File r37/packages/odesolve/odesolve.txt artifact 2d92e1beb2 part of check-in b5833487d7


ODESOLVE
--------

Brief description
-----------------

The ODESOLVE package is a solver for ordinary differential equations.

At the present time it has very limited capabilities,
(a) it can handle only a single scalar equation presented as an
algebraic expression or equation, and 
(b) it can solve only first-order equations of simple types,
linear equations with constant coefficients and Euler equations.
These solvable types are exactly those for
which Lie symmetry techniques give no useful information.

Main Author: Malcolm A.H. MacCallum, Queen Mary and Westfield College, London
Other contributors: Francis Wright, Alan Barnes

The only top-level function the user should normally invoke is:

ODESOLVE(EXPRN:expression or equation, VAR1:variable, VAR2:variable);
   Returns a list containing an equation (like solve)
 EXPRN is a single scalar expression such that EXPRN = 0 is the
    ordinary differential equation (ODE for short) to be solved,
    or is an equivalent equation
 VAR1 is the name of the dependent variable.
 VAR2 is the name of the independent variable
(For simplicity these will be called y and x in the sequel)
The returned value is a list containing the equation giving the
general solution of the ODE (for simultaneous equations this will be a
list of equations eventually). It will contain occurrences of the
operator ARBCONST for the arbitrary constants in the general solution.
The arguments of ARBCONST should be new, as with ARBINT etc in solve.
A counter !!ARBCONST is used to arrange this (similar to the way
ARBINT is implemented)

Some other top-level functions may be of use elsewhere, especially
SORTOUTODE(EXPRN:algebraic, Y:var, X:var): expression
 which finds the order and degree of the EXPRN as a differential
equation for y with respect to x and sets the linearity and highest
derivative occurring in reserved variables odeorder, odedegree,
odelinearity and highestderiv. An expression equivalent to the ODE is
returned, or zero if EXPRN (equated to 0) is not an ODE in the
given vars.

Tracing
-------

Some rudimentary tracing is provided and is activated by the switch TRODE
(analogous to TRFAC and TRINT)

Comments
--------

The intention in the long run is to develop a rather general and
powerful ordinary differential equation solver incorporating the
methods detailed below.  At present the program has not been optimized
for efficiency and much work remains to be done to convert algebraic
mode procedures to more efficient symbolic mode replacements.

No attempt is made to extend the REDUCE integrator, although this is
in some sense a problem of ODEs.  Thus the equation dy/dx = g(x) will
be solved if and only if int(g(x), x) succeeds.

The available and planned coverage is as follows:

First-order equations: (first degree unless otherwise stated)
        Quadrature of df/dx = g(x);
        Linear equations
        Separable equations
        (Algebraically) homogeneous equations
        Equations reducible to the previous case by linear transformations
        Exact equations
        Bernoulli equations
* The above are already implemented. Further 1st order cases are not
        Riccati equations using Schmidt's methods and other special cases
        Hypotheses on the integrating factor following Char (SYMSAC 81)
         or Shtokhamer, Glinos and Caviness
        Higher degree cases

Linear equations of higher order
        Constant coefficients case for driving terms solvable by
         variation of parameters using the integrator
         (Choice of method is discussed in the source of module lccode)
* The above is already implemented. Further higher order methods are not
                : more complex driving terms via Laplace transforms (?)
        Variable coefficients: Watanabe (EUROSAM 84) methods
                including Kovacic's algorithm as extended by Singer
        Factorization of operators as in Schwarz's ISSAC-89 paper or
         Berkovich's 1990 book
        Other methods based on Galois theory (see Ulmer's preprints
         from Karlsruhe, 1989, 1990 and Singer's 1989 review) or
         other ways of hunting Liouvillian solutions (see Singer's
         review in J. Symb. Comp., 1990).

Non-linear equations of order 2 and higher
        Lie algebra of point symmetries
         e.g. using Wolf's CRACK now available in Reduce
        Other special ansatze (see Wolf. op. cit), in particular
         contact transformations for 2nd order cases

Possibly (?) exploitation of Cartan's methods for equivalence of
        differential equations


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