Rudolph E. Langer A First Course in Ordinary Differential Equations
Rudolph E. Langer A First Course in Ordinary Differential Equations
Rudolph E. Langer A First Course in Ordinary Differential Equations
A First Course in
ORDINARY
DIFFERENTIAL
EQUATIONS
A
First
Course
in
ORDINARY
DIFFERENTIAL
EQUATIONS
NEW
YORK
LONDON
JOHN
WILEY
CHAPMAN
&
& S O N S , INC
HALL,
LIMITED
PREFACE
vi
Preface
Preface
what such an equation is and involves, and no less to give practice i n the
commoner techniques that are available for solving it, or otherwise
extracting useful information from it.
RUDOLPH
Madison, Wisconsin
January, 1954
E .
LANGER
CONTENTS
Chapter
Page
1. I N T R O D U C T I O N
1.1.
1.2.
1.3.
1.4.
1.5.
W h a t is a differential equation?
Integrals or solutions of a differential equation
T h e direction field of a differential equation
Constants of integration
Checking a general solution. T h e differential equation of
a family of curves
3. A P P L I C A T I O N S O F D I F F E R E N T I A L E Q U A T I O N S O F
T H E FIRST O R D E R
3.1.
3.2.
3.3.
3.4.
3.5.
Problems i n velocities
Frictional motion
Problems i n rates
Problems of
flow
Locus problems. Rectangular coordinates
ix
1
1
2
3
5
5
9
9
11
14
15
17
19
22
24
26
28
29
33
33
37
38
40
44
Contents
X
Chapter
3.6.
3.7.
3.8.
3.9.
Page
Polar coordinates
Some curves of pursuit
Suspension cables
T h e rope around a shaft
4. I N T E G R A L C U R V E S .
4.1.
4.2.
4.3.
4.4.
4.5.
4.6.
4.7.
TRAJECTORIES
hx + ky
5. A P P R O X I M A T E S O L U T I O N S . I N F I N I T E S E R I E S .
EXISTENCE AND UNIQUENESS OF A SOLUTION
5.1.
5.2.
5.3.
5.4.
5.5.
5.6.
5.7.
6. F U R T H E R S T U D I E S O F D I F F E R E N T I A L E Q U A T I O N S
OF T H E FIRST ORDER. T H E RICCATI E Q U A T I O N
6.1.
6.2.
6.3.
6.4.
6.5.
6.6.
6.7.
Singular solutions
Factorable equations
Singular solutions again
Integrations by differentiation. T h e Clairaut equation
T h e method of difTcrcntiation with respect to j
T h e Riccati equation
Some properties of the integrals of R i c e a l i equations
7. S O M E S O L V A B L E D I F F E R E N T I A L E Q U A T I O N S O F
T H E S E C O N D O R D E R . A P P R O X I M A T I O N S . APPLICATIONS
7.1.
47
49
54
58
63
63
64
65
68
70
72
73
78
78
81
83
88
91
93
96
98
98
100
101
103
105
107
110
114
114
Contents
xi
Chapter
Page
7.2.
7.3.
115
116
118
120
122
123
127
128
130
8. T H E L I N E A R D I F F E R E N T I A L E Q U A T I O N W I T H C O N STANT COEFFICIENTS
134
8.1.
8.2.
8.3.
8.4.
8.5.
8.6.
8.7.
8.8.
8.9.
8.10.
T h e complete equation
T h e complementary function
T h e case of complex roots. Euler's formulas
Differential operators
A n operational method for finding a particular integral
A second operational method
A comparison of formulas
T h e method of undetermined coefficients
T h e method continued
Difierential equations of higher order than the second
9. A P P L I C A T I O N S O F L I N E A R D I F F E R E N T I A L
TIONS OF T H E SECOND ORDER
9.1.
9.2.
9.3.
9.4.
9.5.
9.6.
9.7.
9.8.
10.1.
10.2.
10.3.
10.4.
EQUA156
10. T H E L I N E A R
EFFICIENTS
EQUATION
WITH
134
135
137
140
141
144
146
147
149
152
VARIABLE
156
159
163
166
169
172
173
176
CO180
Integrating factors
180
181
182
183
xii
Contents
Chapter
10.5.
10.6.
10.7.
10.8.
10.9.
10.10.
10.11.
10.12.
10.13.
Page
11. S O L U T I O N S I N P O W E R S E R I E S
11.1.
11.2.
11.3.
11.4.
11.5.
11.6.
11.7.
11.8.
EQUATIONS
201
203
205
206
208
211
213
215
INVOLVING
190
193
194
196
197
201
12. S O M E
DIFFERENTIAL
PARAMETERS
185
186
188
189
219
219
222
223
224
228
223
236
238
240
245
CHAPTER
1
Introduction
I n terms of symbols
dy/dx=f{x\
F{x,y,y')
=0,
i n which y' stands for dy/dx. A n y equation of form 1.2 that actually
involves^' is called a n ordinary differential equation of the first order. A n equation that involves the second derivative oiy but no derivative of a higher
order is called a n ordinary differential equation of the second ordery and one that
involves the nth derivative, but none of higher order, is called a differential
equation of the nth order. T h e term " o r d i n a r y " refers to the fact that
the derivatives are ordinary ones (not partial derivatives).
T h e reader will already know that equations of type 1.1 have a wide
range of scientific a n d technological applications. T h e more inclusive
type of equation 1.2 is even much more widely applicable. Indeed, the
differential equation is the primary mathematical instrument for the precise expression of nature's laws, for these laws are always statements of
relationships between variables and their rates of relative change, namely,
their derivatives. F o r that reason the development of the theory of differential equations has been hastened from the time of its very beginning by
the need for solutions of scientific problems. However, this theory also
has great interest for reasons quite apart from its applications. It is a
1
Introduction
=/(x,>).
Since;'' = dy/dx, such an equation is often conveniently put into the form
(1.4)
P{x, y) dx ^
Q{x,y) dy = 0.
whose integrals are s = f{t) or <p{ty s) = 0. This is, i n fact, usual i n problems of physics and mechanics, since the independent variable is commonly
the time, and time is customarily denoted by t.
Introduction
does so. A n y flow of a liquid or gaa defines such a field at each instant,
the direction of the field being that of flow.
I n the instance of any direction field we may conceive of a particle as
starting from any one of its points, and then moving always i n the direction
of the field. T h e path of such a particle is a streamline of the field. E v i y
FIG. 1.
FIG. 2.
~ X- +^x
iy.
T h e differential equation
y"
+ 2{l
-y]
=0
T o check a relation
(1.5)
<p{x,y,c) = 0,
tPxixyy, c) +
iPy{x,y, c)y' =
0.
I n (1.6),
and tpy denote the partial derivatives of <p with respect to x and
y. T h e liminant of c between equations 1.5 and 1.6 is an equation i n x.
Introduction
\o% y x"^ ~ c
-1
{1 + x 2 ) { c -
tan-^j}
{1 + x-\'
T h e integral is thus checked.
1 =0.
+ 2cx = 0
1 = 0
for
yy' + X = 0.
2. y = cx^,
for
xy' -2y
3. y = c cos X + sin x,
for
+ c tan X,
4. 7 =
5. ^ + log ^
for
f = 0,
6. sin^ ^ + 2 tan x =
7.
y - 2
1 + cx
\x+cU--\
8.
9. y{x + 4| +
10.
= 0.
= 0,
1
2 cos X + c sin X
2 . sin * X + sin * ^ =*
= 0.
\y' ^] sin X {7
for
y' -{-ytr" = 0.
for
y' +2
for
y'
for
y' +2xy =
for
} sec x 0.
= 0,
''\
{x + 4 } / +
{x + 5]y - 2e^ = 0.
for
for
xy' +y
= y log {xyj.
1
for
V i
- = sm * X + sm ^ y.
' V i -
PROBLEMS
In each of the following cases, find the differential equation for the given family of
curves.
i.
2,
y cx ^ x'.
i +I l112
4. U + ^ r2 +I [;r
|
3. y 2 ^ c tan x,
5.
+ Ic^ X
33 J
0,
6.
1
8, y.cx
1,
1.
Intrcxiuction
10. -y/y
9. |c + > P + 2:Jt = 0.
11- >
"i
TT Jf + 1
12.
*
-X
-
+ log \cx\ - 1
2 cos
+ c sin X
3. / -
\. xy' ~y ~2x*
5.
log X - ^ -
0.
7.
2xy'(/ +
11. 2(x^ -
X+
sm X cos X
'
1 + X -i- V 1
'
9. ^ -
^~^
11-0.
+ {2x -
11/ -
2x + 1.
CHAPTER
2
Some Types of Solvable
Differential Equations
of the First Order
2.1. Equations with separable variables
T h e central problem with which we shall be concerned is that of studying the integrals of given differential equations. W e may attempt to find
these integrals exactly or approximately, and we may do either of these
things analytically by the use of methods of the calculus, or by the use of
graphs, direction fields, etc. As we shall see, only certain types of differential equations can be solved explicitly. I n this chapter some such types
are considered. T h e i r integrals are applicable to many practical problems. T h e y are also typical of the integrals of many differential equations
that cannot be explicitly solved.
A differential equation
(2.1)
P{x, y) dx +
Q{x, y) dy ^
0,
i n which P(x, y) and Q(x, y) are each a product of a function of x by a function of 7, is said to have separable variables. W e may write such an equation
more explicitly as
Pi{x)p2{y) dx +
qi[x)q2{y) dy =
0.
~
p2{y)
P\{x)
?iW
dy ^
dx.
10
T h e variables are now separated, since o n l y ^ appears on the left and only
X on the right. E a c h member of the equation is now a differential,
namely, the differentizd of its own quadrature. Since functions with equal
differentials can differ by any constant, but cannot differ by more than a
constant, we conclude that
J p2(y)
qi(x)
\ ] dx-\- x^ sinydy
0.
W i t h separated variables it is
- rfy = - - rfx. y i
x^
/* sin y
2
/ y - \ ^ dy =
-+
Thus
is the general integral.
Example 2.
(* -
2) rfy =
0.
x dx
x~2
Thus
2) + X + A
21V,
11
PROBLEMS
F i n d the general solution of each of the following differential equations.
i.
{y -2\^dx
3. {x^+
- x^dy ^0.
\]ydy-\-x{y^
5. sec* xsecydx
2.
4. {2xV - r f x + 2xd> -
A\dy ^0.
sin ydy = 0.
