Variable Coefficients Differential Equations: New Analytical

Solutions I

Innocent Chukwuma Obasi

Department of Marine Engineering, Rivers State University, Port-Harcourt,
Nigeria.
Email: Obasiinno99@gmail.com, Innocent.obasi@ust.edu.ng

Abstract

The rate of convergence of a power series can act as a deficiency when trying to find the
value of the function at a particular value of the independent variable. For a known function,
it is easy to detect the error (at a particular number of terms) of the power series from the
true value; however, for the power series of unknown functions, like the ones gotten as
solutions to differential equations, detection of error at a particular precision value can prove
to be an arduous task; hence accuracy cannot be ensured at every value of the independent
variable with the power series method. This research work presents the newest and most
accurate solutions to sets of differential equations which prior before now, are known to be
solved by the power series’ method and some other numerical methods. The solutions
comprise of linearly independent functions of two kinds: the first kind is a finite series and
needs no approximation; while the second kind contains a product of a finite series (the first
kind) and the error function which has the best approximation for any value of the
independent variable. This research work entails the definition and testing of these new
solutions; also, its comparative advantages over other contemporary methods are stated, as
well as its application in solving Riccatti equations.

Keywords: Power series, Error function, Riccati equations

1.0 Introduction
The radius of convergence of a power series is the radius of the largest disk in which the series
converges, and if the radius of convergence of a series is ∞, it means that this series converges
for all complex numbers. However, in applications, one is often interested in the precision of a
numerical answer. Both the number of terms and the value at which the series is to be evaluated
affect the accuracy of answer [1]. For instance, to calculate cos (0.2) accurate up to five decimal
places, only the first 3 terms of the series are needed. However, if the same precision is desired
for cos (2), the first 7 terms of the series are needed. For cos (20), the first 32 terms of the series
are required, and for cos (200), the first 276 terms are needed.
From the above illustration, it can be seen that the fastest convergence of a power series
expansion is at the center, and as one moves away from the center of convergence, the rate of
convergence slows down until the boundary is reached (if it exists) and crossed over, in which
case the series diverges [1]. This is a limitation of the infinite power series as a solution to a
differential equation, for although there may be convergence at a particular interval of
convergence, the number of terms in the series depends on the value of the independent variable
Variable Coefficients Differential Equations: New Analytical Solutions I

if accuracy is to be ensured. And so a question comes up, what is the optimal number of terms
to be used for all values of x within the interval of convergence for the same precision value?
The optimal number of terms would surely be large, thereby increasing computational cost.
However, this publication presents the most accurate solutions to two sets of differential
equations which were formerly solved using the power series’ method and some numerical
( )
methods. The solutions are made up of sets of two linearly independent functions: 𝜃 (𝑥) and
( ) ( ) ( )
𝜃 (𝑥) for the first equation, 𝜙 (𝑥) and 𝜙 (𝑥) for the second equation. In fact, the
Taylor’s series expansion of these functions would result in the very solutions given by the
power series’ method; showing they are indeed the true solution. The functions of the first kind,
( ) ( )
𝜃 (𝑥) and 𝜙 (𝑥), are straightforward and they need no approximation; while the function
( ) ( )
of the second kind, 𝜃 (𝑥) and 𝜙 (𝑥), are products of a finite series and the error function,
a function with the best approximation. The error function, denoted by erf (𝑧), is a complex
function of a complex variable defined as: [2]
2
erf(𝑧) = 𝑒 𝑑𝑡 (1)
√𝜋
An approximation with a maximal error of 1.2 × 10 for any real argument is: [3]
1 − 𝜏, 𝑥<0
erf(𝑥) = (2)
𝜏 − 1, 𝑥≥0
with
𝜏 = 𝑡. exp(−𝑥 − 1.26551223 + 1.00002368𝑡 + 0.37409196𝑡 + 0.09678418𝑡
− 0.18628806𝑡 + 0.27886807𝑡 − 1.13520398𝑡 + 1.48851587𝑡
− 0.82215223𝑡 + 0.17087277𝑡 )
(3)

Fig. 1: Plot of the error function [4]

One beautiful thing about the error function is that just like sin(𝑥) , cos (𝑥) etc., the
mathematics world is already familiar with it, much so that it is found on some sophisticated
calculators. Another beautiful thing is that the error function of not-so-small numbers is equal
to one; for example, when considering accuracy of up to 7 decimal places (which is quite high):

