33 views

Uploaded by 23213m

- Links to Solved Problems in Ordinary Differential Equations
- 331spr10hw15sol
- Calculus Reference Sheet
- Pope_CF_05
- Chapter 1- Introduction
- Scilab Orbite Simulation
- UT Dallas Syllabus for math2420.501.10f taught by Zalman Balanov (zxb105020)
- 1-s2.0-S0260877404001840-main
- Area and DE
- Lecture 01 - systems modeling and control - ME575 class work
- Dynamical Systems
- syllabus
- 6 - 5 - Lecture 48 Numerical O.D.E.s
- Area and DE
- Differential Equations - Ordinary Differential Equations - Introduction and Terminology
- Approximate Solution of a Linear Descriptor Dynamic Control System via a non-Classical Variational Approach
- HW1-Solns.pdf
- Painleve P IV S Antoniou
- Chap09_8up- Initial Value Problems for ODEs
- Ode

You are on page 1of 7

Reinhold Burger

George Labahn

School of Computer Science

University of Waterloo

Waterloo, Ontario, Canada

School of Computer Science

University of Waterloo

Waterloo, Ontario, Canada

Department of Mathematics

Florida State University

Tallahassee, Florida, USA

rfburger@scg.uwaterloo.ca glabahn@uwaterloo.ca

ABSTRACT

We
onsider the problem of nding
losed form solutions of

linear dierential equations having
oe
ients whi
h are ellipti
fun
tions. For se
ond order equations we show how to

solve su
h an ode in terms of doubly periodi
fun
tions of the

se
ond kind. The method depends on two pro
edures, the

rst using a se
ond symmetri
power of an ode along with

a de
ision pro
edure for determining when su
h equations

have ellipti
fun
tion solutions while the se
ond involves the

omputation of exponential solutions.

I.1.2 [Computing Methodologies: Symboli and Algebrai Manipulation|Algorithms

General Terms

Algorithms

Keywords

Linear odes; ellipti
fun
tions; Kova
i
's algorithm; de
ision

pro
edures

1. INTRODUCTION

In this paper we
onsider linear dierential equations of

the form

an (x)y

(n)

(1)

same periods. Doubly periodi fun tions are omplex-valued

fun tions having two independent periods, that is, two independent onstants T and T 0 su h that

f (x + T )

x:

Permission to make digital or hard copies of all or part of this work for

personal or classroom use is granted without fee provided that copies are

not made or distributed for profit or commercial advantage and that copies

bear this notice and the full citation on the first page. To copy otherwise, to

republish, to post on servers or to redistribute to lists, requires prior specific

permission and/or a fee.

ISSAC04, July 47, 2004, Santander, Spain.

Copyright 2004 ACM 1-58113-827-X/04/0007 ...$5.00.

hoeij@math.fsu.edu

Weierstrass } and }0 fun tions, the Ja obi sn, n and dn

fun tions and ratios of Theta fun tions [1. We will also

require that our oe ients are in fa t ellipti fun tions,

that is, that they do not have any essential singularities.

We remark that the term doubly periodi is often used when

ellipti is really meant, it being assumed that the fun tions

under dis ussion are also meromorphi .

Linear dierential equations with ellipti fun tion oe ients appear histori ally in many instan es ( f. [9). For example, solving Lapla e's equation in three dimensions in ellipsoidal oordinates using the separation of variables method

gives the lassi al Lame equation

y

(2)

interesting examples an be found in many texts, see for

example Forsyth [9, Halphen [10 and Kamke [14.

There are two lassi al representations of ellipti fun tions, the Weierstrass form and the Ja obi form. In either

ase, we an

p onvert (1) to a linear ode having oe ients

from K(z; w(z )) where w(z ) is a polynomial of degree 3

or 4 and K is a eld of onstants. Using methods from [16,

17 one obtains a de ision pro edure for determining when

(1) has solutions whi h are ellipti fun tions.

Pi ard's theorem [9, 15 says that when all solutions of

(1) are uniform or path-independent then the ode has solutions that are doubly periodi of the se ond kind. These

fun tions an be expressed in terms of the Weierstrass Zeta

and Sigma fun tions or the Ja obi Zeta fun tion [1. In this

paper we show how we an nd su h solutions in the ase

of all se ond order linear odes, even when all solutions are

not ne essarily uniform. In fa t we present a omplete algorithm for solving redu ible se ond order linear odes with

ellipti fun tion oe ients. We do this by nding ellipti

fun tion solutions of the se ond symmetri power of the original ode (in se tion 3), or else nding exponential solutions

of the symmetri produ t of the equation with its onjugate (in se tion 4). The methods have been implemented [7

and are available (or will shortly be available) in the Maple

omputer algebra system. We mention that our method is

not the rst algorithm for nding su h solutions. Indeed

the pro edures in [17 nd all Liouvillian solutions of (1), in

both the redu ible or irredu ible ases. Our ontribution is

to provide a new method whi h both e ient and omplete

for the se ond order redu ible ase of (1).

next se tion we give ba kground information for odes of the

form (1). Se tion 3 gives a method for solving the se ond

order problem in terms of doubly-periodi fun tions of the

se ond kind when there are ellipti fun tion solutions of an

asso iated third order equation while the following se tion

produ es solutions whi h are doubly-periodi fun tions of

the se ond kind via nding exponential solutions of an asso iated ode of fourth order. The paper ends with a on lusion

along with topi s for future resear h.

