2.12.1 Problem 38
Internal
problem
ID
[13400]
Book
:
Handbook
of
exact
solutions
for
ordinary
differential
equations.
By
Polyanin
and
Zaitsev.
Second
edition
Section
:
Chapter
1,
section
1.2.
Riccati
Equation.
subsection
1.2.6-4.
Equations
with
cotangent.
Problem
number
:
38
Date
solved
:
Friday, December 19, 2025 at 03:52:47 AM
CAS
classification
:
[_Riccati]
\begin{align*}
y^{\prime }&=y^{2}+a \lambda +a \left (\lambda -a \right ) \cot \left (\lambda x \right )^{2} \\
\end{align*}
Entering first order ode riccati solver\begin{align*}
y^{\prime }&=y^{2}+a \lambda +a \left (\lambda -a \right ) \cot \left (\lambda x \right )^{2} \\
\end{align*}
In canonical form the ODE is \begin{align*} y' &= F(x,y)\\ &= -a^{2} \cot \left (\lambda x \right )^{2}+a \cot \left (\lambda x \right )^{2} \lambda +a \lambda +y^{2} \end{align*}
This is a Riccati ODE. Comparing the ODE to solve
\[
y' = -a^{2} \cot \left (\lambda x \right )^{2}+a \cot \left (\lambda x \right )^{2} \lambda +a \lambda +y^{2}
\]
With Riccati ODE standard form \[ y' = f_0(x)+ f_1(x)y+f_2(x)y^{2} \]
Shows
that \(f_0(x)=-a^{2} \cot \left (\lambda x \right )^{2}+a \cot \left (\lambda x \right )^{2} \lambda +a \lambda \), \(f_1(x)=0\) 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 &=-a^{2} \cot \left (\lambda x \right )^{2}+a \cot \left (\lambda x \right )^{2} \lambda +a \lambda \end{align*}
Substituting the above terms back in equation (2) gives
\[
u^{\prime \prime }\left (x \right )+\left (-a^{2} \cot \left (\lambda x \right )^{2}+a \cot \left (\lambda x \right )^{2} \lambda +a \lambda \right ) u \left (x \right ) = 0
\]
Unable to solve. Will ask Maple to solve
this ode now.
The solution for \(u \left (x \right )\) is
\begin{equation}
\tag{3} u \left (x \right ) = c_1 \sqrt {\sin \left (\lambda x \right )}\, \operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )+c_2 \sqrt {\sin \left (\lambda x \right )}\, \operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )
\end{equation}
Taking derivative gives \begin{equation}
\tag{4} u^{\prime }\left (x \right ) = \frac {c_1 \operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) \lambda \cos \left (\lambda x \right )}{2 \sqrt {\sin \left (\lambda x \right )}}-\frac {c_1 \sin \left (\lambda x \right )^{{3}/{2}} \left (\operatorname {LegendreP}\left (1+\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )-\left (1+\frac {2 a -\lambda }{2 \lambda }\right ) \cos \left (\lambda x \right ) \operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )\right ) \lambda }{\cos \left (\lambda x \right )^{2}-1}+\frac {c_2 \operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) \lambda \cos \left (\lambda x \right )}{2 \sqrt {\sin \left (\lambda x \right )}}-\frac {c_2 \sin \left (\lambda x \right )^{{3}/{2}} \left (\operatorname {LegendreQ}\left (1+\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )-\left (1+\frac {2 a -\lambda }{2 \lambda }\right ) \cos \left (\lambda x \right ) \operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )\right ) \lambda }{\cos \left (\lambda x \right )^{2}-1}
\end{equation}
Substituting equations (3,4) into (1) results in \begin{align*}
y &= \frac {-u'}{f_2 u} \\
y &= \frac {-u'}{u} \\
y &= \frac {\left (\operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) c_2 a \cos \left (\lambda x \right )+\operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) c_1 a \cos \left (\lambda x \right )-\operatorname {LegendreP}\left (\frac {2 a +\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) c_1 \lambda -\operatorname {LegendreQ}\left (\frac {2 a +\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) c_2 \lambda \right ) \csc \left (\lambda x \right )}{c_1 \operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )+c_2 \operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )} \\
\end{align*}
Doing
change of constants, the above solution becomes \[
y = -\frac {\frac {\operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) \lambda \cos \left (\lambda x \right )}{2 \sqrt {\sin \left (\lambda x \right )}}-\frac {\sin \left (\lambda x \right )^{{3}/{2}} \left (\operatorname {LegendreP}\left (1+\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )-\left (1+\frac {2 a -\lambda }{2 \lambda }\right ) \cos \left (\lambda x \right ) \operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )\right ) \lambda }{\cos \left (\lambda x \right )^{2}-1}+\frac {c_3 \operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) \lambda \cos \left (\lambda x \right )}{2 \sqrt {\sin \left (\lambda x \right )}}-\frac {c_3 \sin \left (\lambda x \right )^{{3}/{2}} \left (\operatorname {LegendreQ}\left (1+\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )-\left (1+\frac {2 a -\lambda }{2 \lambda }\right ) \cos \left (\lambda x \right ) \operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )\right ) \lambda }{\cos \left (\lambda x \right )^{2}-1}}{\sqrt {\sin \left (\lambda x \right )}\, \operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )+c_3 \sqrt {\sin \left (\lambda x \right )}\, \operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )}
