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Cauchy Euler Differential Equation

The document discusses Cauchy-Euler homogeneous differential equations, which are equations of the form (dn y/dxn) + a1(dn-1 y/dxn-1) + ... + an-1(dy/dx) + any = 0. It provides the general procedure to solve such equations: (1) make the substitution y = xr, (2) derive expressions for dy/dx and d2y/dx2 in terms of r, (3) substitute into the original equation to obtain a quadratic equation in r, (4) solve for r and determine the solution based on whether the roots are real/complex, equal/distinct. Several examples are worked out in detail to illustrate

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Dhiren Pandit
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796 views5 pages

Cauchy Euler Differential Equation

The document discusses Cauchy-Euler homogeneous differential equations, which are equations of the form (dn y/dxn) + a1(dn-1 y/dxn-1) + ... + an-1(dy/dx) + any = 0. It provides the general procedure to solve such equations: (1) make the substitution y = xr, (2) derive expressions for dy/dx and d2y/dx2 in terms of r, (3) substitute into the original equation to obtain a quadratic equation in r, (4) solve for r and determine the solution based on whether the roots are real/complex, equal/distinct. Several examples are worked out in detail to illustrate

Uploaded by

Dhiren Pandit
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Cauchy-Euler equation

Cauchy-Euler Homogeneous equation


A differential equation of the type
𝑑𝑛 𝑦
𝑛 𝑛−1
𝑑 𝑛−1 𝑦 𝑑𝑦
𝑥 + 𝑎1 𝑥 + ⋯ + 𝑎𝑛−1 𝑥 + 𝑎𝑛 𝑦 = 0
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
is called a nth order Cauchy-Euler homogeneous differential equation.
In particular, a second order Cauchy-Euler homogeneous differential equation
is
𝑑2𝑦
2
𝑑𝑦
𝑥 + 𝑎1 𝑥 + 𝑎2 𝑦 = 0 … (1)
𝑑𝑥 2 𝑑𝑥
A solution of this can be found by substituting
𝑦 = 𝑥 𝑟 … (2)
Then
𝑑𝑦
= 𝑟𝑥 𝑟−1
𝑑𝑥
𝑑2𝑦
2
= 𝑟(𝑟 − 1)𝑥 𝑟−2
𝑑𝑥
Substituting these into (1), we get
𝑟(𝑟 − 1)𝑥 𝑟 + 𝑎1 𝑟𝑥 𝑟 + 𝑎2 𝑥 𝑟 = 0
𝑜𝑟, 𝑥 𝑟 [𝑟(𝑟 − 1) + 𝑎1 𝑟 + 𝑎2 ] = 0
The above equation is satisfied when
[𝑟(𝑟 − 1) + 𝑎1 𝑟 + 𝑎2 ] = 0
𝑜𝑟, 𝑟 2 + (𝑎1 − 1)𝑟 + 𝑎2 = 0 … (3)
Equation (3) is a quadratic equation which has two roots.
Case 1. Both roots 𝑟1 , 𝑟2 are real and distinct, 𝑟1 ≠ 𝑟2 , then
𝑦 = 𝑐1 𝑥 𝑟1 + 𝑐2 𝑥 𝑟2
is a general solution to (1).
Case 2. Both roots 𝑟1 , 𝑟2 are real and equal, 𝑟1 = 𝑟2 , then
𝑦 = (𝑐1 + 𝑐2 ln 𝑥)𝑥 𝑟1

pg. 1 Dr. Motilal Panigrahi, Nirma University


Cauchy-Euler equation

is a general solution to (1).


Case 3. Both roots 𝑟1 , 𝑟2 are complex, say 𝑟1 = 𝛼 + 𝑖𝛽 and 𝑟2 = 𝛼 − 𝑖𝛽 , then
𝑦 = 𝑥 𝛼 (𝐴 cos(𝛽 ln 𝑥) + 𝐵 sin(𝛽 ln 𝑥))
is a general solution to (1).

