SOLUTION OF EULER-TYPE NON-HOMOGENEOUS DIFFERENTIAL

EQUATIONS WITH THREE FRACTIONAL DERIVATIVES

Anatoly A. Kilbas, Natalia V. Zhukovskaya

Abstract

The linear non-homogeneous ordinary differential equations with three left-hand sided Lioville
derivatives of fractional order are considered. Using the direct and inverse Mellin transforms and
the residue theory, explicit solutions of such equations are established in terms of the generalized
hypergeometric Wright functions, of the generalized hypergeometric functions and of the Euler psi
function. The corresponding results are deduced for ordinary differential equations of Euler type.
Examples are given.
Mathematics Subject Classification: 34A05, 26A33, 44A99, 33C20, 33C99.
Key Words and Phrases: linear differential equations with Liouville fractional derivatives,
ordinary differential equations, explicit solutions, Mellin transforms, generalized Wright function,
generalized hypergeometric function, Euler psi function. Examples are given.

1. Introduction

The paper deals with the solution in closed form of the linear non-homogeneous differential
equations
¡ α+2 ¢ ¡ α+1 ¢ ¡ α ¢
δxα+2 D0+ y (x) + µxα+1 D0+ y (x) + λxα D0+ y (x) = f (x) (x > 0), (1.1)

with α > 0 and complex δ, µ, λ ∈ C on a positive half-axis R+ = (0; +∞). Here (D0+ α
y)(x) is the
left-hand sided Liouville fractional derivative of order α > 0 defined by [6,(5.8)]
µ ¶n Z x
¡ α ¢ d 1 y(t)dt
D0+ y (x) = (x > 0; n = [α] + 1), (1.2)
dx Γ(n − α) 0 (x − t)α−n+1

where Γ(n − α) is the Euler gamma function [2, Section 1.1], and [α] is the integer part of α > 0.
When α = m, m ∈ N is a natural, then in accordance with (1.2),
m
(D0+ y)(x) = y (m) (x) (m ∈ N), (1.3)

and equation (1.1) is reduced to the linear ordinary differential equation

δxm+2 y (m+2) (x) + µxm+1 y (m+1) (x) + λxm y (m) (x) = f (x) (x > 0; m ∈ N). (1.4)

This equation is known as the Euler equation, and its solution is reduced to solution of the linear
ordinary differential equation with constant coefficients by using the change t = log(x); for example,
see [11, equation 5.2.27]. Therefore we call (1.1) Euler-type fractional diferential equation.
We solve equation (1.1) by applying the one-dimensional direct and inverse Mellin transforms M
and M−1 . The direct Mellin transform Mϕ of a function ϕ(t) of real variable x ∈ R+ is defined by
Z ∞
(Mϕ) (s) = ts−1 ϕ(t)dt (s ∈ C), (1.5)
0

1
and the inverse Mellin transform M−1 g is given for x ∈ R+ by the formula
Z γ+i∞
−1 1
(M g)(x) = x−s g(s)ds (γ = <(s)). (1.6)
2πi γ−i∞

One may find properties of these Mellin transforms in the books by Sneddon [7] and Ditkin and
Prudnikov [1].
We use such an approach and the residue theory to establish explicit solutions of equation (1.1) in
terms of special cases of the generalized Wright function p Ψq [τ ] and of the generalized hypergeometric
function p Fq [z] as well as in terms of the Euler psi-function

Γ0 (z) d
ψ(z) = = ln Γ(z). (1.7)
Γ(z) dz

The generalized Wright function p Ψq [z] is defined for complex z, ai , bj ∈ C and real αi , βj ∈
R (αi , βj 6= 0; i = 1, 2, ..., p; j = 1, 2, ..., q) by the series
· ¸ X∞ Qp
(a1 , α1 ), ..., (ap , αp ) Γ(ai + αi k) z k
p Ψq [z] = p Ψq |z = Qqi=1 . (1.8)
(b1 , β1 ), ..., (bq , βq ) j=1 Γ(bj + βj k) k!
k=0

This function was introduced by Wright [8] and is called his name; see [2, Section 4.1]. Wright [8]-[10]
proved main terms of its asymptotic expansions at infinity under the condition
q p
X X
∆≡ βj − αi > −1. (1.9)
j=1 i=1

Conditions for the existence of the generalized Wright function (1.8) together with its representations
in terms of the Mellin-Barnes integrals and of the so-called H-functions were established in [3]. In
particular, it was proved that p Ψq [z] is an entire function of z ∈ C provided that the condition (1.9)
is valid.
The generalized hypergeometric function p Fq [z] is defined for z ∈ C and ai , bj ∈ C, bj 6= 0 (i =
1, 2, ..., p; j = 1, ..., q) by the series [2, 4.1(1)]
· ¸ X∞
a1 , ..., ap (a1 )k · · · (ap )k z k
p Fq [z] ≡ p Fq |z = . (1.10)
b1 , ..., bq (b1 )k · · · (bq )k k!
k=0

Here (z)k is the Pochhammer symbol defined for complex z ∈ C and nonnegative integer n ∈ N0 =
N ∪ {0} by
(z)0 = 1, (z)k = z(z + 1) · · · (z + k − n) (k ∈ N). (1.11)
It is known (see, for example, [2, Section 4.1]) that the series (1.10) converges absolutely for any
z ∈ C if p ≤ q , and for |z| < 1 and |z| = 1,
à q p
!
X X
< bj − ai > 0, (1.12)
j=1 i=1

if p = q + 1.

2
 Note that when αi = βj = 1 (i = 1, ..., p; j = 1, ..., q) the generalized Wright function (1.8)
coincides, apart from a multiplicative factor, with the generalized hypergeometric function (1.10):
· ¸ · ¸
1 (a1 , 1), ..., (ap , 1) 1 a1 , ..., ap
Qp p Ψq | z = Qq p Fq |z . (1.13)
i=1 Γ(ai )
(b1 , 1), ..., (bq , 1) j=1 Γ(bj )
b1 , ..., bq

Our investigations are based on the results from [4, Section 5.4.1] where a general approach based
on the Mellin transforms (1.5) and (1.6) was develop to solution of the equation
m
X ¡ α+k ¢
Ak xα+k D0+ y (x) = f (x) (x > 0; α > 0) (1.14)
k=0

with real Ak ∈ R (k = 0, 1, ..., m). In particular, it was proved that the explicit solutions of the
equation ¡ α+1 ¢ ¡ α ¢
xα+1 D0+ y (x) + λxα D0+ y (x) = f (x) (x > 0; α > 0) (1.15)
with real λ ∈ R are expressed in terms of the generalized Wright function 1 Ψ2 [z] and ψ(z) [4, Section
5.4.2].
Note that Podlubny [5, Section 6.1] indicated that the Mellin transform (1.5) can be applied to
obtaining explicit solution of the Cauchy-type problem for equation (1.15) with λ = 1 and 0 < α < 1.
The paper is organized as follows. Section 2 deals with explicit solutions of equation (1.1) in terms
of direct and inverse Mellin transforms are presented in Section 2. Explicit solutions of equation
(1.1) in terms of the generalized Wright function, generalized hypergeometric function and Euler
psi function are established in Section 3. Special cases of equation (1.1) with δ = 0 and λ = 0 are
considered in Section 4. Section 5 is devoted to solution of ordinary differential equation (1.4) and
its special cases. Examples are given in Section 6.

