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Imagine we had a differential equation like: $$y’’-\frac xy=0$$

Now let’s standardize the signs. Note we do not need a constant for the first term because of the zero product property. We can generalize any way we want, but this way of adding constants will generalize linearly and intuitively:

$$y’’+\frac {ax+c}{y}+b=0\implies y’’y+ax+by+c=0\implies y=y(a,b,c;x)\ne 0$$

where a,b,c are any constants

Notice that we can then do:

$$y’’+a\frac {x+\frac ca}{y}+b=0\implies y’’y+a\left(x+\frac ca\right)+by=0$$

It can be shown that an implicit solution for $y=y(0,b,c;x)$ is the function $y(x)$ which satisfies the following functional integral equation. Be careful with the squared terms when solving here:

$$y’’y+by+c=0\implies\left(\int_1^{y(x)}\frac{dt}{\sqrt{c_1-2(bt+c\ln(t)))}}\right)^2=(x+c_2)^2$$

This might remind you of an inverse gamma-type function which I did not see coming. Another nice thing is a closed form for $y(0,0,c;x)$ which uses the Inverse Error function:

$$y’’y+c=0\implies y(x)=e^{\frac{c_1-2c\left(\operatorname{erf}^{-1}\left(\pm \sqrt{\frac 2\pi}\sqrt{ce^{-\frac{c_1}{c}}(x+c_2)^2}\right)\right)^2}{2c}} \implies \left(\int_1^{y(x)}\frac{dt}{\sqrt{c_1-2c\ln(t))}}\right)^2=(x+c_2)^2$$

Here is what the sample solution family for $y’’y+x+y+1=0\ $looks like:

enter image description here

Here is what the sample solution family for $y’’y-x-y-1=0\ $ looks like:

enter image description here

Related problems:

Approach Zero Search Results

This almost looks like the Airy Differential Equation, but it is not related:

$$y’’-xy=0\implies y=\operatorname{Ai}(x)+i\operatorname {Bi}(x)$$

Unfortunately, we cannot use the Principle of Superposition to find a more general solution as the equation is nonlinear. @Eli showed that the following is a particular solution:

$$y=-\frac{ax+c}b\ne 0\implies -\frac{ax+c}b \frac{d^2}{dx^2} \frac{-ax-c}b +ax-b\frac{ax+b}b +c=0+ax-ax-c+c=0$$

The problem is that this is not the general solution. One attempt at finding such a general solution will use our aforementioned a=0 using a Generalized Puisex Series, with machine help, at t=0, but the convergence may be a problem. I have listed out a few of many known terms:

$$y’’y+by+c=0\implies\left(\int_1^{y(x)}\frac{dt}{\sqrt{k-2(bt+c\ln(t)))}}\right)^2=(x+c_2)^2\implies \int_1^{y(x)}\frac{dt}{\sqrt{k-2(bt+c\ln(t))}}=\int_1^{y(x)}\left(\frac 1{\sqrt{k - 2 c \ln(t)}}+ \frac{b t}{(k - 2 c \ln(t))^\frac32} + \frac{3 b^2 t^2}{(2 (k - 2 c \ln(t))^\frac52)} +O\left(t^3\right)\right) $$

Then one may use an inversion theorem to find the inverse and find $y(x)$ with correct convergence.

My question is how to either find a closed form for $y(x)=y(a,b,c;x)$ or a general series representation for the general case without any initial values. Please do not give any implicit solutions as the goal is to find $y(x)$. You can even use an inversion theorem like the Lagrange Inversion Theorem. Please correct me and give me feedback!

