File: ode1_abel.mac

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/* ode1_abel.mac 

  Attempt to solve Abel ode of first kind

    y' = f3(x)*y^3+f2(x)*y^2+f1(x)*y+f0(x)

  and Abel ode of second kind 

    (g1(x)*y+g0(x))*y' = f3(x)*y^3+f2(x)*y^2+f1(x)*y+f0(x)

  Form of equations is from Zwillinger[5].  Other conventions
  are used.

  References: 

  [1] E Kamke, Differentialgleichungen Losungsmethoden und Losungen, 
      Vol 1, Geest & Portig, Leipzig, 1961

  [2] G M Murphy, Ordinary Differential Equations and Their Solutions,
      Van Nostrand, New York, 1960, pp 23-25
 
  [3] F Schwarz, Symmetry Analysis of Abel's Equation, Studies in
      Applied Mathematics, 100:269-294 (1998)

  [4] F Schwarz, Algorithmic Solution of Abel's Equation, 
      Computing 61, 39-49 (1998)

  [5] D Zwillinger, Handbook of Differential Equations, 3rd ed
      Academic Press, (1997)



  Copyright (C) 2004  David Billinghurst

  This program is free software; you can redistribute it and/or modify
  it under the terms of the GNU General Public License as published by
  the Free Software Foundation; either version 2 of the License, or 
  (at your option) any later version. 
 		       								 
  This program is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
  GNU General Public License for more details.
 		       								 
  You should have received a copy of the GNU General Public License	
  along with this program; if not, write to the Free Software 		 
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
*/

declare(method,special);
put('ode1_abel,001,'version)$

/* Driver routine. */
ode1_abel(eq,y,x) := block(
  [s],
  s:ode1_abel1(eq,y,x),
  if s#false then (
    if s#[] then method:'abel,
    return(s)
  ),
  s:ode1_abel2(eq,y,x),
  if s#false then (
    if s#[] then method:'abel2,
    return(s)
  ),
  false
)$

/* Determine if eq is an Abel equation of first kind  
     y' = f3(x)*y^3+f2(x)*y^2+f1(x)*y+f0(x)
   If so, try and solve it
 */
ode1_abel1(eq,y,x) := block(
  [de,%a,expr,i,f,ans],
  ode_disp("-> ode1_abel1"),

  /* See eq is an Abel equation of first kind */
  de:expand(lhs(eq)-rhs(eq)),
  ode_disp2("  de: ",de),
  if (derivdegree(de,y,x)>1) then return(false),
  %a:coeff(de,'diff(y,x),1),
  ode_disp2("  %a: ",%a),
  if (%a=0) then return(false),
  expr:expand(de-%a*'diff(y,x)),
  if not(freeof(expr,'diff(y,x))) then (
    ode_disp("  Unexpected event in ode1_abel1 - expr contains dy/dx"),
    ode_disp2("  expr: ",expr),
    return(false)
  ),
  expr:expand(expr/%a),

  /* Now require expr to have form f3(x)*y^3+f2(x)*y^2+f1(x)*y+f0(x) */
  if (hipow(expr,y)#3) then return(false),  
  for i:0 thru 3 do (
    f[i]:-ratsimp(coeff(expr,y,i)),
    if not(freeof(y,f[i])) then return(false)
  ),

  expr: expand(de-%a*('diff(y,x)-f[3]*y^3-f[2]*y^2-f[1]*y-f[0])),
  expr: ratsimp(expr),
  ode_disp2("   expr: ",expr),
  if is(expr#0) then return(false),

  ode_disp("  Equation is an Abel equation of first kind with"),
  ode_disp2("     f[3]: ",f[3]),
  ode_disp2("     f[2]: ",f[2]),
  ode_disp2("     f[1]: ",f[1]),
  ode_disp2("     f[0]: ",f[0]),

  ans:ode1_abel1a(f[0],f[1],f[2],f[3],y,x),

  /* If equation is an Abel equation and this method fails
     then give up.  Cannot be solved by ode1_lie() */
  if ans=false then ans:[],
  ans
)$


ode1_abel1a(f0,f1,f2,f3,y,x) := block(
  [ans],

  ode_disp("  In ode1_abel1a"),

  /* These two cases are special. */ 
  if ( f0=0 and f1=0 and f2#0 ) then (
    ans:ode1_abel_f0_0_f1_0(f0,f1,f2,f3,y,x),
    if ans#false then return(ans)
  ),
  if ( f0=0 and f2=0 ) then (
    ans:ode1_abel_f0_0_f2_0(f0,f1,f2,f3,y,x),
    if ans#false then return(ans)
  ),

