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ODE Topic 8 Notes

This document describes methods for solving homogeneous linear second-order differential equations with variable coefficients, known as Cauchy equations. It presents three cases: when the auxiliary equation has distinct real roots, a repeated real root, or complex conjugate roots. In each case, it gives the general solution involving constants and the roots. It also describes reducing Cauchy-Euler equations to constant coefficient form by a change of variables. Examples are provided to illustrate each case and method.

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0% found this document useful (0 votes)
15 views

ODE Topic 8 Notes

This document describes methods for solving homogeneous linear second-order differential equations with variable coefficients, known as Cauchy equations. It presents three cases: when the auxiliary equation has distinct real roots, a repeated real root, or complex conjugate roots. In each case, it gives the general solution involving constants and the roots. It also describes reducing Cauchy-Euler equations to constant coefficient form by a change of variables. Examples are provided to illustrate each case and method.

Uploaded by

evansojoshuz
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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TOPIC 8

HOMOGENEOUS EQUATIONS WITH


VARIABLE COEFFICIENTS - (THE
CAUCHY EQUATIONS)

Consider the equation

d2 y dy
ax2 + bx + cy = 0 (1)
dx2 dx

Method 1:
Assume a solution of the form

y = Axm ̸= 0 (2)

On substitution we obtain

Aax2 m(m − 1)xm−2 + Abxmxm−1 + Acxm = 0 (3)

[am(m − 1) + bm + c] Axm = 0

which reduces to:


am(m − 1) + bm + c = 0

am2 + (b − a)m + c = 0 (4)

There are three cases to consider;


Case 1:
Let m1 and m2 be the real roots of (4) such that m1 ̸= m2 , then y1 = xm1
and y2 = xm2 giving the general solution as

y = C1 xm1 + C2 em2

1
Example
Solve x2 y ′′ − 2xy ′ − 4y = 0

auxiliary : m2 + (−2 − 1)m − 4 = 0

i.e.
m2 − 3m − 4 = 0

⇒ m1 = −1, m2 = 4

∴ y = C1 x−1 + C2 x4

Case 2:
If m1 = m2 then we obtain only one solution i.e. y = xm1
−(b−a)
i.e. m1 = 2a
. We construct the second solution y2 by first writing the
Cauchy-Euler equation
d2 y b dy c
2
+ + 2y = 0
dx ax dx ax
b
We put p(x) = ax

∫ ∫ ∫ ∫
e− p(x)dx e− ax dx
b

∴ y2 = x m1
dx = xm1
(xm1 )2 em1 x
∫ −b ln x
m1 ea
=x dx
x2m1

−b
=x m1
x a x−2m1 dx

−b b−a
m1
=x x a x a dx

m1 dx
=x
x
= xm1 ln x

Giving the general solution as:

y = C1 xm1 + C2 xm1 ln x

2
= (C1 + C2 ln x)xm1

Example
Solve 4x2 y ′′ + 8xy ′ + y = 0

auxiliary : 4m2 + 4m + 1 = 0

(2m + 1)2 = 0
−1 −1
m= ,
2 2
−1
∴ y = (C1 + C2 ln x)x 2

Case 3:
If m1 and m2 are complex conjugate say m1 = α + iβ and m2 = α − iβ where
α and β are real, the formal solution is

y = C1 xα+iβ + C2 xα−iβ
[ ]
= xα C1 xiβ + C2 x−iβ

But xiβ = eln x = eiβ ln x

= cos(β ln x) + i sin(β ln x)

y = xα [(C1 + C2 ) cos(β ln x) + i(C1 − C2 ) sin(β ln x)]

= xα [A cos(β ln x) + B sin(β ln x)]

Example
Solve x2 y ′′ + 3xy ′ + 3y = 0

auxiliary : m2 + 2m + 3 = 0

m1 = −1 + i 2

m2 = −1 − i 2

3
[ √ √ ]
∴ y = x−1 A cos( 2 ln x) + B sin( 2 ln x)

Method 2:
Cauchy-Euler differential equation have the form:

x2 y ′′ + Axy ′ + By = 0

for x > 0, A and B any constants.


Let x = et ⇒ dy
dx
= et = x

dy dy dt 1 dy
= =
dx dt dx x dt
2
[ ] 2
( )2
dy d dy dt d y dt dy d2 t
= = +
dx2 dx dt dx dt2 dx dt dx2
1 d2 y dy −1
= + ( 2)
x2 dt2 dt x
[ 2 ]
1 d y dy
= 2 −
x dt2 dt
i.e.
d2 y d2 y dy
x2 = −
dx2 dt2 dt
On substitution we get

d2 y dy
2
+ (A − 1) + By = 0
dt dt

This is their second order constant coefficient differential equation where


general solution y(t) can always be found as

y(t) = y(ln x) f or x > 0

Example
Find the general solution for

x2 y ′′ + 2xy ′ − 6y = 0, f or x > 0

4
Let x = et i.e.
d2 y dy
2
+ (2 − 1) − 6y = 0
dt dt
y ′′ + y ′ − 6y = 0

auxiliary : m2 + m − 6 = 0 ⇒ m = −3, 2

∴ y(t) = c1 e2t + c2 e−3t

= c1 x2 + c2 x−3 x>0

Example
Solve x2 y ′′ − xy ′ + 10y = 0
Let x = et to get
y ′′ − 2y ′ + 10y = 0

yc = et [c1 cos 3t + c2 sin 3t]

= x [c1 cos(3 ln t) + c2 sin(3 ln t)]

Assignment 8
2
2 − 5x dx + 8y = 0
d y dy
(i) Find the general solution of x2 dx

d y2 dy
(ii) Solve x2 dx 2 + 3x dx + 3y = 0

(iii) Solve the third order Cauchy-Euler equation

d3 y 2
2d y dy
x3 3
+ 5x 2
+ 7x + 8y = 0
dx dx dx

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