The Riccati Equation Method With Variable Expansion Coefficients. I. Solving The Burgers Equation

The Riccati equation method
with variable expansion coefficients.

I. Solving the Burgers equation

Solomon M. Antoniou

SKEMSYS
Scientific Knowledge Engineering
and Management Systems

37 oliatsou Street, Corinthos 20100, Greece
solomon_antoniou@yahoo.com

2

Abstract

We introduce the Riccati equation method with variable expansion coefficients.
This method is used to find travelling wave solutions to the Burgers equation
0 u a u u u
xx x t
= + . The important new feature of the method lies in the fact that
the ( dependent) coefficients A and B of the Riccati equation
2
BY A Y + =
satisfy their own nonlinear ODEs, which can be further solved by one of the
known methods, like Jacobi's elliptic equation method, the ) G / G ( expansion
method, the projective Riccati equation method, and numerous other methods, like
the reduction to Ermakov's equation. We also introduce the ) G / G ( expansion
method with variable expansion coefficients. The second method presupposes
Riccati's equation method with variable expansion coefficients. The solutions
obtained by the ) G / G ( expansion method are expressed in terms of
hypergeometric function even in the simplest case. More complicated cases might
require hypercomputing facilities with symbolic capabilities. Both methods are
new, computationally demanding, the use of which reveals a rich number of
solutions not known previously.

Keywords: Riccati method, nonlinear evolution equations, traveling wave
solutions, Burgers equation, exact solutions.

3

1. Introduction.
Nonlinear partial differential equations arise in a number of areas of Mathematics
and Physics in an attempt to model physical processes, like Chemical Kinetics
(Gray and Scott [98]), Fluid Mechanics (Whitham [204]), or biological processes
like Population Dynamics (Murray [154]). In the recent past, there is a number of
new methods which have been invented in solving these equations. Among the
new methods are
(1) the inverse scattering transform method (Ablowitz, Kaup, Newell and
Segur [17], Ablowitz and Clarkson [18], Ablowitz and Segur [19], Drazin
and Johnson [50], Gardner et. al. [90]-[92], Gelfand and Levitan [93], Kay
and Moses [121], Lax [132], Marchenko [147], Miura [149]-[152],
Novikov, Manakov, Pitaevskii and Zakharov [158], Ramm [170], Wadati
[187], Wadati, Sanuki and Konno [188] )
(2) Hirotas bilinear method (Hirota [111] and [112], Hientarinen [110],
Hereman and Zhuang [109] )
(3) the Algebro-Geometric approach (Belokolos, Bobenko, Enolskii, Its and
Matveev [32] and references)
(4) the Bcklund transformation method (Miura [149], Rogers and Shadwick
[172])
(5) the tanh-coth method (Malfliet [142], Malfliet and Hereman [144] and
[145], Bekir and Cevikel [31], Wazwaz [199], Fan [72], Abdel-All, Razek
and Seddeek [3])
(6) the sn-cn method (Baldwin et al [27])
(7) the F-expansion method (Wang and Li [192], Abdou [6] and [7])
(8) the Jacobi elliptic function method (Abbott, Parkes and Duffy [2], Chen
and Wang [44], Fan and Zhang [82], Liu and Li [135] and [136], Liu, Fu,
Liu and Zhao [137] and [138], Lu and Shi [141], Xiang [206], Yan [209]
and [210],Yang [214])
4
(9) the Riccati equation method (Yan and Zhang [213])
(10) the Weierstrass elliptic function method (Kudryashov [124])
(11) the Exp-function method (He and Wu [104], Naher, Abdullah and Akbar
[155] and [156], Mohyuddin, Noor and Noor [153], Yildirim and Pinar [218],
Aslan [26], Bekir and Boz [30])
(11) the G / G expansion method (Abazari and Abazari [1], Borhanibar and
Moghanlu [37], Borhanibar and Abazari [38], Elagan, Sayed and Hamed
[52], Feng, Li and Wan [84], Jabbari, Kheiri and Bekir [118], Naher,
Abdullah and Akbar [157], Ozis and Aslan [163], Wang, Li and Zhang
[194], Zayed [220], Zayed and Gepreel [222] )
(12) the homogeneous balance method (Fan [71], Wang, Zhou and Li [191],
Yan and Zhang [213])
(13) the direct algebraic method (Soliman and Abdou [180])
(14) the basic equation method (Kudryashov [125] ) and its variants, like the
simplest equation method (Vitanov [184]-[186], Yefimova [217])
(15) the Cole-Hopf transformation method (Cole [48], Hopf [115], Salas and
Gomez [174])
(16) the Adomian decomposition method (Adomian [21] and [22], Abdou [4],
Cherruault [46], Cherruault and Adomian [47], El-Wakil, Abdou and
Elhanbaly [58], El-Wakil and Abdou [59], Rach, Baghdasarian and Adomian
[169], Wazwaz [196] and [197])
(17) the Painleve truncated method (Weiss, Tabor and Carnevale [202] and
[203], Zhang, Wu and Lou [223], Estevez and Gordoa [69] and [70])
(18) the homotopy perturbation method (Taghizadeh, Akbari and
Ghelichzadeh [183], Yahya et al [207], Liao [134])
(19) the reduced differential transformation method (Keskin and Oturanc
[122], Arora, Siddiqui and Singh [25])
(20) the Lie symmetry method (Lie point symmetries, potential symmetries,
nonclassical symmetries, the direct method) (Bluman and Kumei [33],
5
Bluman and Anco [34], Bluman and Cole [35], Bluman, Cheviakov and
Anco [36], Cantwell [40], Hydon [116], Olver [160], Ovsiannikov [162],
Schwarz [175], Steeb [181], Stephani [182])
(21) the variational iteration method (He [102], Abdou [8], Wazwaz [198])
(22) the first integral method (Raslan [171], Feng [85], Feng and Wang [86])
(23) the integral bifurcation method (Rui, Xie, Long and He [173] and
references)

The implementation of most of these methods was made possible only using
Symbolic Languages (Grabmeier, Kaltofen and Weispfenning [97]) like
Mathematica (Baldwin et al [28] and [29], Gkta and Hereman [96]), Macsyma
(Hereman [106], Hereman and Takaoka [108], Hereman and Zhuang [109]),
Maple, etc. In many cases some special elimination methods (Wang [189]) and
computational algorithms were also used (Wu [205]).
In this paper we introduce the Riccati equation method with variable expansion
coefficients and we find traveling wave solutions of the Burgers equation.
The paper is organized as follows: In Section 2 we introduce the basic ingredients
of the method used. In Section 3 we consider Burgers equation and Riccatis
equation method of solution where the expansion coefficients are not constants,
i.e. they depend on the variable . In this section we consider first the Riccati
expansion method and then the extended Riccati method. In the first case we find
closed-form solutions for ) ( u expressed in terms of hyperbolic tangent functions.
In the second case we establish that A and B are proportional each other. We
also find a closed form expression for the function ) ( u expressed in terms of
) ( A . The function ) ( A is proved to satisfy a second order nonlinear ordinary
differential equation solved in Appendices A, B and C. In Section 4 we consider
the various forms the function ) ( u takes using the various solutions found in the
6
Appendices. In Section 5 we consider the ) G / G ( expansion method with
variable coefficients as a method of solution of the Burgers equation.
2. The Method.
We consider an evolution equation of the general form
) , u , u , u ( G u
xx x t
L = or ) , u , u , u ( G u
xx x tt
L = (2.1)
where u is a sufficiently smooth function. We introduce a new variable given
by
) t x ( k = (2.2)
where k and are constants. Changing variables, since
) ( u ) k ( u
t
= , ) ( u k u
x
= , ) ( u k u
2
xx
= , (2.3)
equations (2.1) become ordinary nonlinear differential equations

|
|
\
|
L ,
d
u d
k ,
d
du
k , u G
d
du
) k (
2
2
2
(2.4)
or

|
|
\
|
L ,
d
u d
k ,
d
du
k , u G
d
u d
k
2
2
2
2
2
2
(2.5)
Solutions of evolution equations depending on ) t x ( k are called traveling
wave solutions.
Equations (2.4) or (2.5) will be solved considering expansions of the form

=
=
n
0 k
k
k
Y a ) ( u (2.6)
or

= =
+ =
n
0 k
k
k
n
0 k
k
k
Y
b
Y a ) ( u (2.7)
where all the expansion coefficients depend on the variable ,
) ( a a
k k
, ) ( b b
k k
for every n , , 2 , 1 , 0 k L =
7
contrary to the previously considered research where the expansion coefficients
were considered as constants. The function ) ( Y Y satisfy Riccatis
equations
2
BY A ) ( Y + = (2.8)
or
2
Y R Y Q P ) ( Y + + = (2.9)
where again all coefficients A, B and P, Q, R depend on the variable .
In solving equations (2.4) or (2.5), we consider the expansions (2.6) or (2.7) and
then we balance the nonlinear term with the highest derivative term of the function
) ( u , which determines n (the number of the expansion terms). Equating similar
powers of the function ) ( Y , we can determine the various coefficients and thus
find the solution of the equation considered.
Our motivation in using Riccati's method with variable expansion coefficients,
was to obtain traveling wave solutions expressed in terms of special functions
(Hypergeometric, Bessel, etc). Introducing variable expansion coefficients, we
obtain variable coefficients A and B of the Riccati equation (2.8). Converting
Riccati equation into a second order linear ordinary differential equation with
variable coefficients, its solutions might be expressed in terms of special
functions.
3. The Burgers equation and its solutions.
Burgers equation (Burgers [39]) was introduced in an attempt to model a theory of
turbulence. There is a number of explicit solutions based on Lie symmetries, either
classical (Antoniou [24], Liu, Li and Zhang [139], Ouhadan, Mekkaoui and El
Kinani [161]), or nonclassical (Gandarias [88], Mansfield [146], Qin, Mei and Xu
[168]). Some solutions have also been found using the tanh-method (Hereman and
Malfliet [107]) or some of its descendants, like the Exp-Function Method (Ebaid
[51]) and the Homotopy perturbation method (Taghizadeh, Akbari and
Ghelichzadeh [183]). On the other hand Burgers equation can be reduced to the
8
heat equation through the famous Cole-Hopf transformation (Cole [48], Hopf
[115], Olver [160] and Mansfield [146]).

We consider next Burgers equation in the form
0 u a u u u
xx x t
= + (3.1)
and try to find traveling wave solutions of this equation. We introduce a new
variable given by
) t x ( k = (3.2)
where k and are constants. Changing variables, since
) ( u ) k ( u
t
= , ) ( u k u
x
= and ) ( u k u
2
xx
=
equation (3.1) becomes an ordinary nonlinear differential equation
0 ) ( u k a ) ( u ) ( u k ) ( u ) k (
2
= + (3.3)
Integrating once the above equation, we obtain

0
2
c ) ( u k a ) ( u
2
1
) ( u ) ( = + (3.4)
where
0
c is a constant.
We consider the following cases in solving equation (3.4).
3.1. First Case. The Riccati Method.
We consider the solution of equation (3.4) to be of the form

=
=
n
0 k
k
k
Y a ) ( u (3.5)
where ) ( a a
k k
for every n , , 2 , 1 , 0 k L = .
3.1.1. Method I. We first consider that ) ( Y Y satisfies Riccatis equation

2
BY A ) ( Y + = (3.6)
where A and B depend on the variable : ) ( A A and ) ( B B .
We substitute (3.5) into (3.4) and take into account Riccatis equation (3.6). We
then balance the first order derivative term with that of the nonlinear term. The
9
order of the nonlinear term ) ( u
2
is n 2 and that of the first order derivative term
is 1 n 2 ) 1 n ( + = + . We thus get the equation 1 n n 2 + = from which we obtain
1 n = . Therefore
Y a a ) ( u
1 0
+ = (3.7)
We first calculate ) ( u from the above equation, taking into account Riccatis
equation (3.6) and that the various coefficients
0
a ,
1
a , A and B depend on .
We find

2
1 1 1 0
Y B a Y a ) A a a ( ) ( u + + + = (3.8)
Because of (3.7) and (3.8), equation (3.4) becomes, arranged in powers of Y,
Y } a ) a ( a k a { c a k a a a
2
1
A a k a
1 0 1 0 0 0
2
0 1
+
)
`
+
|
\
|

0 Y ) B k a 2 a ( a
2
1
2
1 1
= (3.9)
We now have to determine the coefficients
0
a ,
1
a , A and B from the above
equation, equating to zero the coefficients of Y.
Equating to zero the coefficient of
2
Y , we determine the coefficient
1
a :
B k a 2 a
1
= (3.10)
Equate to zero the coefficient of Y,
0 a ) a ( a k a
1 0 1
=
we can determine the coefficient
0
a :

B
B
k a
a
a
k a a
1
1
0
+ =
+ = (3.11)
Equate now to zero the constant term:
0 c a k a a a
2
1
A a k a
0 0 0
2
0 1
= +
|
\
|
(3.12)
This equation takes on the form
10
D
k a 2
) 2 a ( a
a A a
0 0
0 1
+

+ = (3.13)
where D is a constant (
k a
c
D
0
).
Equation (3.13) - because of (3.10) and (3.11) - can be written as
D
k a 2
B
B
k a
B
B
k a
B
B
k a A ) B k a 2 ( +
|
\
|

+
|
\
|

+
+
\
|

=
or
M
B
B
4
1
B
B
2
1
AB
2
+
|
\
|

+
\
|

= (3.14)
where M is another constant (
2 2
2
0
k a 4
c 2
M

).
What we need, in order to determine ) ( u , is
0
a ,
1
a and Y (see equation (3.7)).
On the other hand, Y is determined by Riccati's equation
2
BY A ) ( Y + = once
A and B are known quantities. We thus need four quantities:
0
a ,
1
a , A and B.
We do have however three equations only, (3.10), (3.11) and (3.14). There is one
equation missing. However there is no need for an extra equation, as we shall see
below. First of all, Riccatis equation
2
BY A ) ( Y + = under the substitution
) ( w
) ( w
) ( B
1
) ( Y
= (3.15)
takes on the form of a linear second order ordinary differential equation
0 ) ( w B A ) ( w
B
B
) ( w = +
|
\
|

