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www.elsevier.com/locate/newast
New Astronomy 11 (2006) 520–526
Approximate implicit solution of a Lane-Emden equation
E. Momoniat *, C. Harley
Centre for Differential Equations, Continuum Mechanics and Applications School of Computational and Applied Mathematics,
University of the Witwatersrand, Private Bag 3, Wits 2050, Johannesburg, South Africa
Received 24 January 2006; received in revised form 1 February 2006; accepted 10 February 2006Available online 7 March 2006
Communicated by G.F. Gilmore
Abstract
In this paper, we obtain an approximate implicit solution admitted by the Lane-Emden equation y00 + (2/x)y 0 + ey = 0 describing thedimensionless density distribution in an isothermal gas sphere. The new approximate implicit solution has a larger radius of convergencethan the power series solution. This is achieved by reducing the Lane-Emden equation to first-order using Lie group analysis and deter-mining a power series solution of the reduced equation. The power series solution of the reduced equation transforms into an approx-imate implicit solution of the original equation. The approximate implicit solution diverges from the power series solution in the radius ofconvergence.� 2006 Elsevier B.V. All rights reserved.
PACS: 98.80.Jk; 97.10.�q
Keywords: Isothermal gas sphere; Lane-Emden equation; Lie group method; Approximate implicit solution
1. Introduction
In this paper, we consider the Lane-Emden equation ofthe second-kind
y00 þ 2
xy 0 þ ey ¼ 0; ð1Þ
where 0 = d/dx describing the non-dimensional density dis-tribution y in an isothermal gas sphere. Eq. (1) is solvedsubject to the initial conditions
yð0Þ ¼ y 0ð0Þ ¼ 0. ð2ÞMaking the transformation
y ! �y; ð3Þtransforms (1) into
y00 þ 2
xy 0 � e�y ¼ 0; ð4Þ
1384-1076/$ - see front matter � 2006 Elsevier B.V. All rights reserved.
doi:10.1016/j.newast.2006.02.004
* Corresponding author. Tel.: +27 11 7176137; fax: +27 11 7176149.E-mail address: [email protected] (E. Momoniat).
Eq. (4) is a second-order nonlinear ordinary differentialequation derived by Bonnor (1956) to describe what isnow commonly known as Bonnor–Ebert gas spheres. Thederivation is based on earlier work done by Emden(1907). The interested reader is also referred to the booksby Binney and Tremaine (1987) and Kippenhahn andWeigert (1990).
Eq. (4) can easily be derived by considering Poisson’sequation and the equation for hydrostatic equilibriumgiven by
dPdr¼ �MðrÞqðrÞG
r2;
dMdr¼ 4pr2qðrÞ; ð5Þ
where P is the pressure at radius r, M is the mass of the starat radius r, and q is the density at a distance r from the cen-ter of the star. The star is assumed to be spherical in shape.We can combine these equations to obtain
1
r2
d
drr2
qðrÞdPdr
� �¼ �4pGq. ð6Þ
For an isothermal gas, we have that
E. Momoniat, C. Harley / New Astronomy 11 (2006) 520–526 521
P ¼ Kqþ D; ð7Þwhere K and D are constants. The constants K and D
depend on the thermodynamic properties of the isothermalgas sphere. For example in Chavanis (2001) the constantsK and D are related to physical properties of finite isother-mal spheres. Substituting (7) into (6) and making thesubstitutions
q ¼ qce�y ; r ¼ K
4pGqc
� �1=2
x ð8Þ
the second-order ordinary differential equation (6) reducesto (4). A lowerbound on the ratio q/qc > 1/32.1 from (8) isobtained by Chavanis (2001) for the stability of finite iso-thermal spheres. Eq. (4) can be written more compactly as
1
x2
d
dxx2 dy
dx
� �¼ e�y . ð9Þ
The transformation
x! ix; y ! �y ð10Þtransforms (1) into
y00 þ 2
xy 0 þ e�y ¼ 0; ð11Þ
where (11) is solved subject to the initial conditions (2). Eq.(11) is used in Richardson’s theory of thermionic currents(Richardson, 1921) which is related to the emission of elec-tricity from hot bodies.
