2.1.94 Problem 96

Internal problem ID [9266]
Book : Collection of Kovacic problems
Section : section 1
Problem number : 96
Date solved : Wednesday, March 05, 2025 at 07:46:37 AM
CAS classification : [[_2nd_order, _with_linear_symmetries]]

Solve

$$\begin{array}{rl}2x^2{y}^{\prime \prime }+5x{y}^{\prime }+(1+x)y& =0\end{array}$$

Solved as second order ode using Kovacic algorithm

Time used: 0.278 (sec)

Writing the ode as

$$\begin{array}{}\text{(1)}& 2x^2{y}^{\prime \prime }+5x{y}^{\prime }+(1+x)y& =0\text{(2)}& A{y}^{\prime \prime }+B{y}^{\prime }+Cy& =0\end{array}$$

Comparing (1) and (2) shows that

$$\begin{array}{rl}A& =2x^2\\ \text{(3)}& B& =5xC& =1+x\end{array}$$

Applying the Liouville transformation on the dependent variable gives

$$\begin{array}{rl}z(x)& =y{e}^{\int \frac{B}{2A}dx}\end{array}$$

Then (2) becomes

$$\begin{array}{}\text{(4)}& z^{″}(x)=rz(x)\end{array}$$

Where $r$ is given by

$$\begin{array}{rl}\text{(5)}& r& =\frac{s}{t}& =\frac{2A{B}^{\prime }-2B{A}^{\prime }+B^2-4AC}{4A^2}\end{array}$$

Substituting the values of $A,B,C$ from (3) in the above and simplifying gives

$$\begin{array}{}\text{(6)}& r& =\frac{-3-8x}{16x^2}\end{array}$$

Comparing the above to (5) shows that

$$\begin{array}{rl}s& =-3-8x\\ t& =16x^2\end{array}$$

Therefore eq. (4) becomes

$$\begin{array}{}\text{(7)}& z^{″}(x)& =\left(\frac{-3-8x}{16x^2}\right)z(x)\end{array}$$

Equation (7) is now solved. After finding $z(x)$ then $y$ is found using the inverse transformation

$$\begin{array}{rl}y& =z\left(x\right)e^{-\int \frac{B}{2A}dx}\end{array}$$

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 $\mathrm{\infty }$. The following table summarizes these cases.

Case	Allowed pole order for $r$	Allowed value for $\mathcal{O}(\mathrm{\infty })$
1	$\{0,1,2,4,6,8,\cdots \}$	$\{\cdots ,-6,-4,-2,0,2,3,4,5,6,\cdots \}$
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	$\{1,2\}$	$\{2,3,4,5,6,7,\cdots \}$

Table 2.94: Necessary conditions for each Kovacic case

The order of $r$ at $\mathrm{\infty }$ is the degree of $t$ minus the degree of $s$. Therefore

$$\begin{array}{rl}O\left(\mathrm{\infty }\right)& =\text{deg}(t)-\text{deg}(s)\\ & =2-1\\ & =1\end{array}$$

The poles of $r$ in eq. (7) and the order of each pole are determined by solving for the roots of $t=16x^2$. There is a pole at $x=0$ of order $2$. Since there is a pole of order $2$ then necessary conditions for case two are met. Therefore

$$\begin{array}{rl}L& =[2]\end{array}$$

Attempting to find a solution using case $n=2$.

Looking at poles of order 2. The partial fractions decomposition of $r$ is

$$r=-\frac{3}{16x^2}-\frac{1}{2x}$$

For the pole at $x=0$ let $b$ be the coefficient of $\frac{1}{x^2}$ in the partial fractions decomposition of $r$ given above. Therefore $b=-\frac{3}{16}$. Hence

$$\begin{array}{rl}{E}_c& =\{2,2+2\sqrt{1+4b},2-2\sqrt{1+4b}\}\\ & =\{1,2,3\}\end{array}$$

Since the order of $r$ at $\mathrm{\infty }$ is $1<2$ then

$$\begin{array}{r}{E}_{\mathrm{\infty }}=\{1\}\end{array}$$

The following table summarizes the findings so far for poles and for the order of $r$ at $\mathrm{\infty }$ for case 2 of Kovacic algorithm.

