The Cauchy Euler Equation:

The second order Cauchy Euler Equation is:

d2 y dy
ax2
+ bx + cy = 0
dx2 dx
This equation can be transformed into a second order liner differential equa-
tion with constant coefficients with use of the substitution:

x = et

Differentiating with respect to t gives:

dx dx
= et So =x
dt dt
dy
In the Cauchy Euler equation we see the term x dx which we need to substi-
dx dy
tute for, so I will multiply both sides of dt = x by dx :

dx dy dy dy dy
=x This simplifies to =x
dt dx dx dt dx
dy dy
Differentiating dt = x dx with respect to x gives:

d dy dy d2 y
= +x 2
dx dt dx dx
2
d y
In the Cauchy Euler equation we see the term x2 dx 2 which we need to
dx
substitute for, so I will multiply the left side of the above equation by dt and
the right hand side by x (Remember they are equal):

d2 y d2 y d2 y
 
d dy dx dy dy
= +x 2 x This simplifies to 2
=x + x2 2
dx dt dt dx dx dt dx dx
2
dy dy d y
Replacing x dx with dt and solving for x2 dx 2 gives:

d2 y d2 y dy
2
x2
= 2 −
dx dt dt
So under this substitution the Cauchy Euler equation becomes:

d2 y dy
 
dy
a − +b + cy = 0
dt2 dt dt
This simplifies to the second order linear equation with constant coefficients:

d2 y dy
a + (b − a) + cy = 0
dt2 dt
 Which we can solve by finding the roots of the characteristic polynomial:

ar2 + (b − a)r + c = 0

Again there are three cases: the roots are real and distinct, the roots are
real and repeated or the roots are complex.
Case 1: we have two real and distinct roots r1 and r2 . Then the solutions
to the differential equation are:

y1 = er1 t and y 2 = e r2 t

Since x = et , t = ln(x) Making the solution:

r1 r2
y1 = er1 ln(x) = eln(x )
and y2 = er2 ln(x) = eln(x )

So

y 1 = x r1 and y 2 = x r2

Case 2: The roots are real and repeated r1 = r2 . Then the solutions to the
differential equation are:

y 1 = e r1 t and y2 = ter1

Since x = et , t = ln(x) Making the solution:

r1 r1
y1 = er1 ln(x) = eln(x )
and y2 = ln(x)er1 ln(x) = ln(x)eln(x )

So

y1 = xr1 and y2 = ln(x)xr1

Case 3: The roots are complex r1 = α + βı and r2 = α − βı. Then the

solutions to the differential equation are:

y1 = eαt cos(βt) and y2 = eαt sin(βt)

Since x = et , t = ln(x) Making the solution:

y1 = xα cos(β ln(x)) and y2 = xα sin(β ln(x))

An Example: Solve:
 x2 y 00 − 5xy 0 + 13y = 0

Forming the characteristic polynomial

r2 + (−5 − 1)r + 13 = 0 r2 − 6r + 13 = 0 (r − 3)2 = −4 r = 3 ± 2ı

So we have complex roots so the solution is:

y = C1 e3x cos(2x) + C2 e3x sin(2x)

1.
Solve:

d2 y dy
x2 + 7x + 8y = 0
dx2 dx
2.
Solve:

d2 y dy
x2 + 9x + 12y = 0
dx2 dx
3.
Solve:

d2 y dy
x2 2
− 11x + 36y = 0
dx dx
4.
Solve:

d2 y dy
x2 − 4x + 6y = x3 ln(x)
dx2 dx
5.
Solve:

d2 y
x2 + y = x2
dx2