2. PRELIMINARIES

In this se
tion we give some well-known fa
ts about ellipti
fun
tions, doubly periodi
fun
tions of the se
ond kind

and linear odes having ellipti
fun
tions as
oe
ients. Additional information and details
an be found in the referen
es [2, 3, 9, 13.

2.1

Order Equations

There are two
lassi
al representations of ellipti
fun
tions, the Weierstrass form and the Ja
obi form (
.f. [3).

Let }(x) = }(x; g2 ; g3 ) denote the Weierstrass } fun
tion

where g2 and g3 are
onstants

p whi
h are determined by the

periods. Then }0 (x) = 4}(x)3 g2 }(x) g3 and every

ellipti
fun
tion
an be represented as a rational fun
tion

of } and }0 (
f. [2). In the
ase of Ja
obi forms there are

many representations for ellipti
fun
tions. For example, let

sn(x) = sn(x; k) where k is a
onstant determined by the

periods. Then

p

0

sn (x) =
n(x) dn(x) = (1 sn2 (x)) (1 k2 sn2 (x))

and every ellipti
fun
tion
an be represented as a rational

fun
tion of sn and sn0 . A similar statement holds for all the

other 11 forms of the Ja
obi ellipti
fun
tions (
.f. [2).

Theorem 2.1 below gives the prin
ipal representations for

our problems. The result follows dire
tly from Singer [17

along with the isomorphism (via a
hange of variable from

x to f ):

p

(3)

K(x; w(x))[ d $ K(f; f 0 )[ d

dx

via

x

7! f;

w(x)

7! f 0 ;

df

d

dx

7! dfd

1 d

= 0 :

f dx

(4)

Theorem 2.1 (Singer [17). Let L be a linear dierential operator having
oe
ients in K(f; f 0 ) with K a eld

of
onstants and where f satises (f 0 )2 = w(f ) for some

polynomial w(z ) 2 K[z . Then one has a de
ision pro
edure

for nding solutions of L(y) = 0 in K(f; f 0 ).

2

Thus suppose our
oe
ients are in Weierstrass form and

that we are looking for solutions in the same form. Setting

f (x) = }(x; g2 ; g3 )1 , the Weierstrass } fun
tion, allows us to

make use of the above formalism using w(z ) = 4z 3 g2 z g3 .

1

in ases where this is obvious.

g3

arguments for

2.2

Kind

A se
ond
lass of fun
tions whi
h are almost doubly periodi
also plays an important role in the study of linear odes

of the form (1). A fun
tion F (x) is said to be doubly periodi

of the se
ond kind if there exist two periods T , T 0 , and two

onstants s, s0 su
h that

F (x + T )

= s F (x);

F (x + T

0 ) = s0 F (x)

referred to as the period multipliers of F (x). These fun tions are not, in general, truly periodi , as the value of F (x)

hanges by a onstant fa tor ea h time x hanges by the

period.

Doubly periodi fun tions of the se ond kind are important from the following lassi al observation given by Pi ard

(see In e [13) in 1879.

Theorem 2.2 (Pi ard's Theorem). If the oe ients

of a homogeneous linear dierential equation are doubly periodi fun tions of the independent variable, and all solutions

of the equation are uniform (that is, path-independent), then

the equation possesses at least one solution whi h is a doubly

periodi fun tion of the se ond kind.

2

We also note that when F (x) is doubly periodi of the

0

se ond kind then the ratio G(x) = FF ((xx)) is doubly periodi .

0

For if T and T are the periods and s, s0 the orresponding

period multipliers of F then

G(x + T )

F 0 (x + T )

F (x + T )

sF 0 (x)

sF (x)

= G(x)

derivative of any doubly periodi fun tion of the se ond kind

is doubly-periodi .

Conversely assume that F (x) is a solution of our equation

0

su h that FF ((xx)) = G(x), a doubly periodi fun tion. Then

the logarithmi derivative of F (Fx(+x)T ) is G(x + T ) G(x),

whi h is zero by assumption. Hen e there exists a onstant

s su h that F (x + T ) = sF (x). This also o urs for the

se ond period T 0 and hen e F (x) would be doubly-periodi

of the se ond kind. Thus nding doubly-periodi solutions

of the se ond kind is equivalent to the sear h of rst order

doubly-periodi right fa tors of the asso iated linear dierential operator.

We remark that, as mentioned earlier in the introdu tion, all fun tions are also assumed to not have any essential

singularities. Hen e the logarithmi derivative mentioned

above will in fa t be an ellipti fun tion.

2.3

Fundamental Bases

To understand how doubly-periodi
solutions of the se
ond kind arise in the study of (1), one needs to rst look at

how fundamental bases behave at the periods. Let the set

ff1 (x); f2 (x); : : : ; fn (x)g be a basis of solutions of (1) where

all the
oe
ients are doubly periodi
fun
tions with periods T , T 0 . Sin
e the
oe
ients of (1) are doubly periodi

we have that f1 (x + T ), f2 (x + T ), . . . , fn (x + T ), are also

ombination of the basis fun tions, that is,

fj (x + T )

this be omes

aij ,

(5)

f~(x + T )

= f~(x) A

(6)

where f~(x) = [f1 (x); ; fn (x) and A = [aij nn : Similarly,

we also have a
onstant matrix B = [bij whi
h satises the

matrix equation

0

f~(x + T ) = f~(x) B:

(7)

The following gives some well known fa
ts about the matri
es A and B asso
iated to a given fundamental system.

