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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
)$
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