@menu
* Introduction to contrib_ode::
* Functions and Variables for contrib_ode::
* Possible improvements to contrib_ode::
* Test cases for contrib_ode::
* References for contrib_ode::
@end menu

@node Introduction to contrib_ode, Functions and Variables for contrib_ode, contrib_ode, contrib_ode

@section Introduction to contrib_ode 

Maxima's ordinary differential equation (ODE) solver @code{ode2} solves
elementary linear ODEs of first and second order.  The function
@code{contrib_ode} extends @code{ode2} with additional methods for linear
and non-linear first order ODEs and linear homogeneous second order ODEs.  
The code is still under development and the calling sequence may change
in future releases.  Once the code has stabilized it may be
moved from the contrib directory and integrated into Maxima.

This package must be loaded with the command @code{load('contrib_ode)}
before use.

The calling convention for @code{contrib_ode} is identical to @code{ode2}.  
It takes
three arguments: an ODE (only the left hand side need be given if the
right hand side is 0), the dependent variable, and the independent
variable.  When successful, it returns a list of solutions.

The form of the solution differs from @code{ode2}.
As non-linear equations can have multiple solutions, 
@code{contrib_ode} returns a list of solutions.  Each  solution can 
have a number of forms:
@itemize @bullet
@item
an explicit solution for the dependent variable,

@item
an implicit solution for the dependent variable,

@item
a parametric solution in terms of variable @code{%t}, or

@item
a tranformation into another ODE in variable @code{%u}.

@end itemize

@code{%c} is used to represent the constant of integration for first order equations.
@code{%k1} and @code{%k2} are the constants for second order equations.  
If @code{contrib_ode}
cannot obtain a solution for whatever reason, it returns @code{false}, after
perhaps printing out an error message.

It is necessary to return a list of solutions, as even first order
non-linear ODEs can have multiple solutions.  For example:

@c ===beg===
@c load('contrib_ode)$
@c eqn:x*'diff(y,x)^2-(1+x*y)*'diff(y,x)+y=0;
@c contrib_ode(eqn,y,x);
@c method;
@c ===end===
@example
(%i1) load('contrib_ode)$

(%i2) eqn:x*'diff(y,x)^2-(1+x*y)*'diff(y,x)+y=0;

                    dy 2             dy
(%o2)            x (--)  - (x y + 1) -- + y = 0
                    dx               dx
(%i3) contrib_ode(eqn,y,x);

                                             x
(%o3)             [y = log(x) + %c, y = %c %e ]
(%i4) method;

(%o4)                        factor
@end example

Nonlinear ODEs can have singular solutions without constants of
integration, as in the second solution of the following example:

@c ===beg===
@c load('contrib_ode)$
@c eqn:'diff(y,x)^2+x*'diff(y,x)-y=0;
@c contrib_ode(eqn,y,x);
@c method;
@c ===end===
@example
(%i1) load('contrib_ode)$

(%i2) eqn:'diff(y,x)^2+x*'diff(y,x)-y=0;

                       dy 2     dy
(%o2)                 (--)  + x -- - y = 0
                       dx       dx
(%i3) contrib_ode(eqn,y,x);

                                           2
                                 2        x
(%o3)              [y = %c x + %c , y = - --]
                                          4
(%i4) method;

(%o4)                       clairault
@end example


The following ODE has two parametric solutions in terms of the dummy
variable @code{%t}.  In this case the parametric solutions can be manipulated
to give explicit solutions.

@c ===beg===
@c load('contrib_ode)$
@c eqn:'diff(y,x)=(x+y)^2;
@c contrib_ode(eqn,y,x);
@c method;
@c ===end===
@example
(%i1) load('contrib_ode)$

(%i2) eqn:'diff(y,x)=(x+y)^2;

                          dy          2
(%o2)                     -- = (y + x)
                          dx
(%i3) contrib_ode(eqn,y,x);

(%o3) [[x = %c - atan(sqrt(%t)), y = - x - sqrt(%t)], 
                     [x = atan(sqrt(%t)) + %c, y = sqrt(%t) - x]]
(%i4) method;

(%o4)                       lagrange
@end example

The following example (Kamke 1.112) demonstrates an implicit solution.