Exercise:
Solve the following differential equations:
𝑑2𝑦 𝑑𝑦
1. 𝑥 2 + 3𝑥 + 4𝑦 = 0
𝑑𝑥 2 𝑑𝑥
𝑑2𝑦 𝑑𝑦
2. 𝑥 2 + 7𝑥 + 9𝑦 = 0
𝑑𝑥 2 𝑑𝑥
2
2𝑑 𝑦 𝑑𝑦
3. 𝑥 + 9𝑥 + 16𝑦 = 0
𝑑𝑥 2 𝑑𝑥
2
2𝑑 𝑦 𝑑𝑦
4. 𝑥 + 10𝑥 + 15𝑦 = 0
𝑑𝑥 2 𝑑𝑥
2
2 𝑦
𝑑 𝑑𝑦
5. 𝑥 + 5𝑥 + 29𝑦 = 0
𝑑𝑥 2 𝑑𝑥
2
2𝑑 𝑦 𝑑𝑦
6. 2𝑥 + 8𝑥 + 3𝑦 = 0
𝑑𝑥 2 𝑑𝑥
2
2𝑑 𝑦 𝑑𝑦
7. 𝑥 + 13𝑥 + 14𝑦 = 0
𝑑𝑥 2 𝑑𝑥
2
2𝑑 𝑦 𝑑𝑦
8. 𝑥 + 11𝑥 + 25𝑦 = 0
𝑑𝑥 2 𝑑𝑥
2
2𝑑 𝑦 𝑑𝑦
9. 𝑥 + 19𝑥 + 16𝑦 = 0
𝑑𝑥 2 𝑑𝑥
2
2 𝑦
𝑑 𝑑𝑦
10.𝑥 + 11𝑥 + 15𝑦 = 0
𝑑𝑥 2 𝑑𝑥
2
2𝑑 𝑦 𝑑𝑦
11.𝑥 + 15𝑥 + 9𝑦 = 0
𝑑𝑥 2 𝑑𝑥
2
2𝑑 𝑦 𝑑𝑦
12.2𝑥 + 8𝑥 + 13𝑦 = 0
𝑑𝑥 2 𝑑𝑥
2
2𝑑 𝑦 𝑑𝑦
13.𝑥 − 4𝑥 + 6𝑦 = 0
𝑑𝑥 2 𝑑𝑥
14.
𝑑2𝑦 𝑑𝑦
Ans. 1. 𝑥 2 + 3𝑥 + 4𝑦 = 0
𝑑𝑥 2 𝑑𝑥

It is a second order Cauchy-Euler homogeneous differential equation


A solution of this can be found by substituting
𝑦 = 𝑥 𝑟 … (2)
Then

pg. 2 Dr. Motilal Panigrahi, Nirma University


Cauchy-Euler equation

𝑑𝑦
= 𝑟𝑥 𝑟−1
𝑑𝑥
𝑑2𝑦
= 𝑟(𝑟 − 1)𝑥 𝑟−2
𝑑𝑥 2
Substituting these into (1), we get
𝑟(𝑟 − 1)𝑥 𝑟 + 3𝑟𝑥 𝑟 + 4𝑥 𝑟 = 0
𝑜𝑟, 𝑥 𝑟 [𝑟 2 + 2𝑟 + 4] = 0
The above equation is satisfied when
𝑟 2 + 2𝑟 + 4 = 0
𝑜𝑟, (𝑟 + 2)2 = 0 … (3)
Has two equal roots 𝑟 = −2, −2
Since the roots are real and equal, so the solution is given by
𝒚 = (𝒄𝟏 + 𝒄𝟐 𝐥𝐧 𝒙)𝒙−𝟐
𝑑2𝑦 𝑑𝑦
5. Ans. 𝑥 2 + 5𝑥 + 29𝑦 = 0
𝑑𝑥 2 𝑑𝑥

