Linear Second Order Differential Equations with variable coefficients,

reducible to constant coefficients

(A) Cauchy-Euler DE of second order : A linear differential equation of the form

x 2 D2 pxD q y R(x) , (DE1)

d
where D and p,q are constants, is called Cauchy-Euler DE of second order.
dx
Consider the substitution

x ez z log e x .
or (1)
d
Denoting , we can show that
dz
xD ; x 2 D2 ( 1) (2)

Using (1) and (2) in (DE1), we get a differential equation with constant coefficients, which can be
solved using the methods such as the method of undetermined coefficients / variation of parameters.

(B) Cauchy-Legendre DE of second order : A linear differential equation of the form

(ax b)2 D2 p(ax b)D q y R(x) , (DE2)

d
where D and p,q are constants, is called Cauchy-Legendre DE of second order.
dx
Consider the substitution

ax b e z or z log e (ax b) . (1)

d
Denoting , we can show that
dz
(ax b)D a ; (ax b) 2 D2 a 2 ( 1) (2)

Using (1) and (2) in (DE2), we get a differential equation with constant coefficients, which can be
solved using the methods such as the method of undetermined coefficients / variation of parameters.

Note : Eulers equation is a special case of Legendres equation. It is obtained by substituting a 1

and b 0 in the Legendres DE.
Problems :

1. Solve the following differential equations :

Differential Equation Answer

(i) x 2 y '' xy ' y log( x) y (c1 c2 log x) x log x 2
(ii) x y '' xy ' y log( x)sin(log x)
2
1 1
y c1 cos(log x) c2 sin(log x) (log x)2 cos(log x) log(log x)sin(log x)
4 4
(ii) (3x 2) y '' 3(3x 2) y ' 36 y 3x 4 x 1 y c1 cos(ln(1 x)) c2 sin(ln(1 x)) 2ln(1 x)sin(ln(1 x))
2 2

(iii) (1 x)2 y '' (1 x) y ' y 4cos(ln(1 x)) 1

y c1 (3x 2)2 c2 (3x 2)2 [(3x 2)2 ln(3x 2) 1]
108