6. y/1
+ i 1 + x^} (/y = 0.
7.
y dx-\-dy ^ 0.
~ y^ dx -\-3 -s/\
8. |x -
0.
- x^ dy -
10. {1 - 2x y/l
- sin^ x \ dx + V 2 - sin^ x dy 0.
y/\
]- y^ dx + xy dy = Q.
= 0.
15. xf.?" + 4} dx
16. x\y -2\dx
\x -
where
and
are the partial derivatives of F with respect to x and ^.
T h i s is of the form of the left-hand member of equation 2.1. I n at least
some cases, therefore, a differential equation 2.1 is actually of the form
dF{x, y) = 0. W h e n this is so, the differential equation is said to be exict.
Because a differential is zero only when the function is constant, the exact
equation implies that
(2.2)
Fix,y)
= c.
P{x,y)
= F,{x,y),
Q{x,y)
Fy{x,y).
12
= Fx,y{x,y),
Qxixyy) =
Fj,,j:ix,y),
and, since the cross partial derivatives Fx,y and Fy.^ are equal, we see that
(2.4)
Py{x,y)
Qx(x,>).
F{x,y)
P{x,y)dx-{-R{y),
Fyix^y)
\'Py{x,y)dx-\'R'{y).
Q.{x,y)dx^-R'{y),
namely,
F^ix.y)
= Q{x,y)
- Q(xo,>) + R'{y).
!Qixo,y)dy.
/J P{x,y)
dx-\- f
Qixo^y) dy = c.
T h e method could have been applied with the roles of P and Q, and of
X andy
interchanged. W i t h a suitable constant
the general integral is
so found to be
(2.7)
Q{x,y) dy +
P{x,yo) dx = c.
T h e two results 2.6 and 2.7 are equivalent. They may, however, be quite
different i n form, and the quadratures called for by one may be simpler
than those for the other. It is therefore often wise to consider both
formulas, and to carry through with the one that is found to be simpler.
13
-^y\dx-\-{x-\-^\dy
= 0.
j^W^y]dx+
that is,
^xy-\-i^
= c.
-hW
=^c.
This differs from the one first obtained only by having {f: + 11 i n place
of c. T h a t , however, is immaterial since c can have any value.
Example 4.
6xy +
1
V v * - x^
3x'
6xy +
2x
Vv'
3x^ -
W i t h XQ = 0, and^o =
0
and
dx +
2x
x-
Vy'
dy = 0.
dx = c.
x'
6x +
dy +
1
V l
-x^
dx c.
+ s i n " ^ \x/y'\ = c.
'hx-y
PROBLEMS
Test the following differential equations to determine which ones are exact, and find
the general solution for each one that is exact.
19.
20.
21.
{Ixy + 6x! dx
y
x"-
xy
[x"^ rfx +
\ \ dy = 0.
\x
1
2
*
*
3xY - -1,
s dy = 0,
~ X
dy = 0,
14
22,
23,
log > +
dx
xy
dx-V
i - + 2>
- !
dy
dy
= 0,
= 0,
dx.
27.
('-:v)'
dy =
28.
{cos
29.
30.
dy
xdy
^ +
X
dy
=0.
y dx
,
X
dx
0,
= 0.
-t y
T h e differential equation
log ydx-\- dy/y = 0,
Fyjx.y)
~Q{x,y)'
= F,(x,y),
e{x,y)Q(x,y)
Then
=
Fy{x,y)
15
T h e differential equation
y dx
dy = 0
xy
y*-
x'
y^
x^
16
{x^ + xe^\ dy = 0.
+ 2 log x dxxe"
I
dy -
0,
it is recognizable that the multiplier X/x transforms the first group and also
the last term into a differential. A t the same time it leaves the remaining
term a differential. Thus X/x is a n integrating factor. It reduces the
differential equation to d\xy\ + d {log;cj^ +rf^*= 0. T h e general
integral is thus
xy + ( l o g x l ^ + v = c.
M a n y schemes, such as the following, can be invented to help i n the
search for an integrating factor. Suppose there is a n integrating factor
of the form
(2.8)
e{x,y) =
dx+iHv) dv
dy
dx
P,{x,y)
QAx^y)
= a(x)Q{x,y) -
b{y)P{x,y).
17
= a(x){2x + V )
-b{y)y{\
+x-\-y'^\.
T h e term 1 on the left must be matched on the right, and this suggests
the trial of b{y)y 1, that is, b{y) = \/y. T o match the term B^"^ on the
left, we may then try a{x) = 1. These trials actually do fulfill the equation. Hence, by equation 2.8, the function e^^^*
which can be written,
ye^, is an integrating factor.
PROBLEMS
For each of the following differential equations, find an integrating factor, and, by
using it, integrate the equation.
31. ydx
dy = 0.
{2x +y\
32.
{2xy2 -y^\dx-\r
33.
\x^
34.
(4*2 ~
35.
[2x^y + > M
xy^'dy =
dy = 0.
0.
xy -h 7x -\- 2y -
dx +
sin y
36.
37.
- sec y tan y
^ ) dx
38.
{2x^ +
I] dx +
xy] dy =
X log X
{x -
6y +
~e
0.
0.
x^ COS y
dy = 0.
dx {x sec y log x] dy ~
dx
\ ] dy
" + JT sin
^ X
0.
dy = 0
y'
+p(x)y
q{x).
It is called the linear differential equation of the first crder because it is linear,
that is, of the first degree, i n y and y'. For an equation of this type an
integrating factor is always easily found.
Let the equation be multiplied by ${x) dx. Its resulting form is
e{x)
dy +
{p{x)e{x)y
q{x)e{x)]
dx =
0.
By equation 2.4, the last equation is exact if 6' = pix)6y that is, if
0'/6 = p{x).
This integrates to give log $ = jp{x) dx, which is ^ =
^Jpix) di
T h u s tf/p^** dx is an integrating factor, by virtue of which the
18
J^(x)tf/P<^> ^dx
+ C.
{1 -x]^y
xe-'.
2x
+x'
xe
1 -\-x
2x
1 -\-x
2x
1 -\-x^
dx
4-x2).
B y the use of this factor the differential equation is given the form
Changes of Variables
19
2{1
+xM
PROBLEMS
F i n d the general integral of each of the following differential equations,
39. >' + 2xy =
41. /
43. y'
xy
-x^
e-^\
= 3x.
3x' + 3x'
+ 1
45. y - y - ^ l
47. y'
2x
49. y'
51. / [ l
46. y'
1.
48. y'
y =
+xM
Ix +4}y'
53.
54.
{x + 5)y =
11
2x|y
{2x
1
| - cot
X
2x
sm
cos x csc^ x.
le'.
1 -
52.
2x2.
2
- + 4x
+y
+ y -
1.
+logx!.
X =
X.
\ \e-^'.
= fs {Sy u) ds
dy = g^,
+ / u (j, w)
) ds +
du.
gu(sy u) duy
20
Q(x,y)
= r(j,).
12.
s,
e~'Uy
ds-\-\\-\-
u'^We-' du -
e-'u
ds\ =
0,
l o g u = c.
Since s = XfU ~ ^y, the original equation has the solution) = 0, and the
general solution is
V2>-)
Example
13.
log > = c.
H- u^s^
u]ds
0.
Changes of Variables
21
\y
ASSIGNMENT
1. Show that the differential equation
(2.11)
i n which d is a constant other than 1, is transformed into a linear difTercntial equation
by the change of variable x "
"
Differential equation 2.11 is known as a
Bemoulli equation, in honor of the Swiss mathematician James Bernoulli (1654-1705).
PROBLEMS
Solve each of the following differential equations by use of the indicated change of
variables, or as a Bernoulli equation.
55.
56.
57.
(1 + 2JC + 2y|
2 + 4* + 2> +
{2y - xylogx]
1 - e] dy - 0,
+ 12x + 2y 1
dx-\-{l
1 +x
dx -2x
+2x+>|<6'-0.
59.
\4xy -
60.
iy +
V +
dx-\-dy0,
x^y
1
dx+{x-\-
61.
62.
{y + V l -
63.
i2> + 2 x V
64. x V dx -
65.
y = u log s.
X
3xy^] dy = 0,
= S/Uy
y = s.
sm u,
y = s esc u.
X =
x^y\dy = 0,
x '~ y
j==.dy
~ 0,
AT = J ,
1^ r V .
dx + |x + x ' y } dy - 0,
{x - 2 / + 2y^] dy = 0,
y ^ s 2u.
|* ^ ^'2
Irf^+ xrfy - 0,
.-xiv
u.
X - J ,
log xdy 0,
58.
2x*
X "
X = J ,
x " s
</x = 0,
X =
j ^ - " .
22
66. (^+'' + 1 -
1)J dx +
{f*+>' -
1)) dy = 0,
1 + ^""(x + ^ -
x = {s + ) / 2 ,
y ^ i s - u)/2.
2
67. / - >
3JC
69. >' + ^
1 =
cot
75. /
77. /
cos X
- .
= 8v'^ sin^
COS X
2x 2\x^ - x
COS
v>.
2>
3x
X.
Ay
log
= 2{x + l}
jy + xy
2)-
+ >
70. y + - ^ >
Jf + 1
>^
Sin
68.
CSC X .
'
3xy
jt =
3
71
2 log
log
Ma
X
2x + 1
+ \\^ ^ 2{x^ -
+ \\y
T h e functions
1
.y/xy
tan-"
X
-yh
/Mog
1 +y
For
tan~" == a t a n ^ " -
ax
X
{axp
jayP^ log
1 +
ax
ay
= fl^-;;'^ log
1 +
23
X = Sj
y = sUf
X = sUf
y =u
or
(2.13)
into a n
obtained
obtained
changes,
Example 15.
Vx^ + / 1
dx-
xdy = 0.
-\-u^ds + sdu = 0.
= c.
= c.
xy-\-y^] dy = 0.
{\ ~ u-^-u^sdu
= 0,
Its solution is
tan~^ J + log = c,
and, since s = x/y, and u = >, the general solution of the given equation is
tan"^ - + log;" = c.
24
80. {x < _
81.
_ xy
_
xY
+ x*y] dy - 0
82. y sec^* - dx +
X sec2 -
dy " 0.
83.
\2x^y +/}
84.
\x -ye^f^
85.
86.
dx + I V rfx
- COS - tfAT
-sin
y
M**^* ^ sin -
2je} rfy = 0.
