Math 240: Cauchy-Euler Equation: Ryan Blair

Math 240: Cauchy-Euler Equation
Ryan Blair
University of Pennsylvania
Thursday February 24, 2011
Ryan Blair (U Penn) Math 240: Cauchy-Euler Equation Thursday February 24, 2011 1 / 14
Outline
1 Review
2 Today’s Goals
3 Cauchy-Euler Equations
4 Spring-Mass Systems with Undamped Motion
Review
Review for Last Time
1 Learned how to solve nonhomogeneous linear differential

equations using the method of Undetermined Coefficients.
Review
Solving a Nonhomogeneous Differential Equation
The general solution to a linear nonhomogeneous differential equation

is
yg = yh + yp
Where yh is the solution to the corresponding homogeneous DE and
yp is any particular solution.
Review
The Guessing Rule
For a constant-coefficient nonhomogeneous linear DE, the form of yp

is a linear combination of all linearly independent functions that are
generated by repeated differentiation of g (x).
Review
The Guessing Rule
For a constant-coefficient nonhomogeneous linear DE, the form of yp

is a linear combination of all linearly independent functions that are
generated by repeated differentiation of g (x).
Example: Find the general solution to
y ′′ − y ′ = 4
Review
The Fix to the Duplication Problem
When the natural guess for a particular solution duplicates a

homogeneous solution, multiply the guess by x n , where n is the
smallest positive integer that eliminates the duplication.
Today’s Goals
Today’s Goals
1 Learn how to solve Cauchy-Euler Equations.

2 Learn how to model spring/mass systems with undamped motion.
Cauchy-Euler Equations
Goal: To solve homogeneous DEs that are not constant-coefficient.
Goal: To solve homogeneous DEs that are not constant-coefficient.

Definition
Any linear differential equation of the form
d ny n−1 d
n−1
y dy
an x n
n
+ a n−1 x n−1
+ ...a1 x + a0 y = g (x)
dx dx dx
is a Cauchy-Euler equation.
The 2nd Order Case
Try to solve
d 2y dy
ax 2 + bx + ...cy = 0
dx 2 dx
by substituting y = x m .
The 2nd Order Case
Try to solve
d 2y dy
ax 2 + bx + ...cy = 0
dx 2 dx
by substituting y = x m .
If m1 and m2 are distinct real roots to am(m − 1) + bm + c = 0, then

the general solution to this DE is
y = c1 x m1 + c2 x m2
.
Higher Order DEs and Repeated Roots
For a higher order homogeneous Cauchy-Euler Equation, if m is a

root of multiplicity k, then
x m , x m ln(x), ... , x m (ln(x))k−1

are k linearly independent solutions
Higher Order DEs and Repeated Roots
For a higher order homogeneous Cauchy-Euler Equation, if m is a

root of multiplicity k, then
x m , x m ln(x), ... , x m (ln(x))k−1

are k linearly independent solutions
Example: What is the solution to
x 3 y ′′′ + xy ′ − y = 0
Conjugate Complex Roots
Given the DE
2
y 2d dy
ax
2
+ bx + ...cy = 0
dx dx
If am(m − 1) + bm + c = 0 has complex conjugate roots α + i β and
α − i β, then the general solution is
yg = x α [c1 cos(βln(x)) + c2 sin(βln(x))]
Conjugate Complex Roots
Given the DE
2
y 2d dy
ax
2
+ bx + ...cy = 0
dx dx
If am(m − 1) + bm + c = 0 has complex conjugate roots α + i β and
α − i β, then the general solution is
yg = x α [c1 cos(βln(x)) + c2 sin(βln(x))]
Example: Solve 25x 2 y ′′ + 25xy ′ + y = 0
Spring-Mass Systems with Undamped Motion
A flexible spring of length l is suspended vertically from a rigid

support.

support.
A mass m is attached to its free end, the amount of stretch s

depends on the mass.

support.
A mass m is attached to its free end, the amount of stretch s

depends on the mass.
Hooke’s Law: The spring exerts a restoring force F opposite to the

direction of elongation and proportional to the amount of elongation.
F = ks
Note: k is called the spring constant
Newton’s Second Law
1 The weight (W = mg) is balanced by the restoring force ks at

the equilibrium position. mg = ks

2 If we displace from equilibrium by distance x the restoring force
becomes k(x + s).

2 If we displace from equilibrium by distance x the restoring force
becomes k(x + s).
Assuming free motion, Newton’s Second Law states
d 2x
m = −k(s + x) + mg = −kx
dt 2
Solutions to Undamped Spring Equation
Question: What are the solutions to
d 2x
m + kx = 0?
dt 2
Solutions to Undamped Spring Equation
Question: What are the solutions to
d 2x
+ kx = 0?
m
dt 2
If ω 2 = k
m
then the solutions are
x(t) = c1 cos(ωt) + c2 sin(ωt)

.

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Math 240: Cauchy-Euler Equation

Thursday February 24, 2011

4 Spring-Mass Systems with Undamped Motion

Review for Last Time

1 Learned how to solve nonhomogeneous linear differential

Solving a Nonhomogeneous Differential Equation

The general solution to a linear nonhomogeneous differential equation

The Guessing Rule

For a constant-coefficient nonhomogeneous linear DE, the form of yp

The Guessing Rule

For a constant-coefficient nonhomogeneous linear DE, the form of yp

Example: Find the general solution to

The Fix to the Duplication Problem

When the natural guess for a particular solution duplicates a

1 Learn how to solve Cauchy-Euler Equations.

Goal: To solve homogeneous DEs that are not constant-coefficient.

Goal: To solve homogeneous DEs that are not constant-coefficient.

The 2nd Order Case

The 2nd Order Case

If m1 and m2 are distinct real roots to am(m − 1) + bm + c = 0, then

Higher Order DEs and Repeated Roots

For a higher order homogeneous Cauchy-Euler Equation, if m is a

x m , x m ln(x), ... , x m (ln(x))k−1

Higher Order DEs and Repeated Roots

For a higher order homogeneous Cauchy-Euler Equation, if m is a

x m , x m ln(x), ... , x m (ln(x))k−1

Example: What is the solution to

Conjugate Complex Roots

yg = x α [c1 cos(βln(x)) + c2 sin(βln(x))]

Conjugate Complex Roots

yg = x α [c1 cos(βln(x)) + c2 sin(βln(x))]

Example: Solve 25x 2 y ′′ + 25xy ′ + y = 0

Spring-Mass Systems with Undamped Motion

A flexible spring of length l is suspended vertically from a rigid

Spring-Mass Systems with Undamped Motion

A flexible spring of length l is suspended vertically from a rigid

A mass m is attached to its free end, the amount of stretch s

Spring-Mass Systems with Undamped Motion

A flexible spring of length l is suspended vertically from a rigid

A mass m is attached to its free end, the amount of stretch s

Hooke’s Law: The spring exerts a restoring force F opposite to the

Newton’s Second Law

1 The weight (W = mg) is balanced by the restoring force ks at

Newton’s Second Law

1 The weight (W = mg) is balanced by the restoring force ks at

Newton’s Second Law

1 The weight (W = mg) is balanced by the restoring force ks at

Assuming free motion, Newton’s Second Law states

Solutions to Undamped Spring Equation

Question: What are the solutions to

Solutions to Undamped Spring Equation

Question: What are the solutions to

x(t) = c1 cos(ωt) + c2 sin(ωt)

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