Differential Equations (Higher-Order-2) Cauchy Euler Equation

The Cauchy-Euler Equation
 The Cauchy-Euler equation can be expressed of the form:

n 1
dny n 1 d y dy
a0 x n
n
 a1 x n 1
 ........  a n 1 x  an y  F ( x )
dx dx dx
where, a0, a1,…….. an-1, an are constants. The characteristic feature of this equation is that
k
k d y
each term in the left side member is a constant multiple of an expression of the form x k
.
dx
Theorem
The transformation x = et reduces the
n n 1
d y d y dy
a0 x n n  a1 x n 1 n 1  ........  an 1 x  an y  F ( x ) ..........(i )
dx dx dx
to a linear differential equation with constant coefficients.
To prove this theorem we consider the second-order Cauchy-Euler differential equation
d2y dy
a0 x 2
2
 a1 x  a2 y  F ( x ) ..........(ii )
dx dx
Letting x  e , assuming x > 0, we have
t
t  ln x. Then
dy dy dt 1 dy
 
dx dt dx x dt
and
d 2 y 1 d dy dy d 1 1 d 2 y dt 1 dy
 ( )  ( )  ( ) 
dx 2 x dx dt dt dx x x dt 2 dx x 2 dt
1 d2y 1 1 dy 1 d 2 y dy
 ( 2 ) 2  2( 2  )
x dt x x dt x dt dt
Substituting these into equation (ii), we obtain
1 d 2 y dy 1 dy
a0 x ( 2 ( 2  )  a1 x(
2
)  a2 y  F (e t )
x dt dt x dt
d2y dy
or , a0 2  (a1  a0 )  a2 y  F (e t )
dt dt
d2y dy
 A0 2  A1  A2 y  G (t ) . ..................(iii )
dt dt
where, A0 = a0, A1 = a1 – a0, A2 = a2, G(t) = F(et).
This is a second-order linear differential equation with constant coefficients.

Example 4.43: Consider the differential equation
d2y dy
x2
2
 2 x  2 y  x 3
.........(i )
dx dx
dt 1
Solution: Let x  e t , assuming x > 0, we have t  ln x and  .
dx x
dy dy dt 1 dy
Then  
dx dt dx x dt
d 2 y 1 d 2 y dt 1 dy 1 d 2 y dy
and
2
 ( 2 ) 2  2( 2  )
dx x dt dx x dt x dt dt
Thus equation (i) become
1 d 2 y dy 1 dy
x 2 ( 2  )  2x
2
 2 y  e 3t
x dt dt x dt
d2y dy
 2  3  2 y  e 3t ................(ii )
dt dt
This is a second-order linear differential equation with constant coefficients.
Thus, the auxiliary equation of the corresponding homogeneous equation is given by
m 2  3m  2  0 ...............(iii )
or , m 2  2m  m  2  0 or , (m  1)(m  2)  0
 m1  1 m2  2
The complementary function of this equation is given by
y c  c1e t  c2 e 2 t
We assume y p  Ae 3t is the particular integral of the non-homogeneous term e3t. Then
y P  3 Ae 3t and y P  9 Ae 3t
Substituting these in equ. (ii), we have
9 Ae 3t  3 (3 Ae 3t )  2 Ae 3t  e 3t
1
or , 2 Ae  e3t 3t
A
2
Thus, we have the particular integral as
1
y p  e 3t
2
The general solution of the equ. (ii) is given by
1
y  y c  y p  c1e t  c2 e 2 t  e 3t
2
Since e t = x, we find
1 3
y  c1 x  c2 x  x 2 This is the general solution of the given
2 Cauchy-Euler differential equ. (i).
Example 4.44: Consider the differential equation
3 2
d y d y dy
x 3 3  4 x 2 2  8 x  8 y  4 ln x .........(i )
dx dx dx
dt 1
Solution: Let x  e t , assuming x > 0, we have t  ln x and  .
dx x
dy dy dt 1 dy
Then  
dx dt dx x dt
d 2 y 1 d 2 y dt 1 dy 1 d 2 y dy
2
 ( 2 ) 2  2( 2  )
dx x dt dx x dt x dt dt
and
d 3 y 1 d d 2 y dy 2 d 2 y dy
3
 2 ( 2  ) 3( 2  )
dx x dx dt dt x dt dt
1 d 3 y dt d 2y dt 2 d 2 y dy
 2( 3  2 ) 3( 2  )
x dt dx dt dx x dt dt
1 d 3 y d 2y 2 d 2 y dy
 3( 3  2) 3( 2  )
x dt dt x dt dt
1 d3y d 2y dy
 3 ( 3 3 2 2 )
x dt dt dt
Substituting these in equ. (i), we have
1 d3y d 2y dy 2
2 1 d y dy 1 dy
x 3 ( 3  3 2  2 )  4 x 2 ( 2  )  8 x(
3
)  8y  4t
x dt dt dt x dt dt x dt
d3y d 2y dy
 3  7 2  14  8 y  4 t ........... (ii )
dt dt dt
This is a third-order non-homogeneous linear differential equation with constant
coefficients.
The auxiliary equation of the corresponding homogeneous equation is
m 3  7m 2  14m  8  0
or , (m  1)(m  2)(m  4)  0
 m1  1, m2  2 , m3  4
The complementary function of this equ. is given by
y c  c1e t  c2 e 2 t  c3e 4 t
The UC set of the non-homogeneous term 4t of UC function t is
S  {t ,1}
The particular integral of the non-homogeneous is
y p  At  B
 y P  A and y P  y   0
Substituting these in equ. (ii), we have
0  14 A  8( A t  B )  4 t or , (14 A  8 B )  8 A t  4 t
Equating the variables, we have
 8 A  4, 14 A  8 B  0
1 7
A , B
2 8
Thus, we have the particular integral as
1 7
yp   t 
2 8
The general solution of the equ. (ii) is given by
1 7
y  y c  y p  c1e t  c2 e 2 t  c3e 4 t  t 
2 8
Since e t = x, we find
1 7
y  c1 x  c2 x  c3 x  ln x 
2 4 This is the general solution of the given
2 8 Cauchy-Euler differential equ. (i).
Exercises- 4.5
## Find the general solution of each of the differential equations:
d2y dy [ Ans. y  (c1  c2 ln x ) x1 3 ]

9. 9 x 2
 3 x  y0
dx 2 dx
3 2
d y d y dy
11. x 3 3  3x 2 2  6 x  6 y  0 [ Ans. y  c1 x  c2 x 2  c3 x 3 ]
dx dx dx
2
d y dy [ Ans. y  c1 x 2  c2 x 3  2 x  1]
14. x 2 2  4 x  6 y  4 x  6
dx dx
d2y dy
15. x 2
 5 x  8 y  2 x 3
[ Ans. y  c1 x  c2 x 4  2 x 3 ]
dx 2 dx
d2y
23. x 2
2
 2 y  4 x  8, y (1)  4, y (1)  1. [ Ans. y  x 1  x 2  2 x  4 ]
dx

Differential Equations (Higher-Order-2) Cauchy Euler Equation

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The Cauchy-Euler Equation

 The Cauchy-Euler equation can be expressed of the form:

To prove this theorem we consider the second-order Cauchy-Euler differential equation

This is a second-order linear differential equation with constant coefficients.

Thus, the auxiliary equation of the corresponding homogeneous equation is given by

The auxiliary equation of the corresponding homogeneous equation is

Substituting these in equ. (ii), we have

d2y dy [ Ans. y  (c1  c2 ln x ) x1 3 ]

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