+
y
h COS X
X
rfy
= 0.
dy - 0,
87. x ) r I o g - r f x +
-Mogj^
2xlog^-x+>|rfx
88.
X'
+x
dy = 0,
>-s/x^ + / r f x -
{x V * ^ + /
+>M
= 0,
a-iX \- bxy
ci\ dx +
02* +
hiy +
^ 2 ! dy =
0,
k) -V Bu-VC\ds-\-udu
= ^.
25
If, here,
= 0, the variables are separable. I n that case we may assign
k the value 0. \i A 7^ 0, we may choose h so that Ah-{-C
0. T h e
equation is then one i n which the coefficients are both homogeneous of the
degree 1.
Example 17.
+ 2]dy = {i.
u = 3 ; f ^ + 2, transforms the
~ ()h-\-^\ ds ~ udu = 0.
6> + 3) rfx -
{x -
ly ~ \ \ dy
0.
{2x+y
- 2\ dx + [x - y-\-2] dy = 0.
92.
{4x + 2> -
93.
94.
{2x -y
95.
[2x + 3>! dx
96.
{x -
97.
{2x + 7> -
98.
99.
{;-+71rfx+
+ 2,]dx -
{4x - 2y -\- \] dy
{ix - y -
0.
U] dy = 0.
\ \ dy = 0.
1}rfy= 0.
{ 2 x + > + 3lrfy = 0 .
100.
101.
102.
{2x-\-y -
I] dx[2x
- 9y -
S\ dy ^ 0.
\] dy = 0.
26
(2.15)
constitutes such a system for two functions > and z. T h e general solution
of such a system consists of two equations in x,
and
and involves two
arbitrary constants. T o obtain these equations two quadratures have to
be made.
(i) A F I R S T I N T E G R A L . If the first equation 2.15 does not involve z,
or if the second equation 2.15 does not involve y^ we may integrate the
equation in question, and so obtain a first relation in x, y, and z. W h e n
neither equation 2.15 permits such a direct integration, we may use
undetermined multipliers a , ^3, and 7 , to obtain from 2.15 the equation
(2.16)
(a + i3/i +
adx-^^dy^-'idz^
7/2I
dx.
If a , /3, and 7 can be chosen so as to make the left-hand member of equation 2.16 a differential, say dQ (x, >>, z), and at the same time to mzJce the
right-hand member a function (possibly zero) of 9 and x times dx^ this
choice makes the equation appear as
(2.17)
dB =
F{e,x)dx.
* ( x , > , z , ^ i ) = 0.
INTEGRAL.
T W O
Simultaneous Equations
Example 19.
27
{2x + 2!e -
3 = 0,
x^z' +
Ix^ -{-x}z -
x = 0.
xy' -y-{-
= - > - l ,
X
T h e first of the last two equations does not contain z; hence it can be
integrated directly to givey = x
Cix^. B y the elimination ofy between
this equation and the second one of the reduced system, we find that
1 +
z.
X
the general integral of which is xz = 1 -\- ci{\ x] -\~ C2e
general integral of the given differential system is, therefore.
y X
Example 20.
cix\
The
xy + 2xz
xy + 2xz
2z{cix - 2z\
ClX
z =
C2),
and the
CiX
4x +
C2
y - X
z' =
\y -
x\z
28
/3 = z , 7 =
we obtain for (2.16) the form dB - 0 with B ^ xy - i z
T h e generzd integral of the system is thus
~
2xy _
x^ = cu
= C2.
r2
PROBLEMS
Integrate the following differential systems.
103. xy' -\- z' -2z
= Ixe',
\x^ + 4x\z' -
104.
>' -
r' +
2z
U + 4}^ - y - y = 0,
\x\\z'
{x + 3J,
2z
y - xz' -
3xV -
3x* - xy' + ;r - 0.
xy' - xy -
^ "
X +
2.
z -\- x^ = 0,
107.
z -
X**
- x' -
1 = 0.
+ -> - x r ' - ^ + 0,
z=
0.
-2z
110./
4yz + l
=
2.10.
,
z' =
~4xz
3 +4yr
2z = -j sec* x.
Ayz + 1
3x
3
+4^
z + 2 ~ Ax
2y
2y - 3z
*'{2x -y]
yy' - -fz' -
6x - ;y - 3
111. y
112. y
-yly
x\y + 2z\
~3z
1
r =
-2z)
x\y + 2zi
z'^hy-\-kz
+ g2(xh
b^ -\- ky = my.
= 0,
a m
k m
= 0.
with 6 =
the integral
(2.21)
= J { ^ 5 i W + yg2{x)\e-^
{&y + yz]e-^
dx + c^^.
process can be carried out for each value of m i f equation 2.20 has
distinct roots. Otherwise the elimination of ^ or z between (2.21) a n d
an equation 2.19, yields a differential equation i n the other variable. T h e
integration of this liminant gives the second integral.
PROBLEMS
Integrate the following differential systenss.
113. y' =ly
z' = 3y - 2z.
114. y = 2z - 4y,
~y + h,
117. y = z,
z' = ~h
z' = 4y ~ Sz.
121. y'
+ h-
120. y -'ly
~ h-
z' = 4y ~
+ Zz'h e^',
-2y-\-
3z-{-5.
z' = 2y - Zz - 7**.
2^"'.
= 3z + 6> + e~^.
z' = 9y - 2z- 2e'.
dx/dt = Q{x,y),
dy/dt =
-P(x,y).
T h e two equations that make up the general integral of this system express
X and y i n terms o( t. T h e y therefore give a parametric representation of
30 .
dy/di =
dx-\- {x + 2y] dy = 0.
- /
dyjdi =
V l -
y-.
F r o m the second of the last two equations we find a first integral relation
y cos \t + c\\.
W i t h y thus made known, the first equation of the system, which is linear
i n Jf, yields the second integral:
* = sin j ^ +
(Ti
cos {( +
(Ti
I + c-i.
These two integrals together represent the solution of the given differential
' equation parametriccdly i n terms of t. T h e liminant of t from them is
^^\-y'^-y-\-c
COB y
with c = c^e
This is the general integral of the differential equation
originally given.
PROBLEMS
Integrate each of the following differential equations in terms of a parameter.
123.
{2^ -y
124.
125.
126.
-2}dx+
l*i dy = 0.
dx + (6* + 1 0 / -
Ij rf> = 0.
dx + {* + 2y^ + 9} rfy = 0
Answers to Problems
1
127.
dx -
X
Xhx + 6x2}
128.
{2x -
31
2x^} dy = 0.
j _ _ 3y
dx = 0.
129. 2 V ^ r f x + V 1 - * ((y -= 0.
130.
rfjr
V l -
((y = 0.
1 -hex
and y = 2.
3. >r = 4 +
2 tan x = c.
1. y = log
11. fe-v'dy
9. {y + \ / l ~ T ? " | l o g x
13. ^2
_ logxp -
1.
tan * x}.
=c H-i'il
-xj.
{ x - l - l ^ - ' + f.
log ^ + log X
X +
X
ix^ - y = c.
>
21. Inexact.
= c.
+ sin ^ X = c.
- >
33.
39. ye^* =
4x^V^* -
37. cos y;
r
3x^^
43. > = |x + I I U ^ +
57.
->
0,
V^-
= c -
49.
+ Ix +^1
and x + log
3*
= c.
sin ^ ^ sin
= x^ X
{1 -x2}W.
45. :y - < r * ( x l o g x + W
x sin y y log x
41.
+ c.
47. y = 2x + f
log X
X
2/4
35. x-^y-^^;
/''<''+iU2+/|
2 log jlog x) c.
1 +
63. log X
xV'*' - f
32
75.
cx^.
69. y
sin 2x + ^ tan x.
f.
2 cos JK + c sin X
73.
- ^V T T x
77. y -
{/^"
V l
+rIogx}*.
81. I o g x + - + - - < : .
y
X
83. -5 + l o g \xy] - c.
85. ^ sin - c.
X
xM
87. -2
J-
1
- ^
logy
91. (2x +y
+ log >
2}* -
3b -
2 ^ = c.
n{y+2\^
{> 4 - 7 | 2 l 3 x + ^
103. y = fix* -
xz
109. /
1,
111.
X +
X "
2; + 3z
115. > -
119. y =W
|if-*
123. ^ = 1 +
125. X =- 1 -
Ci*"*,
129.
X =
ii4 -
- ^ i d
8x - \0y
C2.
y + z* - ^2.
>z =
X -
X* +
^2.
-r = cie' + 3f2*~'.
-iVi^'*
- '^2'""'^^
- f^-" +
~
cie-*^ + ^2^',
1
127. - 1 + e i . - " ,
ly"^ + 2y
{x + 2 }
- -k^
4xv + 8x -
= fi^:^-
z =ri{x*+x} -
c i ^ ^ * + C2e-'^^, z -
121. > +
=- C i
ci,
97. 3x^ -
2C1X + 2 ^ + f2,
107. jf - ci log X ,
r +
= c.
+ 11 - ff.
105. r - < r 2 ^ - o U H - 2 | ,
3} = c.
>
6;- -
- i .
+ f2l~".
[ci - / | V 4 -
[ci -
+ 5 + f i ^ + 4^2
.-8*
z = 6 ; - ' - x^""
+ cze
f2*.
(1^ + 2 s i n - 1
CHAPTER
3
Applications of Differential Equations
of the First Order
3.1. Problems in velocities
T o solve a physical problem mathematically, it is commonly necessary
to resort to a differential equation. T h e general integral of this differential equation must be found, and from that the particular integral that
fits some given condition must be determined. T h a t is to say, the family
of integral curves must first be found, and then the curve of this family that
goes through a given point must be isolated. T h e differential equation
expresses the relevant physical law, and the particular integral applies it to
the specific situation.
For problems i n velocities and rates, we shall use t to denote the time,
and i n the case of a moving particle we shall use s to denote the distance
along its path. This distance is to be measured from some fixed point,
with one of the directions taken as positive. T h e choice of the origin and
of the positive direction may be made as seems most convenient.
Once
made, however, it must be adhered to throughout the course of the
solution.
T h e velocity v and the acceleration a of a particle in a straight path are
known from the calculus to be given by the formulas
(3.1)
V = ds/dty
a = dv/dt,
a = v dv/ds.
