Lecture 6 Cauchy-Euler Equation

BMAT102L Differential Equations & Transforms

1 Cauchy-Euler Equation of Second Order

The general form of Cauchy-Euler Equation of Second Order is

d2 x dx
a0 t 2 + a1 t + a2 x = F (t), (1.1)
dt2 dt
where a0 ̸= 0, a1 and a2 are constants. Write
dz 1
t = ez so that z = log t and = . (1.2)
dt t
Then by the chain rule① of ordinary differentiation, we have
dx dx dz 1 dx dx dx
= = or t = . (1.3)
dt dz dt t dz dt dz
Differentiating (1.3) w. r. t. t and using the product rule② and (1.2),

d2 x dx d dx d2 x dx dz d2 x dz
 
⇒ t + = or t + =
dt2 dt dt dz dt2 dz dt dz 2 dt
d2 x dz d2 x dx d2 x 1 d2 x dx
! !
⇒ t 2 = − or t 2 = −
dt dt dz 2 dz dt t dz 2 dz
dx dx d2 x d2 x dx
⇒ t = and t2 2 = 2 − . (1.4)
dt dz dt dz dz
Inserting (1.2) and (1.4) in (1.1),

d2 x dx dx d2 x dx
!
a0 − + a1 + a2 x = F (ez ) or a0 2 + (a1 − a0 ) + a2 x = φ(z) (1.5)
dz 2 dz dz dz dz
2
The operator form of (1.5) is a0 D 2 + (a1 − a0 )D + a2 x = φ(z), where D = dz
d
and D 2 = dzd
2.
Note that the reduced equation (1.5) is a linear equation of second order in terms of z with
constant coefficients. Solving this and using (1.2), we get the general solution of (1.1).
2
Example 1.1. Solve t2 ddt2x + x = 0.
Solution. Using the substitutions (1.2) and (1.2), the corresponding reduced equation is

(D 2 − D + 1)x = 0.

Its auxiliary equation is µ2 − µ − 2 = 0, whose roots are µ = −1, 2. Therefore, the

complementary function is xc = c1 e−z +c2 e2z = c1 t−1 +c2 t2 . Therefore, the general solution
of the given C-E equation is x = xc , that is x = c1 1t + c2 t2 .
2
Example 1.2. Solve 4t2 ddt2x + x = t2 .
Solution. Using the substitutions (1.2) and (1.2), the corresponding reduced equation is

(4D 2 − 4D + 1)x = e2z . (1.6)

The auxiliary equation of (1.7) is 4m2 − 4m + 1 = 0, whose roots are m = 1/2, 1/2.
Therefore, the complementary function is xc = (c1 + c2 z)ez/2 = t1/2 (c1 + c2 log t), whereas
the particular solution is xp = 19 e2z = 91 t2 . Therefore, the general solution is x = xc , that is
①
If f = u(r) and r = ψ(t), then df
dt
= df dr
dr dt
= f ′ (r) dr
dt
② d
dt
(f g) = f dg
dt
+ g df
dt

Dr. T. Phaneendra Page 1 Professor of Mathematics

[email protected] SJT,511, A10
Cauchy-Euler Equation Lecture 6
Differential Equations & Transforms BMAT102L

x = (c1 + c2 log t) t1/2 + 91 t2 .

2
Example 1.3. Solve t2 ddt2x + dx
dt = t log t.
Solution. The corresponding reduced equation is

(D 2 − D + D)x = zez or D 2 x = zez . (1.7)

Integrating this w. r. t. z successively, we get x = Az + B + (z − 2)ez or x = A log t + B +

(log t − 2)t is the general solution we need.
2
dt + 8x = t .
Example 1.4. Solve t2 ddt2x + 10 dx 2

Solution. The corresponding reduced equation is

(D 2 − D + 10D + 8)x = zez or (D 2 + 9D + 8)x = e2z . (1.8)

The auxiliary equation of (1.8) is µ2 + 9µ + 8 = 0, whose roots are µ = −1, −8. Then
xc = c1 e−z + c2 e−8z = c1 t−1 + c2 t−8 and xp = 30 e = 30
1 2z 1 2
t . Hence, The general solution is
y = xc + xp , that is y = c1 t + c2 t + 30 t .
−1 −8 1 2

2
Example 1.5. Solve t2 ddt2x − 4 dx
dt + 6x = 2(log t).
Solution. The reduced equation is

(D 2 − D − 4D + 8)x = 2z or (D 2 − 5D + 8)x = 2z. (1.9)

The auxiliary equation of (1.9) is µ2 − 5µ + 8 = 0, whose roots are µ = −2, 3. Then

xc = c1 e2z + c2 e3z = c1 t2 + c2 t3 . The auxiliary equation is m2 − 5m + 6 = 0, whose
roots are m = 2, 3. Suppose that xp = Az + B. Differentiating this w. r. t. z, we get
d2 x
dz = A and dz 2 = A = 0. Substituting these in (1.9) and then simplifying, we obtain
dx

(−5A + 6B) + 6Az = 2z so that A = 1/3, B = 1/18. Therefore, xp = 13 z + 18

5
= 31 log t + 18
5
.
The general solution is x = c1 t + c2 t + 3 log t + 18 .
2 3 1 5

Exercises 1.1. Solve

2
(a) t2 ddt2x + t dx
dt + 4x = 0
2
(b) t2 ddt2x + 5t dx
dt + 3x = 0
2
(c) t2 ddt2x − 3t dx
dt − 2x = 0
2
(d) 25t2 ddt2x + 25t dx
dt + x = 0
2
(e) 3t2 ddt2x + 6t dx
dt + x = 0

Answers:
(a) x = c1 cos(2 log t) + c2 sin(2 log t)
(b) x = c1
t + c2
t3
 √ √ 
(c) x = t2 c1 t 6 + c2 t− 6

   
(d) x = c1 cos 1
5 log t + c2 sin 1
5 log t
 √  √ 
(e) x = t−1/2 c1 cos 6
3
log t + c2 sin 6
3
log t

Professor of Mathematics Page 2 Dr. T. Phaneendra

SJT,511, A10 [email protected]
Lecture 6 Cauchy-Euler Equation
BMAT102L Differential Equations & Transforms

Exercises 1.2. Solve

2
(a) t2 ddt2x + 9t dx
dt − 25x = 50
2
(b) t2 ddt2x − 3t dx
dt + 3x = 2t e
4 t

2
(c) t2 ddt2x − t dx
dt − 2x = log t
2
(d) t2 ddt2x + 2t dx
dt + 20x = (t + 1)
2

2
(e) 3t2 ddt2x + 3t dx
dt − 36x = 3t + 4t + 1
2

Answers:
√ √
(a) x = c1 t 41−4 + c2 t− 41−4 +2
(b) x = c1 t + c2 t3 + 2t2 et − 2tet
(c) x = c1 t + c2 t log t + 2 + log t

References

[1] Dennis G. Zill, Differential Equations with Boundary-Value Problems, 9th Ed., © 2018
Cengage Learning

Dr. T. Phaneendra Page 3 Professor of Mathematics

[email protected] SJT,511, A10