2.2.60 Problem 63
Internal
problem
ID
[13266]
Book
:
Handbook
of
exact
solutions
for
ordinary
differential
equations.
By
Polyanin
and
Zaitsev.
Second
edition
Section
:
Chapter
1,
section
1.2.
Riccati
Equation.
1.2.2.
Equations
Containing
Power
Functions
Problem
number
:
63
Date
solved
:
Wednesday, December 31, 2025 at 12:43:05 PM
CAS
classification
:
[_rational, [_1st_order, `_with_symmetry_[F(x),G(x)]`], _Riccati]
2.2.60.1 Solved using first_order_ode_LIE
9.057 (sec)
Entering first order ode LIE solver
\begin{align*}
\left (-a +x \right ) \left (x -b \right ) y^{\prime }+y^{2}+k \left (y+x -a \right ) \left (y+x -b \right )&=0 \\
\end{align*}
Writing the ode as \begin{align*} y^{\prime }&=-\frac {a b k -a k x -a k y -b k x -b k y +k \,x^{2}+2 k x y +k \,y^{2}+y^{2}}{\left (b -x \right ) \left (a -x \right )}\\ y^{\prime }&= \omega \left ( x,y\right ) \end{align*}
The condition of Lie symmetry is the linearized PDE given by
\begin{align*} \eta _{x}+\omega \left ( \eta _{y}-\xi _{x}\right ) -\omega ^{2}\xi _{y}-\omega _{x}\xi -\omega _{y}\eta =0\tag {A} \end{align*}
To determine \(\xi ,\eta \) then (A) is solved using ansatz. Making bivariate polynomials of degree 2 to use as
anstaz gives
\begin{align*}
\tag{1E} \xi &= x^{2} a_{4}+x y a_{5}+y^{2} a_{6}+x a_{2}+y a_{3}+a_{1} \\
\tag{2E} \eta &= x^{2} b_{4}+x y b_{5}+y^{2} b_{6}+x b_{2}+y b_{3}+b_{1} \\
\end{align*}
Where the unknown coefficients are \[
\{a_{1}, a_{2}, a_{3}, a_{4}, a_{5}, a_{6}, b_{1}, b_{2}, b_{3}, b_{4}, b_{5}, b_{6}\}
\]
Substituting equations (1E,2E) and \(\omega \) into (A)
gives \begin{equation}
\tag{5E} 2 x b_{4}+y b_{5}+b_{2}-\frac {\left (a b k -a k x -a k y -b k x -b k y +k \,x^{2}+2 k x y +k \,y^{2}+y^{2}\right ) \left (-2 x a_{4}+x b_{5}-y a_{5}+2 y b_{6}-a_{2}+b_{3}\right )}{\left (b -x \right ) \left (a -x \right )}-\frac {\left (a b k -a k x -a k y -b k x -b k y +k \,x^{2}+2 k x y +k \,y^{2}+y^{2}\right )^{2} \left (x a_{5}+2 y a_{6}+a_{3}\right )}{\left (b -x \right )^{2} \left (a -x \right )^{2}}-\left (-\frac {-a k -b k +2 k x +2 k y}{\left (b -x \right ) \left (a -x \right )}-\frac {a b k -a k x -a k y -b k x -b k y +k \,x^{2}+2 k x y +k \,y^{2}+y^{2}}{\left (b -x \right )^{2} \left (a -x \right )}-\frac {a b k -a k x -a k y -b k x -b k y +k \,x^{2}+2 k x y +k \,y^{2}+y^{2}}{\left (b -x \right ) \left (a -x \right )^{2}}\right ) \left (x^{2} a_{4}+x y a_{5}+y^{2} a_{6}+x a_{2}+y a_{3}+a_{1}\right )+\frac {\left (-a k -b k +2 k x +2 k y +2 y \right ) \left (x^{2} b_{4}+x y b_{5}+y^{2} b_{6}+x b_{2}+y b_{3}+b_{1}\right )}{\left (b -x \right ) \left (a -x \right )} = 0
\end{equation}
Putting the above in normal form gives \[
\text {Expression too large to display}
\]
Setting the numerator to zero gives \begin{equation}
\tag{6E} \text {Expression too large to display}
\end{equation}
Looking at the
above PDE shows the following are all the terms with \(\{x, y\}\) in them. \[
\{x, y\}
\]
The following substitution is now
made to be able to collect on all terms with \(\{x, y\}\) in them \[
\{x = v_{1}, y = v_{2}\}
\]
The above PDE (6E) now becomes
\begin{equation}
\tag{7E} \text {Expression too large to display}
\end{equation}
Collecting the above on the terms \(v_i\) introduced, and these are \[
\{v_{1}, v_{2}\}
\]
Equation (7E) now
becomes \begin{equation}
\tag{8E} \text {Expression too large to display}
\end{equation}
Setting each coefficients in (8E) to zero gives the following equations to solve