/ = ma,
f = m dv/dt,
f mv dv/dsy
these forms all being equivalent by (3.1). m stands for a constant called
the mass of the particle, and / represents the component of the force acting
i n the direction of the path (or the sura of such components if there is more
33
34
Applications
w/g.
with w = 2,k^
Problems in Velocities
35
T h e general
,2
- 6 2 5 log
20,000
s -\- c.
40,000
s,
or, equivalently,
V = 200 V\
- e-'^^^^.
yti/ =
6 dv/dt.
log
fl92
k-
o
fo
A n equation like 3.4 but with different values for k and 1 applies to each
part of the fall.
For the first part of the fall A: = 4, and y = 0, when t = 0. T h e particular integral that fits these conditions is
log
that is,
= 256(1
256
A t the end of this part of the fall, that is, at / = 10, this gives the velocity
Pio = 256{1
= 182 (approximately).
36
Applications
For the second part of the fall k = 12, a n d , as we have just found,
V = 182, when / = 10- T h e particular integral 3,4 that fits these conditions is
log
namely,
V -
16
166
20 - 2(,
= 16 + 166^^^"".
-10
If
2. A ball weighing 1 lb. is dropped from a great height. The air resistance amounts
to p/32. Find the formula for s in terms of /, if f = 0, when j = 03. A bullet weighing H o lb. is fired vertically downward from a balloon, with a
muzzle velocity of 1000 ft./scc.
T h e air resistance amounts to f^/1,000,000. Find
the formula for v in terms of j .
4. A bullet of weight w is fired straight upward with a muzzle velocity of ro ft/.sec,
The air resistance amounts to kv^. Find the formula for s (the height), in terms of c,
while the bullet is rising.
5. In the case of the bullet of problem 4, find the formula for / in terms of v,
6. A certain particle weighs 8 lb. As it sinks in water its weight forces it downward,
but an upward force, its buoyancy, also acts upon it. This buoyancy amounts to 4 lb.
T h e water resistance amounts to v'. Find v in terms of j , if :J = 0, when j = 0,
7. When a certain body weighing 16 lb. is placed under water, it rises because of
its buoyancy, which amounts to 20 lb. T h e water resistance amounts to
Find
the velocity with which the body rises / seconds after it is released.
8- A motor boat weighing 200 lb. is going at a speed of 20 ft./sec. at / = 0. T h e
motor is then turned off. T h e water resistance amounts to -jj^^. Find the formula for D
in terms of (.
9. A 1-lb. particle moves in a straight line on a smooth horizontal plane. A force
acting upon it amounts to ^ , and is directed so as to repel it from the point s = 0.
Uv = Oy when j = 4, what is the formula for u in terms of s?
10, Find the formula for v in terms of s for the particle of problem 9, if the force
amounts to l A ^ , and is directed so as to attract the particle toward the point j = 0.
Frictional Motion
37
11. A certain vehicle weighs 3200 lb. Its air resistance amounts to 2D. If a force
of 40 lb. is applied to push it, and starts it into motion, find the formula for the distance
s it has gone, when its velocity is v.
12. If the vehicle of problem 11 is moving with the velocity 20 ft./sec. at 0 , and
a braking force of 40 lb. is thereafter applied to it, what is the formula for v in terms of
32 dt
idt.
38
Applications
that is,
PROBLEMS
Solve the following problems, assuming all the data to be given in the foot-poundsecond system,
13. A boy and sled together weigh 80 lb. They coast on a hill whose slope is TTJ,
and on which the coefficient of friction is -r^T h e air resistance amounts to v/l'i.
Find the formula for the velocity, i f = 0 , when ( 0,
14. What is the formula for the velocity of the boy and sled of problem 13 if the hill
is perfectly smooth?
15- A boy on skis weighs 96 lb. He slides down a hill whose slope is
which the coefficient of friction is -jfr- T h e air resistance amounts to 2v/l3.
p => 0, when J = 0, find the formula for s in terms of v.
If
16. A 16-Ib, particle slides up a plane whose slope is T, and upon which the coefficient
of friction is x- T h e air resistance amounts to v/\0.
If at / = 0 the velocity of the
particle is 64, what is the formula for v at time t?
17. A 100-Ib- boy slides on the ice. T h e coefficient of friction is 7nr> and the air
resistance amounts to v/20.
If the boy's velocity at / = 0 is 40, what is it at time (?
18. A skater weighing 160 lb. allows himself to be blown along by the wind. T h e
coefficient of friction is -j^j-, and the wind pressure upon him amounts to 2 {30 v].
If his velocity is 14 when t = 0, what is it at any later time /?
19. In the case of the skater of problem 18, find the formula for s in terms of v.
20. A 4-lb. particle moves in a straight line on a horizontal plane whose coefficient
of friction is T . T h e air resistance amounts to v^/l6. T h e force acting upon the
particle amounts to 4J, and is directed to repel it from the point J = 0. If v = 0^
when J = 4, find the formula that relates v and j .
Problems in Rates
dx
5A:
~ 20
It ~
39
10*
k{\0-%x]{B-%x].
log 18 - | x l -
.:.
200 -
15x
200 -
8x
-^kt
15x
200 -
8x
W e find from it
.
85
= / log
^ 92
2oo{i -
15 -
8(M)
PROBLEMS
21, A mixing tank contains 100 gal. of fresh water at / = 0. A solution containing
7 lb. of salt per gal. is then added to it at the rate of 3 g a L / s e c , and the resulting mixture
in the tank is drawn off at the same rate. Find the formula for the amount of salt in
solution in the tank at time /.
40
Applications
22. In a certain volume of liquid 100 lb. of salt, but no more, will eventually dissolve.
T h e rate at which it dissolves is always proportional to the amount that is still dis->
solvable. Find the amount x of salt that will dissolve in time /, if this amount is 5 lb.
when 1 = 1.
23. In a certain volume of liquid, 200 lb. of salt, but no more, will eventually dissolve. When a quantity of salt is placed in this liquid, the rate at which it dissolves is
T^JTC times the product of the undissolved amount by the amount that is still dissolv*
able. If 100 lb- of salt are placed in this liquid at / = 0, what is the amount x that is
dissolved at time /?
24. From problem 23, what is the amount of salt that is dissolved in the liquid in
time t if 200 lb. arc placed in it at ( = 0?
25. From example 5, if 10 lb. of chemical U and 15 lb. of chemical M^arc placed
together at / = 0, how much of compound X is produced at time I?
26- From example 5, if chemicals U and
were to combine in equal amounts to
produce compound x, what would be the amount of compound produced in time
interval / after u lb, of U and w lb. of IV were placed together?
27, T w o chemicals U and IV combine in equal parts to form a compound -V. The
rate at which the compound is produced is proportional to the square root of the product of the amounts of U and IV that are still present at the instant. If at ( = 0 there are
8 units of U and 2 units of W^, find the formula for the amount of compound formed at
time /,
28- If 2 parts of a chemical U combine with 3 parts of a chemical W and the rate
at which the compound is produced is always proportional to the amount of U that
is still present at the instant, what is the formula for the amount of compound produced
in time ty if this amount is M at / = 0 ?
29- T h e population ^ of a certain insect colony is
at ( = 0, In the absence of
outside influences the rate of its growth would be kp. T h e colony is, however, exposed
to an influence that causes deaths at the constant rate . Find the formula for the
population at any time t.
30. In the absence of outside influences a certain population p grows at the rate kp.
However, it is exposed to an outside influence which induces growth at the additional
rate {a + 4 ^ ] , where a and i are constants. If the population is
at time /o, what is
the formula for the population at time t?
31. T h e amount x of a certain chemical disintegrates at a rate which is always proportional to the amount that is still left. If it diminishes by 1 per cent in 10 years,
and its amount is XQ at t = 0, what is the formula for x at time t?
32. T h e amount x of a certain chemical naturally diminishes, because of disintegration, at a rale kx if left to itself. In use there is a further loss by wear at a constant
rate . If the amount is XQ at time ( = 0, what is it at time t?
Problems of Flow
41
-dV/dt
k\fy.
^+r.
T o fit the condition that> = 10, when / = 0, the value o f t must be zero.
T h e result can be given the form
42
Applications
t
V = 10 ^
180
I n this case it was simpler to find the value of dV from the figure of the
liquid, than it would have been to find the formula for V and to differentiate it, for by elementary geometry V is found to have the relatively
complicated formula
V = 9
25T -
25 cos"^
1^ +
5)
VlO^ -
If the tank had been standing on end the situation would have been different, for then the formula for V would have been recognizable at a glance.
W h e n a material body whose temperature is T is immersed in a quantity of water whose temperature is T', there is a flow of heat from the body
to the water, or vice versa. T h e law that applies to this is Newton's law of
cooling, which states that the rate at which the temperature of the body
drops, namely, dT/dt,
is proportional to the difference between the
temperatures of the body and water. Thus
(3.6)
-dT/dt
= k{T
T'].
T] = 1001 r
50},
Problems of Flow
-dTldi
43
= k
This
44
Applications
42. A 10-lb. body whose specific heat is -g- is at 0 degrees when t ^ 0. It is then
plunged into 100 lb- of water at 80 degrees.
If law 3.6 applies with k yf* what is
the temperature of the body at time t?
43. A 5-lb. body whose specific heat is TnJ" is plunged at /
0 into 50 lb. of water.
If the temperature of the body at this time is 200 degrees^ and if it eventually cools to
50 degrees, what is the formula for its temperature at time /?
44. A 50-lb. body whose specific heat is i^f, and whose temperature is 208 dc^ecs,
is plunged into 20 lb. of oil whose specific heat is 3^, and whose temperature is 50 degrees.
Find the formula for the temperature of the body at time t?
45. T h e differential equation for the current i which flows under an e.m.f. (electromotive force) in a simple electric circuit containing a constant inductance L and a
constant resistance R is
(3-7)
Li-Ri
at
E.
(3.8)
4 1 + ^
= ^-
F i n d the formula for q, i E is constant and q ~ go when / = fo48. From problem 47, find the formula for q on the condenser, if ^ = 0, when / 0,
and E = cos at.
Rectangular coordinates
Locus Problems.
Rectangular Coordinates
45
the point through which the curve is to go has a positive ordinate, we shall
consider > positive too. If {x, y) is any point of the curve, the slopes of the
tangent and normal lines are, respectively, y' and 1 / y ' , and these lines
meet the x-axis at the points (x y/y\ 0) and {x + yy\ 0). T h e triangle
therefore has a base of length [yy' + y/y' \. Since its altitude is we have
1
yy'
-h 2 -
Vaiog
[V2
^]y
x.
y dx.