It is a second order Cauchy-Euler homogeneous differential equation


A solution of this can be found by substituting
𝑦 = 𝑥 𝑟 … (2)
Then
𝑑𝑦
= 𝑟𝑥 𝑟−1
𝑑𝑥
𝑑2𝑦
= 𝑟(𝑟 − 1)𝑥 𝑟−2
𝑑𝑥 2
Substituting these into (1), we get
𝑟(𝑟 − 1)𝑥 𝑟 + 5𝑟𝑥 𝑟 + 29𝑥 𝑟 = 0
𝑜𝑟, 𝑥 𝑟 [𝑟 2 + 4𝑟 + 29] = 0
The above equation is satisfied when
𝑟 2 + 4𝑟 + 29 = 0

pg. 3 Dr. Motilal Panigrahi, Nirma University


Cauchy-Euler equation

−4 ± √42 − 4 × 29 −4 ± 10𝑖
𝑜𝑟, 𝑟 = = … (3)
2 2
Has complex roots 𝑟 = −2 ± 5𝑖
Since the roots are complex, so the solution is given by
𝑦 = 𝑥 𝛼 (𝐴 cos(𝛽 ln 𝑥) + 𝐵 sin(𝛽 ln 𝑥))
= 𝑥 −2 (𝐴 cos(5 ln 𝑥) + 𝐵 sin(5 ln 𝑥))
𝑑2𝑦 𝑑𝑦
11. Ans. 𝑥 2 2
+ 15𝑥 + 9𝑦 = 0
𝑑𝑥 𝑑𝑥

It is a second order Cauchy-Euler homogeneous differential equation


A solution of this can be found by substituting
𝑦 = 𝑥 𝑟 … (2)
Then
𝑑𝑦
= 𝑟𝑥 𝑟−1
𝑑𝑥
𝑑2𝑦
2
= 𝑟(𝑟 − 1)𝑥 𝑟−2
𝑑𝑥
Substituting these into (1), we get
𝑟(𝑟 − 1)𝑥 𝑟 + 15𝑟𝑥 𝑟 + 9𝑥 𝑟 = 0
𝑜𝑟, 𝑥 𝑟 [𝑟 2 + 14𝑟 + 9] = 0
The above equation is satisfied when
𝑟 2 + 14𝑟 + 9 = 0

−14 ± √142 − 4 × 9 −14 ± √160


𝑜𝑟, 𝑟 = = … (3)
2 2
Has two real and different roots 𝑟 = −7 ± √40
Since the roots are real and different, so the solution is given by

𝑦 = 𝑐1 𝑥 −7+√40 + 𝑐2 𝑥 −7−√40

pg. 4 Dr. Motilal Panigrahi, Nirma University


Cauchy-Euler equation

𝑑2𝑦 𝑑𝑦
Ans. 13. 𝑥 2 − 4𝑥 + 6𝑦 = 0
𝑑𝑥 2 𝑑𝑥

It is a second order Cauchy-Euler homogeneous differential equation


A solution of this can be found by substituting
𝑦 = 𝑥 𝑟 … (2)
Then
𝑑𝑦
= 𝑟𝑥 𝑟−1
𝑑𝑥
𝑑2𝑦
= 𝑟(𝑟 − 1)𝑥 𝑟−2
𝑑𝑥 2
Substituting these into (1), we get
𝑟(𝑟 − 1)𝑥 𝑟 − 4𝑟𝑥 𝑟 + 6𝑥 𝑟 = 0
𝑜𝑟, 𝑥 𝑟 [𝑟 2 − 5𝑟 + 6] = 0
The above equation is satisfied when
𝑟 2 − 5𝑟 + 6 = 0
5 ± √52 − 4 × 6
𝑜𝑟, 𝑟 = = 3,2 … (3)
2
Has two real and different roots 𝑟 = 3 𝑎𝑛𝑑 2.
Since the roots are real and different, so the solution is given by
𝑦 = 𝑐1 𝑥 3 + 𝑐2 𝑥 2

pg. 5 Dr. Motilal Panigrahi, Nirma University

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