We in
lude a proof for
ompleteness.

Theorem 2.3. Let A and B be
onstant matri
es asso
iated to a given fundamental basis ff1 (x); : : : ; fn(x)g of so-

(i) A and B are nonsingular

system then

W (f~(x + T ))

W (f~(x + T 0 ))

det(A) =

and

det(

B) =

:

~

~

W (f (x))

W (f (x))

(8)

multipli ities

are R x+T 0 a (u)

R x+T ainto (a ount,

n 1

n 1 u) du and exp

exp

an (u)

an (u) du ,

x

x

respe tively.

(iv) Suppose F (x) is a solution of (1) with

F (x) = 1 f1 (x) +

+ n fn (x):

period multipliers s and s0 if and only if s and s0 are

eigenvalues of A and B , respe tively, ea h having ~ =

[ 1; : : : ; n t as a ommon eigenve tor.

Proof: Dierentiating both sides of (6) n 1 times with

respe t to x gives n 1 additional equations of the form

0

0

(n 1)

f~ (x + T ) = f~ (x) A, : : : , f~

(x + T ) = f~(n 1) (x) A:

Combining these into a single matrix equation, we have

[ f~(x + T ) j j f~(n 1) (x + T ) t

= [ f~(x) j

(9)

j f~(n 1) (x) t A:

Sin e we have a fundamental system the Wronskian matrix

[ f~(x) j

j f~(n 1) (x) t is nonsingular and hen e so

is A. A similar argument shows that B is also nonsingular

hen e we have (i). Part (ii) follows by taking determinants

of both sides of (9). Part (iii) follows from (ii) along with

Abel's identity [13, p. 75.

Suppose now that F (x) is a solution of (1) with

F (x) = 1 f1 (x) + + n fn (x) = f~(x) ~

(10)

where ~ = [ 1 ; : : : ; n t. Then

F (x + T ) = f~(x + T ) = f~(x) A ~

(11)

and

0 ) = f~(x + T 0 )
= f~(x) B
~:

(12)

Noti
e that for any
onstants s and s0 equations (11) and

F (x + T

and

sF (x) = F (x + T )

()

() s0 f~(x) ~ = f~(x) B ~:

s F (x)

= F (x + T 0 )

sf~(x) ~ = f~(x) A ~

(13)

(14)

(13) and (14) are equivalent to

0
~ = B ~

so that sF (x) = F (x + T ) and s0 F (x) = F (x + T 0 ) if and

only if s and s0 are in fa
t eigenvalues of the matri
es A and

s ~ = A ~ and s

B,

that all solutions of (1) be path-independent. As su h one

an traverse a path from x to x + T and then to x + T + T 0

and expe t to end at the same pla e as if one has traversed a

path from x to x + T 0 to x + T 0 + T . Using equations (6) and

(7) implies that A and B therefore ommute. An elementary result from linear algebra [8 implies that these matri es

then have eigenvalues s and s0 with a ommon eigenve tor.

Pi ard's Theorem thus follows from part (iv) of Theorem

2.3.

Remark 2.5. The multipliers are eigenvalues and thus

independent of the fundamental system.

Remark 2.6. On e one doubly periodi solution of the

se ond kind has been found we may use redu tion of order

to nd additional solutions. In the present ase, redu tion

of order for (1) results in a new ode also having doubly periodi oe ients, and all solutions uniform. Pi ard's Theorem therefore implies that this new ode also has at least one

solution whi h is doubly periodi of the se ond kind. This

may be repeated, to show that there is a basis of solutions of

(1) of the form

Z

y1 (x) = 1 (x); y2 (x) = 1 (x)

: : : ; yn (x) = 1 (x)

2 (x)

2 (x)dx;

n 1

n (x) (dx)

;

[13, p. 376).

VIA SYMMETRIC POWERS

In this se tion we are interested in determining when a

se ond order linear ode (1) has a basis of solutions whi h are

doubly-periodi of the se ond kind. From the omments at

the end of se tion 2.2 we know that this be omes equivalent

to sear hing for ellipti fun tion rst order fa tors of the

asso iated linear dierential operator. Thus, in the ase

of se ond order equations, we an look to apply the same

[18. In parti ular, we an redu e our problem to nding

ellipti fun tion solutions of a related third order linear ode.

It is well known that using the transform

Z

an 1 (x)

y(x) = exp

dx u(x)

(15)

nan (x)

onverts an n-th order ode in y(x) into an ode in u(x) having the se ond highest term 0. In the ase of se ond order

equations this onverts

00 (x) + a

a2 (x) y

into

a (x) 0 a (x) 2 a (x)

u

(16)

1 (x) = 0 and that fy1 (x); : : : ; yn (x)g is a basis of solutions with ea h yi (x) doubly periodi of the se ond kind.

Then z (x) = y1 (x) yn (x) is doubly periodi .

Let T and T 0 be the periods for the oe ients

of the linear ode and suppose that yi (x + T ) = si yi (x),

0

yi (x + T 0 ) = si yi (x), for i = 1; : : : ; n. Then from part (iii)

of Theorem 2.3 we have that s1 sn = 1. Therefore

z (x + T ) = y1 (x + T ) yn (x + T )

= (s1 sn ) y1 (x) yn (x)

(18)

= z (x):

Proof:

hen e z (x) is doubly periodi .

