5.

5: EULERS HOMOGENEOUS EQUATIONS

KIAM HEONG KWA

A homogeneous linear equation of the form

n1 n2 dn y y y n1 d n2 d + x + x + + n y = 0, 1 2 n n 1 n dx dx dx 2 where i R for each i, i = 1, 2, , n, is called an nth order Eulers equation. By making the substitution

(1)

xn

(2)

t = ln x

in the case x > 0, it can be reduced to a homogeneous equation of the same order with constant coecients. This follows from the fact that 2 dy dy d2 y dy 2d y (3) =x , = x +x , 2 2 dt dx dt dx dx and, more generally, for every k N, (4) k k 1 k 2 2 dk y dy y y kd y k1 d k 2 d 2d y = x + a x + a x + + a x +x , k, 1 k, 2 k,k 2 k k k 1 k 2 2 dt dx dx dx dx dx for some ak,i R, i = 1, 2, , k 2. We shall construct the solution of the second-order Eulers equation (5) x2 dy d2 y + x + y = 0, 2 dx dx

where , R, on the interval (0, )1. The solution on the interval (, 0) can then be calculated by the substitution = x. By (3), x2 d2 y dy d2 y dy dy + x = x + x 2 2 dx dx dt dx dx d2 y dy = 2 + ( 1)x dt dx d2 y dy = 2 + ( 1) . dt dt

Date : February 8, 2011. 1Note that x = 0 is a regular singular point of the Eulers equation.
1

KIAM HEONG KWA

So (5) is equivalent to (6) d2 y dy + ( 1) + y = 0 2 dt dt

for x > 0. The characteristic equation of (6) is (7) F (r) := r2 + ( 1)r + = 0.

It is also known as the indicial equation of (5). Since the general solution of (6) depends on the zeros ri s, i = 1, 2, of F (r), where r1 = (1 ) + (1 )2 4 (1 ) and r2 = 2 (1 )2 4 , 2

so does the general solution of (5). In each of the cases below, ci s, i = 1, 2, are integration constants. Case (1 )2 > 4 , so that the zeros are real and distinct: The general solution is (8) y (x) = c1 er1 t + c2 er2 t = c1 xr1 + c2 xr2

=x

1 2

c1 x

(1)2 4 2

+ c2 x

(1)2 4 2

Case (1 )2 = 4 , so that the zeros are real and equal: The general solution is y (x) = c1 er1 t + c2 ter1 t = xr1 (c1 + c2 ln x) (9) =x
1 2

(c1 + c2 ln x).

Case (1 )2 < 4 , so that the zeros are complex conjugates: Writing (10) r1 = + i and r2 = i, where , R with = 0, the general solution is (11) y (x) = c1 et cos t + c2 et sin t = c1 x cos( ln x) + c2 x sin( ln x).

5.5: EULERS HOMOGENEOUS EQUATIONS

Exercise 1. Let x < 0. Show that the substitution = x reduces (5) to the equation d2 y dy 2 2 + + y = 0. d d Conclude from this that for x < 0, the general solution of (5) is given by y (x) = c1 (x)r1 + c2 (x)r2 if (1 )2 > 4 , y (x) = (x)r1 [c1 + c2 ln(x)] if (1 )2 = 4 , and y (x) = c1 (x) cos[ ln(x)] + c2 (x) sin[ ln(x)] if (1 )2 < 4 , where r1 and r2 are the zeros of (7), while and are specied as in (10), and c1 and c2 are integration constants.