Solving Higher Order Linear Differential Equations having
Elliptic Function Coefficients
Reinhold Burger
Cheriton School of Computer Science
University of Waterloo
Waterloo, Ontario, Canada N2L 3G1
rfburger@uwaterloo.ca
ABSTRACT
We consider the problem of finding closed form solutions of
a linear homogeneous ordinary differential equation having
coefficients which are elliptic functions. In particular, the in-
put coefficients are assumed to be represented as elements of
C(℘, ℘0 ), where C is the complex number field, and ℘(x) and
℘0 (x) are the Weierstrass ℘ function and its first derivative,
respectively. The specific closed form solutions y(x) which
we seek are hyperexponential over C(℘, ℘0 ), i.e., solutions
y(x) such that y 0 (x)/y(x) is in C(℘, ℘0 ). Such solutions cor-
respond to first order right-hand factors of the associated
linear differential operator, and are analogous to hyperex-
ponential solutions over C(x), in the more well-known case
where the coefficients of the ode are in C(x). A previous
paper [4] gave an algorithm for equations of second order.
The algorithm presented here works for equations of arbi-
trary order, and will find all such hyperexponential solutions
that may exist. It relies on determining the structure of such
first order factors to construct an ansatz of a solution, which
can then be completely determined by solving a system of
multivariate polynomial equations.
Keywords: Doubly periodic functions, elliptic functions,
linear differential equations, hyperexponential solutions, Pi-
card’s Theorem
AMS Classification:
1. INTRODUCTION
In this paper we consider linear homogeneous differential
equations of the form
An (x)y (n) (x) + · · · + A1 (x)y 0 (x) + A0 (x)y(x) = 0
where the coefficients Ai (x) are elliptic functions having the
same periods. In operator form, this is L y(x) = 0, where
L := An (x)D(n) (x) + · · · + A1 (x)D0 (x) + A0 (x)
and D is the differentiation operator with respect to the
independent variable x.
Elliptic functions are meromorphic, complex-valued func-
tions having two independent periods, that is, two indepen-
dent constants T, T 0 ∈ C such that
f (x + T ) = f (x) and f (x + T 0 ) = f (x) for all x ∈ C.
Standard examples of elliptic functions include the Weier-
strass ℘ and ℘0 functions, and the Jacobi sn, cn and dn
functions [4]. This paper deals with the Weierstrass form,
but the methods have analogues for the Jacobi form.
The reader is referred to [4] for more details of elliptic func-
tions, in particular of ℘ and sn, and for references to the
classical literature. But we note that a property of ℘ is
that any ellipticfunction f (x) with periods T , T 0 can be
written as an element of C(℘, ℘0 ), where ℘, ℘0 have these
same periods. In fact, f (x) = R1 (℘) + R2 (℘)℘0 , where R1 ,
R2 are in C(℘). (A similar statment holds for sn, sn0 .)
Accordingly, we suppose that the coefficients Ai of the in-
put ode (1) are of this form. The closed form solutions
y(x) which we seek are those which are hyperexponential
in C(℘, ℘0 ). That is, 0
R x y (x)/y(x) ∈ C(℘, ℘0 ), or, equiva-
r(u) du , where r(x) ∈ C(℘, ℘0 ) =


lently, y(x) = exp
R1 (℘) + R2 (℘)℘0 . Such a goal is a natural analogue to fac-
toring over C(x)[D], where solutions hyperexponential over
C(x) are sought. (Another reason for searching for hyperex-
ponential solutions of (1) is provided by Picard’s Theorem,
which states that under certain conditions, at least one such
solution will exist. See [4] for details.)
In the previous paper [4], an efficient algorithm was pre-
sented for the case where L is of second order. However, it
does not appear to have a practical generalization to higher-
(1) order odes. For example, applying it to a third-order ode
would require finding solutions Y in C(℘, ℘0 ) for a related
ode, often with very complicated coefficients, of order seven
or higher. We have found that the process does not termi-
(2) nate within any reasonable time (by which we mean, several
hours of runtime).
On the other hand, although the new method presented here
could be applied to a second-order L, it does not supersede
the method in [4]. The reason is that, as we will see, our new
method involves computing a set of generalized exponents at
each singularity of L, and trying all possible combinations of
these exponents in the search for a possible hyperexponential
solution. If L has many singularities, this can be a lengthy
search. Furthermore, the final step involves solving a system
of nultivariate polynomials, which also has the potential to 4z 3 − g2 z − g3 . The derivatives change according to dxd
=
be very slow. But the method of [4] avoids these problems, 0 d
p d
℘ d℘ = ω(z) dz , and the closed-form solutions then take
as it essentially only searches for solutions of Lsym Y = 0 in the form y(z) = exp
Rz

r(u) du , where r(z) = r1 (z) +
C(℘, ℘0 ). This is similar to finding solutions in C(x), i.e., ra- p
tional functions in x, and thereby avoids this combinatorial r2 (z) ω(z), for some r1 , r2 ∈ C(z). Conversion back to
complexity. As far as we know, [4] is still the most practical C(℘, ℘0 ) is also straightforward, using z = ℘, du = ℘0 dx.
algorithm for the second-order case. However, in this paper we will write x in place of z in the
transformed ode, as we are habituated to working with x
The other approach to this problem that we are aware of, and y. For example, a well-known ode of this class, Lame’s
for L of any order, was given even earlier by Singer [7], [8]. equation for n = 1, is:
(In fact, Singer solves a more general problem, where the y 00 (x) − (2℘(x) + B)y(x) = 0 (4)
coefficients of L are any algebraic functions.
p Our problem,
when transformed to coefficients in C(z, ω(z)), is a spe- where B is an arbitrary constant in C. This becomes, under
this algebraic transformation:
cial case of this.) The method involves constructing L̃, the
LCLM of L and other operators formed from L by cycling g2
6x2 − 2x + B
through all the conjugates of the algebraic functions y 00 (x) + 2
y 0 (x) − y(x) = 0 (5)
p of the 4x3 − g2 x − g3 4x3 − g2 x − g3
coefficients – e.g., in our relatively simple case, ω(z) is
p
replaced by − ω(z) in the coefficients of L. L̃ will be in Thus, our problem becomes: For p an input linear homoge-
C(z)[D], and is factored over this domain, to find (in our neous ode with coefficients in C(x, ω(x)), p
find all solutions
case) a second-order right-hand factor L1 ∈ C(z)[D]. Then y(x) which are hyperexponential over C(x, ω(x)).
L2 = gcrd(L, L1 ) is a first-order right-hand factor of L.
2.3 Factoring in C(x)[D]
This is a powerful technique, and we use some ideas from it Let L ∈ C(x)[D], a differential operator of order n in D,
in our own algorithm. However, in our experience, it is also where D is the differentiation operator w.r.t. x, and seek a
not practical. In particular, the factorization of the LCLM right-hand linear factor D − r ∈ C(x)[D], or, equivalently,
Rx

