Cauchy Euler Differential Equations

An equation of the form

n n−1 2
d y n−1 d y 2 d y dy
an x
n
n
+ an−1 x n−1
+ …+ a2 x 2
+a1 x
dx
+a 0 y =f ( x) is called Cauchy Euler
dx dx dx

Differential Equations, where a n , a n−1, … a2 , a1∧a 0 are constants and f is

any function of x. This equation can be reduced to Linear

Differential Equation with constant coefficients by the

transformation x=e
t

Working Procedure

Put x=e
t
and after taking log on both sides we have t=ln x and
dt 1
=
dx x

dy dy dt
Now =
dx dt dx …………….(1)

dt 1
Putting the value of =
dx x in (1)

dy dy 1
=
dx dt x

dy dy 1
Now x
dx
=x
dt x

dy dy
x =
dx dt
……………(2)

( )
2
d y d dy
Similarly 2
=
d x dx dx
 ( )
2
dy dy 1 d y d dy 1
Putting the value of =
dx dt x therefore 2
=
d x dx dt x

() ( )
2
d y dy d 1 1 d dy
2
= +
d x dt dx x x dx dt

( )
2
d y dy −1 1 d dy dt
2
= ( 2 )+
d x dt x x dt dt dx

( )
2 2
d y −1 dy 1 d y 1
2
= 2 + 2
dx x dt x d t x

( )
2 2
d y −1 dy 1 d y
2
= 2 + 2 2
dx x dt x d t

2 2
2 d y −dy d y
x 2
= + 2
dx dt dt
2 2
d y d y dy
x
2
2
= 2−
dt
……………(2)
dx dt

d d
Put x
dx
=xD and dt
=∆

dy dy
x =
dx dt

Therefore (1) becomes

xDy=∆ y or xD=∆

2 2
2 d 2 2 d 2
Put x
dx
2
=x D and dt
2
=∆

Therefore (2) becomes

2 2
x D y=∆ y−∆ y
2
or 2 2
x D =∆ −∆
2
 2 2
d y d y dy
x
2
2
= 2−
dt
……………(2)
dx dt

2 2
x D y=∆ ( ∆−1 ) y

Similarly 3 3
x D =∆ ( ∆−1 ) ( ∆−2 )

Linear Equations Reduccible ¿ Homogeneous Linear Form(Cauchy Differential Equation)

Consider the equation an¿ where a n , a n−1, … a2 , a1∧a 0 are constants and

X is any function of x. This equation can be reduced to

L inear Differential Equation with constant coefficients by the transformation

t
a+ bx=e

Working Procedure

Put a+ bx=e
t
and after taking log on both sides we have t=ln(a+bx )

dt b dy dy dt
and =
dx a+bx Now =
dx dt dx

dt b
Putting the value of =
dx a+bx

dy
=
b dy
dx a+ bx dt ( )
dy dy
(a+ bx)
dx
=b
dt
……………(1)

( )
2
d y d dy
Similarly 2
=
d x dx dt
 ( ) ( )
2
dy b dy d y d b dy
Putting the value of =
dx a+ bx dt therefore dx
2
=
dx a+bx dt

( )( ) ( )
2
d y dy d b b d dy
2
= +
d x dt dx a+bx a+bx dx dt

2 2
d y −b
=
dx
2 ¿¿

2 2
d y −b
=
dx
2 ¿¿

2 2
d y −b
=
dx
2 ¿¿

¿ ……………..(2)

d d
Put dx
=D and dt
=∆ then (1) becomes

(a+ bx) Dy=b ∆ y

2 2
d 2 d 2
Again dx
2
=D and dt
2
=∆ similarly (2) becomes

Similarly

Question 48 page 144

Use the substitution x=e t to transform the given Cauchy-Euler

equation to a differential equation with constant coefficients

and then solve it using suitable method.

3 '' 2 '' ' 3
x y ' −3 x y + 6 x y −6 y =3+ln x

Solution 1 Let 3 '' 2 '' '

x y ' −3 x y + 6 x y −6 y =3+ln x …..(1)
3

Put x=e
t
and after taking log on both sides we have t=ln x

t
x=e
3 3t
x =e
3 3t
ln x =ln e
3
ln x =3 t ln e
3
ln x =3 t

dy dy d
x
dx
'
=x y = =∆ y
dt
where dt
=∆

2
2 d y 2 '
x 2
=x y ' =∆ ( ∆−1 ) y
dx
3
3 d y 3 '
x 3
=x y ' ' =∆ ( ∆−1 )( ∆−2 ) y
dx

Putting all these values in (1) and transforming the given

differential equation into differential equation with constant

coefficient with independent variable t

3 '' 2
x y ' −3 x y +6 x y −6 y=3+ln x
'' '
……….(1)
3
∆ ( ∆−1 )( ∆−2 ) y−3 ∆ ( ∆−1 ) y +6 ∆ y−6 y=3+ 3t

