Cauchy Euler Equation

A linear differential equation of the form

𝑑 𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦 𝑑𝑦
𝑛 𝑛−1 𝑛−2
𝑃0 𝑥 𝑛
+ 𝑃1 𝑥 𝑛−1
+ 𝑃2 𝑥 𝑛−2
+ ⋯ + 𝑃𝑛−1 𝑥 + 𝑃𝑛 𝑦 = 𝑋 … (1)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

where 𝑃0 ≠ 0 𝑎𝑛𝑑 𝑃1 , 𝑃2 , … … … … 𝑃𝑛 are constants is said to be Cauchy Euler equation.

If 𝑋 = 0, then the equation is called homogeneous.

NOTE: The powers of 𝑥 match the order of the derivative.

Solution Procedure
If we put, 𝑥 = 𝑒 𝑧 or 𝑧 = log 𝑥 ,
the equation (1) is transformed into an equation with constant coefficients changing the
independent variable from 𝑥 to 𝑧.
𝑑𝑧 1
Thus if 𝑥 =𝑒𝑧 or 𝑧 = log 𝑥 , = … … … (2)
𝑑𝑥 𝑥
𝑑𝑦 𝑑𝑦 𝑑𝑧 1 𝑑𝑦
∴ = . =
𝑑𝑥 𝑑𝑧 𝑑𝑥 𝑥 𝑑𝑧
𝑑𝑦 𝑑𝑦
𝑜𝑟, 𝑥 = … … … (3)
𝑑𝑥 𝑑𝑧
Again,
𝑑2 𝑦 𝑑 𝑑𝑦 𝑑 𝑑𝑦 𝑑𝑧 𝑑 1 𝑑𝑦 𝑑𝑧 1 𝑑 2 𝑦 𝑑𝑧 1 𝑑𝑥 𝑑𝑦 𝑑𝑧
= = = = . − 2
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 𝑑𝑧 𝑑𝑥 𝑑𝑥 𝑑𝑧 𝑥 𝑑𝑧 𝑑𝑥 𝑥 𝑑𝑧 2 𝑑𝑥 𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑥
𝑑 2 𝑦 1 𝑑𝑦
𝑑 2 𝑦 1 𝑑 2 𝑦 𝑑𝑧 1 𝑑𝑦 𝑥 𝑑𝑧 2 𝑥 − 𝑑𝑧
or, 2 = . − =
𝑑𝑥 𝑥 𝑑𝑧 2 𝑑𝑥 𝑥 2 𝑑𝑧 𝑥2
𝑑 2𝑦 𝑑 2𝑦 𝑑𝑦
2
or, 𝑥 = − … … … (4)
𝑑𝑥 2 𝑑𝑧 2 𝑑𝑧
 𝑛 𝑛−1 𝑛−2 𝑑𝑦 𝑑𝑦
𝑑 𝑦 𝑑 𝑦 𝑑 𝑦 𝑑𝑦
𝑃0 𝑥 𝑛 𝑛 + 𝑃1 𝑥 𝑛−1 𝑛−1 + 𝑃2 𝑥 𝑛−2 𝑛−2 + ⋯ + 𝑃𝑛−1 𝑥 + 𝑃𝑛 𝑦 = 𝑋 … (1) 𝑥 = … … … (3)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑧
𝑑 2𝑦 𝑑 2𝑦 𝑑𝑦
Similarly, 2
𝑥 = − … … … (4)
3𝑦 3𝑦 2𝑦 𝑑𝑥 2 𝑑𝑧 2 𝑑𝑧
3
𝑑 𝑑 𝑑 𝑑𝑦
𝑥 = − 3 2 + 2 … … … (5)
𝑑𝑥 3 𝑑𝑧 3 𝑑𝑧 𝑑𝑧
𝑑 𝑑
Thus if we put 𝑥 = = 𝐷, (3), (4), (5) etc. can be put as
𝑑𝑥 𝑑𝑧

