(Homogeneous) Cauchy-Euler Equations

d2 y dy
ax2 + bx + cy = 0, x > 0, a, b, c ∈ R constants
dx2 dx

dt 1
Let x = et ⇒ t = ln x ⇒ =
dx x
By chain rule we have
dy dy dt dy 1 dy dy
= · = · ⇒ x =
dx dt dx dt x dx dt
and by product rule and chain rule we have
( ) ( ) ( )
d2 y d dy d dy 1 d dy 1 dy (−1)
= = · = · + · 2
dx2 dx ( dx) dx dt x dx dt x dt x
d dy dt 1 dy 1 d2 y 1 dy 1
= · · − · = 2 · 2− ·
dt dt dx x dt x2 dt x dt x2
d2 y d2 y dy
⇒ x2 2 = 2 −
dx dt dt
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So, if we let x = et the homogeneous Cauchy-Euler equation

d2 y dy
ax2 2
+ bx + cy = 0 , x > 0
dx dx
becomes
( )
d2 y dy dy
a − +b + cy = 0
dt2 dt dt

d2 y dy
a + (b − a) + cy = 0
dt2 dt
which is a second order linear homogeneous equation with constant
coefficients.

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Example
Find the general solution of the D.E. 9x2 y′′ + 3xy′ + y = 0 , x > 0

Solution
(C-E eq.) Let x = et then the equation becomes:
d2 y dy
9 + (3 − 9) + y = 0
dt2 dt
d2 y dy
9 2 −6 +y = 0
dt dt
char.eq.: 9r2 − 6r + 1 = 0 ⇒ (3r − 1)2 = 0 ⇒ r = 1/3 double root
⇒ y = c1 et/3 + c2 et/3 t

⇒ y = c1 x1/3 + c2 x1/3 ln x

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Example
Find the solution of the I.V.P.
2x2 y′′ + 3xy′ − 6y = 0 , x > 0 , y(4) = 18 , y′ (4) = 5
Solution
(C-E eq.) Let x = et then the equation becomes:
d2 y dy
2 + (3 − 2) − 6y = 0
dt2 2
dt
d y dy
2 2 + − 6y = 0
dt dt
char.eq.: 2r2 + r − 6 = 0 ⇒ (2r − 3)(r + 2) = 0 ⇒ r1 = 3/2 , r2 = −2
3t
⇒ y = c1 e 2 + c2 e−2t
⇒ y = c1 x3/2 + c2 x−2 (gen. sol.)
dy 3c1 1/2
⇒ = x − 2c2 x−3
dx 2 
1
y(4) = 18 ⇒ 8c1 + c2 = 18 
 ·1
16
1 
y′ (4) = 5 ⇒ 3c1 − c2 = 5  · 2
32 +
14c1 = 28 ⇒ c1 = 2 ⇒ c2 = 32
y = 2x3/2 + 32x−2 is the sol. of the I.V.P. . . . . . . . . . . . . . . . . . . . .
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2nd Order Linear Nonhomogeneous Equations

P(t)y′′ + Q(t)y′ + R(t)y = G(t)

Let Y1 and Y2 be two solutions of the nonhomogeneous eq., then
Y1 − Y2 is a solution of the corresponding homogeneous equation
P(t)y′′ + Q(t)y′ + R(t)y = 0.
Proof.
′′ ′
PY1 + QY1 + RY1 = G
′′ ′
PY2 + QY2 + RY2 = G

′′ ′′ ′ ′
P(Y1 − Y2 ) + Q(Y1 − Y2 ) + R(Y1 − Y2 ) = 0

⇒ P(Y1 − Y2 )′′ + Q(Y1 − Y2 )′ + R(Y1 − Y2 ) = 0

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This means, the general solution of the nonhomogeneous eq. can be
written as:

y = yh + yp
where
yh is the gen. sol. of the corresponding homogeneous eq. and
yp is a particular solution of the non-homogeneous eq.

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Undetermined Coefficients

This method can be applied to equations of the form:

ay′′ + by′ + cy = g(t)

The coefficients a, b, c are constants.

g(t) involves polynomials, exponential functions, sines, cosines,
or sums or products of such functions (but no other functions).
Method:
I We first find yh = c1 y1 + c2 y2 from the characteristic equation.
I Then we find the form of yp by considering the function g(t) and
also considering y1 and y2 (the rules are given in the following
table).
I After finding the undetermined coefficients in yp , we find the
general solution of the nonhomogeneous eq. as y = yh + yp .

