Research
Gravitation, Mathematical Physics and Field Theory
Factorization method for some inhomogeneous Liénard
equations
O. Cornejo-Pérez1
S. C. Mancas2
H. C. Rosu3
C. A. Rico-Olvera4
1Facultad de Ingeniería, Universidad Autónoma de
Querétaro, Centro Universitario Cerro de las Campanas, 76010 Santiago de
Querétaro, México. e-mail: octavio.cornejo@uaq.mx
2Department of Mathematics, Embry-Riddle
Aeronautical University, Daytona Beach, FL 32114-3900, USA e-mail:
mancass@erau.edu
3IPICyT, Instituto Potosino de Investigación
Científica y Tecnológica, Camino a la presa San José 2055, Col. Lomas 4a
Sección, 78216 San Luis Potosí, S.L.P., México. e-mail:
hcr@ipicyt.edu.mx
4Facultad de Ingeniería, Universidad Autónoma de
Querétaro, Centro Universitario Cerro de las Campanas, 76010 Santiago de
Querétaro, México. e-mail: crico24@alumnos.uaq.mx
Abstract
We obtain closed-form solutions of several inhomogeneous Liénard equations by the
factorization method. The two factorization conditions involved in the method
are turned into a system of first-order differential equations containing the
forcing term. In this way, one can find the forcing terms that lead to
integrable cases. Because of the reduction of order feature of factorization,
the solutions are simultaneously solutions of first-order differential equations
with polynomial nonlinearities. The illustrative examples of Liénard solutions
obtained in this way generically have rational parts, and consequently display
singularities.
Keywords: Factorization; inhomogeneous; Liénard equation; Abel equation; Riccati equation
PACS: 02.30.Hq; 02.30.Ik
1.Introduction
The exact solutions of nonlinear ordinary differential equations (ODEs) describe the
behavior of a great variety of physical, chemical, biological, and engineering
systems. Widespread systems in these vast areas of research can be described by
homogeneous Liénard equations, which have been intensively studied over the years,
see, e.g., 1 and
the recent review 2. On the other
hand, the same type of inhomogeneous equations received relatively less attention
despite the remarkable leap forward brought by the discovery of an irregular noise,
later termed deterministic chaos, in the case of sinusoidally driven triode circuits
by van der Pol and van der Mark in 1927 3. Our focus in this short paper is on inhomogeneous Liénard
type equations of the form
ü+G(u)u̇+F(u)=I(t) ,
(1)
where the dot denotes the time derivative, d/dt,
G(u) and F(u) are arbitrary, but usually
polynomial, functions of u, and the forcing term
I(t) is an arbitrary continuous function of time.
The main goal of the present paper is to show how the factorization method developed
in 4-6 and the factorization conditions
thereof can be used to obtain some integrable inhomogeneous Liénard equations for
specific forcing terms. The key point is that the factorization method helps to
reduce the inhomogeneous Liénard equations to first-order nonlinear equations, such
as Abel and Riccati equations, which are presumably easier to solve in some cases.
We recall that the reduction to Riccati equations of the linear Schrödinger
equations has been extensively used in supersymmetric quantum mechanics and older
factorization methods as reviewed in 7,8.
2.The nonlinear factorization
As in 4-6, we consider the factorization of
(1)
ddt-f2u[ddt-f1u]u=I(t)
(2)
under the conditions
f2+d(f1u)du=-G(u)
(3)
f1f2u=F(u),
(4)
adding the scheme proposed in 9,
where one assumes [ddt-f1u]u=Ω(t). This yields the following coupled ODEs for (2),
Ω̇-f2(u)Ω=I(t)
(5)
u̇-f1(u)u=Ω(t),
(6)
which we further simplify by taking the second factorizing function as a constant,
f2=a2≡const.,
Ω̇-a2Ω=I(t)
(7)
u̇-f1(u)u=Ω(t).
