13.26 problem 20.4 (b)

Internal problem ID [13667]
Internal file name [OUTPUT/12839_Saturday_February_17_2024_08_45_21_AM_13746180/index.tex]

Book: Ordinary Differential Equations. An introduction to the fundamentals. Kenneth B. Howell. second edition. CRC Press. FL, USA. 2020
Section: Chapter 20. Euler equations. Additional exercises page 382
Problem number: 20.4 (b).
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, _with_linear_symmetries]]

\[ \boxed {x^{3} y^{\prime \prime \prime }+2 x^{2} y^{\prime \prime }+y^{\prime } x -y=0} \] 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 \[ x^{3} y^{\prime \prime \prime }+2 x^{2} y^{\prime \prime }+y^{\prime } x -y = 0 \] gives \[ x \lambda \,x^{\lambda -1}+2 x^{2} \lambda \left (\lambda -1\right ) x^{\lambda -2}+x^{3} \lambda \left (\lambda -1\right ) \left (\lambda -2\right ) x^{\lambda -3}-x^{\lambda } = 0 \] Which simplifies to \[ \lambda \,x^{\lambda }+2 \lambda \left (\lambda -1\right ) x^{\lambda }+\lambda \left (\lambda -1\right ) \left (\lambda -2\right ) x^{\lambda }-x^{\lambda } = 0 \] And since \(x^{\lambda }\neq 0\) then dividing through by \(x^{\lambda }\), the above becomes

\[ \lambda +2 \lambda \left (\lambda -1\right )+\lambda \left (\lambda -1\right ) \left (\lambda -2\right )-1 = 0 \] Simplifying gives the characteristic equation as \[ \lambda ^{3}-\lambda ^{2}+\lambda -1 = 0 \] Solving the above gives the following roots \begin {align*} \lambda _1 &= 1\\ \lambda _2 &= i\\ \lambda _3 &= -i \end {align*}

This table summarises the result

root	multiplicity	type of root
\(1\)	\(1\)	real root
\( \pm 1 i\)	\(1\)	complex conjugate 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

\[ y = c_{1} x +c_{2} \cos \left (\ln \left (x \right )\right )+c_{3} \sin \left (\ln \left (x \right )\right ) \] The fundamental set of solutions for the homogeneous solution are the following \begin {align*} y_1 &= x\\ y_2 &= \cos \left (\ln \left (x \right )\right )\\ y_3 &= \sin \left (\ln \left (x \right )\right ) \end {align*}

Summary

The solution(s) found are the following \begin{align*} \tag{1} y &= c_{1} x +c_{2} \cos \left (\ln \left (x \right )\right )+c_{3} \sin \left (\ln \left (x \right )\right ) \\ \end{align*}

Verification of solutions

\[ y = c_{1} x +c_{2} \cos \left (\ln \left (x \right )\right )+c_{3} \sin \left (\ln \left (x \right )\right ) \] Verified OK.