\begin{align*} -2 k^{2} a_{6}-4 k a_{6}-2 a_{6}&=0\\ -4 k^{2} a_{5}-12 k^{2} a_{6}-5 k a_{5}-6 k a_{6}-a_{5}&=0\\ -k^{2} a_{5}+2 k a_{4}+2 k b_{4}-k b_{5}+2 b_{4}&=0\\ -k^{2} a_{5}-8 k^{2} a_{6}-2 k a_{5}-10 k a_{6}-a_{5}-2 a_{6}&=0\\ -6 k^{2} a_{5}-8 k^{2} a_{6}-2 k a_{5}+k b_{5}-2 k b_{6}+b_{5}&=0\\ -a^{2} b^{2} k^{2} a_{3}+a^{2} b^{2} k a_{2}-a^{2} b^{2} k b_{3}+a^{2} b^{2} b_{2}-a^{2} b k b_{1}-a \,b^{2} k b_{1}&=0\\ -4 k^{2} a_{5}-2 k^{2} a_{6}+2 k a_{4}+k a_{5}+2 k b_{4}-2 k b_{6}+2 b_{4}+b_{5}&=0\\ 4 a \,k^{2} a_{6}+4 b \,k^{2} a_{6}+5 a k a_{6}+5 b k a_{6}-k^{2} a_{3}+a a_{6}+b a_{6}-2 k a_{3}-a_{3}&=0\\ 2 a \,k^{2} a_{5}+12 a \,k^{2} a_{6}+2 b \,k^{2} a_{5}+12 b \,k^{2} a_{6}+2 a k a_{5}+6 a k a_{6}+2 b k a_{5}+6 b k a_{6}-4 k^{2} a_{3}-6 k a_{3}-2 a_{3}&=0\\ -2 a^{2} b^{2} k^{2} a_{6}+a^{2} b^{2} k a_{5}-2 a^{2} b^{2} k b_{6}+2 a^{2} b \,k^{2} a_{3}+2 a \,b^{2} k^{2} a_{3}+a^{2} b^{2} b_{5}-a^{2} b k a_{2}-a \,b^{2} k a_{2}-a^{2} k a_{1}+2 a b k b_{1}-b^{2} k a_{1}+2 a b b_{1}&=0\\ -2 a^{2} k^{2} a_{6}-8 a b \,k^{2} a_{6}-2 b^{2} k^{2} a_{6}-a^{2} k a_{6}+a b k a_{5}-4 a b k a_{6}+2 a \,k^{2} a_{3}-b^{2} k a_{6}+2 b \,k^{2} a_{3}+a b a_{5}+3 a k a_{3}+3 b k a_{3}+a a_{3}+b a_{3}&=0\\ 2 a \,k^{2} a_{5}+2 b \,k^{2} a_{5}-4 a k a_{4}-3 a k b_{4}+2 a k b_{5}-4 b k a_{4}-3 b k b_{4}+2 b k b_{5}-k^{2} a_{3}-4 a b_{4}-4 b b_{4}+k a_{2}+2 k b_{2}-k b_{3}+b_{2}&=0\\ -a^{2} b^{2} k^{2} a_{5}+2 a^{2} b^{2} k a_{4}-a^{2} b^{2} k b_{5}+2 a^{2} b \,k^{2} a_{3}+2 a \,b^{2} k^{2} a_{3}+2 a^{2} b^{2} b_{4}-2 a^{2} b k a_{2}-a^{2} b k b_{2}+2 a^{2} b k b_{3}-2 a \,b^{2} k a_{2}-a \,b^{2} k b_{2}+2 a \,b^{2} k b_{3}-2 a^{2} b b_{2}+a^{2} k b_{1}-2 a \,b^{2} b_{2}+4 a b k b_{1}+b^{2} k b_{1}&=0\\ 6 a \,k^{2} a_{5}+4 a \,k^{2} a_{6}+6 b \,k^{2} a_{5}+4 b \,k^{2} a_{6}-4 a k a_{4}-2 a k a_{5}-2 a k b_{4}+4 a k b_{6}-4 b k a_{4}-2 b k a_{5}-2 b k b_{4}+4 b k b_{6}-4 k^{2} a_{3}-2 a b_{4}-2 a b_{5}-2 b b_{4}-2 b b_{5}+2 k b_{2}+2 b_{2}&=0\\ 4 a^{2} b \,k^{2} a_{6}+4 a \,b^{2} k^{2} a_{6}-a^{2} b k a_{5}+a^{2} b k b_{6}-a^{2} k^{2} a_{3}-a \,b^{2} k a_{5}+a \,b^{2} k b_{6}-4 a b \,k^{2} a_{3}-b^{2} k^{2} a_{3}-a^{2} k a_{3}+a b k a_{2}-2 a b k a_{3}+a b k b_{3}-b^{2} k a_{3}+a b a_{2}+a b b_{3}+a k a_{1}+b k a_{1}+a a_{1}+b a_{1}&=0\\ 6 a \,k^{2} a_{5}+12 a \,k^{2} a_{6}+6 b \,k^{2} a_{5}+12 b \,k^{2} a_{6}-a k a_{4}+a k a_{5}-a k b_{5}+3 a k b_{6}-b k a_{4}+b k a_{5}-b k b_{5}+3 b k b_{6}-6 k^{2} a_{3}-a a_{4}-a b_{5}-b a_{4}-b b_{5}-k a_{2}-4 k a_{3}+k b_{3}-a_{2}+b_{3}&=0\\ -a^{2} k^{2} a_{5}-4 a^{2} k^{2} a_{6}-4 a b \,k^{2} a_{5}-16 a b \,k^{2} a_{6}-b^{2} k^{2} a_{5}-4 b^{2} k^{2} a_{6}-a^{2} k b_{6}+2 a b k a_{4}+2 a b k a_{5}+a b k b_{5}-4 a b k b_{6}+6 a \,k^{2} a_{3}-b^{2} k b_{6}+6 b \,k^{2} a_{3}+2 a b a_{4}+a b b_{5}+4 a k a_{3}-a k b_{3}+4 b k a_{3}-b k b_{3}-a b_{3}-b b_{3}-2 k a_{1}-2 a_{1}&=0\\ 2 a^{2} b \,k^{2} a_{5}+4 a^{2} b \,k^{2} a_{6}+2 a \,b^{2} k^{2} a_{5}+4 a \,b^{2} k^{2} a_{6}-2 a^{2} b k a_{4}-2 a^{2} b k a_{5}+4 a^{2} b k b_{6}-2 a^{2} k^{2} a_{3}-2 a \,b^{2} k a_{4}-2 a \,b^{2} k a_{5}+4 a \,b^{2} k b_{6}-8 a b \,k^{2} a_{3}-2 b^{2} k^{2} a_{3}-2 a^{2} b b_{5}-2 a \,b^{2} b_{5}+4 a b k a_{2}+2 a b k b_{2}+2 a b b_{2}+2 a k a_{1}-2 a k b_{1}+2 b k a_{1}-2 b k b_{1}-2 a b_{1}-2 b b_{1}&=0\\ -a^{2} k^{2} a_{5}-4 a b \,k^{2} a_{5}-b^{2} k^{2} a_{5}+2 a^{2} k a_{4}+a^{2} k b_{4}-a^{2} k b_{5}+8 a b k a_{4}+4 a b k b_{4}-4 a b k b_{5}+2 a \,k^{2} a_{3}+2 b^{2} k a_{4}+b^{2} k b_{4}-b^{2} k b_{5}+2 b \,k^{2} a_{3}+2 a^{2} b_{4}+8 a b b_{4}-2 a k a_{2}-3 a k b_{2}+2 a k b_{3}+2 b^{2} b_{4}-2 b k a_{2}-3 b k b_{2}+2 b k b_{3}-2 a b_{2}-2 b b_{2}+2 k b_{1}&=0\\ 2 a^{2} b \,k^{2} a_{5}+2 a \,b^{2} k^{2} a_{5}-4 a^{2} b k a_{4}-a^{2} b k b_{4}+2 a^{2} b k b_{5}-a^{2} k^{2} a_{3}-4 a \,b^{2} k a_{4}-a \,b^{2} k b_{4}+2 a \,b^{2} k b_{5}-4 a b \,k^{2} a_{3}-b^{2} k^{2} a_{3}-4 a^{2} b b_{4}+a^{2} k a_{2}+a^{2} k b_{2}-a^{2} k b_{3}-4 a \,b^{2} b_{4}+4 a b k a_{2}+4 a b k b_{2}-4 a b k