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 y0
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