L̃ can be very slow, sometimes not even terminating within a solution y of Ly = 0 such that y(x) = exp r(u) du ,
several hours. Reluctantly, it appears that Singer’s method, where r(x) ∈ C(x). We describe a standard algorithm for
though theoretically very interesting, also does not appear this problem, as our new method uses similar ideas.
to be a practical alternative, at least in our experience. First, consider the partial fraction decomposition of r(x):
ni
n X m
Our contribution is to have found methods using only on X ai,j X
r= + ci xi (6)
L and related operators of the same order, which in turn i=1 j=1
(x − αi )j i=0
helps to reduce the intermediate expression swell. Indeed,
for third and higher order L, we believe it to be the only Some of the αi will be singularities of the coefficients of
practical general algorithm currently known. L. We will call these points “visible” singularities, as their
existence can at least be suspected from inspection of the
2. PRELIMINARIES coefficients of L. Other values of αi , that are not evident
We complete our brief discussion of elliptic functions, and from L, are theP“hidden poles” of r(x). The polynomial part
m i
the transformation to algebraic form. We then discuss meth- of r(x), i.e., i=0 ci x , is said to belong to the “point at
ods for factoring in C(x)[D], as we will be extending them infinity”. Note that the constants αi , ai,j , ci in (6) may be
to our problem. algebraic over the groundfield of constants appearing in L.
The parts of r(x) due to visible singularities and the point
2.1 Elliptic Functions at infinity can be found via generalized exponents, which
As noted in the Introduction, any elliptic function f (x) may make use of the Newton polygon [5], [6] with modern en-
be represented as an element in C(℘, ℘0 ), or equivalently, hancements [10], [9]. The analysis of parts due to hidden
in R1 (℘) + R2 (℘)℘0 . The other property we need is that ℘ poles dates back to Beke [1], [2], [3].
satisfies the nonlinear ode
(℘0 )2 = 4℘3 − g2 ℘ − g3 =: ω(℘) (3)
(i) At a visible singularity x = α in the finite plane, the
corresponding part of r(x) is
where g2 , g3 are constants determined by the periods T , T 0 , as
+ ··· +
a2
+
a1
and ω(℘) is simply an abbreviation for this cubic polynomial (x − α)s (x − α)2 x−α
in ℘. (In fact, the periods T , T 0 are normally not given in
The generalized exponent is defined to be
the input. Instead, we usually have g2 , g3 , either as given
as a2
constants, or as generic parameters.) From this, it follows eα := + ··· + + a1 (7)
(x − α)s−1 x−α
that all higher derivatives of ℘ are also in C(℘, ℘0 ), e.g.,
℘00 = 6℘2 − 12 g2 , ℘000 = 12℘℘0 . (See [4] for details.) Note the convention, that eα differs from the corresponding
part in r(x) by a factor of x − α, and may be viewed as
2.2 Transformation to Algebraic Form a polynomial in (x − α)−1 . For an operator L of order n,
(Again, this appears in [4], but is included here.) Given there will be, generically, n generalized exponents at the
the ode (1), the coefficients may be assumed to be in the singularity x = α. (This can be computed in Maple, as the
form Ai (x) = ai (℘(x)) + bi (℘(x))℘0 (x), i = 0, . . . , n, where command gen exp in the DEtools package.)
ai , bi ∈ C(℘) by section 2.1. If we take z = ℘ as the new (ii) At the point at infinity, a change in the independent
independent
p variable, then using (3) gives Ai (z) = ai (z) + variable x = 1/t is made, and the behaviour at t = 0 is
bi (z) ω(z), i = 0, . . . , n, where ai , bi ∈ C(z), and ω(z) = studied. As this transforms L into another linear operator
with coefficients in C, the generalized exponents at t = 0, sufficient. But it can save time, by allowing us to reject some
denoted e∞ , can also be calculated using gen exp. To see of the candidate combinations with little extra work.
the connection with the corresponding part in the original
r(x), note that An algorithm, then, is as follows: (a) compute the general-
Z x  ized exponents eα and e∞ , at all visible singularities α and
y(x) = exp (· · · + c0 + c1 u + · · · + cm um ) du infinity. (b) From each singularity, choose one of the gener-
alized exponents, to form one of the nk candidate combina-
is transformed by x = 1/t, dx = −1/t2 dt to tions. (c) For each such combination, check if the right-hand
Z t  side of (8) is a negative integer or zero. If not, reject this
 c0 c1 cm  combination, and try another. But if it is, we now know the
y(t) = exp · · · − 2 − 3 + · · · − m+2 du
u u u number of hidden poles, up to multiplicity. Form an ansatz
Hence the generalized exponent at infinity has the form (may be more than one possible) for y(x), with hidden poles
c0 c1 cm βi and coefficients bi as unknown constants. Substituting
e ∞ = c∗ − − 2 − · · · − m+1 into L leads to a multivariate polynomial system, which can
t t t
be solved, e.g., by Gröbner basis techniques.
allowing c0 , . . . , cm , as well as m, to be recovered. Note
that the constant c∗ in e∞ has no bearing on c0 , . . . , cm . In We should note that this is not Beke’s complete algorithm,
particular, if e∞ is constant (= c∗ ), then c0 = · · · = cm = 0. which was both more elegant and more efficient than what
(However, c∗ does have a significant meaning, and its value we have described. However, it used the fact that the hidden
can be put to good use, as described in (iv) below.) poles would be roots of a polynomial solution to a reduced
operator. Unfortunately, this idea does not extend to our
As with eα above, there will be, generically, n generalized problem. We have instead given the abovep version, as it is
exponents e∞ . Hence at each singularity (including x = ∞), very similar to our proposal for L ∈ C(x, ω(x))[D], and
there will be n candidates for the corresponding part of r(x), may help the reader to follow our presentation more easily.
as we try to combine the local information at singularities
into a globally valid solution. Thus, if there are a total of 3. ALGORITHM FOR C(x,
p
ω(x))[D]
k visible singularities, including the point at infinity, there
For L ∈ C(x)[D], we have seen that the there are two stages:
will be nk candidate combinations to examine at this stage.
finding the generalized exponents at visible singularities and
(iii) Hidden poles of r(x) are points x = β which are not infinity, and locating the hidden poles. These are kept sepa-
singularities of the coefficients of L. Beke analysis showed rate in that algorithm, occurring one after the other. We use
that there were severe restrictions on the form which r(x) a similar approachpto find the right-hand linear factors of an
c
may take at x = β. It could only have the form x−β , for operator in C(x, ω(x))[D]. However, we will find that the
c ∈ {1, 2, . . . , n − 1}, where n is the order of L. two stages are not as cleanly separated for our case.
(iv) Significance of c∗ : We saw above that the ci in (6) have A hyperexponential solution y(x)
no connection with the constant c∗ in e∞ . The constant is Rx
of Ly = 0, if it exists, has
the form y(x) = exp r(u) du , where
actually a combined contribution from the first-order poles
in (6), from both the visible and hidden poles in the finite X ni
n X
ai,j X m
part of the complex plane. We may see this as follows: for a r(x) = + c i xi
term a1 /(x − α) of r(x), make the transformation x = 1/t, i=1 j=1
(x − αi )j i=0
dx = −1/t2 dt, and examine its behaviour near t = 0:  0 0  (9)
ni
n X m0
X bi,j X
i
p
a1 a1 −1 −a1 dt −a1 dt + j
+ di x ω(x)
dx = 1
dt = = (1 + αt + · · · ) i=1 j=1
(x − αi ) i=0
x−α t
− α t2 t(1 − αt) t