V /
ij
x-^c,
^-
O n transposing y^ squaring,
We can now drop the ambiguous signs, since the two alternatives give the
46
Applications
same formula.
svnhx
r^!,
coshjc =
i l ^
^""^h
53- Find the equation of the curve through the point (1, 5), whose tangent and
normal lines always make with the ^-axis a triangle whose area is equal to the slope of
the tangent line54. Find the equation of the curve through the point (2, 5), whose tangent and
normal lines always make with the >-axis a triangle whose area is equal to 4 times the
slope of the normal line.
55. Find the equation of the curve through the point (-J, 0), whose tangent and
normal lines cut from the >-axis a segment whose length equals the negative of the slope
of the tangent line.
56. Find the equations of the curves through the point (3, 2), for which the tangent
and normal lines always form with the
and ^-axes a quadrilateral whose area is equal
to 2xy.
57. Find the equation of the curve through the point (4, 2), for which the tangent
line and the horizontal through the point of contact form with the x- and ^-axcs a
trapezoid having the area 6.
58- Find the equations of the curves through the point (4, 3), for which the tangent
line and the vertical through the point of contact always make with the x-axis a triangle
having the area 9,
Polar Coordinates
47
59. Find the equation of the curve through the point (1, 1), for which each tangent
line is at a distance from the origin that is equal to the abscissa of its point of contact.
60. Find the equations of the curves through the point (1, 1), for which any tangent
line and the line from the origin to the point of contact make with the>-axis a triangle
having the area ^.
61. Find the equations of the curves through the point (0, 5), for which the area
under any arc and above the jr-axis is equal to 3 times the length of the respective arc.
62. Find the equation of the curve through the point (-ff, 0), along which the arc
length and the function 2x^ increase at the same rate.
FIG.
3.
dB
tan^ = rI
dr
and
(3.11)
ds"" =
r''dQ'^-\-dr''.
These are the essential formulas for dealing with the geometrical problems
to be considered.
Example 10.
48
Applications
T h e perpendicular from the pole upon the normal line has the direction
of the tangent line. It therefore makes with the radius vector the angle ^
or
i^j according as ^ is acute or obtuse. F o r the curves sought we
have thus 1 / r = cos ^, or 1 / r = cos ( r
W e can write these relations tan 1^ = V ' r ^ 1. F r o m equation 3.10 we thus obtain the
differential equations
r d$/dr =
V ^ ^ .
1 -
c o s - i (1/r)) + c,
and with c determined so that $ = T / 2 , when r = 1, the required equations are found to be
6
Example 11.
T/2
{Vr^ -
1 -
sec"^ r ) .
with the polar coordinates {'s/2y T / 4 ) along which the arc length increases
at twice the rate of the vectorial angle.
T h e specific property of the curves sought is ds 2 dd. B y (3.11),
this
is
We
may
write
this i n the
form
49
69. Find the equations of the curves through the point with the polar coordinates
(l/'\/2> ~""/4), for which the distance from the pole to the tangent line is always
equal to the square of the radius vector to the point of contact.
70. Find the equations of the curves through the point with the polar coordinates
(1, 0), for which the distance from the pole to the normal line is always equal to the
square of the radius vector to the point of contact.
71. Find the equation of the curve through the point with the polar coordinates
(1, 0), for which ^ is always equal to log r.
72. Find the equations of the curves through the point with the polar coordinates
(3, 0), along which the arc length increases at 6 times the rate of 6.
73. Find the equations of the curves through the point with the polar coordinates
(1, T / 3 ) , along which the arc length and the square of the radius vector increase at
the same rate.
74. Find the equations of the curves through the point with the polar coordinates
(4, JT), along which the arc length increases at a rate that is always 2 tan
times the
rate at which the radius vector increases.
Applications
50
+ Vy.
W e can combine
d{x -
= { - F c o s f l H- Vx - a\ dt,
d{y-y*}
= \ -Vsme
Vy-b\dt,
[VsmB-Vy-\-b]d{x-x*\
\Vcos6
^ a}d\y -y*\
= 0.
Fio. 4.
Example 12.
+ 4 cos
H- 3 sin B\TdB +
(4 sin 5 -
3 cos B] dr = 0.
5 4 cos B 3 sin 0
4 sin 5 3 cos d
3 cos B] + log r =
c.
51
10 V 2 4 s i n g (5 -
y/l.
3cosg|
4 cos g - Ssintfj^^
Example 13.
20) dx -
{200 cos 6 +
15) dy = 0.
20
dx
200x
Vx'-\-y
y^
+ 15
dy =
y/'Vx^
log {4x-\-3y\ + 8
log
+jy2 _
4x
- h
6^ _|_ 8^
= log (1200)
3y
6x + Sy]^ = 1200{4x +
3y]\
x-\-
ay
V l
y*
Applications
52
FIG.
5.
T h e substitution of the
3/
V l
V l
/"2
(du/ds)^ =
-3
It can be integrated
= u.
T h e equation
Vidu/ds,
V l 8 -
u^du
uds.
T h e general integral is
+ V l 8 log
Vis
Vis
s-\-c.
= A/lSlog
V2(x -
53
y)
V2
V i s -
(x
-y)\
54
Applications
86. One end Q of a piece of string of length 2 is placed at the point (1, 1), and the
other end is then drawn along the line x
y = 0, Find the equations of the loci of Q ,
87. One end Q of a piece of string of length 6 is placed at the point (3, 1), and the
other end is then drawn along the line ^ + 1 0. Find the equation of the locus of Q ,
88. One end P of a piece of string PQ whose length is 2 is drawn along the circle
x^
" b^t for which b > a. Find the differential equation for the locus of
and show that
+
= 6^
is an integral of this differential equation.
89. A ferry boat whose speed is a 8 m.p.h. plies between opposite points on the banks
of a straight river 1 mile wide. T h e river flows at 4 m.p.h. T h e boat is always kept
pointed directly at its objective. Find an equation for its path.
90- If the ferry boat of problem 89 takes off for a point that is z niilc upstream on the
opposite bank, what is an equation for its path?
91. Show that if the ferry boat of problem 89 had a speed of only 4 m-p-h, it could
not reach a point directly opposite the starting point, and find how far downstream
its landing would have to be.
92, A ferryboat whose speed is V m.p-h. plies on a river K miles wide. T h e river
flows at V m.p.h. If the boat takes off for a point on the opposite bank a miles upstream^
and is kept pointed at its objective, what is the equation of its path?
FIG.
6.
Suspension Cables
55
the cable's lowest point. T h a t point is called the vertex. T h e tangent line
there is horizontal. As i n the figure, we shall take the origin at this point.
T h e forces acting upon the segment OQ are its burden or load L (which is
not indicated i n the figure, but which acts vertically downward) and the
pulls from the adjoining parts of the cable. These pulls are along the
tangents of the curve. Thus the pull P at 0 is horizontal, whereas at Q
we have tan tp y'. Since the whole segment of cable is at rest, the sum
of the components of all forces acting upon it i n the horizontal, or the
vertical, direction is zero. Thus,
p cos ^ P = 0,
^ sin ^ Z, = 0.
y' = L/P.
fjp{x)dx.
Equation 3.14 is thus a differential equation for the curve i n which the
cable hangs.
Example 15.
L =
W,
= ^ | l 0 0 x + ^x3
50x2 + - 1 X"'
56
Applications
10,600
600
If the burden on the cable is not distributed horizontally, but is distributed along the cable itself, say with the density p(j), where s is the arc
length of the curve measured from the vertex, the formula for L is
=
/; Pis) ds.
= ^
j\{s)ds.
(3.17)
dy' =
WT7^
dx.
= -
Wx+as
~ 1),
d/
..ZL^
dx.
P V 1 + as
T h e elimination of
equation
+2
log ( Z + ' s / l
=2x/P.
Suspension Cables
57
=v^,
and since it was given that y' = T , when x = 6, we see that P has the value
6/log 2. T h e differential equation can therefore be put into the form
f .(i/6)Iog2 I -Cj:^6)log2 _ 9)
Iog2 ^
log2'''
PROBLEMS
93. A suspension cable of negligible weight is burdened with a load distributed
horizontally with a constant density. The supports of the cable are 400 ft, apart, and
80 ft, higher than the vertex. Find the equation of the curve in which the cable hangs.
94, A suspension cable of negligible weight is burdened with a load dbtributed
horizontally with the density jlOO + x^/100)}. T h e supports of the cable are 160
ft- apart, and 64 ft, higher than the vertex. Find the equation of the curve in which the
cable hangs.
95, A suspension cable of negligible weight is burdened with a load distributed
horizontally with the density (24 + Z t ^ ) / \ / 2 4 + x^. A t ;r =^ 1, the slope of the
cable is
F i n d the equation of the curve in which the cable hangs.
96. A suspension cable of negligible weight is burdened with a load distributed
horizontally with the density j2
-j^e'^^^}.
T h e point (10, 4) is on the curve in
which the cable hangs. Find the equation of this curve.
97, A suspension cable of negligible weight is burdened with a load distributed
horizontally with the density 35 sec^ (TAT/SOO). T h e slope of the cable at a point of
support is -y, and these points are 150 ft, apart. Find the equation of the curve in
which the cable hangs.
98. A cable of constant density hangs under its own weight without any other load.
At a point of support its slope is
and these points arc 10 ft. apart. Find the equation of the curve in which the cable hangs,
99. A chain of constant density hangs freely from two supports 2 ft. apart, and the
slope of the chain at one of them is -j-. Find the equation of the curve in which the
chain hangs.
100, T h e density of a certain string varies with the distance from one of its points O,
and is p{s) T I ^ ' +
T h e string is hung from two pegs so that the point O
58
Applications
is the vertex, and its length is adjusted until the pull upon one of the p ^ has the hori*
zontal component 1 lb. Find the equation of the curve in which the string hangs.
101. T h e density of a certain rope at distance s from one of its points 0 is p{s) =
sec^ J ,
T h e rope is hung from two pegs so that the point 0 is the vertex, and its length
is adjusted until the pull upon one of the pegs has the horizontal component ^ lb.
Find the equation of the curve in which the rope hangs102. In the case of the rope of problem 101, fmd the equation of the curve in which
it h a n ^ if its length is adjusted until the pull upon one of the pegs has the horizontal
component 2 / V 3
lb.
T
Fio. 7.
