Hypergeometric solutions for third order linear ODEs

In this paper we present a decision procedure for computing pFq hypergeometric solutions for third order linear ODEs, that is, solutions for the classes of hypergeometric equations constructed from the 3F2, 2F2, 1F2 and 0F2 standard equations using t…

Authors: Edgardo S. Cheb-Terrab, Austin D. Roche

Hyp ergeometric solutions for third order linear ODEs E.S. Cheb-T errab a and A.D. Ro c he a,b a Maplesof t, Waterlo o Maple Inc. b Dep artment of Ma thematics Simon F r aser Un iv ersity, V anc ouver, Canada. Abstract In this pap er w e present a decision pro cedure for comput i ng p F q hypergeometric solutions for th ir d order linear OD Es , t hat is, solutions for the classes of hyp ergeome tric equations constructed from t he 3 F 2 , 2 F 2 , 1 F 2 and 0 F 2 standard equations using tran s formations of the form x → F ( x ) , y → P ( x ) y , where F ( x ) is rational in x and P ( x ) is arbitrary . A computer algebra implementation of this work is present in Maple 12. In tro duction Given a third order linea r ODE y ′′′ + c 2 y ′′ + c 1 y ′ + c 0 y = 0 (1) where y ≡ y ( x ) is the dependent v ariable and the c j ≡ c j ( x ) a re any functions of x s uc h that the qua n tities 1 I 1 = c 2 ′ + c 2 2 3 − c 1 I 0 = c 2 ′′ 3 − 2 c 2 3 27 + c 1 c 2 3 − c 0 (2) are rationa l functions o f x , the pro blem under considera tion is that o f systematica lly computing solutions for (1) even when no Liouvillia n solutions exist 2 . Reca lling , Lio uvillian solutions can b e computed s y stematically [1] and implemen tations of the rela ted a lgorithm exist in v arious computer a lgebra systems. The linear ODEs involv ed in mathematical physics formulations, how ever, frequently admit only no n-Liouvillian sp ecial function solutions, a nd for this cas e the exis ting algor ithms co ver a rather restr icted po rtion of the pro ble m. The sp ecial functions asso ciated with linear ODEs frequen tly happen to be particular cases of some gen- eralized hyper g eometric p F q functions [2]. One na tural approach is thus to directly search for p F q solutions instead of sp ecial function so lutio ns of one o r a nother kind, and this is the approach discusse d here. Related computer algebra routines were implemented in 20 0 7 and ar e now at the ro ot of the Maple (release 12) [3] ability fo r solving non-trivial 3rd o rder linear ODE pro blems. The approa c h used co nsists of r esolving an eq uiv alence problem b et ween a given equation of the form (1) and the four standar d p F q differential equations asso ciated to third or der linea r ODEs, that is, the 3 F 2 , 2 F 2 , 1 F 2 and 0 F 2 equations [4], r espectively: 1 I 1 and I 0 are inv ariant under transform a tions of the dep e ndent v ariable of the form y ( x ) → P ( x ) y ( x ), P ar bitrary . 2 Expressions that can b e expressed in terms of exponen tials, i n tegrals and algebraic functions, are called Li ou vill ian. The t ypical exa mple i s exp( R R ( x ) , dx ) where R ( x ) is rational or an algebraic f unc tion represen ting the ro ots of a p olynomial. y ′′′ − ( δ + η + 1 − ( α + β + γ + 3) x ) x ( x − 1 ) y ′′ − ( η δ − (( β + γ + 1) α + ( β + 1) ( γ + 1)) x ) x 2 ( x − 1) y ′ + α β γ x 2 ( x − 1) y = 0 y ′′′ − ( x − γ − δ − 1) x y ′′ − (( α + β + 1) x − γ δ ) x 2 y ′ − α β x 2 y = 0 y ′′′ + ( β + γ + 1) x y ′′ − ( x − β γ ) x 2 y ′ − α x 2 y = 0 y ′′′ + ( α + β + 1) x y ′′ + α β x 2 y ′ − 1 x 2 y = 0 (3) where { α, β , γ , δ, η } r epresen t ar bitrary expressio ns c o nstan t with resp ect to x . The equiv alence classes are constructed by applying to these equations the gener al transformation 3 x → F ( x ) , y → P ( x ) y (4) where P ( x ) is arbitrary , with the o nly r estriction that F ( x ) is rational in x , resulting in rather general ODE families. When the equation being solved b elongs to this cla ss, apar t from providing the v a lues of F ( x ) and P ( x ) that reso lv e the pro blem, the algor ith m systematically returns the v alue s o f the (five, four, three or t wo) p F q parameters entering eac h of the three indep enden t solutions . It is imp ortant to no te that the ide a o f seeking hyp ergeometric function solutions for linear ODEs or using an equiv alence approach fo r that purpose is not new, a ltho ugh in most ca ses the approaches presented only handle second o r der linear equations [6, 7, 8, 9]. An exception to that situa tio n are the alg orithms [10, 11] for computing p F q solutions for third and higher order linear ODEs , and a similar one implemented in Mathematica [1 2]. It is o ur understanding , how ever, that the tr ansformations defining the classes of equiv ale nc e that those algorithms can ha ndle are restr icted to x → ax b , y → P ( x ) y , with a and b constan ts, not having the generality of (4) with r ational F ( x ) presented here. Apart fr o m concretely expanding the ability to solve third order linear ODEs, the decis ion pro cedure being presented generalizes previo us work in that: 1. The ide a s presented in [9], useful for decompos ing tw o sets of inv aria n ts into each other, were extended for third o rder equations and elab orated further. 