Chemical Engineering Department

LINEAR DIFFERENTIAL EQUATIONS WITH VARIABLE COEFFICIENTS

CAUCHY AND LEGENDRE EQUATIONS

COURSE CODE: KMÜ 237

COURSE TITLE: ENGINEERING MATHEMATICS

COURSE TEXTBOOK: Bronson, R., Costa, G., "Schaum's Outlines Differential

Equations" 3rd Ed., McGraw-Hill Companies, USA, 2006
 THE CAUCHY-EULER EQUATION
In the preceding sections we have seen how to obtain the general solution of the nth-
order linear differential equation with constant coefficients. We have seen that in
such cases the form of the complementary function may be readily determined.

The general nth-order linear equation with variable coefficients is quite a differ
matter, and a special case of this equation is the called Cauchy-Euler equation in the
form as
dny
n
n-1
n-1 d y dy
a0 x n
+ a1 x n-1
+.. + an-1 x + an y = Q(x)
dx dx dx

where a0, a1,…,an-1, an are constants. The characteristic feature of this equation is that
each term in the left member is a constant multiple of an expression of the following
form
dky
k
x
dx k
How should one proceed to solve such an equation? At this stage, we attempt a
transformation to have a linear differential equation with constant coefficients.
 The CAUCHY-EULER Equation
Transform
The transformation
x = ez
reduces the equation to a linear differential equation with constant coefficients.

Proof:
We shall prove this theorem for the case of the second-order Cauchy-Euler
differential equation:
2d2y dy
a0 x 2
+ a1 x + a2 y = Q(x) (1)
dx dx
The proof in the general nth-order case proceeds in a similar fashion.
Letting x=ez,
z = lnx for x>0
Here, z is another variable. Then, D is defined by D=d/dz.

Now, we write the expressions of the derivatives of y respect to x (Dny=dny/dxn) that

are defined equivalently derivatives of y respect to z (Dny=dny/dzn) .
 The CAUCHY-EULER Equation
Transform…
First derivative of y (Dy=dy/dx):

dy dy dz 1 dy 1
= = → Dy = Dy ⇒ x Dy = Dy
dx dz dx x dz x

Second derivative of y (D2y=d2y/dx2):

d2y 1 dy 1 dy " dy % 1 dy 1 dy " dy dz %

= − + $ ' = − + $ '
dx 2 x 2 dz x dx # dz & x 2 dz x dz # dz dx &
d 2 y 1 " d 2 y dy % 2 1
2
= 2 $ 2
− ' → D y = 2
(D 2 − D)y ⇒ x 2 D 2 y = D(D −1)y
dx x # dz dz & x

Substituting into equation (1), we obtain

" d 2 y dy % dy
a0 $ 2 − ' + a1 + a2 y = Q(e z )
# dz dz & dz
or (2)
2
d y dy Second-order linear differential equation
A0 + A1 + A2 y = G(z)
dz 2
dz with constant coefficients

where A0=a0, A1=a1-a0, A2=a2, G(z)=Q(ez).

 The CAUCHY-EULER Equation
Transform…
Transformation for nth-order derivatives:

x n D n y = D(D −1)(D − 2)!(D − (n −1))y

Function of x Function of z

After making these replacement, the nth-order Cauchy-Euler equation becomes:

{a0 D(D −1)(D − 2)!(D − (n −1)) + a1D(D −1)(D − 2)!(D − (n − 2)) +.. + an-1D + an } y = Q(e z )
(3)
nth-order linear differential equation with constant coefficients.
Unknown function y is defined as a function of z after
transformation. Solution of differential equation (3) is y(z).

When we replace ez by x, we obtain the complete solution, y(x) of the nth-

order Cauchy-Euler equation.
 The CAUCHY-EULER Equation
Example
Example: Solve (x D +3x D -2xD+2)y=0
3 3 2 2

Solution of Cauchy linear equation:

Transformation; dz 1
x = ez =
dx x

After transformation, we obtain the linear differential equation with

constant coefficients.

{D(D −1)(D − 2) + 3D(D −1) − 2D + 2} y = 0

After factoring,
(D −1) ( D(D − 2) + 3D − 2 ) y = 0
(D −1) ( D 2 + D − 2 ) y = 0
(1)
(D −1)(D −1)(D + 2)y = 0 Third-order linear differential equation
with constant coefficients
In this homogeneous equation, the independent variable is z.
 The CAUCHY-EULER Equation
Example…
Solution of the linear equation (1) expressed after transformation:

For L(y)=0;
(D −1)(D −1)(D + 2)y = 0

Roots; m1,2=1, m3=-2

y(z) = C1e z + C2 z e z + C3e−2 z

When we replace ez by x, we obtain the general solution of given differential

equation.

