\documentclass{article}
\usepackage{open-axiom}
\begin{document}
\title{\$SPAD/src/algebra nlode.spad}
\author{Manuel Bronstein}
\maketitle
\begin{abstract}
\end{abstract}
\eject
\tableofcontents
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\section{package NODE1 NonLinearFirstOrderODESolver}
<<package NODE1 NonLinearFirstOrderODESolver>>=
)abbrev package NODE1 NonLinearFirstOrderODESolver
++ Author: Manuel Bronstein
++ Date Created: 2 September 1991
++ Date Last Updated: 14 October 1994
++ Description: NonLinearFirstOrderODESolver provides a function
++ for finding closed form first integrals of nonlinear ordinary
++ differential equations of order 1.
++ Keywords: differential equation, ODE
NonLinearFirstOrderODESolver(R, F): Exports == Implementation where
  R: Join(EuclideanDomain, RetractableTo Integer,
          LinearlyExplicitRingOver Integer, CharacteristicZero)
  F: Join(AlgebraicallyClosedFunctionSpace R, TranscendentalFunctionCategory,
          PrimitiveFunctionCategory)

  N   ==> NonNegativeInteger
  Q   ==> Fraction Integer
  UQ  ==> Union(Q, "failed")
  OP  ==> BasicOperator
  SY  ==> Symbol
  K   ==> Kernel F
  U   ==> Union(F, "failed")
  P   ==> SparseMultivariatePolynomial(R, K)
  REC ==> Record(coef:Q, logand:F)
  SOL ==> Record(particular: F,basis: List F)
  BER ==> Record(coef1:F, coefn:F, exponent:N)

  Exports ==> with
    solve: (F, F, OP, SY) -> U
      ++ solve(M(x,y), N(x,y), y, x) returns \spad{F(x,y)} such that
      ++ \spad{F(x,y) = c} for a constant \spad{c} is a first integral
      ++ of the equation \spad{M(x,y) dx + N(x,y) dy  = 0}, or
      ++ "failed" if no first-integral can be found.

  Implementation ==> add
    import ODEIntegration(R, F)
    import ElementaryFunctionODESolver(R, F)    -- recursive dependency!

    checkBernoulli   : (F, F, K) -> Union(BER, "failed")
    solveBernoulli   : (BER, OP, SY, F) -> Union(F, "failed")
    checkRiccati     : (F, F, K) -> Union(List F, "failed")
    solveRiccati     : (List F, OP, SY, F) -> Union(F, "failed")
    partSolRiccati   : (List F, OP, SY, F) -> Union(F, "failed")
    integratingFactor: (F, F, SY, SY) -> U

    unk    := new()$SY
    kunk:K := kernel unk

    solve(m, n, y, x) ==
-- first replace the operator y(x) by a new symbol z in m(x,y) and n(x,y)
      lk:List(K) := [retract(yx := y(x::F))@K]
      lv:List(F) := [kunk::F]
      mm := eval(m, lk, lv)
      nn := eval(n, lk, lv)
-- put over a common denominator (to balance m and n)
      d := lcm(denom mm, denom nn)::F
      mm := d * mm
      nn := d * nn
-- look for an integrating factor mu
      (u := integratingFactor(mm, nn, unk, x)) case F =>
        mu := u::F
        mm := mm * mu
        nn := nn * mu
        eval(int(mm,x) + int(nn-int(differentiate(mm,unk),x), unk),[kunk],[yx])
-- check for Bernoulli equation
      (w := checkBernoulli(m, n, k1 := first lk)) case BER =>
        solveBernoulli(w::BER, y, x, yx)
-- check for Riccati equation
      (v := checkRiccati(m, n, k1)) case List(F) =>
        solveRiccati(v::List(F), y, x, yx)
      "failed"

-- look for an integrating factor
    integratingFactor(m, n, y, x) ==
-- check first for exactness
      zero?(d := differentiate(m, y) - differentiate(n, x)) => 1
-- look for an integrating factor involving x only
      not member?(y, variables(f := d / n)) => expint(f, x)
-- look for an integrating factor involving y only
      not member?(x, variables(f := - d / m)) => expint(f, y)
-- room for more techniques later on (e.g. Prelle-Singer etc...)
      "failed"

-- check whether the equation is of the form
--    dy/dx + p(x)y + q(x)y^N = 0   with N > 1
-- i.e. whether m/n is of the form  p(x) y + q(x) y^N
-- returns [p, q, N] if the equation is in that form
    checkBernoulli(m, n, ky) ==
      r := denom(f := m / n)::F
      (not freeOf?(r, y := ky::F))
          or (d := degree(p := univariate(numer f, ky))) < 2
            or not one? degree(pp := reductum p) or reductum(pp) ~= 0
              or (not freeOf?(a := (leadingCoefficient(pp)::F), y))
                or (not freeOf?(b := (leadingCoefficient(p)::F), y)) => "failed"
      [a / r, b / r, d]