∆ ( ∆2−3 ∆+2 ) y−3 ( ∆2−∆ ) y +6 ∆ y−6 y=3+3 t

( ∆3−3 ∆ 2+ 2 ∆ ) y−3 ( ∆2−∆ ) y+ 6 ∆ y−6 y=3+3 t

3 2 2
∆ y −3 ∆ y +2 ∆ y−3 ∆ y +3 ∆ y +6 ∆ y−6 y =3+3 t
3 2 2
∆ y −3 ∆ y−3 ∆ y +2 ∆ y +3 ∆ y +6 ∆ y−6 y =3+3 t

∆ y −6 ∆ y +11∆ y + y =3+3 t ………………………….(2)

3 2

Which is 3rd order differential equation with constant

coefficient with independent variable t

The general solution of (2) is y= y c + y p …………………(2)

For y c , Homogeneous part of differential equation (2) is

∆ y −6 ∆ y +11∆ y −6 y=0 …………………………(3)
3 2

Let y=e
mt
, where m is constant, be the solution of (3), then
' mt
∆ y = y =m e

Note: Here independent variable is t that’s why we put mt

y=e

2 2 mt
∆ y = y ' '=m e
3 3 mt
∆ y = y ' ' ' =m e

…………………………(4)
Put (4) in (3)
∆ y −6 ∆ y +11∆ y −6 y=0 …………………………(3)
3 2
 3 mt 2 mt mt mt
m e −6 m e + 11me −6 e =0
{m3−6 m2 +11m−6 } e mt=0
mt
e ≠0
Therefore, m3−6 m2 +11m−6=0
(m−1)(m−2)(m−3)=0
m=1 , 2 , 3 these are real and distinct roots:

Therefore, y c =c1 e +c 2 e + c3 e ……………………(5)

t 2t 3t

Using undetermined coefficient method

k
y p=t ( At + B)

y p= At + B

∆ y = y ' p= A , ∆ 2 y = y ' ' p=∆3 y= y ' ' ' p=0…………(6)

Put (6) in (2)

∆ y −6 ∆ y +11∆ y −6 y=3+3 t ………………………….(2)

3 2

0−6 ( 0 ) +11 A−6( At + B)=3+3 t

11 A−6 At −6 B=3+ 3t

11 A−6 B−6 At=3+ 3t

Comparing coefficient of t

−6 A=3
 −1
A=
2

Comparing constant terms

11 A−6 B=3

11 ( −12 )+ B=3
11
B=3+
2

17
B=
2

Therefore

y p= At + B

−1 17
y p= t+
2 2

Put the values of yc and yp in (2)

y= y c + y p …………………(2)

t 2t 3t 1 17
y=c1 e +c 2 e + c 3 e − t+
2 2

But x=e
t
, 2
x =e
2t
, 3
x =e
3t
and t=ln x
Note: Here we have changed independent variable t into the

original independent variable x

2 3 1 17
y=c1 x+ c 2 x +c 3 x − ln x +
2 2

Example 1 Solve the second order non-homogeneous

Cauchy Euler differential equation:
2 '' '
4 x y −4 x y +3 y =sin ln (−x ) where x <0

Solution 1 Let 4 x y −4 x y +3 y =sin ln (−x )…………..(1)

2 '' '

Put −x=e t and after taking log on both sides we have

t=ln (−x)

dt 1 1
= (−1 )=
dx −x x

dy dy dt dy 1 1 dy
= = =
dx dt dx dt x x dt

dy dy d
x
dx
'
=x y = =∆ y
dt
where dt
=∆

2
2 d y 2 '
x 2
=x y ' =∆ ( ∆−1 ) y
dx

Putting all these values in (1) and transforming the given

differential equation into differential equation with constant

coefficient with independent variable t

4 x 2 y ' ' −4 x y ' +3 y =sin ln (−x )

4 ∆ ( ∆−1 ) y−4 ∆ y +3 y=sint

4 ( ∆ 2−∆ ) y −4 ∆ y +3 y=sin t

( 4 ∆ 2−4 ∆ ) y−4 ∆ y +3 y =sin t

2
4 ∆ y−4 ∆ y −4 ∆ y +3 y=sin t

4 ∆ y−8 ∆ y+ 3 y=sin t ……………………….(2)

2

Which is 2nd order differential equation with constant

coefficient with independent variable t

The general solution of (2) is y= y c + y p …………………(2)

For y c , Homogeneous part of differential equation (2) is

4 ∆ y−8 ∆ y+ 3 y=0…………………………(3)
2

Let y=e
mt
, where m is constant, be the solution of (3), then
' mt
∆ y = y =m e
2 2 mt
∆ y = y ' '=m e

