Internal
problem
ID
[18499] Book
:
Elementary
Differential
Equations.
By
Thornton
C.
Fry.
D
Van
Nostrand.
NY.
First
Edition
(1929) Section
:
Chapter
IV.
Methods
of
solution:
First
order
equations.
section
33.
Problems
at
page
91 Problem
number
:
8
(eq
69) Date
solved
:
Monday, March 31, 2025 at 05:38:20 PM CAS
classification
:
[_separable]
Solved using first_order_ode_separable
Time used: 0.070 (sec)
Solve
\begin{align*} n^{\prime }&=\left (n^{2}+1\right ) x \end{align*}
The ode
\begin{equation}
n^{\prime } = \left (n^{2}+1\right ) x
\end{equation}
We now need to find the singular solutions, these are found by finding for what values \(g(n)\) is zero, since we had to divide by this above. Solving \(g(n)=0\) or
\[
n^{2}+1=0
\]
for \(n\) gives
\begin{align*} n&=-i\\ n&=i \end{align*}
Now we go over each such singular solution and check if it verifies the ode itself and any initial conditions given. If it does not then the singular solution will not be used.
Therefore the solutions found are
\begin{align*}
\arctan \left (n\right ) &= \frac {x^{2}}{2}+c_1 \\
n &= -i \\
n &= i \\
\end{align*}
Solving for \(n\) gives
\begin{align*}
n &= -i \\
n &= i \\
n &= \tan \left (\frac {x^{2}}{2}+c_1 \right ) \\
\end{align*}
We assume there exists a function \(\phi \left ( x,y\right ) =c\) where \(c\) is constant, that satisfies the ode. Taking derivative of \(\phi \) w.r.t. \(x\) gives
But since \(\frac {\partial ^{2}\phi }{\partial x\partial y}=\frac {\partial ^{2}\phi }{\partial y\partial x}\) then for the above to be valid, we require that
If the above condition is satisfied, then the original ode is called exact. We still need to determine \(\phi \left ( x,y\right ) \) but at least we know now that we can do that since the condition \(\frac {\partial ^{2}\phi }{\partial x\partial y}=\frac {\partial ^{2}\phi }{\partial y\partial x}\) is satisfied. If this condition is not satisfied then this method will not work and we have to now look for an integrating factor to force this condition, which might or might not exist. The first step is
to write the ODE in standard form to check for exactness, which is
Since \(\frac {\partial M}{\partial n} \neq \frac {\partial N}{\partial x}\), then the ODE is not exact. Since the ODE is not exact, we will try to find an integrating factor to make it exact. Let
\begin{align*} A &= \frac {1}{N} \left (\frac {\partial M}{\partial n} - \frac {\partial N}{\partial x} \right ) \\ &=1\left ( \left ( -2 n x\right ) - \left (0 \right ) \right ) \\ &=-2 n x \end{align*}
Since \(A\) depends on \(n\), it can not be used to obtain an integrating factor. We will now try a second method to find an integrating factor. Let
\(M\) and \(N\) are now multiplied by this integrating factor, giving new \(M\) and new \(N\) which are called \(\overline {M}\) and \(\overline {N}\) so not to confuse them with the original \(M\) and \(N\).