(3.16)
with unknown function ) ( w .
We now transform equation (3.16) under the substitution
) ( y ) ( B ) ( w = (3.17)
11
The derivatives of the function ) ( u transform as

|
\
|
+ = y B B y
2
1
B
1
) ( w (3.18)

+ +
|
|
\
|

= y B y B y
B
) B (
4
1
B
2
1
B
1
) ( w
2
(3.19)
Equation (3.16), because of (3.14) and (3.17)-(3.19), takes on the form
+
|
\
|
+
|
\
|

+ +
|
|
\
|

y B B y
2
1
B
B
B
1
y B y B y
B
) B (
4
1
B
2
1
B
1
2

0 y B M
B
B
4
1
B
B
2
1
2
=
+
|
\
|

+
\
|

+
which gives us upon multiplying by B , the simple equation (some miraculous
cancellations take place)
0 ) ( y M ) ( y = + (3.20)
Considering various forms of the constant M, we can determine ) ( y and then
) ( w from (3.16). For
2
n M = , equation (3.20) admits the general solution
) n sin( C ) n cos( C ) ( y
2 1
+ = , whereas for
2
n M = admits the general solution
) n sinh( C ) n cosh( C ) ( y
2 1
+ = . If 0 M = then
2 1
C C ) ( y + = .
The function ) ( Y can be determined from (3.15) and then ) ( u from (3.7),
calculating first
1
a and
0
a from (3.10) and (3.11) respectively.
We thus find that

|
|
\
|
+
|
\
|

+ = + =
) ( w
) ( w
) ( B
1
B k a 2
B
B
k a Y a a ) ( u
1 0

or

) ( w
) ( w
k a 2
B
B
k a ) ( u
+ = (3.21)
Since ) ( y ) ( B ) ( w = , we obtain
12

) ( y
) ( y
) ( B
) ( B
2
1
) ( w
) ( w

Using the above expression, we obtain from (3.21) that

) ( y
) ( y
k a 2 ) ( u

= (3.22)
This is quite a remarkable result : no matter what the coefficients of Riccatis
equation are, we arrive at the equation (3.22) where ) ( y satisfies equation (3.20).
We thus obtain the following three solutions, depending on the values of the
constant M (which appears in equation (3.20))

) n tan( C
) n tan( C 1
n k a 2 ) ( u
+

= for
2
n M = (3.23)

) n tanh( C
) n tanh( C 1
n k a 2 ) ( u
+
+
= for
2
n M = (3.24)

+
=
C 1
C
k a 2 ) ( u for 0 M = (3.25)
where
2 1
C / C C = , with
1
C and
2
C are the two arbitrary constants of the general
solution of the differential equation (3.20).
3.1.2. Method II. We consider instead of (3.6), the equation

2
Y R Y Q P Y + + = (3.26)
where P, Q and R are functions depending on .
In this case considering again ( ) ( a a
0 0
= , ) ( a a
1 1
= )
Y a a ) ( u
1 0
+ = (3.27)
we find

2
1 1 1 1 0
RY a Y ) Q a a ( ) P a a ( ) ( u + + + + = (3.28)
taking into account equation (3.26). Equation (3.4) then becomes
+ + + Y )} Q a a ( k a a ) a {( Y ) R k a 2 a ( a
2
1
1 1 1 0
2
1 1

13

0 1 0 0 0
c P a k a a k a ) 2 a ( a
2
1
= + (3.29)
Equating to zero the coefficients of the powers of Y, we obtain the following
system of equations
R k a 2 a
1
= (3.30)
0 ) Q a a ( k a a ) a (
1 1 1 0
= + (3.31)

0 1 0 0 0
c P a k a a k a ) 2 a ( a
2
1
= (3.32)
Equation (3.31), because of (3.30), takes on the form

|
\
|

+ + =
R
R
Q k a a
0
(3.33)
From (3.32) we obtain
D
k a 2
) 2 a ( a
a P a
0 0
0 1
+

+ = (D is a constant)
Using (3.30) and (3.33), we obtain from the above equation
M
R
R
Q
4
1
R
R
Q
2
1
P R
2
+
)
`
\
|

+ +
\
|

+ = (3.34)
Using the usual substitution

w
w
R
1
Y

= (3.35)
equation (3.26) transforms into
0 w P R w
R
R
Q w = +
|
\
|

+ (3.36)
Substituting the product P R in the above equation given by (3.34), we arrive at
0 w M
R
R
Q
4
1
R
R
Q
2
1
w
R
R
Q w
2
=
(
(
+
)
`
\
|

+ +
\
|

+ +
|
\
|

+ (3.37)
We introduce another function f by
14

|
\
|

+ =
R
R
Q
f
f
(3.38)
Equation (3.37) then becomes
0 w M
f
f
4
1
f
f
2
1
w
f
f
w
2
=
(
(
+
|
\
|

+
\
|

+
(3.39)
Under the substitution
y f w = (3.40)
equation (3.39) takes on the form
0 y M y = + (3.41)
We thus have obtained

|
\
|

+ + =
R
R
Q k a a
0
, R k a 2 a
1
= and
w
w
R
1
Y

=
where
y f w = with
|
\
|

+ =
R
R
Q
f
f
and 0 y M y = + .
Therefore

|
\
|

+
|
\
|

+ =
w
w
R
1
R k a 2
f
f
k a ) ( u
or

w
w
k a 2
f
f
k a ) ( u

+ = (3.42)
Since, using (3.40),

y
y
f
f
2
1
w
w
+
(3.43)
we obtain from (3.39) that

y
y
k a 2 ) ( u

= (3.44)
15
We thus arrive again at the same result: no matter what the coefficients of
Riccatis equation (3.26) are, we arrive at the equation (3.41), where ) ( y satisfies
equation (3.41), which are equations (3.22) and (3.20) respectively of Method I.
Conclusion. Burgers equation 0 u a u u u
xx x t
= + under the substitution
) t x ( k = transforms into
0
2
c ) ( u k a ) ( u
2
1
) ( u ) ( = + . Considering
the expansion Y a a ) ( u
1 0
+ = where Y satisfies either one of the Riccati
equations
2
BY A ) ( Y + = or
2
Y R Y Q P Y + + = , where all the coefficients
depend on , we obtain the three solutions (3.23)-(3.25), depending on the values
of the constant M.
3.1.3. Method III. Equation (3.4) is a Riccati equation by itself and under the
substitution
w
w
) k a 2 ( u

= transforms into the linear second order equation
0 w
k a 2
c
w
k a
w
0
=
+ (3.45)
with constant coefficients. Let
2 2
0
2
k a
c k a 2 +
be the discriminant of the
auxiliary to (3.45) equation. (I) If
2
0
2
n c k a 2 = + , n real, then
|
|
\
|

)
`
|
|
\
|
+
|
|
\
|
=
k a 2
exp
k a 2
n
sin C
k a 2
n
cos C w
2 1
and thus
|
|
\
|
+
|
|
\
|

=
k a 2
n
tan C
k a 2
n
tan C 1
n u ,
2 1
C / C C = . (II) If
2
0
2
n c k a 2 = + , n real,
then
|
|
\
|

)
`
|
|
\
|
+
|
|
\
|
=
k a 2
exp
k a 2
n
sinh C
k a 2
n
cosh C w
2 1

16
and thus
|
|
\
|
+
|
|
\
|
+
=
k a 2
n
tanh C
k a 2
n
tanh C 1
n u ,
2 1
C / C C = . (III) If 0 c k a 2
0
2
= + ,
then
|
|
\
|

+ =
k a 2
exp ) C C ( w
1 2
and thus
+
=
C 1
C
k a 2 u ,
2 1
C / C C = . We thus see that we derive the same set of solutions as in the
previous two sections: it suffices to perform the rescaling n ) k a 2 ( n .
The reader might wonder why we have considered all these three cases instead to
consider only the last one, since we get identical solutions. The reason is that the
first two methods will be used as a prelude to the extended Riccati equation
method, considered next, where we obtain quite different solutions.
3.2. Second Case. The Extended Riccati Method.
In this case we consider the expansion

= =
+ =
n
1 k
k
k
n
0 k
k
k
Y
b
Y a ) ( u
and balance the first order derivative term with the second order nonlinear term of
(3.4). We then find 1 n = and thus

Y
b
Y a a ) ( u
1
1 0
+ + = (3.46)
where again require all the coefficients
0
a ,
1
a and
1
b depend on , and Y
satisfies Riccatis equation
2
BY A Y + = . From equation (3.42) we obtain (taking
into account
2
BY A Y + = )

2
1 1 2
1 1 1 1 0
Y
b A
Y
b
BY a Y a ) B b A a a ( ) ( u
+ + + + = (3.47)
Therefore equation (3.4), under the substitution (3.46) and (3.47), becomes
+ + + + ) B b A a a ( k a ) b a 2 a (
2
1
a ) (
1 1 0 1 1
2
0 0

17
+ + +
2
1 1 1 1 0
Y ) B k a 2 a ( a
2
1
Y } a k a a ) a {(
0
2
1 1 1 1 0
c
Y
) A k a 2 a ( b
2
1
Y
b k a b ) a (
=
+
+

+ (3.48)
Equating the coefficients of Y to zero, obtain a system of differential equations
from which we can determine the various coefficients. Equating to zero the
coefficients of
2
Y and
2
Y / 1 , we find that
B k a 2 a
1
= and A k a 2 b
1
= (3.49)
respectively. Equating to zero the coefficients of Y and Y / 1 and taking into
account the values of
1
a and
1
b , we find

B
B
k a a
0
+ = and
A
A
k a a
0
+ = (3.50)
respectively. The above two equations imply that A and B are proportional each
other:
A s B
2
= (3.51)
with
2
s being the proportionality factor with s real. We do not consider the
case A s B
2
= , because this choice leads to imaginary type of solutions (see
equation (3.58) below).
The zeroth order term appearing in (3.48) takes on the form, taking into account
the values of
1
a and
1
b :

2
) 2 a ( a
a k a AB ) k a 8 (
0 0
0
2 2

+ =
The above equation, after introducing the value of
0
a expressed in terms of A,
takes on the form

2
2
m 2
A
A
2
1
A
A
B A 8
|
\
|

+
\
|

= (3.52)
where m is defined by
18

k a 2
1
m

= , 0 m > (3.53)
From equation (3.52), since A s B
2
= , we obtain the following second order
nonlinear ordinary differential equation
0 ) ( A s 8 ) ( A m 2 )) ( A (
2
3
) ( A ) ( A
4 2 2 2 2
= + (3.54)
Equation (3.54) can be solved using a number of methods (the auxiliary equation
method, the G / G expansion method, the reduction to Ermakovs equation, the
projective Riccati equation expansion method, etc.). This has been done in
Appendix A, where we have found a considerable number of different solutions.
We now have to determine the function ) ( w from the equation (3.16)
0 ) ( w B A ) ( w
B
B
) ( w = +
|
\
|

(3.55)
This equation written in terms of A, using (3.47), takes on the form
0 ) ( w A s ) ( w
A
A
) ( w
2 2
=
|
\
|

(3.56)
The previous equation can be written as (see also the Note below, for another
method of solution) 0 w A s
A
A w
A
w
2
2
=

which is equivalent to
0 w A s
A
w
2
=
\
|

(3.57)
Multiplying by
A
w
, we obtain 0 w w s
A
w
A
w
2
=
\
|

which is equivalent to
0 ) w ( s
A
w
2 2
2
=
(
(
\
|

and from this by integration
0 w s
A
w
2 2
2
=
|
\
|

(3.58)
where we have put the constant of integration equal to zero. We thus get
19
) ( A s
) ( w
) ( w
=

(3.59)
(Note. Another method of solution of equation (3.57) would be the following:
Under the substitution
A
w
= , since
2
A
w A
A
w

= , equation (3.57) takes on the
form 0 w
w
s
2
=
, which is equivalent to 0 ) w ( s ) (
2 2 2
= and by
integration (we have put the integration constant equals to zero) 0 w s
2 2 2
=
and then ) ( w s ) ( = , i.e. ) ( w s
A
w
=
, which is (3.59)).
Therefore

s
1
) ( w
) ( w
) ( A s
1
) ( w
) ( w
) ( B
1
) ( Y
2
=
= (3.60)
We then obtain the following expression for the function ) ( u using (3.46), (3.50),
(3.51) and (3.60):
) ( A s k a 4
) ( A
) ( A
k a ) ( u

+ = (3.61)
We thus arrive at the following Theorem:
Theorem. Burgers equation 0 u a u u u
xx x t
= + under the substitution
) t x ( k = transforms into
0
2
c ) ( u k a ) ( u
2
1
) ( u ) ( = + . Considering
the expansion
Y
b
Y a a ) ( u
1
1 0
+ + = , where Y satisfies the Riccati equation
2
Y B A ) ( Y + = , with all the coefficients
0
a ,
1
a ,
1
b and A, B depending on ,
we obtain that A s B
2
= and ) ( u given by the formula
) ( A s k a 4
) ( A
) ( A
k a ) ( u

+ = , where ) ( A satisfies the differential equation
0 ) ( A s 8 ) ( A m 2 )) ( A (
2
3
) ( A ) ( A
4 2 2 2 2
= +
20
4. The final solutions.
Using the various solutions of the function ) ( A calculated in Appendices A, B
and C, we are able to find the different forms of the function ) ( u from equation
(3.61).
4.I. First Family of Solutions.
Using (A.10) for ) ( A , we obtain from (3.61)

)] m tanh( ) C m a a ( ) m a C a [( ] ) m tanh( C [
)] m ( tanh 1 [ m a k a ) C 1 (
) ( u
1 0 1 0
2 2
1
2
+ +

+ =

)
`
|
|
\
|
+
+
+
) m tanh( C
1 ) m tanh( C m
a a s k a 4
1 0

where the coefficients
0
a and
1
a satisfy the relations (four different
combinations)
2
2
2
1
s 16
a