2
Variable Coefficients Differential Equations: New Analytical Solutions I

erf(𝑥) = 1 𝑓𝑜𝑟 𝑥 ≥ 3.9 (4)

2.0 The equation of the form 𝒚 + 𝑨𝒙𝒚 − 𝒏𝑨𝒚 = 𝟎

For a differential equation of the form;
𝑦 + 𝐴𝑥𝑦 − 𝑛𝐴𝑦 = 0 (5)
Where n represents any integer greater than zero, and A represents any number (i.e., any non-
variable value). The general solution is given below,
( ) ( )
𝑦=𝐶 𝜃 (𝑥) + 𝐶 𝜃 (𝑥) (6)
( ) ( )
Where 𝐶 and 𝐶 are arbitrary constants, and 𝜃 (𝑥) and 𝜃
(𝑥) are the two linearly
( )
independent solutions to the differential equation. The simplest of the two is 𝜃 (𝑥) and it is
defined by,

( ) 𝑛! 1
𝜃 (𝑥) = 𝑥 (7)
2 . 𝑟! (𝑛 − 2𝑟)! 𝐴𝑥

( )
Defining the function 𝜃 (𝑥) for the various values of n;

( ) 1! 1 1!
𝜃 (𝑥) = 𝑥 =𝑥 =𝑥
2 . 𝑟! (1 − 2𝑟)! 𝐴𝑥 1!

Note that the series notation ∑ indicates series for all integer values of r from 0 to m. For
instance, if 𝑚 = 2, there is only one integer between 0 and 1 2 which is 0.
1

( ) 2! 1 2! 2! 1 1
𝜃 (𝑥) = 𝑥 =𝑥 + =𝑥 +
2 . 𝑟! (2 − 2𝑟)! 𝐴𝑥 2! 2.1! 0! 𝐴𝑥 𝐴

( ) 3! 1 3
𝜃 (𝑥) = 𝑥 =𝑥 + 𝑥
2 . 𝑟! (3 − 2𝑟)! 𝐴𝑥 𝐴

( ) 4! 1 6 3
𝜃 (𝑥) = 𝑥 =𝑥 + 𝑥 +
2 . 𝑟! (4 − 2𝑟)! 𝐴𝑥 𝐴 𝐴

( ) 4! 1 10 15
𝜃 (𝑥) = 𝑥 =𝑥 + 𝑥 + 𝑥
2 . 𝑟! (4 − 2𝑟)! 𝐴𝑥 𝐴 𝐴

and so on …
( )
The second linearly independent solution 𝜃 (𝑥) is defined as,

3
Variable Coefficients Differential Equations: New Analytical Solutions I

( ) ( )
𝜃 (𝑥) = 𝜃 (𝑥) 𝑒 𝑑𝑥

2 (𝑛 − 1 − 𝑘)!
𝑥 ⎡ (𝑛 − 1 − 𝑟)! ∑ 1 ⎤
(𝑟 − 𝑘)!
+ 𝑒 ⎢ + ⎥
𝐴 ⎢ (𝑛 − 1 − 2𝑟)! 2 (𝑛 − 1 − 2𝑟)! 𝐴𝑥 ⎥
⎣ ⎦
(8)
Recall,
2
erf(𝑥) = 𝑒 𝑑𝑡 (1)
√𝜋
Therefore,
𝜋 𝐴
𝑒 𝑑𝑥 = . erf 2𝑥 (9)
2𝐴

( ) 𝜋 ( ) 𝐴
𝜃 (𝑥) = . 𝜃 (𝑥). erf 2𝑥
2𝐴
2 (𝑛 − 1 − 𝑘)!
𝑥 ⎡ (𝑛 − 1 − 𝑟)! ∑ 1 ⎤
(𝑟 − 𝑘)!
+ 𝑒 ⎢ + ⎥
𝐴 ⎢ (𝑛 − 1 − 2𝑟)! 2 (𝑛 − 1 − 2𝑟)! 𝐴𝑥 ⎥
⎣ ⎦
(10)
( )
Defining the function 𝜃 (𝑥) for the various values of n;

( ) 𝜋 ( ) 𝐴
𝜃 (𝑥) = . 𝜃 (𝑥). erf 2𝑥
2𝐴
2 (𝑛 − 1 − 𝑘)!
1 (0 − 𝑟)! ∑ (𝑟 − 𝑘)! 1
+ 𝑒 +
𝐴 (0 − 2𝑟)! 2 (𝑛 − 1 − 2𝑟)! 𝐴𝑥

( ) 𝜋 𝐴 1 (0 − 𝑟)! 1
𝜃 (𝑥) = 𝑥. erf 2𝑥 + 𝐴𝑒 +0
2𝐴 (0 − 2𝑟)! 𝐴𝑥

( )! ( )!
Note that the series ∑ ( )!
becomes 0 for values of r<1, hence ∑ ( )!
=0
for r = 0.

