Topic 07: The Cauchy-Euler Equation

Second Part of MA102 Mathematics II: Winter Semester of AY 2024-2025

MGPP, SN, SHB: IIT Guwahati

Section 4.5
of
S. L. Ross, Differential Equations, 3rd Edition, Wiley
Learning Outcome

I Cauchy-Euler Equation
Cauchy-Euler Equation

Or simply Euler Equation

Cauchy-Euler Equation

Cauchy-Euler Equation
An equation of the form

dn y n−1 d
n−1 y dy
a0 xn
+ a1 x + an−1 x + an y = F(x), (1)
dxn dxn−1 dx
where a0 , a1 , . . ., an are real constants, is called Cauchy-Euler equation or Euler
equation or Equidimensional equation.

Theorem 1
The transformation x = et reduces the Cauchy-Euler equation (1) to a linear differential
equation with constant coefficients.
Proof of Theorem when n = 2
Assume that x > 0, let x = et . Observe that dx
dt = et = x .
By the chain rule
dy dy dx dy
= =x .
dt dx dt dx
dy dy
x = .
dx dt
Differentiating above equation with respect to t, we find that

d2 y
! ! ! ! !
d dy dx dy d dy dy d dx dy
= x = +x =x +x
dt2 dt dx dt dx dt dx dx dx dt dx
! 2 ! 2
dy dx d y dy 2d y
=x +x 2
= +x 2
.
dx dt dx dt dx

d2 y d2 y dy
=⇒ x 2
2
= 2
− .
dx dt dt
Continuation of Previous Slide
Substituting in the original equation, we get
d2 y
!
dy dy
a0 − + a1 + a2 y = F(et
)
dt2 dt dt
d2 y dy
a0 2 + (a1 − a0 ) + a2 y = F(et ). (2)
dt dt
It is a linear equation with constant coefficients.
If r1 and r2 are real distinct roots of a0 r2 + (a1 − a0 )r + a2 = 0, then y1 (t) = er1 t and
y2 (t) = er2 (t) are two linearly independent solutions of (2). Then y1 (x) = xr1 and
d2 y dy
y2 (x) = x are two linearly independent solutions of a0 x dx2 + a1 x dx
r2 2 + a2 y = 0 for x > 0.

Note: Observe that in the proof, it is assumed that x > 0. If x < 0, the transformation
x = −et will reduce the Cauchy-Euler equation to a linear equation with constant
coefficients. This can be applied to higher-order Cauchy-Euler equation also.

In the Cauchy-Euler Equation problems, if the domain of x is not mentioned, then

assume the domain as x > 0 and take the transformation x = et .
Example for Cauchy-Euler Equation
d y 2 dy
Find the general solution of x2 dx2 − 2x dx + 2y = x3 for x > 0.
Step 1: Transforming by x = et
The transformation x = et reduces the given equation to the following linear differential
equation in the independent variable t with constant coefficients.
d2 y d2 y
!
dy dy dy
− − 2 + 2y = (et )3 =⇒ − 3 + 2y = e 3t
.
dt2 dt dt dt 2 dt
Step 2: Finding yc of transformed equation
Solving r2 − 3r + 2 = 0, we get r = 1 and r = 2.

yc = c1 et + c2 e2t , where c1 and c2 are arbitrary constants.

Step 3: Finding y p of transformed equation
By Operator Method,
1 e3t e3t
yp = 2 e = 2
3t
= .
D − 3D + 2 3 −3×3+2 2
Continuation of Previous Slide

Step 4: Writing the General Solution y(et ) of transformed equation

e3t
y(e ) = yc + y p = c1 e + c2 e +
t t 2t
,
2
where c1 and c2 are arbitrary real constants.

Step 5: Writing the General Solution y(x) of original equation

Put x = et .
x3
y(x) = c1 x + c2 x +
2
for x > 0,
2
where c1 and c2 are arbitrary real constants.
Students to Workout in the Class (Cauchy-Euler Equation)
2
d y dy
Find the general solution of − 5x dx + 8y = 2x3 .
x2 dx 2
The transformation x = et reduces the given equation to a linear differential equation
with constant coefficients as
d2 y dy
2
− 6 + 8y = 2e3t
.
dt dt
First find the complementary function.

yc = c1 e2t + c2 e4t .
Now, find a particular solution.

y p = −2e3t .
Write the general solution.

y(et ) = c1 e2t + c2 e4t − 2e3t .