Only the first term in the expansion, −a1 /t, will contribute
3.1 Generalized Exponents at Visible Singu-
to e∞ , and it will do so as part of c∗ . (The higher-order larites p
poles of r(x), with constants a2 , a3 , etc., will not contribute Let x = α be a visible singularity of L ∈ C(x, ω(x))[D],
anything to e∞ .) Summing over all these finite singularities, such that ω(α) 6= 0. (The case ω(α) = 0 is discussed in
both visible and hidden, we have: section 3.3.) The corresponding part of r(x) in (9) is
aσ a2 a1
X X
c∗ = (−a1 ) + (−b1 ) + ··· + +
visible hidden (x − α)σ (x − α)2 x−α
 
bτ b2 b1 p
That is, + τ
+ · · · + 2
+ ω(x)
(x − α) (x − α) x−α
X X
(−b1 ) = c∗ + (a1 ) (8)
hidden visible (10)
Now, we know from Beke’s analysis of hidden poles that where σ and τ are some positive integers. By analogy with
the left-hand side of (8) must be a negative integer, or zero. (7), we desire a generalized exponent
(Zero in the case where there are no hidden poles in r(x).) aσ a2
Then (8) provides a simple necessary condition (the Fuch- eα = + ··· + + a1
(x − α)σ−1 x−α
sian condition) that a candidate combination must satisfy   (11)
bτ b2 p
if it is to lead to a solution: Compute the right-hand side of + + · · · + + b1 ω(x)
(x − α)τ −1 x−α
(8); if it is an integer less than or equal to zero, then this
particular combination may lead to a solution y(x) hyper- One approach is to extend the known methods for finding
exponential over C(x). Otherwise, this trial branch can be generalized exponents,
p e.g., using the
pNewton polygon, di-
abandoned, since Beke’s condition for hidden poles cannot rectly to C(x, ω(x))[D], retaining ω(x) throughout the
be satisfied. Of course, this condition is only necessary, not analysis. However, this leads to a set of coupled nonlinear
equations for aσ and bτ . There is a danger that solving such At this point, we do not know which values of e0 and e0 will
a nonlinear system may lead to considerable intermediate yield the correct factor. Trying all 3 × 3 = 9 combinations,
expression swell, which we would like to avoid if possible. we find that the third value of each set leads to the solution:
Instead, we make √ √
p use of existing algorithms by the following e+e − 1 + 3 + 2 6 + (− x1 + 3 − 2 6) 1
device. First, ω(x) may be expanded in a power series a= = x = − + 3,
2 2 x
about x = α, to give a new operator L0 with power series
coefficients, but with solutions the same as L. The gener- and √ √
e−e 4 6 2 6
alized exponents eα ∈ C[(x − α)−1 ] may then be calculated b= p = p = p
using existing methods [10]. This gives 2 ω(x) 2 ω(x) ω(x)
p
ek e1 Using the series expansion of 1/ ω(x) about x = 0 gives
eα = + ··· + + e0
(x − α)k x−α 13 169 2
b=2+ x+ x + ···
6 48
for some k and constants ei . We must now recover ai and
bj of (11), which have become confounded as a result of So b is set to 2, discarding positive powers of x. Finally,
the series expansions. A simple method to do this uses the recalling that generalized exponents differ by a factor of (x−
following observation: α) from r(x), we findpthe corresponding
 component of r(x)
p to be − x12 + x3 + x2 ω(x) , as expected.
Lemma:p Given L ∈ C(x, p ω(x))[D], let L be the operator
with ω(x) replaced with − ω(x) in p the coefficients of L.
For an operator L of order n, at each singularity x = α there
Let y(x) be as y(x) from (9), but with ω(x) replaced with
p will be, generically, n values for eα , and likewise n values for
− ω(x) in r(x). Then Ly = 0 if and only if Ly = 0. eα from L. These yield n2 candidates for the p generalized
The proof is elementary, but too long to give here. But it exponent at x = α in the form a(x) + b(x) ω(x). Hence
is similar to showing that if a polynomial p(x) ∈ C[x] has a if there are k visible singularities of L, there will be n2k
root z = a + ib, then p(x) has z = a − ib as a root. candidates to check, a higher complexity than for C(x)[D],
p where only nk candidates occur. But it still avoids having
Corollary:
p Given L ∈ C(x, ω(x))[D]. Then eα = a(x) + to solve a nonlinear system of equations for a(x) and b(x).
b(x) ω(x) is a generalized exponent of L at x = pα (or the
point at infinity) if and only if eα = a(x) − b(x) ω(x) is a 3.2 Generalized Exponents at Infinity
generalized exponent of L at x = α (or the point at infinity). Here, we examine that part of y(x) having the form:
Z
We can use this to recover a(x) and b(x) from eα and eα . exp (cm xm + · · · + c1 x + c0
For we have a simple linear system: (13)
0
 p  
+ dm0 xm + · · · + d1 x + d0
p p
a + b ω(x) = eα , a − b ω(x) = eα ω(x) dx