Here is a general integral solution for which the main integral we need to put in terms of x. Here is a reference problem for the technique used by @Ron Gordon to solve the general solution and somehow integrate a general $y’y’’$:

Solution to Differential Equation: $y'' = \frac{c_1}{y} - \frac{c_2}{y^2} $.

$$y’’y+ax+by+c=0\mathop \implies^{y\ne0} y’’+a\frac x{y’}+b+ \frac cy=0\implies -y’’y’= a\frac {x y’}{y}+by’+ c\frac {y’}y$$

Now we integrate and use the referenced integration technique along with Logarithmic Differentiation. One also uses Integration by Parts of x and $\frac {y’}{y}$:

$$ \int -y’’y’dx= a\int \frac {x y’}{y}dx+b\int y’dx+ c\int \frac {y’}y dx\implies c_1-\frac{y’^{\,2}}2=ax\,\ln(y)-\int \ln(y) dx+c_2+by+c_3+c\,\ln(y)+c_4\implies y’^{\,2}=-2ax\,\ln(y)+2a\int \ln(y)dx-2by-2c\,\ln(y)+c_1\implies y’=\pm\sqrt{c_1 -2ax\,\ln(y)+2a\int \ln(y)dx-2by-2c\,\ln(y)} \implies y=c_2\pm \sqrt 2\int\sqrt{a\int \ln(y)dx -ax\,\ln(y)-by-c\,\ln(y)+c_1} dx$$

Here is another way to solve:

$$\frac{y’}{\sqrt{c_1 -2ax\,\ln(y)+2a\int \ln(y)dx-2by-2c\,\ln(y)} }=\pm1\implies \int \frac{\frac{dy}{dx}}{\sqrt{c_1 -2ax\,\ln(y)+2\int \ln(y)dx-2by-2c\,\ln(y)}}dx=\pm\int dx \implies \int \frac{dy}{\sqrt{c_1 -2ax\,\ln(y)+2a\int \ln(y)dx-2by-2c\,\ln(y)}}=c_2\pm x\implies \int \frac{dy}{\sqrt{c_1 -ax\,\ln(y)+a\int \ln(y)dx-by-c\,\ln(y)}}=c_2\pm \sqrt2 x$$

This is where I got stuck. If we could integrate, by substitution in terms of x maybe, with a series expansion and use a series reversion, then it should output $y(x)$ explicitly.

Тyma Gaidash
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  • Note that $\operatorname{Ai}(x)+i\operatorname{Bi}(x)$ is just a particular solution to Airy's equation. – Gary Sep 04 '21 at 14:19
  • @Gary That example was just used for context. The actual differential equation in the question has nothing to do with Airy’s equation. It was just an explanation for how I came up with the general differential equation. Do you know any ideas to solve it as a series or in closed form? – Тyma Gaidash Sep 04 '21 at 14:22
  • Doesn’t the substitution $y \to 1/y$ lead to terms involving $y’$? – A rural reader Sep 04 '21 at 15:24
  • @Aruralreadern Notice how I did not literally write: $$\frac 1{y’’}-\frac xy=0$$, but instead: $$y’’-\frac xy=0$$ this brings up a new family of functions when generalized. Please see the new edit. – Тyma Gaidash Sep 04 '21 at 17:08
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    Particular solution of $y=-(ax+c)/b$. – Eli Bartlett Sep 04 '21 at 17:46
  • @TymaGaidash It means that $y=-(ax+c)/b$ solves the equation (plug it in and check for yourself!) but does not contain all possible solutions, evidenced by the fact that it has no arbitrary constants. – Eli Bartlett Sep 04 '21 at 20:36

1 Answers1

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I present to you 2 solutions. The first solves your ODE for the $b=0$ case by quadrature. The second is a solution via the power series method, which it seems like you'd be more interested in.