  /* Calculate third order relative invariant.  Using definition
     from Schwarz, with signs of fi reversed */
  s3: -3*f0*f3^2 - diff(f2,x)*f3 + f2*diff(f3,x)
    + f1*f2*f3 - 2*f2^3/9,
  s3: ratsimp(s3),

  ode_disp2("Third order relative invariant s3: ",s3),
  if s3=0 then (
    ode_disp("  case s3 = 0 "),
    ode1_abel_relative_invariant_zero(f0,f1,f2,f3,y,x)
  ) 
  else (
    ode_disp("  case s3 # 0"),
    ode1_abel_relative_invariant_nonzero(f0,f1,f2,f3,y,x)
  )
)$

/* Attempt to solve Abel ode 

     y' = f3(x)*y^3+f2(x)*y^2+f1(x)*y+f0(x)

   when f0=0 and f1=0.  This is Murphy Case 4-1.g.i

   If F(x)=f3/f2 and A=F'(x)/f2 is constant 
   then let y*F(x)=u(x) and equation becomes F(x)*u'(x)=f2*u*(A+u+u^2)
*/ 
ode1_abel_f0_0_f1_0(f0,f1,f2,f3,y,x) := block(
  [_F,A,newde,u,ans],
  ode_disp("-> ode1_abel_f0_0_f1_0"),

  _F:f3/f2,
  ode_disp2("   _F: ",_F),
  A:ratsimp(diff(_F,x)/f2),
  ode_disp2("   A: ",A),

  if not(freeof(x,A)) then (
    ode_disp("   A is not constant, so this algorithm dosen't apply"),
    return(false)
  ),

  ode_disp("   A is constant, so can attempt solution"),
  newde:_F*'diff(u,x)=f2*u*(A+u+u^2),
  ode_disp2("Try to solve ",newde),
  ans:ode2(newde,u,x),
  ode_disp2("Answer is ",ans),
  if ans=false then return(false),
  ans:subst(y*_F,u,ans),
  [ans]
)$

/* Solve Abel ode of first kind y' = f3(x)*y^3+f2(x)*y^2+f1(x)*y+f0(x)
   when f0=0 and f2=0. The equation is a Bernouli ode - just call ode2()
   This routine useful when testing ode1_abel() in isolation.
*/ 
ode1_abel_f0_0_f2_0(f0,f1,f2,f3,y,x) := block(
  [ans],
  ode_disp("In ode1_abel_f0_0_f2_0"),
  ans:ode2('diff(y,x)=f3*y^3+f1*y,y,x),
  if ans=false then return(false),
  [ans]
)$

/* Attempt to solve Abel ode when relative invariant s3=0

     y' = f3*y^3+f2*y^2+f1*y+f0

   Schwarz defines
   s3: -3*f0*f3^2 - f2'*f3 + f2*f3'+ f1*f2*f3 - 2*f2^3/9,

   Kamke 4.10(g), Murphy p24, case g.ii define
   U(x) = -s3/3 = f0 f3^2 + (f2` f3 - f2 f3' -f1 f2 f3)/3 + 2 f2^3/27
   
*/

ode1_abel_relative_invariant_zero(f0,f1,f2,f3,y,x) := block(
  [u,newde],
  ode_disp("  ode1_abel_relative_invariant_zero: "),
  ode_disp("  Abel ode with relative invariant=0"),  

  ode_disp2("Particular solution is ",y=f2/(3*f3)),

  /* Using notation from Kamke - although sign of f2^2/(3*f3) term wrong */
  neweq: 'diff(u,x)=f3*u^3+(f1-f2^2/(3*f3))*u,
  ode_disp2("New equation is ",neweq),
  ans:ode2(neweq,u,x),
  ode_disp2("solution is ",ans),

  if ans=false then (
    return(false)
  ) else if lhs(ans)=u then (
   /* Check the solution of the transformed equation */
    ode_disp2("  Checking solution of new eq: ",ode_check(neweq,ans)),
    return([y=rhs(ans)-f2/(3*f3)])
  ) else (
    return([subst(y+f2/(3*f3),u,ans)])
  )
)$