pole $c$ location	pole order	$E_c$
$0$	$2$	$\{1,2,3\}$

Order of $r$ at $\mathrm{\infty }$	$E_{\mathrm{\infty }}$
$1$	$\{1\}$

Using the family $\{e_1,e_2,\dots ,e_{\mathrm{\infty }}\}$ given by

$$e_1=1,e_{\mathrm{\infty }}=1$$

Gives a non negative integer $d$ (the degree of the polynomial $p(x)$), which is generated using

$$\begin{array}{rl}d& =\frac{1}{2}(e_{\mathrm{\infty }}-\sum _{c\in \mathrm{\Gamma }}{e}_c)\\ & =\frac{1}{2}(1-\left(1\right))\\ & =0\end{array}$$

We now form the following rational function

$$\begin{array}{rl}\theta & =\frac{1}{2}\sum _{c\in \mathrm{\Gamma }}\frac{e_c}{x-c}\\ & =\frac{1}{2}\left(\frac{1}{(x-\left(0\right))}\right)\\ & =\frac{1}{2x}\end{array}$$

Now we search for a monic polynomial $p(x)$ of degree $d=0$ such that

$$\begin{array}{}\text{(1A)}& p^{‴}+3\theta p^{″}+(3{\theta }^2+3{\theta }^{\prime }-4r)p^{\prime }+({\theta }^{″}+3\theta {\theta }^{\prime }+{\theta }^3-4r\theta -2r^{\prime })p=0\end{array}$$

Since $d=0$, then letting

$$\begin{array}{}\text{(2A)}& p=1\end{array}$$

Substituting $p$ and $\theta$ into Eq. (1A) gives

$$0=0$$

And solving for $p$ gives

$$p=1$$

Now that $p(x)$ is found let

$$\begin{array}{rl}\varphi & =\theta +\frac{p^{\prime }}{p}\\ & =\frac{1}{2x}\end{array}$$

Let $\omega$ be the solution of

$$\begin{array}{rl}{\omega }^2-\varphi \omega +(\frac{1}{2}{\varphi }^{\prime }+\frac{1}{2}{\varphi }^2-r)& =0\end{array}$$

Substituting the values for $\varphi$ and $r$ into the above equation gives

$$w^2-\frac{w}{2x}+\frac{1+8x}{16x^2}=0$$

Solving for $\omega$ gives

$$\begin{array}{rl}\omega & =\frac{1+2\sqrt{2}\sqrt{-x}}{4x}\end{array}$$

Therefore the first solution to the ode $z^{″}=rz$ is

$$\begin{array}{rl}{z}_1(x)& =e^{\int \omega dx}\\ & ={\mathrm{e}}^{\int \frac{1+2\sqrt{2}\sqrt{-x}}{4x}dx}\\ & =x^{1/4}{\mathrm{e}}^{\sqrt{2}\sqrt{-x}}\end{array}$$

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

$$\begin{array}{rl}{y}_1& =z_1{e}^{\int -\frac{1}{2}\frac{B}{A}dx}\\ & =z_1{e}^{-\int \frac{1}{2}\frac{5x}{2x^2}dx}\\ & =z_1{e}^{-\frac{5\ln \left(x\right)}{4}}\\ & =z_1\left(\frac{1}{x^{5/4}}\right)\end{array}$$

Which simplifies to

$$y_1=\frac{{\mathrm{e}}^{\sqrt{2}\sqrt{-x}}}{x}$$

The second solution $y_2$ to the original ode is found using reduction of order

$$y_2=y_1\int \frac{e^{\int -\frac{B}{A}dx}}{y_1^2}dx$$

Substituting gives

$$\begin{array}{rl}{y}_2& =y_1\int \frac{e^{\int -\frac{5x}{2x^2}dx}}{{\left(y_1\right)}^2}dx\\ & =y_1\int \frac{e^{-\frac{5\ln \left(x\right)}{2}}}{{\left(y_1\right)}^2}dx\\ & =y_1(-\frac{\sqrt{2}\sqrt{-x}(1-{\mathrm{e}}^{-2\sqrt{2}\sqrt{-x}})}{2\sqrt{x}})\end{array}$$

