Problem 225
Hard Initial-Value Problems

Consider (1+x^2)y'' + xy' - (1)/(4)y = 0 . Show that y_1 =…

Consider $(1+x^2)y'' + xy' - \tfrac{1}{4}y = 0$. Show that $y_1 = \sqrt{\dfrac{1+ix}{2}}$ and $y_2 = \sqrt{\dfrac{1-ix}{2}}$ are particular solutions, and deduce that $y = \sqrt{1+\sqrt{1+x^2}}$ is also a particular solution.

Explanation of Method

Using conjugate complex solutions of a real linear ODE to construct a real elementary particular solution

Step 1: Setting up the complex-valued solutions

Consider the two complex-valued functions

\[ y_1(x) = \sqrt{\frac{1+ix}{2}}, \qquad y_2(x) = \sqrt{\frac{1-ix}{2}}, \]

where $i$ is the imaginary unit. Since the given ODE has real coefficients, complex conjugation maps any solution to another solution, and $y_2 = \overline{y_1}$ on the real axis — so it suffices to verify $y_1$ directly and obtain $y_2$ by the substitution $i \to -i$.

Step 2: Verifying y₁

Write $y_1 = \frac{1}{\sqrt2}(1+ix)^{1/2}$. Differentiating with the chain rule, \[y_1' = \frac{1}{\sqrt2}\cdot\frac{i}{2}(1+ix)^{-1/2} = \frac{i}{2\sqrt2}(1+ix)^{-1/2},\]

\[ y_1'' = \frac{i}{2\sqrt2}\cdot\Bigl(-\frac{1}{2}\Bigr)i\,(1+ix)^{-3/2} = -\frac{i^2}{4\sqrt2}(1+ix)^{-3/2} = \frac{1}{4\sqrt2}(1+ix)^{-3/2}, \]

where the sign flip in the last step comes from $i^2 = -1$, so the two minus signs cancel. Substitute $y_1, y_1', y_1''$ into $(1+x^2)y_1'' + xy_1' - \tfrac14 y_1$ and multiply the entire expression by the common factor $4\sqrt2\,(1+ix)^{3/2}$ to clear denominators. Each term becomes a polynomial in $x$ times a power of $(1+ix)$:

\[ (1+x^2)\cdot 1 \;+\; x\cdot 2i(1+ix) \;-\; (1+ix)^2. \]

Expanding each piece, $(1+x^2) + \bigl(2ix + 2i^2x^2\bigr) - \bigl(1 + 2ix + i^2x^2\bigr) = 1+x^2+2ix-2x^2-1-2ix+x^2 = 0$.

Every term cancels exactly, so $y_1$ satisfies the ODE identically. This was independently confirmed with sympy, which reduces the symbolic residual to exactly $0$.

Step 3: Verifying y₂

Because the ODE's coefficients $1+x^2$, $x$, and $-\tfrac14$ are all real, replacing $i \to -i$ throughout the computation of Step 2 is a valid symmetry of the equation: it turns a solution into another solution. Carrying the substitution through reproduces the identical chain of cancellations with every $i$ flipped in sign, so

\[ (1+x^2)y_2'' + xy_2' - \tfrac14 y_2 = 0 \]

holds as well — again confirmed symbolically with residual exactly $0$.

Step 4: Linear independence

At $x=0$: $y_1(0) = y_2(0) = \frac{1}{\sqrt2}$, while $y_1'(0) = \dfrac{i}{2\sqrt2}$ and $y_2'(0) = -\dfrac{i}{2\sqrt2}$. The Wronskian at the origin is

\[ W(0) = y_1(0)y_2'(0) - y_2(0)y_1'(0) = \frac{1}{\sqrt2}\cdot\Bigl(-\frac{i}{2\sqrt2}\Bigr) - \frac{1}{\sqrt2}\cdot\frac{i}{2\sqrt2} = -\frac{i}{2} \neq 0, \]

so $y_1$ and $y_2$ are linearly independent solutions of this second-order linear equation.

Step 5: The sum y₁ + y₂ and the identity for √(1+√(1+x²))

Since the equation is linear and homogeneous, any linear combination of solutions is again a solution; in particular $y_1 + y_2$ is a solution. We now identify this sum explicitly by squaring it:

\[ (y_1+y_2)^2 = y_1^2 + 2y_1y_2 + y_2^2 = \frac{1+ix}{2} + \frac{1-ix}{2} + 2\sqrt{\frac{(1+ix)(1-ix)}{4}}. \]

The first two terms sum to $1$; the product inside the square root is $(1+ix)(1-ix) = 1 - i^2x^2 = 1+x^2$, so

\[ (y_1+y_2)^2 = 1 + 2\cdot\frac{\sqrt{1+x^2}}{2} = 1 + \sqrt{1+x^2}. \]

Taking the (positive) square root — consistent with the branch choice implicit in the original square roots — gives

\[ y_1 + y_2 = \sqrt{1+\sqrt{1+x^2}}. \]

Since $y_1+y_2$ is a solution of the linear homogeneous equation (being a sum of two solutions), this already constitutes a complete, rigorous proof that $y = \sqrt{1+\sqrt{1+x^2}}$ is a particular solution — no further computation is logically required.

Step 6: Independent direct confirmation

For extra confidence beyond the linear-combination argument, substituting $y = \sqrt{1+\sqrt{1+x^2}}$ directly into $(1+x^2)y'' + xy' - \tfrac14 y$ and simplifying symbolically confirms the expression reduces to exactly $0$; numerically, the residual vanishes to machine precision at test points $x = 0.3,\ 0.7,\ 1.5,\ -0.9$. Direct substitution therefore confirms the identity holds exactly, matching the conclusion already established in Step 5.

\[y(x) = \sqrt{1+\sqrt{1+x^2}}\ \text{ is a particular solution of } (1+x^2)y''+xy'-\tfrac14 y=0\]


Result

Final answer:

\[\boxed{\,y(x) = \sqrt{1+\sqrt{1+x^2}}\ \text{ is a particular solution of } (1+x^2)y''+xy'-\tfrac14 y=0\,}\]

Remark

Remark. The route to this real elementary solution genuinely requires passing through the complex domain: $y_1$ and $y_2$ are not themselves real for real $x$, yet their sum is real precisely because they are complex conjugates of one another. This is a clean illustration of how complex-valued solution pairs of a real linear ODE can combine into a real, elementary, and otherwise not-obviously-guessable particular solution.