Integrals of multinomial systems of ordinary differential equations (Q1094568)

This paper gives a method for finding algebraic integrals of a system S of ordinary differential equations which can be written as a linear combination of monomials with constant coefficients. Let \(Y^ H=\bar H^ n_ 1y^{h_ i}\) \((h_ i\) real or complex), and let S be given by \(y^ t=y\sum^{n}_{1}C_ jY^{H_ j}\), \(y=(y_ 1,...,y_ n)^ t\), \(H_ j=(h_{j1},...,h_{jn})\), \(C_ j=(c_{1j},...,c_{nj})^ t\). The derivative of a monomial \(Y^ B\) is given by (1) \((Y^ B)'=Y^ B\sum^{n}_{1}(B,C_ j)Y^{H_ j},(B,C_ j)=\sum^{n}_{1}b_ ig_{ij}.\) We look for integrals of the form \(I=\sum^{q}_{1}e_ iY^{B_ i}\). If \(q=1\), formula (1) shows that \(Y^{B_ 1}\) is an integral of S iff \((B_ 1,C_ j)=0\), \(j=1,...,r\). Thus S has n-s monomial integrals iff rank of \(C=s\). For \(q>1\) we form \(p\times q\) arrays \({\mathcal A}=(A_{ij})\), \(A_{ij}\in {\mathcal H}U\emptyset\), where \({\mathcal H}=\{H_ 1,...,H_ r\}\). Let \({\mathcal K}_ j=\{A_{ij}\}\), \(i=1,...,p\), then \(H_ a\) belongs to \({\mathcal K}_ j\) iff \((B_ j,C_ a)\neq 0\). Also, if \(A_{ij}=H_ a\), \(A_{ik}=H_ b\) then \(B_ j+H_ a=B_ k+H_ b\), we denote \(B_ k-B_ j=H_ j- H_ k\) by \(L_{jk}\). We use the \(L_{jk}\) to form the matrix M(\({\mathcal A})=(m_{ij})\), \(m_{ij}=0\) if \(A_{ij}=\emptyset\), \(m_{ij}=(B_ j,C_ a)\) if \(A_{ij}=H_ a\) and \((B_ j,C_ a)=(L_{gj},C_ a)\) if \(H_ a\not\in {\mathcal K}_ g\). If \({\mathcal A}\) and M(\({\mathcal A})\) satisfy ten conditions (e.g. each row of \({\mathcal A}\) contains at least 2 elements of \({\mathcal H}\), \((L_{ij},C_ a)=0\) if \(H_ a\not\in {\mathcal K}_ i\cup {\mathcal K}_ j\), rank of M(\({\mathcal A})\leq q-1\), etc.) then an integral of S is obtained by solving for \(B_ 1\) the system of linear equations: \((B_ 1,C_ a)=m_{i1}\) if \(H_ a=A_{i1}\) and \((B_ 1,C_ a)=0\) if \(H_ a\not\in {\mathcal K}_ 1\), \((a=1,...,r)\) and \(B_ j=B_ 1+L_{1j}\), \((j=2,...,q)\). We solve the system: \(\sum^{q}_{1}m_{ij}e_ j=0\), \((i=1,...,p)\), for \(e_ j\). Let us apply the method to the case where \(n=r=3:\) \(y_ 1'=y^ 2_ 1y_ 2+2y^ 2_ 1y_ 3-2y_ 1^{-2}y_ 2y_ 3,\) \(y_ 2'=\sqrt{5}y_ 1y^ 2_ 2+4y_ 1y_ 2y_ 3-6y_ 1^{-3}y^ 2_ 2y_ 3,\) \(y_ 3'=2y_ 1y_ 2y_ 3+6y_ 1y^ 2_ 3-6y_ 1^{-3}y_ 2y^ 2_ 3.\) We rewrite this: \(y'=y(C_ 1Y^{H_ 1}+C_ 2Y^{H_ 2}+C_ 3Y^{H_ 3})\) where \(H_ 1=(1,1,0)\), \(H_ 2=(1,0,1)\), \(H_ 3=(- 3,1,1)\), \(C_ 1=(1,\sqrt{5},2)^ t\), \(C_ 2(2,4,6)^ t\), \(C_ 3=(- 2,-6,-6)^ t\). There are 3 possible \(1\times 2\) and one \(2\times 2\) arrays. The array \({\mathcal A}=(H_ 1H_ 2)\), M(\({\mathcal A})=(L_{21},C_ 1)\) \((L_{12},C_ 2))=(2-\sqrt{5}-2)\) satisfies all the conditions. Solving, \((B_ 1,C_ 1)=2-\sqrt{5}\), \((B_ 1,C_ 2)=0\), \((B_ 1,C_ 3)=0\), yields \(B_ 1=(6-3\sqrt{5},0,\sqrt{5}-2)\), \(B_ 2=B_ 1+L_{12}=(6-3\sqrt{5},1,\sqrt{5}-3)\), \(e_ 1=2\), \(e_ 2=2-\sqrt{5}\). Thus, \[ I_ 1=e_ 1Y^{B_ 1}+e_ 2Y^{B_ 2}=2y_ 1^{6- 3\sqrt{5}}y_ 3^{\sqrt{5}-2}+(2-\sqrt{5})y_ 1^{6-3\sqrt{5}}y_ 2y_ 3^{\sqrt{5}-3}. \] Since \(H_ 1,H_ 2,H_ 3\) are linearly independent, there are only four \(2\times 3\) and one \(3\times 3\) possible arrays and of these the only arrays which satisfy all the conditions are: \[ {\mathcal A}_ 2=\left( \begin{matrix} H_ 1H_ 2\emptyset \\ \emptyset H_ 1H_ 2\end{matrix} \right)\quad M({\mathcal A}_ 2)=\left( \begin{matrix} 2- \sqrt{5},-2,0\\ 0,2-\sqrt{5},-2\end{matrix} \right),\quad {\mathcal A}_ 3=\left( \begin{matrix} H_ 2H_ 2\emptyset \\ \emptyset H_ 1H_ 3\end{matrix} \right)\quad M({\mathcal A}_ 3)=\left( \begin{matrix} -\sqrt{5},- 2,0'\\ 0,-2,-2\end{matrix} \right). \] The integral corresponding to \({\mathcal A}_ 2\) is \(I_ 2=I^ 2_ 1\), while the integral corresponding to \({\mathcal A}_ 3\) is: \(I_ 3=e_ 1Y^{B_ 1}+e_ 2Y^{B_ 2}+e_ 3Y^{B_ 3}=2y_ 1^{-3\sqrt{5}}y_ 3^{\sqrt{5}}-\sqrt{5}y_ 1^{-3\sqrt{5}}y_ 2y_ 3^{\sqrt{5}-1}+\sqrt{5}y_ 1^{4- 3\sqrt{5}}y_ 2y_ 3^{\sqrt{5}-2}\).