2. Solution in terms of direct and inverse Mellin transforms

The Mellin transform method for solving equation (1.1) is based on the relation
¡ ¢ Γ(1 − s)
Mxα+k D0+
α+k
y (s) = (My)(s), (2.1)
Γ(1 − s − α − k)

being valid for suitable function y(x); see [6, Section 7.3].
Applying the Mellin transform (1.5) to (1.1) and taking (2.1) into account, we have
· ¸
Γ(1 − s) Γ(1 − s) Γ(1 − s)
δ +µ +λ (My)(s) = (Mf )(s). (2.2)
Γ(1 − s − α − 2) Γ(1 − s − α − 1) Γ(1 − s − α)

Using the relation

Γ(z + 1) = zΓ(z) (z ∈ C) (2.3)
for the Euler gamma-function Γ(z) [2, 1.2(1)], we rewrite (2.2) as

Pα (s)(My)(s) = (Mf )(s), (2.4)

Γ(1 − s) £ 2 ¤
Pα (s) = δs + (2δα − µ + δ)s + δα2 + (δ − µ)α + λ . (2.5)
Γ(1 − s − α)

3
Applying the inverse Mellin transform (1.6) to (2.4) and using the equality M−1 Mf = f, being
valid for suitable f , we derive the solution of (1.1) in the form
µ · ¸¶
−1 Mf (s)
y(x) = M (x) . (2.6)
Pα (s)

Now we introduce the function

µ · ¸¶
−1 1
Gα; δ,µ,λ (x) = M (x) =
Pα (1 − s)
µ · ¸¶
−1 Γ(s − α)
= M (x) . (2.7)
[δs − (3δ + 2δα − µ)s + δα2 + (3δ − µ)α − µ + λ + 2δ]Γ(s)
2

Let δ 6= 0 and s1 and s2 be the roots of the equation

δs2 − (3δ + 2δα − µ)s + δα2 + (3δ − µ)α − µ + λ + 2δ = 0, (2.8)

given by
√
3δ + 2δα − µ ± D
s1,2 = , D = (3δ + 2δα − µ)2 − 4δ[δα2 + (3δ − µ)α − µ + λ + 2δ]. (2.9)
2δ
Then
δs2 − (3δ + 2δα − µ)s + δα2 + (3δ − µ)α − µ + λ + 2δ = δ(s − s1 )(s − s2 )
and (2.7) is represented as
µ · ¸¶
1 −1 Γ(s − α)
Gα; δ,µ,λ (x) = M (x) . (2.10)
δ Γ(s)(s − s1 )(s − s2 )

Applying the modified Mellin convolution property

µ Z ∞ ¶
M K(t)f (xt)dt (s) = (MK)(1 − s)(Mf )(s), (2.11)
0

with K(x) = Gα; δ,µ,λ (x), we present solution (2.6) in the form
Z ∞
y(x) = Gα; δ,µ,λ (t)f (xt)dt. (2.12)
0

Now we show that Gα; δ,µ,λ (x) = 0 for x > 1. By (2.10) we have
1
(MGα; δ,µ,λ ) (s) = (MG1 ) (s) (MG2 ) (s) , (2.13)
δ
when
Γ(s − α) 1
(MG1 ) (s) = (MG2 ) (s) = . (2.14)
Γ(s) (s − s1 )(s − s2 )
The direct application of the Mellin transform (1.5) leads to the following relations:
( −α
x (1−x)α−1
, 0 < x < 1,
G1 (x) = Γ(α) (2.15)
0 , x > 1;

4
 ½ 1
s1 −s2
(x−s1 − x−s2 ) , 0 < x < 1,
G2 (x) = (s1 6= s2 ) (2.16)
0 , x > 1;
½
−x−s1 log(x) , 0 < x < 1,
G2 (x) = (s1 = s2 ). (2.17)
0 , x > 1;
Then, according to the Mellin convolution property
µ Z ∞ ³ ´ ¶
x dt
M K f (t) (s) = (MK) (s) (Mf ) (s) , (2.18)
0 t t

with K(x) = G1 (x) and f (x) = G2 (x), we have

Z ∞ ³x´ dt
Gα; δ,µ,λ (x) = G1 G2 (t) , (2.19)
0 t t
and it follows from (2.15)-(2.17) that Gα; δ,µ,λ (x) = 0 for x > 1.
Hence (2.12) yields the solution of equation (1.1):
Z 1
y(x) = Gα; δ,µ,λ (t)f (xt)dt, (2.20)
0

or Z x µ ¶
t dt
y(x) = Gα; δ,µ,λ f (t) , (2.21)
0 x x
where according to (1.6) and (2.10)
Z γ+i∞
1 Γ(s − α)
Gα; δ,µ,λ (x) = x−s ds (γ = <(s)). (2.22)
2πiδ γ−i∞ Γ(s)(s − s1 )(s − s2 )

By analogy with ordinary differential equations, Gα; δ,µ,λ (x) can be called the Mellin fractional
analogue of the Green function.
It is directly verified that y(x) in (2.21) is a particular solution of equation (1.1). We evaluate
the integral in (2.22) by using the residue theory. It is known (see, for example,[2, Section 1.1] that
n
Γ(z) is analytic in C except simple poles s = −n (n ∈ N) with the residue (−1) n!
, and

(−1)n
Γ(s) ∼ (s → −n, n ∈ N0 ). (2.23)
n!(s + n)

Therefore the integrand in the right-hand side of (2.22)

Γ(s − α)
g(s) = x−s (2.24)
Γ(s)(s − s1 )(s − s2 )

for any fixed x 6= 0 is analytic function of s except simple poles s = s1 , s = s2 and s = α−n (n ∈ N0 ).
Therefore Gα; δ,µ,λ (x) in (2.22) will have different values in the following 5 cases:
Case 1. s1 6= s2 6= α − k for any k ∈ N0 .
Case 2. s1 = s2 6= α − k for any k ∈ N0 .
Case 3. There exists n0 ∈ N0 such that s1 6= s2 , s1 = α − n0 .
Case 4. There exists n0 ∈ N0 such that s1 6= s2 , s2 = α − n0 .

5
 Case 5. There exists n0 ∈ N0 such that s1 = s2 = α − n0 .
Further we show that Gα; δ,µ,λ (x) is expressed in terms of special cases of the generalized Wright
function (1.8), of the generalized hypergeometric function (1.10) and of the Euler psi function (1.7).
We need preliminary assertion giving conditions for the existence of p Ψq [z] proved in [3, Theorem
2]; see also [4, Theorem 1.5].
Lemma 1. Let ai , bj ∈ C and αi , βj ∈ R (i = 1, ..., p, j = 1, ..., q), let ∆ be given by (1.9) and
let p q q p
Y Y X X p−q
−αi βj
δ= |αi | |βj | , µ = bj − ai + . (2.25)
i=1 j=1 j=1 i=1
2

(i) If ∆ > −1, then the series in (1.8) is absolutely convergent for all z ∈ C.
(ii) If ∆ = −1, then the series in (1.8) is absolutely convergent for |z| < δ and |z| = δ, <(µ) > 21 .

3. Solutions in terms of special functions

The first result yields the explicit solution of equation (1.1) in Case 1.
Theorem 1. Let α > 0 and δ, λ, µ ∈ C (δ 6= 0) and let roots s1 and s2 in (2.9) be such that
s1 6= s2 6= α − k for any k ∈ N0 . Then
· ¸
x−α (s1 − α, 1), (s2 − α, 1)
Gα; δ,µ,λ (x)= 2 Ψ3 | −x
δ (α, −1), (s1 −α+1, 1), (s2 −α+1, 1)
· ¸
1 Γ(s1 −α) −s1 Γ(s2 −α) −s2
+ x − x (3.1)
δ(s1 −s2 ) Γ(s1 ) Γ(s2 )
· ¸
x−α 1 − α, s1 − α, s2 − α
= 3 F2 |x
δ(s1 − α)(s2 − α)Γ(α) s1 − α + 1, s2 − α + 1
· ¸
1 Γ(s1 −α) −s1 Γ(s2 −α) −s2
+ x − x . (3.2)
δ(s1 −s2 ) Γ(s1 ) Γ(s2 )
The particular solution y(x) of equation (1.1) is given by (2.20) and (2.21) provided that the integrals
in the right-hand sides of (2.20) and (2.21) are convergent.
Proof. By conditions of the theorem s = s1 , s = s2 and s = α − k (k ∈ N0 ) are simple poles of
the integrand (2.24) in (2.22), and they do not coincide. If we choose γ > max[<(s1 ), <(s2 ), α], then
applying the usual technique for evaluating the Mellin-Barnes integral in (2.22) (for example, see [2,
Section 2.1.3]), and taking (2.23) into account we have
"∞ #
1 X
Gα; δ,µ,λ (x) = ress=α−k g(s) + ress=s1 g(s) + ress=s2 g(s)
δ k=0
"∞ #
1 X (s − α + k)Γ(s − α)x−s (s − s1 )Γ(s − α)x−s (s − s2 )Γ(s − α)x−s
= lim + lim + lim
δ k=0s→α−k Γ(s)(s − s1 )(s − s2 ) s→s1Γ(s)(s − s1 )(s − s2 ) s→s2Γ(s)(s − s1 )(s − s2 )