59
\p cos ipsvfMp -\- f{<p) cos (p ixfi<p) sin <p\a dtp p{6) sin ^ = 0,
and
P+
cos <p
C O S <p
/ W COS (p]a
d<p
+ p{e) cos ^ = 0,
-\-
(cos ^ -
ju sin
^ sin ^ dd
p{e) cos ^ = 0,
cos0 -
p{e) sin 9 = 0.
{dp/dS) + up = ap cos 6.
This is the differential equation for/?. T h e requisite integral is the one for
which p = Py when ^ = 0.
W h e n the rope is i n a horizontal plane, and is passed around a vertical
post instead of a horizontal shaft, the effect of the rope's weight is eliminated because it acts along the post and not upon it. T h e differential
equation i n that case is accordingly
(3.19)
(dp/dd) + fxp = 0.
Example 17.
= cos 0
60
Applications
5. / = "
7. V = 4
3, V -
9. V = \6 V l o g (j/4),
-At
90e-^'^^^^'r
tan
I - eAt
1
100 \^\0
24
24 - v\
39
2
1|
Answers to Problems
19. I - 70 log
23. * - 200
27. * -
28 -
10 -
2511
21. X
--3</ioo[
150t/
25.
_ 9,-A(/2_
99 1
31. X ^ xo
61
6kt + 1
29.P--
P0--
t/io
33. 5 +
1001
360x)
35. / = 320 \ / 2 .
37. ( = 5 T 1 H ^ -
- 2y^\.
160;.^ +
39. t = 960ir 13 -
s/h
30 -
30 log
VA
27
41. 5 8 t degrees.
43.
4 5 . . - -
47. 9 -
49. xy = 3.
S3, y =' 6 -
^2 - ^ s i n - 12. -
and
65. r =
1 cos
and r = 3.
(2r) - \ / 3 , and
1 - sec
\/4r^ -
- sin
1 - 2jr/3.
77. r =
| \ / 2 - cos e - sin ^ l ^ ^
90
5 + 4 cos
3 sin
81. u + V ^ t ^ + y i 20
79,
83.
85.
= i
cos"i
= \^AT^ -
75. r =
{x-\y'-\-y^
- iU'^^ + O^-^^^j^
63. r = 4 sin 6.
= 3,
1}.
59.
8.
73.
V 2 - x\
57. 2xy -y
71. log r -
+ 1^0 - Cl*-'^*^.
51. ;r 1 -
55. ^ = - J +
67. r sin
r=50-|-150-'i*'^^*''*'.
- 4} - v/25
ii)--
- 5 log
5
2| = V 1 6 9 - .c^ _ 13
5 + V 2 5 -
,13 + \ / l 6 9 '
Sx
- 12,
1,000,000;- 17
62
87. J -
Applications
89. y -
-1.
93. y = xVSOO.
99
101. ^ -
log J
[24]'^).
log 9
-4.
( l A ) log 2
(\/i/2)il - * | .
(0.22 approximately).
(3.62 ft. approximately).
CHAPTER
4
Integral Curves
Trajectories
4.1. Integrals of a differential equation
T h e methods of Chapter 2 for solving differential equations
(4.1)
=M>)
were found i n Chapter 3 to be applicable to many kinds of physical problems. It remains a fact, however, that all these methods are essentiedly
special. It would be easy to write down differential equations 4.1 i n great
variety, to which no one of the methods given would apply. A n d that
would remain true even if more methods were to be given, as they could
be. F o r the fact is, that, among a l l differential equations 4.1, those for
which a solving formula, other than one i n infinite series, can (or could) be
given are relatively rare. This is by no means due to a mere lack of
mathematical proficiency or skill. T h e reason lies deeper than that.
A n elementary calculus formula is a combination of certain functions
that are more or less familiar. T h e category of these functions is relatively quite restricted. It includes the exponential, the trigonometric,
and the power functions, together with their inverses, and the successive
quadratures of combinations of these. N o w a differential equation may
define its function through a relationship which, i n its very nature, is
inexpressible by such means. I n short, it may define a function proper to
itself, which is not representable by any combination of elementary functions, just as log X, for instance, is not representable by any combination
of polynomials.
N o w it is, of course, quite apropos to inquire what one shall take to be an
integral of a differential equation, when no formula for one can be given.
T h e answer is to be found i n the definition of the term "function." I n the
calculus y is defined to be a function of x upon a specified x-interval, if to
each X of that interval there corresponds a value of y. This does not
require that y be expressible by a formula. It requires only that y be i n
some way determined. Such determination may, for instance, be by a
63
64
=fi{x,y,z),
z'
=fo{x,y,2).
Consider any region of three-dimensional (jt, y, z) space i n which the functions fi{x, yj z) and f'i{x, >, z) are real and single veilued. A t each point of
such a region these functions have numerical values, and the triple of
numbers 1, / i ( x , ^, z), f^ix^ y^ z), is thus determined there. These numbers, however, determine a direction in space, namely, the direction whose
cosines are proportional to them. By assigning this direction to the point,
and doing so for each point of the region, we impose upon the region a
three-dimensional direction field.
A particle, starting at any point of such a field, and moving thence
always i n the direction of the field, describes a streamline. For these
streamlines, as for any curve, t/x, dy^ dzy are direction numbers.
Because
these numbers also give the direction of the field, we see that along a
streamline
dx
dy
f\{x,yy z)
dz
fiixyy,
z)
This means that the functions y and z defined by the streamlines fulfilled
equations 4.2. T h e streamlines are thus integral curves.
A curve i n space is given analytically by two equations i n (v, y, z).
E a c h of these equations separately defines a surface. Together they
define the curve which is the intersection of the surfaces. E a c h i n d i v i d u a l
integral curve is thus the intersection of a surface of one family by one of
another. Since each of these families is given by an equation involving a n
65
fix, y) = k
defines a locus that traverses the region. This is the locus at each point of
which the slope of the field is k. It is thus a locus along which the field
has a single inclination. It is therefore called an isocline of the field. B y
drawing i n a number of isoclines, the plotting of a field and the sketching
of the streamlines may often be considerably facilitated. W e note especially that the isoclines for which k = 0 are the loci along which the integral curves have their maxima and m i n i m a .
Example 1.
2y-2
These are
y - \ = ^ U - 2 ] ,
which pass through the point (2, 1). T h e isocline is crossed by all the
integral curves at the same slope, and that is here twice the slope of the
isocline itself. Figure 8 applies to this example. It shows in full lines
some integral curves, and in dashed lines a pair of isoclines.
Fio. 8,
Fio. 9.
67
y =
1 -3{x+>P
1 +3lx+^l
A l l these have the slope 1 . It is clear that k cannot have any value
greater than 1, and hence that no integral curve ever has a slope greater
than 1. Some integral curves and a few isoclines are shown i n F i g . 9.
ASSIGNMENTS
With the use of isoclines, plot the direction field and sketch in some integral curves
for each of the following differential equations.
1. y =x/y.
3. /
2. /
= ~2xy.
= ^ ^ -
A. y'
^
X
5. / = - l ^ .
6. / = \ / ? T ? .
7, Show that if :to is a value for which /C^o) = 0, the line ^ = xo is an isocline of
the linear equation
(4.4)
y'+p(x)y
=q{x).
8. Show that if
i3 any value for which p(xi) ^ 0, all the directions of the field of
differential equation 4.4 along the line x ^ x\ are concurrent in the point \x\ + l/p(xi)j
g{xi)/p(x\)]. This 5 shown for the difTercntial equation
in Fig, 10.
In the manner of Fig. 10, plot the direction field and some integral curves for each
of the following differential cquations4
9.y'^x-2xy.
U.y'=h-y-
, 0 . / =
12./ =
^ ^ + ! .
? ^ ^ .
68
Fro. 10.
4.4. Trajectories
If two families of curves JFi and SF2 occupy a region of the {x^y) plane, one
curve of each family passing through any point of the region, the curves of
either family are said to be trajectories of those of the other. T h e relation
between curves and their trajectories is determined by the law of their
intersection. W h e n a family ffi is given, the trajectories which intersect
it i n the point {x, y) at the angle i/'(x, y) has a differential equation which
can be determined.
Let the differential equation of the family SJi be (4,1). T h i s can be
found by the method of Section 1.5. T h e inclination of its direction field
at (x, y) is tan~^ /(x, y). T h e inclination of the field of the trajectories is
therefore {4/{x,y) + xarT^ f{x,y)\. Hence the trajectories have the differential equation
/
This equation is
y)].
Trajectories
69
It - f{x,y)
tan^(jf,>)
T o find the equation of the trajectories that cut the hyperbolas of the family
2x^ c everywhere at the angle tan~^ (^).
T h e diff"erential equation of the family of hyperbolas is ^' = 2x/y.
Differential equation 4.6 for the trajectories is thus
y
2x/'hy
curves
4x-\-ly
= cx^'\
\2x + 25v
Ax
\2x - h 25y
Ay
70
= ex.
= 2cy.
4, Find the trajectories that intersect the lines of the family x + y = c at the angle
45 degrees.
5. F i n d the equation of the family of trajectories that intersect the lines y ^ ax -\- c
at the angle tan~^ x.
6. Find the equation of the family of orthogonal trajectories of the ellipses x^/a^ +
12. Find the equation of the family of orthogonal trajectories of the curves
2{1
+3sin"^;'
T h e differential equation
/
= 2{x^ -\-y -
1|'^ - 2x
TTirough the point (2, 3) therefore passes the particular integral curve
71
Pi",
y)
<2(*,
y)
kx-^ky-\-
P2ix,
y)
Q2(x, y),
72
In each of the following cases find for the difTcrential equation the particular integral
that fulfills the respective condition. Then show that the function yi{x) given is also
such an integral.
13. y
{x^-\-2y -
y{-3)
l\^-x,
yi(x)~i[\
=4.
16.y
>(3)
6.
x^].
1 1 + 4* +
;-i(:c) -
2** +
4,
4:..
-s/yTs
-
yiix) 0.
0.
\^-2
yi(x)
-3.
-3.
1+
^(4)
y('2)
20.
1.
>(i)
= i:r.
-iix-V^'-4>i.
18. y =
19. y
yi(x)
1.
>i(x)
=ix2
3x2,
+jrj -
-1.
>iW
y = , / ? l ^ - 3 .
:)'(4) -
-12.
yi(x)
-3x.
73
h\xy +
ky^ = c.
