2.1.53 Problem 53

Solved as second order ode using change of variable on x method 2
Solved as second order ode using change of variable on x method 1
Solved as second order Bessel ode
Solved as second order ode using Kovacic algorithm
Solved as second order ode adjoint method
Maple
Mathematica
Sympy

Internal problem ID [8765]
Book : Own collection of miscellaneous problems
Section : section 1.0
Problem number : 53
Date solved : Wednesday, March 05, 2025 at 06:46:10 AM
CAS classification : [[_Emden, _Fowler], [_2nd_order, _linear, `_with_symmetry_[0,F(x)]`]]

Solve

tyy+4t3y=0

Solved as second order ode using change of variable on x method 2

Time used: 0.109 (sec)

In normal form the ode

(1)tyy+4t3y=0

Becomes

(2)y+p(t)y+q(t)y=0

Where

p(t)=1tq(t)=4t2

Applying change of variables τ=g(t) to (2) gives

(3)d2dτ2y(τ)+p1(ddτy(τ))+q1y(τ)=0

Where τ is the new independent variable, and

(4)p1(τ)=τ(t)+p(t)τ(t)τ(t)2(5)q1(τ)=q(t)τ(t)2

Let p1=0. Eq (4) simplifies to

τ(t)+p(t)τ(t)=0

This ode is solved resulting in

τ=ep(t)dtdt=e1tdtdt=eln(t)dt=tdt(6)=t22

Using (6) to evaluate q1 from (5) gives

q1(τ)=q(t)τ(t)2=4t2t2(7)=4

Substituting the above in (3) and noting that now p1=0 results in

d2dτ2y(τ)+q1y(τ)=0d2dτ2y(τ)+4y(τ)=0

The above ode is now solved for y(τ).This is second order with constant coefficients homogeneous ODE. In standard form the ODE is

Ay(τ)+By(τ)+Cy(τ)=0

Where in the above A=1,B=0,C=4. Let the solution be y(τ)=eλτ. Substituting this into the ODE gives

(1)λ2eτλ+4eτλ=0

Since exponential function is never zero, then dividing Eq(2) throughout by eλτ gives

(2)λ2+4=0

Equation (2) is the characteristic equation of the ODE. Its roots determine the general solution form.Using the quadratic formula

λ1,2=B2A±12AB24AC

Substituting A=1,B=0,C=4 into the above gives

λ1,2=0(2)(1)±1(2)(1)02(4)(1)(4)=±2i

Hence

λ1=+2iλ2=2i

Which simplifies to

λ1=2iλ2=2i

Since roots are complex conjugate of each others, then let the roots be

λ1,2=α±iβ

Where α=0 and β=2. Therefore the final solution, when using Euler relation, can be written as

y(τ)=eατ(c1cos(βτ)+c2sin(βτ))

Which becomes

y(τ)=e0(c1cos(2τ)+c2sin(2τ))

Or

y(τ)=c1cos(2τ)+c2sin(2τ)

Will add steps showing solving for IC soon.

The above solution is now transformed back to y using (6) which results in

y=c1cos(t2)+c2sin(t2)

Will add steps showing solving for IC soon.

Summary of solutions found

y=c1cos(t2)+c2sin(t2)

Solved as second order ode using change of variable on x method 1

Time used: 0.168 (sec)

In normal form the ode

(1)tyy+4t3y=0

Becomes

(2)y+p(t)y+q(t)y=0

Where

p(t)=1tq(t)=4t2

Applying change of variables τ=g(t) to (2) results

(3)d2dτ2y(τ)+p1(ddτy(τ))+q1y(τ)=0

Where τ is the new independent variable, and

(4)p1(τ)=τ(t)+p(t)τ(t)τ(t)2(5)q1(τ)=q(t)τ(t)2

Let q1=c2 where c is some constant. Therefore from (5)

τ=1cq(6)=2t2cτ=2tct2

Substituting the above into (4) results in

p1(τ)=τ(t)+p(t)τ(t)τ(t)2=2tct21t2t2c(2t2c)2=0

Therefore ode (3) now becomes

y(τ)+p1y(τ)+q1y(τ)=0(7)d2dτ2y(τ)+c2y(τ)=0

The above ode is now solved for y(τ). Since the ode is now constant coefficients, it can be easily solved to give

y(τ)=c1cos(cτ)+c2sin(cτ)

Now from (6)

τ=1cqdt=2t2dtc=tt2c

Substituting the above into the solution obtained gives

y=c1cos(tt2)+c2sin(tt2)

Will add steps showing solving for IC soon.