2. The class ification ideas presented in [9] fo r second or der linear equations were extended for thir d order. 3. When the p F q parameters are such that less tha n three independent p F q solutions exis t, instead of int ro ducing integrals [11], MeijerG functions a re used to express the miss ing independent solutions. The combination o f items 1 a nd 2 re sulted in the new ability to solve the p F q ODE classes gener ated by transformatio ns as general as (4) with F ( x ) rational. Item 3 is not new 4 , though w e a re not aw are of literature presenting the related proble m and solution. Altogether, these ideas and its related algor ithm p ermit the systematic computation of three indep enden t so lutio ns for a large set of third order linear equations that w e didn’t know ho w to solve b efore. 1 Computing h yp ergeometric solutions T o co mput e p F q solutions to (1) the idea is to formulate an equiv alence approach to the underlying h yp er- geometric differen tial e q uations, that is, to determine whe ther a giv en linea r O DE can be obtained from one 3 The pr ob lem of equiv alence under transformations { x → F ( x ) , y → P ( x ) y + Q ( x ) } for linear O D Es can alwa ys be mapped int o one with Q ( x ) = 0, see [5]. 4 Mathematica 6 also uses Meij erG f unc tions as describ ed in i te m 3. 2 of the p F q ODEs (3) b y means of a transformation of a certain t yp e. If so , the solution to the given ODE is obtained by applying the sa me transformation to the solution o f the corres p onding p F q equation. The appr oac h also requir es deter mining the v alues of the hyperge ometric par ameters { α, β , γ , δ, η } for which the equiv alence exis ts, and it is clear that the b ottleneck in this approa c h is the g eneralit y of the class of transformations to be cons idered. F or instance, one can v erify that for linear transformations of the form (4) with arbitra ry F ( x ), in the ca se of seco nd order linear ODEs, the problem is to o gener al in that the de ter mination of F ( x ) requir es so lving the given ODE itself [13], making the approach o f no pr actical use. This has to do with the fact that in the second order case, any linear ODE can b e obtained from any other one through a transformation of the fo r m (4). The situation for third order equations is differen t: the transformatio n (4) is not enough to map any equation into a n y o ther one 5 [14], so that its determination when the equiv alence exists is in pr inciple p ossible. By restr icting the form o f F ( x ) entering (4) to b e rationa l in x the problem b ecomes tractable by using a tw o step s trategy: 1. Compute a ra tional transformation R ( x ) mapping the nor mal form of the given equation 6 int o o ne having invariants with m i nimal de gr e es (defined in sec. 3). 2. Reso lve an equiv alence problem b et w een this equation with minimal degr ees and the standa rd p F q equations (3) under transformatio ns of the form discussed in [9 ], that is x → ( a x k + b ) ( c x k + d ) , y → P ( x ) y (5) with P ( x ) arbitrary and { a, b, c, d, k } cons tan ts with resp ect to x . In doing so, deter mine a lso the parameters { α, β , γ , δ, η } o f the p F q or MeijerG functions en tering the three indep enden t so lutions. The key obs e r v ation in this “tw o steps” appr oac h is that a transformation of the for m (4) with rational F ( x ) mapping into the p F q equations (3), when it exists, it ca n alwa ys be expre s sed as the comp osition o f tw o transformatio ns, e ac h one related to ea c h of the tw o steps ab o ve (see sec. 3), because (3) hav e in v ariants with minimal degrees. The adv antage of splitting the pro blem in this wa y is that the determina tio n of R ( x ) in step one, and o f the (up to fiv e) p F q parameters in step tw o, as well as of the v a lues of { a, b, c, d, k } entering (5), is sys tematic (see sec. 2 and sec. 3), even when the pro blem is nonlinear in ma ny v ar iables. 