13.26.1 Maple step by step solution

\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & y^{\prime \prime \prime } x^{3}+2 x^{2} y^{\prime \prime }+y^{\prime } x -y=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 {y}{x^{3}}-\frac {2 y^{\prime \prime } x +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 {2 y^{\prime \prime }}{x}+\frac {y^{\prime }}{x^{2}}-\frac {y}{x^{3}}=0 \\ \bullet & {} & \textrm {Multiply by denominators of the ODE}\hspace {3pt} \\ {} & {} & y^{\prime \prime \prime } x^{3}+2 x^{2} y^{\prime \prime }+y^{\prime } x -y=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^{3}+2 x^{2} \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 {d}{d t}y \left (t \right )-y \left (t \right )=0 \\ \bullet & {} & \textrm {Simplify}\hspace {3pt} \\ {} & {} & \frac {d^{3}}{d t^{3}}y \left (t \right )-\frac {d^{2}}{d t^{2}}y \left (t \right )+\frac {d}{d t}y \left (t \right )-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 )=y_{3}\left (t \right )-y_{2}\left (t \right )+y_{1}\left (t \right ) \\ & {} & \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 )=y_{3}\left (t \right )-y_{2}\left (t \right )+y_{1}\left (t \right )\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 \\ 1 & -1 & 1 \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 \\ 1 & -1 & 1 \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 [1, \left [\begin {array}{c} 1 \\ 1 \\ 1 \end {array}\right ]\right ], \left [\mathrm {-I}, \left [\begin {array}{c} -1 \\ \mathrm {I} \\ 1 \end {array}\right ]\right ], \left [\mathrm {I}, \left [\begin {array}{c} -1 \\ \mathrm {-I} \\ 1 \end {array}\right ]\right ]\right ] \\ \bullet & {} & \textrm {Consider eigenpair}\hspace {3pt} \\ {} & {} & \left [1, \left [\begin {array}{c} 1 \\ 1 \\ 1 \end {array}\right ]\right ] \\ \bullet & {} & \textrm {Solution to homogeneous system from eigenpair}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}_{1}={\mathrm e}^{t}\cdot \left [\begin {array}{c} 1 \\ 1 \\ 1 \end {array}\right ] \\ \bullet & {} & \textrm {Consider complex eigenpair, complex conjugate eigenvalue can be ignored}\hspace {3pt} \\ {} & {} & \left [\mathrm {-I}, \left [\begin {array}{c} -1 \\ \mathrm {I} \\ 1 \end {array}\right ]\right ] \\ \bullet & {} & \textrm {Solution from eigenpair}\hspace {3pt} \\ {} & {} & {\mathrm e}^{\mathrm {-I} t}\cdot \left [\begin {array}{c} -1 \\ \mathrm {I} \\ 1 \end {array}\right ] \\ \bullet & {} & \textrm {Use Euler identity to write solution in terms of}\hspace {3pt} \sin \hspace {3pt}\textrm {and}\hspace {3pt} \cos \\ {} & {} & \left (\cos \left (t \right )-\mathrm {I} \sin \left (t \right )\right )\cdot \left [\begin {array}{c} -1 \\ \mathrm {I} \\ 1 \end {array}\right ] \\ \bullet & {} & \textrm {Simplify expression}\hspace {3pt} \\ {} & {} & \left [\begin {array}{c} -\cos \left (t \right )+\mathrm {I} \sin \left (t \right ) \\ \mathrm {I} \left (\cos \left (t \right )-\mathrm {I} \sin \left (t \right )\right ) \\ \cos \left (t \right )-\mathrm {I} \sin \left (t \right ) \end {array}\right ] \\ \bullet & {} & \textrm {Both real and imaginary parts are solutions to the homogeneous system}\hspace {3pt} \\ {} & {} & \left [{\moverset {\rightarrow }{y}}_{2}\left (t \right )=\left [\begin {array}{c} -\cos \left (t \right ) \\ \sin \left (t \right ) \\ \cos \left (t \right ) \end {array}\right ], {\moverset {\rightarrow }{y}}_{3}\left (t \right )=\left [\begin {array}{c} \sin \left (t \right ) \\ \cos \left (t \right ) \\ -\sin \left (t \right ) \end {array}\right ]\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}\left (t \right )+c_{3} {\moverset {\rightarrow }{y}}_{3}\left (t \right ) \\ \bullet & {} & \textrm {Substitute solutions into the general solution}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}=c_{1} {\mathrm e}^{t}\cdot \left [\begin {array}{c} 1 \\ 1 \\ 1 \end {array}\right ]+\left [\begin {array}{c} -c_{2} \cos \left (t \right )+c_{3} \sin \left (t \right ) \\ c_{2} \sin \left (t \right )+c_{3} \cos \left (t \right ) \\ c_{2} \cos \left (t \right )-c_{3} \sin \left (t \right ) \end {array}\right ] \\ \bullet & {} & \textrm {First component of the vector is the solution to the ODE}\hspace {3pt} \\ {} & {} & y \left (t \right )=c_{1} {\mathrm e}^{t}+c_{3} \sin \left (t \right )-c_{2} \cos \left (t \right ) \\ \bullet & {} & \textrm {Change variables back using}\hspace {3pt} t =\ln \left (x \right ) \\ {} & {} & y=c_{1} x +c_{3} \sin \left (\ln \left (x \right )\right )-c_{2} \cos \left (\ln \left (x \right )\right ) \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: 0.0 (sec). Leaf size: 18

dsolve(x^3*diff(y(x),x$3)+2*x^2*diff(y(x),x$2)+x*diff(y(x),x)-y(x)=0,y(x), singsol=all)
 

\[ y \left (x \right ) = c_{1} x +c_{2} \sin \left (\ln \left (x \right )\right )+c_{3} \cos \left (\ln \left (x \right )\right ) \]

✓ Solution by Mathematica

Time used: 0.004 (sec). Leaf size: 22

DSolve[x^3*y'''[x]+2*x^2*y''[x]+x*y'[x]-y[x]==0,y[x],x,IncludeSingularSolutions -> True]
 

\[ y(x)\to c_3 x+c_1 \cos (\log (x))+c_2 \sin (\log (x)) \]