Summary of solutions found

y=c1cos(tt2)+c2sin(tt2)

Solved as second order Bessel ode

Time used: 0.056 (sec)

Writing the ode as

(1)t2yyt+4t4y=0

Bessel ode has the form

(2)t2y+yt+(n2+t2)y=0

The generalized form of Bessel ode is given by Bowman (1958) as the following

(3)t2y+(12α)ty+(β2γ2t2γn2γ2+α2)y=0

With the standard solution

(4)y=tα(c1BesselJ(n,βtγ)+c2BesselY(n,βtγ))

Comparing (3) to (1) and solving for α,β,n,γ gives

α=1β=1n=12γ=2

Substituting all the above into (4) gives the solution as

y=c1t2sin(t2)πt2c2t2cos(t2)πt2

Will add steps showing solving for IC soon.

Summary of solutions found

y=c1t2sin(t2)πt2c2t2cos(t2)πt2

Solved as second order ode using Kovacic algorithm

Time used: 0.306 (sec)

Writing the ode as

(1)tyy+4t3y=0(2)Ay+By+Cy=0

Comparing (1) and (2) shows that

A=t(3)B=1C=4t3

Applying the Liouville transformation on the dependent variable gives

z(t)=yeB2Adt

Then (2) becomes

(4)z(t)=rz(t)

Where r is given by

(5)r=st=2AB2BA+B24AC4A2

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

(6)r=16t4+34t2

Comparing the above to (5) shows that

s=16t4+3t=4t2

Therefore eq. (4) becomes

(7)z(t)=(16t4+34t2)z(t)

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

y=z(t)eB2Adt

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 . The following table summarizes these cases.

Case

Allowed pole order for r

Allowed value for O()

1

{0,1,2,4,6,8,}

{,6,4,2,0,2,3,4,5,6,}

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,}

Table 2.10: Necessary conditions for each Kovacic case

The order of r at is the degree of t minus the degree of s. Therefore

O()=deg(t)deg(s)=24=2

The poles of r in eq. (7) and the order of each pole are determined by solving for the roots of t=4t2. There is a pole at t=0 of order 2. Since there is no odd order pole larger than 2 and the order at 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

L=[1,2]

Attempting to find a solution using case n=1.

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

r=4t2+34t2

For the pole at t=0 let b be the coefficient of 1t2 in the partial fractions decomposition of r given above. Therefore b=34. Hence

[r]c=0αc+=12+1+4b=32αc=121+4b=12

Since the order of r at is Or()=2 then

v=Or()2=22=1

[r] is the sum of terms involving ti for 0iv in the Laurent series for r at . Therefore

[r]=i=0vaiti(8)=i=01aiti

Let a be the coefficient of tv=t1 in the above sum. The Laurent series of r at is

(9)r2it3i16t39i1024t727i32768t11405i4194304t151701i134217728t1915309i8589934592t2372171i274877906944t27+

Comparing Eq. (9) with Eq. (8) shows that

a=2i

From Eq. (9) the sum up to v=1 gives

[r]=i=01aiti(10)=2it

Now we need to find b, where b be the coefficient of tv1=t0=1 in r minus the coefficient of same term but in ([r])2 where [r] was found above in Eq (10). Hence

([r])2=4t2

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=st, we do long division and write this in the form

r=Q+Rt

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

r=st=16t4+34t2=Q+R4t2=(4t2)+(34t2)=4t2+34t2

We see that the coefficient of the term t in the quotient is 0. Now b can be found.

b=(0)(0)=0

Hence

[r]=2itα+=12(bav)=12(02i1)=12α=12(bav)=12(02i1)=12

The following table summarizes the findings so far for poles and for the order of r at where r is

r=16t4+34t2

pole c location pole order [r]c αc+ αc
0 2 0 32 12

Order of r at [r] α+ α
2 2it 12 12

Now that the all [r]c and its associated αc± have been determined for all the poles in the set Γ and [r] and its associated α± have also been found, the next step is to determine possible non negative integer d from these using

d=αs()cΓαcs(c)