𝑑𝑦 𝑑 2𝑦 𝑑 3𝑦
𝑥 = 𝐷𝑦, 𝑥 2 2 = 𝐷 𝐷 − 1 𝑦, 𝑥 3 3 = 𝐷 𝐷 − 1 (𝐷 − 2)𝑦,
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑛
𝑛
𝑑 𝑦
and 𝑥 = 𝐷 𝐷 − 1 𝐷 − 2 … … … … … 𝐷 − 𝑛 + 1 𝑦.
𝑑𝑥 𝑛
Making this substitution, the equation (1) becomes
𝑃0 𝐷 𝐷 − 1 … (𝐷 − 𝑛 + 1) + 𝑃1 𝐷 𝐷 − 1 … (𝐷 − 𝑛 + 2) + ⋯ +𝑃𝑛−1 𝐷 + 𝑃𝑛 𝑦 = 𝑍
∴ 𝑓 𝐷 𝑦 = 𝑍,
where 𝑍 is the function of 𝑧 into which 𝑋 is changed.
This is now a linear differential equation with constant coefficients and can be solved by the
methods of previous chapter.
Find the roots of the auxiliary equation and put the general solution as follows:
Roots of Auxiliary Equation Complete Solution
Case−I (Real and Distinct)
All roots 𝑚1 , 𝑚2 , 𝑚3 , … , 𝑚𝑛 are 𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥 + 𝑐3 𝑒 𝑚3 𝑥 + ⋯ + 𝑐𝑛 𝑒 𝑚𝑛 𝑥
real and different.

Case−II (Real and Equal)

All roots 𝑚1 , 𝑚2 , 𝑚3 , … , 𝑚𝑛 are 𝑦 = 𝑐1 + 𝑐2 𝑥 + 𝑐3 𝑥 2 + ⋯ + 𝑐𝑛 𝑥 𝑛−1 𝑒 𝑚𝑥
real and equal.
If 𝑚1 = 𝑚2 = 𝑚,
𝑦 = 𝑐1 + 𝑐2 𝑥 𝑒 𝑚𝑥 + 𝑐3 𝑒 𝑚3 𝑥 + ⋯ + 𝑐𝑛 𝑒 𝑚𝑛 𝑥
but other roots are real and
different
Case−III (Imaginary)
1) α ± iβ, a pair of imaginary 𝑦 = 𝑒 𝛼𝑥 𝑐1 cos 𝛽𝑥 + 𝑐2 sin 𝛽𝑥
roots.
2) ( α ± iβ), ( α ± iβ) repeated 𝑦 = 𝑒 𝛼𝑥 𝑐1 + 𝑐2 𝑥 cos 𝛽𝑥 + 𝑐3 + 𝑐4 𝑥 sin 𝛽𝑥
twice.
Working Rules for Finding Particular Integral

1 1
1) 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 , 𝑖𝑓 𝑓(𝑎) ≠ 0
𝑓(𝐷) 𝑓(𝑎)

1 1 1 1
2) 𝑠𝑖𝑛 𝑎𝑥 = 𝑠𝑖𝑛 𝑎𝑥 ; 𝑜𝑟, cos 𝑎𝑥 = cos 𝑎𝑥 , 𝑖𝑓 𝑓 −𝑎2 ≠ 0
𝑓(𝐷 2 ) 𝑓(−𝑎2 ) 𝑓(𝐷2 ) 𝑓(−𝑎2 )

1 1
3) 𝑒 𝑎𝑥 𝑉 = 𝑒 𝑎𝑥 𝑉, where 𝑉 is a function of 𝑥
𝑓(𝐷) 𝑓(𝐷+𝑎)

1
4) 𝑥𝑚 = 1 ± 𝐹(𝐷) −1 𝑥 𝑚
𝑓(𝐷)
 2
𝑑 𝑦 𝑑𝑦
Problem 1: Solve 𝑥2 2 +𝑥 − 4𝑦 = 0 Since the roots of A.E are real and distinct ,
𝑑𝑥 𝑑𝑥
so the general solution will be
Solution: Given D.E is ,
𝑦 = 𝑐1 𝑒 −2𝑧 + 𝑐2 𝑒 2𝑧
2
𝑑 𝑦 𝑑𝑦
𝑥2 2 +𝑥 − 4𝑦 = 0 ⟹ 𝑦 = 𝑐1 𝑒 −2 ln 𝑥 + 𝑐2 𝑒 2 ln 𝑥
𝑑𝑥 𝑑𝑥
Putting 𝑥 = 𝑒 𝑧 𝑖. 𝑒. , 𝑧 = ln 𝑥, then the equation ln 𝑥 −2 ln 𝑥 2
⟹ 𝑦 = 𝑐1 𝑒 + 𝑐2 𝑒
becomes
𝐷 𝐷 − 1 𝑦 + 𝐷𝑦 − 4𝑦 = 0 𝑐1
∴ 𝑦 = 2 + 𝑐2 𝑥 2
𝑥
⟹ 𝐷2 − 𝐷 + 𝐷 − 4 𝑦 = 0
⟹ 𝐷2 − 4 𝑦 = 0

