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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)
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
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
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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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.
(x D
3
+ 3 x 2 D 2 + xD + 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
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.
(x D
2
+ 5 xD + 20 y = 20 sin ln x 4 + 12 cos ln x 4
(D
2 z
+ 4 Dz + 20 y = 20 sin 4 z + 12 cos 4 z
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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
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 = yc + y p =
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
5.
(t D
3
3 t
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2. 3.
(u
Du2 u Du 3 v = 10 sin ln u
4.
y2
d 2x dx +4y = 9 ln 2 y 2 dy dy
5.
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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