…………………………(4)
Put (4) in (3)
4 ∆ y−8 ∆ y+ 3 y=0…………………………(3)
2

2 mt mt mt
4 m e −8 me +3 e =0
{ 4 m2−8 m+3 } e mt=0
mt
e ≠0
Therefore, 4 m2−8 m+ 3=0
(2 m−1)(2 m−3)=0
 1 3
m= ,
2 2
these are real and distinct roots:

t 3t
Therefore, y c =c1 e 2 + c2 e 2 ……………………(5)

Using undetermined coefficient method

k
y p=t ( A cos t+ B sin t)

y p= A cos t+ B sin t

∆ y = y ' p=− A sin t +B cos t ,

∆ y = y ' ' p=− A cos t−B sin t …………(6)

2

Put (6) in (2)

2
4 ∆ y−8 ∆ y+ 3 y=sin t

4 {−A cos t−B sin t }−8 {−A sin t+ B cos t }+ 3 { A cos t+ B sin t }=sin t

−4 A cos t−4 B sin t +8 A sin t−8 B cos t +3 A cos t +3 B sin t=sin t

−4 A cos t+ 3 A cos t−8 B cos t−4 B sin t+3 B sin t+8 A sin t=sin t

− A cos t−8 B cos t−B sin t+8 A sin t=sin t

(− A−8 B ) cos t+(−B+8 A )sin t=sin t

Comparing coefficient of cos t

− A−8 B=0

A=−8 B

Comparing coefficient of sin t

−B+8 A=1

−B+8 (−8 ) B=1

−65 B=1

−1
B=
65

A=−8 B=−8 ( −165 )= 658

Therefore

y p= A cos t+ B sin t

8 1
y p= cos t− sin t
65 65

Put the values of yc and yp in (2)

y= y c + y p …………………(2)
t 3t
8 1
y=c1 e 2 + c 2 e 2 + cos t− sint
65 65

But −x=e t , ¿, ¿ and t=ln(−x)

y=c1 ¿

Example 2 Solve the second order non-homogeneous

Cauchy Euler differential equation:
¿

Solution 2 Let ¿…………..(1)

Put 2 x+1=e t and after taking log on both sides we have

t=ln(2 x +1)

dt 1 2
= ( 2 )=
dx 2 x +1 2 x+1

dy dy dt dy
= =
2
dx dt dx dt 2 x +1
= { 2 dy
2 x+1 dt }{ }
dy dy d
(2 x+ 1)
dx
'
=(2 x+1) y = =2 ∆ y
dt
where dt
=∆

2
2 d y 2 '
(2 x+ 1) 2
=(2 x +1) y ' =4 ∆ ( ∆−1 ) y
dx

Putting all these values in (1) and transforming the given

differential equation into differential equation with constant

coefficient with independent variable t

¿
2t
4 ∆ ( ∆−1 ) y−6 ( 2 ∆ y ) +16 y =8 e

( 4 ∆ 2−4 ∆ ) y−12 ∆ y +16 y =8 e 2t

2 2t
4 ∆ y−4 ∆ y −12 ∆ y+ 16 y=8 e
 2 2t
4 ∆ y−16 ∆ y+ 16 y=8 e

2
∆ y −4 ∆ y+ 4 y =2 e
2t
……………………….(2)

Which is 2nd order differential equation with constant

coefficient with independent variable t

The general solution of (2) is y= y c + y p …………………(2)

For y c , Homogeneous part of differential equation (2) is

∆ y −4 ∆ y+ 4 y =0…………………………(3)
2

Let y=e
mt
, where m is constant, be the solution of (3), then
' mt
∆ y = y =m e
2 2 mt
∆ y = y ' '=m e

…………………………(4)
Put (4) in (3)
∆ y −4 ∆ y+ 4 y =0…………………………(3)
2

2 mt mt mt
m e −4 me + 4 e =0
{m2−4 m+4 } e mt=0
mt
e ≠0
Therefore, m2−4 m+4=0
(m−2)(m−2)=0
m=2 , 2 these are real and repeated roots:

Therefore, y c =c1 e +c 2 te ……………………(5)

2t 2t

Using undetermined coefficient method

 k 2t
y p=t ( Ae )

2 2t
y p=t ( Ae )

∆ y = y ' p=2 t ( Ae2 t ) +t 2 ( A 2 e 2 t ),

∆ y = y ' p=( t +t 2 ) 2 Ae2 t ,

∆ 2 y = y ' ' p=( 1+2 t ) 2 Ae 2 t + ( t+ t 2 ) 4 Ae 2t

∆ 2 y = y ' ' p=( 1+2 t+ 2t +2 t 2 ) 2 Ae 2t

∆ 2 y = y ' ' p=( 1+ 4 t+ 2t 2 ) 2 Ae2 t …………………..(6)

