Cauchy-Euler Equations and Wronskians

John Appleby

Contents
1 Cauchy-Euler equations 1.1 1.2 1.3 1.4 Denition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Solutions Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1 2 3 3

Finding the solution of (CE) when its solutions are complex . . .

2 Wronskians of second order linear dierential equations 2.1 2.2 2.3 Why do we need Wronskians? . . . . . . . . . . . . . . . . . . . . Denition; Independence Property . . . . . . . . . . . . . . . . . Calculation of Wronskians of solutions of linear second order differential equations . . . . . . . . . . . . . . . . . . . . . . . . . .

5 5 5

1
1.1

Cauchy-Euler equations
Denition

The second order linear second order homogeneous equation

t2 x (t) + atx (t) + bx(t) = 0

(CE)

is called the CAUCHYEULER EQUATION. The numbers a and b in (CE) are constants.

1.2

Solutions

We assume that the solutions of (CE) are of the form x(t) = t , C

Therefore x (t) = t1 , x (t) = ( 1)t2 , so t2 x (t) + atx (t) + bx(t) = ( 1)t + at + bt = t (2 + (a 1) + b). CONCLUSION: x(t) = t is a solution of (CE) if and only if 2 + (a 1) + b = 0 (ACE)

(ACE) is the auxiliary equation for the Cauchy-Euler equation.

Let 1 , 2 be the solutions of (ACE).

SUMMARY: Let x(t) be the general real valued solution to (CE). Then one of the following holds 1 , 2 are distinct real roots: x(t) = c1 t1 + c2 t2 1 = 2 (= ) is a repeated real root x(t) = c1 t + c2 t log t 1 , 2 are complex conjugate roots 1 = + i, 2 = i where = 0

x(t) = t (c1 cos( log t) + c2 sin( log t)) In the above c1 , c2 are any real numbers.
Introduction to Dierential Equations(MS225) c John Appleby, 2001

1.3

Exercises

Exercise 1.1. Find the general solution of t2 x (t) 2tx (t) 18x(t) = 0. ANSWER: x(t) = c1 t3 + c2 t6 , where c1 , c2 are any two real numbers. Exercise 1.2. Suppose that x() satises t2 x (t) 7tx (t) + 16x(t) = 0. (1.1)

(a) Show that x1 (t) = t4 is the only solution of the form x(t) = t for C. (b) Let x2 (t) = z(t)t4 . Show that z() must satisfy tz (t) + z (t) = 0. (c) By verifying that z(t) = log t, nd the general solution of (1.1). ANSWER: (c) The general solution is given by x(t) = c1 t4 + c2 t4 log t, for any c1 , c2 R.

1.4

Finding the solution of (CE) when its solutions are complex

STEP 1: Suppose that the solutions of (ACE) are 1 = + i, Then z1 (t) = t1 , are solutions to (CE). STEP 2 (Put into exponential form): This is the key step: write t = elog t so that z1 (t) = t1 = (elog t )1 = e1 log t . STEP 3 (Get z1 into complex form): Recall for any x, y R that
Introduction to Dierential Equations(MS225) c John Appleby, 2001

2 = i, z2 (t) = t2

=0

ex+iy = ex (cos y + i sin y)

(E)

Thus e1 log t = e(+i) log t = e log t+i log t = e log t (cos( log t) + i sin( log t)), where we use (E) with x = log t, y = log t at (*). Therefore z1 (t) = t (cos( log t) + i sin( log t)), z2 (t) = t (cos( log t) i sin( log t)) STEP 4 (Constructing real solutions): Since linear combinations of solutions of homogeneous linear dierential equations are solutions, then x1 (t) = 1 1 z1 (t) + z2 (t) = t cos( log t), 2 2 1 1 x2 (t) = z1 (t) z2 (t) = t sin( log t) 2i 2i
()

are real valued solutions of (CE). Example 1. Consider the second order linear equation given by t2 x (t) + tx (t) + 9x(t) = 0, t > 0. (1.2)

(a) Show that z1 (t) = t3i , z2 (t) = t3i are solutions to (1.2). (b) Show that z1 () can be re-written as z1 (t) = cos(3 log t) + i sin(3 log t) and hence construct a real valued general solution to (1.2).