( ) 𝜋 𝐴 𝑒
𝜃 (𝑥) = 𝑥. erf 2𝑥 +
2𝐴 𝐴

4
Variable Coefficients Differential Equations: New Analytical Solutions I

( ) 𝜋 ( ) 𝐴 𝑥 (1 − 𝑟)! 1
𝜃 (𝑥) = . 𝜃 (𝑥). erf 2𝑥 + 𝑒 +0
2𝐴 𝐴 (1 − 2𝑟)! 𝐴𝑥

( ) 𝜋 1 𝐴 𝑥
𝜃 (𝑥) = 𝑥 + . erf 2𝑥 + 𝐴𝑒
2𝐴 𝐴

( ) 𝜋 ( ) 𝐴
𝜃 (𝑥) = . 𝜃 (𝑥). erf 2𝑥
2𝐴
2 (2 − 𝑘)!
𝑥 (2 − 𝑟)! ∑ (𝑟 − 𝑘)! 1
+ 𝑒 +
𝐴 (2 − 2𝑟)! 2 (2 − 2𝑟)! 𝐴𝑥

2.2!
𝜋 3 𝑥 2! 1! 1
𝐴 𝑥 + + 1!
( )
𝜃 (𝑥) = 𝑥 + 𝑥 . erf 2 + 𝑒
2𝐴 𝐴 𝐴 2! 0! 2.0! 𝐴𝑥

( ) 𝜋 3 𝐴 𝑥 1
𝜃 (𝑥) = 𝑥 + 𝑥 . erf 2 𝑥 + 𝐴 1 + (1 + 1) 𝐴𝑥 𝑒
2𝐴 𝐴

( ) 𝜋 3 𝐴 𝑥 2
𝜃 (𝑥) = 𝑥 + 𝑥 . erf 2𝑥 + 𝐴 +𝐴 𝑒
2𝐴 𝐴

Similarly,

( ) 𝜋 6 3 𝐴 𝑥 5
𝜃 (𝑥) = 𝑥 + 𝑥 + . erf 2𝑥 + 𝐴 +𝐴 𝑥 𝑒
2𝐴 𝐴 𝐴

( ) 𝜋 10 15 𝐴 𝑥 9𝑥 8
𝜃 (𝑥) = 𝑥 + 𝑥 + 𝑥 . erf 2𝑥 + 𝐴 + 𝐴 +𝐴 𝑒
2𝐴 𝐴 𝐴

( ) 𝜋 15 45 15 𝐴 𝑥 14𝑥 33𝑥
𝜃 (𝑥) = 𝑥 + 𝑥 + 𝑥 + . erf 2𝑥 + 𝐴 + 𝐴 + 𝐴 𝑒
2𝐴 𝐴 𝐴 𝐴

( ) 𝜋 21 105 105 𝐴
𝜃 (𝑥) = 𝑥 + 𝑥 + 𝑥 + 𝑥 . erf 2𝑥
2𝐴 𝐴 𝐴 𝐴
𝑥 20𝑥 87𝑥 48
+ + + + 𝑒
𝐴 𝐴 𝐴 𝐴

2.1 Verification of solutions

For verification, a random equation is selected, this is because selecting more than one would
make the publication too lengthy.
For the differential equation below,

5
Variable Coefficients Differential Equations: New Analytical Solutions I

𝑦 + 𝐴𝑥𝑦 − 5𝐴𝑦 = 0 (11)

The general solution can be given as,
( ) ( )
𝑦=𝐶 𝜃 (𝑥) + 𝐶 𝜃 (𝑥)

Therefore,
10 15 𝜋 10 15 𝐴
𝑦=𝐶 𝑥 + 𝑥 + 𝑥 + 𝐶 𝑥 + 𝑥 + 𝑥 . erf 2𝑥
𝐴 𝐴 2𝐴 𝐴 𝐴
𝑥 9𝑥 8
+𝐶 + + 𝑒
𝐴 𝐴 𝐴