2 Equiv alence under x → ( a x k + b ) / ( c x k + d ) , y → P ( x ) y This type o f equiv alence is discuss e d in [9] a nd gener alized here for third order ODE s. Recalling the main po in ts, these transformations , which do not for m a group in the strict sense, can b e obtained b y sequentially comp osing three differen t transfor mations, each o f which do es cons titute a g roup. The s equence starts with linear fractio nal - also called M¨ obius - transfo rmations x → a x + b c x + d , (6) is followed by power tra nsformations x → x k , (7) and ends with linear homogene o us tra ns formations of the dependent v a riable y → P y . (8) 5 Therefore there exist enough absolute inv ariants to f orm ulate the equiv alence problem under (4) - s ee s ec. 3. 6 The coefficients of y ′ and y in the normalized equation are the i nv ari an ts I 1 and I 0 defined in (2), assumed to b e rational. 3 2.1 Equiv alence under transformations of the dep enden t v ariable y → P ( x ) y T r ansformations of the form (8) can eas ily be factored o ut of the problem: if tw o equations of the form (1) can b e o btained fro m each o ther by means of (8), the transformatio n relating them is c o mputable dir e c tly from these co efficients. F or that purp ose first r ewrite both e q uations in normal form using y → y e − R c 2 ( x ) / 3 dx (9) and the transforma tion r e la ting the tw o h yp othetical ODEs - s a y with coefficie nts c j and ˜ c k , when it exists, is given b y y → y e R ( c 2 ( x ) − ˜ c 2 ( x )) / 3 dx . 2.2 Equiv alence under M¨ obius transformations, singularities and classification M¨ obius transfor mations preserve the structure of the singular ities of (1). F or example, a ll of the 0 F 2 , 1 F 2 and 2 F 2 hypergeometr ic equations in (3) hav e one regular singularity a t the orig in and one irr egular singularity at infinity , a nd after tra nsforming them using the M¨ obius transfor mations (6), they co n tin ue having one regular singula rit y and one irr e gular singula rit y , no w resp ectively lo cated at 7 − b/a and − d/c . In the case of the 3 F 2 differential equation (the fir st lis ted in (3)), under (6) the three regular singula r ities mov e from { 0 , 1 , ∞} to {− b /a, − d/c, ( d − b ) / ( a − c ) } . So from the singularities of a n ODE, no t only one can tell with resp ect to whic h of the four differential equatio ns (3) could the equiv alence under (6) be reso lv ed, but also o ne can extract the v alues of the parameters { a, b, c, d } ent ering the transforma tion (6). More generally , through M¨ obius tra ns formations one can formulate a classifica tion of singularities of the linear ODEs “equiv alent” to the third order p F q equations (3) as do ne in [9] for second o rder p F q equations. So, for each p F q family obtained fr om (3) using (6), a classific a tion table can b e constructed based only on: • the degrees of the numerators and denomina to rs o f the in v ariants (2); • the presence of ro ots with multiplicit y in the denominators; • the poss ible c a ncellation of factors b et ween the n umerator and denominator of ea c h in v ariant. With this classificatio n in ha nds, fro m the knowledge o f the degrees with resp ect to x of the numerator and denominator o f the inv ariants (2) o f a given third order linea r ODE, one can deter mine systematically whether or not the equation co uld b e obtained from the 3 F 2 , 2 F 2 , 1 F 2 or 0 F 2 equations (3) using (6). 2.3 T ransformations x → F ( x ) and equiv alence under x → x k Changing x → F ( x ) in (1 ), the new inv a rian ts ˜ I j can b e expressed in terms o f the in v ariants (2 ) of (1) by ˜ I 1 ( x ) = F ′ 2 I 1 ( F ) − 2 S ( F ) ˜ I 0 ( x ) = F ′ F ′′ I 1 ( F ) + F ′ 3 I 0 ( F ) − S ( F ) ′ (10) where S ( F ) is the Sch warzian [15] S ( F ) = F ′′′ F ′ − 3 2  F ′′ F ′  2 . (11) The form o f S ( F ) is particular ly simple when F ( x ) is a M¨ obius transformation, in which case S ( F ) = 0. Regarding p ow er tra nsformations F ( x ) = x k , unlike M¨ obius tra nsformations, they do not pr eserve the structure of singularities; the Sch warzian (11) is: S ( x k ) = 1 − k 2 2 x 2 . (12) F r om (10) and (12), for insta nce the transfor mation rule fo r I 1 ( x ) b e c omes 7 When either a or c are equal to zero, the co rr e sp onding si ng ularity is lo cated at ∞ 4 x 2 ˜ I 1 ( x ) + 1 = k 2  ( x k ) 2 I 1 ( x k ) + 1  . (13) Generalizing to thir d order the presentation of shifted inv ariants in [9], we define here J 1 ( x ) = x 2 I 1 ( x ) + 1 , J 2 ( x ) = x 3 I 0 ( x ) + x 2 I 1 ( x ) . (14) F r om (10) rewritten in ter ms of these J n ( x ), their transformatio n rule under x → x k is given b y ˜ J 1 ( x ) = k 2 J 1 ( x k ) , ˜ J 2 ( x ) = k 3 J 2 ( x k ) . (15) The equiv alence of tw o linea r O DEs A a nd B under x → x k can then b e formulated as follows: Given the shifted inv ariants ˜ J n,A ( x ) and ˜ J n,B ( x ), co mput ed using their definition (14) in terms of ˜ I n ( x ) defined in (2), compute k A and k B ent ering (15) such that the degrees of J n,A ( x ) and J n,B ( x ) are minimal. F rom the knowledge of x → x k A and x → x k B , res pectively leading to J n,A and J n,B with minimized degrees, equations A and B are related thro ugh p o wer transformatio ns only when J n,A = J n,B and, if so , the mapping relating A and B is x → x k A − k B . Finally , the computation of k simultaneously minimizing the degrees of the tw o J n ( x ) in (15) is p erformed as explained in section 3 of [9]. 