2

Consider rst the ase of nding a basis of solutions of

a se ond order linear ode of the form (17). We show in

Corollary 3.2 and Theorem 3.3 that solutions of su h an

equation an be determined by looking for spe ial solutions

of

(19)

Corollary 3.2. Suppose that equation (17) has a basis of

solutions whi h are doubly-periodi of the se ond kind. Then

the se ond symmetri power (19) has at least one solution

z (x) whi h is doubly periodi .

Proof: It is well known (
.f. [14) that a basis for solutions of equation (19) is given by fy1 (x)2 ; y1 (x)y2 (x); y2 (x)2g

where fy1 (x); y2 (x)g is a basis for equation (17). The
orollary thus follows dire
tly from Lemma 3.1.

2

The following theorem shows how to build a basis for (17)

from a solution of (19).

y2 (x) =

z (x)

exp( C2

dx

)

z (x)

2

0 2 2 z (x) z 00(x) + 4 r(x) z (x)2:

C = z (x)

while

C

z (x)

y10 (x)

y1 (x)

y20 (x)

y2 (x)

y20 (x)

y2 (x)

(23)

implies that

y10 (x)

y1 (x)

(24)

y10 (x)

y1 (x)

z 0 (x) C

2 z (x)

and

y20 (x)

y2 (x)

z 0 (x) + C

2 z (x)

0

whi
h gives (21). In addition, dierentiating yy11 ((xx)) gives

0 2

y100 (x)

y1 (x)

2 z (x) z 00(x) 2 z 0 (x)2 + 2 C z 0 (x)

=

y1 (x)

y1 (x)

4 z (x)2

so that

y100 (x)

y1 (x)

:

4 z (x)2

00

Sin
e yy11 ((xx)) = r(x) we get identity (22). Now, sin
e C is

the Wronskian of y1 (x), y2 (x), C 6= 0 implies that y1 (x),

y2 (x) are linearly independent and form a basis for (17).

On the other hand, if C = 0, the formulas

(21) be
ome

p

identi
al, with one solution y1 (x) = z (x). A se
ond solution, from standard

redu
tion

p ofR order te
hniques, is then

R

y2 (x) = y1 (x) y21(x) dx = z (x) z(1x) dx.

2

1

in the 1800's by Hermite [11, Brios hi [5, and Halphen

[10, at least in the ase of Lame's equation. Brios hi also

used the result to analyze Mathieu's equation

00

2

2

2

y (x) + (p k v os (x)) y(x) = 0

(25)

periodi . Indeed, in this ase equation (22) is known as

Brios hi's Identity.

(21)

In the
ase of se
ond order linear odes having ellipti
fun
tion
oe
ients, Theorem 3.3 provides a simple method for

nding a general solution for the ode whenever two independent solutions, doubly periodi
of the se
ond kind, exist.

Classi
ally these solutions are given in terms of the Weierstrass Zeta and Sigma fun
tions whi
h are dened in terms

of } via

0 (x)

0

= (x):

(26)

(x) = }(x) and

(x)

These Weierstrass fun
tions are not periodi
but rather quasiperiodi
(
f. [1).

(22)

positive integer,

Z

p

C

dx

)

(20)

y1 (x) = z (x) exp(

2

z (x)

and

z 0 (x)

z (x)

an

of y1 (x); y2 (x). Note that C is a onstant by Abel's identity

[13. From z 0(x) = y10 (x) y2 (x) + y1 (x) y20 (x) we have that

(17)

0

with r(x) = 2a12 (x) + 2a12 (x)

a2 (x) .

The following is
entral to the results in this se
tion.

form a basis of (17). If C = 0, then a basisp

for theR solution

spa e of (17) is given by y1 (x) and y2 (x) = z (x) z(1x) dx.

B , g2 ,

and

g3

arbitrary onstants. We

kind. The orresponding symmetri power is given by

000

0

0

z (x) 4 (n(n + 1)}(x) + B ) z (x) 2n(n +1)} (x)z (x) = 0

(27)

and this has a doubly periodi
solution. Thus we
an
ompute solutions of (2) whi
h are doubly periodi
of the se
ond

kind.

We
an illustrate with some examples for n small. For

example, if n = 1, then solutions z (x) of (27) whi
h are

rational in } and }0 are given by multiples of f} B g. Then

C 2 = z 0 (x)2 2z (x)z 00(x) + 4r(x)z (x)2 = 4B 3

g2 B g 3 ;

whi
h is a
onstant. If C 6= 0, two independent solutions are

R z0 (x) C

1

y~1 (x) = exp

dx

R2z10(x) p

3

= exp

1

2

} (x)

4B

g2 B g3

dx

}(x) B

R z0 (x)+C

1

dx

y~2 (x) = exp

R2z10(x) p

4B 3 g2 B

}

(

x

)+

= exp 21

}(x) B

g3

(28)

dx

standard texts. Indeed, up to an additive onstant, we have

p 3

Z

4B g2 B g3

(x + a)

1 }0 (x)

2

}(x)

and

p

Z

1 }0 (x) + 4B 3

2

}(x)

dx

g2 B

B

g3

dx

= ln

= ln

x (a)

(x)(a)

(x + a)

(x)(a)

(29)

+x (a)

(30)

from (28), we have the solutions

(x+a)

(x+a)

y1 (x)

= exp ln

y2 (x)

(x) (a)

x (a)

(x) (a) e

x (a)

(x a) x (a)

;

