Lecture 7 19 11 2022

Engineering Mathematics I Lecture 7: Euler-Cauchy Prof. Dr.

Emad Al-Hemiary
Second Year, First Semester Equations, the Wronskian
2022-2023

Euler-Cauchy 2nd Order ODE

The Euler-Cauchy equations are of the form:

𝑥 2 𝑦 ′′ + 𝑎𝑥𝑦 ′ + 𝑏𝑦 = 0 (7.1)
As before: 𝑎, 𝑏 are constants and 𝑦(𝑥) is unknown.
To reduce Euler-Cauchy 2nd order ODE into constant coefficient form (See Eq. 6.3 from previous
lecture), we do the following:
Let 𝑦 = 𝑥 𝑚 → 𝑦 ′ = 𝑚𝑥 𝑚−1 , 𝑦 ′′ = 𝑚(𝑚 − 1)𝑥 𝑚−2 . Substitute in (7.1):
⇒ 𝑥 2 𝑚(𝑚 − 1)𝑥 𝑚−2 + 𝑎𝑥𝑚𝑥 𝑚−1 + 𝑏𝑥 𝑚 = 0
⟹ 𝑥 2 𝑚(𝑚 − 1)𝑥 𝑚 𝑥 −2 + 𝑎𝑥𝑚𝑥 𝑚 𝑥 −1 + 𝑏𝑥 𝑚 = 0
⟹ 𝑚(𝑚 − 1) + 𝑎𝑚 + 𝑏 = 0
𝑚2 + (𝑎 − 1)𝑚 + 𝑏 = 0 (7.2)
The roots of (7.2) are:
1 1
𝑚1,2 = (1 − 𝑎) ± √ (1 − 𝑎)2 − 𝑏 (7.3)
2 4
Table (7.1)
Real Different roots

Real double 𝒎𝟏 = 𝒎𝟐 = 𝒎 Complex conjugate roots
𝒎𝟏 𝒂𝒏𝒅 𝒎𝟐
1
1 (1 − 𝑎)2 − 𝑏 < 0
(1 − 𝑎)2 − 𝑏 > 0 4
4
1 1 1
1 1
(1 − 𝑎)2 − 𝑏 = 0 𝑚1 = (1 − 𝑎) − 𝑗√𝑏 − (1 − 𝑎)2
4
𝑚1 = (1 − 𝑎) − √ (1 − 𝑎)2 − 𝑏 2 4
2 4 1
𝑚 = (1 − 𝑎) 1 1
1 1 2 𝑚2 = (1 − 𝑎) + 𝑗√𝑏 − (1 − 𝑎)2
𝑚2 = (1 − 𝑎) + √ (1 − 𝑎)2 − 𝑏 2 4
2 4
1
𝑦(𝑥) = (𝑐1 + 𝑐2 ln 𝑥)𝑥 𝑚 𝑚 = (1 − 𝑎) ± 𝑗𝜔
2
𝑚1 𝑚2
𝑦(𝑥) = 𝑐1 𝑥 + 𝑐2 𝑥 𝑐1 and 𝑐2 are arbitrary 1−𝑎
𝑦(𝑥) = 𝑒 2 𝑥 {𝐴 cos(𝜔 ln 𝑥)
𝑐1 and 𝑐2 are arbitrary constants
+ 𝐵 sin(𝜔 ln 𝑥)}
constants (7.5)
𝐴 and 𝐵 are arbitrary
(7.4) constants
(7.6)
1
Engineering Mathematics I Lecture 7: Euler-Cauchy Prof. Dr. Emad Al-Hemiary
2022-2023
Example 7.1: Find the general solution for the Euler-Cauchy 2nd order ODE:
5𝑥 2 𝑦 ′′ + 23𝑥𝑦 ′ + 16.2𝑦 = 0
Solution:
5𝑥 2 𝑦 ′′ + 23𝑥𝑦 ′ + 16.2𝑦 = 0 (/5)
23 ′ 16.2
𝑥 2 𝑦 ′′ + 𝑥𝑦 + 𝑦=0
5 5
23 16.2
∴𝑎= 𝑎𝑛𝑑 𝑏 = , 𝑡ℎ𝑒𝑛:
5 5
23 16.2
𝑚2 + (𝑎 − 1)𝑚 + 𝑏 = 0 → 𝑚2 + ( − 1) 𝑚 + = 0 → 𝒎𝟐 + 𝟑. 𝟔𝒎 + 𝟑. 𝟐𝟒 = 𝟎
5 5
3.6 √3.62 − 4(3.24) √12.96 − 12.96
⇒ 𝑚1,2 = − ± = −1.8 ± = −1.8
2 2 2
∴ 𝐹𝑟𝑜𝑚 𝑡𝑎𝑏𝑙𝑒 (7.1) → 𝑦(𝑥) = (𝑐1 + 𝑐2 ln 𝑥)𝑥 −1.8
Example 7.2: Find the general solution for the Euler-Cauchy 2nd order ODE:
4𝑥 2 𝑦 ′′ + 5𝑦 = 0
Solution:
4𝑥 2 𝑦 ′′ + 5𝑦 = 0 (/4)
5
𝑥 2 𝑦 ′′ + 𝑦 = 0
4
5
∴ 𝑎 = 0 𝑎𝑛𝑑 𝑏 = , 𝑡ℎ𝑒𝑛:
4
5 𝟓
𝑚2 + (𝑎 − 1)𝑚 + 𝑏 = 0 → 𝑚2 + (0 − 1)𝑚 + = 0 → 𝒎𝟐 − 𝒎 + = 𝟎
4 𝟒
5
1 √(−1) − 4 (4) 1 √1 − 5 1
2
𝑚1,2 = ± = ± = ±𝑗
2 2 2 2 2
𝟏
∴ 𝐹𝑟𝑜𝑚 𝑡𝑎𝑏𝑙𝑒 (7.1) → 𝒚(𝒙) = 𝒆𝟐𝒙 {𝑨 𝐜𝐨𝐬(𝐥𝐧 𝒙) + 𝑩 𝐬𝐢𝐧(𝐥𝐧 𝒙)}
Example 7.3: Find the particular solution for the initial-value Euler-Cauchy 2nd order ODE:
𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 9𝑦 = 0 𝑦(1) = 0, 𝑦 ′ (1) = 2.5
2
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Solution:
From equation we have:
𝑎 = 1 𝑎𝑛𝑑 𝑏 = 9, 𝑡ℎ𝑒𝑛:
𝑚2 + (𝑎 − 1)𝑚 + 𝑏 = 0 → 𝑚2 + (1 − 1)𝑚 + 9 = 0 → 𝒎𝟐 + 𝟗 = 𝟎
0 √(0)2 − 4(9) √−36