Transform back in terms of x.
Since x = et , we get
y(x) = c1 x2 + c2 x4 − 2x3 .
In the Cauchy-Euler Equation, Transformation x = et leads to . . .

dy dy
x = ,
dx dt
2 d2 y
2 d y dy
x = − ,
dx2 dt2 dt
3 d3 y d2 y
3 d y dy
x = − 3 2 + 2 ,
dx3 dt3 dt dt
4 d4 y d3 y d2 y
4 d y dy
x = − 6 3 + 11 2 − 6 .
dx4 dt4 dt dt dt

Set
d d
D := and ∗
D := .
dx dt
Then
xn Dn = D∗ (D∗ − 1)(D∗ − 2) · · · (D∗ − (n − 1)) for n ∈ N.
Reducible to Cauchy-Euler Form or Constant Coefficients Form

Consider the differential equation of the form

a0 (ax + b)n y(n) + a1 (ax + b)n−1 yn−1 + · · · + an−1 (ax + b) y0 + an y = F(x),

where a0 , . . ., an , a and b are real constants.

I The above equation can be reduced into Cauchy-Euler equation form by using the
substitution z = ax + b.
I The above equation can be reduced into an equation with constant coefficients by
using the substitution et = ax + b.
Exercises

Exercise: Solve
(2x − 1)2 y00 + (2x − 1)y0 − 2y = 0.
Answer: y(x) = c1 (2x − 1) + c2 (2x − 1)−1/2 for x > (1/2), where c1 and c2 are arbitrary
real constants.

Solve
(1 + x)2 y00 + (1 + x)y0 + y = 4 cos(ln(1 + x)).
Answer: y(x) = c1 cos(ln(1 + x)) + c2 sin(ln(1 + x)) + 2 ln(1 + x) sin(ln(1 + x)), where c1
and c2 are arbitrary real constants.
Alternative/Equivalent Approach for Cauchy-Euler Equation
Consider the Cauchy-Euler Homogeneous Equation
a0 xn yn + a1 xn−1 yn−1 + · · · + an−1 x y0 + an y = 0 for x > 0, (3)
where a0 , a1 , . . ., an are real constants.
Set
y(x) = xr for x > 0.
Then,
y0 = r xr−1 ,
y00 = r(r − 1) xr−2 ,
.. . ..
. .. .
yn = r(r − 1) · · · (r − (n − 1)) xr−n .
Substituting these expressions in the given ODE, we get
a0 xn r(r − 1) · · · (r − (n − 1))xr−n + · · · + an−1 xrxr−1 + an xr = 0.
xr [a0 r(r − 1) · · · (r − (n − 1)) + a1 r(r − 2) · · · (r − (n − 2)) + · · · + an−1 r + an ] = 0.
Continuation of Previous Slide

xr Q(r) = 0,
where
Q(r) = a0 r(r − 1) · · · (r − (n − 1)) + a1 r(r − 2) · · · (r − (n − 2)) + · · · + an−1 r + an . (4)
The polynomial Q(r) is called indicial polynomial or characteristic polynomial for the
Cauchy-Euler (homogeneous) equation (3).
This gives that for x > 0,
L(xr ) = Q(r) xr = 0 if and only if r is a root of Q(r) = 0.

Theorem 2
If r1 is a real root with multiplicity m1 of the indicial polynomial Q(r) given by (4), then

y1 (x) = xr1 , y2 (x) = xr1 log(x), y3 (x) = xr1 log2 (x), · · · , ym1 (x) = xr1 logm1 −1 (x) (5)

are linearly independent solutions of the Cauchy-Euler equation (3) for x > 0.
Second Order Cauchy-Euler Equation
Theorem 3
Consider the second order Cauchy-Euler equation

a0 x2 y00 + a1 x y0 + a2 y = 0, (6)

where a0 , a1 and a2 are real constants.

Consider the indicial polynomial/characteristic polynomial of (6) which is given by

Q(r) = a0 r(r − 1) + a1 r + a2 = a0 r2 + (a1 − a0 )r + a2 . (7)

Then
I If r1 and r2 are real distinct roots of (7), then y1 (x) = xr1 and y2 (x) = xr2 are two
linearly independent solutions of (6) for x > 0.
I If r1 is the real repeated root of (7), then y1 (x) = xr1 and y2 (x) = xr1 log |x| are two
linearly independent solutions of (6) for x > 0.
I If r1 = α + iβ and r2 = α − iβ are the complex conjugate roots of (7), then
y1 (x) = xα cos(β log |x|) and y2 (x) = xα sin(β log |x|) are two linearly independent
solutions of (6) for x > 0.
Exercise: Non-Homogeneous Term is F(x) = Axk , k = 0, 1, 2, . . ..
Let
L(y) = a0 x2 y00 + a1 x y0 + a2 y,
where a0 , a1 and a2 are real constants, and let Q(r) be the indicial polynomial

Q(r) = a0 r(r − 1) + a1 r + a2 = a0 r2 + (a1 − a0 )r + a2 .

Show that the nonhomogeneous equation

L(y) = Axk , (k is a non-negative integer),

where A is a real constant, has a particular solution y p (x) for x > 0 as follows:
A xk
I If k is not a root of Q(r) = 0, then y p (x) = .
Q(k)
A xk log(x)
I If k is a root of multiplicity 1 of Q(r) = 0, then y p (x) = .
Q0 (k)