Consider the pair of nonlinear differential equations

F=FG G=F2

As a first approach to a solution for this system, expand the two functions about some nonsingular point in power series:

F= k=0 fk xkk! G= k=0 gk xkk!

Since the right-hand side of both equations contains a product, the denominators in the series will be useful for compactness. The system becomes

F =k=2 fk xk-2 (k-2)! = m,l=0 fmgl xm+l m!l! =FG G =k=2 gk xk-2 (k-2)! = m,l=0 fmfl xm+l m!l! =F2

Equating coefficients of equal powers gives

fk+2 = m=0k (km) fm gk-m gk+2 = m=0k (km) fm fk-m

which can be evaluated recursively as desired. For comparison with a previous presentation, constrain the functions with f1=g1=0  . Then the first few nonzero coefficients in terms of the remaining initial values for each function are

f2=f0 g0 f4=f0 g02 +f03 f6=f0 g03 +9f03 g0 f8=f0 g04 +62f03 g02 +17f05 f10=f0 g05 +486f03 g03 +513f05 g0 g2 =f02 g4 =2f02 g0 g6 =8f02 g02 +2f04 g8 =32f02 g03 +48f04 g0 g10 =128f02 g04 +768f04 g02 +104f06

with the odd coefficients identically zero. The coefficients of these polynomials are not known sequences on OEIS, so that reference is of no help in identifying the underlying analytic functions. The coefficients without the constraint are even more complicated, making their identification that much more problematic.

When both functions have the same initial conditions, the two columns of coefficients are equal, both for the constrained and unconstrained cases. This indicates a common special solution, which can be determined with the integration

F (F =F2) 12 F2 =13F3 -112 g3 dF 23 F3 -16 g3 =dx dF 4F3 -g3 =16 dx

where the constant of integration is chosen purposefully. The third-order polynomial under the radical implies an inverse elliptic function upon integration, namely that of Weierstrass with the first parameter g2=0 . One then has

1 (F) =x6 +1 (f0) F= (x6 +1 (f0))

where the two elliptic parameters have been omitted for conciseness. The second elliptic parameter can be determined by remembering that in this present case

=43 -g3

so that one has

F =16 43 (x6 +1 (f0)) -g3 F (0) =16 4f03 -g3 =f1 g3 =4f03 -6f12

It is straightforward to verify by expansion that the coefficients of this function match those determined recursively.

This second-order system has an exact constant, but it is more complicated than that of the corresponding first-order system. Add a pair of equivalences and integrate both sides:

2FF =2FFG GG =F2G 2FF +GG =2FFG +F2G F2 +12 G2 =F2G +12c 2F2 +G2 -2F2G =c c=2f12 +g12 -2f02 g0

Since this constant is nonlinear in the two functions, it cannot be used for immediately direct integration as for the first-order system: it does not produce the separable equations needed for that.

One can easily form separate fourth-order equations for each function. The first one has a curious structure:

d2 dx2 (G =F F) 1F d2 dx2 1F d2 dx2 F =F

The common special solution satisfies this equation, but is is not clear how to find a more general solution. The second fourth-order equation is not as pretty:

d2 dx2 (F =G ) 1G d2 dx2 G =G

The common special solution satisfies this equation as well, but identifying a more general solution is still problematic.

One can use the exact constant to form separate third-order equations for each function, starting with their first derivatives:

G =c +2F2G -2F 2 =c +2FF -2F 2 G =ddx c +2FF -2F 2 =F2


F =12 c +2F2G -G2 =12 c +2GG -G2 F =12 ddx c +2GG -G2 =GG

Since the common special solution arises from an inverse integral, one would like to cast these equations in a similar form. The problem is that there are derivatives with respect to the independent variable under the radicals. One way to remove them in the left-hand radicals is by defining the intermediate functions

Φ(F) =2FF -2F2 =F2 d2 dx2 lnF2 Γ(G) =2GG -G2 =4G3/2 d2 dx2 G1/2

in terms of which the equations take the simpler forms

ddx c+Φ(F) =F2 ddx c+Γ(G) =2G G2

which can then be rearranged to expressions appropriate for inverse integrals:

dΦ 2F2 c +Φ(F) =dx dΓ 22G G2 c +Γ(G) =dx

The presence of a second derivative with respect to the independent variable in the right-hand equation is a temporary complication, as will be seen.