= ,
2
2
2
0
s 16
m
a = .
(4.Ia) For
s 4
a
1
= and
s 4
m
a
0
= , we obtain
)] m tanh( 1 [ ] ) m tanh( C [
)] m ( tanh 1 [
m k a ) C 1 ( ) ( u
2
+ +

+ + =

)
`
+
+

) m tanh( C
1 ) m tanh( C
1 m k a (4.1)
(4.Ib) For
s 4
a
1
= and
s 4
m
a
0
= , we obtain
)] m tanh( 1 [ ] ) m tanh( C [
)] m ( tanh 1 [
m k a ) C 1 ( ) ( u
2
+ +

=

)
`
+
+
+
) m tanh( C
1 ) m tanh( C
1 m k a (4.2)
(4.Ic) For
s 4
a
1
= and
s 4
m
a
0
= , we obtain
21
)] m tanh( 1 [ ] ) m tanh( C [
)] m ( tanh 1 [
m k a ) C 1 ( ) ( u
2
+ +

=

)
`
+
+
+
) m tanh( C
1 ) m tanh( C
1 m k a m (4.3)
(4.Id) For
s 4
a
1
= and
s 4
m
a
0
= , we obtain
)] m tanh( 1 [ ] ) m tanh( C [
)] m ( tanh 1 [
m k a ) C 1 ( ) ( u
2
+

+ =

)
`
+
+
+
) m tanh( C
1 ) m tanh( C
1 m k a (4.4)

4.II. Second Family of Solutions.
)
`
+

|
|
\
|
+
+ =
) ( H
) ( F
a a ) ( H a
) ( F D a
a
a
m 4 exp )} ( F a ) ( H m a 4 { m 4
k a ) ( u
1 0
2
0
0
0
1 2
0
2 3
1
2

)
`
+
) ( H
) ( F
a a s k a 4
1 0

where
2
2
1
s 16
1
a = and
2
2
2
0
s 4
m
a = (four different combinations).
(4.IIa) For
s 4
1
a
1
= and
s 2
m
a
0
= , we obtain

)
`
)
`
+
+ =
m
m 2 m 2 2
e ) ( H
) ( H
) ( F
m 2
e
) ( H
) ( F
D s 2 e
) ( H
) ( F
s 8 m m
s
k a 2
) ( u
22

)
`
+
) ( H
) ( F
m 2 k a (4.5)
where

=
m 2
2
e
s
m
D ) ( F and

+ + =
m 2
e
s 2
m
D E ) ( H (E, D constants).
Since

) m ( tanh D
s 2
m
E D
s 2
m
E
) m ( tanh
s
m
D
s
m
D
) ( H
) ( F
2 2
|
|
\
|
+ +
|
|
\
|
+ +
|
|
\
|
+ +
|
|
\
|

equation (4.5) can be written as
+ =
s
k a 2
) ( u

) ( Z
) ( Z
) ( X
m 2
) m tanh(
) ( Z
) ( X
) D m 4 ( s 2 m
) ( Z
) ( X
) D m 4 ( s 2 m
2 2 3 2 2 3
)
`
)
`
+ +
)
`
+

)
`
+
) ( Z
) ( X
m 2 k a (4.6)
where
) m ( tanh
s
m
D
s
m
D ) ( X
2 2
|
|
\
|
+ +
|
|
\
|
= (4.7)
) m ( tanh D
s 2
m
E D
s 2
m
E ) ( Z
|
|
\
|
+ +
|
|
\
|
+ + = (4.8)
(4.IIb) For
s 4
1
a
1
= and
s 2
m
a
0
= , we obtain

)
`
+
)
`
+ =
m
m 2 m 2 2
e ) ( H
) ( H
) ( F
m 2
e
) ( H
) ( F
D s 2 e
) ( H
) ( F
s 8 m m
s
k a 2
) ( u
23
)
`
+
) ( H
) ( F
m 2 k a (4.9)
where
=
m 2
2
e
s
m
D ) ( F and
+ =
m 2
e
s 2
m
Since

) m ( tanh D
s 2
m
E D
s 2
m
E
) m ( tanh
s
m
D
s
m
D
) ( H
) ( F
2 2
|
|
\
|
+ +
|
|
\
|
+
|
|
\
|
+
|
|
\
|

+ =
s
k a 2
) ( u

) ( Z
) ( Z
) ( X
m 2
) m tanh(
) ( Z
) ( X
) D m 4 ( s 2 m
) ( Z
) ( X
) D m 4 ( s 2 m
2 2 3 2 2 3
)
`
)
`
+ +
)
`

)
`
+
) ( Z
) ( X
m 2 k a (4.10)
where
) m ( tanh
s
m
D
s
m
D ) ( X
2 2
|
|
\
|
+
|
|
\
|
= (4.11)
) m ( tanh D
s 2
m
E D
s 2
m
E ) ( Z
|
|
\
|
+ +
|
|
\
|
+ = (4.12)
(4.IIc) For
s 4
1
a
1
= and
s 2
m
a
0
= , we obtain

)
`
)
`
+
+ =
m
m 2 m 2 2
e ) ( H
) ( H
) ( F
m 2
e
) ( H
) ( F
D s 2 e
) ( H
) ( F
s 8 m m
s
k a 2
) ( u
24
)
`

) ( H
) ( F
m 2 k a (4.13)
where
+ =
m 2
2
e
s
m
D ) ( F and
+ + =
m 2
e
s 2
m
Since

) m ( tanh D
s 2
m
E D
s 2
m
E
) m ( tanh
s
m
D
s
m
D
) ( H
) ( F
2 2
|
|
\
|
+
|
|
\
|
+ +
|
|
\
|

|
|
\
|
+
=

=
s
k a 2
) ( u

) ( Z
) ( Z
) ( X
m 2
) m tanh(
) ( Z
) ( X
) D m 4 ( s 2 m
) ( Z
) ( X
) D m 4 ( s 2 m
2 2 3 2 2 3
)
`
)
`
+ +
)
`

)
`

) ( Z
) ( X
m 2 k a (4.14)
where
) m ( tanh
s
m
D
s
m
D ) ( X
2 2
|
|
\
|

|
|
\
|
+ = (4.15)
) m ( tanh D
s 2
m
E D
s 2
m
E ) ( Z
|
|
\
|
+
|
|
\
|
+ + = (4.16)
(4.IId) For
s 4
1
a
1
= and
s 2
m
a
0
= , we obtain

)
`
)
`
+
=
m
m 2 m 2 2
e ) ( H
) ( H
) ( F
m 2
e
) ( H
) ( F
D s 2 e
) ( H
) ( F
s 8 m m
s
k a 2
) ( u
25
)
`
+
) ( H
) ( F
m 2 k a (4.17)
where

+ =
m 2
2
e
s
m
D ) ( F and

+ =
m 2
e
s 2
m
Since

) m ( tanh D
s 2
m
E D
s 2
m
E
) m ( tanh
s
m
D
s
m
D
) ( H
) ( F
2 2
|
|
\
|
+ + +
|
|
\
|
+
|
|
\
|
+
|
|
\
|
+
=

=
s
k a 2
) ( u

) ( Z
) ( Z
) ( X
m 2
) m tanh(
) ( Z
) ( X
) D m 4 ( s 2 m
) ( Z
) ( X
) D m 4 ( s 2 m
2 2 3 2 2 3
)
`
)
`
+ +
)
`
+

)
`
+
) ( Z
) ( X
m 2 k a (4.18)
where
) m ( tanh
s
m
D
s
m
D ) ( X
2 2
|
|
\
|
+
|
|
\
|
+ = (4.19)
) m ( tanh D
s 2
m
E D
s 2
m
E ) ( Z
|
|
\
|
+ + +
|
|
\
|
+ = (4.20)
4.III. Third Family of Solutions.

+ =
2 2 2 m 2
1 2
m 4 2
1
2 2
2
2
s m 16 ) e C C m 2 (
] e C ) s 4 C ( m 4 [ m 2
k a ) ( u
26

2 2 2 m 2
1 2
m 2
1
2
s m 16 ) e C C m 2 (
e C m 4
s k a 4

(4.21)
The above expression can also be written as
} C m s k a 16 ) ; s , m ( U {
) ; s , m ( V
)] m ( tanh 1 [
m k a 2 ) ( u
1
2
2

+
+ = (4.22)
where
) m 2 tanh( ] s m 16 C ) 1 m 4 [( s m 16 C ) 1 m 4 ( ) ; s , m ( U
2 2 2
1
2 2 2 2
1
2
+ = (4.23)
=
2
1 2 1 2
)} m tanh( ) C C m 2 ( ) C C m 2 ( { ) ; s , m ( V m
)] m ( tanh 1 [ )] m 2 ( tanh 1 [ s m 16
2 2 2
+ (4.24)

4.IV. Fourth Family of Solutions.
The projective Riccati equation method provides us with eight families of
solutions, each family containing some subfamilies of solutions. In Appendix A,
(Section A.IV) we have found twenty one solutions in total. To save space, the
reader can easily write down the various expressions for ) ( u , using the different
solutions of ) ( A found in that Section and (3.61). The complete set is to be
reported in electronic form somewhere else.
4.V. Fifth Family of Solutions.
We now use (A.71)-(A.74) for ) ( A and the general expression (3.61) and we
find four additional families of solutions.
(4.Va) Using (A.71) and (3.61), we have

+
+ =
m
2
m
1
m
m
2
m
1
m
2
e C e C
e
s k a 4
e C e C
e C m 2
k a ) ( u
or

) m tanh( ) C C ( ) C C (
)] m tanh( 1 [ C
m k a 2 ) ( u
2 1 2 1
2
+ +

+ =
27

) m tanh( ) C C ( ) C C (
) m tanh( 1
s k a 4
2 1 2 1
+ +
+
(4.25)
(4.Vb) Using (A.72) and (3.61), we have

=
m m
1
m
m m
1
m
1
2
e s 2 e m C
e m
s k a 4
e s 2 e m C
e C m 2
k a ) ( u
or

) m tanh( ) s 2 m C ( ) s 2 m C (
)] m tanh( 1 [ C
k a m 2 ) ( u
1 1
1 2
+ +
+
=

) m tanh( ) s 2 m C ( ) s 2 m C (
) m tanh( 1
s k a m 4
1 1
+ +

(4.26)
(4.Vc) Using (A.73) and (3.61), we have

+
=
m m
1
m
m m
1
m
1
2
e s 2 e m C
e m
s k a 4
e s 2 e m C
e C m 2
k a ) ( u
or
) m tanh( ) s 2 m C ( ) s 2 m C (
)] m tanh( 1 [ C
k a m 2 ) ( u
1 1
1 2
+ +
+
=

) m tanh( ) s 2 m C ( ) s 2 m C (
) m tanh( 1
s k a m 4
1 1
+ +

(4.27)
(4.Vd) Using (A.74) and (3.61), we have (we find 0 ) ( A = in this case)

+ +
+ +
=
m
2
2 2 m
1
m
2
m
1
2
e C s 4 s 4 e C s m 2
e C s m 2 s m 2 e C m
s k a 4 ) ( u
or
k a m 2 ) ( u = (4.28)
4.VI. Sixth Family of Solutions.
Using the results of Appendix B and (3.61), we have
] ) ( a a [ s k a 4
) ( a a
) ( a
k a ) ( u
1 0
1 0
1
+
+

+ = (4.29)
28
where ) ( is a solution of the differential equation (B.2), the various coefficients
corresponding to the Solutions 1-11 of Appendix B. The final formulas are too
lengthy to write them down here.
4.VII. Seventh Family of Solutions.
Using the results of Appendix C, we obtain

+ +
+
=
) s , m ( F
) s , m ( F
e D E
e ) s , m ( F D
G
G
and

+ +
=

) s , m ( F
) s , m ( F 2
e D E
e ) s , m ( F
G
G

We thus have

+ +
+
=
|
\
|

+ =
) s , m ( F
) s , m ( F
0 1 0
e D E
e ) s , m ( F D
s 4
1
a
G
G
a a ) ( A
and
=
|
\
|

+
\
|

\
|

+
=

G
G
a a
G
G
G
G
a a
) ( A
) ( A
1 0
2
1 0

+ +
+

|
|
\
|
+ +
+
|
|
\
|
+ +

=
) s , m ( F
) s , m ( F
0
2
) s , m ( F
) s , m ( F
) s , m ( F
) s , m ( F 2
0
e D E
e ) s , m ( F D
s 4
1
a
e D E
e ) s , m ( F D
e D E
e ) s , m ( F
s 4
1
a

The final expression for ) ( u , follows from (3.61) and the above formulas.
The coefficient
0
a satisfies equation (C.7), which is actually equation (A.1) and
therefore admits all the solutions reported in Appendices A, B and C.
5. Solution of the Burgers equation using the G'/G-expansion.
In this section we solve Burgers equation using the
|
\
|

G
G
expansion. It will be
clear by the end of this section that we need the solutions found previously using
the Riccati equation methods. Using the expansion
29

|
\
|

+ =
G
G
a a ) ( u
1 0
(5.1)
assuming that the coefficients
0
a and
1
a are dependent, Burgers equation
(3.4) becomes

)
`
\
|

+ +
)
`
\
|

+
2
1 0 1 0
G
G
a a
2
1
G
G
a a ) (

0
2
1 1 0
c
G
G
G
G
a
G
G
a a k a =
(
(
\
|

+
|
\
|

+ (5.2)
Upon expanding the above equation and equating the coefficients of G to zero,
we obtain
Coefficient of
0
G :

