Linear Homogeneous Equation with Variable Coefficients
An equation of the form
𝑑𝑛 𝑦 𝑑 𝑛 −1 𝑦 𝑑 𝑛 −2 𝑦
𝑎0 𝑥 𝑛 + 𝑎1 𝑥 𝑛−1 + 𝑎2 𝑥 𝑛−2 … … … + 𝑎𝑛 𝑦 = 𝑅(𝑥)…..………(1)
𝑑𝑥𝑛 𝑑𝑥 𝑛 −1 𝑑𝑥 𝑛 −2
is called linear homogeneous equation with variable coefficients, where 𝑎0 ,
𝑎1 , 𝑎2, ……….,𝑎𝑛 are constant and 𝑅(𝑥) is constant or function of 𝑥.
This equation also called Cauchy Euler equation.
Working Rule
Let, 𝑥 = 𝑒 𝑧
⇒ 𝑧 = ln 𝑥
𝑑𝑧 1
⇒ = ……………………………………………………………………(1)
𝑑𝑥 𝑥
𝑑𝑦 𝑑𝑦 𝑑𝑧
Now, = ∙
𝑑𝑥 𝑑𝑧 𝑑𝑥
𝑑𝑦 1 𝑑𝑦
⇒, = ∙ [from (1)]……………………………………………………(2)
𝑑𝑥 𝑥 𝑑𝑧
𝑑𝑦 𝑑𝑦
⇒𝑥 =
𝑑𝑥 𝑑𝑧
𝑑𝑦 𝑑
⇒𝑥 = 𝐷𝑦, when 𝐷 =
𝑑𝑥 𝑑𝑧
𝑑 2𝑦 𝑑 𝑑𝑦
Again, =
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
𝑑 2𝑦 𝑑 1 𝑑𝑦
⇒ = [From (2)]
𝑑𝑥 2 𝑑𝑥 𝑥 𝑑𝑧
1 𝑑 𝑑𝑦 𝑑𝑦 𝑑 1
= + ∙
𝑥 𝑑𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑥 𝑥
1 𝑑 𝑑𝑦 𝑑𝑧 𝑑𝑦 1
= + −
𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑥 𝑑𝑧 𝑥2
1 𝑑 2𝑦 1 1 𝑑𝑦
= ∙ ∙ − ∙
𝑥 𝑑𝑧 2 𝑥 𝑥2 𝑑𝑧
1 𝑑 2𝑦 1 𝑑𝑦
= 2
∙ − ∙
𝑥 𝑑𝑧 2 𝑥2 𝑑𝑧
𝑑 2𝑦 1 𝑑 2𝑦 1 𝑑𝑦
⇒ = ∙ − ∙
𝑑𝑥 2 𝑥 2 𝑑𝑧 2 𝑥2 𝑑𝑧
𝑑 2𝑦 𝑑 2𝑦 𝑑𝑦
⇒ 𝑥2 = −
𝑑𝑥 2 𝑑𝑧 2 𝑑𝑧
𝑑 2𝑦
⇒ 𝑥2 = 𝐷2 𝑦 − 𝐷𝑦
𝑑𝑥 2
𝑑 2𝑦
⇒ 𝑥2 =𝐷 𝐷−1 𝑦
𝑑𝑥 2
Similarly,
𝑑 3𝑦
𝑥3 =𝐷 𝐷−1 𝐷−2 𝑦
𝑑𝑥 3
…………………………………
…………………………………
𝑑𝑛 𝑦
𝑥𝑛 = 𝐷 𝐷 − 1 𝐷 − 2 ………………………. 𝐷 − 𝑛 − 1 𝑦
𝑑𝑥𝑛
If putting these values in Cauchy Euler equation then it transform into Linear
equation with constant coefficient.
