2.

5
2.5 Euler—Cauchy
Euler—Cauchy Equations
Equations

Section 2.5 p1 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 2.5 Euler—Cauchy Equations

Euler–Cauchy
Euler–Cauchy equations
equations are
are ODEs
ODEs of
ofthe
the form
form
(1)
(1) xxy”
2
2
y”++axy’
axy’++by
by==00
with
withgiven
givenconstants
constantsaaand andbbandandunknown
unknownfunction
functiony(x).
y(x).
We
Wesubstitute
substitute m
yy==xxm, , y’y’==mx m−1
mx ,m−1, y” = m(m − 1)x
y” = m(m − 1)xm−2
m−2

into
into(1).
(1).This
This gives
gives m−2
xxm(m
2
2 − 1)x m−2+ axmx m−1+ bx m= 0
m−1
m(m − 1)x m+ axmx + bx = 0
m

and
andwewenow
nowsee seethat
thatyy==xxmwas
wasaarather
rathernatural
natural choice
choice
because
becausewe wehave
haveobtained
obtainedaacommon
commonfactor factorxxm. .Dropping
m
Droppingit,
it,
we
wehave
have2the
theauxiliary
auxiliaryequation
equationm(m m(m−−1) 1)++am
am++bb==00or
or
(2)
(2) mm2++(a(a−−1)m 1)m++bb==0.0. (Note:
(Note:aa−−1,1,not
nota.)
a.)

Section 2.5 p2 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 2.5 Euler—Cauchy Equations

Euler–Cauchy
Euler–Cauchyequations
equations (continued)
(continued)

Hence
Hence y = xmisisaasolution
y = x m
solutionof
of(1)
(1)ififand
andonly
onlyififmmisisaaroot
rootof
of
(2).
(2).The
Theroots
rootsof
of(2)
(2)are
are
(3)
(3)

Section 2.5 p3 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 2.5 Euler—Cauchy Equations

Case
CaseI.I.Real
Realdifferent
differentroots
rootsmm1 1and
andmm2 2give
givetwo
tworeal
real
solutions
solutions
These
Thesearearelinearly
linearlyindependent
independentsince
sincetheir
theirquotient
quotientisisnot
not
constant.
constant.Hence
Hencethey theyconstitute
constituteaabasis
basisof
ofsolutions
solutionsofof(1)
(1)for
for
all
allxxfor
forwhich
whichtheytheyare
arereal.
real.The
Thecorresponding
correspondinggeneral
general
solution
solutionfor
forall
allthese
thesexxisis
(4)
(4) (c(c1, ,cc2 arbitrary).
1 2 arbitrary).

Section 2.5 p4 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 2.5 Euler—Cauchy Equations

Case
CaseII.
II.AAreal
realdouble
doubleroot
root

aasolution
solution is y1 = x(1−a)/2, ,and
is y 1 = x (1−a)/2
and(1)
(1)isisof
ofthe
theform
form

(5)
(5)

Section 2.5 p5 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 2.5 Euler—Cauchy Equations

Case
CaseII.
II.(continued)
(continued)

Thus,
Thus,yy2 2==uy
uy1 1==yy1lnlnx,x,and
andyy1 and
and yy2 are
arelinearly
linearlyindependent
independent
1 1 2
since
sincetheir
theirquotient
quotientisisnot notconstant.
constant.The Thegeneral
generalsolution
solution
corresponding
correspondingto tothis
thisbasis
basisisis
(6)
(6) yy==(c(c1 ++cc2 ln
lnx)
x)xm
xm,,
1 2

Section 2.5 p6 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 2.5 Euler—Cauchy Equations

Case
CaseIII.
III.Complex
Complexconjugate
conjugateroots
rootsare
areofofminor
minorpractical
practical
importance,
importance,and
andwe
wediscuss
discussthe
thederivation
derivationof
ofreal
real
solutions
solutionsfrom
fromcomplex
complexones
onesjust
justin
interms
termsof
ofaatypical
typical
example.
example.

Section 2.5 p7 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 2.5 Euler—Cauchy Equations

EXAMPLE 3
Real
RealGeneral
GeneralSolution
Solutionin inthe
theCase
Caseof ofComplex
ComplexRootsRoots
The
TheEuler–Cauchy
Euler–Cauchyequation
equationxxy”
2
2
y”++0.6xy’
0.6xy’++16.04y
16.04y==00
has
has the auxiliary equation m2−−0.4m
the auxiliary equation m 2
0.4m++16.04
16.04==0.0.
The
Theroots
rootsare
arecomplex
complexconjugate
conjugate
mm1 ==0.2
0.2++4i4iand
andmm2 ==0.20.2 −−4i,
4i,where
where
1 2

The
Thecorresponding
correspondingreal
realgeneral
generalsolution
solutionfor
forall
allpositive
positivexxisis
(8)
(8) yy==xx0.20.2[A
[Acos
cos(4(4ln sin(4
lnx)x)++BBsin (4lnlnx)].
x)].

Section 2.5 p8 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 2.5 Euler—Cauchy Equations

Figure
Figure4848shows
showstypical
typicalsolution
solutioncurves
curvesin
inthe
thethree
threecases
cases
discussed,
discussed,ininparticular
particularthe
thereal
realbasis
basisfunctions
functionsin
inExamples
Examples
11and
and3.3.

Fig. 48. Euler–Cauchy equations

Fig. 48. Euler–Cauchy equations

Section 2.5 p9 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.