Homogeneous Euler-Cauchy equation

#math
If the ODE is of the form $$ax^2y'' + bxy' + cy = 0 \tag{8}$$
then the characteristic equation is given by $$am^2 + (b-a)m + c = 0 \tag{9}$$We consider the case x>0;

  1. If the roots of (9) are real and distinct, m1,m2, then the two LI solutions are xm1 and xm2
  2. If they are repeated roots, m1=m2=m then the two LI solutions are xm and xmlnx
  3. If the two roots are complex conjugate, α±iβ then the two LI solutions are xαcos(βlnx) and xαsin(βlnx)

Proof:

Similar to Homogeneous second order differential equation with basis of the type emx, the proof is similar. Instead of considering our trial solution as emx, we take xm, since we notice the increasing powers of x in the equation that exactly match differentiation pattern of xm.

  1. Trivial
  2. Follow same method of p(m)=p(m)=0 for finding the other term in the basis, other than xm. mxm=xmlnx, which is the other LI solution.
  3. Y1=xα+iβ=xα×eiβlnx and Y2=xαeiβlnx. Consider their averages, Y1+Y22 and Y1Y22i, to give xαcos(βlnx) and xαsin(βlnx).
Comments

  1. The solution for x<0 can be obtained by replacing x with x everywhere.
  2. Homogeneous Euler-Cauchy equation can be transformed into linear constant coefficient homogeneous equation by changing independent variable to t=lnx for x>0
  3. This equation type can be generalized to equation of the form $$a(\gamma x + \delta)^2y'' + b(\gamma x + \delta)y' + cy = 0$$by considering (γx+δ)m as the trial solution. (It must be linear, will not work for any f(x))


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