Hence eα + eα eα − eα For C(x)[D], we saw that the usual substitution is x = 1t ,

a= , b= p (12) and the behaviour near t = 0 is examined. However, using
2 2 ω(x)
this in (13) yields powers of t1/2 . This is not incorrect, but
Example: Let ω(x) = 4 x3 − 13 x + 6 and integer powers are easier to interpret, and less error-prone.
  p   
1 3 2p
 Accordingly, we instead make the substitution x = T12 , dx =
L = D2 − 1 + ω(x) D− − 2 + + ω(x) −2/T 3 dT , and examine the behaviour near T = 0. We find
x x x
 √  r
4 g2 g2 g3 3
3
−1 + 3 x + 2 x 4 x − 13 x + 6 − 2 − g3 = 2T −3 −
p
ω(x) = T− T − · · · , (14)
=D3 − D2 T6 T 4 4
x2
which has integer powers of T . With this, (13) becomes
4 x6 − 5 x4 + 6
x√3 + 26 x2 − 24 x
 
Z   
3
+ x − 6x + 4 3
4 x − 13 x + 6 2cm 4dm0
− D y(T ) = exp − − ··· − 2m0 +6
− ··· dT . (15)
x3 (4 x3 − 13 x + 6) T 2m+3 T
 256 x12 − 2496 x10 + 1248 x9 + 8080 x8 
Note that the ci appear with odd powers of T , while the
 −8304 x7 − 6372 x6 + 14334 x5 − 8714 x4  dj are with even powers. pThat is, the ci and dj are not
 −60 x3 + 3828 x2 − 2304 x + 432 

 + 160 x9 − 32 x8 − 1024 x7 + 688 x6 + 1906 x5

 confounded together when ω(x) is expanded. Hence, we
 
 −2282 x4 √+ 165 x3 + 864 x2 − 288 x

 do not need L and e∞ in order to find ci and dj .
3
4 x − 13 x + 6
+ However, the dj will be confounded together among them-
2 x4 (4 x3 − 13 x + 6)2 selves, because of the multiplication by the expanded series
p for ω. There are two ways to recover the dj : The first is to
That is, L is a third-order operator in C(x, ω(x))[D], con-
structed so that we know a right-hand factor, solve the system of equations for the dj directly; this turns
  out to be an easy triangular linear system to solve, allowing
1 3 2p us to find, successively, dm0 , dm0 −1 , . . . , d0 . Another ap-
D− − + + ω(x) .
x2 x x proach, which may be simpler, is to first remove all the terms
corresponding to ci xi from
 e∞ ,0 to give a reduced e0∞ . What
L has a singularity
√ at x = 0. Expanding
√ at this point yields m
p
is left corresponds to dm0 x + · · · + d0 ω(x). (There
p 13 169 2


ω(x) = 4 x3 − 13 x + 6 = 6 1 − 12 x − 288 x − ··· .
Using this in L, and the √ gen exp routine in Maple, gives are also some other terms, similar to c∗ in Beke’s algorithm,
e0 ∈ {2, 3, − x1 + 3 + 2 6}. Similarly, for L we find e0 ∈ but So simply divide e0∞ by
√ p we will discuss those later.)
0
{2, 3, − x1 + 3 − 2 6}. ω(x) - that is, multiply e∞ by the series expansion for
 p
1/ ω(T ) at T = 0, and read off the di from the resulting These will give rise to a generalized exponent at infinity:
expansion. This is the approach in our implementation. 4(b1,1 + b1,2 + b1,3 ) 4(α1 b1,1 + α2 b1,2 + α3 b1,3 )
− − .
T3 T
Thus, for the point at infinity, there are only n candidate
exponents, rather than n2 . It is a small savings, but worth Thus, a generalized exponent at infinity Te33 + eT1 , would give
taking advantage of when it appears. Note, however, that only two equations for the three unknowns b1,1 , b1,2 , b1,3 :
this savings is a result of ω(x) being a polynomial of odd b1,1 + b1,2 + b1,3 = e3 , α1 b1,1 + α2 b1,2 + α3 b1,3 = e1 ,
degree (i.e., 3). If ω(x) had even degree, which for the Jacobi which is not enough to determine b1,1 , b1,2 , b1,3 . Another
sn function (where ω(x) has degree four), then the ci and dj way of seeing this result, which uses the form in which a
would be confounded. We would then need L and e∞ , and solution is usually written: collect the terms in (21) over a
combine the two sets of exponents to give n2 candidates. common denominator ω(x) = 4(x − α1 )(x − α2 )(x − α3 ):
p2 x2 + p1 x + p0 p
Z   
exp ω(x) dx , (22)
3.3 Generalized Exponents at Roots of ω(x) ω(x)
If x = α, where ω(α) = 0, is a visible singularity of L, we where p2 , p1 , p0 are constants
may have a component of r(x) of the form (10). R to be determined. Expansion
−p2 /T 4 − p1 /T 2 − · · · dT ,



