← 2015 Paper 1

UPSC 2015 Maths Optional Paper 1 Q8d — Step-by-Step Solution

13 marks · Section B

Euler-Cauchy equation · ODEs · asked 9× in 14 yrs · Read the full method →

Question

Solve x4y(4)+6x3y(3)+4x2y′′−2xy′−4y=x2+2cos⁡(log⁡ex).x^4 y^{(4)}+6x^3 y^{(3)}+4x^2 y''-2x y'-4y=x^2+2\cos(\log_e x).

Technique

Euler equation ⇒ substitute x=etx=e^t to get constant-coefficient operator f(D)=D4−3D2−4=(D−2)(D+2)(D2+1)f(D)=D^4-3D^2-4=(D-2)(D+2)(D^2+1); CF from the roots; particular integrals handle resonance (e2te^{2t} and cos⁡t\cos t are both in the kernel) via tt-multiplication; convert back via t=log⁡xt=\log x.

Solution

Strategy. The LHS is an Euler equation. Substitute x=etx=e^t (so t=log⁡xt=\log x) and use xDx=DtxD_x=D_t, x2Dx2=Dt(Dt−1)x^2 D_x^2=D_t(D_t-1), etc.

Step 1 — Convert to constant coefficients

Let D=d/dtD=d/dt. Standard formulae:

Substitute:

D(D−1)(D−2)(D−3)y+6D(D−1)(D−2)y+4D(D−1)y−2Dy−4y=e2t+2cos⁡t.D(D-1)(D-2)(D-3)y+6D(D-1)(D-2)y+4D(D-1)y-2Dy-4y=e^{2t}+2\cos t.

(RHS: x2=e2tx^2=e^{2t}, cos⁡(log⁡x)=cos⁡t\cos(\log x)=\cos t.)

Step 2 — Simplify the LHS polynomial in DD

Let me compute the operator coefficient by coefficient.

D(D−1)(D−2)(D−3)D(D-1)(D-2)(D-3): expand step by step.

D(D−1)=D2−DD(D-1)=D^2-D.

(D2−D)(D−2)=D3−2D2−D2+2D=D3−3D2+2D(D^2-D)(D-2)=D^3-2D^2-D^2+2D=D^3-3D^2+2D.

(D3−3D2+2D)(D−3)=D4−3D3−3D3+9D2+2D2−6D=D4−6D3+11D2−6D(D^3-3D^2+2D)(D-3)=D^4-3D^3-3D^3+9D^2+2D^2-6D=D^4-6D^3+11D^2-6D.

6D(D−1)(D−2)=6(D3−3D2+2D)=6D3−18D2+12D6D(D-1)(D-2)=6(D^3-3D^2+2D)=6D^3-18D^2+12D.

4D(D−1)=4D2−4D4D(D-1)=4D^2-4D.

−2D=−2D-2D=-2D.

−4=−4-4=-4.

Sum:

LHS operator: D4−3D2−4D^4-3D^2-4.

Step 3 — Factor the operator

D4−3D2−4=(D2−4)(D2+1)=(D−2)(D+2)(D2+1)D^4-3D^2-4=(D^2-4)(D^2+1)=(D-2)(D+2)(D^2+1).

Step 4 — Auxiliary equation; complementary function

Roots: D=2,−2,±iD=2,-2,\pm i.

Complementary function in tt:

yc=c1e2t+c2e−2t+c3cos⁡t+c4sin⁡t.y_c=c_1 e^{2t}+c_2 e^{-2t}+c_3\cos t+c_4\sin t.

In xx (using t=log⁡xt=\log x, et=xe^t=x):

yc=c1x2+c2x2+c3cos⁡(log⁡x)+c4sin⁡(log⁡x).y_c=c_1 x^2+\dfrac{c_2}{x^2}+c_3\cos(\log x)+c_4\sin(\log x).

Step 5 — Particular integral for e2te^{2t}

RHS contains e2te^{2t}. Standard formula: yp=e2tf(D)∣at D=2y_p=\dfrac{e^{2t}}{f(D)}\bigg|_{\text{at }D=2}, where f(D)=D4−3D2−4f(D)=D^4-3D^2-4. But f(2)=16−12−4=0f(2)=16-12-4=0 — resonance.