3 Mapping in to equations ha ving in v arian ts with minimal degrees The decis io n pro cedure presented in the previous s ection serves for sy s tematically solving well defined fa milies of p F q 3rd order equatio ns for whic h no solv ing algor ithm was av ailable before to the b est of o ur knowledge. How ever, the restriction in the form of F ( x ) entering (4) to the compos ition of M¨ obius with power transfor - mations is unsatisfactor y: fo r linear equations of order higher than t wo, (4) do es not map any linear equation int o any other o ne of the same or der and so the pr o blem is already restricted 8 . As s ho wn in what follows, one p ossible extensio n of the algor ithm is thus to consider the gener al trans- formations (4) restricting F ( x ) to b e a rationa l function o f x . F or that pur pose, instead of working with inv a rian ts I j under y → P ( x ) y we int ro duce absolute inv ariants L i under { x → F ( x ) , y → P ( x ) y } : L 1 = (6 rr ′′ + 9 I 1 r 2 − 7 r ′ 2 ) 3 r 8 , L 2 = (27 I 1 ′ r 3 − 18 I 1 r 2 r ′ + 56 r ′ 3 − 72 r ′′ r ′ r + 1 8 r ′′′ r 2 ) r 4 ; (16) where r = I 1 ′ − 2 I 0 is a re la tiv e inv ariant o f weigh t 3 [16]. Under (4), L i transforms as L i ( x ) → L i ( F ( x )) and (16) can be in verted using as intermediate v aria bles the relative in v ar ian ts s = ( L 2 L 1 ) /L 1 ′ , and t = L 1 /s 3 : I 1 = st 3 − 6 t ′′ t + 7 t ′ 2 9 t 2 , I 0 = ( s ′ − 9) t 4 + t ′ st 3 − 6 t ′′′ t 2 + 20 t ′′ t ′ t − 14 t ′ 3 18 t 3 . (17) Thu s, any ca nonical fo r m for the L i that can be a chieved using (4) automatica lly implies on a canonical form for the I i and so for the ODE (1 ). The canonical for m we prop ose here is one wher e the L i hav e minimal de gr e es , that is, where the maximu m of the degrees of the numerator and denomina to r in e ac h o f the L i ( x ) is the minima l one that can b e obtained using a ra tio nal transfor mation x → F ( x ). This canonica l form is not unique in that it is still p ossible to p e rform a M¨ obius transforma tion (6), that changes the L i but not their degrees. The equiv alence of tw o linea r O DEs A and B under (4) with rational F ( x ) ca n then be formulated by rewr iting b oth eq uations in this ca no nical form, wher e the inv ariants L i of each equatio n hav e minimal degrees, followed b y determining whether these canonical forms are related through a M¨ obius tr ansformation. 8 The equiv alence problem for linear equations of order n inv olves a system of n − 1 equations and inv ariant s I j ( x ), that includes the equiv alence function F ( x ). When n > 2, eliminating F ( x ) from the problem results in an inte rr e lation b et ween the I j so that the equiv alence is only poss i ble when these relationships b et we en the I j hold [14]. 5 In the framework of this pap er, B is one of the hype rgeometric eq ua tions (3), a ll o f them already in canonical form in that the corr esponding L i already have minimal degree s . Hence, the equiv alence o f A, of the fo rm (1), and a n y of B of the for m (3) r equires determining only a canonica l form for A (the rationa l function F ( x ) minimizing the deg r ees of the L i of A), follow ed by resolving an equiv alence under M¨ obius transformatio ns b et ween this canonical form a nd a n y of the eq uations (3), done as explained in sec. 2.2. The k ey computation in this formulation o f the equiv alence problem under (4) is thus the computatio n of a rational F ( x ) that minimizes the degre e s o f the L i of A. The computation of F ( x ) can clearly b e formulated as a rational function decomp osition pro blem sub ject to constraints: “given two r ational functions L i ( x ) , i = 1 .. 