Cauchy-Euler equations

Cauchy-Euler equations are of the form

xn y (n) (x) + a1 xn−1 y (n−1) (x) + a2 x(n−2) y (n−2) (x) + · · · + an−1 x y 0 (x) + an y(x) = 0,

where a1 , a2 , . . . , an are scalar constants.

Solutions can be found by trying y(x) = xλ . Substituting this into the ODE gives

(λn + b1 λn−1 + b2 λn−2 + · · · + bn−1 λ + bn )xλ = 0

for scalar constants b1 , b2 , . . . , bn . We thus see that λ must be a solution of the characteristic equation
given by

λn + b1 λn−1 + b2 λn−2 + · · · + bn−1 λ + bn = 0.

Note that the coefficients b1 , . . . , bn are not the same as the ODE coefficients a1 , . . . , an .

If λ is a solution of the characteristic equation with multiplicity m then the corresponding solution
term is

y(x) = c1 + c2 ln x + c3 (ln x)2 + · · · + cm (ln x)m−1 xλ

for undetermined coefficients c1 , c2 , . . . , cm .

Second-order case

For the case n = 2 we have the ODE

x2 y 00 (x) + a1 xy 0 (x) + a2 y(x) = 0.

Taking y(x) = xλ we have

y(x) = xλ
y 0 (x) = λxλ−1
y 00 (x) = λ(λ − 1)xλ−2

and substituting into the ODE gives

x2 λ(λ − 1)xλ−2 + a1 xλxλ−1 + a2 xλ = 0

λ(λ − 1) + a1 λ + a2 xλ = 0

λ2 + (a1 − 1)λ + a2 xλ = 0.

The characteristic equation is thus

λ2 + (a1 − 1)λ + a2 = 0,

or, equivalently,

λ2 + b1 λ + b2 = 0

with b1 = a1 −1 and b2 = a2 . Note again that the characteristic equation coefficients b1 , b2 are different
to the ODE coefficients a1 , a2 .

1
There are three possibilities for the roots of the characteristic equation:

(a) Two distinct real roots λ1 and λ2 . The general solution is then

y(x) = c1 xλ1 + c2 xλ2

for real coefficients c1 and c2 .

(b) One real root λ with multiplicity 2. The general solution is then

y(x) = (c1 + c2 ln x)xλ

for real coefficients c1 and c2 .

(c) Two complex roots λ1 and λ2 , which must be complex conjugates of each other. The general
solution is then

y(x) = c1 xλ1 + c2 xλ2

for complex coefficients c1 and c2 . If λ1 = σ + iω (so λ2 = σ − iω) then an equivalent form of the
general solution is

y(x) = xσ d1 cos(ω ln x) + d2 sin(ω ln x) .