Past exam of the mathematics course of the University of Cambridge / 2014 / ia / Paper 2 / 5B (Differential Equations)

For $c\ne 0$ and on an interval where $x\ne 0$, the logarithmic derivative substitution givesThe quadratic terms cancel. Multiplying by $cx$ gives the linearization of a Riccati equation:Multiplying $x$ by a nonzero constant leaves $y$ unchanged. If $c=0$, that substitution is undefined, but the original equation is already a first-order linear ordinary differential equation, solvable by an integrating factor.

For the particular equation, $c=1$ and the linear equation is $x^{\prime \prime }+x^{\prime }/t-{\lambda }^{2}x/t^2=0$. Use the PDF's logarithmic coordinate $\tau =\log t$ and write $X(\tau )=x(e^{\tau })$. The chain rule gives $x^{\prime }=X^{\prime }/t$ and $x^{\prime \prime }=(X^{\prime \prime }-X^{\prime })/t^2$, leaving $X^{\prime \prime }-{\lambda }^{2}X=0$. Thus $x=A{t}^{\lambda }+B{t}^{-\lambda }$, as also follows from the Euler-Cauchy equation. Recovering the Riccati equation solution yieldsThe initial value imposes $A=-3B$; choose $A=3,B=-1$. ThereforeThe denominator vanishes only at $t_{\ast }>0$, and its numerator is then nonzero. This is a simple pole: $y(t)\sim 1/(t-t_{\ast })$. The maximal interval containing $t=1$ is $(t_{\ast },\infty )$; the same expression on $(0,t_{\ast })$ is a separate solution branch. These are poles of a Riccati solution from zeros of its linearizing solution.