Lecture 3.

6 Homogeneous Cauchy-Euler equation

A homogeneous Cauchy-Euler homogeneous equation is a linear differential equation of the

form
an tn x(n) + an−1 tn−1 x(n−1) + . . . + a1 tx0 + a0 x = 0
where an , an−1 , . . . , a0 are (real) constants.

Homogeneous second-order Cauchy-Euler equation

at2 x00 + btx0 + cx = 0,

where a, b, c are (real) constants. By assuming that x = tλ is a solution, we obtain the following
auxiliary equation:

aλ(λ − 1) + bλ + c = 0 or aλ2 + (b − a)λ + c = 0

There are three cases to consider for the solutions λ to this equation:
Case 1 Two distinct real roots λ1 6= λ2 . A fundamental set of solutions:

tλ1 tλ2

Case 2 One repeated real root λ. A fundamental set of solutions:

tλ tλ lnt

Note: the second solution tλ ln t comes from applying reduction of order to the first solution tλ
Case 3 Two conjugate complex roots λ1 = α + iβ and λ2 = α − iβ. A fundamental set of solutions:

tα cos(βlnt) tα sin(βlnt)

±βi )
Note: the two solutions come from tα±βi = tα t±βi = tα eln (t = tα e±βi ln t = tα (cos (β ln t) ± i sin (β ln t))
Example 1 Solve t2 x00 − 2tx0 − 4x = 0.

λ(λ − 1) − 2λ − 4 = λ2 − 3λ − 4 = (λ − 4)(λ + 1) = 0 =⇒ λ = 4, −1
So we have x1 = t4 , x2 = t−1 and the general solution is

x = c1 t4 + c2 t−1

Example 2 Solve 4t2 x00 + 8tx0 + x = 0.

1
4λ(λ − 1) + 8λ + 1 = 4λ2 + 4λ + 1 = (2λ + 1)2 = 0 =⇒ λ = − (m = 2)
2
So we have x1 = t−1/2 , x2 = t−1/2 ln t and the general solution is
1 1
x = c1 t− 2 + c2 t− 2 ln(t)

1
Example 3 Solve 2t2 x00 + x = 0.
√
2 2±4−8 1 i
2λ(λ − 1) + 1 = 2λ − 2λ + 1 = 0 =⇒ λ = = ±
4 2 2
1
and so α = β = 2 . Therefore x1 = t1/2 cos (ln t/2), x2 = t1/2 sin (ln t/2) and so the general solution is
   
1 ln(t) 1 ln(t)
x = c1 t 2 cos + c2 t 2 sin
2 2

The method for higher-order Cauchy Euler equations is similar:

Example 4 Solve t3 x000 + t2 x00 − 2tx0 + 2x = 0.

λ(λ − 1)(λ − 2) + λ(λ − 1) − 2λ + 2 = λ(λ − 1)(λ − 2) + λ(λ − 1) − 2(λ − 1)

= (λ − 1)(λ(λ − 2) + λ − 2) = (λ − 1)(λ − 2)(λ + 1) = 0 =⇒ λ = 1, 2, −1
Therefore we have x1 = t, x2 = t2 , x3 = t−1 and the general solution is
1
x = c1 t + c2 t2 + c3
t

Example 5 Solve t3 x000 + 2t2 x00 = 0.

λ(λ − 1)(λ − 2) + 2λ(λ − 1) = λ(λ − 1)(λ − 2 + 2) = λ2 (λ − 1) = 0 =⇒ λ = 0(m = 2), λ = 1

Therefore we have x1 = t0 = 1, x2 = ln t, x3 = t and the general solution is

x = c1 + c2 ln t + c3 t

Example 6 Solve t3 x000 − 2t2 x00 + 7tx0 − 7x = 0.

λ(λ − 1)(λ − 2) − 2λ(λ − 1) + 7λ − 7 = λ(λ − 1)(λ − 2) − 2λ(λ − 1) + 7(λ − 1)

√
2 4 ± −12 √
= (λ − 1)(λ − 4λ + 7) = 0 =⇒ λ = 1, λ = = 2 ± 3i
2
2 2
Therefore we have x1 = t and x2 = t cos (3 ln t), x3 = t sin (3 ln t) and so the general solution is
√  √ 
x = c1 t + c2 t2 cos 3ln t + c3 t2 sin 3ln t