Wazwaz (2001) has used the Adomian decompositionmethod to determine a power series solution admitted by(1). The first few terms of this series are given by
yðxÞ ¼ � 1
6x2 þ 1
5:4!x4 � 8
21:6!x6 þ 122
81:8!x8 � 61:67
495:10!x10 þ � � �
ð12ÞThe transformations (3) and (10) easily transforms (12)into a power series solution admitted by (4) and (11),respectively. Nouh (2004) accelerates the convergence ofthe power series solution by using an Euler–Abel transfor-mation and a Pade approximation. Liu (1996) has obtainedthe solution
yðxÞ ¼ � ð1þ aÞ ln 1þ x2
6
� �� x2
6
a1þ x2=6
�
�a ln 1þ x2
31=a12e
� �þ ln 1þ ð2�a � 1Þ dx2
1þ dx2
� ��;
ð13Þ
where a = 0.551 and d = 3.84 · 10�4. Exact solutions ofgeneralized Lane-Emden solutions of the first-kind areinvestigated by Goenner and Havas (2000). Approximateanalytical solutions for polytropic gas spheres are also dis-cussed by Liu (1996).
In this paper, we are interested in obtaining approxi-mate solutions admitted by (1) that have a larger radiusof convergence than the power series solution admittedby (1). Power series solutions are useful because they give
a good approximation to the solution on a small domain.Convergence is easy to prove and it is relatively easy touse the power series solution to analyze the behavior of(1). We use the Lie group method (see e.g., Bluman andKumei, 1989; Ibragimov, 1999) to reduce (1) to a first-order ordinary differential equation. We are unable todetermine an analytical solution admitted by the reducedequation. Instead, we obtain a power series solution admit-ted by the reduced equation. The power series solutionadmitted by the reduced equation transforms into anapproximate implicit solution of (1). The approach is novelin that it combines the very powerful technique of Liegroup analysis with power series to obtain an approximateimplicit solution that has a larger radius of convergencethan the power series solution. The Lie group methodhas been applied with a great deal of success to generalizedLane-Emden equations of the first and second kind (Bozk-hov and Martins, 2004a) as well as to systems of Lane-Emden equations (Bozkhov and Martins, 2004b).
The paper is divided up as follows: in Section 2, weobtain a power series solution admitted by (1) and deter-mine the radius of convergence. In Section 3, we use theLie group method to reduce (1) to first-order. A power ser-ies solution admitted by this first-order ordinary differentialequation is obtained. This power series solution transformsinto an approximate implicit solution admitted by (1).Concluding remarks are made in Section 4.
2. Power series solution
It can easily be shown that the second-order ordinarydifferential equation (1) admits a power series solution ofthe form
yðxÞ ¼X1n¼0
bnxn; ð14Þ
where
b0 ¼ b1 ¼ 0; ð15Þ
b2 ¼ �1
6; ð16Þ
bn ¼1
2nþ nðn� 1ÞX1m¼0
P m;n�2
m!ð17Þ
and
P m;n ¼Xn
km¼0
bn�km P m�1;km . ð18Þ
The formula (17) gives that
bn ¼ 0; n ¼ 3; 5; 7; 9; . . . . ð19ÞIn fact, the power series solution (14) admitted by (1) is
exactly the Adomian decomposition solution obtained byWazwaz (2001).
