Outline

Lecture 2 - Euler equation and Inhomogenous

ODEs

Oscar Dias and Ian Hawke

Mathematical Sciences,
University of Southampton, UK

MATH2048, Semester 1

1 Review
2 Euler equations
3 Inhomogeneous ODEs
4 Summary
Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 1 / 16
Outline

1 Review

2 Euler equations

3 Inhomogeneous ODEs

4 Summary

Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 2 / 16

Review

General Linear second-order ODEs: y 00 + p(x)y 0 + q(x)y = r (x).

I r ≡ 0: the ODE is homogeneous
I General solution: y (x) = c1 y1 (x) + c2 y2 (x), with c1 , c2 constants.

ODEs with constant coefficients: ay 00 + by 0 + cy = 0.

I Ansatz: y = eλx .
I This gives an auxiliary equation, a quadratic that can be solved.
I We get three different kinds of solutions for real distinct, real
repeated, and complex roots.

Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 3 / 16

Outline

1 Review

2 Euler equations

3 Inhomogeneous ODEs

4 Summary

Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 4 / 16

→ Euler equations
The general Euler equation can be written

ax 2 y 00 + bxy 0 + cy = 0.

for constants a, b, c.
One ansatz (educated guess) that we can try is y = x n .
n (n−1)n
⇒ y 0 = n x n−1 = x y & y 00 = (n − 1)n x n−2 = x2
y
This leads to the auxiliary equation:
 
a n2 + (b − a)n + c y = 0 ⇒ a n2 + (b − a)n + c = 0,

which is another quadratic equation we can solve:

p
−be ± b e2 − 4ac
n= , with b e ≡b−a
2a

Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 5 / 16

Example of Euler eqn: a pulsating star

A simple model for radial pulsations of a star can be reduced to

1 d 2 [r X (r )] ` (` + 1)
− X (r ) = 0,
r dr 2 r2
r being the star’s radius and ` a constant.
We can rewrite this as

r 2 X 00 + 2r X 0 − ` (` + 1) X = 0.

This is an example of an Euler equation.

What is the solution of this Euler equation?

Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 6 / 16

Example of Euler eqn: a pulsating star

In our Euler example r 2 X 00 + 2r X 0 − ` (` + 1) X = 0, so

a = 1, b = 2, c = −`(` + 1),

and, under the ansatz X = r n , the auxiliary equation becomes

n2 + n − `(` + 1) = 0 ⇒ n = `, n = −` − 1
( % case of two real, distinct roots )

Thus, the general solution is

1
X (r ) = c1 r ` + c2
r `+1
where c1 , c2 are constants.

Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 7 / 16

Euler equations: repeated or complex roots case

If the roots are repeated or complex: use the substitution t = ln x.

We now use the chain rule:
0 dy dy dt d ln x 1 2
y = = = ẏ = ẏ , where ẏ ≡ dy
dt
and ÿ ≡ ddtẏ = d 2y ;
dx dt dx dx x dt

dy 0 d 1 d ẏ 1 d 1
   
00
y = = ẏ = + ẏ
dx dx x dx x dx x
!
d ẏ dt 1 1 d ln x 1 1 1
   
= + ẏ − = ÿ − ẏ = (ÿ − ẏ ) .
dt dx x x2 dx x x2 x2

The Euler equation a x 2 y 00 + b xy 0 + c y = 0 then becomes:

a ÿ + (b − a)ẏ + c y = 0,

⇒ constant coefficient ODE that we know how to solve for y(t) !

Finally: replace t by x (using the substitution t = ln x) to get y(x).

Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 8 / 16

Example of Euler eqn with repeated roots
x 2 y 00 + 3xy 0 + y = 0
Use y = x n ⇒ Auxiliary equation:
n(n − 1) + 3n + 1 = 0 ⇒ (n + 1)2 = 0
We have a real, repeated root, n = −1.
We substitute t = ln x and, after using chain rule (last slide), one gets:
aÿ + (b − a)ẏ + cy = 0 → ÿ + 2ẏ + y = 0
⇒ ODE with constant coefficients (Lecture 1).
Solution:
y (t) = c1 e−t + c2 t e−t (← see Lecture 1)
Substitute back t = ln x ⇔ x = et :
1 1
y (x) = c1 + c2 ln x
x x
Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 9 / 16
Outline

1 Review

2 Euler equations

3 Inhomogeneous ODEs

4 Summary

Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 10 / 16

→ Inhomogeneous ODEs:
Method of Undetermined coefficients
• To solve inhomogeneous ODEs such as

y 00 + 4y 0 + 4y = 4x + 25e3x

we need to:
1 solve the homogeneous problem, y 00 + 4y 0 + 4y = 0 for the
complementary functions y1 (x) and y2 (x);
2 find a (any) particular integral yp (x);
3 Add to get general solution: y (x) = c1 y1 (x) + c2 y2 (x) + yp (x).

• In the method of undetermined coefficients we give a “general guess”

for the particular integral, then substitute in to find the coefficients.

What educated general guess is suitable in the present example?

Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 11 / 16

Method of Undetermined coefficients
source
z }| {
00 0
y + 4y + 4y = 4x + 25 e3x

Homogeneous equation: y 00 + 4y 0 + 4y = 0. Its solutions

(complementary functions) are:

y1 = e−2x , y2 = x e−2x . (- case of Constant Coefficient ODE with repeated root)

General educated guesses for the particular integral are given in

the Lecture notes. Here we want

yP = (A x + B) + C e3x

with the polynomial (Ax + B) ’matching’ the x term (4x) in the

source & the exponential C e3x ’matching’ the source term 25 e3x .
Note: there are no clashes/matchings w/ complementary functions
Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 12 / 16
Method of Undetermined coefficients
y 00 + 4y 0 + 4y = 4x + 25 e3x ,
yP = (A x + B) + C e3x .

Substitute yP in the LHS (left hand side) of ODE & match with RHS:
yP00 + 4yP0 + 4yP = [0 + 4A + 4(Ax + B)] + (9 + 12 + 4) C e3x
≡ 4x + 25 e3x .
Matching terms in x 0 , x 1 , e3x we find that
4(A + B) = 0,
4A = 4,
25C = 25
⇒ A = 1, B = −1, C = 1 ⇒ yP = (x − 1) + e3x
Thus, the general solution y (x) = c1 y1 (x) + c2 y2 (x) + yp (x) is:
y = e−2x (c1 + x c2 ) + x − 1 + e3x .
Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 13 / 16
More complex undetermined coefficients
What guesses should we use for the inhomogeneous equations below?

y 00 + 4y 0 + 4y = e−2x ; (1)
00 0 −2x
y + 4y + 4y = x e ; (2)
h  i
y 00 + 4y 0 + 4y = log sin x 3/4 . (3)

Note that the complementary functions are

y1 = e−2x , y2 = x e−2x .
For (1) we have to try yP = C x 2 e−2x ; this works (i.e. matching
with source is possible).
For (2) we have to try yP = C x 2 e−2x , but find it does not work.
We then try yP = C x 3 e−2x which works.
For (3) you can forget about undetermined coefficients; there is no
sensible educated guess.
Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 14 / 16
Outline

1 Review

2 Euler equations

3 Inhomogeneous ODEs

4 Summary

Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 15 / 16

Summary

Euler equations: a x 2 y 00 + b x y 0 + c y = 0.
I First make the ansatz (educated guess) y = x n .
I This gives the auxiliary equation: a quadratic that we solve for n.
I If the roots are repeated or complex, make the substitution t = ln x.
I Don’t forget to change back to x: we want y (x) [not only y (t)].

For inhomogeneous equations:

I First solve the homogeneous equation (for complementary
functions y1 ,y2 ).
I Then find a particular solution (particular integral) yP .
I Add complementary and particular solutions to form the general
solution

Dias / Hawke (Maths) MATH2048 Lecture 2 Semester 1 16 / 16