(x) (a) e

For higher values of n, solutions for z (x) and C , and hen e

for y1 (x) and y2 (x), are still obtained. However, it be omes

more di ult to evaluate the integrals for in reasing values

of n so we just give z (x) and C 2 for n = 2 and 3:

1 2 1

1

2

g + B

B}(x) + }(x)

4 2 9

3

1 2

1

2

2

C

=

g2 g3 + g2 B + g3 B

3

3

7

4 5

3

g B +

B

27 2

81

1

1

1 3 1

n = 3 : z (x) =

g +

g B

B

g }(x)

4 3 15 2

225

4 2

2

1

2

3

+ B 2 }(x)

B}(x) + }(x)

75

5

1 3

9 2

9

2

2

C

=

g B+

g B

g2 g3 B

60 2

20 3

50

31 2 3

22

4

+

g B +

g B

1500 2

1875 3

4

14

5

7

g B +

B

5625 2

50625

(31)

n

= 2 : z (x) =

generated from these solutions for z (x) and C

have all been veried to be solutions of the orresponding

instan e of Lame's equation.

2

y1 (x), y2 (x)

VIA DIFFERENTIAL FACTORIZATION

If (17) has a doubly periodi of the se ond kind solution,

then by Theorem 3.3 su h a solution an be found when

there is a doubly periodi solution of (19). However, if (19)

has no doubly periodi solutions, then this does not ne essarily imply that there are no doubly periodi solutions of

the se ond kind for (17). For example, the linear ode

y

00 (x) (}(x)2

} (x))y(x) = 0

(32)

even though its se ond symmetri power has no doubly periodi solutions. In this se tion we give an alternate method

whi h will solve su h equations.

Re all from subse tion 2.2 that the logarithmi derivative of any doubly periodi fun tion of the se ond kind is

doubly-periodi . As su h any doubly-periodi solution of

the se ond kind of (1) gives a rst order right fa tor of our

original equation. Finding rst order fa tors of a linear operator is equivalent to nding exponential solutions of the

orresponding linear ode. In the ase of linear dierential

d

we an

operators in the domain K(x)[Dx where Dx = dx

nd exponential solutions with existing algorithms su h as

[4, 6, 12 while in our domain we an nd exponential solutions via the method from [17.

Assume now that our linear ode (1) has order 2. By using

a redu tion of the form (15) we an redu e the problem

of nding doubly-periodi solutions of the se ond kind to

nding right hand fa tors of

L

= Dx2

r(x)

where

r(x)

Noti e thatpif one does a substitution of the form z = }(x)

d

then Dx = w(z )Dz with Dz = dz

where w(z ) 2 K[z

0

2

satises } (x) = w(}(x)). pThus we an express L as a

dierential operator in K(z; w(z ))[Dz by

p

w0(z )

2

(34)

Dz a(z ) b(z ) w(z ):

L = w(z )Dz +

2

We may assume that b(z ) 6= 0 (otherwise L is in K(z )[Dz in

whi h ase we an use the Kova i algorithm instead of the

method given below). We an reate a fourth order operator

having rational oe ients by

^ := symmetri produ t(L; L) 2 K(z )[Dz

L

(35)

p

z ))[Dz is the onjugate of L (that is,

where L 2 K(z; w(p

p

w(z )). The

every o urren e of w(z ) is repla ed by

^ of minimal order

symmetri produ t produ es an operator L

su h that the produ t of any solution of L and any solution

of L is a solution of L^ .

our example is then given by

Theorem 4.1.

(a) Suppose Dx

0

s(x) = u(}(x)) + v(}(x))} (x):

Then Dz

s(x)

=

=

=

(z )

(z )

;

2

v(z )2 w(z ) + v0 (z )w(z ) + 12 v(z )w0(z );

1

(a0 (z ) + 4a(z )v(z ) 4t(z )v(z ) t0 (z )):

2b(z )

L

= (Dx + s(x))(Dx

s(x))

(36)

Changing oordinates of this fa tor via z = }(x) and simu(z ) p

plifying ensures that Dz

v(z ) + w(z) w(z ) is a right

u(z ) p

w

(

z

)

fa tor of L. As su h Dz

v(z )

is a right

w (z )

fa tor of L and so Dz 2v(z ) is a right fa tor of L^ , the

symmetri produ t of L and L. Thus for ea h right fa tor

^ we obtain the orresponding formula for v(z ).

of L

In order to obtain a formula for the omponent u(z ) rst

noti e that Dx2 r(x) = (Dx + s(x))(Dx s(x)) if and only

if

r(x)

= s0 (x) + s(x)2

+ v(z )2 w(z ) + v0 (z )w(z ) +

a(z )

u(z )

b(z )

u (z ) + 2u(z )v(z ):

1

0

v(z )w (z )

2

(37)

(38)

(38) by 2u(z ), taking dieren es of the two resulting equations and then substituting for u(z )2 using equation (37)

gives the formula for u(z ).

2

Example 4.2. Consider rst equation (32) from the start

of this se tion. In this ase the symmetri produ t has a right

fa tor of the form Dz . As su h both v(z ) = 0 and t(z ) = 0.

Further omputation gives u(z ) = z and hen e the linear

ode asso iated to (32) has a right fa tor Dx + }(x). This

in turn gives a doubly-periodi of the se ond kind solution of

(32) of the form

e

}(x)dx

(1+

}0 (x) )dx

}(x)

= ex }(x):

an be found using redu tion of order.