/* Attempt to solve Abel ode 

     y' = f3(x)*y^3 + f2(x)*y^2 + f1(x)*y + f0(x)

   when invariant s3 is constant (following Schwarz)

   Note: Sign of coefficents has just changed from Schwarz

 */
ode1_abel_relative_invariant_nonzero(f0,f1,f2,f3,y,x) := block(
  [_A,_B,b0,_K,s,s3,s5,t],
  ode_disp("  ode1_abel_relative_invariant_nonzero"),

  /* Recalculate relative invariant */
  s3: f2*diff(f3,x)-diff(f2,x)*f3-3*f0*f3^2+f1*f2*f3-2*f2^3/9,
  s3: ratsimp(s3),
  ode_disp2("Third order relative invariant s3: ",s3),

  /* Transform to rational normal form (RNF) y'+A*y^3+B*y+1=0 */
  _A: -s3^2/(9*f3^3),
  _A: ratsimp(_A),
  ode_disp2("    A: ",_A),
  _B: -f1 + f2^2/(3*f3) - 2*diff(f3,x)/f3 + diff(s3,x)/s3,
  _B: ratsimp(_B),
  ode_disp2("    B: ",_B),
  
  /* Calculate absolute invariant. There is some confusion 
     between Schwarz papers.  Take the inverse of the definition 
     in "Symmetry Analysis of Abel's Equation" as this seems
     to work. */
  _K: (_B-(1/3)*diff(_A,x)/_A)^3 / _A,
  _K: ratsimp(_K),
  ode_disp2("  absolute invariant K: ",_K),

  /* Solution method depends on _K */
  if _K=0 then (
    ode_disp(" Absolute invariant K = 0: exceptional case"),
    s:ode1_abel_absolute_invariant_zero(_A,y,x)
  )
  else if freeof(x,_K) then (
    ode_disp(" Absolute invariant K is non-zero constant"),
    s:ode1_abel_absolute_invariant_constant(_A,_B,_K,y,x)
  )
  else (
    ode_disp(" Absolute invariant K not constant"),
    s:ode1_abel_absolute_invariant_not_constant(_A,_B,y,x)
  ),
  if ( s=false ) then return(s),

  /* Undo the transformation to RNF 
       y = v - f2/(3*f3),  v = b0 * w 

     therefore to undo 
       w -> v/b0  and v -> y + f2/(3*f3)
   */ 
   b0: f2*diff(f3,x)/(3*f3^2)-diff(f2,x)/(3*f3)
      +f1*f2/(3*f3)-2*f2^3/(27*f3^2)-f0,
   b0: ratsimp(b0),
   s:subst(y/b0,y,s),
   s:subst(y+ratsimp(f2/(3*f3)),y,s),
   s
)$

ode1_abel_absolute_invariant_zero(_A,y,x) := block(
  [u,_u,v,s],
  ode_disp("  ode1_abel_absolute_invariant_zero: "),

  /* Canonical variables */
  u: _A^(1/3)*y,
  v: integrate(_A^(1/3),x),
  ode_disp2("  u: ",u),
  ode_disp2("  v: ",v),

  s: v + log((u+1)/sqrt(u^2-u+1))/3 + atan((2*u-1)/sqrt(3))/sqrt(3)=%c,
  ode_disp2("  s: ",s),
  [s]
)$

ode1_abel_absolute_invariant_constant(_A,_B,_K,y,x) := block(
  [display2d:false,u,_u,v,s,integral,du],
  ode_disp("  ode1_abel_absolute_invariant_constant: "),
  ode_disp2("  A: ",_A),
  ode_disp2("  B: ",_B),
  ode_disp2("  K: ",_K),

  /* Canonical variables */
  u: (_B-diff(_A,x)/(3*_A))*y,
  v: log(_A)/3 - integrate(_B,x),
  ode_disp2("  u: ",u),
  ode_disp2("  v: ",v),
  
  /* Can only obtain integral in closed form for specific values of _K.
     Schwarz claims that these are K = -j^3 / ((k+j)*k^2) for j,k integers.
     Seems true.  Get terms sqrt((k + j)(3 k - j)) so want this to be a square
     for "nice" solutions. 