"∞ #
1 X (−1)k x−α+k Γ(s1 − α) Γ(s 2 − α)
= + x−s1 + x−s2 . (3.3)
δ k=0 k!(α − k − s1 )(α − k − s2 )Γ(α − k) (s1 − s2 )Γ(s1 ) (s2 − s1 )Γ(s2 )

6
Using the relation (2.3), we find

X∞
1 Γ(s1 − α + k)Γ(s2 − α + k)(−x)k
Gα; δ,µ,λ (x) = x−α
δ k=0
Γ(α − k)Γ(s1 − α + 1 + k)Γ(s2 − α + 1 + k)k!
· ¸
1 Γ(s1 − α) −s1 Γ(s2 − α) −s2
+ x − x . (3.4)
δ (s1 − s2 )Γ(s1 ) (s1 − s2 )Γ(s2 )
This yields (3.1) in accordance with (1.8). The constants in (1.9) and (2.25) take the forms
3
∆ = −1, δ = 1, µ = α + . (3.5)
2
Therefore the function 2 Ψ3 [−x] exists by Lemma 1(b).
Using the formulas

1 (−1)k (1 − α)k
≡ (α ∈ C, k ∈ N0 ), (3.6)
Γ(α − k) Γ(α)

Γ(z + k) = Γ(z)(z)k (z ∈ C, k ∈ N0 ), (3.7)

from (3.4) we deduce (3.2), and thus the theorem is proved.
Next statements yields explicit solution y(x) of equation (1.1) in Case 2.
Theorem 2. Let α > 0 and δ, λ, µ ∈ C (δ 6= 0) and let roots s1 and s2 in (2.9) be such that
s1 = s2 6= α − k for any k ∈ N0 . Then
· ¸
x−α (s1 − α, 1), (s1 − α, 1)
Gα; δ,µ,λ (x) = 2 Ψ3 | −x
δ (α, −1), (s1 − α + 1, 1), (s1 − α + 1, 1)

Γ(s1 −α) −s1

+ x [ψ(s1 − α) − ψ(s1 ) − log(x)] (3.8)
δΓ(s1 )
· ¸
x−α 1 − α, s1 − α, s1 − α Γ(s1 − α) −s1
= 3 F 2 | x + x [ψ(s1 − α) − ψ(s1 ) − log(x)].
δ(s1 − α + 1)2 Γ(α) s1 − α + 1, s1 − α + 1 δΓ(s1 )
(3.9)
The particular solution y(x) of equation (1.1) is given by (2.20) and (2.21) provided that the integrals
in the right-hand sides of (2.20) and (2.21) are convergent.
Proof. By conditions of the theorem, the integrand (2.24) in (2.22) has a pole of second order at
s = s1 = s2 and simple poles at s = α − k for k ∈ N0 . If we choose γ > max[<(s1 ), α], then similarly
to (3.3) and (3.5) we have
"∞ #
1 X
Gα; δ,µ,λ (x) = ress=α−k g(s) + ress=s1 g(s)
δ k=0
"∞ µ ¶0 #
1 X (−1)k x−α+k Γ(s − α)x −s
= + lim (s − s1 )2
δ k=0 k!(α − k − s1 )2 Γ(α − k) s→s1 Γ(s)(s − s1 )2
X∞
1 Γ2 (s1 − α + k)(−x)k
= x−α
δ k=0
k!Γ2 (s1 − α + 1 + k)Γ(α − k)

7
 · ¸
1 Γ0 (s1 − α) −s1 Γ(s1 − α)Γ0 (s1 ) −s1 Γ(s1 − α) −s1
+ x − x − x log(x) . (3.10)
δ Γ(s1 ) Γ2 (s1 ) Γ(s1 )
According to (1.7) and (1.8), this yields (3.8). By the proof of Theorem 1, 2 Ψ3 [−x] exists, and (3.9)
is deduced from (3.8). This completes the proof of Theorem 2.
Let n
X
γ = −ψ(1); ak = 0 (n = −1, −2, ...). (3.11)
k=0

The particular solution y(x) of equation (1.1) in Case 3 is given by

Theorem 3. Let α > 0 and δ, λ, µ ∈ C (δ 6= 0) and let roots s1 and s2 in (2.9) be such that there
exists n0 ∈ N0 such that s1 6= s2 , s1 = α − n0 . Then
n0 −1
x−α X (−1)k xk Γ(s2 − α) x−s2
Gα; δ,µ,λ (x) = +
δ k=0 k!(n0 − k)(α − k − s2 )Γ(α − k) δΓ(s2 ) (s2 − α + n0 )
· ¸
(−1)n0 x−α+n0 +1 (1, 1), (1, 1), (α − n0 − 1 − s2 , −1)
+ 3 Ψ4 | −x
δ (2, 1), (n0 + 2, 1), (α − n0 − s2 , −1), (α − n0 − 1, −1)
" nX
#
0 −1
(−1)n0 xn0 −α 1 1
− γ + ψ(α − n0 ) + + + log(x) (3.12)
n0 !δ(α − n0 − s2 )Γ(α − n0 ) α − n0 − s2 j=0
j − n0
n0 −1
x−α X (−1)k xk Γ(s2 − α) x−s2
= +
δ k=0 Γ(α − k)(n0 − k)(α − k − s2 )k! δΓ(s2 ) (s2 − α + n0 )
· ¸
(−1)n0 Γ(1 + n0 − α)x−α+n0 +1 1, 1, 1 + n0 + s2 − α, 1 + n0 − α
+ 4 F3 |x
δΓ(n0 + 2)(α − n0 − 1 − s2 ) 2, n0 + 2, 2 + n0 + s2 − α
" nX
#
0 −1
(−1)n0 xn0 −α 1 1
− γ + ψ(α − n0 ) + + + log(x) . (3.13)
δn0 !(α − n0 − s2 )Γ(α − n0 ) α − n0 − s 2 j=0
j − n 0

The particular solution y(x) of equation (1.1) is given by (2.20) and (2.21) provided that the integrals
in the right-hand sides of (2.20) and (2.21) are convergent.
Proof. By conditions of the theorem, the integrand (2.24) in (2.22) has a pole of second order at
s = s1 = α−n0 and simple poles at s = α−k (k ∈ N0 , k 6= n0 ) and if we choose γ > max[α−n0 , <(s2 )],
the similarly to (3.3) and (3.11) we have
" ∞ #
1 X
Gα; δ,µ,λ (x) = ress=α−k g(s) + ress=s1 =α−n0 g(s) + ress=s2 g(s)
δ k=0, k6=n
0

" ∞ µ ¶0 #
1 −α X (−1)k xk (s − s1 )2 Γ(s − α)x−s Γ(s2 − α)x−s2
= x + lim + .
δ k!(n0 − k)(α−k−s2 )Γ(α − k) s→s1 (s − s1 )(s − s2 )Γ(s)
k=0,k6=n
Γ(s2 )(s2 − α + n0 )
0
(3.14)
Evaluate the second term in the right-hand side of (3.14):
µ ¶0 µ ¶0
(s − s1 )2 Γ(s − α)x−s Γ(s − α + n0 + 1)x−s
lim = lim
s→s1 =α−n0 (s − s1 )(s − s2 )Γ(s) s→α−n0 (s − s2 )(s − α)(s − α + 1)...(s − α + n0 − 1)Γ(s)

8
 Γ0 (s − α + n0 + 1)x−s Γ(s − α + n0 + 1)x−s log(x)
= lim − lim
s→α−n0 (s − s2 )(s − α)...(s − α + n0 − 1)Γ(s) s→α−n0 (s − s2 )(s − α)...(s − α + n0 − 1)Γ(s)