Where \(f(n)\) is used for the constant of integration since \(\phi \) is a function of both \(x\) and \(n\). Taking derivative of equation (3) w.r.t \(n\) gives
But since \(\phi \) itself is a constant function, then
let \(\phi =c_3\) where \(c_2\) is new constant and combining \(c_2\) and \(c_3\) constants into the constant \(c_2\) gives the solution as
Substituting equations (1E,2E) and \(\omega \) into (A) gives
\begin{equation}
\tag{5E} n b_{5}+2 x b_{4}+b_{2}+\left (n^{2}+1\right ) x \left (-n a_{5}+2 n b_{6}-2 x a_{4}+x b_{5}-a_{2}+b_{3}\right )-\left (n^{2}+1\right )^{2} x^{2} \left (2 n a_{6}+x a_{5}+a_{3}\right )-\left (n^{2}+1\right ) \left (n^{2} a_{6}+n x a_{5}+x^{2} a_{4}+n a_{3}+x a_{2}+a_{1}\right )-2 n x \left (n^{2} b_{6}+n x b_{5}+x^{2} b_{4}+n b_{3}+x b_{2}+b_{1}\right ) = 0
\end{equation}
Putting the above in normal form gives
\[
-2 n^{5} x^{2} a_{6}-n^{4} x^{3} a_{5}-n^{4} x^{2} a_{3}-4 n^{3} x^{2} a_{6}-2 n^{2} x^{3} a_{5}-n^{4} a_{6}-2 n^{3} x a_{5}-2 n^{2} x^{2} a_{3}-3 n^{2} x^{2} a_{4}-n^{2} x^{2} b_{5}-2 n \,x^{3} b_{4}-n^{3} a_{3}-2 n^{2} x a_{2}-n^{2} x b_{3}-2 n \,x^{2} a_{6}-2 n \,x^{2} b_{2}-x^{3} a_{5}-n^{2} a_{1}-n^{2} a_{6}-2 n x a_{5}-2 n x b_{1}+2 n x b_{6}-x^{2} a_{3}-3 x^{2} a_{4}+x^{2} b_{5}-n a_{3}+n b_{5}-2 x a_{2}+x b_{3}+2 x b_{4}-a_{1}+b_{2} = 0
\]
Setting the numerator to zero gives
\begin{equation}
\tag{6E} -2 n^{5} x^{2} a_{6}-n^{4} x^{3} a_{5}-n^{4} x^{2} a_{3}-4 n^{3} x^{2} a_{6}-2 n^{2} x^{3} a_{5}-n^{4} a_{6}-2 n^{3} x a_{5}-2 n^{2} x^{2} a_{3}-3 n^{2} x^{2} a_{4}-n^{2} x^{2} b_{5}-2 n \,x^{3} b_{4}-n^{3} a_{3}-2 n^{2} x a_{2}-n^{2} x b_{3}-2 n \,x^{2} a_{6}-2 n \,x^{2} b_{2}-x^{3} a_{5}-n^{2} a_{1}-n^{2} a_{6}-2 n x a_{5}-2 n x b_{1}+2 n x b_{6}-x^{2} a_{3}-3 x^{2} a_{4}+x^{2} b_{5}-n a_{3}+n b_{5}-2 x a_{2}+x b_{3}+2 x b_{4}-a_{1}+b_{2} = 0
\end{equation}
Looking at the above PDE shows the following are all the terms with \(\{n, x\}\) in them.
\[
\{n, x\}
\]
The following substitution is now made to be able to collect on
all terms with \(\{n, x\}\) in them
The next step is to determine the canonical coordinates \(R,S\). The canonical coordinates map \(\left ( x,n\right ) \to \left ( R,S \right )\) where \(\left ( R,S \right )\) are the canonical coordinates which make the original ode become a quadrature and hence solved by integration.
The characteristic pde which is used to find the canonical coordinates is
The above comes from the requirements that \(\left ( \xi \frac {\partial }{\partial x} + \eta \frac {\partial }{\partial n}\right ) S(x,n) = 1\). Starting with the first pair of ode’s in (1) gives an ode to solve for the independent variable \(R\) in the canonical coordinates, where \(S(R)\). Since \(\xi =0\) then in this special case
\begin{align*} R = x \end{align*}
\(S\) is found from
\begin{align*} S &= \int { \frac {1}{\eta }} dy\\ &= \int { \frac {1}{n^{2}+1}} dy \end{align*}
We now need to express the RHS as function of \(R\) only. This is done by solving for \(x,n\) in terms of \(R,S\) from the result obtained earlier and simplifying. This gives
\begin{align*} \frac {dS}{dR} &= R \end{align*}
The above is a quadrature ode. This is the whole point of Lie symmetry method. It converts an ode, no matter how complicated it is, to one that can be solved by integration when the ode is in the canonical coordiates \(R,S\).
Since the ode has the form \(\frac {d}{d R}S \left (R \right )=f(R)\), then we only need to integrate \(f(R)\).