𝑚1,2 = ± =± = ±𝑗3
2 2 2
𝟏(𝟎)
𝒙
∴ 𝐹𝑟𝑜𝑚 𝑡𝑎𝑏𝑙𝑒 (7.1) → 𝒚(𝒙) = 𝒆 𝟐 {𝑨 𝐜𝐨𝐬(𝟑 𝐥𝐧 𝒙) + 𝑩 𝐬𝐢𝐧(𝟑 𝐥𝐧 𝒙)} = 𝑨 𝐜𝐨𝐬(𝟑 𝐥𝐧 𝒙) + 𝑩 𝐬𝐢𝐧(𝟑 𝐥𝐧 𝒙)
Let us now substitute initial condition:
𝑦(1) = 0 → 𝐴 cos(3 ln 1) + 𝐵 sin(3 ln 1) = 0 → 𝐴 cos 0 + 𝐵 sin 0 = 0 → 𝑨 = 𝟎
1 1
𝑦 ′ (𝑥) = −3𝐴 sin(3 ln 𝑥) + 3𝐵 cos(3 ln 𝑥)
𝑥 𝑥
1 1 𝟐. 𝟓
𝑦 ′ (1) = 2.5 → −3𝐴 sin(3 ln 1) + 3𝐵 cos(3 ln 1) = 2.5 → 3𝐵 = 2.5 → 𝑩 =
1 1 𝟑
2.5
∴ 𝑦(𝑥) = sin(3 ln 𝑥)
3
Note: When the real part of 𝑚 is 0, the solution contains 𝑠𝑖𝑛 only.
What we have So far?

A linear 2nd -order ODE of the form:
𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 0
Has a unique solution,
𝑦(𝑥) = 𝑐1 𝑦1 + 𝑐2 𝑦2 𝑐1 , 𝑐2 𝑎𝑟𝑏𝑖𝑡𝑟𝑎𝑟𝑦 (7.7)
and in general, includes all solutions. Hence, linear ODEs with continuous coefficients have no
“singular solutions” (solutions not obtainable from a general solution).
Are obtained solutions independent or dependent?