Use f(D)=(D−2)(D+2)(D2+1)f(D)=(D-2)(D+2)(D^2+1). With D=2D=2: f(2)=0f(2)=0, single root. Apply 1D−2\dfrac{1}{D-2} specially:

yp=e2t(D−2)(D+2)(D2+1)=1(D+2)(D2+1)∣D=2⋅e2tD−2∣shifted.y_p=\dfrac{e^{2t}}{(D-2)(D+2)(D^2+1)}=\dfrac{1}{(D+2)(D^2+1)}\bigg|_{D=2}\cdot\dfrac{e^{2t}}{D-2}\bigg|_{\text{shifted}}.

For a simple-pole resonance, yp=e2tf′(2)⋅ty_p=\dfrac{e^{2t}}{f'(2)}\cdot t — standard “shift” formula.

f(D)=D4−3D2−4f(D)=D^4-3D^2-4, f′(D)=4D3−6D=2D(2D2−3)f'(D)=4D^3-6D=2D(2D^2-3). f′(2)=2⋅2⋅(8−3)=20f'(2)=2\cdot 2\cdot(8-3)=20.

So yp,1=te2t20y_{p,1}=\dfrac{te^{2t}}{20}.

Step 6 — Particular integral for 2cos⁡t2\cos t

RHS contains 2cos⁡t2\cos t. Operator f(D)f(D) evaluated at D=±iD=\pm i: f(i)=i4−3i2−4=1+3−4=0f(i)=i^4-3i^2-4=1+3-4=0 — resonance again!

Resonance with D2+1D^2+1 factor. Use the shift method.

For cos⁡t=ℜeit\cos t=\Re e^{it}, ypy_p for eite^{it} part: f(i)=0f(i)=0, simple root of D2+1=(D−i)(D+i)D^2+1=(D-i)(D+i).

f′(D)=4D3−6Df'(D)=4D^3-6D. f′(i)=4i3−6i=−4i−6i=−10if'(i)=4i^3-6i=-4i-6i=-10i.

Particular for eite^{it}: yp,eit=teitf′(i)=teit−10i=iteit10y_{p,e^{it}}=\dfrac{te^{it}}{f'(i)}=\dfrac{te^{it}}{-10i}=\dfrac{it e^{it}}{10}.

For 2cos⁡t=2ℜ(eit)2\cos t=2\Re(e^{it}): yp,2=2ℜ(iteit10)=t5ℜ(ieit)=t5ℜ(icos⁡t−sin⁡t)=t5(−sin⁡t)=−tsin⁡t5y_{p,2}=2\Re\bigl(\dfrac{it e^{it}}{10}\bigr)=\dfrac{t}{5}\Re(ie^{it})=\dfrac{t}{5}\Re(i\cos t-\sin t)=\dfrac{t}{5}(-\sin t)=-\dfrac{t\sin t}{5}.

Hmm wait: ℜ(icos⁡t−sin⁡t)=ℜ(icos⁡t)−ℜ(sin⁡t)=0−sin⁡t=−sin⁡t\Re(i\cos t-\sin t)=\Re(i\cos t)-\Re(\sin t)=0-\sin t=-\sin t. So yp,2=2⋅t⋅(−sin⁡t)/10=−tsin⁡t/5y_{p,2}=2\cdot t\cdot(-\sin t)/10=-t\sin t/5.

Actually let me redo more carefully. 2cos⁡t=ℜ(2eit)2\cos t=\Re(2e^{it}). Particular for 2eit2e^{it}: 2⋅teitf′(i)=2teit−10i=2teit⋅i−10i⋅i=2iteit10=iteit52\cdot \dfrac{te^{it}}{f'(i)}=\dfrac{2t e^{it}}{-10i}=\dfrac{2t e^{it}\cdot i}{-10i\cdot i}=\dfrac{2it e^{it}}{10}=\dfrac{it e^{it}}{5}.