(8)
Besides, using the constant function f
2, conditions (3) and (4) imply a relationship between functions F and
G given by
F(u)=-a2(c2+a2u+∫uG(u) du)
(9)
where c
2 stands for an integration constant, or equivalently
G(u)=-1a2dFdu+a2.
(10)
Denoting I(t)=∫0te-a2tI(t)dt, the solution to (7) is
Ω(t)=ea2t[c1+I(t)] ,
(11)
where c1 is an integration constant given by c1=Ω(0). This allows to rewrite (8) in the form
u˙=1a2F(u)+ea2t[c1+I(t)] ,
(12)
whose general solution is also the solution of the Liénard Eq. (1), while further
particular solutions can be obtained by setting c1 = 0.
Viceversa, one can say that (12) is a first-order nonlinear reduction of forced
Liénard equations of the form
ü-1a2dFdu+a2u̇+F(u)=I(t).
(13)
Thus, integrable cases of (12) can provide Liénard solutions in closed form. Since
among the most encountered forced Liénard equations are these having
F(u) in the form of cubic and quadratic
polynomials, in the rest of the paper, we address the applications of this solution
method to some cases of these types.
3.The inhomogeneous Duffing-van der Pol oscillator
We choose the particular cubic case F(u)=Au+Cu3 because it corresponds to the forced Duffing-van der Pol oscillator
10
ü-[(a2+A/a2)+3(C/a2)u2]u̇+Au+Cu3=I(t).
(14)
This equation admits the factorization
[ddt-a2][ddt-(α+γu2)]u=I(t),
(1)
where α=A/a2 and γ=C/a2.
The corresponding first-order equation is the Abel equation
u̇=γu3+αu+Ω(t).
(16)
The change of variables
u=yeαt ,x=γ2αe2αt
(17)
turns (16) into the normal form
dydx=y3+N(x)
(18)
with invariant
N(x)=1γe(a2-3α)t(x)[c1+I(t(x))]
(19)
Unfortunately, this formula shows that inhomogeneous Abel equations in this category
are not integrable by the separation of variables because N(x) cannot be made constant as required by this type of integrability. Only
in the force-free particular case I(t) = 0, the invariant can be reduced to the
constant
N0=c1γ .
(20)
By separation of variables, the solution is given by the implicit relation
ln[(N30+y)2N02/3-N30y+y2]-23tan-1[1-2N30y3]=6N02/3(x+c2).
(21)
This solution has been obtained previously in 10.
4.Quadratic inhomogeneous Liénard equations
If we set F(u)=Au+Bu2, then the first order equivalent equation is the Riccati equation
u̇=βu2+αu+Ω(t) , β=B/a2.
(22)
Equation (22) can be transformed into the normal form 11
z˙=z2+N(t) ,
(23)
where
z(t)=βu(t)+α2,N(t)=βΩ(t)-α24 .
(24)
For integrable cases of separable type, one should have N(t) as an arbitrary real constant that we choose p2/4, implying Ω(t)=p2+α2/4β also a constant, as well as a constant driving force
I(t)=-a2βp2+α24.
(25)
In this simple case, we obtain a Liénard solution of (13) of the form
ut=-α2β1-pαtanp2t+c2.
(26)
4.1.Linear polynomial source term
After the constant driving case, it is orderly to consider the source term as the
linear polynomial I(t)=t+δ, where δ is an arbitrary constant. We set a2=1 and c1 = 0, and we obtain the Riccati equation
u̇=βu2+αu-(t+δ̃) , δ̃=δ+1
(27)
with solution given by
u(t)=-α2β[1+β13αk2Ai'(t̃)+Bi'(t̃)k2Ai(t̃)+Bi(t̃)],
(28)
where t̃=β1/3[α2/4β+(t+δ̃], the prime denotes the t̃ derivative, and k2 is an integration constant. However,
the presence of the rational term in Airy functions turns singular such as
Liénard solutions.
4.2.Quadratic polynomial source term
Let the source term be the quadratic polynomial of type I(t)=a2βt2+(a2α-2β)t-(a2+α). According to Eqs. (11) and (22), and by setting c1 = 0,
we have the Riccati equation
u̇=βu2+αu-βt2-αt+1.