2 , find r ational functions ˜ L i ( x ) and F ( x ) satisfying L i = ˜ L i ◦ F and such that the r ational de gr e e of F is maximize d” (and therefor e the degrees of the canonical in v aria n ts ˜ L i are minimized). In turn, this t yp e of function decomp osition asso ciated to “minimizing the degrees” of the L i can b e interpreted as the repa rametrization, in terms of p olynomials o f low er degr ee, of a ra tional curve that is improp erly parameterize d, as disc us sed in [17], where an algorithm to p erform this repa rametrization is presented. One key feature of the algo r ithm presented in [17] is that it reduces the computation of F ( x ) to a sequence of univariate GCD computations, avoiding the exp ensiv e computation o f biv ariate GCD. Ho wev er, it is not clear for us whether the pr escriptions in [17] (at page 71) for mapping the biv aria te GCDs in to univ aria te ones is complete. W e als o failed in obtaining a copy of the computer algebra pack ages FRAC [18] o r Cade c om [19] that contain an implementation of the algor ithm presented in [1 7 ]. Mainly for these r easons, and without the inten tion o f be ing o riginal, we descr ibe her e a s lig h tly mo dified version o f the a lgorithm presented in [17]. 3.1 An algorithm for computing x → F ( x ) minimizing the degrees of the L i ( x ) Let L i ( x ) = ˜ L i ( F ( x )) = N i ( x ) /D i ( x ) , i = 1 ..n , and F ( x ) = p ( x ) /q ( x ), where the ˜ L i hav e minimal degrees, N i is rela tiv ely prime to D i and p is r elativ ely prime to q . Construc t p olynomials Q i ( x, t ) = numerator( L i ( x ) − L i ( t )) = N i ( x ) D i ( t ) − N i ( t ) D i ( x ) , (18) and let P ( x, t ) b e the biv ariate GCD of these Q i ( x, t ). Co nsequen tly P ( x, t ) = numerator( F ( x ) − F ( t )) = X i P i ( x ) t i = p ( x ) q ( t ) − p ( t ) q ( x ) , (19) The co efficien t P i ( x ) of e a c h p ower of t in P ( x, t ) is a linear combination of p ( x ) and q ( x ), and b ecause the q uotien t of any t wo relatively prime of these linear combinations is fractional linear in F ( x ), so is the quotient of any tw o relatively prime P i ( x ). Finally , b ecause F ( x ) is defined up to a M¨ obius transfor ma tion we ca n tak e that quotient itself - s a y , P i ( x ) /P j ( x ) - as the solution F ( x ). The slow est step of this a lgorithm is the co mput ation of the biv a riate GCD b et w een the Q i ( x, t ) that determines the function P ( x, t ) from which the P i ( x ) a r e computed. It is p ossible how ev er to av oid computing that biv ariate GCD, using a small num b er of univ ar iate GCD computations instead. F o r that purp ose, notice first that wha t is relev ant in the P i ( x ) is that they a re linear combinations of p ( x ) and q ( x ). Now, we can also obtain linear co m binations of p ( x ) and q ( x ) b y dir ectly substituting numerical v alues t k for t into P ( x, t ), and from there compute F ( x ) as the quotient , e.g., of P ( x, t 0 ) /P ( x, t 1 ). The key observ ation here is that these P ( x, t k ) can also b e obtained b y substituting t = t k directly into the Q i ( x, t ) follow ed by computing the univ a riate GCD of Q 1 ( x, t k ) a nd Q 2 ( x, t k ) 9 , av oiding in this way the computatio n of the e xpensive biv ariate GCD leading to P ( x, t ). Repe a ting this pro cess with another t -v alue gives a second, in general different, such linear combination of p ( x ) and q ( x ), with F b eing the resulting quotient of tw o of these linear combinations obta ined using different v alues of t . The re s t of the a lgorithm en tails avoiding inv alid t - v alues a t the time of s ubs tit uting t = t k and this is accomplished by considering different t k un til the following co nditions are bo th satisfied: 9 F or example, supp ose the x - solutions of P ( x, t ) = 0 are x = X j ( t ) , j = 1 ..m , i.e., P ( x, t ) = − P m ( t ) Q j x − X j ( t ). Then eac h x = X j ( t 0 ) is a solution of both Q 1 ( x, t 0 ) = 0 and Q 2 ( x, t 0 ) = 0. F or most v alues of t 0 (all but a finite set in f ac t) these X j ( t 0 ) will b e the only such common s olut ions, and therefore the GCD of Q 1 ( x, t 0 ) and Q 2 ( x, t 0 ) is in fact P ( x, t 0 ). 6 1. The tw o P ( x, t 0 ), P ( x, t 1 ) whose quotient gives the solution F ( x ) must b e relatively pr ime. 2. The degr ee of F must divide the degrees of each L i , i = 1 ..n . 4 Summary of the p F q approac h for third order linear ODEs The idea consists of assuming that the given linear ODE is o ne of p F q equations (3) transformed using (4) for some F ( x ) r ational in x and P ( x ) arbitra ry and for some v alues of the pFq parameters. Reso lv ing the equiv ale nc e is ab out determining the F ( x ), P ( x ) a nd the v a lues o f the p F q parameters { α, β , γ , δ, η } such that the equiv alence exists. An itemized description of the decision pro cedure to r esolv e this equiv alence , following the presentation the previous sec tions, is as follows. 1. Rewrite the given equation (1) we w ant to solve, in normal form y ′′′ = ˜ I 1 ( x ) y ′ + ˜ I 0 ( x ) y (20) where the inv aria n ts ˜ I n ( x ) are cons tructed us ing the formulas (2). 