Internal problem ID [310]
Internal file name [OUTPUT/310_Sunday_June_05_2022_01_38_31_AM_34334670/index.tex
]
Book: Differential equations and linear algebra, 4th ed., Edwards and Penney
Section: Section 5.3, Higher-Order Linear Differential Equations. Homogeneous Equations with
Constant Coefficients. Page 300
Problem number: problem 56.
ODE order: 3.
ODE degree: 1.
The type(s) of ODE detected by this program : "higher_order_ODE_non_constant_coefficients_of_type_Euler"
Maple gives the following as the ode type
[[_3rd_order, _missing_y]]
\[ \boxed {x^{3} y^{\prime \prime \prime }+3 x^{2} y^{\prime \prime }+y^{\prime } x=0} \] This is Euler ODE of higher order. Let \(y = x^{\lambda }\). Hence \begin {align*} y^{\prime } &= \lambda \,x^{\lambda -1}\\ y^{\prime \prime } &= \lambda \left (\lambda -1\right ) x^{\lambda -2}\\ y^{\prime \prime \prime } &= \lambda \left (\lambda -1\right ) \left (\lambda -2\right ) x^{\lambda -3} \end {align*}
Substituting these back into \[ x^{3} y^{\prime \prime \prime }+3 x^{2} y^{\prime \prime }+y^{\prime } x = 0 \] gives \[ x \lambda \,x^{\lambda -1}+3 x^{2} \lambda \left (\lambda -1\right ) x^{\lambda -2}+x^{3} \lambda \left (\lambda -1\right ) \left (\lambda -2\right ) x^{\lambda -3} = 0 \] Which simplifies to \[ \lambda \,x^{\lambda }+3 \lambda \left (\lambda -1\right ) x^{\lambda }+\lambda \left (\lambda -1\right ) \left (\lambda -2\right ) x^{\lambda } = 0 \] And since \(x^{\lambda }\neq 0\) then dividing through by \(x^{\lambda }\), the above becomes
\[ \lambda +3 \lambda \left (\lambda -1\right )+\lambda \left (\lambda -1\right ) \left (\lambda -2\right ) = 0 \] Simplifying gives the characteristic equation as \[ \lambda ^{3} = 0 \] Solving the above gives the following roots \begin {align*} \lambda _1 &= 0\\ \lambda _2 &= 0\\ \lambda _3 &= 0 \end {align*}
This table summarises the result
root | multiplicity | type of root |
\(0\) | \(3\) | real root |
The solution is generated by going over the above table. For each real root \(\lambda \) of multiplicity one generates a \(c_1x^{\lambda }\) basis solution. Each real root of multiplicty two, generates \(c_1x^{\lambda }\) and \(c_2x^{\lambda } \ln \left (x \right )\) basis solutions. Each real root of multiplicty three, generates \(c_1x^{\lambda }\) and \(c_2x^{\lambda } \ln \left (x \right )\) and \(c_3x^{\lambda } \ln \left (x \right )^{2}\) basis solutions, and so on. Each complex root \(\alpha \pm i \beta \) of multiplicity one generates \(x^{\alpha } \left (c_1\cos (\beta \ln \left (x \right ))+c_2\sin (\beta \ln \left (x \right ))\right )\) basis solutions. And each complex root \(\alpha \pm i \beta \) of multiplicity two generates \(\ln \left (x \right ) x^{\alpha }\left (c_1\cos (\beta \ln \left (x \right ))+c_2\sin (\beta \ln \left (x \right ))\right )\) basis solutions. And each complex root \(\alpha \pm i \beta \) of multiplicity three generates \(\ln \left (x \right )^{2} x^{\alpha }\left (c_1\cos (\beta \ln \left (x \right ))+c_2\sin (\beta \ln \left (x \right ))\right )\) basis solutions. And so on. Using the above show that the solution is
\[ y = c_{1} +c_{2} \ln \left (x \right )+c_{3} \ln \left (x \right )^{2} \] The fundamental set of solutions for the homogeneous solution are the following \begin {align*} y_1 &= 1\\ y_2 &= \ln \left (x \right )\\ y_3 &= \ln \left (x \right )^{2} \end {align*}
Summary
The solution(s) found are the following \begin{align*} \tag{1} y &= c_{1} +c_{2} \ln \left (x \right )+c_{3} \ln \left (x \right )^{2} \\ \end{align*}
Verification of solutions
\[ y = c_{1} +c_{2} \ln \left (x \right )+c_{3} \ln \left (x \right )^{2} \] Verified OK.