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 g(t) yp
( )
Pn (t) = an tn + an−1 tn−1 + ... + a0 t s
An tn + An−1 tn−1 + ... + A0
( )
Pn (t)eαt ts An tn + An−1 tn−1 + ... + A0 eαt
[
( )
ts An tn + An−1 tn−1 + ... + A0 eαt cos(βt)
Pn (t)eαt cos(βt) or Pn (t)eαt sin(βt) ]
( )
+ Bn tn + Bn−1 tn−1 + ... + B0 eαt sin(βt)

Here s is the smallest nonnegative integer (s = 0, 1, 2) that will ensure

that terms in yp are not solutions of the corresponding homogeneous
equation.

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Example
Find the general solution of the D.E. y′′ − y′ − 2y = 2e3t

Solution
Char. eq.: r2 − r − 2 = 0 ⇒ (r − 2)(r + 1) = 0 ⇒ r1 = 2, r2 = −1
⇒ yh = c1 e2t + c2 e−t
g(t) = 2e3t ⇒ yp = Ae3t
⇒ y′p = 3Ae3t ⇒ y′′p = 9Ae3t

y′′p − y′p − 2yp = 2e3t

9Ae3t − 3Ae3t − 2Ae3t = 2e3t

4Ae3t = 2e3t

4A = 2 ⇒ A = 1/2

1 3t
⇒ yp = e
2
1 3t
y = yh + yp ⇒ y = c1 e2t + c2 e−t + e
2
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Example
Find the general solution of the D.E. y′′ − y′ − 2y = 4 cos(2t)
Solution
Char. eq.: r2 − r − 2 = 0 ⇒ (r − 2)(r + 1) = 0 ⇒ r1 = 2, r2 = −1
⇒ yh = c1 e2t + c2 e−t
g(t) = 4 cos(2t) ⇒ yp = A cos(2t) + B sin(2t)
⇒ y′p = −2A sin(2t) + 2B cos(2t) ⇒ y′′p = −4A cos(2t) − 4B sin(2t)

y′′p − y′p − 2yp = 4 cos(2t)

−4A cos(2t) − 4B sin(2t) − [−2A sin(2t) + 2B cos(2t)]

−2 [A cos(2t) + B sin(2t)] = 4 cos(2t)

(−6A − 2B) cos(2t) + (2A − 6B) sin(2t) = 4 cos(2t)



−6A − 2B = 4  3 1 3 1
⇒ A = − , B = − ⇒ yp = − cos(2t) − sin(2t)
 5 5 5 5
2A − 6B = 0 
3 1
y = yh + yp ⇒ y = c1 e2t + c2 e−t − cos(2t) − sin(2t)
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Example
Find the general solution of the D.E. y′′ − y′ − 2y = 2t2 + 4
Solution
Char. eq.: r2 − r − 2 = 0 ⇒ (r − 2)(r + 1) = 0 ⇒ r1 = 2, r2 = −1
⇒ yh = c1 e2t + c2 e−t
g(t) = 2t2 + 4 = (2t2 + 4)e0t ⇒ yp = (At2 + Bt + C)e0t = At2 + Bt + C
⇒ y′p = 2At + B ⇒ y′′p = 2A
y′′p − y′p − 2yp = 2t2 + 4
 
2A − [2At + B] − 2 At2 + Bt + C = 2t2 + 4

−2At2 + (−2A − 2B)t + (2A − B − 2C) = 2t2 + 4


−2A = 2  



2 7
−2A − 2B = 0  ⇒ A = −1, B = 1, C = −7/2 ⇒ yp = −t + t −
 2


2A − B − 2C = 4 
7
y = yh + yp ⇒ y = c1 e2t + c2 e−t − t2 + t −
2
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Example
Find the general solution of the D.E. y′′ − y′ − 2y = −6e2t

Solution
Char. eq.: r2 − r − 2 = 0 ⇒ (r − 2)(r + 1) = 0 ⇒ r1 = 2, r2 = −1
⇒ yh = c1 e2t + c2 e−t
g(t) = −6e2t ⇒ yp = Ae2t t
(We multiply by t since e2t = y1 .)
⇒ y′p = 2Ae2t t + Ae2t = e2t (2At + A)
⇒ y′′p = 2e2t (2At + A) + e2t 2A = e2t (4At + 4A)
y′′p − y′p − 2yp = −6e2t

e2t (4At + 4A) − e2t (2At + A) − 2Ae2t t = −6e2t

3Ae2t = −6e2t

3A = −6 ⇒ A = −2 ⇒ yp = −2te2t

y = yh + yp ⇒ y = c1 e2t + c2 e−t − 2te2t

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Example
Find the general solution of the D.E. y′′ − 2y′ + y = et
Solution
Char. eq.: r2 − 2r + 1 = 0 ⇒ (r − 1)2 = 0 ⇒ r1 = r2 = 1
⇒ yh = c1 et + c2 tet
g(t) = et ⇒ yp = Aet t2
(We multiply by t2 since et = y1 and tet = y2 .)
⇒ y′p = Aet t2 + Aet 2t = Aet (t2 + 2t)
⇒ y′′p = Aet (t2 + 2t) + Aet (2t + 2) = Aet (t2 + 4t + 2)
y′′p − 2y′p + yp = et