around T = 0 gives exp
We find the simple change in independent variable from x with corresponding generalized exponent at infinity:
to t = x − α gives fractional powers of t. To avoid this, we p2 p1
− − . (23)
instead transform from x to t, where now t2 := x − α, i.e., T3 T
x = t2 + α, (dx = 2t dt), and expand around t = 0. Then: Thus p2 and p1 might be computable from the generalized
p p 6α exponents. (But p0 would be left for the ansatz.)
ω(t) = 12α2 − g2 · t + p · t3 + · · · (16)
12α2 − g2
(ii) The second issue is more serious: the hidden poles may
and (10) becomes: also give rise to generalized exponents at infinity for the
p same powers of T as in (23), interfering with the values of
2am 2 12α2 − g2 p2 and p1 for the roots of ω(x). To see this, note that the
r(t) = − ··· − bn − · · · . (17)
t2m−1 t2n−2 structure of the solution at such a point has the form
Z ! !
As with the point at infinity, note that the ai appear with e1 f1 p
exp +p ω(x) dx , (24)
odd powers of t, while the bj are with even powers. Hence x−β ω(β)(x − β)
we do not need L and eα in order to separate them. (But
the bj will be be confounded, and again, there are two meth- where e1 , f1 are constants. (We will explain this structure
ods of recovering them. One is to solve a triangular linear further in section 3.4.) The usual transformation x = T12 ,
system. The other is to remove the terms involving ai from expanding functions in power series about T = 0, produces
the generalized exponent, multiply by the series expansion −4f1 /T 3 − 4βf1 /T as the part of e∞ arising from this term.
p This has the same form as (20), giving us interference as
of 1/ ω(x) about x = α, and read off the values of bi . Our we try to determine b1 (or p2 and p1 in (23)). Thus, for
implementation uses this latter approach.) But again, this the moment, we must leave the determination of (23), and
holds only if ω(x) is of odd degree. If ω(x) has even degree instead consider the part of the solution due to hidden poles.
in x, then L and eα are needed as well.
However, this does not give us all of the ai and bj . One 3.4 Structure of Solutions at Hidden Poles
of them, b1 , is not captured by the generalized exponent at Suppose r(x) has a hiddenppole at x = β.
x = α. This is evident from the transformation: Case 1: if β is such that ω(β) 6= 0, then we may write:
Z  Z  p  
b1 p
exp ω(x) dx = exp 2 12α2 −g2 b1 + · · · dt ek fk
x−α
p
r(x) = k
+p ω(x) + · · ·
(18) (x − β) ω(β)(x − β)k
Note that b1 does not appear with any negative power of t, ek fk p 
and hence is not ppart of eα . In effect, the powers of t in = k
+p ω(x) + h.o.t. + · · ·
(x − β) ω(β)(x − β)k
the expansion of ω(t) have raised the degrees of t in the
b1 term to the point where no negative powers occur. So, ek + fk rk
= + ··· = + · · · , rk := ek + fk
instead, one might hope that the powers of t associated with (x − β)k (x − β)k
b1 are high enough to influence the generalized exponent at
infinity. And indeed, with the transformation x = T12 , and (h.o.t. = higher order terms. Also, note that some of the ek
1
p or fk couldpbe zero. E.g., r(x) does not absolutely require a
expanding x−α , ω(x) around T = 0, we find:
Z    Z    term with ω(x).)
b1 p 4b1 4αb1
exp ω(x) dx = exp − 4 − 2 −· · · dT
x−α T T Now, as was the case for C(x) in section 2.3, r(x) must
(19) satisfy a riccati equationp associated with L. (Though now
b1
p
So the part of e∞ arising from this term, x−α
ω(x), is: with coefficients in C(x, ω(x)). And as x = β is not a
pole of these coefficients, the same analysis as used by Beke
4b1 4αb1 applies, giving k = 1 and r1 = e1 + f1 ∈ {1, . . . , n − 1}. In
− − . (20)
T3 T fact, there is one additional possibility: r1 = e1 + f1 = 0.
However, there are still two issues: (For C(x), r1 = 0 is a trivial solution. But here, it may be
(i) First, there are in fact three roots α1 , α2 , α3 of ω(x), nontrivial, since even if r1 = e1 + f1 = 0, e1 and f1 may be
giving rise to three similar-looking terms in the exponential nonzero.) Thus, for an nth order ode, solutions at a hidden
part of the solution: pole x = β have the form
e1 f1
Z    
b1,1 b1,2 b1,3 p
r= +p
p
ω(x) + · · · (25)
exp + + ω(x) dx . (21)
x − α1 x − α2 x − α3 (x − β) ω(β)(x − β)
where (i) visible singularity x = αi of L, such that ω(αi ) 6= 0: The
e1 + f1 ∈ {0, 1, . . . , n − 1} (26) corresponding terms in r are of the form
This gives one relation between e1 and f1 . To find another, ni
 0
ni

X ai,j X bi,j p
consider L; it will have a solution containing the conjugate +  ω(x) (28)
of r in (26). If x = β is also a hidden pole for L, then j=1
(x − αi )j j=1
(x − α i )j

the same analysis applies, giving e1 − f1 ∈ {0, 1, . . . , n − 1}.