2

(b) Suppose Dz

v(z )

t(z )

u(z )

= e(x) :

g2

2 0

00

y (x) (6}(x) + 1

+

} (x))y(x) = 0:

2}(x) }(x)

does not have a doubly-periodi solution. Forming the operators L and L, taking the symmetri produ t L^ and fa toring

then gives a right fa tor of the form Dz 2z . Using Theorem 4.1 we determine that v(z ) = z1 and u(z ) = 1. Hen e

}0 (x)

Dx (1+ }(x) ) is a right fa tor of our original se ond order

= (Dz + s(z ))(Dz s(z ))

p

p

where r(z ) = a(z )+b(z ) w(z ) and s(z ) = u(z )+v(z ) w(z ).

Indeed, if Dz (z ) is a right fa tor of L 2 K(z )[Dz then

the onditions for su h a fa torization would be u(z ) = (2z)

and

(a0 (z ) + 4u(z )a(z ) 4u(z )3 6u(z )u0 (z ) u00 (z ))

v(z ) =

2b(z )w(z )

2

2

with a(z ) = u(z ) + v(z ) w(z ) + u0 (z ). Thus one an obtain a similar pro edure by rst hanging oordinate systems,

then normalizing

to remove the linear term of the operator

p

in K(x; w(z ))[Dz and nally nding right fa tors of the

resulting symmetri produ t in K(z )[Dz .

L

= Dz2

r(z )

a omplete method for nding doubly periodi solutions of the

se ond kind for a se ond order linear operator of the form

(34). Namely, ompute all exponential solutions of L^ whi h

in turn gives all rst order right fa tors Dz (z ) of L^ . Then

sear h for those (z ), if any, for whi h the ondition a(z ) =

u(z )2 + t(z ) in Theorem 4.1 holds. Those then produ e the

fa torization (36).

Remark 4.6 (Implementation). An algorithm for

nding all solutions doubly periodi of the se ond kind for

se ond order equations has been implemented and will be in

the oming version of Maple. In implementing our results

[7 we have taken advantage of the existen e of an e ient

implementation of the method from se tion 3. By rst trying

the methods from se tion 3 we do not need to implement the

omplete version of Theorem 4.1. We mention two reasons

here. First, be ause we have tried the method of symmetri

powers, we do not need to ompute all exponential solutions

of L^ . Instead we only sear h for those that are relatively

easy to ompute, namely those that do not involve algebrai

extensions of the onstants, whi h makes our implementation mu h faster. Se ondly, if there exist innitely many

rst order right fa tors Dz (z ) of L^ , then all su h (z )

an be represented by nitely many (z ) that ontain parameters, and we have to nd the parameter values for whi h

a(z ) = u(z )2 + t(z ). While nding these parameters is not

hard to implement, we have not done so.

We an justify the simpli ations in our implementation

of Theorem 4.1 as follows. If we have two rst order fa tors,

then the method of se tion 3 will nd them. Hen e we only

need to worry about the ase where we have a unique rst

order fa tor. Sin e this fa tor does not require an extension of the eld of onstants, it is also the ase that the

fa tor Dz (z ) of L^ does not require extensions of the

eld of onstants. Hen e no solutions are in fa t lost by

not extending our oe ient eld. Similarly, suppose L^ has

innitely many right fa tors. In this ase, where L has a

unique rst order right fa tor while L^ has innitely many,

an ellipti fun tion solution, and hen e the method from se tion 3 will again work. Thus, our simplied implementation

for Theorem 4.1 ombined with the method in se tion 3 gives

a omplete algorithm for solutions whi h are doubly periodi

of the se ond kind for se ond order linear odes with ellipti

fun tion oe ients.

5. CONCLUSION

We have implemented an e
ient algorithm for nding

ellipti
fun
tion solutions of arbitrary order linear odes of

the form (1) along with a pro
edure based on the results of

se
tion 3 to nd general solutions for (1) of the se
ond order. The algorithms are in
luded in version 9 of the Maple

omputer algebra system, used both inside dsolve, the differential equation solver, and as a stand alone fun
tion dperiodi
sols in the DEtools pa
kage. The extensions reported

in se
tion 4 have been added and will be in
luded in the

next version of Maple. A report on these implementations

will be forth
oming [7.

There are a number of topi
s for future resear
h. We

are interested in developing e
ient and
omplete methods for all solutions whi
h are doubly-periodi
of the se
ond

kind, for odes of the form (1) whi
h have orders higher than

2. In addition, we are interested in nding dierential fa
torizations

of higher order linear dierential operators in

p

K[z; w(z ) with w(z ) 2 K[z . Finally, in the
ase of se
ond order odes we are interested in extending the te
hniques

used in this paper to
ompute general Liouvillian solutions

for (1) when there are no solutions doubly periodi
of the

se
ond kind.

A
knowledgements: We would like to thank Anne Fredet

and the anonymous referees for their helpful
omments on

this paper.

6. REFERENCES

[1 M. Abramowitz and I.A. Stegun, Handbook of

Mathemati
al Fun
tions, Dover Publi
ations, New

York, (1972).

[2 N.I. Akhiezer, Elements of the Theory of Ellipti

Fun
tions, Ameri
an Mathemati
al So
iety, (1990).

[3 P.E. Appell and E. La
our, Prin
ipes de la Theorie

des Fon
tions Elliptiques et Appli
ations,

Gauthier-Villars et Cie, (1897).

Dierentialglei hungen, Math. Ann. 45, p. 278-294,

(1894).