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For $b=0$, the equation reduces to an Emden-Fowler equation, which can be transformed to an Abel equation of the second kind. Letting $y=-(ax+c)^{3/2}u/2$, and $ax+c=e^t$ brings the equation to an autonomous one, \begin{align} \ddot u=\dot u+\frac{3}{16}u+\frac{1}{a^2}\frac{1}{u}=0. \end{align} Now taking $\dot u=p(u)$, $\ddot u=pp'$ brings the equation to \begin{align} pp'=p+\frac{3}{16}u+\frac{1}{a^2}\frac{1}{u}. \end{align} This unfortunately does not fall under the Abel equations with simple solutions category. I'll copy the solution from "Exact analytic solutions of the Abel, Emden–Fowler and generalized Emden–Fowler nonlinear ODE" by Dimitrios E. Panayotounakosa and Dimitrios Kravvaritis without copying the method (it requires you to pay to view it). \begin{align} &p(u)=\frac{1}{2}(u+2\lambda)\left(\bar N(u)+\frac{1}{3}\right),\\ &G(\bar \xi)=\frac{e^{-\bar \xi}}{16}\frac{[(\bar \xi\sin(\bar \xi)\mathrm{ci}(\bar \xi)+\cos(\bar\xi)^2][4\bar \xi\mathrm{ci}(\bar\xi)+\cos(\bar \xi)]}{(\bar \xi \mathrm{ci}(\bar \xi))^3},\\ &\mathrm{ci}(\bar\xi)=-\int_{\bar\xi}^\infty\frac{\cos(s)}{s}\mathrm ds,\quad \bar\xi=\ln|u+2\lambda|,\\ &\left(\bar N(u)+\frac{4}{3}\right)^2-1=8\int\left[\frac{G(u)}{(u+2\lambda)^2}+\frac{1}{(u+2\lambda)^2}\left(\frac{3}{16}u+\frac{1}{a^2}\frac{1}{u}\right)\right]\mathrm du, \end{align}

where $\lambda$ is an integration constant. Here is a paper I'd consider a 'proof by graphing' for the solution. $u(t)$ is then given by \begin{align} 2\int \frac{\mathrm du}{(u+2\lambda)(\bar N(u)+1/3)}=t+\lambda_2, \end{align} and then $y(x)$ is implicitely given by \begin{align} \ln|ax+c|+\lambda_2=2\int \frac{\mathrm du}{(u+2\lambda)(\bar N(u)+1/3)},\quad u=\frac{-2y}{(ax+c)^{3/2}}. \end{align}

An implicit solution? Yes. A useful solution for your needs? I doubt it. Just maybe if you go through the dirty work of finding $\bar N(u)$ the integral turns out possible.

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With $b\neq0$, it is similar to an Emden-Fowler equation, but does not succumb to the same trick to make it autonomous.

First, we can eliminate all three constants from your equation. Taking $y=a^2u/b$ and $ax+c=a^2\xi/b^2$, \begin{align} uu''+u+\xi=0. \end{align} I can't find an analytical solution or come up with one myself, so I'll use a power series solution. Assuming a power series solution of the form \begin{align} u(\xi)=\sum_{n\geq 0}c_n\xi^n,\quad u(\xi)''=\sum_{n\geq 0}(n+2)(n+1)c_{n+2}\xi^{n}. \end{align} The product $uu''$ can be found using the Cauchy product \begin{align} \left(\sum_{i\geq0}a_ix^i\right)\left(\sum_{j\geq0}b_ix^i\right)=\sum_{k\geq0}c_kx^k,\quad \text{where}\quad c_k=\sum_{l=0}^{k}a_lb_{k-l}. \end{align} So \begin{align} uu''=\sum_{n\geq0}b_n\xi^n,\quad \text{where}\quad b_n=\sum_{m=0}^n(m+1)(m+2)c_{2+m}c_{n-m}. \end{align} Substituting into the ODE gives that \begin{align} \sum_{n\geq0}(b_n+c_n)\xi^n+\xi=0. \end{align} For $n=0$: \begin{align} c_0(2c_2+1)=0. \end{align} The case of $c_0=0$ corresponds to the particular solution $u(\xi)=-\xi$. You can check that the rest of the coefficients turn out to be zero for this case.

Edit:

The coefficients are not that difficult to solve for, if you don't make mistakes! I've edited in the correct solution, and I've checked it in Desmos in the same manner that you have.