Equation (7) is now solved. After finding \(z(x)\) then \(u\) is found using the inverse transformation
\begin{align*} u &= z \left (x \right ) e^{-\int \frac {B}{2 A} \,dx} \end{align*}
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 \(\infty \). The following table summarizes these cases.
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
\(\left \{ 1,2\right \} \)
\(\left \{ 2,3,4,5,6,7,\cdots \right \} \)
Table 2.13: Necessary conditions for each Kovacic case
The order of \(r\) at \(\infty \) is the degree of \(t\) minus the degree of \(s\). Therefore
The poles of \(r\) in eq. (7) and the order of each pole are determined by solving for the roots of \(t=4 x^{2}\). There is a pole at \(x=0\) of order \(2\). Since there is no odd order pole larger than \(2\) and the order at \(\infty \) is \(-2\) then the necessary conditions for case one are met. Since there is a pole of order \(2\) then necessary conditions for case two are met. Therefore
\begin{align*} L &= [1, 2] \end{align*}
Attempting to find a solution using case \(n=1\).
Looking at poles of order 2. The partial fractions decomposition of \(r\) is
\[
r = -x^{2}+\frac {3}{4 x^{2}}
\]
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 \(b={\frac {3}{4}}\). Hence
\begin{align*} [\sqrt r]_\infty &= \sum _{i=0}^{1} a_i x^i \\ &= i x \tag {10} \end{align*}
Now we need to find \(b\), where \(b\) be the coefficient of \(x^{v-1} = x^{0}=1\) in \(r\) minus the coefficient of same term but in \(\left ( [\sqrt r]_\infty \right )^2 \) where \([\sqrt r]_\infty \) was found above in Eq (10). Hence
This shows that the coefficient of \(1\) in the above is \(0\). Now we need to find the coefficient of \(1\) in \(r\). How this is done depends on if \(v=0\) or not. Since \(v=1\) which is not zero, then starting \(r=\frac {s}{t}\), we do long division and write this in the form
\[ r = Q + \frac {R}{t} \]
Where \(Q\) is the quotient and \(R\) is the remainder. Then the
coefficient of \(1\) in \(r\) will be the coefficient this term in the quotient. Doing long division gives
The following table summarizes the findings so far for poles and for the order of \(r\) at \(\infty \) where \(r\) is
\[ r=\frac {-4 x^{4}+3}{4 x^{2}} \]
pole \(c\) location
pole order
\([\sqrt r]_c\)
\(\alpha _c^{+}\)
\(\alpha _c^{-}\)
\(0\)
\(2\)
\(0\)
\(\frac {3}{2}\)
\(-{\frac {1}{2}}\)
Order of \(r\) at \(\infty \)
\([\sqrt r]_\infty \)
\(\alpha _\infty ^{+}\)
\(\alpha _\infty ^{-}\)
\(-2\)
\(i x\)
\(-{\frac {1}{2}}\)
\(-{\frac {1}{2}}\)
Now that the all \([\sqrt r]_c\) and its associated \(\alpha _c^{\pm }\) have been determined for all the poles in the set \(\Gamma \) and \([\sqrt r]_\infty \) and its associated \(\alpha _\infty ^{\pm }\) have also been found, the next step is to determine possible non negative integer \(d\) from these using
Where \(s(c)\) is either \(+\) or \(-\) and \(s(\infty )\) is the sign of \(\alpha _\infty ^{\pm }\). This is done by trial over all set of families \(s=(s(c))_{c \in \Gamma \cup {\infty }}\) until such \(d\) is found to work in finding candidate \(\omega \). Trying \(\alpha _\infty ^{-} = -{\frac {1}{2}}\) then
Now that \(\omega \) is determined, the next step is find a corresponding minimal polynomial \(p(x)\) of degree \(d=0\) to solve the ode. The polynomial \(p(x)\) needs to satisfy the equation
\[
n = \tan \left (\frac {x^{2}}{2}+c_1 \right )
\]
Maple trace
Methodsfor first order ODEs:---Trying classification methods ---tryinga quadraturetrying1st order lineartryingBernoullitryingseparable<-separable successful