@c ===beg===
@c load('contrib_ode)$
@c assume(x>0,y>0);
@c eqn:x*'diff(y,x)-x*sqrt(y^2+x^2)-y;
@c contrib_ode(eqn,y,x);
@c method;
@c ===end===
@example
(%i1) load('contrib_ode)$

(%i2) assume(x>0,y>0);

(%o2)                    [x > 0, y > 0]
(%i3) eqn:x*'diff(y,x)-x*sqrt(y^2+x^2)-y;

                     dy           2    2
(%o3)              x -- - x sqrt(y  + x ) - y
                     dx
(%i4) contrib_ode(eqn,y,x);

                                  y
(%o4)                  [x - asinh(-) = %c]
                                  x
(%i5) method;

(%o5)                          lie
@end example

 

The following Riccati equation is transformed into a linear
second order ODE in the variable @code{%u}.  Maxima is unable to
solve the new ODE, so it is returned unevaluated.
@c ===beg===
@c load('contrib_ode)$
@c eqn:x^2*'diff(y,x)=a+b*x^n+c*x^2*y^2;
@c contrib_ode(eqn,y,x);
@c method;
@c ===end===
@example
(%i1) load('contrib_ode)$

(%i2) eqn:x^2*'diff(y,x)=a+b*x^n+c*x^2*y^2;

                    2 dy      2  2      n
(%o2)              x  -- = c x  y  + b x  + a
                      dx
(%i3) contrib_ode(eqn,y,x);

               d%u
               ---                            2
               dx        2     n - 2   a     d %u
(%o3)  [[y = - ----, %u c  (b x      + --) + ---- c = 0]]
               %u c                     2      2
                                       x     dx
(%i4) method;

(%o4)                        riccati
@end example


For first order ODEs @code{contrib_ode} calls @code{ode2}.  It then tries the
following methods: factorization, Clairault, Lagrange, Riccati,
Abel and Lie symmetry methods.  The Lie method is not attempted
on Abel equations if the Abel method fails, but it is tried
if the Riccati method returns an unsolved second order ODE.

For second order ODEs @code{contrib_ode} calls @code{ode2} then @code{odelin}.

Extensive debugging traces and messages are displayed if the command
@code{put('contrib_ode,true,'verbose)} is executed.

@opencatbox
@category{Differential equations} @category{Share packages} @category{Package contrib_ode}
@closecatbox


@node Functions and Variables for contrib_ode, Possible improvements to contrib_ode, Introduction to contrib_ode, contrib_ode
@section Functions and Variables for contrib_ode

@deffn {Function} contrib_ode (@var{eqn}, @var{y}, @var{x})

Returns a list of solutions of the ODE @var{eqn} with 
independent variable @var{x} and dependent variable @var{y}.

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end deffn

@deffn {Function} odelin (@var{eqn}, @var{y}, @var{x})

@code{odelin} solves linear homogeneous ODEs of first and 
second order with 
independent variable @var{x} and dependent variable @var{y}.  
It returns a fundamental solution set of the ODE.

For second order ODEs, @code{odelin} uses a method, due to Bronstein
and Lafaille, that searches for solutions in terms of given 
special functions. 

@c ===beg===
@c load('contrib_ode)$
@c odelin(x*(x+1)*'diff(y,x,2)+(x+5)*'diff(y,x,1)+(-4)*y,y,x);
@c ===end===
@example
(%i1) load('contrib_ode);

(%i2) odelin(x*(x+1)*'diff(y,x,2)+(x+5)*'diff(y,x,1)+(-4)*y,y,x);
...trying factor method
...solving 7 equations in 4 variables
...trying the Bessel solver
...solving 1 equations in 2 variables
...trying the F01 solver
...solving 1 equations in 3 variables
...trying the spherodial wave solver
...solving 1 equations in 4 variables
...trying the square root Bessel solver
...solving 1 equations in 2 variables
...trying the 2F1 solver
...solving 9 equations in 5 variables
       gauss_a(- 6, - 2, - 3, - x)  gauss_b(- 6, - 2, - 3, - x)
(%o2) @{---------------------------, ---------------------------@}
                    4                            4
                   x                            x

@end example

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end deffn

@deffn {Function} ode_check (@var{eqn}, @var{soln})

Returns the value of ODE @var{eqn} after substituting a
possible solution @var{soln}.  The value is equivalent to 
zero if @var{soln} is a solution of @var{eqn}.

