Past exam of the mathematics course of the University of Cambridge / 2005 / ia / Paper 2 / 2B (Differential Equations)

Work first on $x>0$, where the proposed logarithm is defined. Substitution of $y=x^m$ into the Cauchy-Euler differential equation gives the indicial equationIts distinct indicial roots are $m=\pm i$. Using $x^{\pm i}=e^{\pm i\log x}$ and Euler's formula, a real basis of solutions is $\cos (\log x),\sin (\log x)$. Their Wronskian is $1/x$, so they are linearly independent and span the two-dimensional solution space of a homogeneous linear differential equation. ThereforeFor the requested change of variables, set $Y(z)=y(e^z)$. The chain rule givesThe transformed second-order linear differential equation is $Y^{\prime \prime }+Y=0$. Its characteristic roots are again $\pm i$, giving $Y(z)=A\cos z+B\sin z$. Substituting $z=\log x$ recovers precisely the previous general solution.

If solutions on $x<0$ are wanted, the same calculation uses $z=\log |x|$ and gives independent constants on that interval. Zero is a singular point of a differential equation; the logarithmic oscillations do not define a nonzero continuous solution through it.