Γ(s − α + n0 + 1)Γ0 (s)x−s Γ(s − α + n0 + 1)x−s

− lim − lim
s→α−n0 (s − s2 )(s − α)...(s − α + n0 − 1)Γ2 (s) s→α−n0 (s − s2 )2 (s − α)...(s − α + n0 − 1)Γ(s)
Pn0 −1 1
Γ(s − α + n0 + 1)x−s j=0 s−α+j
− lim
s→α−n0 (s − s2 )(s − α)...(s − α + n0 − 1)Γ(s)
" nX
#
0 −1
(−1)n0 xn0 −α 1 1
= ψ(1) − ψ(α − n0 ) − − − log(x) .
(α − n0 − s2 ) · n0 !Γ(α − n0 ) α − n0 − s2 j=0
j − n0

Substituting this result in (3.14) we find

∞
X
x−α (−1)k xk Γ(s2 − α)x−s2
Gα; δ,µ,λ (x) = +!
δ k=0,k6=n0
k!(n0 − k)(α−k−s2 )Γ(α − k) δΓ(s2 )(s2 − α + n0 )
" nX
#
0 −1
(−1)n0 xn0 −α 1 1
+ ψ(1)−ψ(α − n0 )− − −log(x) . (3.15)
δ(α − n0 − s2 ) · n0 !Γ(α − n0 ) α − n0 − s2 j=0 j − n0

For the first sum in the right-hand side of (3.15) we have

∞
X (−1)k xk
k!(n0 −k)(α−k−s2 )Γ(α−k)
k=0,k6=n 0

nX
0 −1 X∞
(−1)k xk (−1)k xk
= +
k=0
k!(n0 −k)(α−k−s2 )Γ(α−k) k=n +1k!(n0 −k)(α−k−s2 )Γ(α−k)
0

nX
0 −1 X ∞
(−1)k xk (−1)n0 +j+1 xn0 +j+1
= +
k=0
k!(n0 − k)(α − k − s2 )Γ(α − k) j=0
(n0 +j +1)!(−1−j)(α−n0 −j −1−s2)Γ(α−n0 −j −1)
nX
0 −1
(−1)k xk
=
k=0
k!(n0 −k)(α−k−s2 )Γ(α−k)
∞
X
n0 n0 +1 Γ(1 + j)Γ(1 + j)Γ(α − n0 − j − 1 − s2 )(−x)j
+(−1) x . (3.16)
j=0
j!Γ(2 + j)Γ(n0 +j +2)Γ(α−n0 −s2 −j)Γ(α−n0 −1−j)

Substituting this expression into (3.15), we obtain

n0 −1
x−α X (−1)k xk Γ(s2 − α)x−s2
Gα; δ,µ,λ (x) = +
δ k=0 k!(n0 − k)(α−k−s2 )Γ(α − k) δΓ(s2 )(s2 − α + n0 )

∞
(−1)n0 x−α+n0 +1X Γ(1 + j)Γ(1 + j)Γ(α − n0 − j − 1 − s2 )(−x)j
+
δ j=0
j!Γ(2 + j)Γ(n0 +2+j)Γ(α−n0 −s2 −j)Γ(α−n0 −1−j)
" nX
#
0 −1
(−1)n0 xn0 −α 1 1
− γ +ψ(α − n0 )+ + +log(x) . (3.17)
δn0 !(α − n0 − s2 )Γ(α − n0 ) α − n0 − s2 j=0 j − n0

9
This yields (3.12) in accordance with (1.8). The constants in (1.9) and (2.25) take the forms (3.6),
and by Lemma 1(b) the function 3 Ψ4 [−x] exists.
The second formula (3.13) follow from (3.17) if we take (3.6) and (3.7) into account. Thus
Theorem 3 is proved.
The following assertion presented Case 4, is proved similarly to Theorem 3 by rearranging s1
and s2 with each other.
Theorem 4. Let α > 0 and δ, λ, µ ∈ C (δ 6= 0) and let roots s1 and s2 in (2.9) be such that there
exists n0 ∈ N0 such that s1 6= s2 , s2 = α − n0 . Then
n0 −1
x−α X (−1)k xk Γ(s1 − α) x−s1
Gα; δ,µ,λ (x) = +
δ k=0 k!(n0 − k)(α − k − s1 )Γ(α − k) δΓ(s1 ) (s1 − α + n0 )
· ¸
(−1)n0 x−α+n0 +1 (1, 1), (1, 1), (α − n0 − 1 − s1 , −1)
+ 3 Ψ4 | −x
δ (2, 1), (n0 + 2, 1), (α − n0 − s1 , −1), (α − n0 − 1, −1)
" nX
#
0 −1
(−1)n0 xn0 −α 1 1
− γ + ψ(α − n0 ) + + + log(x) (3.18)
δn0 !(α − n0 − s1 )Γ(α − n0 ) α − n0 − s1 j=0
j − n 0

n0 −1
x−α X (−1)k xk Γ(s1 − α) x−s1
= +
δ k=0 k!(n0 − k)(α − k − s1 )Γ(α − k) δΓ(s1 ) (s1 − α + n0 )
· ¸
(−1)n0 Γ(1 + n0 − α)x−α+n0 +1 1, 1, 1 + n0 + s1 − α, 1 + n0 − α
+ 4 F3 |x
δΓ(n0 + 2)(α − n0 − 1 − s1 ) 2, n0 + 2, 2 + n0 + s1 − α
" nX
#
0 −1
(−1)n0 xn0 −α 1 1
− γ + ψ(α − n0 ) + + + log(x) . (3.19)
δn0 !(α − n0 − s1 )Γ(α − n0 ) α − n0 − s 1 j=0
j − n 0

The particular solution y(x) of equation (1.1) is given by (2.20) and (2.21) provided that the integrals
in the right-hand sides of (2.20) and (2.21) are convergent.
The last result yields the particular solution y(x) of equation (1.1) in Case 5.
Theorem 5. Let α > 0 and δ, λ, µ ∈ C (δ 6= 0) and let roots s1 and s2 in (2.9) be such that there
exists n0 ∈ N0 such that s1 = s2 = α − n0 . Then
n0 −1
x−α X (−1)k xk
Gα; δ,µ,λ (x) =
δ k=0 k!(n0 − k)2 Γ(α − k)
· ¸
(−1)n0 +1 x−α+n0 +1 (1, 1), (1, 1), (1, 1)
+ 3 Ψ4 | −x
δ (2, 1), (2, 1), (n0 + 2, 1), (α − n0 − 1, −1)
h P 0 −1 1 Pn0 −1 1 i
2ψ(α−n0 ) nj=0 j−n0
− 2ψ(1) j=0 j−n0 + ψ 2
(α−n 0 )
+ (−1)n0 xn0 −α
δn0 !2Γ(α− n0)
hP Pn0 −1 1 2 i
n0 −1 1
j=0 (j−n0 )2 + ( j=0 j−n0 )
+ (−1)n0 xn0 −α
δn0 !2Γ(α− n0)
(−1)n0
+ [Γ00 (1) − 2ψ(1)ψ(α − n0 ) − ψ 0 (α − n0 )] xn0 −α
δn0 !2Γ(α − n0 )