0 0
2
0 0
c a k a a
2
1
a ) ( = + (5.3)
Coefficient of
1
G
:
0 G a k a G a k a G a a a ) (
1 1 1 0 1
= + (5.4)
Coefficient of
2
G
:
0 ) G ( a k a ) G ( a
2
1
2
1
2 2
1
= + (5.5)
From equation (5.3) we conclude that ) ( a a
0 0
is a solution of the equation
(3.4). Assuming that 0 a
1
we obtain from (5.5) that
k a 2 a
1
= (5.6)
showing that
1
a is a constant.
Finally from equation (5.4) we obtain
0 G ) a k a ( G k a
0
= + + (5.7)
The above equation can be reduced to a linear first order differential equation and
can be solved in principle provided that
0
a is a known quantity. However the
coefficient
0
a satisfies equation (5.3), which has been solved, using the Riccati
30
equation method with variable expansion coefficients. The solutions of equation
(5.3) are actually the various expressions of the function ) ( u of Section 4. The
solutions of (5.3) substituted into (5.7) lead to equations with rather complicated
solutions, despite the fact that equation (5.7) is a linear differential equation.
It is obvious that we could use some other methods in solving equation (5.3),
using, say, the Riccati equation method with constant coefficients. Using the
expansion Y b b a
1 0 0
+ = with
2
Y M L Y + = (
0
b ,
1
b , L, and M constants) and
substituting into (5.3), after equating to zero the coefficients of Y, we obtain the
following set of equations
0 b M k a b
2
1
1 1
=
|
\
|
, 0 ) b ( b
0 1
= ,
0
2
0 1 0
c b
2
1
b L k a b = +
From the previous equations we obtain the following two sets of solutions
Solution 1.
=
0
b , M k a 2 b
1
= ,
M
1
k a 4
c 2
L
2 2
0
2
+
=
Solution 2.
=
0
b ,
L
1
k a 2
c 2
b
0
2
1

+
= ,
L
1
k a 4
c 2
M
2 2
0
2
+
=
For Solution 1, Riccati's equation
2
Y M L Y + = becomes

2
2 2
0
2
Y M
M
1
k a 4
c 2
Y +
+
=
which admits the solution

|
|
|
\
|
+
+ +
= ) C (
k a 2
c 2
tanh
M k a 2
c 2
Y
1
0
2
0
2

Therefore

|
|
|
\
|
+
+
+ = ) C (
k a 2
c 2
tanh c 2 a
1
0
2
0
2
0

31
For Solution 2, Riccati's equation
2
Y M L Y + = becomes

2
2 2
0
2
Y
L
1
k a 4
c 2
L Y
+
=
which admits the solution

|
|
|
\
|
+
+
+
= ) C (
k a 2
c 2
tanh
c 2
L k a 2
Y
1
0
2
0
2

Therefore

|
|
|
\
|
+
+
+ = ) C (
k a 2
c 2
tanh c 2 a
1
0
2
0
2
0
(5.8)
We thus see that
0
a is given by the same expression in both solutions.
Because of the expression (5.8) for
0
a , equation (5.7) becomes
K G
2
K
tanh K K 1 G =
|
\
|
|
\
|
+ + (5.9)
where we have put 0 c
0
= , 0 C
1
= and
k a
K

= for simplicity.
Equation (5.9) is a rather complicated equation, which admits a closed-form
solution expressed in terms of the hypergeometric function. Details of the solution
are given in Appendix D. Using the results of that Appendix, we obtain the
following expression for the function ) ( u :

|
\
|
= k a 2
2
K
tanh ) ( u

2
2 ) K 1 (
1
2
2 ) K 1 (
1
2 2
K ) 1 K 3 K 2 ( K 2 ) ; K ( Z e K ) 1 K ( 4 ) ; K ( V K
2
K
h sec ] e K ) 1 K 3 K 2 ( K 2 ) ; K ( U K [
+ + +
|
\
|
+ +

(5.10)
The functions ) ; K ( U , ) ; K ( V and ) ; K ( Z are defined in Appendix D. The
function ) ; K ( Z is expressed in terms of the hypergeometric function.
32
We thus see that even in the simplest case, we obtain very complicated equations.
In more complex situations, we might need supercomputing facilities with
symbolic capabilities. We also conclude that in order to find solutions using the
) G / G ( expansion method with variable expansion coefficients, we have to
consider the Riccati expansion method with variable coefficients first.
Appendix A.
In this Appendix we shall solve equation (3.54):
0 ) ( A s 8 ) ( A m 2 )) ( A (
2
3
) ( A ) ( A
4 2 2 2 2
= + (A.1)
A.I) First Method. We consider an expansion of the form

=
=
n
0 k
k
k
) ( a ) ( A (A.2)
where ) ( satisfies Jacobi's differential equation

4 2
) (
d
d
+ + =
(A.3)
(In Appendix B we consider a full fourth order polynomial).
Upon substitution of (A.2) into (A.1) and balancing
4
A with either A A or
2
) A ( , and taking into account (A.3), we obtain 1 n = . We thus substitute
) ( a a ) ( A
1 0
+ = (A.4)
Since
4 2
1 1
a ) ( a ) ( A + + = = and ) 2 ( a ) ( A
3
1
+ =
equation (A.1) becomes
+ + + +
3 2
1
2
1 0
4 2
1
2 2
1
) a s 16 ( a a 2 )
2
1
a s 8 ( a
+ + + + + + )
4
1
m a s 8 ( a a 4 )
12
1
m
3
1
a s 8 ( a 6
2 2
0
2
1 0
2 2 2
0
2 2
1

0 a
2
3
a s 8 a m 2
2
1
4
0
2 2
0
2
= + (A.5)
33
Equating to zero the coefficients of the different powers of , we find
=
2
2
1
s 16
1
a ,
2
2
2
0
m
s 16
1
a = ,
2
m 2 = ,
4
m = (A.6)
We thus obtain that

4 2 2 2
2
4
m 2
m
) ( +
= (A.7)
where we have redefined
2
.
The last equation can be written as

=
2
2
m
) ( (A.8)
This is a Riccati equation which can be transformed into a second order ODE,
admitting solution

) m tanh( C
1 ) m tanh( C m
) (
+
+
= (A.9)
Therefore ) ( A is given by (A.4) with ) ( given by (A.9):

|
|
\
|
+
+
+ =
) m tanh( C
1 ) m tanh( C m
a a ) ( A
1 0
(A.10)
where the coefficients
0
a and
1
a satisfy the relations (four different
combinations)
2
2
2
1
s 16
a

= ,
2
2
2
0
s 16
m
a = (A.11)
A.II) Second Method. We consider the ) G / G ( expansion of the form

k
n
0 k
k
G
G
a ) ( A

=
|
\
|

= (A.12)
with
k
a ( n , , 1 , 0 k L = ) constants and ) ( G G = .
(In Appendix C we consider variable expansion coefficients: ) ( a a
k k
).
34
Upon substitution of (A.12) into (A.1) and balancing
4
2
) A ( , we obtain 1 n = . We thus substitute

|
\
|

+ =
G
G
a a ) ( A
1 0
(A.13)
Notice that
0
a and
1
a have nothing to do with the similar coefficients appearing
in (3.7), (3.24) or (3.42).
Since

\
|

=
2
1
G
G
G
G
a ) ( A and
\
|

+

=
3
2
1
G
G
2
G
G G
3
G
G
a ) ( A
\
|

+

)
`
\
|

+
3
2
1 0 1
G
G
2
G
G G
3
G
G
G
G
a a a
\
|

+
|
\
|

+ +
\
|

+
|
\
|

|
\
|

\
|

2
2
1 1 0
2
0
2
4 2 2
2
1
G
G
a
G
G
a a 2 a m 2
G
G
G
G
G
G
2
G
G
a
2
3

0
G
G
a
G
G
a a 4
G
G
a a 6
G
G
a a 4 a s 8
4
4
1
3
3
1 0
2
2
1
2
0 1
3
0
4
0
2
=
\
|

+
|
\
|

+
|
\
|

+
|
\
|

+
From the above equation we obtain the following set of coefficients, equating each
one of them to zero:
Coefficient of
4
G
: 0 ) G ( a s 8 ) G ( a
2
3
) G ( a 2
4 4
1
2 4 2
1
4 2
1
= (A.14)
Coefficient of
3
G
: 0 ) G ( a a s 32 ) G ( a a 2
3 3
1 0
2 3
1 0
= (A.15)
Coefficient of
2
G
:

2 2
1
2 2 2
1
2
1 1 0
) G ( a m 2 ) G ( a
2
3
) G ( ) G ( a ) G ( ) G ( a a ) 3 ( + +
0 ) G ( a a s 48
2 2
1
2
0
2
= (A.16)
Coefficient of
1
G
: 0 G a a s 32 G a a m 4 G a a
1
3
0
2
1 0
2
1 0
= + (A.17)
35
Coefficient of
0
G : 0 a s 8 a m 2
4
0
2 2
0
2
= (A.18)
The above system (A.14)-(A.18) is equivalent to

2
2
1
s 16
1
a = ,
2
2
2
0
s 4
m
a = , G m 4 G
2
= ,
0 a m 4
G
G
a 2
G
G
a
1
2
0
2
1
= +
|
\
|

+
|
\
|

(A.19)
The last equation is a quadratic equation with respect to the ratio G / G and
because its discriminant is zero, we obtain

1
0
a
a
G
G
=

(A.20)
The above equation combined with the equation G m 4 G
2
= , gives us

0
1 2
a
a
m 4
G
G
=

(A.21)
and by integration

|
|
\
|
+ + =
0
1 2
3 2 1
a
a
m 4 exp C C C G (A.22)
Therefore

|
|
\
|
+ +
|
|
\
|

|
|
\
|
+
=
0
1 2
3 2 1
0
1 2
0
1 2
3 2
a
a
m 4 exp C C C
a
a
m 4 exp
a
a
m 4 C C
G
G

or, adjusting the above expression and redefining the constants (i.e.
3 2 0
C / C a D =
and
3 1 0
C / C a E = ), we obtain

|
|
\
|
+ +
|
|
\
|

=
0
1 2
0
0
1 2
1
2
a
a
m 4 exp a D E
a
a
m 4 exp a m 4 D
G
G

We thus have
36
|
|
|
|
|
\
|
|
|
\
|
+ +
|
|
\
|

+ =
|
\
|

+ =
0
1 2
0
0
1 2
1
2
1 0 1 0
a
a
m 4 exp a D E
a
a
m 4 exp a m 4 D
a a
G
G
a a A (A.23)
where
2
2
1
s 16
1
a = and
2
2
2
0
s 4
m
a = (four different combinations).
Equation (A.23) can also be written as

) ( H
) ( F
a a A
1 0
+ = (A.24)
where

|
|
\
|
=
0
1 2
1
2
a
a
m 4 exp a m 4 D ) ( F (A.25)

|
|
\
|
+ + =
0
1 2
0
a
a
m 4 exp a D E ) ( H (A.26)
A.III) Third Method. Using the transformation

) ( w
1
) ( A
2
= (A.27)
equation (A.1) transforms into the Ermakov equation (Ermakov [68])

3 2 2
w s 4 ) ( w m ) ( w

= (A.28)
Equation 0 ) ( w m ) ( w
2
= admits two independent solutions
=
m
1
e w and

=
m
2
e w . We consider one of them,

=
m
2
e w and introduce the
transformation

=
2
w
d
, i.e.
=
m 2
e
m 2
1
, ) m 2 ( ln
m 2
1
= and ) ( w e z
m
=

, ) ( z z = .
Since
} ) ( w ) ( w m { e
d
dz
m
+ =

and } ) ( w ) ( w m { e
d
z d
2 m 3
2
2
+ =

37
Ermakovs equation (A.28) transforms into the equation

3 2
2
2
z s 4
d
z d

=
(A.29)
Using one of the standard methods, i.e. multiplying both members by
d
dz
2 or
introducing the variable p by
=
d
dz
p , we arrive at the equation

1
2
2
2
C
z
s 4
d
dz
+ =
|
|
\
|
(A.30)
From the above equation we obtain the two equations

1
2
2
C
z
s 4
d
dz
+ =
and
1
2
2
C
z
s 4
d
dz
+ =

The first of the above equations admits the solution
2 1
2 2
1
C C s 4 z C + = +
while the second
2 1
2 2
1
C C s 4 z C + = + .
We thus have, squaring both the previous two equations and solving with respect
to
2
z

1
2
2 2 2 m 2
1 2 2
C m 4
s m 16 ) e C C m 2 (
z

=

and then, since ) ( w e z
m
=

,

=
m 2
1
2
2 2 2 m 2
1 2 2
e
C m 4
s m 16 ) e C C m 2 (
) ( w
We thus obtain, using the above expression and (A.27), that ) ( A is given by

2 2 2 m 2
1 2
m 2
1
2
s m 16 ) e C C m 2 (
e C m 4
) ( A

(A.31)
The above expression can be written in terms of ) m tanh( . In fact since
38

2 m 2 m
1
m
2
1
2
) e s m 4 ( ) e C e C m 2 (
C m 4
) ( A

=
we can easily transform the above expression into

2 2 2 2
1 2 1 2
2
1
2
)] m ( tanh 1 [ s m 16 )] m ( tanh ) C C m 2 ( ) C C m 2 ( [
)] m ( tanh 1 [ C m 4
) ( A

=
m

A.IV. Fourth Method. We shall now use the projective Riccati equation
method (see for example Abdou [5]) in solving equation (A.1). We consider the
expansion
] ) ( g b ) ( f a [ ) ( f a ) ( A
N
1 i
i i
1 i
0
=
+ + = (A.32)
where the functions ) ( f and ) ( g satisfy the system
) ( g ) ( f p ) ( f = (A.33)
) ( f r ) ( g p q ) ( g
2
+ = (A.34)

(
(
+
+ = ) ( f
q
r
) ( f r 2 q
p
1
) ( g
2
2
2
(A.35)
The system of equations (A.33) and (A.34) admits five families of solutions given
by
(I) If
2 2
= and 0 q p < then

+ +
=
q p cosh q p sinh r
q
) ( f (A.36)

+ +
+
=
q p cosh q p sinh r
q p sinh q p cosh
p
q p
) ( g (A.37)
with

(
(
+
+ = ) ( f
q
r
) ( f r 2 q
p
1
) ( g
2
2 2 2
2
(A.38)
(II) If
2 2
= and 0 q p > then
39

+ +
=
q p cos q p sin r
q
) ( f (A.39)