Recall that,
𝜋 𝐴
𝑒 𝑑𝑥 = . erf 2𝑥 (9)
2𝐴
10 15 10 15
𝑦=𝐶 𝑥 + 𝑥 + 𝑥 + 𝐶 𝑥 + 𝑥 + 𝑥 𝑒 𝑑𝑥
𝐴 𝐴 𝐴 𝐴
𝑥 9𝑥 8
+𝐶 + + 𝑒
𝐴 𝐴 𝐴

Differentiating,
30 15 30 15
𝑦′ = 𝐶 5𝑥 + 𝑥 + + 𝐶 5𝑥 + 𝑥 + 𝑒 𝑑𝑥
𝐴 𝐴 𝐴 𝐴
10 15 4 18 9 8
+𝐶 𝑥 + 𝑥 + 𝑥+ 𝑥 + 𝑥−𝑥 − 𝑥 − 𝑥 𝑒
𝐴 𝐴 𝐴 𝐴 𝐴 𝐴
30 15 30 15
𝑦′ = 𝐶 5𝑥 + 𝑥 + + 𝐶 5𝑥 + 𝑥 + 𝑒 𝑑𝑥
𝐴 𝐴 𝐴 𝐴
5 25
+𝐶 𝑥 + 𝑥 𝑒
𝐴 𝐴
Differentiating,
60 60
𝑦′′ = 𝐶 20𝑥 + 𝑥 + 𝐶 20𝑥 + 𝑥 𝑒 𝑑𝑥
𝐴 𝐴
30 15 15 25 25
+ 𝐶 5𝑥 + 𝑥 + + 𝑥 + − 5𝑥 − 𝑥 𝑒
𝐴 𝐴 𝐴 𝐴 𝐴
60 60 20 40
𝑦 = 𝐶 20𝑥 + 𝑥 + 𝐶 20𝑥 + 𝑥 𝑒 𝑑𝑥 + 𝐶 𝑥 + 𝑒
𝐴 𝐴 𝐴 𝐴
(12)
15 15
𝐴𝑥𝑦′ = 𝐶 5𝐴𝑥 + 30𝑥 + 𝑥 + 𝐶 5𝐴𝑥 + 30𝑥 + 𝑥 𝑒 𝑑𝑥
𝐴 𝐴
25
+ 𝐶 5𝑥 + 𝑥 𝑒
𝐴

6
Variable Coefficients Differential Equations: New Analytical Solutions I

(13)
75 75
−5𝐴𝑦 = 𝐶 −5𝐴𝑥 − 50𝑥 − 𝑥 + 𝐶 −5𝐴𝑥 − 50𝑥 − 𝑥 𝑒 𝑑𝑥
𝐴 𝐴
45𝑥 40
+ 𝐶 −5𝑥 − − 𝑒
𝐴 𝐴
(14)
Adding equations (12), (13) and (15)
𝑦 + 𝐴𝑥𝑦 − 5𝐴𝑦 = 0
Hence the solution is confirmed for n = 5. This can also be tested for other integers and it will
be seen to be true as long as n is an integer above zero.

2.2 Special property

( ) ( )
𝜃 (𝑥) and 𝜃 (𝑥) have special properties that prove useful when trying to adapt the solutions
for the solution of other types of differential equations. They are,

( )
𝑑 𝑒 .𝜃 (𝑥)
( ) 1
𝜃 (𝑥) = 𝑒 . (15)
𝐴 𝑑𝑥

( )
𝑑 𝑒 .𝜃 (𝑥)
( ) 1
𝜃 (𝑥) = 𝑒 . (16)
𝐴 𝑑𝑥

3.0 The equation of the form 𝒚 + 𝑨𝒙𝒚 + 𝒏𝑨𝒚 = 𝟎

For a differential equation of the form;
𝑦 + 𝐴𝑥𝑦 + 𝑛𝐴𝑦 = 0 (17)
Where n represents any integer greater than zero, and A represents any number (i.e., any non-
variable value). The general solution is given below,
( ) ( )
𝑦=𝐶 𝜙 (𝑥) + 𝐶 𝜙 (𝑥) (18)
( ) ( )
Where 𝐶 and 𝐶 are arbitrary constants, and 𝜙 (𝑥) and 𝜙
(𝑥) are the two linearly
( )
independent solutions to the differential equation. The simplest of the two is 𝜙 (𝑥) and it is
defined by,

