# Second Order Euler Equation

• A second order linear differential equation of the form

${{x^2}y^{\prime\prime} + Axy’ + By = 0,\;\;\;}\kern-0.3pt{{x \gt 0}}$

is called the Euler differential equation. It can be reduced to the linear homogeneous differential equation with constant coefficients. This conversion can be done in two ways.

### First Way of Solving an Euler Equation

We make the following substitution: $$x = {e^t}.$$ Then the derivatives will be

${y’ = \frac{{dy}}{{dx}} = \frac{{\frac{{dy}}{{dt}}}}{{\frac{{dx}}{{dt}}}} } = {\frac{{\frac{{dy}}{{dt}}}}{{{e^t}}} } = {{e^{ – t}}\frac{{dy}}{{dt}},}$

${y^{\prime\prime} = \frac{d}{{dx}}\left( {\frac{{dy}}{{dx}}} \right) } = {\frac{d}{{dx}}\left( {{e^{ – t}}\frac{{dy}}{{dt}}} \right) } = {\frac{{\frac{d}{{dt}}}}{{\frac{{dx}}{{dt}}}}\left( {{e^{ – t}}\frac{{dy}}{{dt}}} \right) } = {\frac{{ – {e^{ – t}}\frac{{dy}}{{dt}} + {e^{ – t}}\frac{{{d^2}y}}{{d{t^2}}}}}{{{e^t}}} } = {{e^{ – 2t}}\left( {\frac{{{d^2}y}}{{d{t^2}}} – \frac{{dy}}{{dt}}} \right).}$

Putting this into the original Euler equation gives:

$\require{cancel} {{\cancel{e^{2t}}\cancel{e^{ – 2t}}\left( {\frac{{{d^2}y}}{{d{t^2}}} – \frac{{dy}}{{dt}}} \right) }+{ A\cancel{e^t}\cancel{e^{ – t}}\frac{{dy}}{{dt}} + By = 0,\;\;}}\Rightarrow {{\frac{{{d^2}y}}{{d{t^2}}} – \frac{{dy}}{{dt}} }+{ A\frac{{dy}}{{dt}} + By = 0,\;\;}}\Rightarrow {{\frac{{{d^2}y}}{{d{t^2}}} + \left( {A – 1} \right)\frac{{dy}}{{dt}} }+{ By = 0.}}$

As it can be seen, we obtain the linear equation with constant coefficients. The corresponding characteristic equation has the form:

${k^2} + \left( {A – 1} \right)k + B = 0.$

Now we can determine the roots of the characteristic equation and write the general solution for the function $$y\left( t \right).$$ Then we can easily return to the function $$y\left( x \right)$$ taking into account that

$y\left( t \right) = y\left( {\ln x} \right).$

### Second Way of Solving an Euler Equation

In the second method we look for a solution of the equation in the form of the power function $$y = {x^k},$$ where $$k$$ is an unknown number. It follows from here that

${\frac{{dy}}{{dx}} = k{x^{k – 1}},\;\;}\kern-0.3pt{\frac{{{d^2}y}}{{d{x^2}}} = k\left( {k – 1} \right){x^{k – 2}}.}$

Substituting into the differential equation gives the following result:

${{{x^2}k\left( {k – 1} \right){x^{k – 2}} }+{ Axk{x^{k – 1}} + B{x^k} = 0,\;\;}}\Rightarrow {{k\left( {k – 1} \right){x^k} }+{ Ak{x^k} + B{x^k} = 0,\;\;}}\Rightarrow {\left[ {k\left( {k – 1} \right) + Ak + B} \right]{x^k} }={ 0.}$

As $${x^k} \ne 0,$$ then

${k\left( {k – 1} \right) + Ak + B = 0,\;\;}\Rightarrow {{k^2} + \left( {A – 1} \right)k + B = 0.}$

We get the same characteristic equation as in the first way. After finding the roots, one can write the general solution of the differential equation.

### Non-homogeneous Euler Equation

The non-homogeneous Euler equation is written as

${{x^2}\frac{{{d^2}y}}{{d{x^2}}} + Ax\frac{{dy}}{{dx}} + By }={ f\left( x \right),\;\;}\kern-0.3pt {{x \gt 0}.}$

If the right side has the form

$f\left( x \right) = {x^\alpha }{P_m}\left( {\ln x} \right),$

we can easily construct the general solution similarly to the method of solving linear non-homogeneous differential equations with constant coefficients. The algorithm of the solution looks as follows:

1. Find the general solution of the homogeneous Euler equation;
2. Using the method of undetermined coefficients or the method of variation of constants, find a particular solution depending on the right side of the given non-homogeneous equation;
3. The general solution of the non-homogeneous equation is the sum of the general solution of the homogeneous equation (step $$1$$) and a particular solution of the non-homogeneous equation (step $$2\text{).}$$

• ## Solved Problems

Click a problem to see the solution.

### Example 1

Find the general solution of the differential equation $$4{x^2}y^{\prime\prime} + y = 0$$ assuming that $$x \gt 0.$$

### Example 2

Find the general solution of the equation $${x^2}y^{\prime\prime} – xy’ – 8y$$ $$= 0$$ assuming that $$x \gt 0.$$

### Example 3

Find the general solution of the Euler equation $${x^2}y^{\prime\prime} + xy’ + y$$ $$= 5{x^2}$$ for $$x \gt 0.$$

### Example 4

Solve the non-homogeneous Euler equation $${x^2}y^{\prime\prime} – 2xy’ + 2y$$ $$= 6{x^2} + 4\ln x$$ assuming that $$x \gt 0.$$
Page 1
Concept
Page 2
Problems 1-4