\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & x^{3} y^{\prime \prime \prime }+3 x^{2} y^{\prime \prime }+y^{\prime } x =0 \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 3 \\ {} & {} & y^{\prime \prime \prime } \\ \bullet & {} & \textrm {Isolate 3rd derivative}\hspace {3pt} \\ {} & {} & y^{\prime \prime \prime }=-\frac {3 x y^{\prime \prime }+y^{\prime }}{x^{2}} \\ \bullet & {} & \textrm {Group terms with}\hspace {3pt} y\hspace {3pt}\textrm {on the lhs of the ODE and the rest on the rhs of the ODE; ODE is linear}\hspace {3pt} \\ {} & {} & y^{\prime \prime \prime }+\frac {3 y^{\prime \prime }}{x}+\frac {y^{\prime }}{x^{2}}=0 \\ \bullet & {} & \textrm {Multiply by denominators of the ODE}\hspace {3pt} \\ {} & {} & y^{\prime \prime \prime } x^{2}+3 x y^{\prime \prime }+y^{\prime }=0 \\ \bullet & {} & \textrm {Make a change of variables}\hspace {3pt} \\ {} & {} & t =\ln \left (x \right ) \\ \square & {} & \textrm {Substitute the change of variables back into the ODE}\hspace {3pt} \\ {} & \circ & \textrm {Calculate the}\hspace {3pt} \hspace {3pt}\textrm {1st}\hspace {3pt} \hspace {3pt}\textrm {derivative of}\hspace {3pt} \hspace {3pt}\textrm {y}\hspace {3pt} \hspace {3pt}\textrm {with respect to}\hspace {3pt} \hspace {3pt}\textrm {x}\hspace {3pt} \hspace {3pt}\textrm {, using the chain rule}\hspace {3pt} \\ {} & {} & y^{\prime }=\left (\frac {d}{d t}y \left (t \right )\right ) t^{\prime }\left (x \right ) \\ {} & \circ & \textrm {Compute derivative}\hspace {3pt} \\ {} & {} & y^{\prime }=\frac {\frac {d}{d t}y \left (t \right )}{x} \\ {} & \circ & \textrm {Calculate the}\hspace {3pt} \hspace {3pt}\textrm {2nd}\hspace {3pt} \hspace {3pt}\textrm {derivative of}\hspace {3pt} \hspace {3pt}\textrm {y}\hspace {3pt} \hspace {3pt}\textrm {with respect to}\hspace {3pt} \hspace {3pt}\textrm {x}\hspace {3pt} \hspace {3pt}\textrm {, using the chain rule}\hspace {3pt} \\ {} & {} & y^{\prime \prime }=\left (\frac {d^{2}}{d t^{2}}y \left (t \right )\right ) {t^{\prime }\left (x \right )}^{2}+t^{\prime \prime }\left (x \right ) \left (\frac {d}{d t}y \left (t \right )\right ) \\ {} & \circ & \textrm {Compute derivative}\hspace {3pt} \\ {} & {} & y^{\prime \prime }=\frac {\frac {d^{2}}{d t^{2}}y \left (t \right )}{x^{2}}-\frac {\frac {d}{d t}y \left (t \right )}{x^{2}} \\ {} & \circ & \textrm {Calculate the}\hspace {3pt} \hspace {3pt}\textrm {3rd}\hspace {3pt} \hspace {3pt}\textrm {derivative of}\hspace {3pt} \hspace {3pt}\textrm {y}\hspace {3pt} \hspace {3pt}\textrm {with respect to}\hspace {3pt} \hspace {3pt}\textrm {x}\hspace {3pt} \hspace {3pt}\textrm {, using the chain rule}\hspace {3pt} \\ {} & {} & y^{\prime \prime \prime }=\left (\frac {d^{3}}{d t^{3}}y \left (t \right )\right ) {t^{\prime }\left (x \right )}^{3}+3 t^{\prime }\left (x \right ) t^{\prime \prime }\left (x \right ) \left (\frac {d^{2}}{d t^{2}}y \left (t \right )\right )+t^{\prime \prime \prime }\left (x \right ) \left (\frac {d}{d t}y \left (t \right )\right ) \\ {} & \circ & \textrm {Compute derivative}\hspace {3pt} \\ {} & {} & y^{\prime \prime \prime }=\frac {\frac {d^{3}}{d t^{3}}y \left (t \right )}{x^{3}}-\frac {3 \left (\frac {d^{2}}{d t^{2}}y \left (t \right )\right )}{x^{3}}+\frac {2 \left (\frac {d}{d t}y \left (t \right )\right )}{x^{3}} \\ & {} & \textrm {Substitute the change of variables back into the ODE}\hspace {3pt} \\ {} & {} & \left (\frac {\frac {d^{3}}{d t^{3}}y \left (t \right )}{x^{3}}-\frac {3 \left (\frac {d^{2}}{d t^{2}}y \left (t \right )\right )}{x^{3}}+\frac {2 \left (\frac {d}{d t}y \left (t \right )\right )}{x^{3}}\right ) x^{2}+3 x \left (\frac {\frac {d^{2}}{d t^{2}}y \left (t \right )}{x^{2}}-\frac {\frac {d}{d t}y \left (t \right )}{x^{2}}\right )+\frac {\frac {d}{d t}y \left (t \right )}{x}=0 \\ \bullet & {} & \textrm {Simplify}\hspace {3pt} \\ {} & {} & \frac {\frac {d^{3}}{d t^{3}}y \left (t \right )}{x}=0 \\ \bullet & {} & \textrm {Isolate 3rd derivative}\hspace {3pt} \\ {} & {} & \frac {d^{3}}{d t^{3}}y \left (t \right )=0 \\ \square & {} & \textrm {Convert linear ODE into a system of first order ODEs}\hspace {3pt} \\ {} & \circ & \textrm {Define new variable}\hspace {3pt} y_{1}\left (t \right ) \\ {} & {} & y_{1}\left (t \right )=y \left (t \right ) \\ {} & \circ & \textrm {Define new variable}\hspace {3pt} y_{2}\left (t \right ) \\ {} & {} & y_{2}\left (t \right )=\frac {d}{d t}y \left (t \right ) \\ {} & \circ & \textrm {Define new variable}\hspace {3pt} y_{3}\left (t \right ) \\ {} & {} & y_{3}\left (t \right )=\frac {d^{2}}{d t^{2}}y \left (t \right ) \\ {} & \circ & \textrm {Isolate for}\hspace {3pt} \frac {d}{d t}y_{3}\left (t \right )\hspace {3pt}\textrm {using original ODE}\hspace {3pt} \\ {} & {} & \frac {d}{d t}y_{3}\left (t \right )=0 \\ & {} & \textrm {Convert linear ODE into a system of first order ODEs}\hspace {3pt} \\ {} & {} & \left [y_{2}\left (t \right )=\frac {d}{d t}y_{1}\left (t \right ), y_{3}\left (t \right )=\frac {d}{d t}y_{2}\left (t \right ), \frac {d}{d t}y_{3}\left (t \right )=0\right ] \\ \bullet & {} & \textrm {Define vector}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}\left (t \right )=\left [\begin {array}{c} y_{1}\left (t \right ) \\ y_{2}\left (t \right ) \\ y_{3}\left (t \right ) \end {array}\right ] \\ \bullet & {} & \textrm {System to solve}\hspace {3pt} \\ {} & {} & \frac {d}{d t}{\moverset {\rightarrow }{y}}\left (t \right )=\left [\begin {array}{ccc} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 0 & 0 & 0 \end {array}\right ]\cdot {\moverset {\rightarrow }{y}}\left (t \right ) \\ \bullet & {} & \textrm {Define the coefficient matrix}\hspace {3pt} \\ {} & {} & A =\left [\begin {array}{ccc} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 0 & 0 & 0 \end {array}\right ] \\ \bullet & {} & \textrm {Rewrite the system as}\hspace {3pt} \\ {} & {} & \frac {d}{d t}{\moverset {\rightarrow }{y}}\left (t \right )=A \cdot {\moverset {\rightarrow }{y}}\left (t \right ) \\ \bullet & {} & \textrm {To solve the system, find the eigenvalues and eigenvectors of}\hspace {3pt} A \\ \bullet & {} & \textrm {Eigenpairs of}\hspace {3pt} A \\ {} & {} & \left [\left [0, \left [\begin {array}{c} 1 \\ 0 \\ 0 \end {array}\right ]\right ], \left [0, \left [\begin {array}{c} 0 \\ 0 \\ 0 \end {array}\right ]\right ], \left [0, \left [\begin {array}{c} 0 \\ 0 \\ 0 \end {array}\right ]\right ]\right ] \\ \bullet & {} & \textrm {Consider eigenpair}\hspace {3pt} \\ {} & {} & \left [0, \left [\begin {array}{c} 1 \\ 0 \\ 0 \end {array}\right ]\right ] \\ \bullet & {} & \textrm {Solution to homogeneous system from eigenpair}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}_{1}=\left [\begin {array}{c} 1 \\ 0 \\ 0 \end {array}\right ] \\ \bullet & {} & \textrm {Consider eigenpair}\hspace {3pt} \\ {} & {} & \left [0, \left [\begin {array}{c} 0 \\ 0 \\ 0 \end {array}\right ]\right ] \\ \bullet & {} & \textrm {Solution to homogeneous system from eigenpair}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}_{2}=\left [\begin {array}{c} 0 \\ 0 \\ 0 \end {array}\right ] \\ \bullet & {} & \textrm {Consider eigenpair}\hspace {3pt} \\ {} & {} & \left [0, \left [\begin {array}{c} 0 \\ 0 \\ 0 \end {array}\right ]\right ] \\ \bullet & {} & \textrm {Solution to homogeneous system from eigenpair}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}_{3}=\left [\begin {array}{c} 0 \\ 0 \\ 0 \end {array}\right ] \\ \bullet & {} & \textrm {General solution to the system of ODEs}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}=c_{1} {\moverset {\rightarrow }{y}}_{1}+c_{2} {\moverset {\rightarrow }{y}}_{2}+c_{3} {\moverset {\rightarrow }{y}}_{3} \\ \bullet & {} & \textrm {Substitute solutions into the general solution}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}=\left [\begin {array}{c} c_{1} \\ 0 \\ 0 \end {array}\right ] \\ \bullet & {} & \textrm {First component of the vector is the solution to the ODE}\hspace {3pt} \\ {} & {} & y \left (t \right )=c_{1} \\ \bullet & {} & \textrm {Change variables back using}\hspace {3pt} t =\ln \left (x \right ) \\ {} & {} & y=c_{1} \end {array} \]
Maple trace
`Methods for third order ODEs: --- Trying classification methods --- trying a quadrature checking if the LODE has constant coefficients checking if the LODE is of Euler type <- LODE of Euler type successful`
✓ Solution by Maple
Time used: 0.015 (sec). Leaf size: 16
dsolve(x^3*diff(y(x),x$3)+3*x^2*diff(y(x),x$2)+x*diff(y(x),x)=0,y(x), singsol=all)
\[ y \left (x \right ) = c_{3} \ln \left (x \right )^{2}+c_{2} \ln \left (x \right )+c_{1} \]
✓ Solution by Mathematica
Time used: 0.019 (sec). Leaf size: 23
DSolve[x^3*y'''[x]+3*x^2*y''[x]+x*y'[x]==0,y[x],x,IncludeSingularSolutions -> True]
\[ y(x)\to \frac {1}{2} c_2 \log ^2(x)+c_1 \log (x)+c_3 \]