b_{3}+b^{2} k a_{2}+b^{2} k b_{2}-b^{2} k b_{3}+a^{2} b_{2}+4 a b b_{2}-3 a k b_{1}+b^{2} b_{2}-3 b k b_{1}&=0\\ -2 a^{2} k^{2} a_{5}-2 a^{2} k^{2} a_{6}-8 a b \,k^{2} a_{5}-8 a b \,k^{2} a_{6}-2 b^{2} k^{2} a_{5}-2 b^{2} k^{2} a_{6}+a^{2} k a_{4}+a^{2} k a_{5}-2 a^{2} k b_{6}+8 a b k a_{4}+4 a b k a_{5}+2 a b k b_{4}-8 a b k b_{6}+6 a \,k^{2} a_{3}+b^{2} k a_{4}+b^{2} k a_{5}-2 b^{2} k b_{6}+6 b \,k^{2} a_{3}+a^{2} b_{5}+2 a b b_{4}+4 a b b_{5}-a k a_{2}-2 a k b_{2}+b^{2} b_{5}-b k a_{2}-2 b k b_{2}-2 a b_{2}-2 b b_{2}-2 k a_{1}+2 k b_{1}+2 b_{1}&=0 \end{align*}
Solving the above equations for the unknowns gives
\begin{align*} a_{1}&=a b a_{4}\\ a_{2}&=-\left (a +b \right ) a_{4}\\ a_{3}&=0\\ a_{4}&=a_{4}\\ a_{5}&=0\\ a_{6}&=0\\ b_{1}&=a b b_{4}\\ b_{2}&=-\left (a +b \right ) b_{4}\\ b_{3}&=-\frac {a k a_{4}+a k b_{4}+b k a_{4}+b k b_{4}+a b_{4}+b b_{4}}{k}\\ b_{4}&=b_{4}\\ b_{5}&=\frac {2 k a_{4}+2 k b_{4}+2 b_{4}}{k}\\ b_{6}&=\frac {\left (k +1\right ) \left (k a_{4}+k b_{4}+b_{4}\right )}{k^{2}} \end{align*}
Substituting the above solution in the anstaz (1E,2E) (using \(1\) as arbitrary value for any unknown
in the RHS) gives
\begin{align*}
\xi &= 0 \\
\eta &= \frac {a b \,k^{2}-a \,k^{2} x -a \,k^{2} y -b \,k^{2} x -b \,k^{2} y +x^{2} k^{2}+2 y x \,k^{2}+y^{2} k^{2}-a k y -b k y +2 k x y +2 k \,y^{2}+y^{2}}{k^{2}} \\
\end{align*}
The next step is to determine the canonical coordinates \(R,S\). The canonical
coordinates map \(\left ( x,y\right ) \to \left ( R,S \right )\) 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
\begin{align*} \frac {d x}{\xi } &= \frac {d y}{\eta } = dS \tag {1} \end{align*}
The above comes from the requirements that \(\left ( \xi \frac {\partial }{\partial x} + \eta \frac {\partial }{\partial y}\right ) S(x,y) = 1\). 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}{\frac {a b \,k^{2}-a \,k^{2} x -a \,k^{2} y -b \,k^{2} x -b \,k^{2} y +x^{2} k^{2}+2 y x \,k^{2}+y^{2} k^{2}-a k y -b k y +2 k x y +2 k \,y^{2}+y^{2}}{k^{2}}}} dy \end{align*}
Which results in
\begin{align*} S&= -\frac {k \ln \left (-b k +k x +k y +y \right )}{\left (a -b \right ) \left (k +1\right )}+\frac {k \ln \left (-a k +k x +k y +y \right )}{\left (a -b \right ) \left (k +1\right )} \end{align*}
Now that \(R,S\) are found, we need to setup the ode in these coordinates. This is done by evaluating
\begin{align*} \frac {dS}{dR} &= \frac { S_{x} + \omega (x,y) S_{y} }{ R_{x} + \omega (x,y) R_{y} }\tag {2} \end{align*}
Where in the above \(R_{x},R_{y},S_{x},S_{y}\) are all partial derivatives and \(\omega (x,y)\) is the right hand side of the original ode given
by
\begin{align*} \omega (x,y) &= -\frac {a b k -a k x -a k y -b k x -b k y +k \,x^{2}+2 k x y +k \,y^{2}+y^{2}}{\left (b -x \right ) \left (a -x \right )} \end{align*}
Evaluating all the partial derivatives gives
\begin{align*} R_{x} &= 1\\ R_{y} &= 0\\ S_{x} &= \frac {k^{3}}{\left (k \left (b -x -y \right )-y \right ) \left (k +1\right ) \left (k \left (a -x -y \right )-y \right )}\\ S_{y} &= \frac {k^{2}}{\left (k \left (b -x -y \right )-y \right ) \left (k \left (a -x -y \right )-y \right )} \end{align*}
Substituting all the above in (2) and simplifying gives the ode in canonical coordinates.
\begin{align*} \frac {dS}{dR} &= -\frac {k^{2}}{\left (k +1\right ) \left (b -x \right ) \left (a -x \right )}\tag {2A} \end{align*}
We now need to express the RHS as function of \(R\) only. This is done by solving for \(x,y\) in terms of \(R,S\)
from the result obtained earlier and simplifying. This gives
\begin{align*} \frac {dS}{dR} &= -\frac {k^{2}}{\left (k +1\right ) \left (-R +b \right ) \left (-R +a \right )} \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 \(f(R)\).