2. V erify whether an equiv alence o f the form { x → ( a x k + b ) / ( c x k + d ) , y → P ( x ) y } exists: (a) Compute ˜ J n ( x ), the s hif ted in v a rian ts (14), a nd use trans formations x → x k to reduce to the int eger minimal v alues the p o wers ent ering the numerator and denominator; i.e., compute k and J n ( x ) in (15). (b) Determine the singula r ities of the J n ( x ) and use the cla s sification of singularities mentioned in section 2 to tell whether an equiv alence under M¨ obius transforma tio ns to any of the 3 F 2 , 2 F 2 , 1 F 2 or 0 F 2 equations (3) exists . (c) When the equiv alence exists, from the singularities of the t wo J n ( x ) compute the parameters { a, b, c, d } entering the M¨ obius tra nsformation (6) as well as the hypergeometr ic parameter s { α, β , γ , δ, η } entering the p F q equation (3). (d) Comp ose the three transforma tions to o bta in o ne o f the form x → αx k + β γ x k + δ , y → P ( x ) y mapping the p F q equation inv olved into the ODE being solved. 3. When the equiv alence of the pr evious s tep do es not exist, p erform step 1 in the itemizatio n of s e c tion 1 , that is, compute the absolute inv ariants L i (16) and co mpute a rational transfor mation R ( x ) minimizing the degre e s of the inv ariants (16 ) o f the given equa tion (a) When R ( x ) is not o f M¨ obius form, change x → R ( x ) rewriting the given equation in ca nonical form and r e-en ter step (2) with it, to r esolv e the r emaining M¨ obius tra nsformation a nd determining the v a lues of the p F q parameters . 4. When either of the equiv alences consider ed in steps (2) or (3) e x ist, compo se all the transformatio ns used and apply the comp osition to the known solution of the p F q equation to which the equiv alence was re s olv ed, obtaining the so lutio n to the given ODE. 7 5 Sp ecial cases and MeijerG functions Giving a lo ok at the s eries expa nsion of any of the 3 F 2 , 2 F 2 , 1 F 2 or 0 F 2 functions one can see that there are so me different situations that requir e sp ecial attention at the time o f constructing the three indep enden t solutions to (1). Co nsider for instance the standard 0 F 2 equation and its three indepe nden t solutions , y ′′′ + ( α + β + 1) x y ′′ + α β x 2 y ′ − 1 x 2 y = 0 y = 0 F 2 ( ; α, β ; x ) C 1 + x 1 − β 0 F 2 ( ; 2 − β , 1 + α − β ; x ) C 2 + x 1 − α 0 F 2 ( ; 2 − α, 1 − α + β ; x ) C 3 (21) where the C i are arbitra ry cons tan ts. Expanding in ser ies the first 0 F 2 function entering this so lution we g et 1 + 1 α β x + 1 2 α β ( α + 1 ) (1 + β ) x 2 + 1 6 α β ( α + 1 ) (1 + β ) ( α + 2) ( β + 2) x 3 + O  x 4  (22) This series do es not exist when α or β are zero or negative integers, and the same happ ens when the p F q parameters en tering a n y of the other tw o indep endent so lutions is a non-p ositiv e integer. B y insp ection, how ever, one of the three p F q functions entering the solution in (21) alwa ys exists, bec a use ther e ar e no α and β such that the three 0 F 2 functions simultaneously cont ain non- positive in teger parameter s. Consider now the second independent so lution, x 1 − β 0 F 2 ( ; 2 − β , 1 + α − β ; x ): w he n β = 1 it be comes equal to the first o ne a nd so we hav e only tw o independent p F q solutions. In the sa me way , when α = 1 the fir st and third solutio ns entering (21) are the sa me and when α = β the seco nd and third solutions are the s a me. And when the tw o co ndit ions hold, that is α = β = 1, actually the three solutions are the sa me. Notwit hstanding, in these cas es too one o f the three 0 F 2 solutions always exists . The same t wo type of sp ecial cases exist for the 1 F 2 , 2 F 2 and 3 F 2 function solutions and the problem at hand consists of having a wa y to represent the three indep endent solutions to (1) without introducing int egr als o r iter ating reductions of order 10 . F or this purp ose, we use a s et of 3 MeijerG functions for each of the four p F q families tha t can b e used to r eplace the missing p F q solutions in these sp ecial cases. The key o bs erv ation is that at these spe c ial v alues of the last tw o parameters of the p F q functions the MeijerG replacements exist, satisfy the same differe ntial equation and a re indepe nden t o f the av ailable p F q function solutions. A table with these 3 x 4 = 12 MeijerG function replacements is as follows: T a ble 1: MeijerG a lter nativ e solutions to the p F q equations p F q family MeijerG functions 0 F 2 ( ; α, β ; x ) G 2 , 0 0 , 3  x,    0 , 1 − α, 1 − β  G 3 , 0 0 , 3  − x,    0 , 1 − α, 1 − β  G 2 , 0 0 , 3  x,    1 − α, 1 − β , 0  1 F 2 ( α ; β , γ ; x ) G 2 , 1 1 , 3  x,    1 − α 0 , 1 − β , 1 − γ  G 3 , 1 1 , 3  − x,    1 − α 0 , 1 − γ , 1 − β  G 2 , 1 1 , 3  x,    1 − α 1 − γ , 1 − β , 0  2 F 2 ( α, β ; δ, γ ; x ) G 2 , 2 2 , 3  x,    1 − β , 1 − α 0 , 1 − γ , 1 − δ  G 3 , 2 2 , 3  − x,    1 − β , 1 − α 0 , 1 − γ , 1 − δ  G 2 , 2 