So for the other case we take \begin{align} c_2=-1/2. \end{align} Then the equation of recurrence becomes \begin{align} \xi+\sum_{n\geq0}\left(\sum_{m=1}^n (m+2)(m+1)c_{2+m}c_{n-m}\right)\xi^n=0. \end{align} Now correctly calculating the coefficients gives \begin{align} &n=1: 6c_3c_0=-1\\ &n=2: 6c_3c_1+12c_4c_0=0\\ &n=3: 6c_3c_2+12c_4c_1+20c_5c_0=0\\ &n=4: 6c_3^2+12c_4c_2+20c_5c_1+30c_6c_0=0\\ &n=5: 6c_3c_4+12c_4c_3+20c_5c_2+30c_6c_1+42c_7c_0=0. \end{align} Which has $c_0$ and $c_1$ as unknown quantities, corresponding to $c_0=u(0)$ and $c_1=u'(0)$, which makes much more sense than what I was touting before. Solving for some coefficients \begin{align} c_0&=u_0\\ c_1&=u'_0\\ c_2&=-1/2\\ c_3&=\frac{-1}{6c_0}\\ c_4&=\frac{-1}{2c_0}c_3c_1\\ c_5&=\frac{-1}{10c_0}(3c_3c_2+6c_4c_1) \end{align}

Finding an equation for $c_n$ is a matter of spotting patterns and guessing a few times, \begin{align} c_n=\frac{-1}{n(n+1)c_0}\sum_{m=4}^n(m-2)(m-1)c_{m-1}c_{n-m+1},\quad n\geq4 \end{align}

So the solution is given by \begin{align} u(\xi)=\sum_{n\geq0}c_n\xi^n, \end{align} where the coefficients are given by \begin{align} c_0&=u_0,\quad c_1=u'_0,\quad c_2=-1/2, \quad c_3=-1/(6c_0), \\c_n&=\frac{-1}{n(n+1)c_0}\sum_{m=4}^n(m-2)(m-1)c_{m-1}c_{n-m+1},\quad n\geq4. \end{align}

And in terms of $y(x)$: \begin{align} y(x)=\sum_{n\geq0}c_n\frac{b^{2n-1}}{a^{2n-2}}(ax+c)^n. \end{align}

Here I've input up to the 7th coefficient to check in Desmos.

Eli Bartlett
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  • You have given me some fun reading to do. I will read over your answer and accept it once I finish. Do you know if it is possible to simplify the power series? – Тyma Gaidash Sep 05 '21 at 17:16
  • I wasn't able to find any sources online referencing similar recurrence relations. Perhaps somewhere in a non-linear analysis book? It should be possible to automate finding the coefficients to an arbitrary power, but I wasn't able to get it working in SymPy in the hour or two that I gave it a try. – Eli Bartlett Sep 05 '21 at 17:26
  • That is fine, as long as we have an explicit general working solution, that is the goal. Are there any possible applications of the differential equation? Thanks again. – Тyma Gaidash Sep 05 '21 at 17:28
  • I'm not aware. From the Desmos graph you posted, it looks like I made an error or the series converges very slowly? – Eli Bartlett Sep 06 '21 at 03:49
  • @TymaGaidash I've corrected my solution. The power series for sure works now! – Eli Bartlett Sep 06 '21 at 05:09
  • I used the special case coefficients you gave and not the generalized coefficients, plus I could have easily made a typo. From the graph, the series seems to work where u”u+u+a≈0. This means for larger $c_1$ more terms may be needed. Could you please add in the rest of the parameters (a,b,c,$c_0,c_1$) into desmos because you have the special case of u”u+u+x=0? If not, then please at least add in the general, and simplified equation, of u”u+u+ξ,$c_0,c_1$? This will help visualize the entire solution set. Thanks! – Тyma Gaidash Sep 06 '21 at 12:00