\]
Simplifying the above gives \begin{align*}
y &= \frac {\csc \left (\lambda x \right ) \left (\cos \left (\lambda x \right ) \operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) a +\operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) c_3 a \cos \left (\lambda x \right )-\lambda \left (\operatorname {LegendreQ}\left (\frac {2 a +\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) c_3 +\operatorname {LegendreP}\left (\frac {2 a +\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )\right )\right )}{\operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )+c_3 \operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )} \\
\end{align*}
The solution \[
y = \frac {\csc \left (\lambda x \right ) \left (\cos \left (\lambda x \right ) \operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) a +\operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) c_3 a \cos \left (\lambda x \right )-\lambda \left (\operatorname {LegendreQ}\left (\frac {2 a +\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) c_3 +\operatorname {LegendreP}\left (\frac {2 a +\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )\right )\right )}{\operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )+c_3 \operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )}
\]
was
found not to satisfy the ode or the IC. Hence it is removed.
2.12.1.1 ✓ Maple. Time used: 0.003 (sec). Leaf size: 204
ode:=diff(y(x),x) = y(x)^2+a*lambda+a*(lambda-a)*cot(lambda*x)^2;
dsolve(ode,y(x), singsol=all);
\[
y = \frac {\left (\cos \left (\lambda x \right ) \operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) a +\operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) c_1 a \cos \left (\lambda x \right )-\lambda \left (c_1 \operatorname {LegendreQ}\left (\frac {2 a +\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )+\operatorname {LegendreP}\left (\frac {2 a +\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )\right )\right ) \csc \left (\lambda x \right )}{\operatorname {LegendreQ}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right ) c_1 +\operatorname {LegendreP}\left (\frac {2 a -\lambda }{2 \lambda }, \frac {2 a -\lambda }{2 \lambda }, \cos \left (\lambda x \right )\right )}
\]
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) = (a^2*cot(lambda*x)^2
-a*cot(lambda*x)^2*lambda-a*lambda)*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 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
Reducible group (found an exponential solution)
Group is reducible, not completely reducible
Solution has integrals. Trying a special function solution free of \
integrals...
-> Trying a solution in terms of special functions:
-> Bessel
-> elliptic
-> Legendre
<- Legendre successful
<- special function solution successful
-> Trying to convert hypergeometric functions to elementary form\
...
<- elementary form is not straightforward to achieve - returning\
special function solution free of uncomputed integrals
<- Kovacics algorithm successful
Change of variables used:
[x = 1/lambda*arccos(t)]
Linear ODE actually solved:
(a^2*t^2-a*lambda)*u(t)+(-lambda^2*t^3+lambda^2*t)*diff(u(t),t)+(-l\
ambda^2*t^4+2*lambda^2*t^2-lambda^2)*diff(diff(u(t),t),t) = 0
<- change of variables successful
<- Riccati to 2nd Order successful
Maple step by step
\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & \frac {d}{d x}y \left (x \right )=y \left (x \right )^{2}+a \lambda +a \left (\lambda -a \right ) \cot \left (\lambda x \right )^{2} \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 1 \\ {} & {} & \frac {d}{d x}y \left (x \right ) \\ \bullet & {} & \textrm {Solve for the highest derivative}\hspace {3pt} \\ {} & {} & \frac {d}{d x}y \left (x \right )=y \left (x \right )^{2}+a \lambda +a \left (\lambda -a \right ) \cot \left (\lambda x \right )^{2} \end {array} \]
2.12.1.2 ✗ Mathematica
ode=D[y[x],x]==y[x]^2+a*\[Lambda]+a*(\[Lambda]-a)*Cot[\[Lambda]*x]^2;
ic={};
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
Not solved
2.12.1.3 ✗ Sympy
from sympy import *
x = symbols("x")
a = symbols("a")
lambda_ = symbols("lambda_")
y = Function("y")
ode = Eq(-a*lambda_ - a*(-a + lambda_)/tan(lambda_*x)**2 - y(x)**2 + Derivative(y(x), x),0)
ics = {}
dsolve(ode,func=y(x),ics=ics)
NotImplementedError : The given ODE a**2/tan(lambda_*x)**2 - a*lambda_ - a*lambda_/tan(lambda_*x)**2 - y(x)**2 + Derivative(y(x), x) cannot be solved by the factorable group method