2 , 3  x,    1 − β , 1 − α 1 − γ , 1 − δ, 0  3 F 2 ( α, β , γ ; δ, η ; x ) G 2 , 3 3 , 3  x,    1 − β , 1 − α, 1 − γ 0 , 1 − δ, 1 − η  G 3 , 3 3 , 3  − x,    1 − β , 1 − α, 1 − γ 0 , 1 − δ, 1 − η  G 2 , 3 3 , 3  x,    1 − β , 1 − α, 1 − γ 1 − δ, 1 − η, 0  6 Examples Equiv alence under p o w er comp osed with M¨ obius transformations for the 0 F 2 class Consider the third order linear ODE 10 Recall that giv en tw o indep e ndent solutions, it is alwa ys possible to write the third one in terms of inte grals constructed with the tw o existing solutions, and in the case of a si ng le solution it is still p ossible to reduce the order to a second order li ne ar equation that may or not b e solv able. 8 y ′′′ =  37 + 2 µ + 6 ν − 108 x 2  12 x ( x + 1) ( x − 1) y ′′ (23) +  2 ( ν + 6) (11 / 2 − µ ) + (36 ν + 294 + 12 µ ) x 2 − 360 x 4  24 x 2 ( x + 1) 2 ( x − 1) 2 y ′ − 16 x ( x + 1 ) 4 ( x − 1) 4 y This equa tion has tw o reg ular sing ularities at { 0 , ∞} and tw o irreg ular sing ularities at {− 1 , 1 } . F o llo wing the s teps men tioned in the Summary , we rewr ite the equation in nor mal for m and, in step 2.(a), compute the v alue of k leading to an equation with minimal deg rees en tering J n ( x ) in (15). The v alue of k found is k = 2 s o the equation from which (23) is derived changing x → x 2 is y ′′′ = (6 ν + 2 µ + 73 − 144 x ) 24 x ( x − 1) y ′′ (24) −  2 ( ν + 8) ( µ + 1 / 2) − (48 ν + 16 µ + 584) x + 576 x 2  96 x 2 ( x − 1) 2 y ′ − 2 x 2 ( x − 1) 4 y and ha s in v ariants with minimal degr ees with r e spect to p o wer transfor ma tions. In step 2.(b), analyzing the structur e of singularities of (2 4 ) we find one regular singular it y a t the origin and one irre gular at ∞ . Using the clas s ification discuss e d in section 3.2 based on the degr ees with resp ect to x of the numerators and denominators of the inv ariants of (24) a s well a s the factors entering these deno minators the equation is iden tified as eq uiv alent to the 0 F 2 class under M¨ obius transformations (6). So w e pro ceed with step 2.(c), constructing the M¨ obius transformatio n and computing the v alues of the hypergeometr ic para meters { µ, ν } ent ering the 0 F 2 equation in (3 ) suc h that the equiv alence under M¨ o bius exists, obtaining: α = ν / 4 + 2 , β = µ/ 12 + 1 / 24 , M := x → 2 x x − 1 (25) Comp osing M ab ov e with the p o wer transformation used to obtain (24) and using the v alues ab o ve for α and β , in step 4 we obtain the s olution of (23) y ( x ) = 0 F 2 ( ; ν / 4 + 2 , µ/ 1 2 + 1 / 24 ; 2 x 2 x 2 − 1 ) C 1 + x − (2+ ν / 2)  x 2 − 1  (1+ ν / 4) 0 F 2 ( ; − ν / 4 , µ/ 12 − ν / 4 − 23 / 2 4; 2 x 2 x 2 − 1 ) C 2 (26) + x (23 / 12 − µ/ 6)  x 2 − 1  ( µ/ 12 − 23 / 24) 0 F 2 ( ; 47 / 24 − µ/ 12 , 7 1 / 2 4 − µ/ 1 2 + ν / 4; 2 x 2 x 2 − 1 ) C 3 Meijerg functions and equi v alence under rational transformations for the 1 F 2 class Consider the following equation, with no symbolic para meter s and only integer powers y ′′′ = −  6 + 12 x − 15 x 2 − 6 x 3  x (1 + x − x 2 ) ( x + 2 ) y ′′ (27) +  16 + 48 x + 36 x 2 − 20 x 3 + 9 x 4 + 81 x 5 − 20 x 6 − 30 x 7 − 6 x 8  x 4 ( x + 2) 2 (1 + x − x 2 ) 2 y ′ − ( x + 2) 3 (1 + x − x 2 ) 2 x 5 y 9 F o llo wing steps 1 a nd 2 in the Summary , we co nfirm that there exists no equiv alence under (5), so in step 3 we se arc h for a r ational transformation minimizing the deg rees of the inv ariants (1 6), finding R ( x ) = x 2 / (1 + x ) (28) Therefore (27 ) ca n b e obtained by changing v ariables x → R ( x ) in y ′′′ = −  3 − 9 x + 6 x 2  x ( x − 1) 2 y ′′ +  1 − 2 x + 6 x 2 − 6 x 3  x 3 ( x − 1) 2 y ′ − 1 ( x − 1) 2 x 4 y (29) This equation 11 th us has in v ariants with minimal degrees, and has one regula r singula rit y at 1 and one irregula r at the orig in. According to the classification in terms of singularities (29) a dmits an equiv a lence under M¨ obius transformations to the p F q equations ( 1 F 2 case) and hence is solved in the iteration step 3.(a) men tioned in the s umm ar y . Wh en constructing the p F q solutions to (29), how ever, we find tha t the 1 F 2 parameters in the second list are b oth equal to 1, so only o ne 1 F 2 solution is av aila ble, and he nce tw o of the MeijerG alter nativ e solutions presented in the table (5) are necessa ry , resulting in y = 0 F 1 ( ; 1 ; 1 + x − x 2 x 2 ) C 1 + G 2 , 0 0 , 2  1 + x − x 2 x 2 ,    0 , 0  C 2 + G 3 , 1 1 , 3  x 2 − x − 1 x 2 ,    0 0 , 0 , 0  C 3 (30) Note that the first p F q function is a 0 F 1 . This is due to the automatic s implification of or der that ha ppens when identical parameters ar e present in b oth lists of a 1 F 2 function; this 0 F 1 can also b e express ed in ter ms of Bess e l functions. Conclusions In this w ork we pr esen ted