y(x) = C1 x + C2 x ln x + C3 x −2
General solution of the given Cauchy equation (an example of a linear homogeneous
differential equation with variable coefficients).
 THE LEGENDRE EQUATION

The another form of an nth-order linear equation with variable coefficients is the
called Legendre equation.

ndny n-1
n−1 d y dy
a0 (ax + b) + (ax + b) +.. + an-1 (ax + b) + an y = Q(x)
dx n dx n-1 dx

where a0, a1,…,an-1, an and a, b are constants. The characteristic feature of this
equation is that each term in the left member is a constant multiple of an
expression of the following form

kdky
(ax + b)
dx k

By using a proper transform, the coefficient (ax+b)k is defined as a function of new

variable z. Thus, we obtain a differential equation giving the definition of the
function y depending of z.
 The LEGENDRE Equation
Transform
Transformation:
Let,
dz a a
(ax + b) = e z !derivative
!!! → adx = e z dz ⇒ = z=
dx e ax + b
By using the transform, the equation is reduced to a linear differential equation
with constant coefficients.

Proof:
For a second-order Legendre linear differential equation:
d2y dy
a0 (ax + b)2
2
+ (ax + b) + a2 y = Q(x) (1)
dx dx
The proof in the general nth-order case proceeds in a similar fashion.
Letting (ax+b)=ez,
z = ln(ax+b) for x>0
Here, z is a new variable. Then, D is defined by D=d/dz.

Now, we write the expressions of the derivatives of y respect to x (Dny=dny/dxn)

that are defined equivalently derivatives of y respect to z (Dny=dny/dzn) .
 The LEGENDRE Equation
Transform…
First derivative of y (Dy=dy/dx):

dy dy dz a dy a
= = → Dy = Dy ⇒ (ax + b)Dy = aDy
dx dz dx ax + b dz ax + b
Second derivative of y (D2y=d2y/dx2):
d 2 y d ! a dy $ −a 2 dy a d ! dy $
= # & = + # &
dx 2 dx " ax + b dz % (ax + b)2 dz ax + b dx " dz %
−a 2 dy a d ! dz dy $
=− + # &
(ax + b)2 dz ax + b dx " dx dz %
!
a 2 ! d 2 y dy $
= 2 # 2
− &
(ax + b) " dz dz %

2 a2 2 2 2 2
D y= 2
(D y − Dy) ⇒ (ax + b) D y = a D(D −1)y
(ax + b)
 The LEGENDRE Equation
Substituting into equation (1), we obtain Transform…
" 2 " d 2 y dy %% dy ez − b
a0 $$ a $ 2 − ''' + a1 y + a2 y = Q( )
# # dz dz && dz a
or
d2y dy
(2)
A0 2 + A1 + A2 y = G(z) Second-order linear differential equation
dz dz
with constant coefficients
where A0, A1, A2 are constants, G(z) is a function of z.

Transformation for nth-order derivatives:

(ax + b)n D n y = a n D(D −1)(D − 2)!(D − (n −1))y
Function of x Function of z
After making these replacement, the nth-order Cauchy-Euler equation becomes:
n n−1 ez − b (3)
{a0 a D(D −1)(D − 2)!(D − (n −1)) + a1a D(D −1)(D − 2)!(D − (n − 2)) +.. + an-1aD + an } y = Q( a )
nth-order linear differential equation with constant coefficients.
Unknown function y is defined as a function of z after transformation. Solution of
differential equation (3) is y(z).

When we replace ez by (ax+b), we obtain the complete solution, y(x) of the nth-order Legendre
equation.
 The LEGENDRE Equation
Example
d2y dy
Example: Solve (x+2) 2
2
-(x+2) +y=3x+4
dx dx

Solution of Legendre linear equation:

Transformation;
(ax + b) = e z , z = ln(ax + b)

After transformation, we obtain the linear differential equation with

constant coefficients.
2
{(1) D(D −1)(D − 2) − (1)2 D +1} y = 3(e z − 2) + 4
After factoring,

(D −1)(D −1)y = 3e z − 2 (1)

Second-order linear differential
equation with constant coefficients

In this nonhomogeneous equation, the independent variable is z.