Both of the intermediate functions are defined in terms of a second derivative: if one uses the function under the derivative as a new variable, then a simple quadrature is possible. That is, let

K=lnF2 F=eK/2 H=G G=H2

so that the intermediate functions are given by

Φ(K) =eK K Γ(H) =4H3 H

which are easily rearranged to

K =eK Φ(K) H =Γ(H) 4H3

Multiplying both sides of each equation by the appropriate derivative and integrating gives

K =2dK eK Φ(K) H =dH Γ(H) 2H3

The changes of variable were made simply to facilitate these integrations. They can be reversed with the differentials

dK=2F dF dH=1 2G dG

so that the first derivatives with respect to the independent variable are

F =F2 dF Φ(F) F3 G =GdG Γ(G) G2

or in expressions appropriate for inverse integrals

dF F2 dF Φ(F) F3 =dx dG GdG Γ(G) G2 =dx

One is now in possession of two such expressions for each function. For the first function, the two left-hand sides do not contain the independent variable, so one can easily form the equivalence

dΦ 2F2 c+Φ =dF F2 dF ΦF3 14F2 (dΦ dF )2 dF ΦF3 =c+Φ

The corresponding statement for the second function requires removal of the second derivative with respect to the independent variable, but that can be done using the definition of the second intermediate function. Recognizing that

2GG =Γ +G2 =Γ +GdG ΓG2

one can then write

dΓ 22G G2 c+Γ =dG GdG ΓG2 14 (dΓ dG )2 dG ΓG2 =(c+Γ) (Γ +GdG ΓG2)

These two equations are strange creatures, being mixtures of integrals and nonlinear derivatives. What is clear is that each determines one of the intermediate functions in terms of a function in the original system, without reference to the independent variable. This allows one to understand the nature of the functions in the original system compared to the common special solution.

To get an idea of the basic forms of their solutions, let

Φ(F) φ0 +φ1Fn +φ2 F2n

in the first equation. Keeping the two lowest-order terms on the left-hand side, the equation becomes

n28 φ0 φ12 F2n-6 +n24 (φ13 n-2 -2φ0 φ1 φ2) F3n-6 +O( F4n-6 ) c+φ0 +φ1Fn +O( F2n )

For the first term to be equal to a constant, one must have n=3 . Setting coefficients equal on the two sides of this equation gives two relations for three variables, so let the second coefficient be temporarily independent:

φ0 =c 1+98 φ12 φ2 =φ12 -49 2φ0

For the second intermediate function, let

Γ(G) γ0 +γ1Gn +γ2 G2n

in the second equation. Keeping the two lowest-order terms on both sides of the equation, one has

n24 γ0 γ12 G2n-3 +n24 (γ13 n-1 -4γ0 γ1 γ2) G3n-3 +O(G4n -3) nγ1 (c+γ0) n-1 Gn +n( γ12 n-1 +2γ2 (c+γ0) 2n-1) G2n +O(G 3n)

For the first terms on each side to be equal, one must again have n=3 . Setting coefficients equal on the two sides again gives two relations for three variables, so let the second coefficient be temporarily independent:

γ0 =c 1+32 γ1 γ2 =3 γ12 8 γ1 -43 25 (c +γ0) +3γ0 γ1

It is clear from these initial expansions that the common choice n=3 leads to full expansions in powers of three of the respective independent variable:

Φ(F) =k=0 φk F3k Γ(G) =k=0 γk G3k

Having recognized that the intermediate functions are both functions of cubed variables, one is tempted to try to write their determining equations, containing integrals and nonlinear derivatives, in terms of such cubic variables. Unfortunately this does not lead to any particularly useful simplifications: just the nature of the beast.

With the full expansions in powers of three, the equation for the first intermediate function them becomes

14F2 ( k=1 3kφk F3k-1 )2 k=0 φk 3k-2 F3k-2 =c +k=0 φk F3k 94 k,l=1 m=0 kl 3m-2 φkφl φm F3(k+l +m-2) =c +k=0 φk F3k

while that for the second intermediate function becomes

14 ( k=1 3kγk G3k-1 )2 k=0 γk 3k-1 G3k-1 =(c +k=0 γk G3k) ( k=0 γk G3k +k=0 γk 3k-1 G3k) 94 k,l=1 m=0 kl 3m-1 γkγl γm G3(k+l +m-1) =(c +γ0) k=1 3k 3k-1 γk G3k + k,l=1 3k 3k-1 γk γl G3(k +l)

In moving from the first to the second step, the two sums in the second bracket on the right-hand side combine into a sum with no constant term.

Both of these expressions have a square of infinite series on the left-hand side. One can pick out a particular power of such a square using

k,l=1 ckcl xk+l =p=2 cpxp cp =k=1 p-1 ck cp-k

For an explicit recursive definition of the quantities φn , first set k=n-1 in the sum on the right-hand side. Then equating exponents on both sides requires p=k+l =n-m+1 on the left-hand side. Restricting the final summation index by the term for which k=l=1 , one has

94 m=0 n-1 k=1 n-m k(n-k -m+1) 3m-2 φk φn-k -m+1 φm =φn-1

for n>0 . Separating terms on the left-hand side containing φn then gives

nφ0 φ1φn -12 k=2 n-1 k(n-k +1) φ0 φk φn-k+1 +m=1 n-1 k=1 n-m k(n-k -m+1) 3m-2 φk φn-k -m+1 φm =49 φn-1   φn =1nφ0 φ1 [m=1 n-1 k=1 n-m k(n-k -m+1) 3m-2 φk φn-k -m+1 φm -12 k=2 n-1 k(n-k +1) φ0 φk φn-k+1 -49 φn-1]

For an explicit recursive definition of the quantities γn , first set k=n in the first sum on the right-hand side. Then equating exponents on both sides again requires p=k+l =n-m+1 on the left-hand side. Restricting the final summation index by the term for which k=l=1 , one has

