Internal problem ID [10626]
Internal file name [OUTPUT/9574_Monday_June_06_2022_03_10_37_PM_73313790/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 1.2.8-2. Equations containing
arbitrary functions and their derivatives.
Problem number: 34.
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]
\[ \boxed {y^{\prime }-y^{2}=-f \left (x \right )^{2}+f^{\prime }\left (x \right )} \]
In canonical form the ODE is \begin {align*} y' &= F(x,y)\\ &= y^{2}-f \left (x \right )^{2}+f^{\prime }\left (x \right ) \end {align*}
This is a Riccati ODE. Comparing the ODE to solve \[ y' = y^{2}-f \left (x \right )^{2}+f^{\prime }\left (x \right ) \] With Riccati ODE standard form \[ y' = f_0(x)+ f_1(x)y+f_2(x)y^{2} \] Shows that \(f_0(x)=-f \left (x \right )^{2}+f^{\prime }\left (x \right )\), \(f_1(x)=0\) and \(f_2(x)=1\). Let \begin {align*} y &= \frac {-u'}{f_2 u} \\ &= \frac {-u'}{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' &=0\\ f_1 f_2 &=0\\ f_2^2 f_0 &=-f \left (x \right )^{2}+f^{\prime }\left (x \right ) \end {align*}
Substituting the above terms back in equation (2) gives \begin {align*} u^{\prime \prime }\left (x \right )+\left (-f \left (x \right )^{2}+f^{\prime }\left (x \right )\right ) u \left (x \right ) &=0 \end {align*}
Solving the above ODE (this ode solved using Maple, not this program), gives
\[ u \left (x \right ) = \left (\int {\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}d x +c_{1} \right ) {\mathrm e}^{-\left (\int f \left (x \right )d x \right )} c_{2} \] The above shows that \[ u^{\prime }\left (x \right ) = -c_{2} \left (f \left (x \right ) \left (\int {\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}d x \right ) {\mathrm e}^{-\left (\int f \left (x \right )d x \right )}+f \left (x \right ) c_{1} {\mathrm e}^{-\left (\int f \left (x \right )d x \right )}-{\mathrm e}^{\int f \left (x \right )d x}\right ) \] Using the above in (1) gives the solution \[ y = \frac {\left (f \left (x \right ) \left (\int {\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}d x \right ) {\mathrm e}^{-\left (\int f \left (x \right )d x \right )}+f \left (x \right ) c_{1} {\mathrm e}^{-\left (\int f \left (x \right )d x \right )}-{\mathrm e}^{\int f \left (x \right )d x}\right ) {\mathrm e}^{\int f \left (x \right )d x}}{\int {\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}d x +c_{1}} \] Dividing both numerator and denominator by \(c_{1}\) gives, after renaming the constant \(\frac {c_{2}}{c_{1}}=c_{3}\) the following solution
\[ y = \frac {\left (\int {\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}d x \right ) f \left (x \right )+c_{3} f \left (x \right )-{\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}}{\int {\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}d x +c_{3}} \]
The solution(s) found are the following \begin{align*} \tag{1} y &= \frac {\left (\int {\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}d x \right ) f \left (x \right )+c_{3} f \left (x \right )-{\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}}{\int {\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}d x +c_{3}} \\ \end{align*}
Verification of solutions
\[ y = \frac {\left (\int {\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}d x \right ) f \left (x \right )+c_{3} f \left (x \right )-{\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}}{\int {\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}d x +c_{3}} \] Verified OK.
\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & y^{\prime }-y^{2}=-f \left (x \right )^{2}+f^{\prime }\left (x \right ) \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 1 \\ {} & {} & y^{\prime } \\ \bullet & {} & \textrm {Solve for the highest derivative}\hspace {3pt} \\ {} & {} & y^{\prime }=y^{2}-f \left (x \right )^{2}+f^{\prime }\left (x \right ) \end {array} \]
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 Special trying Riccati sub-methods: trying Riccati_symmetries trying Riccati to 2nd Order -> Calling odsolve with the ODE`, diff(diff(y(x), x), x) = (f(x)^2-(diff(f(x), x)))*y(x), y(x)` *** Sublevel 2 *** 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 <- unable to find a useful change of variables trying 2nd order exact linear trying symmetries linear in x and y(x) trying to convert to a linear ODE with constant coefficients 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)-(y(x)^2+y(x)+x^2*(-f(x)^2+diff(f(x), x)))/x, y(x), explicit` *** Sublevel 2 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 <- Riccati particular solution successful`
✓ Solution by Maple
Time used: 0.0 (sec). Leaf size: 45
dsolve(diff(y(x),x)=y(x)^2-f(x)^2+diff(f(x),x),y(x), singsol=all)
\[ y \left (x \right ) = \frac {-f \left (x \right ) \left (\int {\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}d x \right )+f \left (x \right ) c_{1} +{\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}}{c_{1} -\left (\int {\mathrm e}^{2 \left (\int f \left (x \right )d x \right )}d x \right )} \]
✗ Solution by Mathematica
Time used: 0.0 (sec). Leaf size: 0
DSolve[y'[x]==y[x]^2-f[x]^2+f'[x],y[x],x,IncludeSingularSolutions -> True]
Not solved