+ +
+
=
q p cos q p sin r
q p sin q p cos
p
q p
) ( g (A.40)
with

(
(

+ = ) ( f
q
r
) ( f r 2 q
p
1
) ( g
2
2 2 2
2
(A.41)
(III) If 0 q = , then

+ +
=
2
2
r p
1
) ( f (A.42)
+ +
+
=
2
2
r p
r p
p
1
) ( g (A.43)
with
) ( f
p
r 2
p
) ( f
p
r 2
) ( g
2
2
2
2
(
(
+ = (A.44)
where and are free parameters.
(IV) If 1 p = and
2
r = then
) (
r p
2
r 6
q
) ( f + = (A.45)
) ( 12 q
) ( 12
) ( g
+

= (A.46)
where ) ( satisfies Weirstrass equation
216
q p
) (
12
q
) ( 4 )) ( (
3 2
3 2
=
with solution ) ( ) ( = .
The relation between f and g is given by
40

q
p
f
p
r 2
g
2
= (A.47)
(V) If 1 p = and
25
r
2
= then

) ( 72
q p 5
r 6
q 5
) ( f
2

+ = (A.48)
) ( )] ( 12 q p [
) ( q
) ( g
+

= (A.49)
with ) ( ) ( = and
|
|
\
|
+ =
2
2
2
f
q 25
r 24
f r 2 q
p
1
g (A.50)
Upon substituting (A. 32) into (A.1) and balancing
4
2
) A ( , we obtain 1 n = . We thus substitute
) ( g b ) ( f a a ) ( A
1 1 0
+ + = (A.51)
Since
)} ( f r ) ( g p q { b ) ( g ) ( f p a ) ( A
2
1 1
+ + =
and
+ = ) ( g ) ( f p r b 3 ) ( g q p b 2 ) ( f q p a ) ( A
1 1 1

) ( g p b 2 ) ( g ) ( f p a 2 ) ( f r p a
3 2
1
2 2
1
2
1
+ +
+ + )} ( g b ) ( f a a {
1 1 0

+ ) ( g ) ( f p r b 3 ) ( g q p b 2 ) ( f q p a {
1 1 1

+ + )} ( g p b 2 ) ( g ) ( f p a 2 ) ( f r p a
3 2
1
2 2
1
2
1

+ + +
2 2
1 1
)}] ( f r ) ( g p q { b ) ( g ) ( f p a [
2
3

0 )} ( g b ) ( f a a { s 8 )} ( g b ) ( f a a { m 2
4
1 1 0
2 2
1 1 0
2
= + + + + + (A.52)
41
Upon expanding and rearranging, we obtain an equation which contains a constant
term and powers of the functions ) ( f and ) ( g . We further substitute ) ( g
2
by
(A.35) wherever powers of the function ) ( g enter. We thus obtain finally an
equation which will contain powers of g no greater than one. Equating the
coefficients of this equation to zero, we obtain the following.
Constant coefficient:
+
2
1
2 2
1
2
0
4 2
0
2
) b ( m
p
q 2
) b ( ) a ( s
p
q 48
) a ( m 2
0 ) a ( s 8 ) b ( s
p
q 8
4
0
4 4
1
4
2
2
= (A.53)
Coefficient of f:
+ + +
2
1
2
0
4 2
1 1 0
4 4
1
4
2
1 0
2
) b ( ) a ( s
p
r 96
) b ( a a s
p
q 96
) b ( s
p
r q 32
a a m 4
0 a a q p ) b ( r q a ) a ( s 32 ) b ( m
p
r 4
1 0
2
1 1
3
0
4 2
1
2
= + (A.54)
Coefficient of g:
0 b a m 4 b ) a ( s 32 ) b ( a s
p
q 32
1 0
2
1
3
0
4 3
1 0
4
= + (A.55)
Coefficient of
2
f :
+
+
+
+
2
1
2
2
2
1
2
1
4 2
1
2
0
4
2
) b ( m
q p
) r ( 2
) b ( ) a ( s
p
q 48
) b ( ) a ( s
q p
) r ( 48

+
+
4
1
4
2
4
1
4
2
2
2
1 1 0
4 2
1
2
) b ( s
p
16
) b ( s
p
r 48
) b ( a a s
p
r 192
) b (
2
r 5

0 a a r p 3 ) a (
2
q p
) a ( ) a ( s 48 ) b ( 2 ) a ( m 2
1 0
2
1
2
1
2
0
4 2
1
2
1
2
= + + + + (A.56)
Coefficient of
3
f

+
+

+
1 0
2
2
1
2
1
4 4
1
4
2
2
a a
q
) r ( p 2
) b ( ) a ( s
p
r 96
) b ( s
q p
) r ( r 32

42
+
+
+
3
1 0
4 2
1
2
2
1 1 0
4
) a ( a s 32 ) b (
q
) r ( r 2
) b ( a a s
q p
d 96

0 ) b ( a a s
q p
r 96
2
1 1 0
4
2
= + (A.57)
Coefficient of
4
f

+
+
2
1
2
2
2
1
2
2
1
2
1
2
1
4
2
) b (
q 2
) a (
q 2
r p
) a (
q 2
p
) b ( ) a ( s
q p
) r ( 48

+
4
1
4
2 2
2
4
1
4
2 2
4
4
1
4 2
1
2
4
2
1
2
2
) b ( s
q p
8
) b ( s
q p
r 8
) a ( s 8 ) b (
q 2
r
) b (
q
r

0 ) b ( s
q p
r 16
4
1
4
2 2
2
=
(A.58)
Coefficient of g f
+ +
3
1 0
4
1 1 1 1
2
0
4
1 0 1 1
2
) b ( a s
p
r 64
b a q p b a ) a ( s 96 b a p r b a m 4
0 ) b ( a s
p
q 32
3
1 1
4
= + (A.59)
Coefficient of g f
2

+
+
+
1 0
2
3
1 0
4
2
b a
q
) r ( p 2
) b ( a s
q p
) r ( 32

0 b ) a ( a s 96 ) b ( a s
p
r 64
b a p r
1
2
1 0
4 3
1 1
4
1 1
= + (A.60)
Coefficient of g f
3

0 b ) a ( s 32 b a
q
) r ( p
) b ( a s
q p
) r ( 32
1
3
1
4
1 1
2
3
1 1
4
2
=
+
+
(A.61)
Solving the system of the nine simultaneous equations (A.53)-(A.61), using any of
the known Computer Algebra Systems (Axiom, Macsyma, Maple, Mathematica),
we obtain a considerable number of solutions, from which we select only the
nontrivial ones:
43
Solution I.
2
0
s 4
m
a = ,
m 2
b
a
1
1
= ,
1 1
b b = ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
where is any root of the equation
2 2
r + = .
Solution II.
2
0
s 4
m
a = ,
m 2
b
a
1
1
= ,
1 1
b b = ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
2 2
r + = .
Solution III.
2
0
s 4
m
a = ,
1 1
a a = ,
1 1
b b = ,
2
1
2
1
2 2
1
2
) b (
) b ( r ) a ( m 4
= ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
Solution IV.
2
0
s 4
m
a = ,
1 1
a a = ,
1 1
b b = ,
2
1
2
1
2 2
1
2
) b (
) b ( r ) a ( m 4
= ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
Solution V.
2
0
s 4
m
a = , 0 a
1
= ,
1 1
b b = ,
1
2
b s 4 p = ,
1
2
2
b s 4
m
q =
Solution VI.
2
0
s 4
m
a = , 0 a
1
= ,
1 1
b b = ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
and r is any root of 0 r
2
= + .
Solution VII.
2
0
s 4
m
a = , 0 a
1
= ,
1 1
b b = ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
2
= + .
Solution VIII. 0 a
0
= ,
m s 8
p
a
2
1
= , 0 b
1
= , p p = ,
p
m 4
q
2
=
and is any root of
2 2
r + = .
44
For each set of coefficients and parameters (Solution I Solution VIII) there
correspond in principle five families of solutions. However not all of them appear
in the final solutions, because there is a conflict between the values of the
coefficients and the values of the parameters of the various solutions.
Family I. This family corresponds to the Solution I
2
0
s 4
m
a = ,
m 2
b
a
1
1
= ,
1 1
b b = ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
2 2
r + = .
From (A.51) and Solution I, we obtain
) ( g b ) ( f
m 2
b
s 4
m
) ( A
1
1
2
+
+ = (A.62)
with
1
2
b s 8 p = ,
1
2
2
b s 2
m
q = and satisfies the equation
2 2
r + = .
Sub-family Ia. Since 0 m 4 q p
2
> = , we consider first the choice
2 2
= .
The functions ) ( f and ) ( g in (A.62) are given by (A.36) and (A.37)
respectively:

) ( U
1
b s 2
m
) ( f
1
2
2
= and
) ( U
) ( U 2
b s 2
m
) ( g
1
2
2

=
where
) | m | 2 ( cosh ) | m | 2 ( sinh r ) ( U + + =
We thus obtain

) ( U
) ( U m
s 4
1
s 4
m
) ( A
2 2

=
2 2 2 2
r + = .
45
Sub-family Ib. If 1 p = and
2
r = , we have 0 = and then 0 a
1
= . In this
case we have ) ( g b
s 4
m
) ( A
1
2
+ = where ) ( g is given by (A.46).
(Ib.a) For 1 p = , we have
2
1
s 8
1
b = and
2
m 4 q = . Therefore
2
m 4 ) ( 12
) ( 12
) ( g

= and thus
2 2 2
m 4 ) ( 12
) (
s 2
3
s 4
m
) ( A

+ =
where ) ( is Weirstrass function satisfying the equation

27
m 8
) (
3
m 4
) ( 4 )) ( (
6 4
3 2
+ =
(Ib.b) For 1 p = , we have
2
1
s 8
1
b = and
2
m 4 q = . Therefore
2
m 4 ) ( 12
) ( 12
) ( g
+

= and thus
2 2 2
m 4 ) ( 12
) (
s 2
3
s 4
m
) ( A
+

=
Sub-family Ic. If 1 p = and
25
r
2
= , is satisfies the equation
25
r 24
2
2
=
while ) ( f and ) ( g are given by (A.48) and (A.49) respectively.
(Ic.a) For 1 p = , we have
2
1
s 8
1
m 2
a
= ,
2
1
s 8
1
b = and
2
m 4 q = . Therefore

) ( 9
m 10
r 3
m 10
) ( f
4 2

+ = and
) ( ] m 4 ) ( 12 [
) ( m 4
) ( g
2
2

=
We thus have the following expression for ) ( A :

] m 4 ) ( 12 [ ) (
) (
s 2
m
r
1
) ( 3
m
s 24
m 5
s 4
m
) ( A
2 2
2 2
2 2

+
|
|
\
|
+ =

27
m 8
) (
3
m 4
) ( 4 )) ( (
6 4
3 2
+ =
46
(Ic.b) For 1 p = , we have
2
1
s 8
1
m 2
a
= ,
2
1
s 8
1
b = and
2
m 4 q = . Therefore

) ( 9
m 10
r 3
m 10
) ( f
4 2

= and
) ( ] m 4 ) ( 12 [
) ( m 4
) ( g
2
2

=
We thus have the following expression for ) ( A :

] m 4 ) ( 12 [ ) (
) (
s 2
m
r
1
) ( 3
m
s 24
m 5
s 4
m
) ( A
2 2
2 2
2 2

+
|
|
\
|
+ =
Note. If
2 2
= and 0 q p > leads to 0 m
2
< . The case 0 q = cannot be
considered either, since it leads to 0 m= and then the coefficient of ) ( f in (A.62)
becomes infinite.
Family II. This family corresponds to the Solution II
2
0
s 4
m
a = ,
m 2
b
a
1
1
= ,
1 1
b b = ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
2 2
r + = .
From (A.51) and Solution II, we obtain
) ( g b ) ( f
m 2
b
s 4
m
) ( A
1
1
2
+
+ = (A.63)
with
1
2
b s 8 p = ,
1
2
2
b s 2
m
q = and satisfies the equation
2 2
r + = .
Sub-family IIa. Since 0 m 4 q p
2
> = , we first consider the case
2 2
= .
The functions ) ( f and ) ( g are given by (A.39) and (A.40) respectively:

) ( V
1
b s 2
m
) ( f
1
2
2
= and
) ( V
) ( Z
b s 4
| m | 2
) ( g
1
2
=
where
) | m | 2 ( sin ) | m | 2 ( cos ) ( Z + =
) | m | 2 ( cos ) | m | 2 ( sin r ) ( V + + =
47
We thus obtain

) ( V
) ( Z | m | m
s 4
1
s 4
m
) ( A
2 2
+
=
2 2 2 2
r = .
Sub-family IIb. If 1 p = and
2
r = then 0 = and thus 0 a
1
= .
In this case we have ) ( g b
s 4
m
) ( A
1
2
+ = where ) ( g is given by (A.46).
(IIb.a) For 1 p = , we have
2
1
s 8
1
b = and
2
m 4 q = . Therefore
2
m 4 ) ( 12
) ( 12
) ( g
+

= and thus
2 2 2
m 4 ) ( 12
) (
s 2
3
s 4
m
) ( A
+

=

27
m 8
) (
3
m 4
) ( 4 )) ( (
6 4
3 2
=
(IIb.b) For 1 p = , we have
2
1
s 8
1
b = and
2
m 4 q = . Therefore
2
m 4 ) ( 12
) ( 12
) ( g

= and thus
2 2 2
m 4 ) ( 12
) (
s 2
3
s 4
m
) ( A

+ =
Sub-family IIc. If 1 p = and
25
r
2
= then satisfies the equation
25
r 24
2
2
= .
The functions ) ( f and ) ( g are given by (A.48) and (A.49) respectively.
(IIc.a) For 1 p = , we have
2
1
s 8
1
b = ,
2
1
s 8
1
m 2
a
= and
2
m 4 q = . We then
have the following expressions for ) ( f and ) ( g