@c ===beg===
@c load('contrib_ode)$
@c eqn:'diff(y,x,2)+(a*x+b)*y;
@c ans:[y = bessel_y(1/3,2*(a*x+b)^(3/2)/(3*a))*%k2*sqrt(a*x+b)
@c          +bessel_j(1/3,2*(a*x+b)^(3/2)/(3*a))*%k1*sqrt(a*x+b)];
@c ode_check(eqn,ans[1]);
@c ===end===
@example
(%i1) load('contrib_ode)$

(%i2) eqn:'diff(y,x,2)+(a*x+b)*y;

                         2
                        d y
(%o2)                   --- + (a x + b) y
                          2
                        dx
(%i3) ans:[y = bessel_y(1/3,2*(a*x+b)^(3/2)/(3*a))*%k2*sqrt(a*x+b)
         +bessel_j(1/3,2*(a*x+b)^(3/2)/(3*a))*%k1*sqrt(a*x+b)];

                                  3/2
                    1  2 (a x + b)
(%o3) [y = bessel_y(-, --------------) %k2 sqrt(a x + b)
                    3       3 a
                                          3/2
                            1  2 (a x + b)
                 + bessel_j(-, --------------) %k1 sqrt(a x + b)]
                            3       3 a
(%i4) ode_check(eqn,ans[1]);

(%o4)                           0
@end example

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end deffn

@defvr {System variable} method

The variable @code{method} is set to the successful solution
method. 

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end defvr

@defvr {Variable} %c

@code{%c} is the integration constant for first order ODEs.

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end defvr

@defvr {Variable} %k1

@code{%k1} is the first integration constant for second order ODEs.

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end defvr

@defvr {Variable} %k2

@code{%k2} is the second integration constant for second order ODEs.

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end defvr

@deffn {Function} gauss_a (@var{a}, @var{b}, @var{c}, @var{x})

@code{gauss_a(a,b,c,x)} and @code{gauss_b(a,b,c,x)} are 2F1 
geometric functions.  They represent any two independent
solutions of the hypergeometric differential equation 
@code{x(1-x) diff(y,x,2) + [c-(a+b+1)x] diff(y,x) - aby = 0} (A&S 15.5.1).  

The only use of these functions is in solutions of ODEs returned by 
@code{odelin} and @code{contrib_ode}.  The definition and use of these 
functions may change in future releases of Maxima.

See also @code{gauss_b}, @code{dgauss_a} and @code{gauss_b}.

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end deffn

@deffn {Function} gauss_b (@var{a}, @var{b}, @var{c}, @var{x})
See @code{gauss_a}.

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end deffn

@deffn {Function} dgauss_a (@var{a}, @var{b}, @var{c}, @var{x})
The derivative with respect to @var{x} of @code{gauss_a(@var{a}, @var{b}, @var{c}, @var{x})}.

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end deffn

@deffn {Function} dgauss_b (@var{a}, @var{b}, @var{c}, @var{x})
The derivative with respect to @var{x} of @code{gauss_b(@var{a}, @var{b}, @var{c}, @var{x})}.

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end deffn


@deffn {Function} kummer_m (@var{a}, @var{b}, @var{x})

Kummer's M function, as defined in Abramowitz and Stegun,
@i{Handbook of Mathematical Functions}, Section 13.1.2.

The only use of this function is in solutions of ODEs returned by 
@code{odelin} and @code{contrib_ode}.  The definition and use of this 
function may change in future releases of Maxima.

See also @code{kummer_u}, @code{dkummer_m} and @code{dkummer_u}.

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end deffn

@deffn {Function} kummer_u (@var{a}, @var{b}, @var{x})

Kummer's U function, as defined in Abramowitz and Stegun,
@i{Handbook of Mathematical Functions}, Section 13.1.3.

See @code{kummer_m}.

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end deffn

@deffn {Function} dkummer_m (@var{a}, @var{b}, @var{x})
The derivative with respect to @var{x} of @code{kummer_m(@var{a}, @var{b}, @var{x})}.