SOLUTION: (a) STEP 1: The auxiliary equation of (1.2) is given by 2 + (1 1) + 9 = 0, 2 + 9 = 0

Therefore = 3i. Putting 1 = 3i and 2 = 3i, we have that z1 (t) = t3i (= t1 ), are solutions to (1.2). (b)
Introduction to Dierential Equations(MS225) c John Appleby, 2001

z2 (t) = t3i (= t2 )

5 STEP 2: Let t = elog t , so z1 (t) = t3i = (elog t )3i = ei3 log t . STEP 3: Since eiy = cos y + i sin y for any y R, we have z1 (t) = ei3 log t = cos(3 log t) + i sin(3 log t), so since cos is even and sin is odd, we must have z2 (t) = cos(3 log t) + i sin(3 log t) = cos(3 log t) i sin(3 log t). STEP 4: Thus x1 (t) = 1 (z1 (t) + z2 (t)) = e(z1 (t)) = cos(3 log t), 2 1 x2 (t) = (z1 (t) z2 (t)) = m(z1 (t)) = sin(3 log t) 2i

are real valued solutions of (1.2). Exercise 1.3. Find the complex valued solutions to t2 x (t) 3tx (t) + 8x(t) = 0, t > 0, (1.3)

and hence prove that x1 (t) = t2 cos(2 log t) and x2 (t) = t2 sin(2 log t) are real valued solutions of (1.3).

Wronskians of second order linear dierential equations

Why do we need Wronskians?

2.1

Notice by the REMARK on page 2 of the handout on VARIATION OF PARAMETERS that the construction (and indeed the existence) of a particular solution by that method is completely reliant on the linear independence of the solutions of the homogeneous equation. Therefore

To solve general second order linear inhomogeneous problems, we must know whether the solutions of the homogeneous problem are linearly independent.

2.2

Denition; Independence Property

If x1 , x2 are dierentiable functions, then W (x1 , x2 )(t) = x1 (t) x2 (t) x1 (t) x2 (t) = x1 (t)x2 (t) x1 (t)x2 (t)

Introduction to Dierential Equations(MS225)

c John Appleby, 2001

is called the WRONSKIAN of x1 and x2 . The critical property of the Wronskian is the following: x1 and x2 are linearly independent on (say) (0, ) if and only if W (x1 , x2 )(t) = 0 t (0, ).

2.3

Calculation of Wronskians of solutions of linear second order dierential equations

Suppose x (t) + a(t)x (t) + b(t)x(t) = 0, t > t0 (2LG)

has two solutions x1 and x2 . Let us calculate their Wronskian and thereby determine whether they are linearly independent. STEP 1: The Wronskian of x1 and x2 is given by W (x1 , x2 )(t) = x1 (t)x2 (t) x1 (t)x2 (t) Since W is a function of t, we write W = W (t) for brevity. Thus by the Product Rule dW = (x1 x2 (t) + x2 (t)x1 (t)) (x1 (t)x2 (t) + x2 (t)x1 (t)) = x1 x2 x1 x2 . (2.1) dt STEP 2: To nd W , we will write the right hand side of (2.1) in terms of W . To do this, replace the second derivatives in (2.1) by using (2LG): x1 + a(t)x1 + b(t)x1 = 0 x2 + a(t)x2 + b(t)x2 = 0 = x1 = a(t)x1 b(t)x1 x2 = a(t)x2 b(t)x2

STEP 3: Substitute these expressions into the L.H.S. of (2.1) and simplify. dW dt = x1 x2 x1 x2 = x1 (a(t)x2 b(t)x2 ) (a(t)x1 b(t)x1 )x2
=x2 =x1

= a(t)x1 x2 b(t)x1 x2 + a(t)x1 x2 + b(t)x1 x2 = a(t)(x1 x2 x1 x2 ).

