Module 3: Cauchy-Euler Equation

Dr. T. Phaneendra

January 29, 2018

2
d y
Example 1. Solve x2 dx 2 + y = 0

dz 1
Solution. Let x = ez so that z = log x and dx = x. Then, by the chain rule of
ordinary differentiation, we have

dy dy dz dy 1 dy dy dy
dx = dz dx = dx = x dz or x dx = dz .

Differentiating this with respect to x,

2
    2
d y dy d dy d dy dz 1d y
x dx 2 + dx = dx dz = dz dz dx = x dz 2

or

2
d y d2 y dy d2 y dy
x2 dx 2 = dz 2 − x dx = dz 2 − dz .

Substituting these in the given differential eqn., we get

d2 y dy
dz 2 − dz − 2y = 0 or (θ2 − θ − 2)y = 0

Its auxiliary equation is m2 − m − 2 = 0, whose roots are m = −1, 2. Therefore, the

complementary solution is yc = c1 e−z + c2 e2z or yc = c1 x−1 + c2 x2 . The general
solution is y = yc , that is y = c1 x−1 + c2 x2
2
d y
Example 2. Solve 4x2 dx 2 − 2y = 0

dz 1
Solution. Let x = ez so that z = log x and dx = x. Then, by the chain rule of
ordinary differentiation, we have

dy dy dz dy 1 dy dy dy
dx = dz dx = dx = x dz or x dx = dz .

1
ADDE (MAT2002) Module 3

Differentiating this with respect to x,

2
    2
d y dy d dy d dy dz 1d y
x dx 2 + dx = dx dz = dz dz dx = x dz 2

or

2
d y d2 y dy d2 y dy
x2 dx 2 = dz 2 − x dx = dz 2 − dz .

Substituting these in the given differential eqn., we get

2
4 ddzy2 − 4 dy 2
dz + y = 0 or (4θ − 4θ + 1)y = 0

Its auxiliary equation is 4m2 −4m+1 = 0, whose roots are m = 1/2, 1/2. Therefore,
the complementary solution is yc = (c1 + c2 z)ez/2 or yc = (c1 + c2 log x) x1/2 . The
general solution is y = yc , that is y = (c1 + c2 log x) x1/2
2 2
d y dy d y dy
Example 3. Solve x dx 2 + dx = 0 or x2 dx 2 + x dx = 0 for x > 0

dz 1
Solution. Let x = ez so that z = log x and dx = x. Then, by the chain rule of
ordinary differentiation, we have

dy dy dz dy 1 dy dy dy
dx = dz dx = dx = x dz or x dx = dz .

Differentiating this with respect to x,

2
    2
d y dy d dy d dy dz 1d y
x dx 2 + dx = dx dz = dz dz dx = x dz 2

or

2
d y d2 y dy d2 y dy
x2 dx 2 = dz 2 − x dx = dz 2 − dz .

Substituting these in the given differential eqn., we get

d2 y dy dy
dz 2 − dz + dz = 0 or θ2 y = 0

Its auxiliary equation is m2 = 0, whose roots are m = 0, 0. Therefore, the comple-

mentary solution is yc = (c1 + c2 z)e0.z or yc = c1 + c2 log x. The general solution is
y = yc , that is y = c1 + c2 log x
2
d y dy
Example 4. Solve x2 dx 2 + x dx + 4y = 0

dz 1
Solution. Let x = ez so that z = log x and dx = x. Then, by the chain rule of

Dr. T. Phaneendra 2 511, A10, SJT

ADDE (MAT2002) Module 3

ordinary differentiation, we have

dy dy dz dy 1 dy dy dy
dx = dz dx = dx = x dz or x dx = dz .

Differentiating this with respect to x,

2
    2
d y dy d dy d dy dz 1d y
x dx 2 + dx = dx dz = dz dz dx = x dz 2

or

2
d y d2 y dy d2 y dy
x2 dx 2 = dz 2 − x dx = dz 2 − dz .

Substituting these in the given differential eqn., we get

d2 y dy dy
dz 2 − dz + dz + 4y = 0 or (θ2 + 4)y = 0

The auxiliary equation is m2 + 4 = 0, whose roots are m = ±2i. Therefore,

yc = c1 cos 2z + c2 sin 2z = c1 cos(2 log x) + c2 sin(2 log x).