Where s(c) is either + or and s() is the sign of α±. This is done by trial over all set of families s=(s(c))cΓ until such d is found to work in finding candidate ω. Trying α=12 then

d=α(αc1)=12(12)=0

Since d an integer and d0 then it can be used to find ω using

ω=cΓ(s(c)[r]c+αcs(c)tc)+s()[r]

The above gives

ω=(()[r]c1+αc1tc1)+()[r]=12t+()(2it)=12t2it=12t2it

Now that ω is determined, the next step is find a corresponding minimal polynomial p(t) of degree d=0 to solve the ode. The polynomial p(t) needs to satisfy the equation

(1A)p+2ωp+(ω+ω2r)p=0

Let

(2A)p(t)=1

Substituting the above in eq. (1A) gives

(0)+2(12t2it)(0)+((12t22i)+(12t2it)2(16t4+34t2))=00=0

The equation is satisfied since both sides are zero. Therefore the first solution to the ode z=rz is

z1(t)=peωdt=e(12t2it)dt=eit2t

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

y1=z1e12BAdt=z1e121tdt=z1eln(t)2=z1(t)

Which simplifies to

y1=eit2

The second solution y2 to the original ode is found using reduction of order

y2=y1eBAdty12dt

Substituting gives

y2=y1e1tdt(y1)2dt=y1eln(t)(y1)2dt=y1(ie2it24)

Therefore the solution is

y=c1y1+c2y2=c1(eit2)+c2(eit2(ie2it24))

Will add steps showing solving for IC soon.

Summary of solutions found

y=c1eit2ic2eit24
Solved as second order ode adjoint method

Time used: 0.411 (sec)

In normal form the ode

(1)tyy+4t3y=0

Becomes

(2)y+p(t)y+q(t)y=r(t)

Where

p(t)=1tq(t)=4t2r(t)=0

The Lagrange adjoint ode is given by

ξ(ξp)+ξq=0ξ(ξ(t)t)+(4t2ξ(t))=0ξ(t)+ξ(t)t+(4t41)ξ(t)t2=0

Which is solved for ξ(t). Writing the ode as

(1)ξt2+ξt+(4t41)ξ=0

Bessel ode has the form

(2)ξt2+ξt+(n2+t2)ξ=0

The generalized form of Bessel ode is given by Bowman (1958) as the following

(3)ξt2+(12α)tξ+(β2γ2t2γn2γ2+α2)ξ=0

With the standard solution

(4)ξ=tα(c1BesselJ(n,βtγ)+c2BesselY(n,βtγ))

Comparing (3) to (1) and solving for α,β,n,γ gives

α=0β=1n=12γ=2

Substituting all the above into (4) gives the solution as

ξ=c12cos(t2)πt2+c22sin(t2)πt2

Will add steps showing solving for IC soon.

The original ode now reduces to first order ode

ξ(t)yyξ(t)+ξ(t)p(t)y=ξ(t)r(t)dty+y(p(t)ξ(t)ξ(t))=ξ(t)r(t)dtξ(t)

Or

y+y(1tc12cos(t2)tπ(t2)3/22c1t2sin(t2)πt2c22sin(t2)tπ(t2)3/2+2c2t2cos(t2)πt2c12cos(t2)πt2+c22sin(t2)πt2)=0

Which is now a first order ode. This is now solved for y. In canonical form a linear first order is

y+q(t)y=p(t)

Comparing the above to the given ode shows that

q(t)=2t(c2cos(t2)c1sin(t2))c1cos(t2)+c2sin(t2)p(t)=0

The integrating factor μ is

μ=eqdt=e2t(c2cos(t2)c1sin(t2))c1cos(t2)+c2sin(t2)dt=1c1cos(t2)+c2sin(t2)

The ode becomes

ddtμy=0ddt(yc1cos(t2)+c2sin(t2))=0

Integrating gives

yc1cos(t2)+c2sin(t2)=0dt+c3=c3

Dividing throughout by the integrating factor 1c1cos(t2)+c2sin(t2) gives the final solution

y=(c1cos(t2)+c2sin(t2))c3

Hence, the solution found using Lagrange adjoint equation method is

y=(c1cos(t2)+c2sin(t2))c3

The constants can be merged to give

y=c1cos(t2)+c2sin(t2)

Will add steps showing solving for IC soon.