𝒅𝟑 𝒚 𝒅𝟐 𝒚 𝒅𝒚
Problem 01: Solve 𝒙𝟑 𝟑
+ 𝟑𝒙𝟐 − 𝟐𝒙 + 𝟐𝒚 = 𝟎
𝒅𝒙 𝒅𝒙𝟐 𝒅𝒙
Solution:
Given the equation,
𝑑 3𝑦 𝑑 2𝑦 𝑑𝑦
𝑥3 3
+ 3𝑥 2 − 2𝑥 + 2𝑦 = 0…………………………………….…..(1)
𝑑𝑥 𝑑𝑥 2 𝑑𝑥
Let, 𝑥 = 𝑒 𝑧
⇒ 𝑧 = ln 𝑥
𝑑𝑧 1
⇒ = ……………………………………………………………………(2)
𝑑𝑥 𝑥
𝑑𝑦 𝑑𝑦 𝑑𝑧
Now, = ∙
𝑑𝑥 𝑑𝑧 𝑑𝑥
𝑑𝑦 1 𝑑𝑦
⇒, = ∙ [from (2)]……………………………………………………(3)
𝑑𝑥 𝑥 𝑑𝑧
𝑑𝑦 𝑑𝑦
⇒𝑥 =
𝑑𝑥 𝑑𝑧
𝑑𝑦 𝑑
⇒𝑥 = 𝐷𝑦, when 𝐷 =
𝑑𝑥 𝑑𝑧
𝑑 2𝑦 𝑑 𝑑𝑦
Again, =
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
𝑑 2𝑦 𝑑 1 𝑑𝑦
⇒ = [From (3)]
𝑑𝑥 2 𝑑𝑥 𝑥 𝑑𝑧
1 𝑑 𝑑𝑦 𝑑𝑦 𝑑 1
= + ∙
𝑥 𝑑𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑥 𝑥
1 𝑑 𝑑𝑦 𝑑𝑧 𝑑𝑦 1
= + −
𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑥 𝑑𝑧 𝑥2
1 𝑑 2𝑦 1 1 𝑑𝑦
= ∙ 2
∙ − 2
∙
𝑥 𝑑𝑧 𝑥 𝑥 𝑑𝑧
1 𝑑 2𝑦 1 𝑑𝑦
= 2
∙ − ∙
𝑥 𝑑𝑧 2 𝑥2 𝑑𝑧
𝑑 2𝑦 1 𝑑 2𝑦 1 𝑑𝑦
⇒ = ∙ − ∙
𝑑𝑥 2 𝑥 2 𝑑𝑧 2 𝑥2 𝑑𝑧
𝑑 2𝑦 𝑑 2𝑦 𝑑𝑦
⇒ 𝑥2 = −
𝑑𝑥 2 𝑑𝑧 2 𝑑𝑧
𝑑 2𝑦
⇒ 𝑥2 = 𝐷2 𝑦 − 𝐷𝑦
𝑑𝑥 2
𝑑 2𝑦
⇒ 𝑥2 =𝐷 𝐷−1 𝑦
𝑑𝑥 2
Similarly it can be prove that,
𝑑 3𝑦
𝑥3 =𝐷 𝐷−1 𝐷−2 𝑦
𝑑𝑥 3
Putting these values in (1), we get
𝐷 𝐷 − 1 𝐷 − 2 𝑦 + 3𝐷 𝐷 − 1 𝑦 − 2𝐷𝑦 + 2𝑦 = 0
⇒ 𝐷3 − 3𝐷 + 2 𝑦 = 0 ……………………………………….………..…(4)
Let, 𝑦 = 𝑒 𝑚𝑧 be the trial solution of (4), then
𝑚3 − 3𝑚 + 2 = 0
⇒ 𝑚 − 1 𝑚2 + 𝑚 − 2 = 0
⇒ 𝑚 = 1, 1, −2
∴ General solution is,
𝑦 = 𝑐1 + 𝑐2 𝑧 𝑒 𝑧 + 𝑐3 𝑒 −2𝑧
⇒ 𝑦 = 𝑐1 + 𝑐2 ln 𝑥 𝑥 + 𝑐3 𝑒 −2 ln 𝑥
𝑐3
⇒ 𝑦 = 𝑐1 + 𝑐2 ln 𝑥 𝑥 +
𝑥2
𝟐
𝟐𝒅 𝒚 𝒅𝒚 𝟐
Problem 02: 𝟏 + 𝟐𝒙 − 𝟔 𝟏 + 𝟐𝒙 + 𝟏𝟔𝒚 = 𝟖 𝟏 + 𝟐𝒙
𝒅𝒙𝟐 𝒅𝒙
Solution:
Given the equation,
2
2𝑑 𝑦 𝑑𝑦
1 + 2𝑥 − 6 1 + 2𝑥 + 16𝑦 = 8 1 + 2𝑥 2 …………………….…(1)
𝑑𝑥 2 𝑑𝑥
Let, 1 + 2𝑥 = 𝑒 𝑧
⇒ 𝑧 = ln(1 + 2𝑥)
𝑑𝑧 2
⇒ = ……………………………………………………….…….…(2)