The general solution is y = yc , that is y = c1 cos(2 log x) + c2 sin(2 log x)

2
d y dy
Example 5. Solve x2 dx 2 + 5x dx + 3y = 0

dz 1
Solution. Let x = ez so that z = log x and dx = x. Then, by the chain rule of
ordinary differentiation, we have

dy dy dz dy 1 dy dy dy
dx = dz dx = dx = x dz or x dx = dz .

Differentiating this with respect to x,

2
    2
d y dy d dy d dy dz 1d y
x dx 2 + dx = dx dz = dz dz dx = x dz 2

or

2
d y d2 y dy d2 y dy
x2 dx 2 = dz 2 − x dx = dz 2 − dz .

Substituting these in the given differential eqn., we get

d2 y dy
dz 2 − dz + 5 dy 2
dz + 3y = 0 or (θ + 4θ + 3)y = 0

Dr. T. Phaneendra 3 511, A10, SJT

ADDE (MAT2002) Module 3

The auxiliary equation is m2 + 4m + 3 = 0, whose roots are m = −1, −3. Therefore,

yc = c1 e−z + c2 e−3z = c1 x−1 + c2 x−3 .

c1 c2
The general solution is y = yc , that is y = x + x3
2
d y dy
Example 6. Solve x2 dx 2 − 3x dx − 2y = 0

dz 1
Solution. Let x = ez so that z = log x and dx = x. Then, by the chain rule of
ordinary differentiation, we have

dy dy dz dy 1 dy dy dy
dx = dz dx = dx = x dz or x dx = dz .

Differentiating this with respect to x,

2
    2
d y dy d dy d dy dz 1d y
x dx 2 + dx = dx dz = dz dz dx = x dz 2

or

2
d y d2 y dy d2 y dy
x2 dx 2 = dz 2 − x dx = dz 2 − dz .

Substituting these in the given differential eqn., we get

d2 y dy
dz 2 − dz − 3 dy 2
dz − 2y = 0 or (θ − 4θ − 2)y = 0

√
The auxiliary equation is m2 − 4m − 3 = 0, whose roots are m = 2 ± 6. Therefore,
√ √  √ √ 
yc = c1 e(2+ 6)z
+ c2 e(2− 6)z
= x2 c1 x 6 + c2 x− 6 .

 √ √ 
The general solution is y = yc , that is y = x2 c1 x 6 + c2 x− 6
2
d y dy
Example 7. Solve x2 dx 2 + 3x dx − 4y = 0

dz 1
Solution. Let x = ez so that z = log x and dx = x. Then, by the chain rule of
ordinary differentiation, we have

dy dy dz dy 1 dy dy dy
dx = dz dx = dx = x dz or x dx = dz .

Differentiating this with respect to x,

2
    2
d y dy d dy d dy dz 1d y
x dx 2 + dx = dx dz = dz dz dx = x dz 2

Dr. T. Phaneendra 4 511, A10, SJT

ADDE (MAT2002) Module 3

or

2
d y d2 y dy d2 y dy
x2 dx 2 = dz 2 − x dx = dz 2 − dz .

Substituting these in the given differential eqn., we get

d2 y dy
dz 2 − dz + 3 dy 2
dz − 4y = 0 or (θ + 2θ − 4)y = 0

√
The auxiliary equation is m2 +2m−4 = 0, whose roots are m = −1± 5. Therefore,
√ √  √ √ 
yc = c1 e(−1+ 5)z
+ c2 e(−1− 5)z
= x−1 c1 x 5 + c2 x− 5 .

 √ √ 
The general solution is y = yc , that is y = x−1 c1 x 5 + c2 x− 5
2
d y dy
Example 8. Solve 25x2 dx 2 + 25x dx + y = 0

dz 1
Solution. Let x = ez so that z = log x and dx = x. Then, by the chain rule of
ordinary differentiation, we have

dy dy dz dy 1 dy dy dy
dx = dz dx = dx = x dz or x dx = dz .