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end deffn

@deffn {Function} dkummer_u (@var{a}, @var{b}, @var{x})
The derivative with respect to @var{x} of @code{kummer_u(@var{a}, @var{b}, @var{x})}.

@opencatbox
@category{Package contrib_ode}
@closecatbox

@end deffn



@node Possible improvements to contrib_ode, Test cases for contrib_ode, Functions and Variables for contrib_ode, contrib_ode
@section Possible improvements to contrib_ode


These routines are work in progress.  I still need to:

@itemize @bullet

@item
Extend the FACTOR method @code{ode1_factor} to work for multiple roots.

@item
Extend the FACTOR method @code{ode1_factor} to attempt to solve higher
  order factors.  At present it only attemps to solve linear factors.

@item
Fix the LAGRANGE routine @code{ode1_lagrange} to prefer real roots over
  complex roots.

@item
Add additional methods for Riccati equations.

@item
Improve the detection of Abel equations of second kind.  The exisiting
  pattern matching is weak.

@item
Work on the Lie symmetry group routine @code{ode1_lie}.  There are quite a
  few problems with it: some parts are unimplemented; some test cases
  seem to run forever; other test cases crash; yet others return very
  complex "solutions".  I wonder if it really ready for release yet.

@item
Add more test cases.

@end itemize

@node Test cases for contrib_ode, References for contrib_ode, Possible improvements to contrib_ode, contrib_ode
@section Test cases for contrib_ode


The routines have been tested on a approximately one thousand  test cases 
from Murphy,
Kamke, Zwillinger and elsewhere.  These are included in the tests subdirectory.

@itemize @bullet
@item
The Clairault routine @code{ode1_clairault} finds all known solutions,
  including singular solutions, of the Clairault equations in Murphy and
  Kamke.

@item
The other routines often return a single solution when multiple
  solutions exist.

@item
Some of the "solutions" from @code{ode1_lie} are overly complex and
  impossible to check.

@item
There are some crashes.

@end itemize

@node References for contrib_ode, ,Test cases for contrib_ode, contrib_ode
@section References for contrib_ode


@enumerate
@item
E. Kamke, Differentialgleichungen Losungsmethoden und Losungen, Vol 1,
    Geest & Portig, Leipzig, 1961

@item
G. M. Murphy, Ordinary Differential Equations and Their Solutions,
    Van Nostrand, New York, 1960

@item
D. Zwillinger, Handbook of Differential Equations, 3rd edition,
    Academic Press, 1998

@item
F. Schwarz, Symmetry Analysis of Abel's Equation, Studies in
    Applied Mathematics, 100:269-294 (1998)

@item
F. Schwarz, Algorithmic Solution of Abel's Equation,
    Computing 61, 39-49 (1998)

@item
E. S. Cheb-Terrab, A. D. Roche, Symmetries and First Order
    ODE Patterns, Computer Physics Communications 113 (1998), p 239.
@ifnottex
    (@url{http://lie.uwaterloo.ca/papers/ode_vii.pdf})
@end ifnottex
@tex
    (\texttt{http://lie.uwaterloo.ca/\-papers/\-ode\_vii.pdf})
@end tex

@item
E. S. Cheb-Terrab, T. Kolokolnikov,  First Order ODEs,
    Symmetries and Linear Transformations, European Journal of
    Applied Mathematics, Vol. 14, No. 2, pp. 231-246 (2003).
@c @ifnottex
    (@url{http://arxiv.org/abs/math-ph/0007023},@*
    @url{http://lie.uwaterloo.ca/papers/ode_iv.pdf})
@c @end ifnottex
@c @tex
@c     (\texttt{http://\-arxiv.org/\-abs/\-math-ph/\-0007023},
@c     \texttt{http://\-lie.\-uwaterloo.ca/\-papers/\-ode\_iv.pdf})
@c @end tex

@item
G. W. Bluman, S. C. Anco, Symmetry and Integration Methods for
    Differential Equations, Springer, (2002)

@item 
M. Bronstein, S. Lafaille,
Solutions of linear ordinary differential equations in terms
of special functions,
Proceedings of ISSAC 2002, Lille, ACM Press, 23-28. 
(@url{http://www-sop.inria.fr/cafe/Manuel.Bronstein/publications/issac2002.pdf})


@end enumerate