Put (6) in (2)

2
∆ y −4 ∆ y+ 4 y =2 e
2t
……………………….(2)

{1+ 4 t+ 2t 2 }2 Ae2 t −4 {t+t 2 }2 Ae2 t + 4 {t 2 ( Ae2 t )}=2 e 2 t

Divide by e 2 t on both sides:

{1+ 4 t+ 2t 2 }2 A−4 {t+t 2 } 2 A+ 4 {t 2 ( A)}=2

2 2 2
2 A +8 tA + 4 t A−8 tA−8 t A+ 4 A t =2

2 2 2
2 A +8 tA−8tA + 4 t A−8 t A+ 4 A t =2

2 A=2

A=1
Therefore

2 2t
y p=t ( Ae )

2
y p=t ¿

2 2t
y p=t e

Put the values of yc and yp in (2)

y= y c + y p …………………(2)
2t 2t 2 2t
y=c1 e +c 2 te + t e

But 2 x+1=e t , ¿, t=ln (2 x +1) ,

2
t 2={ ln (2 x +1) }

y=c1 ¿

Example 3 Solve the second order non-homogeneous

Cauchy Euler differential equation:
¿

Solution 3 Let ¿…………..(1)

Put x +1=e
t
and after taking log on both sides we have

t=ln(x+1)

dt 1 1
= ( 1) =
dx x +1 x +1

dy dy dt dy 1
= =
dx dt dx dt x+1
=
1 dy
x +1 dt { }{ }
 dy dy d
(x +1)
dx
'
=( x +1) y = =∆ y
dt
where dt
=∆

2
d y 2 2 '
(x +1) 2
=( x+1) y ' =∆ ( ∆−1 ) y
dx

Putting all these values in (1) and transforming the given

differential equation into differential equation with constant

coefficient with independent variable t

¿

2
∆ ( ∆−1 ) y + ( ∆ y )+ y=4 [ cos t ]

( ∆2−∆ ) y+ ∆ y + y=4 cos 2 t

2 2
∆ y + y =4 cos t

But cos 2 t=2 cos 2 t−1

2
2 cos t−1=cos 2t
2
2 cos t=1+cos 2 t
2
4 cos t=2+2 cos 2 t

Therefore 2 2
∆ y + y =4 cos t

∆ y + y =2+2 cos 2t ……………………….(2)

2

Which is 2nd order differential equation with constant

coefficient with independent variable t

The general solution of (2) is y= y c + y p …………………(2)

For y c , Homogeneous part of differential equation (2) is

∆ y + y =0…………………………(3)
2

Let y=e
mt
, where m is constant, be the solution of (3), then
' mt
∆ y = y =m e
2 2 mt
∆ y = y ' '=m e

…………………………(4)
Put (4) in (3)
∆ y + y =0…………………………(3)
2

2 mt mt
m e + e =0
{ m2 +1 } e mt=0
mt
e ≠0
Therefore, m2 +1=0
m=± i these are complex roots:

Therefore, y c =c1 cos t+ c 2 sin t ……………………(5)

Using undetermined coefficient method

k
y p 1=t ( A)

y p 1=(A )

k
y p 2=t (B cos 2 t+C sin 2t)

y p 2=(B cos 2t +C sin 2 t)

Therefore y p= y p1 + y p 2
y p= A +B cos 2t +C sin 2 t

∆ y = y ' p=−2 B sin 2t +2C cos 2 t ,

∆ y = y ' ' p=−4 B cos 2t−4 C sin 2 t …………………..(6)

2

Put (6) in (2)

∆ y + y =2+2 cos 2t ……………………….(2)

2

{−4 B cos 2t−4 C sin 2 t }+ { A +B cos 2t +C sin 2 t¿ }=2+2 cos 2 t

A−4 B cos 2 t+ B cos 2 t+ C sin 2 t−4 C sin2 t=2+2 cos 2 t

A−3 B cos 2 t−3 C sin 2 t=2+2 cos 2 t

Comparing constants on both sides:

A=2

Comparing the coefficients of cos 2 t on both sides:

−3 B=2

−2
B=
3

Comparing the coefficients of sin 2 t on both sides:

−3 C=0

C=0
y p= A +B cos 2t +C sin 2 t

2
y p=2− cos 2 t+ C(0)
3

2cos 2t
y p=2−
3

Put the values of yc and yp in (2)

y= y c + y p …………………(2)

2 cos 2 t
y=c1 cos t +c 2 sin t +2−
3

But x +1=e
t
, t=ln(x+1)

2
2 cos ln (x +1)
y=c1 cos ln (x +1)+ c2 sin ln (x +1)+ 2−
3