Take real part: ℜ(iteit/5)=(t/5)ℜ(ieit)=(t/5)ℜ(icos⁡t−sin⁡t)=(t/5)(−sin⁡t)=−tsin⁡t/5\Re(it e^{it}/5)=(t/5)\Re(ie^{it})=(t/5)\Re(i\cos t-\sin t)=(t/5)(-\sin t)=-t\sin t/5.

Hmm: but my standard sign-tracking suggests ℜ(cos⁡t+isin⁡t)⋅i=icos⁡t−sin⁡t\Re(\cos t+i\sin t)\cdot i=i\cos t-\sin t, so ℜ=−sin⁡t\Re=-\sin t. Confirmed.

yp,2=−tsin⁡t5y_{p,2}=-\dfrac{t\sin t}{5}.

Wait — let me double-check by direct substitution. Try y=Atsin⁡t+Btcos⁡ty=At\sin t+Bt\cos t, compute (D4−3D2−4)y(D^4-3D^2-4)y and match to 2cos⁡t2\cos t.

Actually easier: yp=t g(t)y_p=t\,g(t) where g(t)=Acos⁡t+Bsin⁡tg(t)=A\cos t+B\sin t. By the operator factoring f(D)=(D−2)(D+2)(D2+1)f(D)=(D-2)(D+2)(D^2+1), the resonance is with the (D2+1)(D^2+1) factor. Reduce: let L1=D2+1L_1=D^2+1 and L2=(D−2)(D+2)=D2−4L_2=(D-2)(D+2)=D^2-4. Then f(D)=L1L2=L2L1f(D)=L_1 L_2=L_2 L_1.

For RHS =2cos⁡t=2\cos t, L1(2cos⁡t)=(D2+1)(2cos⁡t)=2(−cos⁡t+cos⁡t)=0L_1(2\cos t)=(D^2+1)(2\cos t)=2(-\cos t+\cos t)=0. So 2cos⁡t2\cos t is in the kernel of L1L_1.

Apply f−1f^{-1}: yp=L2−1L1−1(2cos⁡t)y_p=L_2^{-1}L_1^{-1}(2\cos t). We have L1−1(2cos⁡t)=L_1^{-1}(2\cos t)= particular solution of L1z=2cos⁡tL_1 z=2\cos t, i.e. z′′+z=2cos⁡tz''+z=2\cos t. Standard: z=tsin⁡tz=t\sin t. (Check: z′=sin⁡t+tcos⁡tz'=\sin t+t\cos t, z′′=cos⁡t+cos⁡t−tsin⁡t=2cos⁡t−tsin⁡tz''=\cos t+\cos t-t\sin t=2\cos t-t\sin t. z′′+z=2cos⁡t−tsin⁡t+tsin⁡t=2cos⁡tz''+z=2\cos t-t\sin t+t\sin t=2\cos t ✓.)

Now apply L2−1=1/(D2−4)L_2^{-1}=1/(D^2-4): yp=tsin⁡tD2−4y_p=\dfrac{t\sin t}{D^2-4}. Plug D2−4D^2-4 acting on tsin⁡tt\sin t — find ww such that (D2−4)w=tsin⁡t(D^2-4)w=t\sin t.

Try w=(At+B)sin⁡t+(Ct+E)cos⁡tw=(At+B)\sin t+(Ct+E)\cos t. Then w′=Asin⁡t+(At+B)cos⁡t+Ccos⁡t−(Ct+E)sin⁡tw'=A\sin t+(At+B)\cos t+C\cos t-(Ct+E)\sin t =(A−Ct−E)sin⁡t+(At+B+C)cos⁡t=(A-Ct-E)\sin t+(At+B+C)\cos t.

w′′=−Csin⁡t+(A−Ct−E)cos⁡t+Acos⁡t−(At+B+C)sin⁡tw''=-C\sin t+(A-Ct-E)\cos t+A\cos t-(At+B+C)\sin t =(−C−At−B−C)sin⁡t+(2A−Ct−E)cos⁡t=(-C-At-B-C)\sin t+(2A-Ct-E)\cos t =(−At−B−2C)sin⁡t+(2A−Ct−E)cos⁡t=(-At-B-2C)\sin t+(2A-Ct-E)\cos t.