(If x = β was not a hidden pole for L, then it would have Changing from x to T , the only contributions to e∞ are:
been already considered when we worked with the union of 4bi,2 + 4bi,1 αi 4bi,1
−2ai,1 − − . (29)
all visible singularities of L and L.) Thus we have a simple T T3
system for e1 and f1 :
(ii) visible singularity x = αi of L, such that ω(αi ) = 0: Ac-
e1 + f1 = p, e1 − f1 = q tually, the terms in r, and the corresponding contributions
to e∞ are of exactly the same form as in (i), as given in (28)
and (29), the case where ω(αi ) 6= 0. The contributions to
where 0 ≤ p, q ≤ n−1, and p, q ∈ Z. It follows that: (i) e1 = e∞ from the three roots αi , i = 1, 2, 3, are:
p+q
2
, hence 0 ≤ e1 ≤ n − 1, and e1 is a nonnegative integer
a1,i b2,i p 4b2,i
multiple of 21 ; (ii) f1 = p−q
2
, hence − n−1
2
≤ f1 ≤ n−1
2
, and x − αi
−→ −2a1,i ,
(x − αi )2
ω(x) −→ −
T
1
f1 is an integer multiple of 2 . 2
p2 x + p1 x + p0 p p1 p2
ω(x) −→ − − 3 (p0 does not appear)
An important property follows from: ω(x) T T

e1 + f1 ≥ 0, e1 − f 1 ≥ 0 (27) (iii) At hidden

p poles x = β: p r(x) has the form a1,β /(x −
β) + b1,β /( ω(β)(x − β)) · ω(x), with certain restrictions
Hence, if e1 = 0, then f1 ≥ 0 and −f1 ≥ 0. But this implies on a1,β , b1,β , as discussed earlier. (We have switched from
that f1 = 0, so in fact there would be no hidden pole at e1 , f1 to a1,β , b1,β , as the notation ei has other uses in
x = β. Thus, if f1 6= 0, then e1 6= 0. That is, any hidden this section.) Accordingly, these make the same types of
contributions to e∞ as other finite poles. For each hidden
pole x = β must have e1 6= 0, though f1 = 0 is a possibility. pole x = β, the contribution to e∞ is:
More generally, from (27), it follows that −e1 ≤ f1 ≤ e1 . 4b1,β β 4b1,β
−2a1,β − p −p (30)
Combining all these facts, the possible values of (e1 , f1 ) for ω(β) T ω(β) T 3
some orders of L are:
At this stage, the values of a1,β , b1,β , and β are are unknown.
n = 2: ( 21 , − 12 ), ( 12 , 12 ), (1,0)
But note that since a1,β must be a positive multiple of 21 ,
n = 3: ( 21 , − 12 ), ( 12 , 21 ), (1,−1), (1,0), (1,1), ( 32 , − 21 ), ( 32 , 12 ), P
(2,0) β (−2a1,β ) must be a negative integer (or 0, if there are

n = 4: ( 12 , − 12 ), ( 12 , 21 ), (1,−1), (1,0), (1,1), ( 23 , − 12 ), ( 32 , 12 ), ( 23 , no hidden poles). This will give us a “Fuchsian” condition,
− 32 ), ( 32 , 32 ), (2,−1), (2,0), (2,1), ( 52 , − 12 ), ( 52 , 12 ), (3,0) similar to that in Beke’s algorithm.
In general, for L of order n, there n2 − 1 possible values for Our procedure to construct an ansatz is therefore as follows:
the pair (e1 , f1 ). ((0,0) is excluded as being trivial.) We suppose that sets of generalized exponents have been
calculated at all visible singularities of L (which may in-
Case 2: The above analysis assumed x = β is not a root of clude roots of ω(x)), as well as at the point of infinity. A
ω(x).
p If ω(β) = 0, we have r = ek /(x − β)k + fk /(x − β)k · candidate generalized exponent is chosen using these sets;
ω(x) + · · · , where k is some positive integer. But since we wish to determine if it will lead to a hyperexponential
p
x − β is a factor of ω(x), we have ω(x) = (x − β)1/2 g(x) solution. Begin with the generalized exponent at infinity,
where g(β) 6= 0. Hence e1 e2 es
e∞ = e0 + + 2 + ··· + s (31)
T T T
ek fk
r= + g(x) + · · · Step 1: Remove all contributions to e∞ resulting from the
(x − β)k (x − β)k−(1/2) finite singularities of the coefficients. Thus, compute: 

X 4b2 + 4b1 α 4b1
But as k ∈ Z, we cannot have k − 12 = 1, as needed in Beke’s ẽ∞ = e∞ − −2a1 − − 3
T T
analysis of hidden poles. Thus, if fk 6= 0, then x = β is not α, s.t. ω(α)6=0

a hidden pole. It would have appeared in the singularities

 
X 4b2
− −2a1 −
of the coefficients, and been analyzed already. On the other T
α, s.t. ω(α)=0
hand, if fk = 0, it is possible that ek 6= 0, and that x = β is a
hidden pole. But then we simply have r = ek /(x − β)k + · · · , Step 2: Remove P 0contributions
p to e∞ resulting from
and this can be handled by the previous analysis in Case 1. Pm
c x i
+ m
d xi
ω(x), and compute the ci , di .
i=0 i i=0 i