) ( 9
m 10
r 3
m 10
) ( f
4 2

+ = and
) ( )] ( 12 m 4 [
) ( m 4
) ( g
2
2
+

=
Therefore
48

)] ( 12 m 4 [ ) (
) (
s 2
m
) ( 3
m
r
1
s 24
m 5
s 4
m
) ( A
2 2
2 2
2 2
+

+
=

27
m 8
) (
3
m 4
) ( 4 )) ( (
6 4
3 2
=
(IIc.b) For 1 p = , we have
2
1
s 8
1
b = ,
2
1
s 8
1
m 2
a
= and
2
m 4 q = . We then
have the following expressions for ) ( f and ) ( g

) ( 9
m 10
r 3
m 10
) ( f
4 2

= and
) ( )] ( 12 m 4 [
) ( m 4
) ( g
2
2
+

=
Therefore

)] ( 12 m 4 [ ) (
) (
s 2
m
) ( 3
m
r
1
s 24
m 5
s 4
m
) ( A
2 2
2 2
2 2
+

+
=
Note. If
2 2
= and 0 q p < leads to 0 m
2
< . The case 0 q = cannot be
considered either, since it leads to 0 m= and then the coefficient of ) ( f in (A.63)
becomes infinite.
Family III. This family corresponds to the Solution III

2
0
s 4
m
a = ,
1 1
a a = ,
1 1
b b = ,
2
1
2
1
2 2
1
2
) b (
) b ( r ) a ( m 4
= ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
From (A.51) and Solution III, we obtain
) ( g b ) ( f a
s 4
m
) ( A
1 1
2
+ + = (A.64)
where
2
1
2
1
2 2
1
2
) b (
) b ( r ) a ( m 4
= ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
49
Sub-family IIIa. Since 0 m 4 q p
2
< = for
2 2
= , i.e.
2
1
2
1
2 2
1
2
2 2
) b (
) b ( r ) a ( m 4
= the functions ) ( f and ) ( g are given by (A.36)
and (A.37) respectively:

) ( U
1
s b 2
m
) ( f
2
1
2
= ,
) ( U
) ( U
s 4
1
) ( g
2

=
where
) | m | 2 ( cosh ) | m | 2 ( sinh r ) ( U + + =
Therefore
) ( U
) ( U
s 4
1
) ( U
1
s b 4
a m 2
s 4
m
) ( A
2 2
1
1
2
2
=
where the following relation holds
2
1
2 2 2 2
1
2
b ) r ( a m 4 + = .
Sub-family IIIb. If 1 p = and
2
r = , i.e.
2
1
2
1
2 2
1
2
2
) b (
) b ( r ) a ( m 4
r

= then
0 a
1
= and ) ( g is given by (A.46).
(IIIb.a) If 1 p = , then
2
1
s 8
1
b = ,
2
m 4 q = and
2
m 4 ) ( 12
) ( 12
) ( g

= .
Therefore

2 2 2
m ) ( 3
) (
s 8
3
s 4
m
) ( A

+ =

27
m 8
) (
3
m 4
) ( 4 )) ( (
6 4
3 2
+ =
(IIIb.b) If 1 p = , then
2
1
s 8
1
b = ,
2
m 4 q = and
2
m 4 ) ( 12
) ( 12
) ( g
+

= .
Therefore
50

2 2 2
m ) ( 3
) (
s 8
3
s 4
m
) ( A

=
Sub-family IIIc. If 1 p = and
25
r
2
= , i.e.
2
1
2
1
2 2
1
2 2
) b (
) b ( r ) a ( m 4
25
r
=
then ) ( f and ) ( g are given by (A.48) and (A.49) respectively.
(IIIc.a) For 1 p = , we have
2
1
s 8
1
b = and
2
m 4 q = and thus

) ( 9
m 10
r 3
m 10
) ( f
4 2

+ = and
) ( ] m 4 ) ( 12 [
) ( m 4
) ( g
2
2

=
Therefore

] m ) ( 3 [ ) (
) (
s 8
m
) ( 3
m
r
1
3
m a 10
s 4
m
) ( A
2 2
2 2 2
1
2

+
|
|
\
|

+ + =

27
m 8
) (
3
m 4
) ( 4 )) ( (
6 4
3 2
+ =
with
2
1
2 2
1
2
b r 24 a m 100 = .
(IIIc.b) For 1 p = , we have
2
1
s 8
1
b = and
2
m 4 q = and thus

) ( 9
m 10
r 3
m 10
) ( f
4 2

= and
) ( ] m 4 ) ( 12 [
) ( m 4
) ( g
2
2

=
Therefore

] m ) ( 3 [ ) (
) (
s 8
m
) ( 3
m
r
1
3
m a 10
s 4
m
) ( A
2 2
2 2 2
1
2

+
|
|
\
|

+ =
Note. If
2 2
2
< . The choice 0 q = leads to
0 m= .
Family IV. This family corresponds to the Solution IV
51
2
0
s 4
m
a = ,
1 1
a a = ,
1 1
b b = ,
2
1
2
1
2 2
1
2
) b (
) b ( r ) a ( m 4
= ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
From (A.51) and Solution IV, we obtain
) ( g b ) ( f a
s 4
m
) ( A
1 1
2
+ + = (A.65)
where
2
1
2
1
2 2
1
2
b
b r a m 4
= ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
Sub-family IVa. Since 0 m 4 q p
2
< = for
2 2
= , i.e.
2
1
2
1
2 2
1
2
2 2
b
b r a m 4
= , then ) ( f and ) ( g are given by (A.36) and (A.37)
respectively:

) ( U
1
b s 2
m
) ( f
1
2
2
= and
) ( U
) ( U
b s 4
1
) ( g
1
2

=
where
) | m | 2 ( cosh ) | m | 2 ( sinh r ) ( U + + =
We thus have
) ( U
) ( U
s 4
1
) ( U
1
b s 2
a m
s 4
m
) ( A
2
1
2
1
2
2
+ =
with
2
1
2 2 2 2
1
2
b ) r ( a m 4 + = .
Sub-family IVb. If 1 p = and
2
r = , i.e.
2
1
2
1
2 2
1
2
2
b
b r a m 4
r

= , we have
0 a
1
= .
(IVb.a) For 1 p = , we have
2
1
s 8
1
b = ,
2
m 4 q = and thus from (A.46) we get
2
m 4 ) ( 12
) ( 12
) ( g

= and then
2 2 2
m ) ( 3
) (
s 8
3
s 4
m
) ( A

=
52
where ) ( is the Weirstrass function, satisfying the equation

27
m 8
) (
3
m 4
) ( 4 )) ( (
6 4
3 2
+ =
(IVb.b) For 1 p = , we have
2
1
s 8
1
b = ,
2
m 4 q = and thus from (A.46) we get
2
m 4 ) ( 12
) ( 12
) ( g
+

= and then
2 2 2
m ) ( 3
) (
s 8
3
s 4
m
) ( A
+

+ =

Sub-family IVc. If 1 p = and
25
r
2
= , i.e.
2
1
2
1
2 2
1
2 2
b
b r a m 4
25
r
= then ) ( f and
) ( g are given by (A.48) and (A.49) respectively.
(IVc.a) For 1 p = , we have
2
1
s 8
1
b = ,
2
m 4 q = and then

) ( 9
m 10
r 3
m 10
) ( f
4 2

+ = and
) ( ] m 4 ) ( 12 [
m 4
) ( g
2
2

=
Therefore

] m ) ( 3 [ ) (
) (
s 8
m
) ( 3
m
r
1
3
m a 10
s 4
m
) ( A
2 2
2 2 2
1
2

|
|
\
|

+ + =
where ) ( is the Weirstrass function, satisfying the equation

27
m 8
) (
3
m 4
) ( 4 )) ( (
6 4
3 2
+ =
with
4 2
2
2
1
s m 800
r 3
a = . This last equation comes from equating the two different
expressions of and using the value of
1
b .
(IVc.b) For 1 p = , we have
2
1
s 8
1
b = ,
2
m 4 q = and then

) ( 9
m 10
r 3
m 10
) ( f
4 2

= and
) ( ] m 4 ) ( 12 [
m 4
) ( g
2
2

=
53
Therefore

] m ) ( 3 [ ) (
) (
s 8
m
) ( 3
m
r
1
3
m a 10
s 4
m
) ( A
2 2
2 2 2
1
2

|
|
\
|

+ =
Note. The case
2 2
2
< . The choice 0 q =
leads to 0 m= .
Family V. This family corresponds to the Solution V

2
0
s 4
m
a = , 0 a
1
= ,
1 1
b b = ,
1
2
b s 4 p = ,
1
2
2
b s 4
m
q =
From (A.51) and Solution V, we obtain
) ( g b
s 4
m
) ( A
1
2
+ = (A.66)
where
1
2
b s 4 p = ,
1
2
2
b s 4
m
q =
Sub-family Va. Since 0 m 4 q p
2
< = , the choice
2 2
= , the function ) ( g
is given by (A.37):
) ( X
) ( X 2
b s 4
m
) ( g
1
2

= where
) | m (| cosh ) | m (| sinh r ) ( X + + =
Therefore
) ( X
) ( X
s 2
m
s 4
m
) ( A
2 2

+ =
Sub-family Vb. If 1 p = and
2
r = , then ) ( g is given by (A.46).
(Vb.a) For 1 p = , we have
2
1
s 4
1
b = ,
2
m q = and then
2
m ) ( 12
) ( 12
) ( g

= .
Therefore

2 2 2
m ) ( 12
) (
s
3
s 4
m
) ( A

+ =
54

216
m
) (
12
m
) ( 4 )) ( (
6 4
3 2
+ =
(Vb.a) For 1 p = , we have
2
1
s 4
1
b = ,
2
m q = and then
2
m ) ( 12
) ( 12
) ( g
+

= .
Therefore
2 2 2
m ) ( 12
) (
s
3
s 4
m
) ( A
+

=
Sub-family Vc. If 1 p = and
25
r
2
= then ) ( g is given by (A.49).
(Vc.a) For 1 p = , we get
2
1
s 4
1
b = ,
2
m q = and then
] m ) ( 12 [ ) (
) ( m
) ( g
2
2

= .
Therefore

] m ) ( 12 [ ) (
) (
s 4
m
s 4
m
) ( A
2 2
2
2

+ =
(Vc.b) For 1 p = , we get
2
1
s 4
1
b = ,
2
m q = and then
] m ) ( 12 [ ) (
) ( m
) ( g
2
2

= . Therefore
] m ) ( 12 [ ) (
) (
s 4
m
s 4
m
) ( A
2 2
2
2

+ =
Note. The case
2 2
2
< . The case 0 q = leads
to 0 m= .
Family VI. This family corresponds to the Solution VI

2
0
s 4
m
a = , 0 a
1
= ,
1 1
b b = ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
2
= + .
From (A.51) and Solution VI, we obtain
) ( g b
s 4
m
) ( A
1
2
+ = (A.67)
55
where
1
2
b s 8 p = ,
1
2
2
b s 4
m
q = and r is any root of 0 r
2
= + .
Sub-family VIa. Since 0 m 4 q p
2
< = , the choice
2 2
= , i.e.
0 r
2 2 2
= + and ) ( g is given by (A.37):
) ( U
) ( U
b s 4
1
) ( g
1
2

= ,
where
) | m | 2 ( cosh ) | m | 2 ( sinh r ) ( U + + =
Therefore
) ( U
) ( U
s 4
m
s 4
m
) ( A
2 2

+ = where r satisfies the equation
0 r
2 2 2
= + .
Sub-family VIb. If 1 p = and
2
r = (i.e. r is any real) then ) ( g is given by
(A.46).
(VIb.a) For 1 p = , we get
2
1
s 8
1
b = ,
2
m 4 q = and thus
2
m 4 ) ( 12
) ( 12
) ( g

= .
Therefore
2 2 2
m ) ( 3
) (
s 8
3
s 4
m
) ( A

+ = , where ) ( is the Weirstrass
function, satisfying the equation

27
m 8
) (
3
m 4
) ( 4 )) ( (
6 4
3 2
+ =
(VIb.b) For 1 p = , we get
2
1
s 8
1
b = ,
2
m 4 q = and thus
2
m 4 ) ( 12
) ( 12
) ( g
+

= .
Therefore
2 2 2
m ) ( 3
) (
s 8
3
s 4
m
) ( A
+

= .
Sub-family VIc. If 1 p = and
25
r
2
= , i.e. 0
25
r
r
2
2
= then ) ( g is given by
(A.49).
56
(VIc.a) For 1 p = , we get
2
1
s 8
1
b = ,
2
m 4 q = and then
] m 4 ) ( 12 [ ) (
) ( m 4
) ( g
2
2

= .Therefore
] m ) ( 3 [ ) (
) (
s 8
m
s 4
m
) ( A
2 2
2
2

+ =
(VIc.b) For 1 p = , we get
2
1
s 8
1
b = ,
2
m 4 q = and then
] m 4 ) ( 12 [ ) (
) ( m 4
) ( g
2
2

= .
Therefore
] m ) ( 3 [ ) (
) (
s 8
m
s 4
m
) ( A
2 2
2
2

+ = .
Note. The case
2 2
2
to 0 m= .
Family VII. This family corresponds to the Solution VII

2
0
s 4
m
a = , 0 a
1
= ,
1 1
b b = ,
1
2
b s 8 p = ,
1
2
2
b s 2
m
q =
2
= + .
From (A.51) and Solution VII, we obtain
) ( g b
s 4
m
) ( A
1
2
+ = (A.68)
where
1
2
b s 8 p = ,
1
2
2
b s 4
m
q = and r is any root of 0 r
2
= + .
Sub-family VIIa. Since 0 m 4 q p
2
< = , the choice
2 2
= , i.e.
0 r
2 2 2
= + , then ) ( g is given by (A.37):
) ( U
) ( U
b s 4
1
) ( g
1
2

= ,
where ) | m | 2 ( cosh ) | m | 2 ( sinh r ) ( U + + = .
57
Therefore
) ( U
) ( U
s 4
1
s 4
m
) ( A
2 2