7
Variable Coefficients Differential Equations: New Analytical Solutions I

⎡ (𝑛 − 1)! 1 ⎤
( )
𝜙 (𝑥) = 𝑥 ⎢ − ⎥𝑒 (19)
⎢ 2 . 𝑟! (𝑛 − 1 − 2𝑟)! 𝐴𝑥 ⎥
⎣ ⎦
( )
Defining the function 𝜙 (𝑥) for the various values of n;

( )
𝜙 (𝑥) = 𝑒

( )
𝜙 (𝑥) = 𝑥𝑒

( ) 1
𝜙 (𝑥) = 𝑥 − 𝑒
𝐴
( ) 3
𝜙 (𝑥) = 𝑥 − 𝑥 𝑒
𝐴
( ) 6 3
𝜙 (𝑥) = 𝑥 − 𝑥 + 𝑒
𝐴 𝐴
( ) 10 15
𝜙 (𝑥) = 𝑥 − 𝑥 + 𝑥 𝑒
𝐴 𝐴
( ) 15 45 15
𝜙 (𝑥) = 𝑥 − 𝑥 + 𝑥 − 𝑒
𝐴 𝐴 𝐴
( ) 21 105 105
𝜙 (𝑥) = 𝑥 − 𝑥 + 𝑥 − 𝑒
𝐴 𝐴 𝐴
and so on …
( )
The second linearly independent solution 𝜙 (𝑥) is defined as,

( ) ( )
𝜙 (𝑥) = 𝜙 (𝑥) 𝑒 𝑑𝑥

2 (𝑛 − 2 − 𝑘)!
⎡
𝑥 (𝑛 − 2 − 𝑟)! ∑ 1 ⎤
(𝑟 − 𝑘)!
− ⎢ + − ⎥
𝐴 ⎢ (𝑛 − 2 − 2𝑟)! 2 (𝑛 − 2 − 2𝑟)! 𝐴𝑥 ⎥
⎣ ⎦
(20)
Recall,
2
erf(𝑥) = 𝑒 𝑑𝑡 (21)
√𝜋
Therefore,
𝜋 𝜋
𝑒 𝑑𝑥 = −𝑖 . erf 𝑖 𝐴 2 𝑥 = . erfi 𝐴
2𝑥 (22)
2𝐴 2𝐴

Where the imaginary error function, erfi(𝑥), is defined by

8
Variable Coefficients Differential Equations: New Analytical Solutions I

erfi(𝑥) = −𝑖 erf(𝑖𝑥) (23)

Hence,

( ) 𝜋 ( ) 𝐴
𝜙 (𝑥) = . 𝜙 (𝑥). erfi 2𝑥
2𝐴
2 (𝑛 − 2 − 𝑘)!
𝑥 ⎡ (𝑛 − 2 − 𝑟)! ∑ 1 ⎤
(𝑟 − 𝑘)!
− 𝑒 ⎢ + ⎥
𝐴 ⎢ (𝑛 − 2 − 2𝑟)! 2 (𝑛 − 2 − 2𝑟)! 𝐴𝑥 ⎥
⎣ ⎦
(24)
( )
Defining the function 𝜙 (𝑥) for the various values of n;