The A.E is ,
𝑚2 − 4 = 0
⟹ 𝑚+2 𝑚−2 =0
∴ 𝑚 = −2, 2
 2
𝑑 𝑦 𝑑𝑦 quadratic equation,
Problem 2: 2𝑥 2 2 − 4𝑥 + 5𝑦 = 0 𝑎𝑥 2 + 𝑏𝑥 + 𝑐 = 0 6 ± 36 − 40
𝑑𝑥 𝑑𝑥 ⟹𝑚=
−𝑏± 𝑏2 −4𝑎𝑐 4
⇒𝑥 =
Solution: Given D.E is , 2𝑎
6 ± −4
2
⟹ 𝑚=
2
𝑑 𝑦 𝑑𝑦 4
2𝑥 − 4𝑥 + 5𝑦 = 0
𝑑𝑥 2 𝑑𝑥 6 ± 4𝑖 2
Putting 𝑥 = 𝑒 𝑧 𝑖. 𝑒. , 𝑧 = ln 𝑥, then the equation ⟹ 𝑚= , 𝑖 2 = −1
4
becomes 6 ± 2𝑖
⟹ 𝑚=
2𝐷 𝐷 − 1 𝑦 − 4𝐷𝑦 + 5𝑦 = 0 4
⟹ 2𝐷2 − 2𝐷 − 4𝐷 + 5 𝑦 = 0 3 1
∴𝑚= ± 𝑖
2 2
⟹ 2𝐷2 − 6𝐷 + 5 𝑦 = 0 So, the general solution will be

The A.E is , 3 1 1
2𝑚2 − 6𝑚 + 5 = 0 𝑦= 𝑒 2𝑧 𝑐1 cos 𝑧 + 𝑐2 sin 𝑧
2 2
− −6 ± −6 2 −4⋅2⋅5
∴ 𝑚=
2⋅2 3 1 1
⟹𝑦= 𝑒 2 ln 𝑥 𝑐1 cos ln 𝑥 + 𝑐2 sin ln 𝑥
2 2
 2
𝑑 𝑦 𝑑𝑦
Problem 3: Solve 𝑥2 2 −𝑥 +𝑦=0
𝑑𝑥 𝑑𝑥

Solution: Given D.E is , ⟹ 𝑚−1 𝑚−1 =0

2 ∴ 𝑚 = 1, 1
2
𝑑 𝑦 𝑑𝑦
𝑥 2
−𝑥 +𝑦 =0
𝑑𝑥 𝑑𝑥 Since the roots of A.E are real and equal ,
Putting 𝑥 = 𝑒 𝑧 𝑖. 𝑒. , 𝑧 = ln 𝑥, then the equation so the general solution will be
becomes 𝑦 = 𝑐1 + 𝑐2 𝑧 𝑒 𝑧
𝐷 𝐷 − 1 𝑦 − 𝐷𝑦 + 𝑦 = 0
⟹ 𝑦 = 𝑐1 + 𝑐2 ln 𝑥 𝑒 ln 𝑥
⟹ 𝐷2 − 𝐷 − 𝐷 + 1 𝑦 = 0
⟹ 𝐷2 − 2𝐷 + 1 𝑦 = 0 ∴ 𝑦 = 𝑐1 + 𝑐2 ln 𝑥 𝑥

The A.E is ,
𝑚2 − 2𝑚 + 1 = 0
⟹ 𝑚2 − 𝑚 − 𝑚 + 1 = 0
⟹𝑚 𝑚−1 −1 𝑚−1 =0
 2
𝑑 𝑦 𝑑𝑦
Problem 4: Solve 𝑥2 2 − 2𝑥 − 4𝑦 = 𝑥 4 ⟹ 𝑚+1 𝑚−4 =0
𝑑𝑥 𝑑𝑥
∴ 𝑚 = −1, 4
Solution: Given D.E is , Since the roots of A.E are real and distinct ,
2
𝑑 𝑦 𝑑𝑦
𝑥 2
− 2𝑥 − 4𝑦 = 𝑥 4 C. F. = 𝑐1 𝑒 −𝑧 + 𝑐2 𝑒 4𝑧
𝑑𝑥 2 𝑑𝑥
Putting 𝑥 = 𝑒 𝑧 𝑖. 𝑒. , 𝑧 = ln 𝑥, then the equation = 𝑐1 𝑒 − ln 𝑥 + 𝑐2 𝑒 4 ln 𝑥
becomes 𝑐1
𝐷 𝐷 − 1 𝑦 − 2𝐷𝑦 − 4𝑦 = 𝑒 4𝑧 = + 𝑐2 𝑥 4
𝑥
⟹ 𝐷2 − 𝐷 − 2𝐷 − 4 𝑦 = 𝑒 4𝑧 Particular Integral (P. I.),
⟹ 𝐷2 − 3𝐷 − 4 𝑦 = 𝑒 4𝑧
1
= 2 𝑒 4𝑧 , Case of failure
The A.E is , 𝐷 − 3𝐷 − 4
𝑚2 − 3𝑚 − 4 = 0 1
⟹ 𝑚2 − 4𝑚 + 𝑚 − 4 = 0 =𝑧 𝑒 4𝑧 , multiplying by 𝑧 and
2𝐷 − 3
⟹𝑚 𝑚−4 +1 𝑚−4 =0 differentiating the denominator with respect to 𝐷
Particular Integral (P. I.),