10
 " nX
#
0 −1
(−1)n0 1 (−1)n0
+ −2ψ(1) + 2ψ(α − n0 ) + 2 xn0 −α log(x) + log2 (x)
δn0 !2Γ(α − n0 ) j=0
j − n0 δn 0 !2Γ(α − n0 )
(3.20)
−α nX
0 −1 k k n0 +1 −α+n0 +1
· ¸
x (−1) x (−1) x 1, 1, 1, n0 − α
= + 4 F3 |x
2
δ k=0 k!(n0 − k) Γ(α − k) δΓ(n0 + 2)Γ(α − n0 − 1) 2, 2, n0 + 2
h P 0 −1 1 Pn0 −1 1 i
2ψ(α−n0 ) nj=0 j−n0
− 2ψ(1) j=0 j−n0 + ψ 2
(α−n 0 )
+ (−1)n0 xn0 −α
δn0 !2Γ(α− n0)
hP Pn0 −1 1 2 i
n0 −1 1
j=0 (j−n0 )2 + ( j=0 j−n0 )
+ (−1)n0 xn0 −α
δn0 !2Γ(α− n0)
(−1)n0
+ [Γ00 (1) − 2ψ(1)ψ(α − n0 ) − ψ 0 (α − n0 )] xn0 −α
δn0 !2Γ(α − n0 )
" nX
#
0 −1
(−1)n0 1 (−1)n0
+ −2ψ(1) + 2ψ(α − n0 ) + 2 xn0 −α log(x) + log2 (x).
δn0 !2Γ(α − n0 ) j=0
j − n 0 δn 0 !2Γ(α − n 0 )
(3.21)
The particular solution y(x) of equation (1.1) is given by (2.20) and (2.21) provided that the integrals
in the right-hand sides of (2.20) and (2.21) are convergent.
Proof. By conditions of the theorem, the integrand (2.24) in (2.22) has a pole of third order at
s = s1 = s2 = α − n0 and simple poles at s = α − k (k ∈ N0 , k 6= n0 ). If we choose γ > α, the
similarly to (3.3), (3.11) and (3.14) we have
" ∞ #
1 X
Gα; δ,µ,λ (x) = ress=α−k g(s) + ress=α−n0 g(s)
δ k=0,k6=n
0

" ∞ · ¸00 #
1 −α X (−1)k xk 1 Γ(s − α)
= x 2
+ lim (s − s1 )3 2
x−s
δ k=0,k6=n0
k!(n0 − k) Γ(α − k) 2 s→α−n 0 (s − s1 ) Γ(s)
" ∞ · ¸00 #
1 −α X (−1)k xk 1 Γ(s − α + n0 + 1)x−s
= x + lim . (3.22)
δ k=0,k6=n
k!(n0 − k)2 Γ(α − k) 2 s→α−n0 (s − α)...(s − α + n0 − 1)Γ(s)
0

The first term in the right-hand side is divided by two, as it was done in the proof of Theorem
3; see (3.16). For the second term in (3.22), the direct evaluation yields
· ¸00
Γ(s − α + n0 + 1)x−s
lim
s→α−n0 (s − α)...(s − α + n0 − 1)Γ(s)
h Pn0 −1 i
1
Γ00 (1) − 2ψ(1)ψ(α − n0 ) + 2ψ(α − n0 ) log(x) + 2 log(x) j=0 j−n0
(−1)n0 xn0 −α
=
n0 !Γ(α − n0 )
h Pn0 −1 1 i
2ψ(α − n0 ) j=0 j−n0 (−1)n0 xn0 −α
+
n0 !Γ(α − n0 )

11
 h P 0 −1 i
−2ψ(1) log(x)−2ψ(1) nj=0 1
j−n0
+log2 (x)−ψ 0 (α−n0 )+ψ 2 (α−n0 )+ (−1)n0 xn0 −α
+
n0 !Γ(α− n0)
hP Pn0 −1 1 2 i
n0 −1 1 n0 n0 −α
j=0 (j−n0 )2
+( j=0 j−n0 ) (−1) x
+ . (3.23)
n0 !Γ(α− n0)
Substituting (3.23) into (3.22) and taking (3.16) and (1.8) into account we obtain (3.20). The
constants in (1.9) and (2.25) are given by (3.5), and thus the function 3 Ψ4 [−x] in (3.20) exists. The
second relation (3.21) follows from the first are (3.20) if we take (3.6) and (3.7) into account.
Remark 1. The generalized hypergeometric function 3 F2 [x] in (3.2) can be expressed via the
Gauss hypergeometric functions 2 F1 [x]:
· ¸
1 − α, s1 − α, s2 − α
3 F2 |x
s1 − α + 1, s2 − α + 1
µ · ¸ · ¸¶
1 1 1 − α, s1 − α 1 1 − α, s2 − α
= 2 F1 |x − 2 F1 |x (s1 6= s2 ). (3.24)
(s2 − s1 ) s1 − α s1 − α + 1 s2 − α s2 − α + 1

4. Special cases

First consider equation (1.1) with δ = 0; µ 6= 0, λ 6= 0 :

¡ α+1 ¢ ¡ α ¢
µxα+1 D0+ y (x) + λxα D0+ y (x) = f (x) (x > 0). (4.1)

In this case (2.7)-(2.9) take the forms

Z γ+i∞
1 Γ(s − α)x−s
Gα; µ,λ (x) = ds, (4.2)
2πi γ−i∞ [µs − µ(1 + α) + λ]Γ(s)

µs − µ(1 + α) + λ = 0, (4.3)
λ
s1 = 1 + α − , (4.4)
µ
and (2.20) and (2.21) transform to
Z 1
y(x) = Gα; µ,λ (t)f (xt)dt, (4.5)
0
Z x µ ¶
t dt
y(x) = Gα; µ,λ f (t) . (4.6)
0 x x
It is directly verified that y(x) in (4.6) is a particular solution of equation (4.1). It have different
forms in two cases:
(i) λ 6= µ(n + 1) for any n ∈ N0 ;
(ii) there exists n0 ∈ N0 such that λ = µ(n0 + 1).
Using (4.2)-(4.6) and taking the same arguments as in proofs of Theorems 1-5 in Section 3, we
deduce the following results.

12
 Theorem 6. Let α > 0 and µ, λ ∈ C (µ 6= 0, λ 6= 0) be such that λ 6= µ(n + 1) for any n ∈ N0 .
Then · ¸
Γ(1 − µλ ) λ
−α−1 (µ − λ, µ)
Gα; µ,λ (x) = x µ − x−α1 Ψ2 | −x , (4.7)
µΓ(1 + α − µλ ) (α, −1), (µ − λ + 1, µ)
and the particular solution y(x) of equation (4.1) is given by (4.5) and (4.6) provided that the
integrals in the right-hand sides of (4.5) and (4.6) are convergent.
Theorem 7. Let α > 0 and µ, λ ∈ C (µ 6= 0, λ 6= 0) be such that there exists n0 ∈ N0 such that
λ = µ(n0 + 1). Then
n −1
(n0 + 1)x−α X 0
(−1)k xk
Gα; µ,λ (x) =
λ k=0
k!(n0 − k)Γ(α − k)
· ¸
(−1)n0 (n0 + 1)x−α+n0 +1 (1, 1), (1, 1)
+ 2 Ψ3 | −x
λ (n0 +2, 1), (2, 1),(α−n0 −1, −1)
" nX
#
0 −1
(−1)n0 (n0 + 1)xn0 −α 1
− γ + ψ(α − n0 ) + + log(x) (4.8)
n0 !λΓ(α − n0 ) j=0
j − n0
n0 −1 · ¸
(n0 + 1)x−α X (−1)k xk (−1)n0 (n0 + 1)x−α+n0 +1 1, 1, 2 + n0 − α
= + 3 F2 |x
λ k!(n 0 − k)Γ(α − k) λΓ(n 0 + 2)Γ(α − n0 − 1) n0 + 2, 2
k=0
" nX
#
0 −1
(−1)n0 (n0 + 1)xn0 −α 1
− γ + ψ(α − n0 ) + + log(x) . (4.9)
n0 !λΓ(α − n0 ) j=0
j − n 0

The particular solution y(x) of equation (4.1) is given by (4.5) and (4.6) provided that the
integrals in the right-hand sides of (4.5) and (4.6) are convergent.
Remark 2. For λ = 1 results of Theorems 6 and 7 were proved in [4, Theorems 5.18 and 5.19].
Next consider equation (1.1) with λ = 0, δ 6= 0, µ 6= 0 :
¡ α+2 ¢ ¡ α+1 ¢
δxα+2 D0+ y (x) + µxα+1 D0+ y (x) = f (x) (x > 0). (4.10)

Here (2.7)-(2.9) take the forms

Z γ+i∞
1 Γ(s − α − 1)x−s
Gα; δ,µ (x) = ds, (4.11)
2πi γ−i∞ [δs − 2δ + µ − αδ]Γ(s)

δs − 2δ + µ − αδ = 0, (4.12)
µ
s1 = 2 + α − , (4.13)
2
while (2.20) and (2.21) transform to
Z 1
y(x) = Gα; δ,µ (t)f (xt)dt, (4.14)
0
Z x µ ¶
t dt
y(x) = Gα; δ,µ f (t) . (4.15)
0 x x

