COLLEGE OF ENGINEERING

CENTRAL PHILIPPINE UNIVERSITY JARO, ILOILO CITY, PHILIPPINES 0063-33-3291971 TO 79 local 1084

LINEAR DIFFERENTIAL EQUATIONS WITH VARIABLE COEFFICIENTS EULER-CAUCHY EQUATIONS (EULER EQUATIONS)
3.1 SPECIAL CASE: EULER-CAUCHY EQUATIONS

General Form:

(a x D
n n

+ an 1 x n 1 D n 1 + an 2 x n 2 D n 2 + ... + a1 xD + a0 y = F ( x)

Note: The powers of x and D, in any term, are the same.

Euler Equations may be transformed into Linear Differential Equation with Constant Coefficients by changing the independent variable x to z by the substitution x = e z .

If the independent variable x of the equation is transformed to z, it will follow that the differentiation with respect to x should also be changed with respect to z.
Dy= dy dy dz dz dy = = dx dx dz dx dz

Using the substitution,

x = ez

ln x = z

d (ln x ) = d (z ) dx dx xDy= dy = Dz y dz

1 dz = x dx

Dy=

dz dy 1 dy = dx dz x dz

D 2 y = D (D y ) = D 2 y = D (D y ) =

d 1 dy d 1 1 d (Dz y ) 12 (Dz y ) = Dz y = dx x dz dx x x x dx

1 d dz 1 1 d dz 1 Dz y 2 ( Dz y ) Dz y 2 ( Dz y ) = x dx dz x x dz dx x 1 2 dz 1 1 1 1 Dz y 2 (Dz y ) = Dz2 y 2 (Dz y ) x x x x dx x

D 2 y = D (D y ) =

1 2 1 Dz2 y Dz y D y = D ( D y ) = 2 Dz y 2 ( Dz y ) = x x x2
2

x 2 D 2 y = D (D y ) = Dz2 y Dz y = Dz (Dz 1) y

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LDE with VARIABLE COEFFICIENTS

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For the nth Derivative: Such that,

x n D n y = Dz (Dz 1)(Dz 2 )(Dz 3 )...[Dz (n 1)] y

x 5 D 5 y = Dz (Dz 1)(Dz 2 )(Dz 3 )(Dz 4 ) y

Solution: The given equation is a Third Order Homogeneous Euler Equation, a special case of Linear Differential Equation with Variable Coefficients. Express in operator D.

Example: Solve x 3 y ' ' '+3 x 2 y ' '+ xy '+8 y = 0

(x D
3

+ 3 x 2 D 2 + xD + 8 y = 0

Transform the equation to LDE with Constant Coefficients using substitutions.

[Dz (Dz 1)(Dz 2 ) + 3 Dz (Dz 1) + Dz + 8 ] y = 0

(D (D

3 z 3 z

3 Dz2 + 2 Dz + 3 Dz2 3 Dz + Dz + 8 y = 0 +8 y =0

The resulting LDE is now with Constant Coefficients. Form the auxiliary equation to extract the roots of the equation and obtain the yc in terms of the f ( z ) instead of f ( x) .
m3 + 8 = 0

(m + 2 ) (m 2 2m + 4 ) = 0
m = 1 3 i

(m + 2 ) [(m 1)2 + 3] = 0

m = 2

General Solution in y = F ( z ) : General Solution: But, x = e z and ln x = z :

y = yc = C1 e 2 z + C 2 sin 3 z + C3 cos 3 z e z y = yc = C1 e 2 ln x + C 2 sin 3 (lnx ) + C3 cos 3 (lnx ) e ln x y = yc = C1 x 2 + C 2 sin

3 (lnx ) + C3 cos

3 (lnx ) x

]}

Solution: The given equation is a Second Order Non-Homogeneous Euler Equation, a special case of Linear Differential Equation with Variable Coefficients. Express in operator D.

