Ordinary Differential Equations

[FDM 1023]

Chapter 3

Linear Higher-Order
Differential Equations

Chapter 3: Linear Higher-Order Differential Equations

Overview
3.1. Definitions and Theorems
3.2. Reduction of Order
3.3. Homogeneous Linear Equations with
Constant Coefficients
3.4. Undetermined Coefficients
3.5. Variation of Parameters
3.6. Cauchy-Euler Equations

3.6 Cauchy-Euler Equations

Learning Outcome
At the end of this section, you should be able
to:
Identify and solve
differential equation

Cauchy-Euler

3.6 Cauchy-Euler Equations

A linear Cauchy-Euler differential equation

 






 
+
 
+ +
 
+

 = ()






same

same

same

Function in
terms of 

The degree of  is the same as the order of the derivatives

The coefficients
 ,
 , ,

are constants

3.6 Cauchy-Euler Equations

A linear second order Cauchy-Euler differential equation






+ 
+  = ()




same

same

Function in
terms of 

3.6 Cauchy-Euler Equations

Homogeneous Cauchy-Euler differential equation





+ 
+  = 0






The general solution is

 = 

3.6 Cauchy-Euler Equations

Non-Homogeneous Cauchy-Euler differential equation







+ 
+  = ()




The general solution is

 =  + 

3.6 Cauchy-Euler Equations

 is obtained by solving the associated homogeneous




+ 
+  = 0






 is obtained by using variation of parameters







+ 
+  = ()




3.6 Cauchy-Euler Equations

Method of Solution

    +   +  = 0
Step 1: Let the solution of the DE be
 = 

  =  
  =   1  

3.6 Cauchy-Euler Equations

Step 2: Substitute into DE

    +   +  = 0

    1   +   +   = 0

  1   +   +   = 0

( 1) +  +    = 0

 + 
 +  = 0
Auxiliary Equation

3.6 Cauchy-Euler Equations

Step 2: Substitute into DE

    +   +  = 0

DE

 + 
 +  = 0

AE

Step 3: Solve the AE

Step 4: Find the general solution

3.6 Cauchy-Euler Equations

Case 1: Distinct and Real Roots
 
The general solution is

 =  ! +  !

3.6 Cauchy-Euler Equations

Case 2: Repeated Real Roots
 = 
The general solution is

 =  ! +  ! "# !

3.6 Cauchy-Euler Equations

Case 3: Conjugate Complex Roots
 = $ + %& ,  = $ %&
The general solution is

 = !$  '() & "# ! +  )*# & "# !

3.6 Cauchy-Euler Equations

Example 1
Solve

+ 

+. ,

+ 2
+.

4 = 0

Solution
Step 1: Let the solution of the DE be

 = 

  =  

  =   1  

3.6 Cauchy-Euler Equations

Step 2: Substitute into DE





2
4 = 0




    1   2  4  = 0

  1   2  4  = 0
 3 4   = 0

 3 4 = 0

 + 
 +  = 0

3.6 Cauchy-Euler Equations

Step 3: Solve the AE

 3 4 = 0
 = 1 ,  = 4
Step 4: Find the general solution
The general solution is

 =   3 +   ,
=    +   2

Case 1

3.6 Cauchy-Euler Equations

Example 2
Solve

,+
4  ,
+.

+8
+.

+ =0

Solution
Step 1: Let the solution of the DE be

 = 

  =  

  =   1  

3.6 Cauchy-Euler Equations

Step 2: Substitute into DE




4
+ 8
+ =0




4    1   + 8  +   = 0

4  1   + 8  +   = 0

4 + 4 + 1 = 0

 + 
 +  = 0

3.6 Cauchy-Euler Equations

Step 3: Solve the AE

4 + 4 + 1 = 0
2 + 1

=0
1
 =  =
2


Case 2

Step 4: Find the general solution

The general solution is

 =   3 +   3 ln 


  


+    ln

3.6 Cauchy-Euler Equations

Example 3
Solve

,+
4  ,
+.

+ 17 = 0

Solution
Step 1: Let the solution of the DE be

 = 

  =  

  =   1  

3.6 Cauchy-Euler Equations

Step 2: Substitute into DE


4   + 17 = 0


4    1   + 17  = 0
4  1   + 17  = 0

4 4 + 17 = 0

 + 
 +  = 0

3.6 Cauchy-Euler Equations

Step 3: Solve the AE

4 4 + 17 = 0

1
 = + 2>,
2

1
 = 2>
2

Case 3

Step 4: Find the general solution

The general solution is

 =  <  cos = ln  +  sin = ln 

=




 cos 2 ln  +  sin 2 ln 

3.6 Cauchy-Euler Equations

Example 4
Solve

+ @ A
+.

+ + 5  ,
+.

+ 7

++.

+ 8 = 0

Solution
Step 1: Let the solution of the DE be

 = 

  =  

  =   1  

  =   1 ( 2) @

3.6 Cauchy-Euler Equations

Step 2: Substitute into DE
@




@


+ 5
+ 7
+ 8 = 0
@





 @   1  2  @ + 5    1  
+7  + 8  = 0
    1  2 + 5  1 + 7 + 8 = 0
  @ + 2 + 4 + 8 = 0
@ + 2 + 4 + 8 = 0

3.6 Cauchy-Euler Equations

Step 3: Solve the AE

@ + 2 + 4 + 8 = 0

( + 2)( + 4) = 0

 = 2 ,  = 2> , @ = 2>

Case 1

Case 3

Step 4: Find the general solution

The general solution is
 =   3 +  <  cos = ln  + @ sin = ln 

=    +  cos 2 ln  + @ sin 2 ln 

3.6 Cauchy-Euler Equations

Example 5
Solve     3  + 3 = 2 2 D .
Solution
Step 1: Find the complementary solution
Solve the associated homogeneous equation
    3  + 3 = 0
Change to auxiliary equation.
 4 + 3 = 0

3.6 Cauchy-Euler Equations

 4 + 3 = 0
The roots of the auxiliary equation are
1 3 =0
 = 1 ,  = 3
The complementary solution is
 =   3 +   ,
=   +   @

Case 1

3.6 Cauchy-Euler Equations

Step 2: Find the particular solution
Step 2.1: Identify  and 
 =   +   @

 =  ,  =  @
Step 2.2: DE in standard form and identify E 
    3  + 3 = 2 2 D .
 

3  3
 +   = 2  D .


E() = 2  D .

3.6 Cauchy-Euler Equations

Step 2.3: Compute
F

G
 E 
=
=
G
G
G =?
G(,  @ )

and

G =?
@


=
1 3 

= 2 @

F

G  E 
=
=
G
G

G =?

3.6 Cauchy-Euler Equations

0

G =
E() 


G = 


0
E()

0
G =
2  D .


G =
1

0
2  D .

= 2 I D .

@
3 

= 2 @ D .

3.6 Cauchy-Euler Equations

F

G
=
G

F =
=

F

2 I D .
2 @

  D .

G
=
G

@D .
2
F =
2 @

= D.

3.6 Cauchy-Euler Equations

Step 2.4: Integrate
F = D .

F =   D .
F =
=

J  D .

  D .

F = J D . 


2D .

2D .

= D.

3.6 Cauchy-Euler Equations

Step 2.5: Particular solution
 = F    + F () ()
=   D . + 2D . 2D .  + D .  @

= 2  D . 2D .
Step 3: General solution
The general solution is
 =  + 

=   +   @ + 2  D . 2D .