On the Euler-Imshenetskii-Darboux transformation of linear second-order equations

Abstract

It is shown how the linear Euler-Imshenetskii-Darboux (EID) differential transformation can be used for generating infinite sequences of linear second-order ordinary differential equations starting from certain standard equations. In so doing, the method of factorization of differential operators and operator identities obtained by means of this method are used. Generalizations of some well-known integrable cases of the Schrodinger equation are found. An example of an integrable equation with the Liouville coefficients, which apparently cannot be solved by the well-known Kovacic and Singer algorithms and their modifications, is constructed. An algorithm for solving the constructed class of equations has been created and implemented in the computer algebra system REDUCE. The corresponding procedure GENERATE is a supplement to the ODESOLVE procedure available in REDUCE. Solutions of some equations by means of the GENERATE procedure in REDUCE 3.8, as well as those obtained by means of DSOLVE in Maple 10, are presented. Although the algorithm based on the Euler-Imshenetskii-Darboux transformation is not an alternative to the existing algorithms for solving linear second-order ordinary differential equations, it is rather efficient within the limits of its applicability.