\begin{align*} \int {dS} &= \int {-\frac {k^{2}}{\left (k +1\right ) \left (R -b \right ) \left (R -a \right )}\, dR}\\ S \left (R \right ) &= -\frac {k^{2} \left (\frac {\ln \left (R -a \right )}{a -b}-\frac {\ln \left (R -b \right )}{a -b}\right )}{k +1} + c_2 \end{align*}
\begin{align*} S \left (R \right )&= \frac {k^{2} \left (-\ln \left (R -a \right )+\ln \left (R -b \right )\right )}{\left (k +1\right ) \left (a -b \right )}+c_2 \end{align*}
To complete the solution, we just need to transform the above back to \(x,y\) coordinates. This results
in
\begin{align*} \frac {k \left (-\ln \left (k \left (y+x -b \right )+y\right )+\ln \left (k \left (y+x -a \right )+y\right )\right )}{\left (a -b \right ) \left (k +1\right )} = \frac {k^{2} \left (-\ln \left (-a +x \right )+\ln \left (x -b \right )\right )}{\left (k +1\right ) \left (a -b \right )}+c_2 \end{align*}
Summary of solutions found
\begin{align*}
\frac {k \left (-\ln \left (k \left (y+x -b \right )+y\right )+\ln \left (k \left (y+x -a \right )+y\right )\right )}{\left (a -b \right ) \left (k +1\right )} &= \frac {k^{2} \left (-\ln \left (-a +x \right )+\ln \left (x -b \right )\right )}{\left (k +1\right ) \left (a -b \right )}+c_2 \\
\end{align*}
2.2.60.2 Solved using first_order_ode_riccati
5.825 (sec)
Entering first order ode riccati solver
\begin{align*}
\left (-a +x \right ) \left (x -b \right ) y^{\prime }+y^{2}+k \left (y+x -a \right ) \left (y+x -b \right )&=0 \\
\end{align*}
In canonical form the ODE is \begin{align*} y' &= F(x,y)\\ &= -\frac {a b k -a k x -a k y-b k x -b k y+k \,x^{2}+2 k x y+k y^{2}+y^{2}}{\left (b -x \right ) \left (a -x \right )} \end{align*}
This is a Riccati ODE. Comparing the ODE to solve
\[
y' = \textit {the\_rhs}
\]
With Riccati ODE standard form \[ y' = f_0(x)+ f_1(x)y+f_2(x)y^{2} \]
Shows
that \(f_0(x)=-\frac {a b k}{\left (b -x \right ) \left (a -x \right )}+\frac {a k x}{\left (b -x \right ) \left (a -x \right )}+\frac {b k x}{\left (b -x \right ) \left (a -x \right )}-\frac {k \,x^{2}}{\left (b -x \right ) \left (a -x \right )}\), \(f_1(x)=\frac {a k}{\left (a -x \right ) \left (b -x \right )}+\frac {b k}{\left (a -x \right ) \left (b -x \right )}-\frac {2 x k}{\left (a -x \right ) \left (b -x \right )}\) and \(f_2(x)=-\frac {k}{\left (a -x \right ) \left (b -x \right )}-\frac {1}{\left (b -x \right ) \left (a -x \right )}\). Let \begin{align*} y &= \frac {-u'}{f_2 u} \\ &= \frac {-u'}{u \left (-\frac {k}{\left (a -x \right ) \left (b -x \right )}-\frac {1}{\left (b -x \right ) \left (a -x \right )}\right )} \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' &=-\frac {k}{\left (a -x \right )^{2} \left (b -x \right )}-\frac {k}{\left (a -x \right ) \left (b -x \right )^{2}}-\frac {1}{\left (b -x \right )^{2} \left (a -x \right )}-\frac {1}{\left (b -x \right ) \left (a -x \right )^{2}}\\ f_1 f_2 &=\left (\frac {a k}{\left (a -x \right ) \left (b -x \right )}+\frac {b k}{\left (a -x \right ) \left (b -x \right )}-\frac {2 x k}{\left (a -x \right ) \left (b -x \right )}\right ) \left (-\frac {k}{\left (a -x \right ) \left (b -x \right )}-\frac {1}{\left (b -x \right ) \left (a -x \right )}\right )\\ f_2^2 f_0 &=\left (-\frac {k}{\left (a -x \right ) \left (b -x \right )}-\frac {1}{\left (b -x \right ) \left (a -x \right )}\right )^{2} \left (-\frac {a b k}{\left (b -x \right ) \left (a -x \right )}+\frac {a k x}{\left (b -x \right ) \left (a -x \right )}+\frac {b k x}{\left (b -x \right ) \left (a -x \right )}-\frac {k \,x^{2}}{\left (b -x \right ) \left (a -x \right )}\right ) \end{align*}
Substituting the above terms back in equation (2) gives
\[
\left (-\frac {k}{\left (a -x \right ) \left (b -x \right )}-\frac {1}{\left (b -x \right ) \left (a -x \right )}\right ) u^{\prime \prime }\left (x \right )-\left (-\frac {k}{\left (a -x \right )^{2} \left (b -x \right )}-\frac {k}{\left (a -x \right ) \left (b -x \right )^{2}}-\frac {1}{\left (b -x \right )^{2} \left (a -x \right )}-\frac {1}{\left (b -x \right ) \left (a -x \right )^{2}}+\left (\frac {a k}{\left (a -x \right ) \left (b -x \right )}+\frac {b k}{\left (a -x \right ) \left (b -x \right )}-\frac {2 x k}{\left (a -x \right ) \left (b -x \right )}\right ) \left (-\frac {k}{\left (a -x \right ) \left (b -x \right )}-\frac {1}{\left (b -x \right ) \left (a -x \right )}\right )\right ) u^{\prime }\left (x \right )+\left (-\frac {k}{\left (a -x \right ) \left (b -x \right )}-\frac {1}{\left (b -x \right ) \left (a -x \right )}\right )^{2} \left (-\frac {a b k}{\left (b -x \right ) \left (a -x \right )}+\frac {a k x}{\left (b -x \right ) \left (a -x \right )}+\frac {b k x}{\left (b -x \right ) \left (a -x \right )}-\frac {k \,x^{2}}{\left (b -x \right ) \left (a -x \right )}\right ) u \left (x \right ) = 0
\]
Entering kovacic solverWriting the ode as
\begin{align*} \frac {\left (-k -1\right ) \left (\frac {d^{2}u}{d x^{2}}\right )}{\left (b -x \right ) \left (a -x \right )}+\frac {\left (k +1\right )^{2} \left (a +b -2 x \right ) \left (\frac {d u}{d x}\right )}{\left (b -x \right )^{2} \left (a -x \right )^{2}}-\frac {k \left (k +1\right )^{2} u}{\left (b -x \right )^{2} \left (a -x \right )^{2}} &= 0 \tag {1} \\ A \frac {d^{2}u}{d x^{2}} + B \frac {d u}{d x} + C u &= 0 \tag {2} \end{align*}
Comparing (1) and (2) shows that
\begin{align*} A &= \frac {-k -1}{\left (b -x \right ) \left (a -x \right )} \\ B &= \frac {\left (k +1\right )^{2} \left (a +b -2 x \right )}{\left (b -x \right )^{2} \left (a -x \right )^{2}}\tag {3} \\ C &= -\frac {k \left (k +1\right )^{2}}{\left (b -x \right )^{2} \left (a -x \right )^{2}} \end{align*}
Applying the Liouville transformation on the dependent variable gives
\begin{align*} z(x) &= u e^{\int \frac {B}{2 A} \,dx} \end{align*}
Then (2) becomes
\begin{align*} z''(x) = r z(x)\tag {4} \end{align*}
Where \(r\) is given by
\begin{align*} r &= \frac {s}{t}\tag {5} \\ &= \frac {2 A B' - 2 B A' + B^2 - 4 A C}{4 A^2} \end{align*}
Substituting the values of \(A,B,C\) from (3) in the above and simplifying gives
\begin{align*} r &= \frac {\left (a^{2} k -2 a b k +b^{2} k -a^{2}+2 a b -b^{2}\right ) \left (k +1\right )}{4 \left (a b -a x -b x +x^{2}\right )^{2}}\tag {6} \end{align*}
Comparing the above to (5) shows that
\begin{align*} s &= \left (a^{2} k -2 a b k +b^{2} k -a^{2}+2 a b -b^{2}\right ) \left (k +1\right )\\ t &= 4 \left (a b -a x -b x +x^{2}\right )^{2} \end{align*}
Therefore eq. (4) becomes
\begin{align*} z''(x) &= \left ( \frac {\left (a^{2} k -2 a b k +b^{2} k -a^{2}+2 a b -b^{2}\right ) \left (k +1\right )}{4 \left (a b -a x -b x +x^{2}\right )^{2}}\right ) z(x)\tag {7} \end{align*}
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.