13
 It is directly verified that y(x) in (4.15) is a particular solution of equation (4.10). It have different
forms in two cases:
(i) µ 6= δ(n + 1) for any n ∈ N0 ;
(ii) there exists n0 ∈ N0 such that µ = δ(n0 + 1).
Using (4.11)-(4.15) and taking the same arguments as in the proofs of Theorems 1-5, we deduce
the following assertion.
Theorem 8. Let α > 0 and λ, µ ∈ C (λ 6= 0, µ 6= 0) be such that µ 6= δ(n + 1) for any n ∈ N0 .
Then
· ¸
Γ(1 − µδ ) −α+ µ −2 −α (δ − µ, δ)
Gα; δ,µ (x) = x δ − x 1 Ψ2 | −x , (4.16)
δΓ(2 + α − µδ ) (α + 1, −1), (δ − µ + 1, δ)

and the particular solution y(x) of equation (4.10) is given by (4.14) and (4.15) provided that the
integrals in the right-hand sides of (4.14) and (4.15) are convergent.
Theorem 9. Let α > 0 and λ, µ ∈ C (λ 6= 0, µ 6= 0) be such that there exists n0 ∈ N0 such that
µ = δ(n0 + 1). Then
n0 −1
x−α−1 X (−1)k xk
Gα; δ,µ (x) =
δ k=0 k!(n0 − k)Γ(α+1−k)
· ¸
(−1)n0 x−α+n0 (1, 1), (1, 1)
+ 2 Ψ3 | −x
δ (n0 + 2, 1), (2, 1), (α − n0 , −1)
" nX
#
0 −1
(−1)n0 xn0 −α−1 1
− γ + ψ(α + 1 − n0 ) + + log(x) (4.17)
n0 !δΓ(α + 1 − n0 ) j=0
j − n 0

n0 −1 · ¸
x−α−1 X (−1)k xk (−1)n0 x−α+n0 1, 1, 1 + n0 − α
= + 3 F2 |x
δ k=0 k!(n0 − k)Γ(α+1−k) δΓ(n0 + 2)Γ(α − n0 ) n0 + 2, 2
" nX
#
0 −1
(−1)n0 xn0 −α−1 1
− γ + ψ(α + 1 − n0 ) + + log(x) . (4.18)
n0 !δΓ(α + 1 − n0 ) j=0
j − n 0

The particular solution y(x) of equation (4.10) is given by (4.17) and (4.18) provided that the
integrals in the right-hand sides of (4.17) and (4.18) are convergent.

5. Ordinary differential equations

If α = m ∈ N, then in accordance with (1.3), formulas (2.20) and (2.21) give explicit solutions of
the ordinary differential equation (1.4) in the form
Z 1
y(x) = Gm; δ,µ,λ (t)f (xt)dt (m ∈ N), (5.1)
0
or Z x µ ¶
t dt
y(x) = Gm; δ,µ,λ f (t) (m ∈ N), (5.2)
0 x x
where according to (2.22) and (2.9)
Z γ+i∞
1 Γ(s − m)
Gm; δ,µ,λ (x) = x−s ds (γ = <(s), m ∈ N), (5.3)
2πiδ γ−i∞ Γ(s)(s − s1 )(s − s2 )

14
 √
3δ + 2δm − µ ± D
s1,2 = , D = (3δ + 2δm − µ)2 − 4δ[δm2 + (3δ − µ)m − µ + λ + 2δ]. (5.4)
2δ
By (2.23), for m ∈ N and k ∈ N0 ,

1 1 1
= (k = 0, 1, ..., m − 1); = 0 (k = m, m + 1, ...). (5.5)
Γ(m − k) (m − k − 1)! Γ(m − k)

Using these relations and taking (1.8) into account, from Theorems 1-5 we deduce the corresponding
results for the ordinary differential equation (1.4). First two results follow from Theorems 1 and 2.
Theorem 10. Let m ∈ N and δ, λ, µ ∈ C (δ 6= 0) and let roots s1 and s2 in (5.4) be such that
s1 6= s2 6= m − k for any k ∈ N0 . Then
m−1
x−m X 1 (−x)k
Gm; δ,µ,λ (x)=
δ k=0 (s1 − m)(s2 − m)(m − k − 1)! k!
· ¸
1 Γ(s1 −m) −s1 Γ(s2 −m) −s2
+ x − x . (5.6)
δ(s1 −s2 ) Γ(s1 ) Γ(s2 )
The particular solution y(x) of equation (1.4) is given by (5.1) and (5.2) provided that the integrals
in the right-hand sides of (5.1) and (5.2) are convergent.
Theorem 11. Let m ∈ N and δ, λ, µ ∈ C (δ 6= 0) and let roots s1 and s2 in (5.4) be such that
s1 = s2 6= m − k for any k ∈ N0 . Then
m−1
x−m X 1 (−x)k
Gm; δ,µ,λ (x)=
δ k=0 (s1 − m)2 (m − k − 1)! k!

Γ(s1 −m) −s1

+ x [ψ(s1 − m) − ψ(s1 ) − log(x)]. (5.7)
δΓ(s1 )
The particular solution y(x) of equation (1.4) is given by (5.1) and (5.2) provided that the integrals
in the right-hand sides of (5.1) and (5.2) are convergent.
Using the relation (3.15) with α = m ∈ N, from Theorems 3 and 4 we obtain the following
assertions.
Theorem 12. Let m ∈ N and δ, λ, µ ∈ C (δ 6= 0) and let roots s1 and s2 in (5.4) be such that
there exists n0 ∈ N0 such that s1 6= s2 , s1 = m − n0 . Then
m−1
X
x−m (−x)k Γ(s2 − m) x−s2
Gm; δ,µ,λ (x) = +
δ k=0,k6=n0
k!(n0 − k)(m − k − s2 )(m − k − 1)! δΓ(s2 ) (s2 − m + n0 )
" nX
#
n0 n0 −m 0 −1
(−1) x 1 1
− γ + ψ(m − n0 ) + + + log(x) . (5.8)
δ(m − n0 − s2 )n0 !Γ(m − n0 ) m − n0 − s 2 j=0
j − n0

The particular solution y(x) of equation (1.4) is given by (5.1) and (5.2) provided that the integrals
in the right-hand sides of (5.1) and (5.2) are convergent.

15
 Theorem 13. Let m ∈ N and δ, λ, µ ∈ C (δ 6= 0) and let roots s1 and s2 in (5.4) be such that
there exists n0 ∈ N0 such that s1 6= s2 , s2 = m − n0 . Then
m−1
X
x−m (−x)k Γ(s1 − m) x−s1
Gm; δ,µ,λ (x) = +
δ k=0,k6=n0
k!(n0 − k)(m − k − s1 )(m − k − 1)! δΓ(s1 ) (s1 − m + n0 )
" nX
#
0 −1
(−1)n0 xn0 −m 1 1
− γ + ψ(m − n0 ) + + + log(x) . (5.9)
δ(m − n0 − s1 )n0 !Γ(m − n0 ) m − n0 − s 1 j=0
j − n0

The particular solution y(x) of equation (1.4) is given by (5.1) and (5.2) provided that the integrals
in the right-hand sides of (5.1) and (5.2) are convergent.
Next assertion follows from Theorem 5, if we take the relations (3.22) and (3.23) with α = m ∈ N
into account.
Theorem 14. Let m ∈ N and δ, λ, µ ∈ C (δ 6= 0) and let roots s1 and s2 in (5.4) be such that
there exists n0 ∈ N0 such that s1 = s2 = m − n0 . Then
m−1
X
x−m (−x)k
Gm; δ,µ,λ (x) =
δ k=0,k6=n0
k!(n0 − k)2 Γ(m − k)
h P 0 −1 1 Pn0 −1 1 i
2ψ(m−n0 ) nj=0 j−n0
− 2ψ(1) j=0 j−n0 + ψ 2
(m−n 0 )
+ (−1)n0 xn0 −m
δn0 !2Γ(m− n0)
hP Pn0 −1 1 2 i
n0 −1 1
j=0 (j−n0 )2 + ( j=0 j−n0 )
+ (−1)n0 xn0 −m
δn0 !2Γ(m− n0)
n0
(−1)
+ [Γ00 (1) − 2ψ(1)ψ(m − n0 ) − ψ 0 (m − n0 )] xn0 −m
δn0 !2Γ(m − n0 )
" nX
#
0 −1
(−1)n0 1 (−1)n0
+ −2ψ(1) + 2ψ(m − n0 ) + 2 xn0 −m log(x) + log2 (x).
δn0 !2Γ(m − n0 ) j=0
j − n 0 δn 0 !2Γ(m − n 0 )
(5.10)
The particular solution y(x) of equation (1.4) is given by (5.1) and (5.2) provided that the integrals
in the right-hand sides of (5.1) and (5.2) are convergent.
Next consider special cases of equation (1.4) with δ = 0 and λ = 0:

µxm+1 y (m+1) (x) + λxm y (m) (x) = f (x) (x > 0; m ∈ N) (5.11)

and
δxm+2 y (m+2) (x) + µxm+1 y (m+1) (x) = f (x) (x > 0; m ∈ N). (5.12)
Solutions (4.5), (4.6) and (4.14), (4.15) take the respective forms
Z 1
y(x) = Gm; µ,λ (t)f (xt)dt, (5.13)
0
Z x µ ¶
t dt
y(x) = Gm; µ,λ f (t) , (5.14)
0 x x

16
and Z 1
y(x) = Gm; δ,µ (t)f (xt)dt, (5.15)
0
Z x µ ¶
t dt
y(x) = Gm; δ,µ f (t) . (5.16)
0 x x
Using (5.5) and (1.8), from Theorems 6 and 7 we deduce the corresponding results for equation
(5.11).
Theorem 15. Let m ∈ N and µ, λ ∈ C (µ 6= 0, λ 6= 0) be such that λ 6= µ(n + 1) for any n ∈ N0 .
Then
Γ(1 − µλ ) λ
−m−1 −m
m−1
X (−x)k
Gm; µ,λ (x) = x µ −x . (5.17)
µΓ(1 + m − µλ ) k=0
(m − k − 1)!(µ − λ + µk)
The particular solution y(x) of equation (5.11) is given by (5.13) and (5.14) provided that the
integrals in the right-hand sides of (5.13) and (5.14) are convergent.
Theorem 16. Let m ∈ N and µ, λ ∈ C (µ 6= 0, λ 6= 0) be such that there exists n0 ∈ N0 such that
λ = µ(n0 + 1). Then
m−1
X
(n0 + 1)x−m (−x)k
Gm; µ,λ (x) =
λ k=0,k6=n0
k!(n0 − k)(m − k − 1)!
" nX
#
0 −1
(−1)n0 (n0 + 1)xn0 −m 1
− γ + ψ(m − n0 ) + + log(x) . (5.18)
n0 !λΓ(m − n0 ) j=0
j − n0

The particular solution y(x) of equation (5.11) is given by (5.13) and (5.14) provided that the
integrals in the right-hand sides of (5.13) and (5.14) are convergent.
Similarly, by (5.5) and (1.8), Theorems 8 and 9 yiled the corresponding results for equation (5.12).
Theorem 17. Let m ∈ N and λ, µ ∈ C (λ 6= 0, µ 6= 0) be such that µ 6= δ(n + 1) for any n ∈ N0 .
Then m
Γ(1 − µδ ) X (−x)k
−m+ µ −2 −m
Gm; δ,µ (x) = x 2 − x . (5.19)
δΓ(2 + m − µδ ) k=0
(m − k)!(δ − µ + δk)
The particular solution y(x) of equation (5.12) is given by (5.15) and (5.16) provided that the
integrals in the right-hand sides of (5.15) and (5.16) are convergent.
Theorem 18. Let m ∈ N and λ, µ ∈ C (λ 6= 0, µ 6= 0) be such that there exists n0 ∈ N0 such that
µ = δ(n0 + 1). Then
m−1
x−α−1 X (−x)k
Gα; δ,µ (x) =
δ k=0,k6=n k!(n0 − k)(m − k)!
0
" nX
#
0 −1
(−1)n0 xn0 −m−1 1
− γ + ψ(m + 1 − n0 ) + + log(x) . (5.20)
n0 !δΓ(m + 1 − n0 ) j=0
j − n0

The particular solution y(x) of equation (5.12) is given by (5.15) and (5.16) provided that the
integrals in the right-hand sides of (5.15) and (5.16) are convergent.

17
 Finally, we note that results of Theorems 10 and 11 stay true for limiting case of equation (1.4)
with α = 0:
δx2 y 00 (x) + µxy 0 (x) + λy(x) = f (x) (x > 0). (5.21)
In this case relations (5.1)-(5.4) take the forms
Z 1
y(x) = Gδ,µ,λ (t)f (xt)dt, (5.22)
0
Z x µ ¶
t dt
y(x) = Gδ,µ,λ f (t) , (5.23)
0 x x
Z γ+i∞
1 1
Gδ,µ,λ (x) = x−s ds (γ = <(s)), (5.24)
2πiδ γ−i∞ (s − s1 )(s − s2 )
√
3δ − µ ± D
s1,2 = , D = (3δ − µ)2 − 4δ[−µ + λ + 2δ]. (5.25)
2δ
Then Theorems 10 and 11 yield the following results.
Theorem 19. Let δ, λ, µ ∈ C (δ 6= 0) and let roots s1 and s2 in (5.25) be such that s1 6= s2 . Then
1 £ −s1 ¤
Gδ,µ,λ (x)= x − x−s2 . (5.26)
δ(s1 −s2 )
The particular solution y(x) of equation (5.21) is given by (5.22) and (5.23) provided that the
integrals in the right-hand sides of (5.22) and (5.23) are convergent.
Theorem 20. Let δ, λ, µ ∈ C (δ 6= 0) and let roots s1 and s2 in (5.25) coincide: s1 = s2 . Then
1
Gδ,µ,λ (x)= − x−s1 log(x). (5.27)
δ
The particular solution y(x) of equation (5.21) is given by (5.22) and (5.23) provided that the
integrals in the right-hand sides of (5.22) and (5.23) are convergent.
Remark 3. Results of Theorems 15 and 17 stay true in the limiting case α = 0 of equations
(5.11) and (5.12):
µxy 0 (x) + λy(x) = f (x) (x > 0) (5.28)
and
δx2 y 00 (x) + µxy 0 (x) = f (x (x > 0), (5.29)
respectively.

6. Examples
Example 1. Consider equation (1.1) with α = and δ 6= 0 : 1
2

5
³ 5 ´ 3
³ 3 ´ 1
³ 1 ´
δx 2 D0+
2
y (x) + µx 2 D0+
2
y (x) + λx 2 D0+
2
y (x) = f (x) (x > 0). (6.1)

Here roots s1 and s2 in (2.9) take the form

√
4δ − µ ± D
s1,2 = , D = (4δ − µ)2 − δ(3δ − 6µ + 4λ). (6.2)
2δ
18
 1
If s1 6= s2 6= 2
− k for any k ∈ N0 , then by Theorem 1
1 · ¸
x− 2 (s1 − 12 , 1), (s2 − 12 , 1)
G 1 ; δ,µ,λ (x) = 2 Ψ3 | −x
2 δ ( 12 , −1), (s1 + 12 , 1), (s2 + 12 , 1)
· ¸
1 Γ(s1 − 12 ) −s1 Γ(s2 − 12 ) −s2
+√ x − x (6.3)
D Γ(s1 ) Γ(s2 )
1 · 1 ¸ · ¸
x− 2 , s1 − 12 , s2 − 12 1 Γ(s1 − 12 ) −s1 Γ(s2 − 12 ) −s2
= 3 F2
2 |x +√ x − x . (6.4)
δ(s1 − 21 )(s2 − 12 )Γ( 12 ) s1 + 12 , s2 + 12 D Γ(s1 ) Γ(s2 )
The particular solution of (6.1) is given by
Z 1 Z x µ ¶
t dt
y(x) = G 1 ; δ,µ,λ (t)f (xt)dt = G 1 ; δ,µ,λ f (t) . (6.5)
0
2
0
2 x x