To do this, note that in section 3.2, it was shown how to

3.5 Number of Hidden Poles via Generalized compute the ci , dj from (31). We can then compute the
generalized exponent, due only to these ci , dj , as in (15).
Exponents and Formation of Final Ansatz (In general, this will not be the same as (31), because of
To complete our ansatz for r(x), we will need a bound on the finite singularities.) Subtract this from from ẽ∞ , to give
the number of hidden poles (up to multiplicity). We do e0 ∞ . Note that e0 ∞ has at most three non-zero terms, as:
this in the same way as was described for Beke: Find the e0 1 e0 3
contribution of each singularity, whether visible, hidden, or e0 ∞ = e0 0 + + 3
T T
the point at infinity, to e∞ , via the transformation x = 1/T 2 ,
dx = −2/T 3 dT . The contribution from the point at infinity These terms are due to hidden poles, and the term
p2 x2 +p1 x+p0
p
was discussed in section 3.2. For the other points, we have: ω(x)
ω(x), all of which involve constants which are
 3(−12x2 + g2 )
unknown at this point. (If there are other non-zero terms in L =Dx3 + D2
2(−4x3 + g2 x + g3 ) x
e0 ∞ , this will not be a hyperexponential solution.) p (34)
3(−2x + α) β 4x3 − g2 x − g3
Step 3. Determine (a bound on) the number of hidden + Dx +
−4x3 + g2 x + g3 (−4x3 + g2 x + g3 )2
poles, and the structure of the solution at hidden poles:
(i) If e0 0 is not a negative integer, or 0, then a hyperexpo- The visible singularities of L, and of L, are the roots of
nential solution is not possible. Try another combination of ω(x) = 4x3 − g2 x − g3 , along with the point at infinity.
the generalized exponents, if any remain.
(ii) If e0 0 = 0, there are no hidden poles, and go to Step 4. At the roots αi of ω(x), the generalized exponents of L are
(iii) Otherwise, the number of hidden poles, up to multiplic- eαi ∈ {0, RootOf(z 2 − 3z + 5}. This turns out to be the
ity, is −e0 0 . For example, if e0 0 = −2, then there is either: same set of values for eαi of L. The choice
p which leads
p to a
(a) one hidden pole β1 , with a1,1 = 1. In this case, we must solution is eαi = eαi = 0, giving a + b ω(x) = 0 + 0 ω(x)
have b1,1 = 0, by the relations of section 3.4; or, (b) two for much of the term in r(x) corresponding to these points.
distinct hidden poles β1 , β2 , each with a1,i = 21 , i = 1, 2. Note however, that since this singularity is ap root of ω(x),
Each corresponding b1,i is either 12 or − 21 . (Of course, at r(x) may have a term of the form b1,i /(x − αi ) ω(x). Com-
this stage, the values of β1 and β2 are still unknown.) bining these terms for the three roots into a single
p term, r(x)
Step 4. Express the constants p1 , p2 in may have a term of the form (p2 x2 + p1 x + p0 ) ω(x)/ω(x).
p2 x2 +p1 x+p0
p
ω(x)
ω(x), in terms of other quantities: For each For the point at infinity, for L we find e∞ ∈ {−1, 0, 4}, and
possible hidden pole struture from Step 3., compute: for L, e∞ ∈ {−1, 0, 4}. As these are all constants, p it follows
X 4b1,β β X 4b1,β thatpc0 +c1 x+· · ·+cm xm +(d0 + d1 x + · · · + dn xn ) ω(x) =
p1 = −e0 1 − p , p2 = −e0 3 − p
β
ω(β) β
ω(β) 0+0 ω(x), so is not needed in the solution. (This may seem
odd, but some of these classical examples have solutions that
coefficients. (If there were no hidden poles from Step 3., are simple, from the viewpoint of this algorithm.)
then p1 = −e0 1 , p2 = −e0 3 .) (The β are unknown at this
stage.) Applying the procedure in section 3.5 to e∞ , it will turn
out that e∞ = −1 leads
p to a solution. First, with the parts
Step 5. We have exhausted all the information that can be of r(x) being 0 + 0 ω(x) at the visible singularities and
obtained from the generalized exponents. But we do have infinity, we immediately arrive at the end step 2 with
enough to form an ansatz of the solution. The unknown e0 1 e0 3 0 0
constants will be the hidden poles βi , and p0 . However, e0 ∞ = e0 0 + + 3 = −1 + + 3.
there is still a problem. We will want to develop a system of T T T T
(multivariate) polynomial equations for the unknowns.
p But From step 3, there is only one hidden pole δ, with a1 = 12 in
the βi will sometimes appear in an expression ω(βi ), which (30). (We use δ for the pole, as Forsyth has already taken
has a radical. Accordingly, we introduce p new variables γi , β as a parameter in the coefficients of L.) From section 3.4,
p γi := ω(βi ). That is,
(one for each hidden pole βi ), where b1 is either 12 or − 21 . It turns out that b1 = 12 leads to a
we replace every occurrence of ω(βi ) in the ansatz with solution. Thus the hidden pole part of r(x) has the form
γi , and add the following auxiliary equations to our system:
1 1 1 1 p
γi2 − ω(βi ) = 0 i.e., γi2 − 4βi3 + g2 βi + g3 = 0 (32) + p ω(x).
2 (x − δ) 2 ω(δ) (x − δ)
Thus, for k hidden poles, the ansatz for r(x) has 2k + 1 From step 4, we have:
unknowns: βi , γi (for i = 1, . . . , k), and p0 .
X 4b1 δ 41δ 2δ
Step 6. Substitute the ansatz for r(x) into the associated p1 = −e0 1 − p =0− p2 =−
ω(δ) ω(δ) γ
riccati equation
p for L. Simplify, rationalizing denominators
δ

to remove ω(x) from the denominators, and put every- X 4b1 41 2

thing over a common denominator. Equating the numerator p2 = −e0 3 − p =0− p 2 =−
δ
ω(δ) ω(δ) γ
to zero gives an equation of the form:
0
p
where we define γ := ω(δ), so γ and δ are related by
p
kd xd + · · · + k1 x + k0 + (ld0 xd + · · · + l1 x + l0 ) ω(x) = 0
γ 2 − 4δ 3 + g2 δ + g3 = 0 (35)
where the coefficients kj , lj are multivariate polynomials in
the unknowns βi , γi , and p0 . Set all these coefficients to Thus, an ansatz is r(x) =
zero, along with the auxiliary equations (32), and find all 1 1 p p 2 x2 + p 1 x + p 0 p
solutions of this system of nonlinear + p ω(x) + ω(x)
R equations. If any are 2(x − δ) 2 ω(δ)(x − δ) ω(x)
found, we have a solution y = exp rdu of Ly = 0. Then
try another combination of the generalized exponents, and 1 1 p − γ2 x2 − 2δ
γ
x + p0 p
= + ω(x) + ω(x)
repeat until are possibilities have been tried. 2(x − δ) 2γ(x − δ) ω(x)
4x2 + 4δx + a0 p
 