It can be shown using the ratio test that the power seriessolution (14) has a radius of convergence
522 E. Momoniat, C. Harley / New Astronomy 11 (2006) 520–526
x2 < 1. ð20ÞWhen x = 1 we find that the power series solution (14)
simplifies to
yð1Þ ¼X1n¼0
bn. ð21Þ
Since the power series solution (14) is alternating anddecreasing we have that
yð1Þ < � 1
6. ð22Þ
Therefore, from (8) for the power series solution (14)admitted by (1) we find that
qqc
> 1:18136. ð23Þ
Therefore, we have that the power series solution is validon the dimensional domain
r <K
4pGqc
� �1=2
. ð24Þ
3. Lie group reduction
The Lie group method is concerned with finding approx-imate point transformations of the form
�x � xþ anðx; yÞ; �y � y þ agðx; yÞ ð25Þthat leave (1) form invariant. The transformations (25)form a group where a is the group parameter. The genera-tor of the group is given by
X ¼ nox þ goy ; ð26Þwhere ox = o/ox and oy = o/oy. Eq. (1) is second-order, i.e.it can be written as a function of the variables y 0 and y00 aswell as x and y, i.e. (1) can be written as
F ðx; y; y0; y00Þ ¼ y 00 þ 2
xy0 þ ey . ð27Þ
The generator (26) must be prolonged (extended) to ac-count for the additional variables y 0 and y00. A second-or-der prolongation (extension) of (26) is given by
X ½2� ¼ X þ fð1Þoy0 þ fð2Þoy00 ; ð28Þwhere
fð1Þ ¼ gx þ ðgy � nxÞy 0 � nyy02; ð29Þfð2Þ ¼ gxx þ ð2gxy � nxxÞy 0 þ ðgyy � 2nxyÞy 02 � nyyy03
þ ðgy � 2nxÞy00 � 3nyy0y00; ð30Þ
where subscripts denote differentiation (see e.g., Blumanand Kumei, 1989). The coefficients n and g of the Lie pointsymmetry generator (26) are determined by solving thedetermining equation
X ½2�F ðx; y; y0; y00Þjy00¼�ð2=xÞy0�ey ¼ 0. ð31Þ
Expanding (31) we get
fð2Þ � 2
x2y0nþ 2
xfð1Þ þ gey
����y00¼�ð2=xÞy0�ey
¼ 0. ð32Þ
The terms f(1) and f(2) from (29) and (30) are substitutedinto (32). Since n and g are functions of x and y only, theresulting equation can be separated by coefficients of pow-ers of y 0 to obtain an over-determined nonlinear system ofequations for n and g. The resulting system of equationscan easily be solved to give
n ¼ x; g ¼ �2. ð33ÞTherefore the Lie point symmetry generator (26) admit-
ted by (1) is given by
x ¼ xox � 2oy . ð34ÞLie point symmetries admitted by differential equations
are easily calculated using computer algebra packages likeMathLie (Baumann, 2000) or Lie (Head, 1993; Sherringet al., 1997). The interested reader is referred to Blumanand Kumei (1989) and Ibragimov (1999) for more informa-tion on the application of Lie group analysis to differentialequations.
A group invariant solution y = U(x) admitted by (1) cor-responding to Lie point symmetry generator (34) is calcu-lated by solving the first-order ordinary differentialequation obtained from (see e.g., Ibragimov, 1999)
X ðy � UðxÞÞjy¼UðxÞ ¼ 0. ð35Þ
Substituting (34) into (35) we obtain
xdUdxþ 2 ¼ 0. ð36Þ
Solving (36) we find that
y ¼ UðxÞ ¼ c0 � ln x2; ð37Þwhere c0 is a constant of integration. Substituting (37) into(1) we determine the constant c0 to find that
y ¼ ln2
x2
� �. ð38Þ
This solution describes a singular isothermal sphere withinfinite density at x = 0 (see e.g., Binney and Tremaine,1987).