( ) 𝜋 𝐴
𝜙 (𝑥) = 𝑒 . erfi 2𝑥
2𝐴

( ) 𝜋 𝐴 1
𝜙 (𝑥) = 𝑥𝑒 . erfi 2𝑥 − 𝐴
2𝐴

( ) 𝜋 1 𝐴 𝑥
𝜙 (𝑥) = 𝑥 − 𝑒 . erfi 2𝑥 −
2𝐴 𝐴 𝐴

( ) 𝜋 3 𝐴 𝑥 2
𝜙 (𝑥) = 𝑥 − 𝑥 𝑒 . erfi 2𝑥 − 𝐴 +𝐴
2𝐴 𝐴

( ) 𝜋 6 3 𝐴 𝑥 5
𝜙 (𝑥) = 𝑥 − 𝑥 + 𝑒 . erfi 2𝑥 − 𝐴 +𝐴 𝑥
2𝐴 𝐴 𝐴

( ) 𝜋 10 15 𝐴 𝑥 9𝑥 8
𝜙 (𝑥) = 𝑥 − 𝑥 + 𝑥 𝑒 . erfi 2𝑥 − 𝐴 + 𝐴 −𝐴
2𝐴 𝐴 𝐴

( ) 𝜋 15 45 15 𝐴 𝑥 14𝑥 33𝑥
𝜙 (𝑥) = 𝑥 − 𝑥 + 𝑥 − 𝑒 . erfi 2𝑥 − + −
2𝐴 𝐴 𝐴 𝐴 𝐴 𝐴 𝐴

( ) 𝜋 21 105 105 𝐴 𝑥 20𝑥 87𝑥

𝜙 (𝑥) = 𝑥 − 𝑥 + 𝑥 − 𝑥 𝑒 . erfi 2𝑥 − + −
2𝐴 𝐴 𝐴 𝐴 𝐴 𝐴 𝐴
48
+
𝐴

3.1 Verification of solutions

For verification, a random equation is selected, this is because selecting more than one would
make the publication too lengthy.
For the differential equation below,
𝑦 + 𝐴𝑥𝑦 + 3𝐴𝑦 = 0 (25)

9
Variable Coefficients Differential Equations: New Analytical Solutions I

The general solution can be given as,

( ) ( )
𝑦=𝐶 𝜙 (𝑥) + 𝐶 𝜙 (𝑥)

Therefore,
1 𝜋 1 𝐴 𝑥
𝑦=𝐶 𝑥 − 𝑒 + 𝐶 𝑥 − 𝑒 . erfi 2𝑥 − 𝐶 𝐴
𝐴 2𝐴 𝐴

Recall that,
𝜋 𝐴
𝑒 𝑑𝑥 = . erfi 2𝑥 (26)
2𝐴
1 1 𝑥
𝑦=𝐶 𝑥 − 𝑒 + 𝐶 𝑥 − 𝑒 𝑒 𝑑𝑥 − 𝐶
𝐴 𝐴 𝐴
Differentiating,
1 1
𝑦′ = 𝐶 [2𝑥 − 𝐴𝑥 + 𝑥]𝑒 + 𝐶 [2𝑥 − 𝐴𝑥 + 𝑥]𝑒 𝑒 𝑑𝑥 + 𝐶 𝑥 − −
𝐴 𝐴
2
𝑦′ = 𝐶 [3𝑥 − 𝐴𝑥 ]𝑒 + 𝐶 [3𝑥 − 𝐴𝑥 ]𝑒 𝑒 𝑑𝑥 + 𝐶 𝑥 −
𝐴
Differentiating,

𝑦′′ = 𝐶 [3 − 3𝐴𝑥 − 3𝐴𝑥 + 𝐴 𝑥 ]𝑒

+ 𝐶 [3 − 3𝐴𝑥 − 3𝐴𝑥 + 𝐴 𝑥 ]𝑒 𝑒 𝑑𝑥 + 𝐶 [3𝑥 − 𝐴𝑥 + 2𝑥]

𝑦 = 𝐶 [3 − 6𝐴𝑥 + 𝐴 𝑥 ]𝑒 + 𝐶 [3 − 6𝐴𝑥 + 𝐴 𝑥 ]𝑒 𝑒 𝑑𝑥

+ 𝐶 [5𝑥 − 𝐴𝑥 ]
(27)

𝐴𝑥𝑦′ = 𝐶 [3𝐴𝑥 − 𝐴 𝑥 ]𝑒 + 𝐶 [3𝐴𝑥 − 𝐴 𝑥 ]𝑒 𝑒 𝑑𝑥 + 𝐶 [𝐴𝑥 − 2𝑥]

(28)

3𝐴𝑦 = 𝐶 [3𝐴𝑥 − 3]𝑒 + 𝐶 [3𝐴𝑥 − 3]𝑒 𝑒 𝑑𝑥 + 𝐶 [−3𝑥]

(29)
Adding equations (27), (28) and (29)
𝑦 + 𝐴𝑥𝑦 + 3𝐴𝑦 = 0
Hence the solution is confirmed for n = 3. This can also be tested for other integers and it will
be seen to be true as long as n is an integer above zero.

10
Variable Coefficients Differential Equations: New Analytical Solutions I

3.2 Special property

( ) ( )
𝜙 (𝑥) and 𝜙 (𝑥) have special properties that prove useful when trying to adapt the
solutions for the solution of other types of differential equations. They are,
( )
( ) 1 𝑑 𝜙 (𝑥)
𝜙 (𝑥) = − . (30)
𝐴 𝑑𝑥
( )
( ) 1 𝑑 𝜙 (𝑥)
𝜙 (𝑥) = − . (31)
𝐴 𝑑𝑥