1 1 1
4. EXAMPLE =
2(x − δ)
+
2γ x − δ
−
ω(x)
ω(x)
Forsyth [5] considers the following third-order linear homo- (36)
geneous with elliptic function coefficients:
d3 w dw where we have set a0 := −2γp0 , just to make the formula
− 3 (2℘(z) + α) + βw = 0 (33) (36) look a little nicer. The unknowns are a0 , δ, and γ.
dz 3 dz
Substitute the expression (36) for r(x) into the associated
where α, β are generic constants in C. Transforming to riccatipequation for L, and set coefficients of powers of x,
algebraic form: and x ω(x), to zero. In addition, include the equation (35)
in this multivariate polynomial system in the unknowns .
The solution is (via Maple):
16αδ 2 − 12δα2 + 4g2 δ − 4g2 α + 4α3 − 4g3 − β 2
a0 = −
4(2δ − α)
δ = RootOf 64β 2 z 3 + −16g22 + 96g2 α2 − 144α4 z 2


+ −8β 2 g2 − 32g2 g3 + 96α2 g3 + 96α5 − 24β 2 α2 − 32g2 α3


−β 4 − 16g32 − 32α3 g3 − 8β 2 g3 − 16α6 + 6β 2 α3


Note that δ is a root of a cubic polynomial (with indeter-
minate z). For generic α and β, this cubic will have three
distinct roots. Thus we have found a complete
p basis of three
solutions, all hyperexponential over C(x, ω(x)).
Converting back to elliptic function form (where z is the
original independent variable in (33), we have, with x =
℘(z), dx = d℘ = ℘0 (z) dz:
Z ℘  values of (e1 , f1 ) that are independent of those of the others,
y(z) = y(℘(z)) = exp r(x) dx
Z ℘ 
1 What we observe, however, is that most odes which arise in
= exp
2(x − δ)
4x2 + 4δx + a0 p
   
1 1
+ − ω(x) dx
2γ x − δ ω(x)
Z ℘ 
1 and yet escape detection in the coefficients of L. For such
= exp
2(℘(u) − δ)
4℘(u)2 + 4δ℘(u) + a0
 
1 1
+ −
2γ ℘(u) − δ ω(℘(u))
p  
ω(℘(u)) d℘
(37)
5. IMPLEMENTATION AND PERFORMANCE
The algorithm has been implemented in Maple. But as
noted in the introduction, it is difficult to compare it with
other methods. In our experience, Singer’s method, and
the extension of our earlier second-order method to higher
orders, often fail to terminate, even after several hours of
runtime on a computer. Our method at least reaches the
solution, though it may take many minutes as it works its
way through various combinations of generalized exponents.
We suspect that the reason for this is that the other methods
involve either a symmetric power of L, or an LCLM of L
and L. When L is of second order, these new operators are
only of order three or four, with coefficients not that much
more complicated than those of the input L. But when L is
even third order, these powers and products can sometimes
be of much higher order than L, depending on the relations
between L and L. (E.g., for 3rd order L, the third symmetric
power can be of order 7 or higher.) Their coefficients are
also observed to be much more complicated than those of
the input L. The slowness of computation with these large
operators is therefore not surprising.
Our algorithm, on the other hand, always works only with
the input L, or with L—and on average, one would expect
L to be neither more nor less difficult to work with than L
itself. In short, it avoids much of the intermediate expres-
sion swell of the higher order operators used by the other
methods.
Of course, if there are many singularities in the coefficients
of L, the method can be slow as it runs through the various
combinations of generalized exponents. But similar concerns
can be raised for the Beke-based algorithm for factoring over
C(x). For that algorithm, an n-th order operator with k sin-
gularities will, generically, need to search through nk com-
binations of exponents. For our problem and algorithm, the
search can be over n2k combinations. Our problem does,
of course, require more work; but both require a number of
trials that can be exponential in the number of singularities.
A more serious concern is the number of hidden poles. As we
have seen, a solution with m hidden poles will require solving
a multivariate polynomial system with 2m + 1 variables: m
variables βi , m variables γi , and p0 . Particularly for large m,
there is a question of whether the polynomial system can be
processed without excessive runtime and space usage. This
is really the potential weak point of the algorithm, as far as
practical performance is concerned. As well, the presence
of many hidden poles will increase the number of ansatz
formulas that must be tried, since each hidden pole may have
thus increasing the combinatorial search even further.
practice have only a few visible singularities, perhaps two
or three at most, along with the point at infinity. Multiple
hidden poles are not so common either, as they require a
rather special structure in order to be present in a solution,
odes, our algorithm has so far performed well, and
p we believe
it to be a practical algorithm for most L in C(x, ω(x)) that
are met with in practice.
6. ACKNOWLEDGEMENT
We would like to express our thanks to Antoine Plét, of
the École Normale Supérieure de Lyon, who worked on an
implementation of the algorithm during an internship at the
Symbolic Computation Group, University of Waterloo.
7. REFERENCES
[1] E. Beke. Die irreduzibilität der homogenen linearen
differentialgleichungen. Math. Ann., 45:278–294, 1894.
[2] M. Bronstein. Linear ordinary differential equations:
breaking through the order 2 barrier. In Proceedings of
ISSAC 1992, pages 42–48, 1992.
[3] M. Bronstein. On solutions of linear differential
equations in their coefficient field. Journal of Symbolic
Computation, 13:413–439, 1992.
[4] R. Burger, G. Labahn, and M. van Hoeij. Closed form
solutions of linear odes having elliptic function
coefficients. In Proceedings of ISSAC 2004, pages
58–64, 2004.
[5] A.R. Forsyth. Theory of Differential Equations, vol. 4.
Dover, 1959 reprint, orig. 1902.
[6] E.L. Ince. Ordinary Differential Equations. Dover,
1956.
[7] M.F. Singer. Liouvillian solutions of n-th order
homogeneous linear differential equations. American
Journal of Mathematics, 103:661–682, 1981.
[8] M.F. Singer. Liouvillian solutions of linear differential
equations with liouvillian coefficients. Journal of
Symbolic Computation, 11:251–273, 1991.
[9] M. van Hoeij. Factorization of differential operators
with rational function coefficients. Journal of Symbolic
Computation, 24:537–561, 1997.
[10] M. van Hoeij. Formal solutions and factorization of
differential operators with power series coefficients.
Journal of Symbolic Computation, 24:1–30, 1997.