Differentiating this with respect to x,

2
    2
d y dy d dy d dy dz 1d y
x dx 2 + dx = dx dz = dz dz dx = x dz 2

or

2
d y d2 y dy d2 y dy
x2 dx 2 = dz 2 − x dx = dz 2 − dz .

Substituting these in the given differential eqn., we get

2
25 ddzy2 − 25 dy dy 2
dz + 25 dz + y = 0 or (25θ + 1)y = 0

The auxiliary equation is 25m2 + 1 = 0, whose roots are m = ±i/5. Therefore,

1 1



yc = c1 cos(z/5) + c2 sin(z/5) = c1 cos 5 log x + c2 sin 5 log x .

1 1



The general solution is y = yc , that is y = c1 cos 5 log x + c2 sin 5 log x
2
d y dy
Example 9. Solve x2 dx 2 + 5x dx + 4y = 0

Dr. T. Phaneendra 5 511, A10, SJT

ADDE (MAT2002) Module 3

dz 1
Solution. Let x = ez so that z = log x and dx = x. Then, by the chain rule of
ordinary differentiation, we have

dy dy dz dy 1 dy dy dy
dx = dz dx = dx = x dz or x dx = dz .

Differentiating this with respect to x,

2
    2
d y dy d dy d dy dz 1d y
x dx 2 + dx = dx dz = dz dz dx = x dz 2

or

2
d y d2 y dy d2 y dy
x2 dx 2 = dz 2 − x dx = dz 2 − dz .

Substituting these in the given differential eqn., we get

d2 y dy
dz 2 − dz + 5 dy 2
dz + 4y = 0 or (θ + 4θ + 4)y = 0

The auxiliary equation is m2 + 4m + 4 = 0, whose roots are m = −2, −2. Therefore,

yc = (c1 + c2 z)e2z = (c1 + c2 log x)x2 .

The general solution is y = yc , that is y = (c1 + c2 log x)x2

2
d y dy
Example 10. Solve x2 dx 2 + 8x dx + 6y = 0

dz 1
Solution. Let x = ez so that z = log x and dx = x. Then, by the chain rule of
ordinary differentiation, we have

dy dy dz dy 1 dy dy dy
dx = dz dx = dx = x dz or x dx = dz .

Differentiating this with respect to x,

2
    2
d y dy d dy d dy dz 1d y
x dx 2 + dx = dx dz = dz dz dx = x dz 2

or

2
d y d2 y dy d2 y dy
x2 dx 2 = dz 2 − x dx = dz 2 − dz .

Dr. T. Phaneendra 6 511, A10, SJT

ADDE (MAT2002) Module 3

Substituting these in the given differential eqn., we get

d2 y dy
dz 2 − dz + 8 dy 2
dz + 6y = 0 or (θ + 7θ + 6)y = 0

The auxiliary equation is m2 + 7m + 6 = 0, whose roots are m = −1, −6. Therefore,

yc = c1 e−z + c2 e−6z = c1 x−1 + c2 x−6 .

The general solution is y = yc , that is y = c1 x−1 + c2 x−6

2
d y dy
Example 11. Solve 3x2 dx 2 + 6x dx + y = 0

dz 1
Solution. Let x = ez so that z = log x and dx = x. Then, by the chain rule of
ordinary differentiation, we have

dy dy dz dy 1 dy dy dy
dx = dz dx = dx = x dz or x dx = dz .

Differentiating this with respect to x,

2
    2
d y dy d dy d dy dz 1d y
x dx 2 + dx = dx dz = dz dz dx = x dz 2

or

2
d y d2 y dy d2 y dy
x2 dx 2 = dz 2 − x dx = dz 2 − dz .

Substituting these in the given differential eqn., we get

2
3 ddzy2 − 3 dy dy 2
dz + 6 dz + y = 0 or (3θ + 3θ + 1)y = 0

√
3
The auxiliary equation is 3m2 + 3m + 1 = 0, whose roots are m = − 12 ± 6 .
Therefore,
h √   √ i
yc = e−z/2 c1 cos 63 z + c2 sin 63 z
h √  √ i
= x−1/2 c1 cos 63 log x + c2 sin 63 log x

h √  √ i
The general solution is y = yc , that is y = x−1/2 c1 cos 63 log x + c2 sin 63 log x
2
d y dy
Example 12. Solve x2 dx 2 + 10x dx + 8y = x
2

dz 1
Solution. Let x = ez so that z = log x and dx = x. Then, by the chain rule of

Dr. T. Phaneendra 7 511, A10, SJT

ADDE (MAT2002) Module 3

ordinary differentiation, we have

dy dy dz dy 1 dy dy dy
dx = dz dx = dx = x dz or x dx = dz .

