Cauchy-Euler Equations

The Cauchy-Euler equation has the form

a 0 x n y( n ) + a1x n!1y( n!1) + ..... + a n!1xy" + a n y = b(x)
where a0, a1, …. , an are constants.
Each term contains xky(k).

The transformation x = et reduces the equation to a linear O.D.E. with constant

coefficient in the variable t. Notice that we assume x > 0, and t = ln x.
Using chain rule, since y is function of t through x:
dy dy dx dy t dy
= = e = x
dt dx dt dx dx
then
dy dy
x =
dx dt
Now,
d 2 y d ! dy $ d ! dy $ dx dy d ! dy $ t dy d 2 y dx dy 2
2 d y
= = x = + x = e + x = x + x
dt 2 dt #" dt &% dt #" dx &% dt dx dt #" dx &% dx dx 2 dt dx dx 2
2
dy 2 d y
= +x
dt dx 2
then
d 2 y d 2 y dy
x2 = '
dx 2 dt 2 dt

and
d 3y d ! d 2 y $ d ! dy 2 d y$
2
t dy d 2 y dx 2
2t d y
3
2 d y t
= # & = #x + x &=e +x 2 + 2e +x e =
dt 3 dt " dt 3 % dt " dx dx 2 % dx dx dt dx 2 dx 3
2 2 3 2 3
dy 2 d y 2 d y 3d y dy 2 d y 3d y dy d2y dy 3
3d y
x +x + 2x +x = + 3x +x = +3 2 '3 +x
dx dx 2 dx 2 dx 3 dt dx 2 dx 3 dt dt dt dx 3
then
d 3y d 3y d2y dy
x3 3
= 3
' 3 2
+2
dx dt dt dt
Following the model, you can compute the higher order derivatives.

Remark: For the second order equation, the transformation produces:

d2y dy
ax 2 2 + bx + cy = g(x),!x > 0
dx dx
taking!x = e t
d2y dy
a 2
+ (b ! a) + cy = g(e t )
dt dt
Example:
1) x2y’’ – 2xy’ + 2y = x3 , x > 0
Taking the transformation x = et the equation reduces to:
yt’’ + (-2 - 1) yt’ + 2y = e3t
or
yt’’ - 3yt’ + 2y = e3t
Corresponding homogeneous equation: yt’’ - 3yt’ + 2y = 0
Characteristic equation: r2 – 3r + 2 = (r - 2)(r - 1) = 0
Zeros are: r1 = 2, and r2 = 1
Fundamental set of solutions: F ={e2t, et}
Complementary solution: yc(t) = c1e2t + c2et.
Non-homogeneous term is: b(t) = e3t,
The UC set of e3t is S1 = {e3t}.
The candidate for particular solution is:
yp(t) = Ae3t

computing the derivatives,

yp’(x) = 3Ae3t
yp’’(x) = 9Ae3t
substituting into the equation,
9Ae3t – 9Ae3t + 2Ae3t = e3t
then A=½
and yp(t) = ½ e3t
y(t) = c1e2t + c2et + ½ e3t
t
since x = e , then the general solution of the original equation is:
y(x) = c1x2 + c2x + ½ x3

2) x2y’’ + 3xy’ - 8y = ln3x - ln x, x > 0

Taking the transformation x = et the equation reduces to:
yt’’ + (3 - 1) yt’ - 8y = t3 - t
or
yt’’ + 2yt’ - 8y = t3 - t
Corresponding homogeneous equation: yt’’ + 2yt’ - 8y = 0
Characteristic equation: r2 + 2r - 8 = (r + 4)(r - 2) = 0
Zeros are: r1 = 2, and r2 = -4
Fundamental set of solutions: F ={e2t, e-4t}
Complementary solution: yc(t) = c1e2t + c2e-4t.
Non-homogeneous term is: b(t) = t3 - t
The UC set of t3 – t is S1 = {t3, t2, t, 1}.
The candidate for particular solution is:
yp(t) = At3 + Bt2 + Ct + D

