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Cauchy - Euler Method - Diff Eqns

The document discusses the Cauchy-Euler equation, which is an ODE of the form anxn(dny/dxn) + an-1xn-1(dn-1y/dxn-1) + ... + a1x(dy/dx) + a0y = g(x). It provides methods for solving Cauchy-Euler equations by finding the characteristic equation and determining if its roots are real and distinct, real and repeated, or complex conjugates. Depending on the type of roots, the general solution will take different forms involving powers of x and logarithmic or trigonometric terms. Examples are provided for solving specific Cauchy-Euler equations using these methods.

Uploaded by

Sajoo Bhaskaran K
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© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
348 views

Cauchy - Euler Method - Diff Eqns

The document discusses the Cauchy-Euler equation, which is an ODE of the form anxn(dny/dxn) + an-1xn-1(dn-1y/dxn-1) + ... + a1x(dy/dx) + a0y = g(x). It provides methods for solving Cauchy-Euler equations by finding the characteristic equation and determining if its roots are real and distinct, real and repeated, or complex conjugates. Depending on the type of roots, the general solution will take different forms involving powers of x and logarithmic or trigonometric terms. Examples are provided for solving specific Cauchy-Euler equations using these methods.

Uploaded by

Sajoo Bhaskaran K
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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4.

7 Cauchy-Euler Equation

Cauchy-Euler Equation: An ODE of the form


n −1
dny n −1 d y dy
an x n
n
+ an −1 x n −1
+ + a1x + a0 y = g (x ), (1)
dx dx dx
where the coefficients an , an −1 ,…, a0 are constants, is called
Cauchy-Euler ODE .

is zero at x = 0 , we confine our


(n )
Since the coefficient of y
attention to finding the general solutions defined on the interval
(0, ∞) . Solutions on the interval (−∞,0) can be obtained by
substituting t = − x into the ODE.
The present method works for equations of all order, but here we
only focus on second order ODE.

1
Method of Finding Solution of ax y ′′ + bxy ′ + cy = 0
2
(2)

Step 1. Let y = x m be a solution of ODE (2).


Step 2. Then y ′ = mx m −1 and y ′′ = m (m − 1)x m −2
Step 3. Substitute above values in ODE (2)
ax 2 m (m − 1)x m −2 + bxmx m −1 + cx m = 0

or [am (m − 1) + bm + c ]x m = 0
or am 2 + (b − a )m + c = 0 (3)

Step 4. Roots of Equation (3) Discriminant is positive

Case 1. Real and Distinct ( m1 , m 2 )


Discriminant is zero
Case 2. Real and Repeated ( m1 , m1 )

Case 3. Complex Roots α ± i β Discriminant is negative

CASE 1

Solution of the Cauchy-Euler Equation (Real distinct roots)

y ( x ) = c1 x m 1 + c 2 x m 2

Question 1/178: Solve x 2 y ′′ − 6 y = 0 .

2
CASE 2

Solution of the Cauchy-Euler Equation (Real & repeated roots)

b c
Re-write the ODE as : y ′′ + y ′+ 2 y = 0
ax ax
One solution of (3) is y 1 = x , where m1 = (a − b ) / 2a
m1

Second solution of (3) is


Consult method of
b finding second solution
−∫ dx given one
y 2 = y1∫ ax dx
y 12
x −b / a x −b / a
= x ∫ 2 m1 dx = x ∫ ⎛ a −b ⎞ dx
m1 m1

x ⎜ ⎟
x⎝ a ⎠
dx
= x m1 ∫ = x m1 ln x
x

General solution of ODE is:

y = x m1 (c1 + c 2 ln x ) .

Question 12/178: Solve x 2 y ′′ + 8xy ′ + 6 y = 0 .

3
CASE 3

Solution of the Cauchy-Euler Equation (Complex Conjugate roots)

b c
Re-write the ODE as : y ′′ + y ′+ 2 y = 0
ax ax
Solution of (3) is m1 = α + i β , where m 2 = α − i β

The general solution:

y = c1 x α + i β + c 2 x α −i β
Final form of general =c1x α x i β + c 2 x α x − i β
solution when roots of
=c1x α (e ln x ) + c 2 x α (e ln x )
iβ −i β
auxiliary Equ. are complex

=c1x α (e i β ln x ) + c 2 x α (e − i β ln x )
= [c cos( β ln x ) + d sin( β ln x ) ]

Question 13/178: Solve 3x 2 y ′′ + 6xy ′ + y = 0 .

4
Cauchy-Euler Equation ax 2 y ′′ + bxy ′ + cy = 0
Reducing to Constant Coefficient Method

dx
Substitute x = e ⇒ = et
t

dt
dy d 2y
Evaluate and
dx dx 2
dy ⎛ dy ⎞⎛ dt ⎞ ⎛ dy ⎞ 1
=⎜ ⎟⎜ ⎟=⎜ ⎟
dx ⎝ dt ⎠⎝ dx ⎠ ⎝ dt ⎠ x
d 2 y 1 d ⎛ dy ⎞ ⎛ dy ⎞⎛ 1 ⎞
= ⎜ ⎟+⎜ ⎟⎜ − ⎟
dx 2 x dx ⎝ dt ⎠ ⎝ dt ⎠⎝ x 2 ⎠
1 ⎛ d 2 y 1 ⎞ dy ⎛ 1 ⎞
= ⎜ 2 ⎟+ ⎜− ⎟
x ⎝ dt x ⎠ dt ⎝ x 2 ⎠
1 ⎛ d 2 y dy ⎞
= 2⎜ 2 − ⎟
x ⎝ dt dt ⎠
Substitute above results in ODE

d 2y dy
− 2 + y =t
dt 2 dt
This last equation is called a constant coefficients equation.

Question 32/178: Solve x 2 y ′′ − 9xy ′ + 25 y = 0 by reducing it to


constant coefficient equation.

5
Question 21/178: Solve x 2 y ′′ − xy ′ + y = 2x by variation of
parameter method.

Question 25/178: Solve the IVP x 2 y ′′ + 4xy ′ = 0 subject


to y (1) = 0, y ′(1) = 6 .

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