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1.15 Euler-Cauchy linear equation

The document discusses the Euler-Cauchy linear equation, which can be transformed into linear differential equations with constant coefficients by substituting x = e^t. It provides examples of solving such equations, detailing the steps to find the complementary function and particular integral. Additionally, it includes exercises for practice with solutions provided at the end.

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khushpatel1222
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26 views2 pages

1.15 Euler-Cauchy linear equation

The document discusses the Euler-Cauchy linear equation, which can be transformed into linear differential equations with constant coefficients by substituting x = e^t. It provides examples of solving such equations, detailing the steps to find the complementary function and particular integral. Additionally, it includes exercises for practice with solutions provided at the end.

Uploaded by

khushpatel1222
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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1.

15 Euler-Cauchy linear equation:


This equation is of the form
dny d n−1 y dy
x n n + k1 x n−1 n−1 + ... + kn−1 x + kn y = X ................ (1) , where X is a function of x , and ki ,
dx dx dx
i = 1, 2..., n, are constants. Equations of this type can be reduced to linear differential equations
with constant coefficients by letting x = et . Thus t = log x .
d dy dy dt dy 1 dy
If D = , then = . = . ; i.e., x = Dy
dt dx dt dx dt x dx
d y d  1 dy  1  d y dy 
2 2 2
2 d y
=  .  =  −  ; i.e., x = D ( D − 1) y .
dx 2 dx  x dt  x 2  dt 2 dt  dx 2
d3y
Similarly, x3 = D ( D − 1)( D − 2 ) y , and so on.
dx3
After making these substitutions in equation (1), we get a linear equation with constant
coefficients which can be solved as before.
d2y dy
Example 1.15.1 Solve x 2 2 − 4 x + 6 y = x 2
dx dx
2
d dy 2 d y
Solution: Put x = e . Then t = log x . Let D = , then x = Dy , x
t
= D ( D − 1) y .
dt dx dx 2
The given equation becomes ( D ( D − 1) − 4 D + 6 ) y = e 2t ; i.e., ( D 2 − 5D + 6 ) y = e 2t
The auxiliary equation is m2 − 5m + 6 = 0 ; i.e., ( m − 2 )( m − 3) = 0 .
The roots are m = 2,3 . The complementary function is yc = c1e2t + c2e3t

1 1 e 2t
The particular integral is y p = e =t
2t
e =t
2t
= −te2t
D − 5D + 6
2
2D − 5 2 2 − 5
The complete solution is y = yc + y p = c1 x + c2 x − x log x
2 3 2

d2y dy
Example 1.15.2 Solve x 2 2
+ 2 x − 12 y = x3 log x
dx dx
d dy d2y
Solution: Put x = et . Then t = log x . Let D = , then x = Dy , x 2 2 = D ( D − 1) y .
dt dx dx
The given equation becomes ( D + D − 12 ) y = te
2 3t

The roots of the auxiliary equation are m = 3, −4


 The complementary function is yc = c1e3t + c2e−4t
1 e 3t  t 2 1 1 
The particular integral is y p = 2 te =
3t
 − t+ 
D + D − 12 7 2 7 49 

x3  ( log x ) 1 1 
2

The complete solution is y = yc + y p = c1 x + c2 x + 


3 −4
− log x + 
7 2 7 49 
 

41
d3y 2
2 d y dy
Example 1.15.3 Solve x33
+ 3 x 2
+ x + y = x + log x
dx dx dx
Solution: Put x = e . Then t = log x .
t

2 3
d dy 2 d y 3 d y
Let D = , then x = Dy , x = D ( D − 1) y , x = D ( D − 1)( D − 2 ) y
dt dx dx 2 dx3
The given equation becomes ( D 3 + 1) y = et + t
1  3i
The roots of the auxiliary equation are m = −1, ;
2
t  3 3 
 The complementary function is yc = c1e−t + e 2  c2 cos t + c3 sin t
 2 2 
et
The particular integral is y p = 3
1
D +1
( t
)
e +t = +t
2
The complete solution is
  3   3  x
y = yc + y p = c1 x −1 + x  c2 cos  log x  + c3 sin  log x   + + log x
 
  2   2  2
Exercise 1.15.4
Solve
d2y dy
1. x 2 2 − 2 x − 4 y = x 4
dx dx
2
d y 2 1
2. x 2 − y = x + 2
dx x x
2
d y dy
3. x 2 2 + x + y = sin ( log x ) log x
dx dx
Answers
x4
1. y = yc + y p = c1 x −1 + c2 x 4 + log x
5
1 log x  2 1
2. y = c1 x 2 + c2 + x − 
x 3  x
1 1
3. y = yc + y p = c1 cos log x + c2 sin log x − ( log x ) cos log ( x ) + log ( log x ) sin ( log x )
2

4 4

42

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