= where r satisfies the equation
0 r
2 2 2
= + .
Sub-family VIIb. If 1 p = and
2
r = (i.e. r any real) then ) ( g is given by
(A.46).
(VIIb.a) For 1 p = , we have
2
1
s 8
1
b = ,
2
m 4 q = and thus
2
m 4 ) ( 12
) ( 12
) ( g

= . Therefore
2 2 2
m ) ( 3
) (
s 8
3
s 4
m
) ( A

=

27
m 8
) (
3
m 4
) ( 4 )) ( (
6 4
3 2
+ =
(VIIb.b) For 1 p = , we have
2
1
s 8
1
b = ,
2
m 4 q = and thus
2
m 4 ) ( 12
) ( 12
) ( g
+

= .
Therefore
2 2 2
m ) ( 3
) (
s 8
3
s 4
m
) ( A
+

+ =
Sub-family VIIc. If 1 p = and
25
r
2
= , i.e. 0
25
r
r
2
2
= then ) ( g is given by
(A.49).
(VIIc.a) For 1 p = , we get
2
1
s 8
1
b = ,
2
m 4 q = and then
] m 4 ) ( 12 [ ) (
) ( m 4
) ( g
2
2

= .Therefore
] m ) ( 3 [ ) (
) (
s 8
m
s 4
m
) ( A
2 2
2
2

=
(VIIc.b) For 1 p = , we get
2
1
s 8
1
b = ,
2
m 4 q = and then
] m 4 ) ( 12 [ ) (
) ( m 4
) ( g
2
2

= . Therefore
58
] m ) ( 3 [ ) (
) (
s 8
m
s 4
m
) ( A
2 2
2
2

= .
Note. The case
2 2
2
to 0 m= .
Family VIII. This family corresponds to the Solution VIII
0 a
0
= ,
m s 8
p
a
2
1
= , 0 b
1
= , p p = ,
p
m 4
q
2
=
and is any root of
2 2
r + = .
From (A.51) and Solution VIII, we obtain
) ( f
m s 8
p
) ( A
2

= (A.69)
where p p = ,
p
m 4
q
2
= and is any root of the equation
2 2
r + = .
Sub-family VIIIa. Since 0 m 0 q p
2
> < , the choice
2 2
= , i.e.
2 2 2 2
r + = , then ) ( f is given by (A.36):
) ( U
1
p
m 4
) ( f
2
= where
) | m | 2 ( cosh ) | m | 2 ( sinh r ) ( U + + = .Therefore
) ( U
1
s 2
m
) ( A
2
=
where satisfies the equation
2 2 2 2
r + = .
Sub-family VIIIb. If 1 p = and
25
r
2
= , leads to
2 2
r
25
24
= and then ) ( f is
given by (A.48).
(VIIIb.a) For 1 p = , we have
2
m 4 q = and thus
) ( 9
m 10
r 3
m 10
) ( f
4 2

+ = .

27
m 8
) (
3
m 4
) ( 4 )) ( (
6 4
3 2
+ =
59
Therefore
|
|
\
|

+
=
) ( 3
m
r
1
s 12
m 5
) ( A
2
2
, and is any root of the equation
25
r 24
2
2
= .
(VIIIb.b) For 1 p = , we have
2
m 4 q = and thus
) ( 9
m 10
r 3
m 10
) ( f
4 2

= .
Therefore
|
|
\
|

=
) ( 3
m
r
1
s 12
m 5
) ( A
2
2
.
Note. The case
2 2
2
to 0 m= . The case
2
r = cannot be considered since in this case 0 = and then
0 a
1
= (i.e. 0 ) ( A = ).

A.V) Fifth Method. We consider now an expression of the form

+ +
+ +
=
m
1 0
m
1
m
1 0
m
1
e d c e c
e b a e a
) ( A (A.70)
and substitute back into (A.1). We then derive an equation which contains powers
of the exponentials
m
e . Equating all the coefficients of these exponentials to
zero, we obtain the following set of solutions

1 1
a a = , 0 a
0
= , 0 b
1
= ,
1 1
c c = , 0 c
0
= ,
1 1
d d =

1 1
a a = ,
0 0
a a = ,
1 1
b b = ,
m
s a 2
c
1
1
= ,
m
s a 2
c
0
0
= ,
m
s b 2
d
1
1
=
0 a
1
= , 0 a
0
= ,
1 1
b b = ,
1 1
c c = , 0 c
0
= ,
m
s b 2
d
1
1
=
0 a
1
= , 0 a
0
= ,
1 1
b b = ,
1 1
c c = , 0 c
0
= ,
m
s b 2
d
1
1
=

s 2
c m
a
1
1
= ,
0 0
a a = ,
1 1
b b = ,
1 1
c c = ,
m
s a 2
c
0
0
= ,
m
s b 2
d
1
1
=
We thus have
60

+
=
m
1
m
1
m
1
e d e c
e a
) ( A ,

=
m 1 m
1
m
1
e
m
b s 2
e c
e b
) ( A

+
=
m 1 m
1
m
1
e
m
b s 2
e c
e b
) ( A ,

+ +
+ +
=
m 1 0 m
1
m
1 0
m 1
e
m
b s 2
m
a s 2
e c
e b a e
s 2
c m
) ( A
or

+
=
m
2
m
1
m
e C e C
e
) ( A ,
1
1
1
a
c
C = ,
1
1
2
a
d
C = (A.71)

=
m m
1
m
e s 2 e C m
e m
) ( A ,
1
1
1
b
c
C = (A.72)

+
=
m m
1
m
e s 2 e C m
e m
) ( A ,
1
1
1
b
c
C = (A.73)

2 m
2
2 m
1
m
2
m
1
2
s 4 e C s 4 e C s m 2
s m 2 e C s m 2 e C m
) ( A
+ +
+ +
=

,
0
1
1
a
c
C = ,
0
1
2
a
b
C = (A.74)
Appendix B. We consider an expansion of the form
) ( a a ) ( A
1 0
+ = (B.1)
where ) ( satisfies Jacobi's differential equation

4
4
3
3
2
2 1 0
n n n n n ) (
d
d
+ + + + =
(B.2)
Contrary to the previously considered case (Appendix A, equation (A.3)) we
consider the right hand side of (B.2) to be a complete fourth degree polynomial.
Since
4
4
3
3
2
2 1 0 1 1
n n n n n a ) ( a ) ( A + + + + = =
and
) n 4 n 3 n 2 n ( a
2
1
) ( A
3
4
2
3 2 1 1
+ + + =
61
+ + +
|
\
|

3
4
2
1
2
1 0
4 2
1
2
4
2
1
) n a s 16 ( a a 2 a s 8 n
2
1
a
+
|
\
|
+ +
2
3 1 0
2
1
2
0
2
2
2
1
2
1
2
n a a
2
3
a a s 48 n a
2
1
a m 2
+ + + ) a a s 32 n a a n a a a m 4 (
1
3
0
2
2 1 0 1
2
1 1 0
2

0 n a a
2
1
n a
2
3
a s 8 a m 2
1 1 0 0
2
1
4
0
2 2
0
2
= + + (B.3)
Equating to zero all the coefficients, we find
0 a s 8 n
2
1
a
2
1
2
4
2
1
=
|
\
|

0 ) n a s 16 ( a a 2
4
2
1
2
1 0
= +
0 n a a
2
3
a a s 48 n a
2
1
a m 2
3 1 0
2
1
2
0
2
2
2
1
2
1
2
= +
0 a a s 32 n a a n a a a m 4
1
3
0
2
2 1 0 1
2
1 1 0
2
= +
0 n a a
2
1
n a
2
3
a s 8 a m 2
1 1 0 0
2
1
4
0
2 2
0
2
= +
From the above system we consider only the following set of nontrivial solutions,
assuming that 0 a
1
:
Solution 1.
0 0
a a = ,
1 1
a a = ,
3
1
0 3 1
2
0
2
1
2 2
0
0
a
) a n a a s 48 a m 4 ( a
n
+
= ,
2
1
0 3 1
2
0
2
1
2
0
1
a
) a n 3 a a s 128 a m 8 ( a
n
+
= ,
1
0 3 1
2
0
2
1
2
2
a
a n 3 a a s 96 a m 4
n
+
=
3 3
n n = ,
2
1
2
4
a s 16 n = .
Solution 2.
0 0
a a = ,
2
2 2
0
2
0 3
1
n m 4 a s 96
a n 3
a
+
= ,
62
2
3
2
2
2 2
0
2 2
0
2
2
2
0
n 27
) n m 4 a s 96 ( ) a s 48 n m 8 (
n
+ +
= ,
3
2
2 2
0
2 2
0
2
2
2
1
n 3
) n m 4 a s 96 ( ) a s 32 n m 4 (
n
+ +
= ,
2 2
n n = ,
3 3
n n = ,
2
2
2 2
0
2
2
3
2
0
2
4
) n m 4 a s 96 (
n a s 144
n
+
=
Solution 3.
0 0
a a = ,
1
2
0
2
2
2
0
1
n
) a s 32 n m 4 ( a
a
+
= ,
2
2
2 2
0
2
2
1
2
0
2
2
2
0
) n m 4 a s 32 ( 3
n ) a s 48 n m 8 (
n

+
=
1 1
n n = ,
2 2
n n = ,
1
2
0
2
2
2 2
0
2
2
2
3
n 3
) a s 96 n m 4 ( ) a s 32 n m 4 (
n
+ + +
= ,
2
1
2
2
2 2
0
2 2
0
2
4
n
) n m 4 a s 32 ( a s 16
n

=
Solution 4.
0 0
a a = ,
s 4
a
1
= ,
2
4
4
2
0
2
4
2
3 0
2
0
2
0
n
) n a s 12 n m n a s ( a s 64
n
+
=
4
2
0
2 2
3 0 0
1
n
) a s 32 m 2 n a s 3 ( a s 16
n
+
=
4
4
2
0
2
4
2
3 0
2
n
) n a s 24 n m n a s 3 ( 4
n
+
=
where is any root of the equation 0 n
4
2
= .
Solution 5.
0 0
a a = ,
s 4
a
1
= ,
4
2
0
2
2
2 2
0
2
0
n 3
) a s 48 n m 8 ( a s 16
n
+
=
+
=
) a s 32 n m 4 ( a s 4
n
2
0
2
2
2
0
1
,
0
2
0
2
2
2
3
a s 12
) a s 96 n m 4 (
n
+ +
=
63
4
2
= .
Solution 6.
0 0
a a = ,
s 4
a
1
= , ) a s 64 m a s 16 n (
n
a s
3
4
n
3
0
3 2
0 1
4
0
0
+ =
0
2
0 1
3
0
3
2
a s 4
m a s 16 n a s 128
n
+
= ,
2
0
2
4 1
2
0
3
0
3
3
a s 48
n n m a s 32 a s 512
n
+
=
4
2
= .
Solution 7.
0 0
a a = ,
s 4
a
1
= ,
0
4 0
2
0
2 2 4
0
4
1
a s 4
n n 3 a m s 64 a s 256
n
+
=
2
0
2
4 0
2
0
2 2 4
0
4
2
a s 16
n n 3 a m s 128 a s 768
n
+
= ,
3
0
3
4 0
2
0
2 2 4
0
4
3
a s 64
) n n a m s 64 a s 768 (
n
+
=
4
2
= .
Solution 8.
0 0
a a = ,
0 1
a a = ,
2
1
2
0
2
2
m 4 n a s 32 n + = ,
) a n s 16 n m 4 n m 24 n a n s 384 (
n 9
1
n
2
0 1
2
1
2
0
2 2
1
2
0 0
2
0
3
+ + =
) a s 16 m 4 n (
n
a s
3
16
n
2
0
2 2
1
0
2
0
2
4
+ =
where is any root of the equation 0 m 4 a s 16 n n 3
2 2
0
2
1
2
0
= +
Solution 9.
0 0
a a = ,
0 1
a a = ,
3
2 2
0
2
2
0
2 2
1 1
0
n 3 m 8 a s 128
) a s 16 m 4 n ( n
3
1
n

+
=
2
1
2
0
2
2
m 4 n a s 32 n + = , ) n 3 m 8 a s 128 (
n
a s 16
n
3
2 2
0
2
1
2
0
2
4
=
where is any root of the equation 0 n 3 ) m 8 a s 128 ( n
3
2 2
0
2 2
1
= +
64
Solution 10.
0 0
a a = ,
0 1
a a = ,
2
1
2
0
2
2
m 4 n a s 32 n + =
) a n s 16 n m 4 n m 24 n a n s 384 (
n 9
1
n
2
0 1
2
1
2
0
2 2
1
2
0 0
2
0
3
+ + =
) a s 16 m 4 n (
n
a s
3
16
n
2
0
2 2
1
0
2
0
2
4
+ =
where is any root of the equation 0 m 4 a s 16 n n 3
2 2
0
2
1
2
0
= + .
Solution 11.
0 0
a a = ,
0 1
a a = ,
+
=
2 2
0
2
0
2
1
m 4 a s 16 n 3
n
2 2
0
2
0
2
2
m 8 a s 48 n 3 n + = ,
2 2
0
2
4
a s 16 n =
where is any root of the equation 0 n ) m 4 a s 48 ( n
3
2 2
0
2 3
0
= + .
B.1. Solutions of the differential equation (B.2).
For the first three Solutions, we use the following Lemma:
Lemma: If (B.2) is expressed as
) D q p ( ) D q p ( ) n ( r ) (
d
d
+ + =
(B.4)
then its solution is given by

D q 4 e ) p n ( 4 e
D q n 4 e ) p n p D q ( 4 e n
2 K r K r 2
2 K r 2 2 K r 2
+ + +
+ +
=

(B.5)
where
D q ) p n ( K
2 2
+ = (B.6)
The proof of the Lemma is based on the following formula
+
=
+ +
D q ) p n (
1
) D q p ( ) D q p ( ) n (
d
2 2

(
+ + + + +
+
} D q ) p ( D q ) p n ( ) p n ( ) n ( D q ) p n ( {
n
2
ln
2 2 2 2 2 2