[5 F. Brios hi, Sur l'equation de Lame. Comptes Rendus

de l'A ademie des S ien es, 86, 313-315, (1878).

[6 M. Bronstein, Linear Ordinary Dierential

Equations: breaking through the order 2 barrier,

Pro eedings of ISSAC'92 (P. Wang ed.), 42-48,

(1992).

[7 R.F. Burger, G. Labahn and M. van Hoeij, An

algorithm to solve linear odes with ellipti fun tion

oe ients, Manus ript.

[8 W.L. Ferrar, Algebra; A Text-book of Determinants,

Matri es, and Algebrai Forms, 2nd edition, Oxford

University Press, (1957).

[9 A.R. Forsyth, Dierential Equations I{VI,

Cambridge University Press, Cambridge, England,

(1906).

[10 G.H. Halphen, Traite des Fon tions Elliptiques et de

Leurs Appli ations, Volume 2. Gauthier-Villars et

Fils, (1888).

[11 C. Hermite, Oeuvres, Volume 3. Gauthier-Villars,

(1912).

[12 M. van Hoeij, Fa torization of Dierential Operators

with Rational Fun tion Coe ients, Journal of

Symboli Computation 24 537-561 (1997).

[13 E. In e, Ordinary Dierential Equations, Dover

Publi ations, New York, (1956).

[14 E. Kamke, Dierentialglei hungen: Losungsmethoden

und Losungen, Chelsea Publishing Co, New York,

(1959).

[15 E. Pi ard, Sur une generalisation des fon tions

periodiques et sur ertaines equations dierentielles

lineaires, Comptes Rendus de l'A ademie des

S ien es, 89, 140-145 (1879).

[16 M.F. Singer, Liouvillian Solutions of n-th order

Homogeneous Linear Dierential Equations,

Ameri an Journal of Mathemati s, 103 661-682

(1981).

[17 M.F. Singer, Liouvillian Solutions of Linear

Dierential Equations with Liouvillian Coe ients,

Journal of Symboli Computation, 11 251-273

(1991).

[18 F. Ulmer and J.A. Weil, A Note on Kova i 's

Algorithm, Journal of Symboli Computation, 22

179-200 (1996).

- Links to Solved Problems in Ordinary Differential EquationsUploaded byjtaylor1142001
- 331spr10hw15solUploaded byRestaDestiani
- Calculus Reference SheetUploaded byKevin
- Pope_CF_05Uploaded byMárcio Neto
- Chapter 1- IntroductionUploaded byNajat Albarakati
- Scilab Orbite SimulationUploaded bygoyo2k
- UT Dallas Syllabus for math2420.501.10f taught by Zalman Balanov (zxb105020)Uploaded byUT Dallas Provost's Technology Group
- 1-s2.0-S0260877404001840-mainUploaded byedfe
- Area and DEUploaded byGianna Pineda
- Lecture 01 - systems modeling and control - ME575 class workUploaded bySidharth Balasubramaniam
- Dynamical SystemsUploaded bycharmingcf
- syllabusUploaded byXue Adams
- 6 - 5 - Lecture 48 Numerical O.D.E.sUploaded byRahulsinghoooo
- Area and DEUploaded bySnow Drop
- Differential Equations - Ordinary Differential Equations - Introduction and TerminologyUploaded byMaxEconomics
- Approximate Solution of a Linear Descriptor Dynamic Control System via a non-Classical Variational ApproachUploaded byInternational Organization of Scientific Research (IOSR)
- HW1-Solns.pdfUploaded byApam Benjamin
- Painleve P IV S AntoniouUploaded bySolomon Antoniou
- Chap09_8up- Initial Value Problems for ODEsUploaded byagcore
- OdeUploaded byPrathamesh Patil
- Math Activities That Promote Higher Order ThinkingUploaded byridzuan1979
- 2PU Maths QP Model 2013Uploaded byPrasad C M
- heat conduction1.pdfUploaded byVadim Khayms
- Mohr MannUploaded byklomps_jr
- Topic 2 First Order Differential EquationsUploaded byIzzatul Syazzana Zainudin
- Shape Factor_Dual Porosity Models Zimm.Uploaded byaaron-ss
- Matrix AlgebraUploaded byIsc Wong
- kkkkk.docxUploaded byPatrick Tadena Raposas
- Hoffman and KunzeUploaded byDAVID
- 4 - Solving Systems of EquationsUploaded bydpool2002