     Only values that occur in Abel equations in Kamke are said (Schwarz) to be
     j    k       K            sqrt(abs((k + j)(3 k - j)))
     3    1   -27/4            0
    21    4   -9261/400        15
              -3375/1444       ???   (typo? - can't integrate this)
   111   10   -1367631/12100   99
   */
  integral:integrate(1/(_u^3/_K+_u+1),_u),
  ode_disp2("  integral ",integral),
  ode_disp2("  part(integral,0):", part(integral,0)),
  if operatorp(integral,nounify('integrate)) then (
    ode_disp("Unevaluated integral: Giving up for now"),
    return(false)
  ),
  integral: subst(u,_u,integral),
  ode_disp2("  integral ",integral),

  s: v-integral=%c,
  ode_disp2("  s: ",s),
  [s]
)$

ode1_abel_absolute_invariant_not_constant(_A,_B,y,x) := block(
  ode_disp("  ode1_abel_absolute_invariant_not_constant: "),
  ode_disp("  Not implemented - giving up"),
  /* Consider returning empty solution rather than trying ode1_lie */
  false
)$

/* transform Abel equation of second kind 
     (g1(x)*y+g0(x)) y' = f3(x)*y^3 + f2(x)*y^2 + f1(x)*y + f0(x)
  to Abel equation of first kind
     v' = a3(x)*v^3 + a2(x)*v^2 + a1(x)*v + a0(x)
  using change of variable (g1(x)*y(x)+g0(x)) = 1/v(x)
 */
ode1_abel2(eq,y,x) := block(
  [de,a0,a1,a2,a3,f0,f1,f2,f3,g1,g0,%a,expr,s,v],

  ode_disp("  In ode1_abel2"),

  /* FIXME: This detection code is not general enough.  */
  de:expand(lhs(eq)-rhs(eq)),
  if (derivdegree(de,y,x)>1) then return(false),
  /* See if the coefficient of y' is of form (y+g(x)) */
  %a: coeff(de,'diff(y,x),1),
  ode_disp2("  %a: ",%a),
  if (%a=0) then return(false),
  g0:coeff(%a,y,0),
  g1:coeff(%a,y,1),
  ode_disp2("  g0: ",g0),
  ode_disp2("  g1: ",g1),
  if g1=0 then return(false),
  if not(freeof(y,g0)) then return(false),
  if not(freeof(y,g1)) then return(false),
  expr:expand(de-(g1*y+g0)*'diff(y,x)),
  if not(freeof('diff(y,x),expr)) then return(false),
  /* Now require expr to have form f3(x)*y^3+f2(x)*y^2+f1(x)*y+f0(x) */
  f0:-ratsimp(coeff(expr,y,0)),
  if not(freeof(y,f0)) then return(false),
  f1:-ratsimp(coeff(expr,y,1)),
  if not(freeof(y,f1)) then return(false),
  f2:-ratsimp(coeff(expr,y,2)),
  if not(freeof(y,f2)) then return(false),
  f3:-ratsimp(coeff(expr,y,3)),
  if not(freeof(y,f3)) then return(false),

  expr: expand(de-(g1*y+g0)*'diff(y,x)+f3*y^3+f2*y^2+f1*y+f0),
  expr: ratsimp(expr),
  ode_disp2("   expr: ",expr),
  if is(expr#0) then return(false),

  a3: -f0*g1+f3*g0^3/g1^2+2*f2*g0+f1*g0, 
  a2: g0*diff(g1,x)/g1-3*f3*g0^2/g1^2-diff(g0,x)-2*f2-f1 , 
  a1: 3*f3*g0/g1^2-diff(g1,x)/g1, 
  a0: -f3/g1^2,
  ode_disp2("  a3: ",a3),
  ode_disp2("  a2: ",a2),
  ode_disp2("  a1: ",a1),
  ode_disp2("  a0: ",a0),

  s:ode1_abel1a(a0,a1,a2,a3,v,x),
  ode_disp("  Back in ode1_abel2"),
  ode_disp2("  s: ",s),

  /* Just substitute regardless.  Is s is false or [] then ok */
  s:subst(1/(g1*y+g0),v,s),
  ode_disp2("  s: ",s),
  s
)$