27.18 problem 28

27.18.1 Maple step by step solution

Internal problem ID [10851]
Internal file name [OUTPUT/10108_Sunday_December_24_2023_05_12_23_PM_84918379/index.tex]

Book: Handbook of exact solutions for ordinary differential equations. By Polyanin and Zaitsev. Second edition
Section: Chapter 2, Second-Order Differential Equations. section 2.1.2-2 Equation of form \(y''+f(x)y'+g(x)y=0\)
Problem number: 28.
ODE order: 2.
ODE degree: 1.

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

Maple gives the following as the ode type

[[_2nd_order, _with_linear_symmetries]]

Unable to solve or complete the solution.

\[ \boxed {y^{\prime \prime }+\left (a x +b \right ) y^{\prime }+\left (c x +d \right ) y=0} \]

27.18.1 Maple step by step solution

\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & \frac {d}{d x}y^{\prime }+\left (a x +b \right ) y^{\prime }+\left (c x +d \right ) y=0 \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 2 \\ {} & {} & \frac {d}{d x}y^{\prime } \\ \bullet & {} & \textrm {Assume series solution for}\hspace {3pt} y \\ {} & {} & y=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} x^{k} \\ \square & {} & \textrm {Rewrite ODE with series expansions}\hspace {3pt} \\ {} & \circ & \textrm {Convert}\hspace {3pt} x^{m}\cdot y\hspace {3pt}\textrm {to series expansion for}\hspace {3pt} m =0..1 \\ {} & {} & x^{m}\cdot y=\moverset {\infty }{\munderset {k =\max \left (0, -m \right )}{\sum }}a_{k} x^{k +m} \\ {} & \circ & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k -m \\ {} & {} & x^{m}\cdot y=\moverset {\infty }{\munderset {k =\max \left (0, -m \right )+m}{\sum }}a_{k -m} x^{k} \\ {} & \circ & \textrm {Convert}\hspace {3pt} x^{m}\cdot y^{\prime }\hspace {3pt}\textrm {to series expansion for}\hspace {3pt} m =0..1 \\ {} & {} & x^{m}\cdot y^{\prime }=\moverset {\infty }{\munderset {k =\max \left (0, 1-m \right )}{\sum }}a_{k} k \,x^{k -1+m} \\ {} & \circ & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k +1-m \\ {} & {} & x^{m}\cdot y^{\prime }=\moverset {\infty }{\munderset {k =\max \left (0, 1-m \right )+m -1}{\sum }}a_{k +1-m} \left (k +1-m \right ) x^{k} \\ {} & \circ & \textrm {Convert}\hspace {3pt} \frac {d}{d x}y^{\prime }\hspace {3pt}\textrm {to series expansion}\hspace {3pt} \\ {} & {} & \frac {d}{d x}y^{\prime }=\moverset {\infty }{\munderset {k =2}{\sum }}a_{k} k \left (k -1\right ) x^{k -2} \\ {} & \circ & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k +2 \\ {} & {} & \frac {d}{d x}y^{\prime }=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k +2} \left (k +2\right ) \left (k +1\right ) x^{k} \\ & {} & \textrm {Rewrite ODE with series expansions}\hspace {3pt} \\ {} & {} & a_{1} b +a_{0} d +2 a_{2}+\left (\moverset {\infty }{\munderset {k =1}{\sum }}\left (a_{k +2} \left (k +2\right ) \left (k +1\right )+a_{k +1} \left (k +1\right ) b +a_{k} \left (a k +d \right )+a_{k -1} c \right ) x^{k}\right )=0 \\ \bullet & {} & \textrm {Each term must be 0}\hspace {3pt} \\ {} & {} & a_{1} b +a_{0} d +2 a_{2}=0 \\ \bullet & {} & \textrm {Each term in the series must be 0, giving the recursion relation}\hspace {3pt} \\ {} & {} & k^{2} a_{k +2}+\left (a a_{k}+a_{k +1} b +3 a_{k +2}\right ) k +a_{k +1} b +a_{k -1} c +a_{k} d +2 a_{k +2}=0 \\ \bullet & {} & \textrm {Shift index using}\hspace {3pt} k \mathrm {->}k +1 \\ {} & {} & \left (k +1\right )^{2} a_{k +3}+\left (a a_{k +1}+a_{k +2} b +3 a_{k +3}\right ) \left (k +1\right )+a_{k +2} b +a_{k} c +a_{k +1} d +2 a_{k +3}=0 \\ \bullet & {} & \textrm {Recursion relation that defines the series solution to the ODE}\hspace {3pt} \\ {} & {} & \left [y=\moverset {\infty }{\munderset {k =0}{\sum }}a_{k} x^{k}, a_{k +3}=-\frac {a k a_{k +1}+b k a_{k +2}+a a_{k +1}+2 a_{k +2} b +a_{k} c +a_{k +1} d}{k^{2}+5 k +6}, a_{1} b +a_{0} d +2 a_{2}=0\right ] \end {array} \]

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 
   -> elliptic 
   -> Legendre 
   -> Kummer 
      -> hyper3: Equivalence to 1F1 under a power @ Moebius 
   -> hypergeometric 
      -> heuristic approach 
      <- heuristic approach successful 
   <- hypergeometric successful 
<- special function solution successful`
 

Solution by Maple

Time used: 0.031 (sec). Leaf size: 98

dsolve(diff(y(x),x$2)+(a*x+b)*diff(y(x),x)+(c*x+d)*y(x)=0,y(x), singsol=all)
 

\[ y \left (x \right ) = {\mathrm e}^{-\frac {c x}{a}} \left (\operatorname {KummerM}\left (\frac {d \,a^{2}-a b c +c^{2}}{2 a^{3}}, \frac {1}{2}, -\frac {\left (a^{2} x +a b -2 c \right )^{2}}{2 a^{3}}\right ) c_{1} +\operatorname {KummerU}\left (\frac {d \,a^{2}-a b c +c^{2}}{2 a^{3}}, \frac {1}{2}, -\frac {\left (a^{2} x +a b -2 c \right )^{2}}{2 a^{3}}\right ) c_{2} \right ) \]

Solution by Mathematica

Time used: 0.116 (sec). Leaf size: 132

DSolve[y''[x]+(a*x+b)*y'[x]+(c*x+d)*y[x]==0,y[x],x,IncludeSingularSolutions -> True]
 

\[ y(x)\to e^{\frac {c x}{a}-\frac {a x^2}{2}-b x} \left (c_2 \operatorname {Hypergeometric1F1}\left (\frac {a^3-d a^2+b c a-c^2}{2 a^3},\frac {1}{2},\frac {\left (x a^2+b a-2 c\right )^2}{2 a^3}\right )+c_1 \operatorname {HermiteH}\left (\frac {-a^3+d a^2-b c a+c^2}{a^3},\frac {x a^2+b a-2 c}{\sqrt {2} a^{3/2}}\right )\right ) \]