computing the derivatives,

yp’(x) = 3At2 + 2Bt + C
yp’’(x) = 6At + 2B

substituting into the equation,

6At + 2B + 6At2 + 4Bt + 2C - 8At3 - 8Bt2 - 8Ct - 8D = t3 - t
then -8A = 1 A = -1/8
6A – 8B = 0 B = -6/64 = -3/32
6A + 4B – 8C = -1 C = -1/64
2B + 2C - 8D = 0 D = -7/256

and yp(t) = -1/8 t3 – 3/32 t2 - 1/64 t – 7/256

y(t) = c1e2t + c2e-4t - 1/8 t3 – 3/32 t2 - 1/64 t – 7/256

since x = et and t = ln x, then the general solution of the original equation is:
y(x) = c1x2 + c2x-4 - 1/8 ln3x – 3/32 ln2x - 1/64 ln x – 7/256.

3) x3y’’’ - 3x2y’’ + 6xy’ - 6y = ln x, x > 0

Taking the transformation x = et the equation reduces to:
(yt’’’ -3yt’’ + 2yt’) – 3(yt’’ – yt’) + yt’’- 6y = t
or
yt’’’ - 6yt’’ + 11yt’ - 6y = t
Corresponding homogeneous equation: yt’’’ - 6yt’’ + 11yt’ - 6y = 0
Characteristic equation: r3 - 6r2 + 11r - 6 = (r -1)(r - 3)(r - 2) = 0
Zeros are: r1 = 1, r2 = 2, and r3 = 3
Fundamental set of solutions: F ={et, e2t, e3t}
Complementary solution: yc(t) = c1et + c2e2t + c3e3t.
Non-homogeneous term is: b(t) = t
The UC set of t is S1 = {t, 1}.
The candidate for particular solution is:
yp(t) = A + Bt

computing the derivatives,

yp’(x) = B
yp’’(x) = 0
yp’’’(x) = 0
substituting into the equation,
11B – 6A – 6Bt = t
then -6B = 1 B = -1/6
11B – 6A = 0 11B = 6A = -1, B = -1/11

and yp(t) = -1/6 – 1/11 t

y(t) = c1et + c2e2t + c3e3t – 1/6 - 1/11 t

since x = et and t = ln x, then the general solution of the original equation is:
y(x) = c1x + c2x2 + c3x3 – 1/6 - 1/11 ln x.
4) (x + 2)2 y’’ – (x + 2) y’ + y = 3x + 2
Take the transformation x + 2 = et, then t = ln(x + 2) and et – 2 = x
dt 1
=
dx x + 2
dy dy dt 1 dy dy dy
= = !or ( x + 2 ) =
dx dt dx x + 2 dt dx dt
2 2
d y d y dy
( x + 2 )2 2 = 2 !
dx dt dt

b(x) = 3x + 2, b(t) = 3(et – 2) + 2 = 3et – 4.

The transformed equation is:
yt’’ – 2yt’ + y = 3et - 4

Corresponding homogeneous equation: yt’’ – 2yt’ + y = 0

Characteristic equation: r2 - 2r + 1 = (r -1)2 = 0
Zeros are: r1 = 1 double zero
Fundamental set of solutions: F ={et, tet}
Complementary solution: yc(t) = c1et + c2tet .
Non-homogeneous term is: b(t) = 3et - 4
The UC set of et is S1 = {et}, and the UC set of 1 is S2 = {1}
Since S1 contains elements of the Fundamental Set of solutions, so replace S1 by S1* =
{t2et}
The candidate for particular solution is:
yp(t) = At2et + B

computing the derivatives,

yp’(x) = 2Atet + At2et
yp’’(x) = 2Aet + 4Atet + At2et
substituting into the equation,
[2A + 4At + At2 – 4At – 2At2 + At2]et + B = 2Aet + B = 3et - 4
then 2A = 3, A = 3/2 and B = -4

and yp(t) = 3/2 t2et - 4

y(t) = c1et + c2tet + 3/2 t2et - 4

since x + 2 = et and t = ln (x + 2), then the general solution of the original equation is:
y(x) = c1 (x +2) + c2 (x + 2) ln(x +2) + 3/2 (x + 2)ln2(x + 2) – 4.