1
=𝑧 𝑒 4𝑧
2𝐷 − 3
Therefore, the complete solution is
1 4𝑧
1 𝑎𝑥
1 𝑎𝑥
=𝑧 𝑒 , 𝑒 = 𝑒 ,𝑓 𝑎 ≠ 0 𝑦 = C. F. + P. I.
2.4 − 3 𝑓 𝐷 𝑓 𝑎
𝑐1 1 4
1 4𝑧 4
𝑦 = + 𝑐2 𝑥 + 𝑥 ln 𝑥
= 𝑧𝑒 𝑥 5
5
1
= ln 𝑥 𝑒 4 ln 𝑥
5
1 4
= 𝑥 ln 𝑥
5
 2
𝑑 𝑦 𝑑𝑦
Problem 5: Solve 𝑥2 2 − 3𝑥 + 4𝑦 = 2𝑥 2 ⟹ 𝑚−2 𝑚−2 =0
𝑑𝑥 𝑑𝑥
∴ 𝑚 = 2, 2
Solution: Given D.E is , Since the roots of A.E are real and equal ,
2
𝑑 𝑦 𝑑𝑦
𝑥 2
− 3𝑥 + 4𝑦 = 2𝑥 2 C. F. = 𝑐1 + 𝑐2 𝑧 𝑒 2𝑧
𝑑𝑥 2 𝑑𝑥
Putting 𝑥 = 𝑒 𝑧 𝑖. 𝑒. , 𝑧 = ln 𝑥, then the equation = 𝑐1 + 𝑐2 ln 𝑥 𝑒 2 ln 𝑥
becomes = 𝑐1 + 𝑐2 ln 𝑥 𝑥 2
𝐷 𝐷 − 1 𝑦 − 3𝐷𝑦 + 4𝑦 = 2𝑒 2𝑧
Particular Integral (P. I.),
⟹ 𝐷2 − 𝐷 − 3𝐷 + 4 𝑦 = 2𝑒 2𝑧
⟹ 𝐷2 − 4𝐷 + 4 𝑦 = 2𝑒 2𝑧 1
= 2 2𝑒 2𝑧 , Case of failure
𝐷 − 4𝐷 + 4
The A.E is ,
1
𝑚2 − 4𝑚 + 4 = 0 =𝑧 2𝑒 2𝑧 , multiplying by 𝑧 and
2𝐷 − 4
⟹ 𝑚2 − 2𝑚 − 2𝑚 + 4 = 0
differentiating the denominator with respect to 𝐷
⟹𝑚 𝑚−2 −2 𝑚−2 =0
 1
=𝑧 2𝑒 2𝑧 , Case of failure again
2𝐷 − 4
1 2𝑧
2
= 𝑧 2𝑒 , multiplying by 𝑧 and
2
differentiating the denominator with respect to 𝐷
= 𝑧 2 𝑒 2𝑧
= ln 𝑥 2 𝑒 2 ln 𝑥
= ln 𝑥 2 𝑥 2
Therefore, the complete solution is
𝑦 = C. F. +P. I.
𝑦 = 𝑐1 + 𝑐2 ln 𝑥 𝑥 2 + ln 𝑥 2 𝑥 2
 Home Work
Solve the following equations
𝑑 𝑦2 𝑑𝑦
1. 3𝑥 2 − 5𝑥 +𝑦=0
𝑑𝑥 2 𝑑𝑥
2
𝑑 𝑦 𝑑𝑦
2. 𝑥2 2 − 3𝑥 + 4𝑦 = 0
𝑑𝑥 𝑑𝑥
2
𝑑 𝑦 1
3. 𝑥2 2 − 2𝑦 = 𝑥 2 +
𝑑𝑥 𝑥
2
𝑑 𝑦 𝑑𝑦
4. 𝑥2 2 + 2𝑥 − 2𝑦 = 𝑥 2
𝑑𝑥 𝑑𝑥
2
𝑑 𝑦
5. 𝑥2 2 + 𝑦 = 3𝑥 2
𝑑𝑥