How to Find a Second Linearly Independent Solution for a Repeated Root in a Cauchy-Euler Equation
Have you ever come across a second-order differential equation that looks like this?
x²y″ − 3xy′ + 4y = 0
This is what's called a Cauchy-Euler equation (also known as an equidimensional equation). These are special because they match the pattern:
x²y″ + axy′ + by = 0
and we can solve them with a neat trick—try solutions of the form y = xʳ. But what happens when that method gives us a repeated root? Let's walk through it together!
Step 1: Assume a Power Function
Suppose we guess a solution:
y = xʳ
Then its derivatives are:
- y′ = r·xr−1
- y″ = r(r−1)·xr−2
Plug these into the equation:
x²y″ − 3xy′ + 4y = x²·r(r−1)xr−2 − 3x·r xr−1 + 4 xr
Simplify:
xʳ [r(r−1) − 3r + 4] = 0
This gives the characteristic equation:
r² − 4r + 4 = 0 → (r − 2)² = 0
We have a repeated root! r = 2
Wait... Isn't That Only One Solution?
Yes! The solution we get is:
y₁(x) = x²
But second-order differential equations need two linearly independent solutions to form the general solution.
When there's a repeated root, the second solution includes a logarithmic term:
y₂(x) = x² ln(x)
Where did that come from? Let’s find out.
Step 2: Use Reduction of Order
Suppose the second solution looks like:
y₂(x) = v(x) · x²
Differentiate:
- y₂′ = v′·x² + 2v·x
- y₂″ = v″·x² + 4v′·x + 2v
Now plug into the original differential equation:
x²y₂″ − 3x y₂′ + 4y₂
After substitution and simplification, the equation becomes:
v″·x⁴ + v′·x³ = 0
Divide by x³ (assuming x ≠ 0):
v″·x + v′ = 0
Step 3: Solve the Simpler Equation
This is now a first-order linear ODE in v′:
Let u = v′ ⇒ x du/dx + u = 0
Separate variables and integrate:
∫du/u = −∫dx/x ⇒ ln|u| = −ln|x| + C ⇒ u = C/x
Then:
v′ = C/x ⇒ v = C ln x + D
Step 4: Get the Final Answer
Now plug back:
y₂(x) = v(x) · x² = (C ln x + D) x²
So the two solutions are:
- y₁(x) = x²
- y₂(x) = x² ln x
The general solution is:
y(x) = C₁ x² + C₂ x² ln x
Final Thoughts
The Cauchy-Euler equation is one of those beautiful intersections of algebra and calculus. It teaches us that sometimes, when two solutions look the same, we need to dig deeper—literally into a logarithm—to find a new direction.
Now you’re ready to handle repeated roots like a pro.
Review Summary
- Try
y = xʳ— works when roots are real and distinct. - If you get a repeated root, the second solution involves a logarithmic term.
- Use reduction of order to find it: set
y₂ = v(x) xʳand solve. - Final form:
y₂ = xʳ ln x
Happy mathing!
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