(1)
This equation has the particular solution u(t)
= t, while the general solution is given by
u(t)=t-et(α+βt)k1β+et(α+βt)βF(α+2βt2β) ,
(30)
where F(x)=e-x2∫0xey2dy is the Dawson integral, and k1 is an integration
constant. Again, because of the rational term, this solution is singular at
-et(α+βt)β-1/2F(α+2βt/2β)=k1.
4.3.Exponential source term
For the source term of exponential form, I(t)=κeλt, and for c1 = 0, the Riccati equation is
u̇=βu2+αu+κλ-a2eλt.
(31)
The solution is given by
u(t)=α2β[λα×2k4Γ(1-αλ)t~J1-αλ(2t~)-t~αλF¯(t~)k4Γ(1-αλ)J-αλ(2t~)+Γ(1+αλ)Jαλ(2t~)] ,
(32)
where k4 is an integration constant, t̃=2(κβ/λλ-a2)eλt/2, and F¯(t̃) is the following combination of hypergeometric functions
F¯(t~)=t~20F1(;2+αλ;-t~2)+αλ0F1(;1+αλ;-t~2)+0F1(;αλ;-t~2) .
For k4 = 0, we have the simpler solution
u(t)=-α2β×[1+λαt~20F1(;2+αλ;-t~2)+0F1(;αλ;-t~2)0F1(;1+αλ;-t~2)] .
(33)
The case corresponding to α=-1 simplifies further to
ut=etβtanβet+k4.
(34)
4.4.Back to the constant source case
We return to the constant source term case since we wish to point out the
interesting feature that it is more general than the exponential case. Indeed,
let us take the source term as I(t)=ϵ, an arbitrary constant, and a2=1. This leads to the Riccati equation
u̇=βu2+αu+c1et-ϵ,
(35)
which is similar to the Riccati equation for the exponential case unless for
ϵ. The general solution of (35) is a rational expression in terms of
Bessel functions given by
u(t)=α2β[mαk3(α-m)Γ(-m)J-m(t̃)-(α+m)Γ(m)Jm(t̃)k3Γ(1-m)J-m(t̃)+Γ(1+m)Jm(t̃)]+α2β[t̃αk3Γ(1-m)J1-m(t̃)+mΓ(m)J1+m(t̃))k3Γ(1-m)J-m(t̃)+Γ(1+m)Jm(t̃)],
(36)
where m=α2+4βϵ, t̃=2βc1et/2, and k3, an integration constant. It displays
singularities at the zeros of its denominators.
When k3 = 0, this solution takes the simpler form
u(t)=-α2β[1+mα-t̃α Jm+1(t̃)Jm(t̃)].
(37)
Notice that in the particular case of c
1 = 0, the exponential scaling of time is annihilated, and the
Riccati equation is of constant coefficients having the well-known regular kink
solution
u(t)=-α2β[1+mαtanhm2(t+k3)],
(38)
which is also a Liénard kink. If in the expression for the parameter
m, we substitute ϵ by (25) for a
2 = 1, we obtain m = ip, and (38)
becomes the solution (26).
5.Conclusion
The nonlinear factorization method developed in 4-6,9 has been used to obtain closed-form solutions of certain
types of inhomogeneous Liénard equations. The conditions imposed upon the nonlinear
coefficients of the equations by the factorization method and the insertion of the
forcing term in the factorization scheme act as designing tools of specific forms of
the forcing terms to generate integrable cases by these means. The illustrative
examples have been chosen from the class of polynomial (up to cubic) and exponential
forcing terms similar to a recent study of inhomogeneous Airy equations 12. However, the obtained Liénard
solutions have rational parts, which make them prone to the presence of
singularities. The only regular solutions we have obtained by employing this simple
factorization method are the usual tanh kinks. Finally, the scheme presented here is
bounded to constant factorization functions f2, since only in this case equation (5) can be turned into the linear (7)
in the independent variable t.
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