4.0 Application of solutions in solving Ricatti differential equations

These techniques can be used to give differentiable solutions to certain types of Ricatti
differential equation. This section provides solutions to equation of the general form:
𝑦 + 𝐴𝑥𝑦 + 𝐵𝑦 = 𝐷 (32)
where A, B & D are non-variables (i.e., they represent any values), as long as it satisfies the
condition,
𝐵𝐷
= 𝑛 (𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟) (33)
𝐴
Case 1: 𝑦 + 𝐴𝑥𝑦 + 𝐵𝑦 = 𝑛 𝐴 𝐵 (34)

where A & B are non-variables (i.e., they represent any values); for example,
𝑦 + 𝑥𝑦 + 𝑦 = 4 𝑦 − 2𝑥𝑦 − 4𝑦 = 1
The general solution to this type of differential equation can be given as
( ) ( )
𝐴 𝜃 (𝑥) + 𝐶𝜃 (𝑥)
𝑦= −𝑥 (35)
𝐵 𝜃 ( ) (𝑥) + 𝐶𝜃 ( ) (𝑥)

Where,

( ) 𝑛! 1
𝜃 (𝑥) = 𝑥 (36)
2 . 𝑟! (𝑛 − 2𝑟)! 𝐴𝑥

11
Variable Coefficients Differential Equations: New Analytical Solutions I

( ) 𝜋 ( ) 𝐴
𝜃 (𝑥) = . 𝜃 (𝑥). erf 2𝑥
2𝐴
2 (𝑛 − 1 − 𝑘)!
𝑥 ⎡ (𝑛 − 1 − 𝑟)! ∑ 1 ⎤
(𝑟 − 𝑘)!
+ 𝑒 ⎢ + ⎥
𝐴 ⎢ (𝑛 − 1 − 2𝑟)! 2 (𝑛 − 1 − 2𝑟)! 𝐴𝑥 ⎥
⎣ ⎦
(37)
Sample problem:
Determine the solution of the differential equation below,
𝑦 + 6𝑥𝑦 + 3𝑦 = 4
Solution
A=6 B=3 n = 2
( ) ( ) ( ) ( )
𝐴 𝜃 (𝑥) + 𝐶𝜃 (𝑥) 6 𝜃 (𝑥) + 𝐶𝜃 (𝑥)
𝑦= − 𝑥 = −𝑥
𝐵 𝜃 ( ) (𝑥) + 𝐶𝜃 ( ) (𝑥) 3 𝜃 ( ) (𝑥) + 𝐶𝜃 ( ) (𝑥)

( ) 3 3 1
𝜃 (𝑥) = 𝑥 + 𝑥=𝑥 + 𝑥=𝑥 + 𝑥
𝐴 6 2
( ) 𝜋 3 𝐴 𝑥 2
𝜃 (𝑥) = 𝑥 + 𝑥 erf 2 𝑥 + + 𝑒
2𝐴 𝐴 𝐴 𝐴

( ) 𝜋 1 𝑥 1
𝜃 (𝑥) = 𝑥 + 𝑥 erf √3 𝑥 + + 𝑒
12 2 6 18

( ) 1 1
𝜃 (𝑥) = 𝑥 + =𝑥 +
𝐴 6
( ) 𝜋 1 𝐴 𝑥
𝜃 (𝑥) = 𝑥 + erf 2 𝑥 + 𝑒
2𝐴 𝐴 𝐴

( ) 𝜋 1 𝑥
𝜃 (𝑥) = 𝑥 + erf √3 𝑥 + 𝑒
12 6 6

⎡ 1 + 𝐶. 𝜋 . erf √3 𝑥 1
𝑥 + 𝑥 +𝐶
𝑥
+
1
𝑒 ⎤
⎢ 12 2 6 18 ⎥
𝑦 = 2⎢ − 𝑥⎥
⎢ 𝜋 1 𝑥 ⎥
1 + 𝐶. . erf √3 𝑥 𝑥 + +𝐶 𝑒
⎣ 12 6 6 ⎦

Case 2: 𝑦 + 𝐴𝑥𝑦 + 𝐵𝑦 = −𝑛 𝐴 𝐵 (38)

where A & B are non-variables (i.e., they represent any values); for example,
𝑦 − 2𝑥𝑦 + 4𝑦 = 7 𝑦 + 4𝑥𝑦 − 3𝑦 = 4

12
Variable Coefficients Differential Equations: New Analytical Solutions I

The general solution to this type of differential equation can be given as

( ) ( )
𝐴 𝜙 (𝑥) + 𝐶𝜙 (𝑥)
𝑦=− (39)
𝐵 𝜙 ( ) (𝑥) + 𝐶𝜙 ( ) (𝑥)

