Recall:

d2 y dy
ax2 2
+ bx + cy = 0 , x > 0 Cauchy-Euler equation
dx dx




x = et
y

d2 y dy
a 2
+ (b − a) + cy = 0 eq. with const. coeff.
dt dt

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Example
Find the general solution of the D.E. 4x2 y′′ − 4xy′ + 5y = 0 , x > 0

Solution
(C-E eq.) Let x = et then the equation becomes:
d2 y dy
4 −8 + 5y = 0
dt2 dt
√
8 ∓ 64 − 80 1
char.eq.: 4r2 − 8r + 5 = 0 ⇒ r = = 1 ∓ i complex roots.
8 2
   
1 1
⇒ y = c1 et cos t + c2 et sin t
2 2
   
1 1
⇒ y = c1 x cos ln x + c2 x sin ln x
2 2

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Example
Find the general solution of the D.E. t2 y′′ − 12y = 0 , t > 0

Solution
(C-E eq.) Let t = ez then the equation becomes:
d2 y dy
− − 12y = 0
dz2 dz
char.eq.: r2 − r − 12 = 0 ⇒ (r − 4)(r + 3) = 0 ⇒ r1 = 4, r2 = −3 distinct
real roots.
⇒ y = c1 e4z + c2 e−3z

⇒ y = c1 t4 + c2 t−3

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Example
Find the general solution of the D.E. x2 y′′ − 5xy′ + 9y = 0 , x > 0
Solution
(C-E eq.) Let x = et then the equation becomes:
d2 y dy
−6 + 9y = 0
dt2 dt
char.eq.: r2 − 6r + 9 = 0 ⇒ (r − 3)2 = 0 ⇒ r = 3 double root.
General solution of const. coeff. eq.: y = c1 e3t + c2 te3t
Substituting back x = et we obtain the general solution of the C-E equation
as: y = c1 x3 + c2 x3 ln x

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Example
Find the general solution of the D.E. t2 y′′ + ty′ + 4y = 0 , t > 0
Solution
(C-E eq.) Let t = ez then the equation becomes:
d2 y
+ 4y = 0
dz2
char.eq.: r2 + 4 = 0 ⇒ r2 = −4 ⇒ r = ∓2i complex roots.
⇒ y = c1 cos(2z) + c2 sin(2z)

⇒ y = c1 cos(2 ln t) + c2 sin(2 ln t)

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Recall: Undetermined Coefficients

ay′′ + by′ + cy = g(t)

The coefficients a, b, c are constants.
g(t) involves polynomials, exponential functions, sines, cosines,
or sums or products of such functions (but no other functions).

y = yh + yp

g(t) yp


Pn (t) = an tn + an−1 tn−1 + ... + a0 ts An tn + An−1 tn−1 + ... + A0


Pn (t)eαt ts An tn + An−1 tn−1 + ... + A0 eαt



ts An tn + An−1 tn−1 + ... + A0 eαt cos(βt)
Pn (t)eαt cos(βt) or Pn (t)eαt sin(βt) 


+ Bn tn + Bn−1 tn−1 + ... + B0 eαt sin(βt)

Here s is the smallest nonnegative integer (s = 0, 1, 2) that will ensure

that terms in yp are not solutions of the corresponding homogeneous
equation.
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Example
Find the solution of the initial value problem
5 71
y′′ + 3y′ + 2y = xex + e−2x , y(0) = − , y′ (0) = −
36 36
Solution
Char. eq.: r2 + 3r + 2 = 0 ⇒ (r + 1)(r + 2) = 0 ⇒ r1 = −1, r2 = −2
⇒ yh = c1 e−x + c2 e−2x
−2x
xex + e|{z}
g(x) = |{z} ⇒ yp = (Ax + B)ex + Ce−2x x
⇒ y′p = (Ax + A + B)ex + (−2Cx + C)e−2x
⇒ y′′p = (Ax + 2A + B)ex + (4Cx − 4C)e−2x
(Ax + 2A + B)ex + (4Cx − 4C)e−2x

+3[(Ax + A + B)ex + (−2Cx + C)e−2x ]

+2[(Ax + B)ex + Cxe−2x ] = xex + e−2x

ex (Ax + 2A + B + 3Ax + 3A + 3B + 2Ax + 2B)

+e−2x (4Cx − 4C − 6Cx + 3C + 2Cx) = xex + e−2x

ex (6Ax + 5A + 6B) + e−2x (−C) = xex + e−2x

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 
6A = 1 




1 −5
5A + 6B = 0  ⇒ A = , B = , C = −1
 6 36


−C = 1 
 
1 5
⇒ gen.sol: y = c1 e−x + c2 e−2x + x− ex − xe−2x
6
 36 
1 1 5
⇒ y′ = −c1 e−x − 2c2 e−2x + ex + x− ex − e−2x + 2xe−2x
6 6 36 
5 5 5 

y(0) = − ⇒ c1 + c2 − =−
36 36 36
71 1 5 71 
y′ (0) = − ⇒ −c1 − 2c2 + − −1=−
36  6 36 36

c1 + c2 = 0 
⇒ ⇒ c1 = −1, c2 = 1

c1 + 2c2 = 1 
 
1 5
y = −e−x + e−2x + x− ex − xe−2x
6 36

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Example
For the following differential equations, use the method of
undetermined coefficients to write the shortest form of a particular
solution (do not evaluate the undetermined coefficients)
a) y′′ − 5y′ + 4y = −2e2t + sin t − t cos t
Solution
Char. eq.: r2 − 5r + 4 = 0 ⇒ (r − 1)(r − 4) = 0 ⇒ r1 = 1 , r2 = 4
⇒ yh = c1 et + c2 e4t
g(t) = −2e2t + sin t − t cos t ⇒ yp = Ae2t + (Bt + C)cos t + (Dt + E)sin t
| {z } | {z }

b) y′′ + 6y′ + 9y = e3t + e−3t

Solution
Char. eq.: r2 + 6r + 9 = 0 ⇒ r = (r + 3)2 ⇒ r1 = r2 = −3
⇒ yh = c1 e−3t + c2 te−3t
−3t
e3t + e|{z}
g(t) = |{z} ⇒ yp = Ae3t + B e−3t t2

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c) y′′ + 3y′ + 2y = (t2 − 1)et + e−2t + te−t + t cos(3t)
Solution
Char. eq.: r2 + 3r + 2 = 0 ⇒ (r + 1)(r + 2) = 0 ⇒ r1 = −1 , r2 = −2
⇒ yh = c1 e−t + c2 e−2t
−2t
g(t) = (t2 − 1)et + e|{z} te−t + t cos(3t)
+ |{z}
| {z } | {z }

⇒ yp = (At2 + Bt + C)et + De−2t t + (Et + F)e−t t

+(Gt + H)cos(3t) + (It + J)sin(3t)

d) y′′ + 2y′ + 2y = e−x + sin x + e−x cos x

Solution √
−2 ∓ −4 −2 ∓ 2i
Char. eq.: r2 + 2r + 2 = 0 ⇒ r = = = −1 ∓ i
2 2
⇒ yh = c1 e−x cos x + c2 e−x sin x
e−x + sin
g(x) = |{z} −x
|{z}x + e| {zcos x}
 
⇒ yp = Ae−x + B cos x + C sin x + De−x cos x + Ee−x sin x x

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