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ch05_5

The document discusses the Euler equation, a type of differential equation characterized by regular singular points. It details the general solution forms based on the nature of the roots (real, equal, or complex) and provides examples to illustrate each case. Additionally, it covers the behavior of solutions near singular points and presents a theorem summarizing the general solutions for the Euler equation.

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Irfan H
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2 views

ch05_5

The document discusses the Euler equation, a type of differential equation characterized by regular singular points. It details the general solution forms based on the nature of the roots (real, equal, or complex) and provides examples to illustrate each case. Additionally, it covers the behavior of solutions near singular points and presents a theorem summarizing the general solutions for the Euler equation.

Uploaded by

Irfan H
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Ch 5.

5: Euler Equations
A relatively simple differential equation that has a regular
singular point is the Euler equation,
L[ y] = x 2 y +  xy +  y = 0
where ,  are constants.
Note that x0 = 0 is a regular singular point.
The solution of the Euler equation is typical of the solutions
of all differential equations with regular singular points, and
hence we examine Euler equations before discussing the
more general problem.
L[ y] = x 2 y +  xy +  y = 0

Solutions of the Form y = xr


In any interval not containing the origin, the general solution
of the Euler equation has the form
y ( x) = c1 y1 ( x) + c2 y2 ( x)
Suppose x is in (0, ), and assume a solution of the form
y = xr. Then
y = x r , y = r x r −1 , y = r (r − 1) x r −2
Substituting these into the differential equation, we obtain
L[ x r ] = r (r − 1) x r +  r x r +  x r = 0
or
L[ x r ] = x r r (r − 1) +  r +   = 0
or
 
L[ x r ] = x r r 2 + ( − 1)r +  = 0
Quadratic Equation
Thus, after substituting y = xr into our differential equation,
we arrive at
x r (r 2 + ( − 1)r +  ) = 0, x  0
and hence
− ( − 1)  ( − 1) 2 − 4
r=
2

Let F(r) be defined by


F (r ) = r 2 + ( − 1)r +  = (r − r1 )(r − r2 )

We now examine the different cases for the roots r1, r2.
Real, Distinct Roots
If F(r) has real roots r1  r2, then
y1 ( x) = x r1 , y2 ( x) = x r2
are solutions to the Euler equation. Note that
y1 y2 x r1 x r2
W= =
y1 y2 r1 x r1 −1 r2 x r2 −1
= r2 x r1 + r2 −1 − r1 x r1 + r2 −1
= (r2 − r1 )x r1 + r2 −1  0 for all x  0.

Thus y1 and y2 are linearly independent, and the general


solution to our differential equation is
y( x) = c1 x r1 + c2 x r2 , x  0
Example 1
Consider the equation
3x 2 y + xy − y = 0, x  0
Substituting y = xr into this equation, we obtain
y = x r , y = r x r −1 , y = r (r − 1) x r −2
and
3r (r − 1) x + rx − x = 0
r r r

x r 3r (r − 1) + r − 1 = 0
 
x r 3r 2 − 2r − 1 = 0
x r (3r + 1)(r − 1) = 0
Thus r1 = -1/3, r2 = 1, and our general solution is
y( x) = c1 x −1/ 3 + c2 x, x  0
Equal Roots
If F(r) has equal roots r1 = r2, then we have one solution
y1 ( x) = x r1
We could use reduction of order to get a second solution;
instead, we will consider an alternative method.
Since F(r) has a double root r1, F(r) = (r - r1)2, and F'(r1) = 0.
This suggests differentiating L[xr] with respect to r and then
setting r equal to r1, as follows:
 
L[ x r ] = x r r 2 + ( − 1)r +  = x r (r − r1 )
2

  r
L[ x ] = x (r − r1 )
r 2

r r
L[ x r ln x] = x r ln x(r − r1 ) + 2(r − r1 )x r
2

 y2 ( x) = x r1 ln x, x  0
Equal Roots
Thus in the case of equal roots r1 = r2, we have two solutions
y1 ( x) = x r1 , y2 ( x) = x r1 ln x
Now
y1 y2 x r1 x r1 ln x
W= =
y1 y2 r1 x r1 −1 x r1 −1 (r1 ln x + 1)
= x 2 r1 −1 (r1 ln x + 1) − r1 x 2 r1 −1 ln x
= x 2 r1 −1  0 for all x  0.
Thus y1 and y2 are linearly independent, and the general
solution to our differential equation is
y( x) = c1 x r1 + c2 x r1 ln x = (c1 + c2 ln x )x r1 , x  0
Example 2
Consider the equation
x 2 y + 7 xy + 9 y = 0, x  0
Then
y = x r , y = r x r −1 , y = r (r − 1) x r −2
and
r (r − 1) x + 7rx + 9 x = 0
r r r

x r r (r − 1) + 7r + 9 = 0
 
x r r 2 + 6r + 9 = 0
x r (r + 3) = 0
2

Thus r1 = r2 = -3, our general solution is


y( x) = (c1 + c2 ln x )x −3 , x  0
Complex Roots
Suppose F(r) has complex roots r1 =  + i, r2 =  - i,
with   0. Then