w′′−4w=(−At−B−2C−4At−4B)sin⁡t+(2A−Ct−E−4Ct−4E)cos⁡tw''-4w=(-At-B-2C-4At-4B)\sin t+(2A-Ct-E-4Ct-4E)\cos t

Wait, −4w=−4[(At+B)sin⁡t+(Ct+E)cos⁡t]=(−4At−4B)sin⁡t+(−4Ct−4E)cos⁡t-4w=-4[(At+B)\sin t+(Ct+E)\cos t]=(-4At-4B)\sin t+(-4Ct-4E)\cos t.

w′′−4ww''-4w: coefficient of sin⁡t\sin t: −At−B−2C−4At−4B=−5At−5B−2C-At-B-2C-4At-4B=-5At-5B-2C.

Coefficient of cos⁡t\cos t: 2A−Ct−E−4Ct−4E=2A−5Ct−5E2A-Ct-E-4Ct-4E=2A-5Ct-5E.

Match to tsin⁡tt\sin t: coefficient of sin⁡t\sin t is −5At−5B−2C=t-5At-5B-2C=t, giving −5A=1-5A=1 and −5B−2C=0-5B-2C=0.

Coefficient of cos⁡t\cos t is 2A−5Ct−5E=02A-5Ct-5E=0, giving −5C=0-5C=0 and 2A−5E=02A-5E=0.

So A=−1/5A=-1/5, C=0C=0, BB from −5B−2⋅0=0⇒B=0-5B-2\cdot 0=0\Rightarrow B=0. EE from 2(−1/5)−5E=0⇒−2/5=5E⇒E=−2/252(-1/5)-5E=0\Rightarrow -2/5=5E\Rightarrow E=-2/25.

w=−t5sin⁡t−225cos⁡tw=-\dfrac{t}{5}\sin t-\dfrac{2}{25}\cos t.

Check: derivative of −225cos⁡t-\dfrac{2}{25}\cos t is in L2−1L_2^{-1} kernel? No — it’s a particular contribution.

So yp,2=w=−tsin⁡t5−2cos⁡t25y_{p,2}=w=-\dfrac{t\sin t}{5}-\dfrac{2\cos t}{25}.

The −2cos⁡t25-\dfrac{2\cos t}{25} term can be absorbed into ycy_c (since cos⁡t\cos t is in the kernel of L1L_1 and hence of ff). So drop it:

yp,2=−tsin⁡t5.y_{p,2}=-\dfrac{t\sin t}{5}.

Good — matches my earlier answer.

Step 7 — Total general solution in tt

y(t)=c1e2t+c2e−2t+c3cos⁡t+c4sin⁡t+te2t20−tsin⁡t5.y(t)=c_1 e^{2t}+c_2 e^{-2t}+c_3\cos t+c_4\sin t+\dfrac{te^{2t}}{20}-\dfrac{t\sin t}{5}.

Step 8 — Back to xx

e2t=x2e^{2t}=x^2, e−2t=1/x2e^{-2t}=1/x^2, cos⁡t=cos⁡(log⁡x)\cos t=\cos(\log x), sin⁡t=sin⁡(log⁡x)\sin t=\sin(\log x), te2t=x2log⁡xte^{2t}=x^2\log x, tsin⁡t=sin⁡(log⁡x)⋅log⁡xt\sin t=\sin(\log x)\cdot\log x.

Answer

  y=c1x2+c2x2+c3cos⁡(log⁡x)+c4sin⁡(log⁡x)+x2log⁡x20−(log⁡x)sin⁡(log⁡x)5.  \boxed{\;y=c_1 x^2+\dfrac{c_2}{x^2}+c_3\cos(\log x)+c_4\sin(\log x)+\dfrac{x^2\log x}{20}-\dfrac{(\log x)\sin(\log x)}{5}.\;}
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