Example 2. Consider equation (4.1) with α = 12 :

3
³ 3 ´ 1
³ 1 ´
µx 2 D0+ y (x) + λx
2 2 D0+ y (x) = f (x) (x > 0).
2
(6.6)

By Theorem 6 and 7 if λ 6= µ(n + 1) for any n ∈ N0 , then

· ¸
Γ(1 − µλ ) λ
− 32 − 12 (µ − λ, µ)
G 1 ; µ,λ (x) = x µ −x 1 Ψ2 | −x , (6.7)
2 µΓ( 32 − µλ ) ( 21 , −1), (µ − λ + 1, µ)

while if there exists n0 ∈ N0 such that λ = µ(n0 + 1), then

1 n0 −1 · ¸
(n0 + 1)x− 2 X
1
(−1)k xk (−1)n0 (n0 + 1)x 2 +n0 1, 1, n0 − 21
G 1 ; µ,λ (x) = + 3 F2 |x
2 λ k!(n0 − k)Γ( 21 − k) λΓ(n0 + 2)Γ(− 12 − n0 ) n0 + 12 , 2
k=0
" nX
#
1 0 −1
(−1)n0 (n0 + 1)xn0 − 2 1 1
− γ + ψ( − n0 ) + + log(x) . (6.8)
n0 !λΓ( 12 − n0 ) 2 j=0
j − n0

The particular solution of (6.6) is given by

Z 1 Z x µ ¶
t dt
y(x) = G 1 ; µ,λ (t)f (xt)dt = G 1 ; µ,λ f (t) . (6.9)
0
2
0
2 x x

In particular, the equation

1 3 ³ 32 ´ 1
³ 1 ´
x D0+ y (x) + x D0+
2 2 2
y (x) = f (x) (x > 0) (6.10)
5
has the particular solution (6.9) with µ = 15 , λ = 1 and
à 3 · ¸!
X (−1)k xk (1, 1), (1, 1)
− 12
G 1 ; 1 , 1 (x) = 5x + x5 2 Ψ3 | −x
2 5 k!(4 − k)Γ( 12 − k) (6,1), (2,1), (− 29 , −1)
k=0

19
 7 · µ ¶ ¸
5x 2 7 25
− γ+ψ − − + log(x) . (6.11)
24Γ(− 72 ) 2 12

Example 3. Consider equation (4.10) with α = 12 :

5
³ 5 ´ 3
³ 3 ´
δx 2 D0+
2
y (x) + µx 2 D0+
2
y (x) = f (x) (x > 0). (6.12)

By Theorem 8 and 9, if µ 6= δ(n + 1) for any n ∈ N0 ,

· ¸
Γ(1 − µδ ) − 5 + µ − 1 (δ − µ, δ)
G 1 ; δ,µ (x) = x 2 δ − x 2 1 Ψ2 3 | −x , (6.13)
2 δΓ( 52 − µδ ) ( 2 , −1), (δ − µ + 1, δ)

while if there exists n0 such that µ = δ(n0 + 1), then

3 n0 −1 · ¸
x− 2 X
1
(−1)k xk (−1)n0 xn0 − 2 (1, 1), (1, 1)
G 1 ; δ,µ (x) = + 2 Ψ3 | −x
2 δ k=0 k!(n0 − k)Γ( 23 − k) δ (n0 + 2, 1), (2, 1), ( 21 − n0 , −1)
" µ ¶ nX #
3 0 −1
(−1)n0 xn0 − 2 3 1
− γ+ψ − n0 + + log(x) . (6.14)
n0 !δΓ( 32 − n0 ) 2 j=0
j − n 0

The particular solution of (6.12) is given by

Z 1 Z x µ ¶
t dt
y(x) = G 1 ; δ,µ (t)f (xt)dt = G 1 ; δ,µ f (t) . (6.15)
0
2
0
2 x x

In particular, the equation

5 5 ³ 52 ´ 3
³ 3 ´
x D0+ y (x) + x D0+
2 2 2
y (x) = f (x) (x > 0) (6.16)
7
5
has the solution (6.15) with δ = 7
and µ = 1, where
µ · ¸¶
1 7Γ(− 25 ) − 3 (− 2 5
, )
G 1 ; 5 ,1 (x) = √ x 5 − 1 Ψ2 3 7 7 | −x , (6.17)
2 7 x 5Γ( 11
10
) ( 2 , −1), ( 75 , 57 )

Example 4. Consider equation (1.1) with α = 1

2
and µ = 0 :
5
³ 5 ´ 1
³ 1 ´
δx 2 D0+
2
y (x) + λx 2 D0+
2
y (x) = f (x) (x > 0). (6.18)

Roots s1 and s2 in (2.9) take the form

√
4δ ± D
s1,2 = , D = 16δ 2 − δ(15δ + 4λ). (6.19)
2δ
1
By Theorem 2, if s1 = s2 = 2
− k for any k ∈ N0 ,
1 · ¸
x− 2 (s1 − 12 , 1), (s1 − 21 , 1)
G 1 ; δ,0,λ (x) = 2 Ψ3 | −x
2 δ ( 12 , −1), (s1 + 12 , 1), (s1 + 12 , 1)

20
 · µ ¶ ¸
Γ(s1 − 12 ) −s1 1
+ x ψ s1 − − ψ(s1 ) − log(x) , (6.20)
δΓ(s1 ) 2
and the particular solution y(x) of equation (6.18) is given by
Z 1 Z x µ ¶
t dt
y(x) = G 1 ; δ,0,λ (t)f (xt)dt = G 1 ; δ,0,λ f (t) . (6.21)
0
2
0
2 x x

In particular, the equation

5
³ 5 ´ 1 1 ³ 12 ´
x D0+ y (x) + x 2 D0+ y (x) = f (x) (x > 0)
2 2
(6.22)
4
has the particular solution (3.20) with δ = 1, λ = 14 :
· ¸ √ · µ ¶ ¸
1 (− 32 , −1), (− 32 , −1) π 3
G 1 ; 1,0, 1 (x) = √ 2 Ψ3 | −x + ψ − ψ(2) − log(x) .
2 4 x ( 21 , −1), (− 21 , −1), (− 12 , −1) 2 x2 2
(6.23)
Example 5. Consider equation (5.10) with m = 2:
µx3 y 000 (x) + λx2 y 00 (x) = f (x) (x > 0). (6.24)

By Theorems 15 and 16

Γ(1 − µλ ) λ
−3 −3
1
X (−x)k
G2; µ,λ (x) = x µ −x , (6.25)
µΓ(3 − µλ ) k=0
(1 − k)!(µ − λ + µk)

if λ 6= µ(n + 1) for any n ∈ N0 , while

1
X
(n0 + 1)x−2 (−1)k xk
G2; µ,λ (x) =
λ k=0,k6=n0
k!(n0 − k)(1 − k)!
" nX
#
0 −1
(−1)n0 (n0 + 1)xn0 −2 1
− γ + ψ(2 − n0 ) + + log(x) . (6.26)
n0 !λΓ(2 − n0 ) j=0
j − n0

if there exists n0 ∈ N0 such that λ = µ(n0 + 1), The particular solution y(x) of equation (6.24) is
given by Z 1 Z x µ ¶
t dt
y(x) = G2; µ,λ (t)f (xt)dt = G2; µ,λ f (t) . (6.27)
0 0 x x
In particular, the equation
1 3 000
x y (x) + x2 y 00 (x) = f (x) (x > 0) (6.28)
2
has the solution Z Z µ ¶
1 x
t dt
y(x) = G2; 1 ,1 (t)f (xt)dt = G2; 1 ,1 f (t) , (6.29)
0
2
0
2 x x
with
2 2
G2; 1 ,1 (x) = 2
+ [log(x) − 1]. (6.30)
2 x x

21
 Acknowledgements

This research was supported by the Belarusian Fundamental Reseach Fund (Project FO6R-104).

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Department of Mathematics and Mechanics
Belarusian State University
Independence Avenue 4
220030, Minsk, BELARUS
e-mail: anatolykilbas@gmail.com
e-mail: nataljazhukovskaya@gmail.com

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