x =e
r ln x r
= e r ln x = e ( +i )ln x = e  ln x ei ln x
=e ln x 
ei ln x = x  cos( ln x ) + i sin ( ln x ), x  0
Thus xr is defined for complex r, and it can be shown that the
general solution to the differential equation has the form
y( x) = c1 x  +i + c2 x  −i , x  0
However, these solutions are complex-valued. It can be
shown that the following functions are solutions as well:
y1 ( x) = x  cos( ln x ), y2 ( x) = x  sin ( ln x )
Complex Roots
The following functions are solutions to our equation:
y1 ( x) = x  cos( ln x ), y2 ( x) = x  sin ( ln x )
Using the Wronskian, it can be shown that y1 and y2 are
linearly independent, and thus the general solution to our
differential equation can be written as
y( x) = c1 x  cos( ln x ) + c2 x  sin ( ln x ), x  0
Example 3
Consider the equation
x 2 y + xy + 4 y = 0, x  0
Then
y = x r , y = r x r −1 , y = r (r − 1) x r −2
and
r (r − 1) x r + rx r + 4 x r = 0
x r r (r − 1) + r + 4 = 0
 
xr r 2 + 4 = 0

Thus r1 = -2i, r2 = 2i, and our general solution is


y ( x) = c1 x 0 cos(2 ln x ) + c2 x 0 sin (2 ln x )
= c1 cos(2 ln x ) + c2 sin (2 ln x ), x  0
Solution Behavior
Recall that the solution to the Euler equation
L[ y] = x 2 y +  xy +  y = 0
depends on the roots:
r1  r2 : y ( x) = c1 x r1 + c2 x r2
r1 = r2 : y ( x) = (c1 + c2 ln x )x r1
r1 , r2 complex : y ( x) = c1 x  cos( ln x ) + c2 x  sin ( ln x ),
where r1 =  + i, r2 =  - i.
The qualitative behavior of these solutions near the singular
point x = 0 depends on the nature of r1 and r2. Discuss.
Also, we obtain similar forms of solution when t < 0. Overall
results are summarized on the next slide.
Theorem 5.5.1
The general solution to the Euler equation
x 2 y +  xy +  y = 0
in any interval not containing the origin is determined by the
roots r1 and r2 of the equation
F (r ) = r 2 + ( − 1)r +  = (r − r1 )(r − r2 )
according to the following cases:
r1  r2 : y ( x) = c1 x 1 + c2 x
r r2

r1 = r2 : y ( x) = (c1 + c2 ln x ) x
r1

r1 , r2 complex : y ( x) = c1 x cos( ln x ) + c2 x  sin ( ln x ),


where r1 =  + i, r2 =  - i.


Shifted Equations
The solutions to the Euler equation
(x − x0 )2 y +  (x − x0 )y +  y = 0
are similar to the ones given in Theorem 5.5.1:
r1  r2 : y ( x) = c1 x − x0 1 + c2 x − x0
r r2

r1 = r2 : y ( x) = (c1 + c2 ln x − x0 )x−x r1
0

r1 , r2 complex :
y ( x) = c1 x − x0 cos( ln x − x0 ) + c2 x  sin ( ln x − x0 ),

where r1 =  + i, r2 =  - i.


Example 5: Initial Value Problem (1 of 4)

Consider the initial value problem


2 x 2 y + 6 xy + 10 y = 0, y(1) = 1, y(1) = 1
Then
y = x r , y = r x r −1 , y = r (r − 1) x r −2
and
2r (r − 1) x r + 6rx r + 10 x r = 0
x r 2r (r − 1) + 6r + 10 = 0
 
x r 2r 2 + 4r + 10 = 0
Using the quadratic formula on r2 + 2r + 5, we obtain
− 2  4 − 20
r= = −1  2i
2
Example 5: General Solution (2 of 4)

Thus  = -1,  = 2, and the general solution of our initial


value problem is
y ( x) = c1 x cos(2 ln x ) + c2 x sin (2 ln x )
−1 −1

= c1 x −1 cos(2 ln x ) + c2 x −1 sin (2 ln x ),
where the last equality follows from the requirement that the
domain of the solution include the initial point x = 1.
To see this, recall that our initial value problem is
2 x 2 y + 6 xy + 10 y = 0, y(1) = 1, y(1) = 1
Example 5: Initial Conditions (3 of 4)

Our general solution is


y( x) = c1 x −1 cos(2 ln x ) + c2 x −1 sin (2 ln x )
Recall our initial value problem:
2 x 2 y + 6 xy + 10 y = 0, y(1) = 1, y(1) = 1
Using the initial conditions and calculus, we obtain
c1 = 1
  c1 = 1, c2 = 1
− c1 + 2c2 = 1 
Thus our solution to the initial value problem is
y( x) = x −1 cos(2 ln x ) + x −1 sin (2 ln x )
Example 5: Graph of Solution (4 of 4)

Graphed below is the solution


y( x) = x −1 cos(2 ln x ) + x −1 sin (2 ln x )
of our initial value problem
2 x 2 y + 6 xy + 10 y = 0, y(1) = 1, y(1) = 1
Note that as x approaches the singular point x = 0, the
solution oscillates and becomes unbounded.

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