Aet (t2 + 4t + 2) − 2Aet (t2 + 2t) + Aet t2 = et

2Aet = et
1 2 t
2A = 1 ⇒ A = 1/2 ⇒ yp = t e
2
1 2 t
y = yh + yp ⇒ y = c1 et + c2 tet + t e
2
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Example
For the following differential equations, use the method of
undetermined coefficients to write the shortest form of a particular
solution (do not evaluate the undetermined coefficients)
a) y′′ − 3y′ = 2t3 − t + tet + (t2 + 1)e3t
Solution
Char. eq.: r2 − 3r = 0 ⇒ r(r − 3) = 0 ⇒ r1 = 0 , r2 = 3

⇒ yh = c1 e0t + c2 e3t ⇒ yh = c1 + c2 e3t

g(t) = (2t3 − t)e0t + |{z}

tet + (t2 + 1)e3t
| {z } | {z }

⇒ yp = (At3 + Bt2 + Ct + D)e0t t + (Et + F)et + (Gt2 + Ht + I)e3t t

⇒ yp = (At3 + Bt2 + Ct + D)t + (Et + F)et + (Gt2 + Ht + I)e3t t

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b) y′′ + 4y′ + 5y = 2 sin t
Solution √
−4 ∓ −4 −4 ∓ 2i
Char. eq.: r2 + 4r + 5 = 0 ⇒ r = = = −2 ∓ i
2 2
⇒ yh = c1 e−2t cos t + c2 e−2t sin t
g(t) = 2 sin t ⇒ yp = A cos t + B sin t

c) y′′ + 4y′ + 5y = 2e−2t

Solution
r2 + 4r + 5 = 0 ⇒ r = −2 ∓ i ⇒ yh = c1 e−2t cos t + c2 e−2t sin t
g(t) = 2e−2t ⇒ yp = Ae−2t

d) y′′ + 4y′ + 5y = 2e−2t sin t

Solution
r2 + 4r + 5 = 0 ⇒ r = −2 ∓ i ⇒ yh = c1 e−2t cos t + c2 e−2t sin t


g(t) = 2e−2t sin t ⇒ yp = Ae−2t cos t + Be−2t sin t t

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e) y′′ − y = xe2x − ex + (x − 1)e−x + xex cos x
Solution
Char. eq.: r2 − 1 = 0 ⇒ (r − 1)(r + 1) = 0 ⇒ r1 = 1 , r2 = −1

⇒ yh = c1 ex + c2 e−x

g(x) = |{z} ex + (x − 1)e−x + xe

xe2x − |{z} x
cos x
| {z } | {z }

⇒ yp = (Ax+B)e2x +Cex x+(Dx+E)e−x x+(Fx+G)ex cos x+(Hx+I)ex sin x

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Example
Find the solution of the initial value problem
y′′ − 4y′ + 4y = e3t + e2t , y(0) = 2 , y′ (0) = 1
Solution
Char. eq.: r2 − 4r + 4 = 0 ⇒ (r − 2)2 = 0 ⇒ r1 = r2 = 2
⇒ yh = c1 e2t + c2 te2t
e3t + |{z}
g(t) = |{z} e2t ⇒ yp = Ae3t + Be2t t2
⇒ y′p = 3Ae3t + B(2t2 + 2t)e2t
⇒ y′′p = 9Ae3t + B(4t2 + 8t + 2)e2t
9Ae3t + B(4t2 + 8t + 2)e2t

−4[3Ae3t + B(2t2 + 2t)e2t ]

+4[Ae3t + Bt2 e2t ] = e3t + e2t

e3t A(9 − 12 + 4) + e2t B(4t2 + 8t + 2 − 8t2 − 8t + 4t2 ) = e3t + e2t

Ae3t + 2Be2t = e3t + e2t

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 1
⇒ A = 1, B =
2
1
⇒ gen.sol: y = c1 e2t + c2 te2t + e3t + t2 e2t
2
⇒ y′ = 2c1 e2t + c2 (2t + 1)e2t + 
3e3t + (t2 + t)e2t 

 

y(0) = 2 ⇒ c1 + 1 = 2 c1 = 1
⇒ ⇒ c1 = 1, c2 = −4
 
y (0) = 1 ⇒ 2c1 + c2 + 3 = 1 
′
2c1 + c2 = −2 

1 2 2t
y = e2t − 4te2t + e3t + t e
2

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