Therefore the solution is

$$\begin{array}{rl}y& =c_1{y}_1+c_2{y}_2\\ & =c_1\left(\frac{{\mathrm{e}}^{\sqrt{2}\sqrt{-x}}}{x}\right)+c_2\left(\frac{{\mathrm{e}}^{\sqrt{2}\sqrt{-x}}}{x}(-\frac{\sqrt{2}\sqrt{-x}(1-{\mathrm{e}}^{-2\sqrt{2}\sqrt{-x}})}{2\sqrt{x}})\right)\end{array}$$

Will add steps showing solving for IC soon.

✓ Maple. Time used: 0.008 (sec). Leaf size: 29

ode:=2*x^2*diff(diff(y(x),x),x)+5*x*diff(y(x),x)+y(x)*(x+1) = 0; 
dsolve(ode,y(x), singsol=all);
 

$$y=\frac{c_1\sin \left(\sqrt{x}\sqrt{2}\right)+c_2\cos \left(\sqrt{x}\sqrt{2}\right)}{x}$$

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 
   A Liouvillian solution exists 
   Group is reducible or imprimitive 
<- Kovacics algorithm successful`
 

Maple step by step

$$\begin{array}{lll}& & \text{Let’s solve}\\ & & 2x^2\left(\frac{d^2}{d{x}^2}y\left(x\right)\right)+5x\left(\frac{d}{dx}y\left(x\right)\right)+(x+1)y\left(x\right)=0\\ \bullet & & \text{Highest derivative means the order of the ODE is}2\\ & & \frac{d^2}{d{x}^2}y\left(x\right)\\ \bullet & & \text{Isolate 2nd derivative}\\ & & \frac{d^2}{d{x}^2}y\left(x\right)=-\frac{(x+1)y\left(x\right)}{2x^2}-\frac{5\left(\frac{d}{dx}y\left(x\right)\right)}{2x}\\ \bullet & & \text{Group terms with}y\left(x\right)\text{on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linear}\\ & & \frac{d^2}{d{x}^2}y\left(x\right)+\frac{5\left(\frac{d}{dx}y\left(x\right)\right)}{2x}+\frac{(x+1)y\left(x\right)}{2x^2}=0\\ ◻& & \text{Check to see if}{x}_0=0\text{is a regular singular point}\\ & \circ & \text{Define functions}\\ & & [P_2\left(x\right)=\frac{5}{2x},P_3\left(x\right)=\frac{x+1}{2x^2}]\\ & \circ & x\cdot P_2\left(x\right)\text{is analytic at}x=0\\ & & (x\cdot P_2\left(x\right))|{}_{x=0}=\frac{5}{2}\\ & \circ & x^2\cdot P_3\left(x\right)\text{is analytic at}x=0\\ & & (x^2\cdot P_3\left(x\right))|{}_{x=0}=\frac{1}{2}\\ & \circ & x=0\text{is a regular singular point}\\ & & \text{Check to see if}{x}_0=0\text{is a regular singular point}\\ & & x_0=0\\ \bullet & & \text{Multiply by denominators}\\ & & 2x^2\left(\frac{d^2}{d{x}^2}y\left(x\right)\right)+5x\left(\frac{d}{dx}y\left(x\right)\right)+(x+1)y\left(x\right)=0\\ \bullet & & \text{Assume series solution for}y\left(x\right)\\ & & y\left(x\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k{x}^{k+r}\\ ◻& & \text{Rewrite ODE with series expansions}\\ & \circ & \text{Convert}{x}^m\cdot y\left(x\right)\text{to series expansion for}m=0..1\\ & & x^m\cdot y\left(x\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k{x}^{k+r+m}\\ & \circ & \text{Shift index using}k->k-m\\ & & x^m\cdot y\left(x\right)=\stackrel{\mathrm{\infty }}{\sum _{k=m}}{a}_{k-m}{x}^{k+r}\\ & \circ & \text{Convert}x\cdot \left(\frac{d}{dx}y\left(x\right)\right)\text{to series expansion}\\ & & x\cdot \left(\frac{d}{dx}y\left(x\right)\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k(k+r)x^{k+r}\\ & \circ & \text{Convert}{x}^2\cdot \left(\frac{d^2}{d{x}^2}y\left(x\right)\right)\text{to series expansion}\\ & & x^2\cdot \left(\frac{d^2}{d{x}^2}y\left(x\right)\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k(k+r)(k+r-1)x^{k+r}\\ & & \text{Rewrite ODE with series expansions}\\ & & a_0(1+r)(1+2r)x^r+(\stackrel{\mathrm{\infty }}{\sum _{k=1}}(a_k(k+r+1)(2k+2r+1)+a_{k-1})x^{k+r})=0\\ \bullet & & a_0\text{cannot be 0 by assumption, giving the indicial equation}\\ & & (1+r)(1+2r)=0\\ \bullet & & \text{Values of r that satisfy the indicial equation}\\ & & r\in \{-1,-\frac{1}{2}\}\\ \bullet & & \text{Each term in the series must be 0, giving the recursion relation}\\ & & 2(k+r+1)(k+r+\frac{1}{2})a_k+a_{k-1}=0\\ \bullet & & \text{Shift index using}k->k+1\\ & & 2(k+2+r)(k+\frac{3}{2}+r)a_{k+1}+a_k=0\\ \bullet & & \text{Recursion relation that defines series solution to ODE}\\ & & a_{k+1}=-\frac{a_k}{(k+2+r)(2k+3+2r)}\\ \bullet & & \text{Recursion relation for}r=-1\\ & & a_{k+1}=-\frac{a_k}{(k+1)(2k+1)}\\ \bullet & & \text{Solution for}r=-1\\ & & [y\left(x\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k{x}^{k-1},a_{k+1}=-\frac{a_k}{(k+1)(2k+1)}]\\ \bullet & & \text{Recursion relation for}r=-\frac{1}{2}\\ & & a_{k+1}=-\frac{a_k}{(k+\frac{3}{2})(2k+2)}\\ \bullet & & \text{Solution for}r=-\frac{1}{2}\\ & & [y\left(x\right)=\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k{x}^{k-\frac{1}{2}},a_{k+1}=-\frac{a_k}{(k+\frac{3}{2})(2k+2)}]\\ \bullet & & \text{Combine solutions and rename parameters}\\ & & [y\left(x\right)=(\stackrel{\mathrm{\infty }}{\sum _{k=0}}{a}_k{x}^{k-1})+(\stackrel{\mathrm{\infty }}{\sum _{k=0}}{b}_k{x}^{k-\frac{1}{2}}),a_{k+1}=-\frac{a_k}{(k+1)(2k+1)},b_{k+1}=-\frac{b_k}{(k+\frac{3}{2})(2k+2)}]\end{array}$$

✓ Mathematica. Time used: 0.085 (sec). Leaf size: 60

ode=2*x^2*D[y[x],{x,2}]+5*x*D[y[x],x]+(1+x)*y[x]==0; 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 

$$y(x)\to \frac{2c_1{e}^{i\sqrt{2}\sqrt{x}}+i\sqrt{2}{c}_2{e}^{-i\sqrt{2}\sqrt{x}}}{2x}$$

✓ Sympy. Time used: 0.206 (sec). Leaf size: 37

from sympy import * 
x = symbols("x") 
y = Function("y") 
ode = Eq(2*x**2*Derivative(y(x), (x, 2)) + 5*x*Derivative(y(x), x) + (x + 1)*y(x),0) 
ics = {} 
dsolve(ode,func=y(x),ics=ics)
 

$$y\left(x\right)=\frac{C_1{J}_{\frac{1}{2}}\left(\sqrt{2}\sqrt{x}\right)+C_2{Y}_{\frac{1}{2}}\left(\sqrt{2}\sqrt{x}\right)}{x^{\frac{3}{4}}}$$