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    Cauchy - Euler Method - Diff Eqns

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    Sajoo Bhaskaran K
    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.

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    Cauchy - Euler Method - Diff Eqns

    Uploaded by

    Sajoo Bhaskaran K
    322 views6 pages
    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.

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    Cauchy- Euler Method_diff Eqns

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    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.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    322 views6 pages

    Cauchy - Euler Method - Diff Eqns

    Uploaded by

    Sajoo Bhaskaran K
    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.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 6

    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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