| | |
| Case |
Allowed pole order for \(r\) |
Allowed value for \(\mathcal {O}(\infty )\) |
| | |
| 1 |
\(\left \{ 0,1,2,4,6,8,\cdots \right \} \) |
\(\left \{ \cdots ,-6,-4,-2,0,2,3,4,5,6,\cdots \right \} \) |
| | |
|
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 |
\(\left \{ 1,2\right \} \) |
\(\left \{ 2,3,4,5,6,7,\cdots \right \} \) |
| | |
Table 2.9: Necessary conditions for each Kovacic case
The order of \(r\) at \(\infty \) is the degree of \(t\) minus the degree of \(s\). Therefore
\begin{align*} O\left (\infty \right ) &= \text {deg}(t) - \text {deg}(s) \\ &= 4 - 0 \\ &= 4 \end{align*}
The poles of \(r\) in eq. (7) and the order of each pole are determined by solving for the roots of \(t=4 \left (a b -a x -b x +x^{2}\right )^{2}\).
There is a pole at \(x=b\) of order \(2\). There is a pole at \(x=a\) of order \(2\). Since there is no odd order pole larger
than \(2\) and the order at \(\infty \) is \(4\) 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. Since pole order is not larger than \(2\)
and the order at \(\infty \) is \(4\) then the necessary conditions for case three are met. Therefore
\begin{align*} L &= [1, 2, 4, 6, 12] \end{align*}
Attempting to find a solution using case \(n=1\).
Looking at poles of order 2. The partial fractions decomposition of \(r\) is
\[
r = \frac {\left (k^{2}-1\right ) \left (a -b \right )}{\left (4 a -4 b \right ) \left (x -b \right )^{2}}+\frac {-k^{2}+1}{\left (-2 a +2 b \right ) \left (x -b \right )}+\frac {\left (k^{2}-1\right ) \left (a -b \right )}{\left (4 a -4 b \right ) \left (-a +x \right )^{2}}+\frac {k^{2}-1}{\left (-2 a +2 b \right ) \left (-a +x \right )}
\]
For the pole at \(x=b\) let \(b\) be the
coefficient of \(\frac {1}{ \left (x -b \right )^{2}}\) in the partial fractions decomposition of \(r\) given above. Therefore \(b=\frac {k^{2}}{4}-\frac {1}{4}\). Hence
\begin{alignat*}{2} [\sqrt r]_c &= 0 \\ \alpha _c^{+} &= \frac {1}{2} + \sqrt {1+4 b} &&= \frac {1}{2}+\frac {k}{2}\\ \alpha _c^{-} &= \frac {1}{2} - \sqrt {1+4 b} &&= \frac {1}{2}-\frac {k}{2} \end{alignat*}
For the pole at \(x=a\) let \(b\) be the coefficient of \(\frac {1}{ \left (-a +x \right )^{2}}\) in the partial fractions decomposition of \(r\) given above.
Therefore \(b=\frac {k^{2}}{4}-\frac {1}{4}\). Hence
\begin{alignat*}{2} [\sqrt r]_c &= 0 \\ \alpha _c^{+} &= \frac {1}{2} + \sqrt {1+4 b} &&= \frac {1}{2}+\frac {k}{2}\\ \alpha _c^{-} &= \frac {1}{2} - \sqrt {1+4 b} &&= \frac {1}{2}-\frac {k}{2} \end{alignat*}
Since the order of \(r\) at \(\infty \) is \(4 > 2\) then
\begin{alignat*}{2} [\sqrt r]_\infty &= 0 \\ \alpha _{\infty }^{+} &= 0 \\ \alpha _{\infty }^{-} &= 1 \end{alignat*}
The following table summarizes the findings so far for poles and for the order of \(r\) at \(\infty \) where \(r\) is
\[ r=\frac {\left (a^{2} k -2 a b k +b^{2} k -a^{2}+2 a b -b^{2}\right ) \left (k +1\right )}{4 \left (a b -a x -b x +x^{2}\right )^{2}} \]
| | | | |
| pole \(c\) location |
pole order |
\([\sqrt r]_c\) |
\(\alpha _c^{+}\) |
\(\alpha _c^{-}\) |
| | | | |
| \(b\) | \(2\) | \(0\) | \(\frac {1}{2}+\frac {k}{2}\) | \(\frac {1}{2}-\frac {k}{2}\) |
| | | | |
| \(a\) | \(2\) | \(0\) | \(\frac {1}{2}+\frac {k}{2}\) | \(\frac {1}{2}-\frac {k}{2}\) |
| | | | |
| | | |
| Order of \(r\) at \(\infty \) |
\([\sqrt r]_\infty \) |
\(\alpha _\infty ^{+}\) |
\(\alpha _\infty ^{-}\) |
| | | |
| \(4\) |
\(0\) | \(0\) | \(1\) |
| | | |
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
\begin{align*} d &= \alpha _\infty ^{s(\infty )} - \sum _{c \in \Gamma } \alpha _c^{s(c)} \end{align*}
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 \(\alpha _\infty ^{-} = 1\) then
\begin{align*} d &= \alpha _\infty ^{-} - \left ( \alpha _{c_1}^{-}+\alpha _{c_2}^{+} \right ) \\ &= 1 - \left ( 1 \right ) \\ &= 0 \end{align*}
Since \(d\) an integer and \(d \geq 0\) then it can be used to find \(\omega \) using
\begin{align*} \omega &= \sum _{c \in \Gamma } \left ( s(c) [\sqrt r]_c + \frac {\alpha _c^{s(c)}}{x-c} \right ) + s(\infty ) [\sqrt r]_\infty \end{align*}
The above gives
\begin{align*} \omega &= \left ( (-)[\sqrt r]_{c_1} + \frac { \alpha _{c_1}^{-} }{x- c_1}\right )+\left ( (+) [\sqrt r]_{c_2} + \frac { \alpha _{c_2}^{+} }{x- c_2}\right ) + (-) [\sqrt r]_\infty \\ &= \frac {\frac {1}{2}-\frac {k}{2}}{x -b}+\frac {\frac {1}{2}+\frac {k}{2}}{-a +x} + (-) \left ( 0 \right ) \\ &= \frac {\frac {1}{2}-\frac {k}{2}}{x -b}+\frac {\frac {1}{2}+\frac {k}{2}}{-a +x}\\ &= \frac {\left (k -1\right ) a -b \left (k +1\right )+2 x}{2 \left (b -x \right ) \left (a -x \right )} \end{align*}
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
\begin{align*} p'' + 2 \omega p' + \left ( \omega ' +\omega ^2 -r\right ) p = 0 \tag {1A} \end{align*}
Let
\begin{align*} p(x) &= 1\tag {2A} \end{align*}
Substituting the above in eq. (1A) gives
\begin{align*} \left (0\right ) + 2 \left (\frac {\frac {1}{2}-\frac {k}{2}}{x -b}+\frac {\frac {1}{2}+\frac {k}{2}}{-a +x}\right ) \left (0\right ) + \left ( \left (-\frac {\frac {1}{2}-\frac {k}{2}}{\left (x -b \right )^{2}}-\frac {\frac {1}{2}+\frac {k}{2}}{\left (-a +x \right )^{2}}\right ) + \left (\frac {\frac {1}{2}-\frac {k}{2}}{x -b}+\frac {\frac {1}{2}+\frac {k}{2}}{-a +x}\right )^2 - \left (\frac {\left (a^{2} k -2 a b k +b^{2} k -a^{2}+2 a b -b^{2}\right ) \left (k +1\right )}{4 \left (a b -a x -b x +x^{2}\right )^{2}}\right ) \right ) &= 0\\ 0 = 0 \end{align*}