- Hidetsugu Sakaguchi and Boris A. Malomed- Higher-order vortex solitons, multipoles, and supervortices on a square optical latticeUploaded by23213m
- Dragomir N. Neshev et al- Nonlinear Optics and Light Localization in Periodic Photonic LatticesUploaded by23213m
- Z. F. Xu et al- Spontaneously axisymmetry breaking phase in a binary mixture of spinor Bose-Einstein condensatesUploaded by23213m
- R. Carretero-Gonzalez et al- Three-Dimensional Nonlinear Lattices: From Oblique Vortices and Octupoles to Discrete Diamonds and Vortex CubesUploaded by23213m
- Elena A. Ostrovskaya and Yuri S. Kivshar- Matter-wave gap vortices in optical latticesUploaded by23213m
- Rodislav Driben and Boris A. Malomed- Stabilization of two-dimensional solitons and vortices against supercritical collapse by lattice potentialsUploaded by23213m
- P. G. Kevrekidis et al- Stable higher-order vortices and quasivortices in the discrete nonlinear Schrödinger equationUploaded by23213m
- R.M. Caplan et al- Existence, Stability, and Dynamics of Bright Vortices in the Cubic-Quintic Nonlinear Schrodinger EquationUploaded by23213m
- E. Becu and V. Pavlov- Evolution of localized vortices in the presence of stochastic perturbationsUploaded by23213m
- P. G. Kevrekidis and D.E. Pelinovsky- Discrete vector on-site vorticesUploaded by23213m
- Thawatchai Mayteevarunyoo et al- Matter-wave vortices and solitons in anisotropic optical latticesUploaded by23213m
- P. G. Kevrekidis et al- Skyrmion-like states in two- and three-dimensional dynamical latticesUploaded by23213m
- P.G. Kevrekidis et al- Three-Dimensional Solitary Waves and Vortices in a Discrete Nonlinear Schrodinger LatticeUploaded by23213m
- J.A. Domınguez Perez, D. Hernandez Ruiperez and C. Sancho de Salas- The Variety of Positive Superdivisors of a Supercurve (Supervortices)Uploaded by23213m
- A. Achucarro et al- Fermion zero modes in N=2 supervorticesUploaded by23213m
- Zhigang Chen et al- Steady-state vortex-screening solitons formed in biased photorefractive mediaUploaded by23213m
- H. Buljan et al- Incoherent white light solitons in logarithmically saturable noninstantaneous nonlinear mediaUploaded by23213m
- Marcus Asaro et al- Soliton-induced waveguides in an organic photorefractive glassUploaded by23213m
- Yaroslav V. Kartashov, Victor A. Vysloukh and Lluis Torner- Soliton percolation in random optical latticesUploaded by23213m
- A. V. Mamaev, M. Saffman and A. A. Zozulya- Vortex Evolution and Bound Pair Formation in Anisotropic Nonlinear Optical MediaUploaded by23213m
- Eugenio DelRe, Alessandro Ciattoni and Aharon J. Agranat- Anisotropic charge displacement supporting isolated photorefractive optical needlesUploaded by23213m
- Simonetta Abenda- Algebraically closed real geodesics on n–dimensional ellipsoids are dense in the parameter space and related to hyperelliptic tangential coveringsUploaded by23213m
- Peter Petersen and William Wylie- On the Classification of Gradient Ricci SolitonsUploaded by23213m
- Frank W. Nijhoff and James Atkinson- Elliptic Solutions of ABS Lattice EquationsUploaded by23213m
- Yuri S. Kivshar and Elena A. Ostrovskaya- Optical Vortices: Folding and Twisting Waves of LightUploaded by23213m
- V. Enolski and E. Previato- Ultraelliptic SolitonsUploaded by23213m
- D.J.B. Lloyd and A.R. Champneys- Efficient Numerical Continuation and Stability Analysis of Spatiotemporal Quadratic Optical SolitonsUploaded by23213m
- Xue-Tao Gan et al- Solitary Wave Evolution of Optical Planar Vortices in Self-Defocusing Photorefractive MediaUploaded by23213m
- J. Chris Eilbeck et al- Spectral Curves of Operators with Elliptic CoefficientsUploaded by23213m
- N. Kostov and Z. T. Kostova- Exact solutions of completely integrable systems and linear ODE's having elliptic function coe±cientsUploaded by23213m

- The Hodge-Arakelov Theory of Elliptic CurvesUploaded bycharlyshaka1
- Hibb 11e Dynamics Lecture Section 15-01 rUploaded byNikkei Pfeiffer Tadili
- Complex Variables NashUploaded byIrving José
- Jadu File - Excel Help 854Uploaded bySasirekha
- 20 Essential Things 49Uploaded byAlejandro Cossio
- PART VIII. Transient ResponseUploaded byReynold Curampez
- MIT Introduction to Deep Learning Course Lecture 1Uploaded bytintojames
- Bitcoin Encryption Decryption DSAUploaded bySrinivas Mahankali
- Edge DetectUploaded bySneha Singh
- Engineering GraphicsUploaded byVikram Rao
- Chaoscope TutorialUploaded byjorgeadalberto
- hough_linesUploaded byRushi Desai
- Factoring FlowchartUploaded byIsmail Medhat Salah
- Kronecker productUploaded byrim_zakhama
- Neutrosophic Soft Normed Linear SpacesUploaded byAnonymous 0U9j6BLllB
- 1522f13_syllabusUploaded bysanaullahdaud
- sta2023 chapter3slidesUploaded byapi-258903855
- RomUploaded byAroel Barabbaall
- GRUPOS Visual_group_theory_(class_notes).pdfUploaded bycambraialopes
- hsc-commerce-2016-july-maths2.pdfUploaded byShradha Rohan Bayas
- wg_fst_lesson_01_06Uploaded byDaphne Torremocha
- Spectral DensityUploaded byEric Dharan
- Mathematics for ITUploaded byboody_sl
- Inverse Theory in GeophysicsUploaded byYulia Nur Fajrina
- Ujian Bulanan Ogos Matematik Tahun 4 Kertas 1Uploaded byAnbu Arasu
- Lecture Note 2-Matrix and DeterminantUploaded byTerrence
- Recommender LabUploaded byTejas Dinkerrai Desai
- LET Coverage March 2016Uploaded byJen Sabang
- 25223399 Math B Regents Exam Questions Www JmagUploaded byrmurali179
- Tenambit PS Maths Assessment Year 6 Term 3Uploaded byS TANCRED