ODEs: the trick

This lecture

Q: Is there a method that permits the visual identification

of 2nd-order ODEs admitting exact* analytic solutions?

A: For ODEs with polynomial coefficients such method indeed

exists!

This is what we call the trick

*exact = closed form

 The grade of an ODE (I)
Another question: which 2nd-order ODEs admit power-series solutions
(Frobenius series) with recurrence relations of one or two terms?

For example, consider the following Legendre equation:

2 00 0
(1 x )y 2xy + y = 0

Each term is of the form: xm y (n)

The difference d = m - n is called the grade of the term.

For our particular example we have terms of two different grades:

00 2 00 0
y : d1 = 2 x y , 2xy , y : d2 = 0
 The grade of an ODE (II)
Definition: an ODE with polynomial coefficients is called n-grade if its
terms can be separated into n same-grade groups.

The equation of our previous example is a 2nd-grade equation. An example

of a 3rd-grade equation is provided by the so-called Weber equation:

00 2
y +( x )y = 0

00
y : d1 = 2 y : d2 = 0 x2 y : d3 = +2

Theorem: a n-grade ODE leads to a recurrence relation with n-terms.

) Only recurrence relations of one or two terms can lead to closed-form

solutions. Therefore, only 1st- and 2nd-grade equations will admit exact
solutions!
 1st-grade ODEs
ODEs of grade 1 generally admit solutions y = xs . An example:

x2 y 00 3xy 0 + 3y = 0 ) (s2 4s + 3)xs = 0 ) s1 = 1, s2 = 3

y = c 1 x + c 2 x3

If we write a general linear ODE as Ly = 0 , where L is the differential

operator, then for a 1st grade ODE with grade d we have:

Lxs = 0 ) A(s)xs+d = 0 ) A(s) = 0

characteristic polynomial

For a root of order r we have the r-solutions:

xs , xs log x, ..., xs (log x)r 1

 2nd-grade ODEs
Most of the famous equations of Mathematical Physics are of 2nd grade.
And that is why they admit exact solutions!

Some examples:

2 00 0 2 2
x y + xy + (x )y = 0 ( cylindrical Bessel equation)

x2 y 00 + 2xy 0 + [x2 `(` + 1)]y = 0 ( spherical Bessel equation)

2 00 0 ( Legendre equation)
(1 x )y 2xy + n(n + 1)y = 0
00 0 ( Hermite equation)
y 2xy + 2ny = 0
00
y xy = 0 ( Airy equation)
x(1 x)y 00 + [c (1 + a + b)x]y 0 aby = 0 ( hypergeometric equation)
00 0
xy + (c x)y ay = 0 ( confluent hypergeometric equation)
 2nd-grade ODEs: the three types
Using again the notation Ly = 0 for a linear ODE, we can see that for a 2nd-
grade equation we can write:
L = L1 + L2
We assume ODEs with x=0 a regular or a regular singular point.

The terms with the highest grade are (say) the L2 y piece. Then we have
three categories of 2nd-grade ODEs

Type I: the term L2 y is of the same differential order as the equation

itself (2nd order) this implies power-law solutions at x ! +1
Type II: the term L2 y is of first differential order this implies
one power-law and one exponential solution at x ! +1

Type III: the term L2 y does not contain derivatives this implies
two exponential solution at x ! +1
 The three basic 2nd-grade ODEs
It can then be shown that the three types of 2nd-grade ODEs can always (and
easily!) be transformed into the following basic three equations:

Asymptotic
Hypergeometric solutions at

x(1 00
x)y + [c (1 + a + b)x]y 0
aby = 0 a b ( Type I
x , x

Confluent hypergeometric
00 0 a x
( Type II
xy + (c x)y ay = 0 x , e

Bessel
2 00 0 2 2 ix ix
( Type III
x y + xy + (x )y = 0 e , e
 2nd-grade ODEs: solutions

The solution of any 2nd-grade ODE can always be

written in terms of:

(i) hypergeometric functions 2 F1 (a, b; c; x)

(ii) confluent hypergeometric functions 1 F1 (a; c; x)

(iii) Bessel functions J (x), Y (x)