Via. 11.
either as a change of scale, or alternatively, as a magnification (or diminution) of the geometrical figure. T h e family of integral curves therefore
always appears unchanged when the figure is magnified. Figures 11
clearly have that property. T h e origin is the only singular point of the
differential equation; hence every other point has just one integral curve
through it.
47,
74
T h e trajectories that cut the straight Hues through the origin at the
angle ^(x, y) have the differential equation
y
O'A) + tan ^
tan 4f
{y/x)
T h i s is equation 4.8 if
ax -\- by
hx
ky
(y/x) + tan ^
1
0/*) tan ^
that is, i f
k(y/x)^{b-\-k\(y/x)a
b(y/^)^-\-{a-k\{y/x)-h
T h e integral curves thus cut any line y = \x at the angle iff given by the
formula
^"''^
bX'^ +
[a -
k]\ - h
b\^+la~k\\-h
^I'og'-I _
de
jtX2+
{b-\-k]\-\-a
where (r, 0) are the polar coordinates of the intersection of the integral
curve with the line y = }ix. Thus X = tan 0. T h e discriminants of the
quadratic forms i n the numerator and denominator of formula 4.9 are
Di=
{b + h]^-4ak,
D2 =
{a -
k]^-{-4bh.
Di < 0.
Di 0.
as Trajectories
4x-f 9y
x-Ay
^ "
75
8jc+y
7x+2y
(6)
(o)
Fio. 13.
76
3x+>
w Bx-2y
y -
6x+5y
(a)
f6)
Fio. 14.
2x-Zy
X
F I O . 15.
Answers to Problems
77
+
a
-\-+
9. X- +y"
2 -
{>
+
X
5 , 2 + 4;,
+|.
I p = 4x.
\y^\\^^x.
19. y =^\\
2x^^ -
= 2cx.
log 11 + ax\ = c.
a2
= ^.
8x'}.
-\-
= c ~ x.
CHAPTER
5
Approximate Solutions
Infinite Series
Existence and Uniqueness
of a Solution
5.1. Polygonal graph approximations
A graph to approximate the integral curve of a differential equation
(5.1)
=My),
for which
(5.2)
= ^-o,
y{xo)
can be constructed i n the following way: Let XQ, xi, X 2 , " ' * , be any set
of abscissas such that XQ < xi < X2 < ' ' . F r o m (XQ, ^O) draw the
straight-line segment with the slope /{XQ, yo) until it meets the line x = xi.
Let the coordinates of this point be (JTI, {), and from the point draw the
straight-line segment with the slope f(xi, Yi) until it meets the line x = X2.
Give this point the coordinates (x2, K 2 ) , and from this second point draw
the straight-line segment with the slope / ( j f 2 , J^z). Continue i n this way.
T h e graph so constructed is a chain of segments, that is, an open polygon, w i t h vertices at the points (AT,-, Yi), a n d is called a polygonal graph.
W i t h YQ = yof we have for this graph
(5.3)
Yi+i
Yi^fixi,
Yi){xi+,
Xi],
I = 0, 1, 2,
. . .
79
advances fron^ this point the approximation becomes poorer because the
divergences accumulate. A polygonal graph extending to the left from
the point (;ifo, ^o) can be constructed in a similar way.
Example 1.
7J
the polygonal graph to the right from the point (0, 0) with [xij^i ~ Xi\ = ^.
Also to compare this graph with the integral curve over the interval
In this instance
=
= 0, and formula 5.3 gives Yi = T ^ .
This,
together with x\ = -y, yields f{xi, Yi) = jsF o r m u l a 5.3 thus gives
^2 = i ^ '
Proceeding in this way, the values of T a b l e 1 may be
calculated:
Table 1
1
0
Yi
fi^i. Yd
0
1
1
1 7
1 17
e 07
T7
1 7
7^
1 17
1S43
T5T
ffO 7 3
2
15 4 3
5 14 1
7144
20S 5
"807T
6 14 1
^144
that is.
-1
.-V2
ds.
ea:V4
y =
ds.
80
5
T
-0.083
-0.177
-0.305
-0.502
-0.837
-0.087
-0.197
-0.368
-0.676
-1.30
0
0
F I G . 16.
to cover the given range would have been larger, but the approximation
would also been better.
ASSIGNMENTS
1. Construct a polygonal graph for the differential equation
y'-i-y-
through the point (0, 1), with [x,-+i xi] = T , and plot also the integral curve.
2. Construct the polygonal graph for the diflTcrential equation
x, and plot
Xi\ =
= y +
- Xy
through the point (0, 1), with \xi^\ Xi] ^ \^ and plot also the integral curve.
{Note: Fig. 10 applies to this differential equation.)
81
x,} = -j-.
1,
(The integral in this case is
y = 2 t a n - l [e^] - x.)
y=fi{x,y,z),
z'
^f2{xyyyz\
for which
(5.5)
z(x(,) = ZQ.
y{xQ) = yoy
Xi
Yi
0.5
0.37
0.19
Zi
1.5
1.58
1.75
/i(x.-, Vi, Z . )
-0.25
-0.36
0.17
0.34
Yi+i
0.37
0.19
Zi+i
1.58
1.75
-0.52
0.46
-0.07
1.98
-0.07
1.98
-0.63
0.70
-0.39
2.33
-0.39
2.33
82
and / 2 ( ^ i , ^ i , ^ i ) to
z-{-
- 3 > -2z
ie^'^ -
h'^^
3,
+ 5,
the polygonal graphs for which ^(0) = ^j, and z(0) = -f, with (xi^i *,)
T h e method described calls for the computation of the values which
T a b l e 3 sets forth.
Fro. 17.
I se
Z =
I -t e^
-\- se
T h e graphs of these relations based upon the computed values set forth i n
T a b l e 4, are also shown i n F i g . 17.
83
Table 4
1
0.5
0.34
0.14
-0.16
-0.54
1.5
1.62
1.81
2.12
2.52
Polynomial approximations
XQ.
u = y -
yo;
and it is the supposition that this series converges for some range of values
of s and u. F r o m the calculus, the coefficients Aj^k are known to be given
by the formula
L
ds' du
Ju = 0
(5.8)
' = 1 + ^ + 1
2!
^2
+ i r3 _j_
3!
84
6_
3!
. . .
^5!
(5.8)
log \a ^ z\ = log a +
Let u be taken i n the form
(5.9)
with undetermined coefficients I, (22, as, * . W h e n this is substituted
into series 5.7 and the requisite multiplications are made, all terms i n like
powers of s may be collected, and their sum equated to the term of that
power in the series for du/ds. W e obtain thus a system of equations which
successively determine the values of a i , a^, as, * * " . The solution is
then obtained by expressing equation 5.9 in terms of the original variables.
A n assurance that this procedure actually does give a solution can be
obtained only by proving that the power series which it yields for the solution is convergent. T h a t can be done. W e shall not, however, do it
here. T h e whole matter of convergence is irrelevant if only the first n
terms of the series, instead of the whole series, are considered, that is, if the
method is applied to obtain a polynomial approximation. T h e method is
applicable also to systems of simultaneous differential equations, to obtain
either power series solutions or polynomial approximations.
Example 3.
1
\ X y
the polynomial of the fourth degree that approximates the solution for
which _y(l) = - 2 .
T h e change of variables s = x \, u = y -\- 2 transforms the given
differential equation into form 5.6, with
his,
u) =
{2-
is+u)\ I
| .
85
F r o m (5.9),
-1-
(ai +
1)J +
{s +
u)^ =
(aj. +
2.2 +
1) V
(^ +
)' =
(ai +
l ) 3_3
V +
025^ +
OiS^
2^2(^1 +
1).^
and thus.
a2
{ay
4
az
+ 1)"
8
, a^iax +
1)
, (11 +
1)
16
O n equating this to the series for du/ds, and comparing the coefficients of
like powers of j , we see that
1
+ 1
2ao =
a2
3(Ja = -
4^4
1)'
(ai +
^3
^2(^1 + 1)
(^1 +
1)'
16
T h e first of these equations gives a\\ the second then gives 2, the third
thereupon 03, etc. Thus,
=
+ A ^ ' + irs^
T ^ ^ '
Example 4.
2,
the polynomial of the sixth degree that approximates the integral for which
T h e change of variable u = y \ gives form 5.6 with s = x, and
/ i = ^*'C+i) -\-x-2.
By the second equation of 5.8, with z = x\u + 1),
86
therefore,
T o terms of less than the sixth degree this last equation would be
/i
j( ^
we find
fli = 1 ,
2^2 = 1,
3^3
= 1,
6^6 =
+ ai,
fl3
Thus
Example 5.
= ^'^^^'\
z' -
(x+jy) +
z,
the polynomials of the fourth degree that approximate the solution for
which ^(0) = 0, and (0) = 0.
T h e second and third equations of 5.8 give
^io(v+*) = 1 + s i n ( y + ^) + : i s i n 2 ( y + z) 4 - : ^ s i n ' 0 + z) +
sin (y + 2) = (y + ^) - i ( y + z)3 +
Sin^
^ (y +
- ^(y +
sin^(y + z) = (y + ^)' +
whence
,
+
. . . ,
87
T h e substitutions
y = aix -\- a2X^ + a^x^ + a^x^ +
b,x
2*2 ^ ^3 ^ ^^4 +
,
. . .
therefore yield
2
02 + 2 +
and
{x+yy
+ z = bix
-f
(2 +
(01 +
1)^1*'' +
3 + 2^2(01 +
1)|X+
O n equating these series respectively to the series for u' and z', we obtain
the equations
ai =
1,
bi =
0,
2a2 = a i +
1,
2b2 = bi,
3^3 = ^2 + 2
i(oi
+ 1)',
3i-3 = 2 +
(1
4a4 = 3 +
63 +
4^4 = ^'3 +
2d2(ai +
[ai +
6 i ] [ o 2 + 2],
l),
W
ix'
+ %x\
PROBLEMS
Find for each of the following differential equations or systems the polynomial
approximation of the fourth degree for the solution specified.
1. v' = > - 6e-',
3. /
1 - 2x
y(0) = 3.
y(0) = 0.
2./
4. / - 2 ^ + > ,
y(\) = 0 ,
88
5. y'
?
3x > 3
7. y'
>2+8U+2}
8. y'
2""<'+i'>,
9. y'
10. y'
z'
11. y'
12. y'
\ -
>(1) -
3.