Example: Solve x 2 y' ' +5 xy' +20 y = 20 sin ln x 4 + 12 cos ln x 4

(x D
2

+ 5 xD + 20 y = 20 sin ln x 4 + 12 cos ln x 4

Transform the equation to LDE with Constant Coefficients using substitutions.

[Dz (Dz 1) + 5 Dz + 20] y = 20 sin 4 z + 12 cos 4 z

(D

2 z

+ 4 Dz + 20 y = 20 sin 4 z + 12 cos 4 z

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LDE with VARIABLE COEFFICIENTS

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The resulting LDE is now with Constant Coefficients. For the complimentary function, yc , from the ( ), form the auxiliary equation to extract the roots of the equation. Obtain the yc in terms of the f ( z ) instead of f ( x) .

(m

+ 4 m + 20 = 0

m = 2 4 i

Complimentary Function: y c = Fc ( z ) : yc = (C1 sin 4 z + C 2 cos 4 z ) e 2 z For the Particular Function, y p , from F ( z ) = 20 sin 4 z + 12 cos 4 z :

trial y p = A sin 4 z + B cos 4 z = final y p y p ' = 4 A cos 4 z 4 B sin 4 z y p ' ' = 16 A sin 4 z 16 B cos 4 z

Substitute the final y p , y p ' , and y p ' ' to the obtained LDE with Constant Coefficients in terms of z: Coefficients of sin 4 z : Coefficients of cos 4 z :
16 A 16 B + 20 A = 4 A 16 B = 20 16 B + 16 A + 20 B = 16 A + 4 B = 12

( 16 A sin 4 z 16 B cos 4 z ) + 4(4 A cos 4 z 4 B sin 4 z ) + 20( A sin 4 z + B cos 4 z ) = 20 sin 4 z + 12 cos 4 z
A=1 B = 1

But, x = e z and ln x = z : General Solution: 3.2 PROBLEM SETS

General Solution, y = F ( z ) :

Particular Function, y p = F p ( z ) :

y p = sin 4 z cos 4 z
y = y c + y p = (C1 sin 4 z + C 2 cos 4 z ) e 2 z + sin 4 z cos 4 z

y = y c + y p = [C1 sin 4 (lnx ) + C 2 cos 4 (lnx )] x 2 + sin 4(lnx ) cos 4(lnx )

y = yc + y p =

C1 sin ln x 4 + C 2 cos lx 4 + sin ln x 4 cos lx 4 2 x

3.2.1 HOMOGENEOUS LDE WITH VARIABLE COEFFICIENTS: GENERAL SOLUTION 1.

4 x 2 y ' '+5 y = 0 x y ' '+3 xy '+5 y = 0
2

2. 3.

4.

(x D
3

+ 4 x 2 D 2 8 xD + 8 y = 0
t 2 Dt2 + 6 t Dt 10 y = 0

x y ' ' '+2 x y ' ' xy '+ y = 0

3 2

5.

(t D
3

3 t

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LDE with VARIABLE COEFFICIENTS

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3.2.2 NON-HOMOGENEOUS LDE WITH VARIABLE COEFFICIENTS: GENERAL SOLUTION 1.

x 2 y ' '2 xy '+2 y = 12 x 4

2. 3.

(u

Du2 u Du 3 v = 10 sin ln u

4.

x 2 y' ' + xy' y = 3 x ln x x 3 y' ' ' 3 x 2 y' ' +6 xy' 6 y = 20 x

y2

d 2x dx +4y = 9 ln 2 y 2 dy dy

5.

3.2.3 HOMOGENEOUS LDE WITH VARIABLE COEFFICIENTS: PARTICULAR SOLUTION

x2
1. 2. 3.

d2y dy 3x + 4 y = 0 2 dx dx dy =0 dx

when x = 1, y = 10,
x 2 y ' '2 xy '+2 y = 0 when x = 1, y = 3,

y' = 1

x 3 y' ' ' +3 x 2 y' ' 12 xy' 12 y = 0 when x = 1, y = 2, y' = -1, y' ' = 34

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LDE with VARIABLE COEFFICIENTS

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