Since (1) only admits one Lie point symmetry, we canuse (34) to reduce (1) to first-order. A first prolongation(extension) of the Lie point symmetry generator (34) admit-ted by (1) is given by
x½1� ¼ xox � 2oy � y0oy0 ð39Þwhere (33) is substituted into (29) to obtain f(1). Differentialinvariants corresponding to (39) are given by
�x ¼ x2ey ; �y ¼ y 0e�y=2. ð40ÞImposing the initial conditions (2) on the invariants (40) wefind that
�yð0Þ ¼ 0. ð41Þ
E. Momoniat, C. Harley / New Astronomy 11 (2006) 520–526 523
We reduce the order of (1) by writing it in terms of theinvariants (40) to obtain
2�xþ �y�x3=2� � d�y
d�x¼ � 1
2�y2�x1=2 þ 2�y þ �x1=2
� �. ð42Þ
We can write (42) as
�xð�y þ 2�x�1=2Þ d�yd�x¼ � 1
2½ð�y þ 2�x�1=2Þ2 � 4�x�1 þ 2�. ð43Þ
We can reduce (43) to an Abel equation of the second-kindby making the transformation
��y ¼ �x1=2�y þ 2. ð44Þto obtain
��yd��yd�x¼ � 1þ
��y�x� 2
�x
� �. ð45Þ
If we can find a solution
��y ¼ f ð�xÞ ð46Þadmitted by (45), then the transformations (44) and (40)imply that y(x) must satisfy the first-order ordinary differ-ential equation
xdydx¼ f ðx2eyÞ � 2. ð47Þ
The initial conditions (2) then become
��yð0Þ ¼ 2. ð48ÞThe first-order ordinary differential equation (45) is not
in the class of ordinary differential equations considered byAbraham-Shrauner and Guo (1992) and Adam and Mah-omed (1998, 2002) nor is a solution to be found in thehandbook by Polyanin and Zaitsev (1995). The first-orderordinary differential equation is singular when �x ¼ 0 and/or ��y ¼ 0.
Chandrasekhar (1939) introduces the Milne variables
u ¼ xey
y 0; v ¼ xy 0 ð49Þ
to analyze (1). The Milne variables reduce (1) to the first-order ordinary differential equation
dudv¼ 3uþ uvþ u2
v� uv. ð50Þ
The Milne variables are in fact related to the differentialinvariants by the relations
u ¼ �x1=2
�y; v ¼ �x1=2�y. ð51Þ
The advantage in using the Lie group approach is that itinforms us that the only invariants that can reduce (1) are(40) or combinations of these (as is the case of the Milnevariables (49)).
It can be shown that the first-order ordinary differentialequation (45) admits the power series solution
��y ¼X1n¼0
an�xn; ð52Þ
a0 ¼ 2; a1 ¼ �1
3; ð53Þ
an ¼ �n
2þ 4n
� �Xn�1
k¼1
akan�k. ð54Þ
The power series solution (52) satisfies the initial condi-tion ��yð0Þ ¼ 2. It can be proven using the ratio test that thepower series solution (52) admitted by (45) converges abso-lutely for �x 2 R satisfying j�xj < 1.
From (40) condition j�xj < 1 implies that the groupinvariant solution is valid only on the domain
jx2ey j < 1. ð55Þ
If we let
y� ¼ ln x2ey ð56Þthen (47) simplifies to the separable form
dy�
dx¼ f ðey� Þ
x; ð57Þ
where
f ð�xÞ ¼X1n¼0
an�xn. ð58Þ
We now determine an approximate solution to (57) using afinite number of terms in the power series solution (52).The first-order ordinary differential equation (57) can beintegrated once to obtain
ln xþ k ¼Z X1
n¼0
aneny�
" #�1
dy�; ð59Þ
where k is a constant of integration. We can write the inte-gral in (59) asZ
a�10 1þ
X1n¼1
an
a0
eny�
" #�1
dy�. ð60Þ
We can obtain an approximate solution to (59) by writingthe infinite sum in (60) as a finite sum to obtain
ln xþ k ¼Z
a�10 1þ
Xm
n¼1
an
a0
eny�
" #�1
dy�. ð61Þ
From the definition of the constants ai given by (53) and(54) we can prove that the partial sum Sm where
Sm ¼Xm
n¼1
an
a0
eny� ¼ a1
a0
ey� þ a2
a0
e2y� þ � � � þ am
a0
emy� ð62Þ
is bounded above by one, i.e.
