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Math 371 - Euler Cauchy Equations

Erik Kjær Pedersen

November 29, 2005

We shall now consider the socalled Euler Cauchy equation

x 2 y 00 + axy 0 + by = 0
where a and b are constants.
To solve this we put y = x m to get

x 2 m(m−1)x m−2 +axmx m−1 +bx m = m2 x m +(a−1)mx m +bx m = 0

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So we see that y = xm is a solution if

m2 + (a − 1)m + b = 0
There are now three cases corresponding to two real roots, one real
double root, and only complex roots.
Case I: Two distinct real roots
If we have two distinct real roots m1 and m2 they are linearly
independent (not proportional), so the complete solution is given
by

y = c1 x m1 + c2 x m2

Example
Solve the initial value problem

x 2 y 00 + 2xy 0 − 30y = 0 y (1) = 3 y 0 (1) = 4

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We first get the equation

m2 + (2 − 1)m − 30 = m2 + m − 30 = 0
√
This gives m = −1± 21+120 so m = 5 and m = −6.
The complete solution is thus

y = c1 x 5 + c2 x −6
We calculate that

y 0 = 5c1 x 4 − 6c2 x −7
The initial conditions give c1 + c2 = 3 and 20c1 − 6c2 = 4
We calculate that c1 = 2 and c2 = 1 so the final answer is

y = 2x 5 + x −6
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Notice that the solution is not defined for x = 0
To explain this recall that the theory is only claiming there are two
linearly independent solutions for equations of type

y 00 + p(x)y 0 + q(x)y = 0
This equation is only of that type after dividing by x 2 .
But after dividing by x 2 the equation itself is not defined for x = 0.
Case I: One real double root
We now only get one solution and that solution is 21 (1 − a), so the
first solution is
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y1 = x 2 (1−a)
Attempting to find one more solution we write y = uy1 and put
that into the equation.
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We get

y 0 = uy10 + u 0 y1
and

y 00 = uy100 + 2u 0 y10 + u 00 y1
Putting this into the equation we get

x 2 y 00 = ux 2 y100 +2x 2 u 0 y10 +x 2 u 00 y1

axy 0 = uaxy10 axu 0 y1
by = uby1
The left column adds up to 0 because y1 is a solution so we are
left with

2x 2 u 0 y10 + x 2 u 00 y1 + axu 0 y1 = 0
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1
(1−a)
Recalling that y1 = x 2 we get
1 − a 1 (−1−a) 0 1 1
2x 2 x2 u + x 2 u 00 x 2 (1−a) + axx 2 (1−a) u 0 = 0
2
Calculate and switch the last two terms around to get
1 1 1
(1 − a)x 2 (3−a) u 0 + ax 2 (3−a) u 0 + xu 00 x 2 (3−a) = 0
and reduce to

u 0 + xu 00 = 0
We now put U = u 0
We get dUU =− x
dx

This means ln(U) = − ln(x) = ln(x −1 )

So u 0 = U = x −1
Therefore u = ln(x).
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The complete solution is thus

y = c1 x m + c2 x m ln(x)
where m is the root.
Example
Solve the initial value problem

x 2 y 00 − xy 0 + y = 0, y (1) = 1 y 0 (1) = 2

We put y = x m and get the equation m2 − 2m + 1 = 0 which has

1 as double root.
We thus know the general solution is

y = c1 x + c2 x ln(x)
We calculate that y 0 = c1 + c2 (ln(x) + 1)
The initial conditions give c1 = 1 and c1 + c2 = 2 so c1 = c2 = 1
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The final solution is thus

y = x + x ln(x)
Notice at this stage we can always just check the solution against
the original equation to see if it is right.
Case III: Complex roots α + iβ
For completeness we carry this through. If m = α + iβ we get

y = x α+iβ = x α x iβ = x α e ln(x)iβ
Continuing we get

y = x α (cos(ln(x)β) + i sin(ln(x)β))
The equation is linear so since this is a solution so is the real part
and the imaginary part, so we get two real solutions
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y1 = x α cos(ln(x)β) and y2 = x α sin(ln(x)β)

so the general solution is

y = c1 x α cos(ln(x)β) + c2 x α sin(ln(x)β)
If we have a nonzero term on the right hand side of an Euler
Cauchy equation there is only one method to use, namely the
formula.
Let us consider an example like that
Example
Solve the boundary value problem

x 2 y 00 − 2y = 4x 3 , y (1) = 2, y (2) = 12
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First we solve the corresponding homogeneous equation.
Put y = x m to get m2 − m − 2 = 0 which has solutions y1 = x −1
and y2 = x 2 .
To find a particular solution we want to use the formula
Z Z
y2 r y1 r
y = −y1 + y2
W (x) W (x)
Here W (x) = y1 y20 − y2 y10 = x −1 2x + x −2 x 2 = 3.
We have to be very careful when we use this formula, because the
formula relates to an equation of the form

y 00 + p(x)y 0 + q(x)y = r (x)

We have to divide by x 2 to get our equation on this form.
This means in our case r (x) = 4x.
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We now get the particular solution by the formula
Z 2 Z −1
x 4x x 4x 1 1
y = −x −1 + x2 = − x 4 + 4x 3 = x 3
3 3 3 3
To get the complete solution we have to add the solution of the
homogeneous equation to this particular solution

y = x 3 + c1 x −1 + c2 x 2
The boundary values give us

1 + c1 + c2 = 2, 8 + 0.5c1 + 4c2 = 12
This gives c1 = 0 and c2 = 1 so the final answer is

y = x3 + x2
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Let us consider one more example
Example
Solve the initial value problem

x 2 y 00 − 3xy 0 + 4y = x, y (1) = 2 y 0 (1) = 4

We start out finding solutions to the corresponding homogeneous

equation by putting y = x m .
We get m2 − 4m + 4 = 0 and we see that m = 2 is a double root.
This means the solutions to the homogeneous equation are

y1 = x 2 y2 = x 2 ln(x)
To find a particular solution we want to use the formula again
Z Z
y2 r y1 r
yp = −y1 + y2
W (x) W (x)
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Here W (x) = y1 y20 − y2 y10= x 2 (2x
ln(x) + x) − 2x 3 ln(x)
= x 3.
Once again we have to remember that we have to divide by x 2 to
see that r (x) = x −1 .
The formula gives

x ln(x)x −1
Z 2 Z 2 −1
2 2 x x
yp = −x 3
+ x ln(x)
x x3
We reduce this to
Z Z
ln(x)
yp = −x 2 + x 2 ln(x) x −2
x2
We calculate ln(x)
R
x2
by partial integration
Z Z
ln(x) 1
2
= − ln(x)x + x −1 = −x −1 ln(x) − x −1
−1
x x
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We see that

yp = x ln(x) + x + x 2 ln(x)(−x −1 ) = x
The complete solution is obtained by adding the particular solution
to the solution to the homogeneous equation.
We get

y = x + c1 x 2 + c2 x 2 ln(x)
This gives

y 0 = 1 + c1 2x + c2 (2x ln(x) + x)
The initial conditions now give

1 + c1 = 2, 1 + 2c1 + c2 = 4
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so c1 = c2 = 1 and the final answer is

y = x + x 2 + x 2 ln(x)
Once again we can of course check this by entering this in the
original equation.