=W

Therefore

dW = a(t)W. dt STEP 4: Solve this separable dierential equation.

c John Appleby, 2001

Introduction to Dierential Equations(MS225)

REMARK:

If W (t0 ) = 0, then W (t) = 0 for all t t0 , and thus x1 and x2 are linearly independent. Example 2. Consider the second order equation tx (t) + t2 x (t) x(t) = 0, (N.B. This is not a CauchyEuler equation.) Let x1 and x2 be solutions of (2.2) whose Wronskian is W (x1 , x2 ) and which satisfy x1 (1) = 1, x1 (1) = 0. x2 (1) = 1, x2 (1) = 1. (a) Calculate W (1). (b) Show that dW = x1 x2 x1 x2 . dt (c) By using the fact that x1 and x2 solve (2.2) prove that dW = tW. dt (d) Using parts (a) and (c), show that W (t) = e 2 (1t ) , and hence that x1 and x2 are linearly independent. SOLUTION: (a) Since W (x1 , x2 )(t) = W (t) = x1 (t)x2 (t) x1 (t)x2 (t), by just lling in the initial data for x1 and x2 , we have W (1) = x1 (1)x2 (1) x1 (1)x2 (1) = 1.1 0. 1 = 1. (b) STEP 1: Calculate dW/dt: dW = (x1 x2 (t) + x2 (t)x1 (t)) (x1 (t)x2 (t) + x2 (t)x1 (t)) = x1 x2 x1 x2 . (2.3) dt (c) STEP 2: Write x1 (resp. x2 ) in terms of x1 , x1 (resp. x2 , x2 ), using the fact that x1 (resp. x2 ) solves (2.2): tx1 (t) + t2 x1 (t) x1 (t) = 0 tx2 (t) + t2 x2 (t) x2 (t) = 0 = x1 (t) = (t2 x1 (t) + x1 (t))/t x2 (t) = (t2 x2 (t) + x2 (t))/t.
c John Appleby, 2001
1 2

t > 1.

(2.2)

Introduction to Dierential Equations(MS225)

Tidying this up gives x1 (t) 1 = tx1 (t) + x1 (t) t 1 x2 (t) = tx2 (t) + x2 (t). t

STEP 3: Substitute these expressions into (2.3) to get dW dt 1 1 = x1 (tx2 + x2 ) (tx1 + x1 )x2 t t
=x2 =x1

1 1 = tx1 x2 + x1 x2 + tx1 x2 x1 x2 t t = t(x1 x2 x1 x2 ) = tW (d) STEP 4; Solve the separable dierential equation for W . Get dW , W on one side, t, dt on the other: dW = t dt. W Integrate both sides: dW = W Calculate each indenite integral: dW = log W + C1 , W Solve for W t2 +C 2 2 W (t) = Ket /2 log W = (C = C2 C1 ) (K = eC ). t dt = t2 + C2 . 2 t dt.

Use the initial condition (from (a)) to determine K, and hence obtain W : 1 = W (1) = Ke1/2 Therefore W (t) = e1/2 et
2

K = e1/2 .

/2

= e 2 (1t

for all t 1.

This cannot be zero for any t 1, so x1 and x2 are linearly independent. Exercise 2.1. Consider the homogeneous equation t2 x (t) + 2tx (t) 20x(t) = 0, t > 0. (2.4)

Introduction to Dierential Equations(MS225)

c John Appleby, 2001

9 (a) Find both solutions of the form x(t) = t for C. (b) Call these solutions x1 and x2 and calculate their Wronskian directly. Are x1 and x2 are linearly independent? (c) Let W (x1 , x2 ) be the Wronskian of x1 , x2 . Calculate it indirectly by doing each of the following: (i) Prove that dW = x1 (t)x2 (t) x1 (t)x2 (t). dt (ii) Show that 2 dW = W, dt t and hence nd a general solution for (2.5). (2.5)

ANSWER: (a) x1 (t) = t4 , x2 (t) = t5 . (b) W (x1 , x2 )(t) = 9t2 = 0 for t > 0, so x1 , x2 are linearly independent (N.B. if you choose x1 = t5 , x2 = t4 , then W (x1 , x2 )(t) = 9t2 , but the conclusion of linear independence is unaltered). (c) (ii) W (t) = Kt2 for some K R.

Introduction to Dierential Equations(MS225)

c John Appleby, 2001