a decis ion pr ocedure for third order linear ODEs for computing thr ee indep enden t solutions even when they are not Liouvillian or when the hyper geometric par ameters inv olved ar e such that only tw o or one p F q solution aro und the o rigin exis ts. This alg orithm so lves complete ODE fa milies we didn’t know ho w to solve befo re. The stra tegy used is that o f res o lving an equiv alence problem to the 3 F 2 , 2 F 2 , 1 F 2 and 0 F 2 equations, and in doing so, tw o impor tan t generaliza tions of the alg orithm prese n ted in [9] were dev elop ed. First, the classificatio n acco rding to s ingularities and the use of p o wer comp osed with M¨ obius transfor mations, presented in [9 ] for 2 nd order e q uations, was gener alized for third order ones. Second, the idea of resolving the equiv ale nc e mapping in to an equation with inv aria n ts with “ minimal degr ees under p ow er transformations” was g eneralized by determining a transfor mation mapping into an equation having inv aria n ts with “minimal degrees under general ra tional transfor mations”. This p ermits res olving a muc h la r ger clas s of p F q equations, defined by changing v ariables in (3) using { x → R ( x ) , y → P ( x ) y } wher e R ( x ) is a rational function. Symbolic computation routines implemen ting this a lgorithm were integrated into the Ma ple system in 20 07. Since a t the c ore of the algor ithm b eing presented there is the concept of singularities , t wo natural extensions of this work consist of applying the same ideas to compute solutions fo r linear ODEs o f arbitrar y order, where the equiv alence can be solved exactly [14], and for second order equatio ns under ra tional transformatio ns, p erhaps ge ner alizing the w ork by M.Bronstein [8] with regards to 1 F 1 solutions to compute also 2 F 1 solutions. Related work is in prog r ess. References [1] M. v a n Ho eij, J. F. Rag ot, F. Ulmer and J. A. W eil. “Lio uvillian so lutio ns o f linea r differential e q uations of order thre e a nd hig her”. J. Sym b. Comp., 28(4- 5):589–609, 1999 . [2] Seab orn J.B., “Hyp ergeometric F unctio ns and Their Applications”, T ext in Applied Mathematics, 8, Springer-V erlag (1991). 11 The c i en tering (29) are computed fr om the minim ized L j b y inv erting (2) and using (17). 10 [3] Maples o ft, a division of W aterlo o Maple Inc., “Ma ple 12” (2008). [4] M. Abramowitz and I. A. Stegun, “Ha ndbo ok of mathematical functions” , Dover (1964). [5] E.L. Inc e , “Ordina r y Differential Equations”, Dov er Publications (1 9 56). [6] N. Kamra n and P .J. Olver. “Equiv alence of Differential Op erators.” SIAM J. Math. Anal. 2 0, no. 5, 1172 (198 9). [7] B. Willis, “An extensible different ial equa tion solv er for computer algebra”, SIGSAM, Mar c h (2001). [8] M. Brons tein and S. La faille, “Solutions of linear ordinary differe ntial equations in terms of spe c ial functions”, Pro ceedings of ISSAC’02, Lille, ACM Press, 23-28 (200 2). [9] L.Chan and E.S. Cheb-T errab, “Non-Liouvillian solutions for s e c ond order linear ODEs”, Pro ceedings of ISSA C’04 , Sa n tander, Spain, ACM Press, 80 -86 (20 0 4). [10] M. Petk ovsek and B. Salvy . “Finding All Hyper geometric So lutions of Linear Differential Equa tions.” Pro ceedings of ISSA C ’9 3, Edited b y M. Bronstein. A CM Press, 27-33 (19 93). [11] G.La bahn, “ Recognizing MeijerG ODEs for hig he r or der ”, glabahn@ uwaterloo.ca , unpublished work (2001). [12] W olfram Resea rc h, Inc., “Mathematica” , V ersion 6.0 .1 (200 7). [13] K . von B ¨ ulow, “Eq uiv alence metho ds for second order linear differential equations”, M.Sc. Thesis, F a cult y of Mathematics, University o f W aterlo o (2000 ). [14] E .S. Cheb- T errab, “ ODE trends in co mput er algebra : four linear and nonlinear challenges”, pr o ceedings of the Ma ple Summer W o rkshop, W ater loo, Canada (2 0 02). [15] E .W. W eisstein, “ Concise Encyclop edia o f Mathematics”, second edition, CRC P r ess (1 999). [16] E .J. Wilczynski, “Inv aria n ts of Systems of Linear Different ial Eq ua tions”, T ransa ctions of the America n Mathematical So ciet y , V o l. 2, No. 1 ., 1-24 (1901). [17] T.W. Sederb erg, “Improp erly pa rameterized r a tional cur v es”, C o mputer Aided Geometric Design 3 , 67-75 (1986). [18] C. Alonso , J. Gutierrez, T. Recio, “ FRA C: A Maple pack age for computing in the rational function field K(x)”, Pro ceedings of the Maple Summer W o rkshop and Symp osium, T r o y , New Y ork (1994). [19] J . Gutierrez, R. Rubio, “ Cadecom: Co mput er Algebra soft ware for functional DECOMp osition”, Com- puter Algebra in Scien tific C o mputing CASC’0 0, Samark and, Spring er-V erla g, 233- 248 (200 0). 11

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