Summary of solutions found

y=c1cos(t2)+c2sin(t2)

Maple. Time used: 0.001 (sec). Leaf size: 17
ode:=t*diff(diff(y(t),t),t)-diff(y(t),t)+4*t^3*y(t) = 0; 
dsolve(ode,y(t), singsol=all);
 
y=c1sin(t2)+c2cos(t2)

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)] 
<- linear_1 successful`
 

Maple step by step

Let’s solvet(d2dt2y(t))ddty(t)+4t3y(t)=0Highest derivative means the order of the ODE is2d2dt2y(t)Isolate 2nd derivatived2dt2y(t)=4t2y(t)+ddty(t)tGroup terms withy(t)on the lhs of the ODE and the rest on the rhs of the ODE; ODE is lineard2dt2y(t)ddty(t)t+4t2y(t)=0Check to see ift0=0is a regular singular pointDefine functions[P2(t)=1t,P3(t)=4t2]tP2(t)is analytic att=0(tP2(t))|t=0=1t2P3(t)is analytic att=0(t2P3(t))|t=0=0t=0is a regular singular pointCheck to see ift0=0is a regular singular pointt0=0Multiply by denominatorst(d2dt2y(t))ddty(t)+4t3y(t)=0Assume series solution fory(t)y(t)=k=0aktk+rRewrite ODE with series expansionsConvertt3y(t)to series expansiont3y(t)=k=0aktk+r+3Shift index usingk>k3t3y(t)=k=3ak3tk+rConvertddty(t)to series expansionddty(t)=k=0ak(k+r)tk+r1Shift index usingk>k+1ddty(t)=k=1ak+1(k+1+r)tk+rConvertt(d2dt2y(t))to series expansiont(d2dt2y(t))=k=0ak(k+r)(k+r1)tk+r1Shift index usingk>k+1t(d2dt2y(t))=k=1ak+1(k+1+r)(k+r)tk+rRewrite ODE with series expansionsa0r(2+r)t1+r+a1(1+r)(1+r)tr+a2(2+r)rt1+r+a3(3+r)(1+r)t2+r+(k=3(ak+1(k+1+r)(k+r1)+4ak3)tk+r)=0a0cannot be 0 by assumption, giving the indicial equationr(2+r)=0Values of r that satisfy the indicial equationr{0,2}The coefficients of each power oftmust be 0[a1(1+r)(1+r)=0,a2(2+r)r=0,a3(3+r)(1+r)=0]Solve for the dependent coefficient(s){a1=0,a2=0,a3=0}Each term in the series must be 0, giving the recursion relationak+1(k+1+r)(k+r1)+4ak3=0Shift index usingk>k+3ak+4(k+4+r)(k+2+r)+4ak=0Recursion relation that defines series solution to ODEak+4=4ak(k+4+r)(k+2+r)Recursion relation forr=0ak+4=4ak(k+4)(k+2)Solution forr=0[y(t)=k=0aktk,ak+4=4ak(k+4)(k+2),a1=0,a2=0,a3=0]Recursion relation forr=2ak+4=4ak(k+6)(k+4)Solution forr=2[y(t)=k=0aktk+2,ak+4=4ak(k+6)(k+4),a1=0,a2=0,a3=0]Combine solutions and rename parameters[y(t)=(k=0aktk)+(k=0bktk+2),a4+k=4ak(4+k)(k+2),a1=0,a2=0,a3=0,b4+k=4bk(k+6)(4+k),b1=0,b2=0,b3=0]
Mathematica. Time used: 0.02 (sec). Leaf size: 20
ode=t*D[y[t],{t,2}]-D[y[t],t]+4*t^3*y[t]==0; 
ic={}; 
DSolve[{ode,ic},y[t],t,IncludeSingularSolutions->True]
 
y(t)c1cos(t2)+c2sin(t2)
Sympy. Time used: 0.164 (sec). Leaf size: 20
from sympy import * 
t = symbols("t") 
y = Function("y") 
ode = Eq(4*t**3*y(t) + t*Derivative(y(t), (t, 2)) - Derivative(y(t), t),0) 
ics = {} 
dsolve(ode,func=y(t),ics=ics)
 
y(t)=t(C1J12(t2)+C2Y12(t2))