94 m=0 n-1 k=1 n-m k(n-k -m+1) 3m-1 γk γn-k -m+1 γm =3n 3n-1 (c +γ0) γn +k=1 n-1 3k 3k-1 γk γn-k

Separating terms on left-hand side containing γn then gives

32n γ0γ1 γn -34 k=2 n-1 k(n-k+1) γ0γk γn-k+1 +34 m=1 n-1 k=1 n-m k(n-k -m+1) 3m-1 γk γn-k -m+1 γm =n3n-1 (c +γ0) γn +k=1 n-1 k3k-1 γk γn-k   γn =1 32n γ0 γ1 +n 3n-1 (c +γ0) ×[34 m=1 n-1 k=1 n-m k(n-k -m+1) 3m-1 γk γn-k -m+1 γm -34 k=2 n-1 k(n-k+1) γ0γk γn-k+1 -k=1 n-1 k3k-1 γk γn-k ]

These two explicit recursive definitions are certainly not simple and not likely susceptible to closed-form solutions. They do however have definite usefulness. Evaluating the first few values of each reveals a critical pattern: every term in φ3 has at least one power of φ2 , every term in φ4 has at least one power of φ3 or φ2 , every term in φ5 has at least one power of φ4 , φ3 or φ2 , and so on, with the same behavior for the γn mutatis mutandis. That means that all coefficients with index three or higher inherit the behavior of the second coefficients, which have already been evaluated above.

The end result is that the two intermediate functions can be written compactly as

Φ(F) =c 1+98 φ12 +φ1F3 +(φ12 -49) k=2 φk F3k Γ(G) =c 1+32 γ1 +γ1G3 +(γ1 -43) k=2 γk G3k

where a prime on a coefficient indicates that the factor in front of the sum has been excluded.

It is now clear that the solution to the differential system consists of functions more complicated that the Weierstrass elliptic function. Each denominator of the expressions appropriate for inverse integrals includes a possibly infinite series of powers of three in these functions. The resulting integrals go beyond the inverse Weierstrass elliptic function in terms of detail, but still have the same general structure: the solution functions are inverses of these integrals, just as for the common special solution.

That is, with the definitions

1 (F) =dF F2 dF Φ(F) F3 𝒢1 (G) =dG GdG Γ(G) G2

the solution to the original system of equations is schematically

F=(x +1 (f0)) G=𝒢(x +𝒢1 (g0))

The defined inverse functions become more dramatic with the introduction of the compact forms for the intermediate functions. Applying the simple integrals

F2 dF Fn-3 =Fn n-2 GdG Gn-2 =Gn n-1

the expressions under the square roots become

F2 dF Φ(F) F3 =c 2+94 φ12 +φ1F3 +(φ12 -49) k=2 φk 3k-2 F3k GdG Γ(G) G2 =c 1+32 γ1 +γ12 G3 +(γ1 -43) k=2 γk 3k-1 G3k

The inverse functions themselves are then

1 (F) =dF c 2+94 φ12 +φ1F3 +(φ12 -49) k=2 φk 3k-2 F3k 𝒢1 (G) =dG c 1+32 γ1 +γ12 G3 +(γ1 -43) k=2 γk 3k-1 G3k

which are patently more complicated than the inverse Weierstrass elliptic function, as previously noted.

Two special cases jump out immediately: setting φ1=23 in the first inverse function gives

1 (F) =dF c3 +23 F3 =6 dF 4F3 +2c =6 1 (F,0, 2c)

With the identification c=g3 2 this is just the common special solution. It is easy to check that the constants as defined satisfy this identification for equal initial conditions.

Setting γ1 =43 in the second inverse function gives

𝒢1 (G) =dG c3 +23 G3 =6 dG 4G3 +2c =6 1 (G,0, 2c)

which is again the common special solution with the identification c=g3 2  .

As a final step, one needs to determine the values of φ1 and γ1 in terms of the initial conditions of the differential system. Given that

F =F2 dF Φ(F) F3 =c 2+94 φ12 +φ1F3 +(φ12 -49) k=2 φk 3k-2 F3k G =GdG Γ(G) G2 =c 1+32 γ1 +γ12 G3 +(γ1 -43) k=2 γk 3k-1 G3k

one can set x=0 for the pair of equations

c 2+94 φ12 +φ1 f03 +(φ12 -49) k=2 φk 3k-2 f03k =f12 c 1+32 γ1 +γ12 g03 +(γ1 -43) k=2 γk 3k-1 g03k =g12

where c=2f12 +g12 -2f02 g0 . Since all of the coefficients φn are given recursively in terms of φ1 , and all of the γn in terms of γ1 , this is in principle the desired determination, albeit in infinite equations. While it would be desirable to see how the special values of φ1 and γ1 arise when f0 =g0 and f1 =g1 , that does not appear possible in a practical sense.

The bottom line of this presentation is that the solution to the differential system requires functions not among currently known special functions. Given that the system appears so simple, that in itself is interesting information.


Uploaded 2024.12.01 analyticphysics.com