The two solutions 𝑦1 and 𝑦2 are independent on interval 𝐼 if their Wronskian is 0.
𝑾(𝒚𝟏 ,𝒚𝟐 ) = 𝒚𝟏 𝒚′𝟐 − 𝒚𝟐 𝒚′𝟏 (7.8)
3
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Equation (7.8) can be written as:

𝒚𝟏 𝒚𝟐
𝑾(𝒚𝟏 ,𝒚𝟐 ) = |𝒚′ 𝒚′𝟐 | (𝟕. 𝟗)
𝟏
And it is called Wronski determinant or briefly Wronskian.
Example 7.4: Find the Wronskian. Show linear independence of:

1) 𝑒 4𝑥 , 𝑒 −1.5𝑥
2) 𝑥, 1/𝑥
3) cosh 𝑎𝑥 , sinh 𝑎𝑥
Solution:
𝑦1 𝑦2
𝑊(𝑦1,𝑦2) = |𝑦 ′ 𝑦2′ |
1
4𝑥 −1.5𝑥
1) 𝑊(𝑦1,𝑦2) = | 𝑒 4𝑥 𝑒 | = −1.5𝑒 −1.5𝑥 𝑒 4𝑥 − 𝑒 −1.5𝑥 4𝑒 4𝑥 = −5.5𝑒 2.5𝑥 ≠ 0 →
4𝑒 −1.5𝑒 −1.5𝑥
𝐿𝑖𝑛𝑒𝑎𝑟 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑐𝑒
𝑥 1/𝑥 1 1
2) 𝑊(𝑦1,𝑦2) = | 1 | = − − = 0 → 𝐿𝑖𝑛𝑒𝑎𝑟 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑐𝑒
1 − 𝑥2 𝑥 𝑥
cosh 𝑎𝑥 sinh 𝑎𝑥
3) 𝑊(𝑦1,𝑦2) = | | = 𝑎 cosh2 𝑎𝑥 − 𝑎 sinh2 𝑎𝑥 = 𝑎 → 𝐿𝑖𝑛𝑒𝑎𝑟 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑐𝑒
𝑎 sinh 𝑎𝑥 𝑎 cosh 𝑎𝑥
Example 7.5: Are the general solutions of 𝑦 ′′ + 𝜔2 𝑦 = 0 linearly independent?

Solution:
The characteristic equation is given by:
𝜆2 + 𝜔2 = 0 → 𝜆2 = 𝜔2 → 𝜆1,2 = ±𝑗𝜔
Then:
𝑦(𝑥) = 𝑒 (0)𝑥 (𝐴 cos 𝜔𝑥 + 𝐵 sin 𝜔𝑥)
∴ 𝑦1 = cos 𝜔𝑥 𝑎𝑛𝑑 𝑦2 = sin 𝜔𝑥
𝑦1 𝑦2 cos 𝜔𝑥 sin 𝜔𝑥
𝑊(𝑦1,𝑦2) = |𝑦 ′ 𝑦2′ | = |−𝜔sin 𝜔𝑥 | = 𝜔 cos2 𝜔𝑥 + 𝜔 sin2 𝜔𝑥 = 𝜔
1 𝜔 cos 𝜔𝑥
Since 𝑊(𝑦1,𝑦2) ≠ 0 → 𝑇ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛𝑠 𝑎𝑟𝑒 𝑙𝑖𝑛𝑒𝑎𝑟𝑙𝑦 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡.
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Example 7.6: Are the general solutions of 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0 linearly independent?

Solution:
The characteristic equation is given by:
𝜆2 − 2𝜆 + 1 = 0 → (𝜆 − 1)2 = 0 → 𝜆1,2 = 1
Then we have double roots:

𝑦(𝑥) = 𝑐1 𝑦1 + 𝑐2 𝑦2 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥
𝑦1 𝑦2 𝑒𝑥 𝑥𝑒 𝑥
𝑊(𝑦1,𝑦2) = |𝑦 ′ ′| = | 𝑥 | = (𝑥 + 1)𝑒 2𝑥 − 𝑥𝑒 2𝑥 = 𝑒 2𝑥 ≠ 0
1 𝑦2 𝑒 (𝑥 + 1)𝑒 𝑥
Since 𝑊(𝑦1,𝑦2) ≠ 0 → 𝑇ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛𝑠 𝑎𝑟𝑒 𝑙𝑖𝑛𝑒𝑎𝑟𝑙𝑦 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡.
Homework: Solve the following problems from sections 2.5 and 2.6 of reference 2:
Set 2.2: 2, 5, 10, 13, 24
Set 2.5: 6,13
Set 2.6: 3, 5, 8

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Engineering Mathematics I Lecture 7: Euler-Cauchy Prof. Dr.

Euler-Cauchy 2nd Order ODE

The Euler-Cauchy equations are of the form:

Real Different roots

0 √(0)2 − 4(9) √−36

What we have So far?

Are obtained solutions independent or dependent?

Equation (7.8) can be written as:

And it is called Wronski determinant or briefly Wronskian.

Example 7.4: Find the Wronskian. Show linear independence of:

Example 7.5: Are the general solutions of 𝑦 ′′ + 𝜔2 𝑦 = 0 linearly independent?

Example 7.6: Are the general solutions of 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0 linearly independent?

Then we have double roots:

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