 The LEGENDRE Equation
Example…
Solution of the linear equation (1) expressed after transformation:
y(z)=yh(z)+yp(z)
For homogeneous solution, yh: L(y)=0;
(D −1)(D −1)y = 0
Roots; m1,2=1,

yh (z) = C1e z + C2 z e z
-----------------------------------------------------------------------------------------------------------------
When we replace ez by (x+2), we obtain the homogeneous solution of given
differential equation.

yh (x) = C1 (x + 2) + C2 (x + 2)ln(x + 2)

Homogeneous solution of the given Legendre equation (linear differential equation

with variable coefficients).
 The LEGENDRE Equation
For particular solution, yp: L(y)=3ez-2;
Example…
By the short method,
1 1 1
y= 3e z − 2 = 2
3e z
− 2
2e 0
(D −1)(D −1) (D −1) (D −1)

1 z
u v
u= 3e The short method can't be used.
(D −1)2
1
v= 2=2
(0 −1)2
We apply the successive integral method to find function u.
1 1
u= 3e z → w = 3e z → w = e z ∫ e−z (3e z )dz ⇒ w = 3ze z
(D −1)(D −1) (D −1)
1 3
u= 3ze z → u = e z ∫ e−z (3ze z )dz ⇒ u = z 2 e z
(D −1) 2

3 2 z
y p (z) = z e −2
2
-----------------------------------------------------------------------------------------------------------------
When we replace ez by (x+2), we obtain the homogeneous solution of given differential
equation. 3
y p (x) = (x + 2)ln 2 (x + 2) − 2
2
 The LEGENDRE Equation
Example…

General solution, y(z):

z 3 2 z z
y(z) = C1e + C2 z e + z e − 2
2

-----------------------------------------------------------------------------------------------------------------
When we replace ez by (x+2), we obtain the general solution (y(x)) of given differential equation.

3
y(x) = C1 (x + 2) + C2 (x + 2)ln(x + 2) + (x + 2)ln 2 (x + 2) − 2
2
General solution of Legendre equation
 Examples
Example: Solve x 3y!!!+xy!-y=3x 4

Solution: Cauchy-Euler equation

Linear differential equation with variable coefficients
Transformation;
dz 1
x = e z ; z = ln x ; =
dx x
After transformation, we obtain the linear differential equation with
constant coefficients.
z 4
( D(D −1)(D − 2) + D −1) y = 3 ( )
e
(D −1) ( D 2 − 2D +1) y = 3e 4 z

(D −1)(D −1)(D −1)y = 3e 4 z (1)

Linear differential equation with constant coefficients

(Nonhomogeneous equation; Independent variable : z)

When Equation (1) is solved, we obtain y(z).

 Examples
Solution of Equation (1):
Homogeneous solution, yh(z): L(y)=0
(D −1)(D −1)(D −1)y = 0
Roots: m1,2,3=1
yh (z) = C1e z + C2 z e z + C3 z 2 e z
Particular integral, yp(z): L(y)=Ø(z)
By short method,
1 (D)→F (a) for e 4 z 1
y= 3e 4 z #F##### → yp = 3e 4 z
(D −1)(D −1)(D −1) (4 −1)(4 −1)(4 −1)

1 4z
y p (z) = 3e
27
General solution of Equation (1):
z z 1 4z 2 z
y(z) = C1e + C2 z e + C3 z e + e
9
 Examples

General Solution of Cauchy-Euler Equation:

From the transform that is applied to convert Cauchy equation to the
differential equation with constant coefficients.
2
Transform; x=e z 2
; z = ln x ; z = ( ln x )

1 4 2
y(x) = C1 x + C2 x ln x + C3 x ( ln x ) + x
9
General solution of Cauchy-Euler Equation
 Examples
Example: Solve 2
x y!!+xy!+y=0
Solution: Cauchy-Euler equation
Linear differential equation with variable coefficients
Transformation;
dz 1
x = e z ; z = ln x ; =
dx x
After transformation, we obtain the linear differential equation with constant
coefficients.
( D(D −1) + D +1) y = 0 (1)

Linear differential equation with constant coefficients

(Homogeneous equation; Independent variable : z)
By factoring, ( D 2 +1) y = 0
∓ −4
Roots;m1,2 = = ∓i
2
0
General solution, y(z) of Equation (1): y(z) = e (C1 sin z + C2 cos z )
After substituting ez into x,

General solution of Cauchy-Euler equation: y(x) = C1 sin (ln x) + C2 cos(ln x)

 Examples
Example: Solve (2x+1) y!! -2(2x+1)y!-12y=0
2

Solution: Legendre equation

Linear differential equation with variable coefficients
Transformation;
(2x +1) = e z ; z = ln(2x +1)
After transformation, we obtain the linear differential equation with constant
coefficients.
(1)
{"#(2) D(D −1)$% − 2 [2D] −12} y = 0
2

Linear differential equation with constant coefficients

(Homogeneous equation; Independent variable : z)
By factoring, ( 4D(D −1) − 4D −12 ) y = 0
(D +1)(D − 3) = 0
Roots;m1 = −1, m2 = 3
General solution, y(z) of Equation (1): y(z) = C1e−z + C2 e3z
After substituting ez into x,
General solution of Legendre equation: y(x) = C1 (2x +1)−1 + C2 (2x +1)3