𝑑𝑥 1+2𝑥
𝑑𝑦 𝑑𝑦 𝑑𝑧
Now, = ∙
𝑑𝑥 𝑑𝑧 𝑑𝑥
𝑑𝑦 2 𝑑𝑦
⇒ = ∙ [from (2)]……………………….………………………(3)
𝑑𝑥 1+2𝑥 𝑑𝑧
𝑑𝑦 𝑑𝑦
⇒ (1 + 2𝑥) =2
𝑑𝑥 𝑑𝑧
𝑑𝑦 𝑑
⇒ (1 + 2𝑥) = 2𝐷𝑦, when 𝐷 =
𝑑𝑥 𝑑𝑧
𝑑 2𝑦 𝑑 𝑑𝑦
Again, =
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
𝑑 2𝑦 𝑑 2 𝑑𝑦
⇒ = [From (3)]
𝑑𝑥 2 𝑑𝑥 1+2𝑥 𝑑𝑧
2 𝑑 𝑑𝑦 𝑑𝑦 𝑑 2
= + ∙
1+2𝑥 𝑑𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑥 1+2𝑥
2 𝑑 𝑑𝑦 𝑑𝑧 4 𝑑𝑦
= −
1+2𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑥 1+2𝑥 2 𝑑𝑧
2 𝑑 2𝑦 2 4 𝑑𝑦
= ∙ ∙ − ∙
1+2𝑥 𝑑𝑧 2 1+2𝑥 1+2𝑥 2 𝑑𝑧
2 𝑑 2𝑦
2𝑑 𝑦 𝑑𝑦
⇒ 1 + 2𝑥 =4∙ −4∙
𝑑𝑥 2 𝑑𝑧 2 𝑑𝑧
2
2𝑑 𝑦
⇒ 1 + 2𝑥 = 4𝐷2 𝑦 − 4𝐷𝑦
𝑑𝑥 2
2
2𝑑 𝑦
⇒ 1 + 2𝑥 = 4𝐷 𝐷 − 1 𝑦
𝑑𝑥 2
Now, putting these values in (1), we get
4𝐷 𝐷 − 1 𝑦 − 6.2𝐷𝑦 + 16𝑦 = 8 𝑒 𝑧 2
⇒ 𝐷2 − 4𝐷 + 4 𝑦 = 2𝑒 2𝑧 …………………………………………………(4)
Let,
Let, 𝑦 = 𝑒 𝑚𝑧 be the trial solution of (4), then
𝑚2 − 4𝑚 + 4 = 0
⇒ 𝑚 = 2,2
∴ the complete solution of (4) is
𝑦𝑐 = 𝑐1 + 𝑐2 𝑧 𝑒 2𝑧
2
= 𝑐1 + 𝑐2 ln(1 + 2𝑥) 1 + 2𝑥
Now, from (4) we get,
1
𝑦𝑝 = 2𝑒 2𝑧
𝐷 2 −4𝐷+4
2
= 𝑒 2𝑧
𝐷−2 2
2𝑧 2
= 𝑒 2𝑧 [𝑓 2 = 0, 𝑓 ′ 2 = 0, 𝑓 ′′ (2) ≠ 0]
2−0
= 𝑧 2 𝑒 2𝑧
= 𝑧 2 𝑒 2 ln 1+2𝑥
2 2
= ln 1 + 2𝑥 1 + 2𝑥
The general solution is,
𝑦 = 𝑦𝑐 + 𝑦𝑝
2
= 𝑐1 + 𝑐2 ln(1 + 2𝑥) 1 + 2𝑥 + 1 + 2𝑥 2 ln 1 + 2𝑥 2
Problem 03: Solve 𝟐𝒙𝟐 𝒚′′ − 𝒙𝒚′ + 𝒚 = 𝟒 𝐬𝐢𝐧 𝐥𝐧 𝒙
Solution: Given the equation,
2𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 4 sin ln 𝑥 ……………………………………..….……..(1)
Let, 𝑥 = 𝑒 𝑧
⇒ 𝑧 = ln 𝑥
𝑑𝑧 1
⇒ = ……………………………………………………………………(2)
𝑑𝑥 𝑥
𝑑𝑦 𝑑𝑦 𝑑𝑧
Now, = ∙
𝑑𝑥 𝑑𝑧 𝑑𝑥
𝑑𝑦 1 𝑑𝑦
⇒, = ∙ [from (2)]……………………………………………………(3)
𝑑𝑥 𝑥 𝑑𝑧
𝑑𝑦 𝑑𝑦