Some other interesting equations include,

Case 3: 𝑦 + 𝑦 = 𝑥 + (2𝑛 + 1)

𝜋 (𝑛 + 1)! 1
2𝑥 1 + 𝐶 √ . erf( 𝑥) ∑ +
2 4 . 𝑟! (𝑛 + 1 − 2𝑟)! 𝑥
2 (𝑛 − 𝑘)!
∑
𝐶 (𝑛 − 𝑟)! (𝑟 − 𝑘)! 1
𝑒 ∑ +
2 2 . (𝑛 − 2𝑟)! 4 (𝑛 − 2𝑟)! 𝑥
𝑦= − 𝑥
𝜋 𝑛! 1
1 + 𝐶 √ . erf( 𝑥) ∑ +
2 4 . 𝑟! (𝑛 − 2𝑟)! 𝑥
2 (𝑛 − 1 − 𝑘)!
∑
𝐶 (𝑛 − 1 − 𝑟)! (𝑟 − 𝑘)! 1
𝑒 ∑ +
2𝑥 2 . (𝑛 − 1 − 2𝑟)! 4 (𝑛 − 1 − 2𝑟)! 𝑥

(40)
Case 4: 𝑦 + 𝑦 = 𝑥 + (2𝑛 + 1)

𝜋 (𝑛 + 1)! 1
−2𝑥 1 + 𝐶 √ . erfi( 𝑥) ∑ − +
2 4 . 𝑟! (𝑛 + 1 − 2𝑟)! 𝑥
2 (𝑛 − 𝑘)!
∑
𝐶 (𝑛 − 𝑟)! (𝑟 − 𝑘)! 1
𝑒 ∑ + −
2 2 . (𝑛 − 2𝑟)! 4 (𝑛 − 2𝑟)! 𝑥
𝑦= + 𝑥
𝜋 𝑛! 1
1 + 𝐶 √ . erfi( 𝑥) ∑ − −
2 4 . 𝑟! (𝑛 − 2𝑟)! 𝑥
2 (𝑛 − 1 − 𝑘)!
∑
𝐶 (𝑛 − 1 − 𝑟)! (𝑟 − 𝑘)! 1
𝑒 ∑ + −
2𝑥 2 . (𝑛 − 1 − 2𝑟)! 2 (𝑛 − 1 − 2𝑟)! 𝑥

(41)

5.0 Conclusion
This research work has introduced and tested new solutions to some differential equations
which were previously solved only by the power series’ method and some other numerical
methods; showing the advantages of the new solutions over the power series. Below are the
summarized advantages:

13
Variable Coefficients Differential Equations: New Analytical Solutions I

 They permit the study of the analytic properties

 They are differentiable unlike the finite difference solution.
 They are most accurate when comparing with the already known methods.
 They converge for all values of x.
 They are programmable.
 They reduce computational cost of the calculation.
 Unlike with the power series, the rate of convergence will not reduce drastically as the
value of x moves away from the centre of convergence. This is due to the accuracy of
the error function approximation.
The new solutions are flexible enough to allow a practically infinite list of examples, but at this
point the construction of further examples might sound an exercise lacking interest. It is hoped
however that the techniques that have been proposed will stimulate further work in this
direction, and most importantly, the discovery of newer solutions to more equations of practical
interests e.g. Bessel equations, airy equation etc.
Surely there exists solutions to Bessel equations that can be expressed as products of a finite
series and function with an easier numerical approximation, but as Dawkins noted [5], just
because we know that a solution to a differential equation exists does not mean that we will be
able to find it.

References
1. Wikipedia, (n.d.). Radius of convergence. Retrieved October 24, 2021, from
https://en.m.wikipedia.org/wiki/Radius_of_convergence
2. Andrews, L. C. (1998). Special functions of mathematics for engineers. SPIE Press. p.
110. ISBN 9780819426161.
3. Cambridge University, (1992). Numerical Recipes in Fortran 77: The Art of Scientific
Computing. Cambridge University Press. p. 214. ISBN 0-521-43064-X
4. Wikipedia, (n.d.). Error Functions. Retrieved October 26, 2021, from
https://en.m.wikipedia.org/wiki/Error_functions
5. Dawkins, P. (2018, June 3). Differential Equations. Tutorial.math.lamar.edu. Retrieved
October 16, 2021, from https://tutorial.math.lamar.edu/classes/de/finalthoughts.aspx

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