The equation is satisfied since both sides are zero. Therefore the first solution to the ode \(z'' = r z\) is
\begin{align*} z_1(x) &= p e^{ \int \omega \,dx} \\ &= {\mathrm e}^{\int \left (\frac {\frac {1}{2}-\frac {k}{2}}{x -b}+\frac {\frac {1}{2}+\frac {k}{2}}{-a +x}\right )d x}\\ &= \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}} \end{align*}
The first solution to the original ode in \(u\) is found from
\begin{align*}
u_1 &= z_1 e^{ \int -\frac {1}{2} \frac {B}{A} \,dx} \\
&= z_1 e^{ -\int \frac {1}{2} \frac {\frac {\left (k +1\right )^{2} \left (a +b -2 x \right )}{\left (b -x \right )^{2} \left (a -x \right )^{2}}}{\frac {-k -1}{\left (b -x \right ) \left (a -x \right )}} \,dx} \\
&= z_1 e^{\frac {\left (k +1\right )^{2} \ln \left (\left (-a +x \right ) \left (x -b \right )\right )}{-2 k -2}} \\
&= z_1 \left (\left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}}\right ) \\
\end{align*}
Which simplifies to \[
u_1 = \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}}
\]
The second solution \(u_2\)
to the original ode is found using reduction of order \[ u_2 = u_1 \int \frac { e^{\int -\frac {B}{A} \,dx}}{u_1^2} \,dx \]
Substituting gives \begin{align*}
u_2 &= u_1 \int \frac { e^{\int -\frac {\frac {\left (k +1\right )^{2} \left (a +b -2 x \right )}{\left (b -x \right )^{2} \left (a -x \right )^{2}}}{\frac {-k -1}{\left (b -x \right ) \left (a -x \right )}} \,dx}}{\left (u_1\right )^2} \,dx \\
&= u_1 \int \frac { e^{-\left (k +1\right ) \ln \left (\left (b -x \right ) \left (a -x \right )\right )}}{\left (u_1\right )^2} \,dx \\
&= u_1 \left (-\frac {\left (b -x \right ) \left (a -x \right ) {\mathrm e}^{-\left (k +1\right ) \ln \left (\left (b -x \right ) \left (a -x \right )\right )} \left (\left (b -x \right ) \left (a -x \right )\right )^{k +1} \left (-a +x \right )^{-k -1} \left (x -b \right )^{k -1}}{\left (a -b \right ) k}\right ) \\
\end{align*}
Therefore the solution
is
\begin{align*}
u &= c_1 u_1 + c_2 u_2 \\
&= c_1 \left (\left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}}\right ) + c_2 \left (\left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}}\left (-\frac {\left (b -x \right ) \left (a -x \right ) {\mathrm e}^{-\left (k +1\right ) \ln \left (\left (b -x \right ) \left (a -x \right )\right )} \left (\left (b -x \right ) \left (a -x \right )\right )^{k +1} \left (-a +x \right )^{-k -1} \left (x -b \right )^{k -1}}{\left (a -b \right ) k}\right )\right ) \\
\end{align*}
Taking derivative gives \begin{equation}
\tag{4} u^{\prime }\left (x \right ) = \frac {c_1 \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-\frac {1}{2}-\frac {k}{2}\right ) \left (-a -b +2 x \right ) \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}}}{\left (b -x \right ) \left (a -x \right )}+\frac {c_1 \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (\frac {1}{2}+\frac {k}{2}\right ) \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}}}{-a +x}+\frac {c_1 \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}} \left (\frac {1}{2}-\frac {k}{2}\right )}{x -b}-\frac {c_2 \left (-a +x \right )^{\frac {1}{2}-\frac {k}{2}} \left (\frac {1}{2}-\frac {k}{2}\right ) \left (x -b \right )^{\frac {1}{2}+\frac {k}{2}} \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}}}{k \left (a -b \right ) \left (-a +x \right )}-\frac {c_2 \left (-a +x \right )^{\frac {1}{2}-\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}+\frac {k}{2}} \left (\frac {1}{2}+\frac {k}{2}\right ) \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}}}{k \left (a -b \right ) \left (x -b \right )}-\frac {c_2 \left (-a +x \right )^{\frac {1}{2}-\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}+\frac {k}{2}} \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-\frac {1}{2}-\frac {k}{2}\right ) \left (-a -b +2 x \right )}{k \left (a -b \right ) \left (b -x \right ) \left (a -x \right )}
\end{equation}
Substituting equations (3,4) into (1) results in \begin{align*}
y &= \frac {-u'}{f_2 u} \\
y &= \frac {-u'}{u \left (-\frac {k}{\left (a -x \right ) \left (b -x \right )}-\frac {1}{\left (b -x \right ) \left (a -x \right )}\right )} \\
y &= -\frac {\frac {c_1 \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-\frac {1}{2}-\frac {k}{2}\right ) \left (-a -b +2 x \right ) \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}}}{\left (b -x \right ) \left (a -x \right )}+\frac {c_1 \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (\frac {1}{2}+\frac {k}{2}\right ) \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}}}{-a +x}+\frac {c_1 \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}} \left (\frac {1}{2}-\frac {k}{2}\right )}{x -b}-\frac {c_2 \left (-a +x \right )^{\frac {1}{2}-\frac {k}{2}} \left (\frac {1}{2}-\frac {k}{2}\right ) \left (x -b \right )^{\frac {1}{2}+\frac {k}{2}} \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}}}{k \left (a -b \right ) \left (-a +x \right )}-\frac {c_2 \left (-a +x \right )^{\frac {1}{2}-\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}+\frac {k}{2}} \left (\frac {1}{2}+\frac {k}{2}\right ) \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}}}{k \left (a -b \right ) \left (x -b \right )}-\frac {c_2 \left (-a +x \right )^{\frac {1}{2}-\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}+\frac {k}{2}} \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-\frac {1}{2}-\frac {k}{2}\right ) \left (-a -b +2 x \right )}{k \left (a -b \right ) \left (b -x \right ) \left (a -x \right )}}{\left (-\frac {k}{\left (a -x \right ) \left (b -x \right )}-\frac {1}{\left (b -x \right ) \left (a -x \right )}\right ) \left (c_1 \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}}-\frac {c_2 \left (-a +x \right )^{\frac {1}{2}-\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}+\frac {k}{2}} \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}}}{k \left (a -b \right )}\right )} \\
\end{align*}
Doing change of
constants, the above solution becomes \[
y = -\frac {\frac {\left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-\frac {1}{2}-\frac {k}{2}\right ) \left (-a -b +2 x \right ) \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}}}{\left (b -x \right ) \left (a -x \right )}+\frac {\left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (\frac {1}{2}+\frac {k}{2}\right ) \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}}}{-a +x}+\frac {\left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}} \left (\frac {1}{2}-\frac {k}{2}\right )}{x -b}-\frac {c_3 \left (-a +x \right )^{\frac {1}{2}-\frac {k}{2}} \left (\frac {1}{2}-\frac {k}{2}\right ) \left (x -b \right )^{\frac {1}{2}+\frac {k}{2}} \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}}}{k \left (a -b \right ) \left (-a +x \right )}-\frac {c_3 \left (-a +x \right )^{\frac {1}{2}-\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}+\frac {k}{2}} \left (\frac {1}{2}+\frac {k}{2}\right ) \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}}}{k \left (a -b \right ) \left (x -b \right )}-\frac {c_3 \left (-a +x \right )^{\frac {1}{2}-\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}+\frac {k}{2}} \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-\frac {1}{2}-\frac {k}{2}\right ) \left (-a -b +2 x \right )}{k \left (a -b \right ) \left (b -x \right ) \left (a -x \right )}}{\left (-\frac {k}{\left (a -x \right ) \left (b -x \right )}-\frac {1}{\left (b -x \right ) \left (a -x \right )}\right ) \left (\left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}} \left (-a +x \right )^{\frac {1}{2}+\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}-\frac {k}{2}}-\frac {c_3 \left (-a +x \right )^{\frac {1}{2}-\frac {k}{2}} \left (x -b \right )^{\frac {1}{2}+\frac {k}{2}} \left (\left (b -x \right ) \left (a -x \right )\right )^{-\frac {1}{2}-\frac {k}{2}}}{k \left (a -b \right )}\right )}
\]
Simplifying the above gives \begin{align*}
y &= -\frac {k \left (\left (x -b \right )^{1+\frac {k}{2}} c_3 \left (-a +x \right )^{-\frac {k}{2}}+k \left (x -b \right )^{-\frac {k}{2}} \left (a -x \right ) \left (a -b \right ) \left (-a +x \right )^{\frac {k}{2}}\right )}{\left (\left (-a +x \right )^{-\frac {k}{2}} \left (x -b \right )^{\frac {k}{2}} c_3 -k \left (x -b \right )^{-\frac {k}{2}} \left (a -b \right ) \left (-a +x \right )^{\frac {k}{2}}\right ) \left (k +1\right )} \\
\end{align*}
Summary of solutions found
\begin{align*}
y &= -\frac {k \left (\left (x -b \right )^{1+\frac {k}{2}} c_3 \left (-a +x \right )^{-\frac {k}{2}}+k \left (x -b \right )^{-\frac {k}{2}} \left (a -x \right ) \left (a -b \right ) \left (-a +x \right )^{\frac {k}{2}}\right )}{\left (\left (-a +x \right )^{-\frac {k}{2}} \left (x -b \right )^{\frac {k}{2}} c_3 -k \left (x -b \right )^{-\frac {k}{2}} \left (a -b \right ) \left (-a +x \right )^{\frac {k}{2}}\right ) \left (k +1\right )} \\
\end{align*}
2.2.60.3 Solved using first_order_ode_riccati_by_guessing_particular_solution
0.166 (sec)
Entering first order ode riccati guess solver
\begin{align*}
\left (-a +x \right ) \left (x -b \right ) y^{\prime }+y^{2}+k \left (y+x -a \right ) \left (y+x -b \right )&=0 \\
\end{align*}
This is a Riccati ODE. Comparing the above ODE to
solve with the Riccati standard form \[ y' = f_0(x)+ f_1(x)y+f_2(x)y^{2} \]
Shows that \begin{align*} f_0(x) & =-\frac {a b k}{\left (b -x \right ) \left (a -x \right )}+\frac {a k x}{\left (b -x \right ) \left (a -x \right )}+\frac {b k x}{\left (b -x \right ) \left (a -x \right )}-\frac {k \,x^{2}}{\left (b -x \right ) \left (a -x \right )}\\ f_1(x) & =\frac {a k}{\left (a -x \right ) \left (b -x \right )}+\frac {b k}{\left (a -x \right ) \left (b -x \right )}-\frac {2 x k}{\left (a -x \right ) \left (b -x \right )}\\ f_2(x) &=-\frac {k}{\left (a -x \right ) \left (b -x \right )}-\frac {1}{\left (b -x \right ) \left (a -x \right )} \end{align*}
Using trial and error, the following particular solution was found
\[
y_p = -\frac {k x}{k +1}+\frac {b k}{k +1}
\]
Since a particular solution is
known, then the general solution is given by \begin{align*} y &= y_p + \frac { \phi (x) }{ c_1 - \int { \phi (x) f_2 \,dx} } \end{align*}
Where
\begin{align*} \phi (x) &= e^{ \int 2 f_2 y_p + f_1 \,dx } \end{align*}
Evaluating the above gives the general solution as
\[