Sm < 1. ð63ÞAs a consequence of (63) we can approximate (61) by
ln xþ k ¼Z
a�10 1�
Xm
n¼1
an
a0
eny�
" #dy�; ð64Þ
524 E. Momoniat, C. Harley / New Astronomy 11 (2006) 520–526
i.e. we have used the approximation (1 + x)n � 1 + nx forx� 1. Eq. (64) can be integrated to obtain
ln xþ k ¼ y�
a0
�Xm
n¼1
an
na20
eny� . ð65Þ
Substituting (56) into (65) and simplifying we find that
2k ¼ y �Xm
n¼1
an
2nx2neny . ð66Þ
Imposing the initial condition y(0) = 0 from (2) we find that
y ¼Xm
n¼1
an
2nx2neny . ð67Þ
Eq. (67) is a new approximate implicit solution admitted by(1) valid on the domain (55). Imposing (3) on (67) we obtain
y ¼ �Xm
n¼1
an
2nx2ne�ny ð68Þ
which is a new approximate implicit solution admitted by(4) for Bonnor–Ebert spheres. Imposing (10) on the solu-tion (67) we obtain
y ¼ �Xm
n¼1
an
2nð�1Þnx2ne�ny ; ð69Þ
which is a solution admitted by (11) for Richardson’s the-ory of thermionic currents.
Solving (55) for y we find that
y < ln1
x2
� �. ð70Þ
Therefore, from (8) we have that
qqc
> x2. ð71Þ
From the transformation (3) for a Bonnor–Ebert sphere wehave that
qqc
<1
x2. ð72Þ
Substituting y = ln(1/x2) into (67) and solving we findthat
x ¼ exp �Xm
n¼1
an
4n
!. ð73Þ
We can use the Lie point symmetry generator (34) totransform the power series solution (14) and approximateimplicit solution (52) into new solutions admitted by (1).Using the coefficients of (34) we solve the system of first-order ordinary differential equations
dx�
da¼ x;
dy�
da¼ �2; ð74Þ
where a is the group parameter. The system (74) is solvedsubject to the initial conditions x*(0) = x and y*(0) = y tofind that
x� ¼ eax; yv ¼ y � 2a. ð75Þ
The transformations (75) transforms the invariant solu-tion (38) into itself. Non-invariant solutions of the formy = f(x) like (14) and (52) are transformed into thesolution
y� ¼ f ðe�ax�Þ � 2a; ð76Þ
admitted by (1). The initial conditions (2) transform into,
x� ¼ 0; y� ¼ �2a;dy�
dx�¼ 0. ð77Þ
Therefore, the invariant solutions will not satisfy the ini-tial condition y(0) = 0. This implies that transformations ofany non-invariant solution y = f(x) admitted by (1) givenby (76) will satisfy y 0(0) = 0 = dy*(0)/dx* but not the initialcondition y(0) = 0 6¼ y*(0) = �2a. This leads to a muchwider class of solutions that satisfy only the derivative ini-tial boundary condition from (2).
From (54) the first six ai’s are given by
a0 ¼ 2;
a1 ¼ �1
3;
a2 ¼ �1
45;
a3 ¼ �1
315;
a4 ¼ �74
127575;
a5 ¼ �101
841995;
..
. ... ..
..
ð78Þ
Therefore, for different values of m we obtain the tableof values
ð79ÞTherefore, from (71) for m = 10 we have that
qqc
> 1:18867426134940. ð80Þ
The ratio given in (80) is larger than the limit given in (23)by 0.00731385. Also, from (79) we have that
E. Momoniat, C. Harley / New Astronomy 11 (2006) 520–526 525
x < 1:091 ð81Þand therefore from (8) we have that
r < 1:091K
4pGqc
� �1=2
. ð82Þ
The solution (67) is computationally more expensivethan computing the power series solution (14). By specify-ing x we end up having to solve a nonlinear equation. Thiscomplication is somewhat simplified if we consider (67) as apolynomial in x, where x is the value to be calculated wheny is specified. A possible algorithm would read as follows:discretize the interval y 2 [0, �0.172839] where the bound-ary value 0 comes from (2) and �0.172839 is obtained from(79). We specify a y = yp value from the interval. We thenhave to solve the following polynomial equation for x = xp:Xm
n¼1
an
2nx2n
p enyp � yp ¼ 0. ð83Þ
Expanding (83) we find that
a1
2x2
peyp þ a2
4x4
pe2yp þ a3
6x6
pe3yp þ � � � þ am
2mx2memyp � yp ¼ 0.