Differentiating this with respect to x,

2
    2
d y dy d dy d dy dz 1d y
x dx 2 + dx = dx dz = dz dz dx = x dz 2

or

2
d y d2 y dy d2 y dy
x2 dx 2 = dz 2 − x dx = dz 2 − dz .

Substituting these in the given differential eqn., we get

d2 y dy
dz 2 − dz + 10 dy
dz + 8y = e
2z
or (θ2 + 9θ + 8)y = e2z

The auxiliary equation is m2 + 9m + 8 = 0, whose roots are m = −1, −8. Therefore,

yc = c1 e−z + c2 e−8z = c1 x−1 + c2 x−8

By the method of undetermined coefficients, let yp = Ae2z . Differentiating this w.

dy d2 y
r. t. z, we get dz = 2Ae2z and dz 2 = 4Ae2z . Substituting these in the transformed
1 2z x2
equation, we obtain 30Ae2z = Ae 2z
so that A = 1/30. Therefore, yp = 30 e = 30 .
x2
The general solution is y = yc + yp , that is y = c1 x−1 + c2 x−8 + 30
2
d y dy
Example 13. Solve x2 dx 2 − 4x dx + 6y = log x
2

dz 1
Solution. Let x = ez so that z = log x and dx = x. Then, by the chain rule of
ordinary differentiation, we have

dy dy dz dy 1 dy dy dy
dx = dz dx = dx = x dz or x dx = dz .

Differentiating this with respect to x,

2
    2
d y dy d dy d dy dz 1d y
x dx 2 + dx = dx dz = dz dz dx = x dz 2

or

2
d y d2 y dy d2 y dy
x2 dx 2 = dz 2 − x dx = dz 2 − dz .

Dr. T. Phaneendra 8 511, A10, SJT

ADDE (MAT2002) Module 3

Substituting these in the given differential eqn., we get

d2 y dy
dz 2 − dz − 4 dy 2
dz + 6y = 2z or (θ − 5θ + 6)y = 2z

The auxiliary equation is m2 − 5m + 6 = 0, whose roots are m = 2, 3. Therefore,

yc = c1 e2z + c2 e3z = c1 x2 + c2 x3

By the method of undetermined coefficients, let yp = Az + B. Differentiating this w.

dy d2 y
r. t. z, we get dz = A and dz 2 = 0. Substituting these in the transformed equation,
and then simplifying, we obtain (−5A+6B)+6Az = 2z so that A = 1/3, B = 1/18.
log x
Therefore, yp = 31 z + 5
18 = 3 + 5
18 . The general solution is y = yc + yp , that is
2 3 log x 5
y = c1 x + c2 x + 3 + 18

Example 14 (Temperature of a Fluid). A very long cylindrical shell is formed by two

concentric circular cylinders of different radii. A chemically reactive fluid fills the
space between the concentric cylinders as shown in green in the following figure. The

inner cylinder has a radius of 1 and is thermally insulated, while the outer cylinder
has a radius of 2 and is maintained at a constant temperature T0 . The rate of heat
generation in the fluid due to the chemical reactions is proportional to T /r2 , where
T (r) is the temperature of the fluid within the space bounded between the cylinders
defined by 1 < r < 2. Under these conditions the temperature of the fluid is defined
by the following boundary-value problem:

1
 dT  T dT
r r dr = r2 for 1 < r < 2, dr r=1 = 0, T (2) = T0 .

Find the temperature distribution T (r) within the fluid. Also, find the minimum and
maximum values of T (r) on the interval defined by 1 1 ≤ r ≤ 2. Why do these values
make intuitive sense?

Dr. T. Phaneendra 9 511, A10, SJT