⇒𝑥 =
𝑑𝑥 𝑑𝑧
𝑑𝑦 𝑑
⇒𝑥 = 𝐷𝑦, when 𝐷 =
𝑑𝑥 𝑑𝑧
𝑑 2𝑦 𝑑 𝑑𝑦
Again, =
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
𝑑 2𝑦 𝑑 1 𝑑𝑦
⇒ = [From (3)]
𝑑𝑥 2 𝑑𝑥 𝑥 𝑑𝑧
1 𝑑 𝑑𝑦 𝑑𝑦 𝑑 1
= + ∙
𝑥 𝑑𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑥 𝑥
1 𝑑 𝑑𝑦 𝑑𝑧 𝑑𝑦 1
= + −
𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑥 𝑑𝑧 𝑥2
1 𝑑 2𝑦 1 1 𝑑𝑦
= ∙ ∙ − ∙
𝑥 𝑑𝑧 2 𝑥 𝑥2 𝑑𝑧
1 𝑑 2𝑦 1 𝑑𝑦
= 2
∙ − ∙
𝑥 𝑑𝑧 2 𝑥2 𝑑𝑧
𝑑 2𝑦 1 𝑑 2𝑦 1 𝑑𝑦
⇒ = ∙ − ∙
𝑑𝑥 2 𝑥 2 𝑑𝑧 2 𝑥2 𝑑𝑧
𝑑 2𝑦 𝑑 2𝑦 𝑑𝑦
⇒ 𝑥2 = −
𝑑𝑥 2 𝑑𝑧 2 𝑑𝑧
𝑑 2𝑦
⇒ 𝑥2 = 𝐷2 𝑦 − 𝐷𝑦
𝑑𝑥 2
𝑑 2𝑦
⇒ 𝑥2 =𝐷 𝐷−1 𝑦
𝑑𝑥 2
Now substituting these values in (1) we get,
2𝐷 𝐷 − 1 𝑦 − 𝐷𝑦 + 𝑦 = 4 sin 𝑧
⇒ 2𝐷2 − 3𝐷 + 1 𝑦 = 4 sin 𝑧 …………………………………………….(4)
Let,
Let, 𝑦 = 𝑒 𝑚𝑧 be the trial solution of (4), then
Then A.E is,
2𝑚2 − 3𝑚 + 1 = 0
⇒ 𝑚 − 1 2𝑚 − 1 = 0
1
⇒ 𝑚 = ,1
2
𝑧
Thus, 𝑦𝑐 = 𝑐1 𝑒 2 + 𝑐2 𝑒 𝑧
Now from (4) we can write
1
𝑦𝑝 = 4 sin 𝑧
2𝐷 2 −3𝐷+1
4
= sin 𝑧
2 −12 −3𝐷+1
4 sin 𝑧
=
−2−3𝐷+1
−1+3𝐷
= 4 sin 𝑧
−1−3𝐷 −1+3𝐷
3𝐷−1
=
1−9𝐷 2
12𝐷−4
= sin 𝑧
1+9
1
= 12𝐷 − 4 sin 𝑧
10
12 𝑑 4
= sin 𝑧 − sin 𝑧
10 𝑑𝑧 10
2 6
= − sin 𝑧 + cos 𝑧
5 5
2 6
= − sin ln 𝑥 + cos ln 𝑥 , [𝑧 = ln 𝑥]
5 5
Hence the general solution is,
𝑦 = 𝑦𝑐 + 𝑦𝑝
𝑧
2 6
= 𝑐1 𝑒 2 + 𝑐2 𝑒 𝑧 − sin 𝑧 + cos 𝑧
5 5
ln 𝑥
2 6
= 𝑐1 𝑒 2 + 𝑐2 𝑒 ln 𝑥 − sin ln 𝑥 + cos ln 𝑥
5 5
Home work
𝟐
𝟐𝒅 𝒚 𝒅𝒚
1. Solve 𝟏 + 𝒙 + 𝟏+𝒙 + 𝒚 = 𝟐 𝐬𝐢𝐧 𝒍𝒏 𝟏 + 𝒙
𝒅𝒙𝟐 𝒅𝒙
Ans: 𝒚 = 𝒄𝟏 𝐜𝐨𝐬[𝐥𝐧 𝟏 + 𝒙 ]+𝒄𝟐 𝐬𝐢𝐧 𝐥𝐧 𝟏 + 𝒙 − 𝐥𝐧 𝟏 + 𝒙 𝐜𝐨𝐬 𝐥𝐧 𝟏 + 𝒙
𝒅𝟐 𝒚 𝒅𝒚
2. Solve 𝒙𝟐 −𝒙 + 𝟒𝒚 = 𝐜𝐨𝐬 𝒍𝒏 𝒙 + 𝒙 𝐬𝐢𝐧 𝒍𝒏 𝒙
𝒅𝒙𝟐 𝒅𝒙
𝟏
Ans: 𝒚 = 𝒙 𝒄𝟏 𝐜𝐨𝐬 𝟑 𝒍𝒏 𝒙 + 𝒄𝟐 𝐬𝐢𝐧 𝟑 𝒍𝒏𝒙 + 𝟑 𝐜𝐨𝐬 𝒍𝒏𝒙 −
𝟏𝟑
𝟏
𝟐 𝐬𝐢𝐧 𝒍𝒏𝒙 + 𝒙 𝐬𝐢𝐧 𝒙
𝟐
