4.

7 Cauchy-Euler Equation

Cauchy-Euler Equation: An ODE of the form

n −1
dny n −1 d y dy
an x n
n
+ an −1 x n −1
+ + a1x + a0 y = g (x ), (1)
dx dx dx
where the coefficients an , an −1 ,…, a0 are constants, is called
Cauchy-Euler ODE .

is zero at x = 0 , we confine our

(n )
Since the coefficient of y
attention to finding the general solutions defined on the interval
(0, ∞) . Solutions on the interval (−∞,0) can be obtained by
substituting t = − x into the ODE.
The present method works for equations of all order, but here we
only focus on second order ODE.

1
 Method of Finding Solution of ax y ′′ + bxy ′ + cy = 0
2
(2)

Step 1. Let y = x m be a solution of ODE (2).

Step 2. Then y ′ = mx m −1 and y ′′ = m (m − 1)x m −2
Step 3. Substitute above values in ODE (2)
ax 2 m (m − 1)x m −2 + bxmx m −1 + cx m = 0

or [am (m − 1) + bm + c ]x m = 0
or am 2 + (b − a )m + c = 0 (3)

Step 4. Roots of Equation (3) Discriminant is positive

Case 1. Real and Distinct ( m1 , m 2 )

Discriminant is zero
Case 2. Real and Repeated ( m1 , m1 )

Case 3. Complex Roots α ± i β Discriminant is negative

CASE 1

Solution of the Cauchy-Euler Equation (Real distinct roots)

y ( x ) = c1 x m 1 + c 2 x m 2

Question 1/178: Solve x 2 y ′′ − 6 y = 0 .

2
 CASE 2

Solution of the Cauchy-Euler Equation (Real & repeated roots)

b c
Re-write the ODE as : y ′′ + y ′+ 2 y = 0
ax ax
One solution of (3) is y 1 = x , where m1 = (a − b ) / 2a
m1

Second solution of (3) is

Consult method of
b finding second solution
−∫ dx given one
y 2 = y1∫ ax dx
y 12
x −b / a x −b / a
= x ∫ 2 m1 dx = x ∫ ⎛ a −b ⎞ dx
m1 m1

x ⎜ ⎟
x⎝ a ⎠
dx
= x m1 ∫ = x m1 ln x
x

General solution of ODE is:

y = x m1 (c1 + c 2 ln x ) .

Question 12/178: Solve x 2 y ′′ + 8xy ′ + 6 y = 0 .

3
 CASE 3

Solution of the Cauchy-Euler Equation (Complex Conjugate roots)

b c
Re-write the ODE as : y ′′ + y ′+ 2 y = 0
ax ax
Solution of (3) is m1 = α + i β , where m 2 = α − i β

The general solution:

y = c1 x α + i β + c 2 x α −i β
Final form of general =c1x α x i β + c 2 x α x − i β
solution when roots of
=c1x α (e ln x ) + c 2 x α (e ln x )
iβ −i β
auxiliary Equ. are complex

=c1x α (e i β ln x ) + c 2 x α (e − i β ln x )
= [c cos( β ln x ) + d sin( β ln x ) ]

Question 13/178: Solve 3x 2 y ′′ + 6xy ′ + y = 0 .

4
 Cauchy-Euler Equation ax 2 y ′′ + bxy ′ + cy = 0
Reducing to Constant Coefficient Method

dx
Substitute x = e ⇒ = et
t

dt
dy d 2y
Evaluate and
dx dx 2
dy ⎛ dy ⎞⎛ dt ⎞ ⎛ dy ⎞ 1
=⎜ ⎟⎜ ⎟=⎜ ⎟
dx ⎝ dt ⎠⎝ dx ⎠ ⎝ dt ⎠ x
d 2 y 1 d ⎛ dy ⎞ ⎛ dy ⎞⎛ 1 ⎞
= ⎜ ⎟+⎜ ⎟⎜ − ⎟
dx 2 x dx ⎝ dt ⎠ ⎝ dt ⎠⎝ x 2 ⎠
1 ⎛ d 2 y 1 ⎞ dy ⎛ 1 ⎞
= ⎜ 2 ⎟+ ⎜− ⎟
x ⎝ dt x ⎠ dt ⎝ x 2 ⎠
1 ⎛ d 2 y dy ⎞
= 2⎜ 2 − ⎟
x ⎝ dt dt ⎠
Substitute above results in ODE

d 2y dy
− 2 + y =t
dt 2 dt
This last equation is called a constant coefficients equation.

Question 32/178: Solve x 2 y ′′ − 9xy ′ + 25 y = 0 by reducing it to

constant coefficient equation.

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Question 21/178: Solve x 2 y ′′ − xy ′ + y = 2x by variation of
parameter method.

Question 25/178: Solve the IVP x 2 y ′′ + 4xy ′ = 0 subject

to y (1) = 0, y ′(1) = 6 .