65
Integrating equation (B.4) using the above integral, we find (we set the integration
constant equals to zero)
= + + + + +
+
} D q ) p ( D q ) p n ( ) p n ( ) n ( D q ) p n ( {
n
2
2 2 2 2 2 2

) D q ) p n ( r ( exp
2 2
+ =
Solving the above equation with respect to , we obtain (B.5).
The solution (B.5) can also be expressed in terms of the hyperbolic tangent
function as
) K r ( tanh 1 ) p n ( 4 ) K r tanh( ) D q 4 1 ( ) D q 4 1 (
) K r ( tanh 1 ) p n p D q ( 4 ) K r tanh( ) D q 4 1 ( n ) D q 4 1 ( n
2 2 2
2 2 2 2 2
+ + +
+ +
=
(B.7)
For the Solution 1, we have
|
|
\
|
+ = + + + +
2
1
0 2
1
2 4
4
3
3
2
2 1 0
a
a
a s 16 n n n n n
|
|
\
|

|
|
\
|
+

2
1
2 2
1
2
3
2
1 0
2
1
2 2
1
2
3
2
1 0
a s 32
D
a s 32
n s a a 32
a s 32
D
a s 32
n s a a 32

where

2
1
2
3
2
1 0
) a s m 16 ( ) n s a a 64 ( D
Equation (B.2) then gives by integration either (B.5) or (B.7) where

2
1
2
3
2
1 0
a s 32
n s a a 32
p

= and
2
1
2
a s 32
1
q =

66
+
= + + + +
2
2
2 2
0
2
2
3
2
0
2
4
4
3
3
2
2 1 0
) n m 4 a s 96 (
n a s 144
n n n n n
|
|
\
|
+
+
2
3
2
2 2
0
2
n 3
n m 4 a s 96

|
|
\
|
+
+
+

3
2
0
2
2
2 2
0
2
3
2
0
2
2
2
2
2 2
0
2
n a s 288
D ) n m 4 a s 96 (
n a s 288
) n m 4 ( ) n m 4 a s 96 (

|
|
\
|
+
+

3
2
0
2
2
2 2
0
2
3
2
0
2
2
2
2
2 2
0
2
n a s 288
D ) n m 4 a s 96 (
n a s 288
) n m 4 ( ) n m 4 a s 96 (

where

2
0
2
2
2 2
0
2
) a s m 48 ( ) n m 4 a s 96 ( D +

3
2
0
2
2
2
2
2 2
0
2
n a s 288
) n m 4 ( ) n m 4 a s 96 (
p
+
= ,
3
2
0
2
2
2 2
0
2
n a s 288
n m 4 a s 96
q
+
=

= + + + +
2
1
2
2
2 2
0
2 2
0
2
4
4
3
3
2
2 1 0
n
) n m 4 a s 32 ( a s 16
n n n n n
|
|
\
|
+
+
2
2
0
2
2
2
1
a s 32 n m 4
n

|
|
\
|

+

) n m 4 a s 32 ( a s 96
D n
) n m 4 a s 32 ( a s 96
) m 4 n ( n
2
2 2
0
2 2
0
2
1
2
2 2
0
2 2
0
2
2
2 1

|
|
\
|

) n m 4 a s 32 ( a s 96
D n
) n m 4 a s 32 ( a s 96
) m 4 n ( n
2
2 2
0
2 2
0
2
1
2
2 2
0
2 2
0
2
2
2 1

where

2
0
2
2
2 2
0
2
) a s m 48 ( ) n m 4 a s 96 ( D +
67

) n m 4 a s 32 ( a s 96
) m 4 n ( n
p
2
2 2
0
2 2
0
2
2
2 1

= ,
) n m 4 a s 32 ( a s 96
n
q
2
2 2
0
2 2
0
2
1

=

For the rest of the Solutions (Solution 4-Solution 11), we may use Section 11 (pp.
209-211), of Chapter 7 of H. D. Davis: "Introduction to Nonlinear Differential
and Integral Equations", Dover 1962. In all these cases we shall also need the
algorithm of determining the roots of a fourth degree polynomial. The reader may
consult my paper "Solving Third, Fourth and Fifth Degree Polynomial Equations"
available from www.docstoc.com. The solutions are then expressed in terms of
Jacobi's or Weirstrass functions or even in terms of Elliptic Integrals of various
kinds.

Appendix C. In this Appendix we shall solve equation (A.1) using the G / G
expansion method with variable coefficients. We substitute

|
\
|

+ =
G
G
a a ) ( A
1 0
(C.2)
where
0
a and
1
a are dependent quantities, ) ( a a
0 0
= and ) ( a a
1 1
= , while
) ( G G = . Since

(
(
\
|

+
|
\
|

+ =
2
1 1 0
G
G
G
G
a
G
G
a a ) ( A
and

(
(
\
|

+

+
(
(
\
|

+
|
\
|

+ =
3
2
1
2
1 1 0
G
G
2
G
G G
3
G
G
a
G
G
G
G
a 2
G
G
a a ) ( A
+
(
(
\
|

+
|
\
|

+
)
`
\
|

+
2
1 1 0 1 0
G
G
G
G
a 2
G
G
a a
G
G
a a
68

(
(
\
|

+

+
3
2
1
G
G
2
G
G G
3
G
G
a
+
|
\
|

+
(
(
\
|

+
|
\
|

+
G
G
) a ( ) a ( 2
G
G
G
G
) a (
G
G
) a ( ) a (
2
3
1 0
2
2
2
1
2
2
1
2
0

(
(
\
|

\
|

+
(
(
\
|

+
2
1 1
2
1 0
G
G
G
G
G
G
) a ( ) a ( 2
G
G
G
G
) a ( ) a ( 2
\
|

+
|
\
|

+ +
2
2
1 1 0
2
0
2
G
G
a
G
G
a a 2 a m 2
0
G
G
a
G
G
a a 4
G
G
a a 6
G
G
a a 4 a s 8
4
4
1
3
3
1 0
2
2
1
2
0 1
3
0
4
0
2
=
\
|

+
|
\
|

+
|
\
|

+
|
\
|

+
From the above equation, upon expanding, we obtain the following set of
coefficients, equating each one of them to zero:
Coefficient of
4
G
:
0 ) G ( a s 8 ) G ( a
2
3
) G ( a 2
4 4
1
2 4 2
1
4 2
1
= (C.3)
Coefficient of
3
G
:
0 ) G ( a a s 32 ) G ( a a ) G ( a a 2
3 3
1 0
2 3
1 1
3
1 0
= + (C.4)
Coefficient of
2
G
:
+ + + + ) G )( G ( a a 2 ) G ( a a ) G )( G ( a a ) 3 ( ) G ( a a ) 2 (
1 1
2
1 1 1 0
2
1 0

+ + ) G )( G ( a a 3 ) G ( a
2
3
) G ( ) a (
2
3
) G ( ) G ( a
1 1
2 2
1
2 2
1
2
1
0 ) G ( a a s 48 ) G ( a m 2 ) G ( a a 3
2 2
1
2
0
2 2 2
1
2 2
1 0
= + + (C.5)
Coefficient of
1
G
:
+ + + + G a a 3 G a a 3 G a a G a a G a a 2 G a a
1 0 1 0 0 1 1 0 1 0 1 0

0 G a a s 32 G a a m 4
1
3
0
2
1 0
2
= + (C.6)
69
Coefficient of
0
G :
0 a s 8 a m 2 ) a (
2
3
a a
4
0
2 2
0
2 2
0 0 0
= + (C.7)
From equation (C.3) we obtain

2
2
1
s 16
1
a = (C.8)
We thus see that
1
a is a constant.
Taking (C.8) into account, equation (C.4) becomes an identity.
Equations (C.5) and (C.6) are then equivalent to the equations
0 a a s 48 a m 2 a 3
G
G
a
2
3
G
G
a
G
G
a 3
1
2
0
2
1
2
0
2
1 1 0
= + +
|
\
|

(C.9)
and

2
0
2 2
0
0
a s 32 m 4
G
G
a
a
3
G
G
+

(C.10)
respectively.
Equation (C.9), because of (C.10), becomes a quadratic equation with respect to
the ratio G / G :
0 a a s 16 a m 2 a 3
G
G
a 3
a
a a
3
G
G
a
2
3
1
2
0
2
1
2
0 0
0
1 0
2
1
= + +

|
|
\
|
\
|

(C.11)
The discriminant of the above equation is

2
2
0 1
2
0
2
0
0
2
s 4
m 3
a a 36 a 75
a
a
s 16
9
D +
|
|
\
|
= (C.12)
and thus

1
0
0
1 0
a 3
D
a 3
a
a a
G
G
|
|
\
|

(C.13)
We substitute the above ratio into (C.10) and the divide the resulting expression by
(C.13). We then obtain the ratio G / G :
70
) s , m ( F
G
G
=

(C.14)
where

1 1
0
0
0
1 0
0 2
0
2 2
1
0
2
0
0
a 3
D
a
a
3
a
a
D
a a
a
a s 32 m 4
a
a
9
a
a
3
) s , m ( F
|
|
\
|
+
|
|
\
|
|
|
\
|
= (C.15)
Integrating (C.14), we get

+ + =
F
3 2 1
e C C C G (C.16)
Therefore we obtain

+ +
+
=
) s , m ( F
) s , m ( F
e D E
e ) s , m ( F D
G
G
(C.17)
where D and E are also arbitrary constants (i.e.
3 2
C / C D = and
3 1
C / C E = ).
In all the previous expressions,
s 4
1
a
1
= while
0
a satisfies differential equation
(C.7). Equation (C.7) is essentially equation (A.1). In solving this equation, we
can consider again an expansion of the form (C.2),

2
2 1 2 0 0
G
G
) a ( ) a ( a
|
\
|

+ =
where
2 0
) a ( and
2 1
) a ( are variable coefficients, the subscript 2 denoting the
second step in the process. We would then derive equations similar in form to
(C.7) and (C.17). This process can continue forever. After say n steps, we derive
the equations

2
2 1 2 0 1 0
G
G
) a ( ) a ( ) a (
|
\
|

+ =

3
3 1 3 0 2 0
G
G
) a ( ) a ( ) a (
|
\
|

+ =

71

1 n
1 n 1 1 n 0 n 0
G
G
) a ( ) a ( ) a (
+
+ +
|
\
|

+ =
where each one of the
k 0
) a ( ( 1 n , , 2 , 1 k + = L ) satisfy (C.2) and
|
\
|

G
G
are
expressed by relations similar to (C.17). It is obvious that the process will
terminate by considering one of the known solutions of (A.1) only.

Appendix D. We shall solve equation (5.9)
K G
2
K
tanh K K 1 G =
|
\
|
|
\
|
+ +
Using the substitution H G = , equation (5.9) becomes
K H
2
K
tanh K K 1 H = |
\
|
|
\
|
+ + (D.1)
The above is a linear first order differential equation admitting the function

|
\
|

2
K
cosh e
2 ) K 1 (

as an integrating factor. We thus obtain

|
\
|
=
(
\
|

2
K
cosh e K
2
K
cosh e ) ( H
d
d
2 ) K 1 ( 2 ) K 1 (

and by integration
+
=
|
\
|

) K 1 (
2
2 ) K 1 (
e
) 1 K 3 K 2 ( 2
K
2
K
cosh e ) ( H
1
2
K )} K sinh( ) 1 K ( K ) K cosh( ) 1 K ( ) K 2 1 ( { + + +
where
1
K is an arbitrary constant.
We thus obtain that

|
\
|

+
=
2
K
h sec
) 1 K 3 K 2 ( 2
K
) ( H
2
2

+ + + )} K sinh( ) 1 K ( K ) K cosh( ) 1 K ( ) K 2 1 ( {
2

72
|
\
|
+

2
K
h sec e K
2 ) K 1 (
1
(D.2)
In order to find G, we have to integrate the above expression. We need the
following integrals:
|
\
|
=
|
\
|

2
K
tanh
K
2
d
2
K
h sec
2
(D.3)
|
\
|
=
|
\
|

2
K
tanh
K
2
2 d
2
K
h sec ) K cosh(
2
(D.4)
|
\
|
|
\
|
=
|
\
|

2
K
cosh ln
K
4
d
2
K
h sec ) K sinh(
2
(D.5)
=
|
\
|

) 1 K ( 2 ) K 1 (
e
) 1 K 2 ( K
2
d
2
K
h sec e
(
\
|

|
\
|

K
1 2
K
1 2
K
e ,
K
1 K 2
,
K
1 K
, 1 F ) 1 K 2 ( e ,
K
1 K 3
,
K
1 K 2
, 1 F e ) 1 K (
|
\
|

2
K
tanh e
K
2
) 1 K (
(D.6)
Introducing the notation
+
|
\
|

+
|
\
|

=
2
K
tanh ) 1 K (
K
) 1 K ( 2
2
K
tanh
K
) K 2 1 ( 2
) ; K ( V
2

|
\
|
|
\
|
+
2
K
cosh ln ) 1 K ( 4 (D.7)
\
|

=
K
1 2
K
e ,
K
1 K 3
,
K
1 K 2
, 1 F e ) 1 K ( ) ; K ( Z

|
\
|

|
\
|

2
K
tanh ) 1 K 2 ( e ,
K
1 K 2
,
K
1 K
, 1 F ) 1 K 2 (
K
1 2
(D.8)
we find that (
2
K is an arbitrary constant)
2 1
2
K ) ; K ( Z
) 1 K 2 ( K
2
K ) ; K ( V
) 1 K 3 K 2 ( 2
K
) ( G +
+
+
= (D.9)
and then
73

2
2 ) K 1 (
1
2
2 ) K 1 (
1
2 2
K ) 1 K 3 K 2 ( K 2 ) ; K ( Z e K ) 1 K ( 4 ) ; K ( V K
2
K
h sec ] e K ) 1 K 3 K 2 ( K 2 ) ; K ( U K [
G
G
+ + +
|
\
|
+ +
=

(D.10)
where
) K sinh( ) 1 K ( K ) K cosh( ) 1 K ( ) K 2 1 ( ) ; K ( U
2
+ + = (D.11)

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