (x \right )\right \}\right )} \] Verified OK.

16.5.2 Maple step by step solution

\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & y^{\prime }-\lambda \arctan \left (x \right )^{n} y^{2}+b \lambda \,x^{m} \arctan \left (x \right )^{n} y=b m \,x^{m -1} \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 1 \\ {} & {} & y^{\prime } \\ \bullet & {} & \textrm {Solve for the highest derivative}\hspace {3pt} \\ {} & {} & y^{\prime }=\lambda \arctan \left (x \right )^{n} y^{2}-b \lambda \,x^{m} \arctan \left (x \right )^{n} y+b m \,x^{m -1} \end {array} \]

Maple trace

`Methods for first order ODEs: 
--- Trying classification methods --- 
trying a quadrature 
trying 1st order linear 
trying Bernoulli 
trying separable 
trying inverse linear 
trying homogeneous types: 
trying Chini 
differential order: 1; looking for linear symmetries 
trying exact 
Looking for potential symmetries 
trying Riccati 
trying Riccati sub-methods: 
   trying Riccati_symmetries 
   trying Riccati to 2nd Order 
   -> Calling odsolve with the ODE`, diff(diff(y(x), x), x) = -(x^m*arctan(x)^n*arctan(x)*b*lambda*x^2+b*lambda*x^m*arctan(x)^n*arct 
      Methods for second order ODEs: 
      --- Trying classification methods --- 
      trying a symmetry of the form [xi=0, eta=F(x)] 
      checking if the LODE is missing y 
      -> Heun: Equivalence to the GHE or one of its 4 confluent cases under a power @ Moebius 
      -> trying a solution of the form r0(x) * Y + r1(x) * Y where Y = exp(int(r(x), dx)) * 2F1([a1, a2], [b1], f) 
      -> Trying changes of variables to rationalize or make the ODE simpler 
         trying a symmetry of the form [xi=0, eta=F(x)] 
         checking if the LODE is missing y 
         -> Heun: Equivalence to the GHE or one of its 4 confluent cases under a power @ Moebius 
         -> trying a solution of the form r0(x) * Y + r1(x) * Y where Y = exp(int(r(x), dx)) * 2F1([a1, a2], [b1], f) 
            trying a symmetry of the form [xi=0, eta=F(x)] 
            trying 2nd order exact linear 
            trying symmetries linear in x and y(x) 
            trying to convert to a linear ODE with constant coefficients 
            -> trying with_periodic_functions in the coefficients 
      <- unable to find a useful change of variables 
         trying a symmetry of the form [xi=0, eta=F(x)] 
         trying 2nd order exact linear 
         trying symmetries linear in x and y(x) 
         trying to convert to a linear ODE with constant coefficients 
         trying 2nd order, integrating factor of the form mu(x,y) 
         trying a symmetry of the form [xi=0, eta=F(x)] 
         checking if the LODE is missing y 
         -> Heun: Equivalence to the GHE or one of its 4 confluent cases under a power @ Moebius 
         -> trying a solution of the form r0(x) * Y + r1(x) * Y where Y = exp(int(r(x), dx)) * 2F1([a1, a2], [b1], f) 
         -> Trying changes of variables to rationalize or make the ODE simpler 
            trying a symmetry of the form [xi=0, eta=F(x)] 
            checking if the LODE is missing y 
            -> Heun: Equivalence to the GHE or one of its 4 confluent cases under a power @ Moebius 
            -> trying a solution of the form r0(x) * Y + r1(x) * Y where Y = exp(int(r(x), dx)) * 2F1([a1, a2], [b1], f) 
               trying a symmetry of the form [xi=0, eta=F(x)] 
               trying 2nd order exact linear 
               trying symmetries linear in x and y(x) 
               trying to convert to a linear ODE with constant coefficients 
               -> trying with_periodic_functions in the coefficients 
         <- unable to find a useful change of variables 
            trying a symmetry of the form [xi=0, eta=F(x)] 
         trying to convert to an ODE of Bessel type 
   -> Trying a change of variables to reduce to Bernoulli 
   -> Calling odsolve with the ODE`, diff(y(x), x)-(arctan(x)^n*lambda*y(x)^2+y(x)-b*lambda*x^m*arctan(x)^n*y(x)*x+x^2*b*m*x^(m-1))/ 
      Methods for first order ODEs: 
      --- Trying classification methods --- 
      trying a quadrature 
      trying 1st order linear 
      trying Bernoulli 
      trying separable 
      trying inverse linear 
      trying homogeneous types: 
      trying Chini 
      differential order: 1; looking for linear symmetries 
      trying exact 
      Looking for potential symmetries 
      trying Riccati 
      trying Riccati sub-methods: 
         trying Riccati_symmetries 
      trying inverse_Riccati 
      trying 1st order ODE linearizable_by_differentiation 
   -> trying a symmetry pattern of the form [F(x)*G(y), 0] 
   -> trying a symmetry pattern of the form [0, F(x)*G(y)] 
   -> trying a symmetry pattern of the form [F(x),G(x)*y+H(x)] 
trying inverse_Riccati 
trying 1st order ODE linearizable_by_differentiation 
--- Trying Lie symmetry methods, 1st order --- 
`, `-> Computing symmetries using: way = 4 
`, `-> Computing symmetries using: way = 2 
`, `-> Computing symmetries using: way = 6`
 

Solution by Maple

dsolve(diff(y(x),x)=lambda*arctan(x)^n*y(x)^2-b*lambda*x^m*arctan(x)^n*y(x)+b*m*x^(m-1),y(x), singsol=all)
 

\[ \text {No solution found} \]

Solution by Mathematica

Time used: 0.0 (sec). Leaf size: 0

DSolve[y'[x]==\[Lambda]*ArcTan[x]^n*y[x]^2-b*\[Lambda]*x^m*ArcTan[x]^n*y[x]+b*m*x^(m-1),y[x],x,IncludeSingularSolutions -> True]
 

Not solved