y = \frac {\left (\left (-a +x \right )^{k} \left (k +1\right ) \left (a -x \right ) \left (x -b \right )^{-k}+k c_1 \left (b -x \right ) \left (a -b \right )\right ) k}{\left (k +1\right ) \left (c_1 \left (a -b \right ) k +\left (-a +x \right )^{k} \left (x -b \right )^{-k} \left (k +1\right )\right )}
\]
Simplifying the above gives \begin{align*}
y &= \frac {\left (-\left (-a +x \right )^{k +1} \left (k +1\right )+k c_1 \left (b -x \right ) \left (a -b \right ) \left (x -b \right )^{k}\right ) k}{\left (k c_1 \left (a -b \right ) \left (x -b \right )^{k}+\left (-a +x \right )^{k} \left (k +1\right )\right ) \left (k +1\right )} \\
\end{align*}
Summary of solutions found
\begin{align*}
y &= \frac {\left (-\left (-a +x \right )^{k +1} \left (k +1\right )+k c_1 \left (b -x \right ) \left (a -b \right ) \left (x -b \right )^{k}\right ) k}{\left (k c_1 \left (a -b \right ) \left (x -b \right )^{k}+\left (-a +x \right )^{k} \left (k +1\right )\right ) \left (k +1\right )} \\
\end{align*}
2.2.60.4 ✓ Maple. Time used: 0.003 (sec). Leaf size: 54
ode:=(x-a)*(x-b)*diff(y(x),x)+k*(x+y(x)-a)*(x+y(x)-b)+y(x)^2 = 0;
dsolve(ode,y(x), singsol=all);
\[
y = \frac {\left (\left (-x +a \right )^{k +1}+c_1 \left (-x +b \right )^{k} \left (-x +b \right )\right ) k}{\left (k +1\right ) \left (c_1 \left (-x +b \right )^{k}+\left (-x +a \right )^{k}\right )}
\]
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 sub-methods:
trying Riccati to 2nd Order
-> Calling odsolve with the ODE, diff(diff(y(x),x),x) = (a*k+b*k-2*k*x+a+b-2
*x)/(a*b-a*x-b*x+x^2)*diff(y(x),x)-(k+1)*k/(a*b-a*x-b*x+x^2)*y(x), y(x)
*** Sublevel 2 ***
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
Reducible group (found an exponential solution)
Reducible group (found another exponential solution)
<- Kovacics algorithm successful
<- Riccati to 2nd Order successful
Maple step by step
\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & \left (x -a \right ) \left (x -b \right ) \left (\frac {d}{d x}y \left (x \right )\right )+y \left (x \right )^{2}+k \left (y \left (x \right )+x -a \right ) \left (y \left (x \right )+x -b \right )=0 \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 1 \\ {} & {} & \frac {d}{d x}y \left (x \right ) \\ \bullet & {} & \textrm {Solve for the highest derivative}\hspace {3pt} \\ {} & {} & \frac {d}{d x}y \left (x \right )=-\frac {y \left (x \right )^{2}+k \left (y \left (x \right )+x -a \right ) \left (y \left (x \right )+x -b \right )}{\left (x -a \right ) \left (x -b \right )} \end {array} \]
2.2.60.5 ✓ Mathematica. Time used: 2.427 (sec). Leaf size: 101
ode=(x-a)*(x-b)*D[y[x],x]+y[x]^2+k*(y[x]+x-a)*(y[x]+x-b)==0;
ic={};
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
\begin{align*} y(x)&\to \frac {1}{2} \left (\frac {k (a+b-2 x)}{k+1}+\sqrt {-\frac {k^2 (a-b)^2}{(k+1)^2}} \tan \left (\frac {1}{2} \sqrt {-\frac {k^2 (a-b)^2}{(k+1)^2}} \int _1^x\frac {k+1}{(a-K[5]) (K[5]-b)}dK[5]+c_1\right )\right ) \end{align*}
2.2.60.6 ✓ Sympy. Time used: 9.437 (sec). Leaf size: 525
from sympy import *
x = symbols("x")
a = symbols("a")
b = symbols("b")
k = symbols("k")
y = Function("y")
ode = Eq(k*(-a + x + y(x))*(-b + x + y(x)) + (-a + x)*(-b + x)*Derivative(y(x), x) + y(x)**2,0)
ics = {}
dsolve(ode,func=y(x),ics=ics)
\[
y{\left (x \right )} = - \frac {k \left (a e^{\frac {k \left (C_{1} a^{2} k + C_{1} a^{2} + C_{1} b^{2} k + C_{1} b^{2} + a k \log {\left (- a + x \right )} + a \log {\left (- a + x \right )} + b k \log {\left (- b + x \right )} + b \log {\left (- b + x \right )}\right )}{a k + a - b k - b}} - b e^{\frac {k \left (2 C_{1} a b k + 2 C_{1} a b + a k \log {\left (- b + x \right )} + a \log {\left (- b + x \right )} + b k \log {\left (- a + x \right )} + b \log {\left (- a + x \right )}\right )}{a k + a - b k - b}} + x e^{\frac {k \left (2 C_{1} a b k + 2 C_{1} a b + a k \log {\left (- b + x \right )} + a \log {\left (- b + x \right )} + b k \log {\left (- a + x \right )} + b \log {\left (- a + x \right )}\right )}{a k + a - b k - b}} - x e^{\frac {k \left (C_{1} a^{2} k + C_{1} a^{2} + C_{1} b^{2} k + C_{1} b^{2} + a k \log {\left (- a + x \right )} + a \log {\left (- a + x \right )} + b k \log {\left (- b + x \right )} + b \log {\left (- b + x \right )}\right )}{a k + a - b k - b}}\right )}{k e^{\frac {k \left (2 C_{1} a b k + 2 C_{1} a b + a k \log {\left (- b + x \right )} + a \log {\left (- b + x \right )} + b k \log {\left (- a + x \right )} + b \log {\left (- a + x \right )}\right )}{a k + a - b k - b}} - k e^{\frac {k \left (C_{1} a^{2} k + C_{1} a^{2} + C_{1} b^{2} k + C_{1} b^{2} + a k \log {\left (- a + x \right )} + a \log {\left (- a + x \right )} + b k \log {\left (- b + x \right )} + b \log {\left (- b + x \right )}\right )}{a k + a - b k - b}} + e^{\frac {k \left (2 C_{1} a b k + 2 C_{1} a b + a k \log {\left (- b + x \right )} + a \log {\left (- b + x \right )} + b k \log {\left (- a + x \right )} + b \log {\left (- a + x \right )}\right )}{a k + a - b k - b}} - e^{\frac {k \left (C_{1} a^{2} k + C_{1} a^{2} + C_{1} b^{2} k + C_{1} b^{2} + a k \log {\left (- a + x \right )} + a \log {\left (- a + x \right )} + b k \log {\left (- b + x \right )} + b \log {\left (- b + x \right )}\right )}{a k + a - b k - b}}}
\]