-- solves the equation dy/dx + rec.coef1 y + rec.coefn y^rec.exponent = 0
-- the change of variable v = y^{1-n} transforms the above equation to
--  dv/dx + (1 - n) p v + (1 - n) q = 0
    solveBernoulli(rec, y, x, yx) ==
      n1 := 1 - rec.exponent::Integer
      deq := differentiate(yx, x) + n1 * rec.coef1 * yx + n1 * rec.coefn
      sol := solve(deq, y, x)::SOL          -- can always solve for order 1
-- if v = vp + c v0 is the general solution of the linear equation, then
-- the general first integral for the Bernoulli equation is
-- (y^{1-n} - vp) / v0  =   c   for any constant c
      (yx**n1 - sol.particular) / first(sol.basis)

-- check whether the equation is of the form
--    dy/dx + q0(x) + q1(x)y + q2(x)y^2 = 0
-- i.e. whether m/n is a quadratic polynomial in y.
-- returns the list [q0, q1, q2] if the equation is in that form
    checkRiccati(m, n, ky) ==
      q := denom(f := m / n)::F
      (not freeOf?(q, y := ky::F)) or degree(p := univariate(numer f, ky)) > 2
         or (not freeOf?(a0 := (coefficient(p, 0)::F), y))
           or (not freeOf?(a1 := (coefficient(p, 1)::F), y))
             or (not freeOf?(a2 := (coefficient(p, 2)::F), y)) => "failed"
      [a0 / q, a1 / q, a2 / q]

-- solves the equation dy/dx + l.1 + l.2 y + l.3 y^2 = 0
    solveRiccati(l, y, x, yx) ==
-- get first a particular solution
      (u := partSolRiccati(l, y, x, yx)) case "failed" => "failed"
-- once a particular solution yp is known, the general solution is of the
-- form  y = yp + 1/v  where v satisfies the linear 1st order equation
-- v' - (l.2 + 2 l.3 yp) v = l.3
      deq := differentiate(yx, x) - (l.2 + 2 * l.3 * u::F) * yx - l.3
      gsol := solve(deq, y, x)::SOL         -- can always solve for order 1
-- if v = vp + c v0 is the general solution of the above equation, then
-- the general first integral for the Riccati equation is
--  (1/(y - yp) - vp) / v0  =   c   for any constant c
      (inv(yx - u::F) - gsol.particular) / first(gsol.basis)

-- looks for a particular solution of dy/dx + l.1 + l.2 y + l.3 y^2 = 0
    partSolRiccati(l, y, x, yx) ==
-- we first do the change of variable y = z / l.3, which transforms
-- the equation into  dz/dx + l.1 l.3 + (l.2 - l.3'/l.3) z + z^2 = 0
      q0 := l.1 * (l3 := l.3)
      q1 := l.2 - differentiate(l3, x) / l3
-- the equation dz/dx + q0 + q1 z + z^2 = 0 is transformed by the change
-- of variable z = w'/w into the linear equation w'' + q1 w' + q0 w = 0
      lineq := differentiate(yx, x, 2) + q1 * differentiate(yx, x) + q0 * yx
-- should be made faster by requesting a particular nonzero solution only
      (not((gsol := solve(lineq, y, x)) case SOL))
                              or empty?(bas := (gsol::SOL).basis) => "failed"
      differentiate(first bas, x) / (l3 * first bas)

@
\section{License}
<<license>>=
--Copyright (c) 1991-2002, The Numerical ALgorithms Group Ltd.
--All rights reserved.
--
--Redistribution and use in source and binary forms, with or without
--modification, are permitted provided that the following conditions are
--met:
--
--    - Redistributions of source code must retain the above copyright
--      notice, this list of conditions and the following disclaimer.
--
--    - Redistributions in binary form must reproduce the above copyright
--      notice, this list of conditions and the following disclaimer in
--      the documentation and/or other materials provided with the
--      distribution.
--
--    - Neither the name of The Numerical ALgorithms Group Ltd. nor the
--      names of its contributors may be used to endorse or promote products
--      derived from this software without specific prior written permission.
--
--THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS
--IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
--TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A
--PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER
--OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
--EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
--PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
--PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
--LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
--NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
--SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
@
<<*>>=
<<license>>

-- Compile order for the differential equation solver:
-- oderf.spad  odealg.spad  nlode.spad  nlinsol.spad  riccati.spad  odeef.spad

<<package NODE1 NonLinearFirstOrderODESolver>>
@
\eject
\begin{thebibliography}{99}
\bibitem{1} nothing
\end{thebibliography}
\end{document}