ð84ÞSolving the nonlinear Eq. (84) using MATHEMATICA weobtain rapid convergence to the solution. In Fig. 1 we havetaken m = 14.
From Fig. 1, we note that the radius of convergence of theapproximate implicit solution (67) is bounded by the curvey = ln(1/x2) while the radius of convergence of (68) isbounded by y = �ln(1/x2). We are unable to determine anupper bound on (69) because the transformation (10) leaves(70) imaginary. The numerical solution follows the powerseries solution very closely. On the domain x 2 [0, 1] we notethat the approximate implicit solution diverges from thepower series solution. This divergence away from the powerseries solution is not a numerical anomaly.
From (21) we have an expression for y(1) for the powerseries solution (14). Writing (67) as
zðxÞ ¼ y �Xm
n¼1
an
2nx2neny ð85Þ
Fig. 1. Plot comparing the numerical solution (- - - -), power series solution(–––) and the new implicit solution (���) for: (1) Bonnor–Ebert spheres;(2) Eq. (1); (3) Richardson’s theory of thermionic currents.
and evaluating (85) at x = 1 we obtain
zð1Þ ¼ yð1Þ �Xm
n¼1
an
2nenyð1Þ. ð86Þ
Substituting the expression for y(1) from (21) we find that
zð1Þ ¼X1n¼0
bn �Xm
n¼1
an
2ne
nP1n¼0
bn
. ð87Þ
If the power series solution and the new implicit solutiontend to each other as m!1, then z(1)! 0. Taking thelimit as n!1 (87) becomes
limn!1
zð1Þ < � 1
6�X1n¼1
an
2ne�n=6; ð88Þ
where we have imposed the limiting condition (22). Thean’s are negative for n > 1. Therefore
limn!1
zð1Þ > 0. ð89Þ
This proves that as m!1 the new implicit approximatesolution diverges from the power series solution. If we con-sider only the interval x 2 [0, 1] we get the difference tableindicated below where y is the power series solution (14)and y* the approximate implicit solution (67) at differentx-values
ð90Þ
Fig. 2. Plot comparing the ratio q/qc for the numerical solution (- - - -),power series solution (–––) and the new implicit solution (���) for: (1)Bonnor–Ebert spheres; (2) Eq. (1); (3) Richardson’s theory of thermioniccurrents.
526 E. Momoniat, C. Harley / New Astronomy 11 (2006) 520–526
In Fig. 2, we compare the ratio q/qc from (8). FromFig. 2, we note that the power series solution, implicitapproximate solution and numerical solution shows verylittle difference between them. This is verified by the datagiven in (90).
4. Concluding remarks
In this paper, we have determined a new approximateimplicit solution admitted by the Lane-Emden equation(1) for isothermal gas spheres. This solution is then trans-formed into a solution for Bonnor–Ebert spheres andRichardson’s theory of thermionic currents. It is compu-tationally more expensive to determine the new approxi-mate implicit solution. This is easily overcome byspecifying y-values and solving the equation for x. Thedivergence of the approximate implicit solution from thepower series solution is a new phenomenon. We haveshown that as m!1 the solutions do not converge. Thisleads us to conclude that the divergence is not a numericalphenomenon. The ratio q/qc for both the power seriessolution and the approximate implicit solution does notdiverge as much. The approximate implicit solution hasa larger radius of convergence when compared with thepower series solution. This is useful provided the ratioq/qc is within the limits of stability for the isothermalgas sphere under consideration (see e.g., Bonnor, 1956;Chavanis, 2001).
The approach taken in this paper to obtain a newapproximate implicit solution admitted by (1) can be usedto determine approximate solutions for ordinary differen-tial equations that admit Lie point symmetries. This is auseful and powerful technique as one can obtain solutionswith a larger radius of convergence.
Acknowledgment
E.M. thanks D.L. Block and F.M. Mahomed for usefuldiscussion and acknowledges support from the National Re-search Foundation, South Africa, under Grant No. 2053745.
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