6. /
+log il
3 + 2 sin X,
:K ~
y(0)
= 0
:v(-2)=0.
j(0) =- 0.
z + Axy,
2> + 4z + Axz,
y{0) - 0 .
y{0) = 0,
z(0) - 0 .
:y(0)=0,
2 + log 11 + 1.
z(0) - 0.
r ' = I + icy,
^(0) - 0.
;f(0) =- 0,
z(0) -
0.
~f{x,y{x))
^0.
B y a quadrature, therefore,
y{x) -yQ-
f'f(x,y(x))dx
^ 0.
y=yo
f^'jix,y)dx.
= >o + j^,/(^.>o) dx
= >o +
fixyyiix))
dx
Successive Approximation
89
=>o + fjj{x,yn-i(x))
yM
n = 1, 2, 3, - .
dx,
W e shall prove i n Section 5.6 that, when suitable hypotheses on /{x, y) are
fulfilled, the functions yn{x) converge to a limit when
>, and that
this limit function is the integral of the differential equation. T h a t proof
will show that the functions^i(x),^2(j^)j>3(^)) * * " , are approximations
to the integral. T h e y are called successive approximations.
Example 6.
2<l'-y
>iW = 1 +
X -
1.
= 1+
1 +
rfx
= 1 + X + ix\
= 1 +
2^ -
A:
1 ,
dx
(1
2e'
A: + - I X 2 ) ,
\\-\-x +
\-\-x-\--x^-\-
2!
^x'^'j-^,x^-\'
3!
-\--xni
a n d , by
when
! ? when
W e find
n is odd,
n is even.
It is easy to see from this general formula how the approximation takes
place. T h e polynomial part oiynix) is the sum of the first (n -{- 11 terms
of the power series for
Hence, as n is taken larger and larger, ^ ( . 1 : )
converges to e^, which is the solution of the given differential equation and
condition.
It is only rarely possible to make all the successive quadratures as shown
in example 6. A few of them at most are ordinarily feasible, and formulas
90
can then be found for only the first few successive approximations.
Nevertheless, the method is of considerable practical importance, for even
the first few approximations are often quite good, and further quadratures,
even if they are impossible, can still be calculated numerically by a number
of different methods.
Example 7.
2 -
e-v
\ -\-2x'
; ^
= 2log|l+2.1.
1
y2(x)=log{l+2x| + | ^ - p ^ -
hence.
1.
W i t h this i n turn.
Kx, yzix))
1
l+2x
exp
11+2x}
1
VI
+2x.
and
yz(x) = l o g ( l + 2 x 1 -
1 +
1
V I + 2x
exp
1
V l
+ 2x.
+ 2
T h e quadratures that are required to carry the process farther are difficult
or impossible. L e t us, however, compare the approximations we have
found with the actual integral, which is^ = log 1 + x|. O n the interval
M ^ X ^ 2, the respective values, to three significant figures, are those
of T a b l e 5.
Tabic 5
T
1
T
yi
-0.347
0.202
0.347
yi
-0.279
0.223
-0.289
0.288
.If
5
T
7
T
0.458
0.549
0.627
0.693
0.752
0.805
0.400
0.550
0.676
0.788
0.886
0.975
1.05
0.223
0.405
0.559
0.692
0.809
0.913
1.01
1.09
0.223
0.405
0.560
0.693
0.811
0.916
1.01
1.10
91
6^"^,
14. Find the general formula for ^nW for the differential equation y = ^ + ^, with
the condition >(1) = 0.
15. Find the formula for y%{x) for the differential equation y' > + 2 sin
with
the condition >(0) = 0. Find adso the integral of the difTcrcntial equation and condition, and compare its Taylor's series with y^{x),
16. Find the formula for > A W for the differential equation y' = cos x y^ with the
condition ^(0) = 1. Find also the integral, and compare its Taylor's series with
17. Find the formula for y\{x) for the differential equation
> +
^ , with
the condition ^(0) = 3. F i n d also the integral, and compare its Taylor's series with
18. Find the formula iov yz{x) for the differential equation >' = 7^ + x^y + 1, with
the condition ^(0) = 0.
19- Find the formula for yz{x) for the difTcrcntial equation y' = \y
the condition ^(1) J-^.
A i with
20, Find the formula for^'sW for the diflrcrentialcquationy =^ \y^ 2y}/{2
with the condition y(0) = 1.
2^1,
z = 0+
I'f2{x,y,
z) dx.
JXa
T h e functions
yo, ZQ) and fzix, yo,
integrated. T h e equations
:yiW = >o +
zi{x)
ZQ
-\- f
ZQ)
92
zi{x)) dx,
j'ji{x,yi{x),
2 2 W = ^ 0 + l'ji{x,yi{x),
zi{x)) dx
z' = \ -
y,
zi = 1 +
\)dx
jy2 = 2 +
2 + x,
^2 = 1 + j '
\ -\
= 2 +
>3
^3=1
jy4 = 2
Z4
= 1
- x\
x\ dx = \
dx^2
-x-ix'^\
x-^^x\
x] dx = \ X ix^\
+
1
+
3!
1
2!
'
1
X* +
X*.
4!
z cos X
X.
Existence of a Solution
93
=2-[-X-~X^-\-~-^X^
2!
^4!""
'
'
6!
y - ^ - 1 ,
z'-2>-z-2,
z'^y-2,
-z-1,
with the conditions ;r(0) = 3, z(0) = 1 .
24. Find the formulas for yh(x) and zeW for the differential system
y' = z/x,
z' ^ y -~ z,
(i)
(ii)
\fix,y)\<M,
{fix,y) -
fix, y*)\
^N\y-y*l
O f these, relation (i), i n which M may be any positive constant, says .that
/(x,y) is bounded. Relation ii), i n which N may be any positive constant,
shall hold whenever both (x, y) and (x, y*) are points i n the region.
94
-=fy{x,yx)\y-y*\,
X(i\ ^
A,
y - ya\ ^
Mh,
confine the points {x, y) to a rectangle centered at (XQ, ^'O) - T h e size of the
rectangle is determined by h. It is small enough to lie within the region
i n which relations 5.12 apply, if A is small enough. We shall suppose such
a value of A to have been chosen, and shall henceforth refer to this rectangle
as R. I n it the range of variable x is
(5.14)
W e begin the proof by showing that all the graphs of the functions _y(x)
given by formula 5.11 remain within rectangle R for all x of interval 5.14.
This is easily done by mathematical induction. T h e fact is obviously so
for^o- W e need therefore only show further that if it is so f o r ^ _ i ( x ) it is
also so {oTyn{x). Suppose it is so for^n_i(x). T h e n \f{x,yn\{x))\ < A f ,
by (5.12), and, by (5.11),
(5.15)
yn{x) - yo
f^^ f{x,yn-i{x))
<
dx
X ~
XQ
Thus
which means that the graph of^n(x) is within R.
W e proceed to show now, again by mathematical induction, that for
every n
(5.16)
yn{x) -yn-x{x)\
<
MN--^
\X
XQ
^ A ' i ( x ) ~yp-M\
< MN^
' "
"
Existence of a Solution
95
= j^J{x,yp{x))
dx -
we see that
dx.
j^J{x,yp^i{x))
Thus
yp-\-\{x) -yp{x)
-J{x,y^-i{x))]dx
(MJVPW)
X
MN''
XQ
ynix) - yn-i(x)\
dx
<
= MNP
XQ
<
bnix)
-yn-l{x)\,
(5.18)
uniformly on (5.14).
CO
- / ( x , : v p _ ] ( x ) ) | N\y{x) - j p - i ( x )
F r o m the relation
jy(^) - yo -
rfix,y{x))
dx = y(x) ~ y^ix) -
{f(x,y{x))
fix,yp^i{x))]
dx.
f^Myix))dx
>W
- ypix)\ 4X
y(x)
-yp-iix)\dx
96
57,
For a differential equation that fulfills hypotheses 5.12, the integral for
which>(xo) = yo is unique. T o prove this, let both^(x) and rj(x) be such
integrals. Both are then functions that fulfill equation 5.10, and therefore
y{x) -
nix)
- /J
{x, yix)) and (x, ri{x)) are points for which relation 5.12 (ii) applies upon
Thus
-f{x,v{x))\
^ N\y{x) -
v{x)
^ N
fj^\y(x) -r}{x)\dx
Ll \yi^)
vix)\ dx
I P ' - 2x
has at least two integrals for which ^(2) = 3. T h i s differential equation must therefore fail to fulfill hypotheses 5.12, in a region containing the
point (2, 3). T h e function/(x, y) has in this instance a partial derivative
97
Answers to Problems
3 -
3. y,(x) =2x
5. yi(x)
3x +
+ 1_4
ix\
+ 4x' + i ^ ; c + ^ l V .
3 -
3U -
1| -
3U -
5{x
9. ^-i
i\. yi = X + x^ +
1
13.
ix^ + ix\
- X
yM
6*-' -
15.
2x
1
2!
1 -
;c +
1}" - - V U -
1|'
2\\
-\-x^
z i = x +
x^
X*.
1..3
ix\
3!
n!
2!
n!
x'
when rt is even.
when
x2 + |. ^3 _^ 2 ^6 _^ ^ ,7^
^ ^ sin jc cos jc.
7
m x\
+ i^x' + ix* +
- 4*.
n is odd.
= 3 -
^ x" +
x^
2
4!
26 =
24 =
2X +
- X'.
3
CHAPTER
6
Further Studies
of Differential Equations
of the First Order
The Riccati Equation
6.1. Singular solutions
A diflferential equation 5.1 may have a locus of singular points, and this
locus may fulfill the differential equation without being included i n the
general integral. T h e locus is then called a singular integral, or a singular
solution. O n the other hand a locus of singular points may not be a n
integral curve at all. Whether it is or not can be determined by testing i t
to see whether it fulfills the differential equation.
T h e function / ( x , y) i n the differential equation y'
[y x]^^ has a partial derivative fy{x, y) which becomes infinite o n the
locus ^ X 0. It therefore does not fulfill any Lipschitz condition i n
any neighborhood of this locus. Since the condition for uniqueness of a
solution of the differential equation is thus unfulfilled, the locus may be
suspected of containing singular points. T h e locus, however, is not, an
integral curve, for it does not fulfill the differential equation.
Example 1,
Example 2.
Wl"
<:]'.
x ' - W \ x - x o ] '
98
Singular Solutions
99
2y
3. y = i { x - V ' * ' - 4 y l
5. y
' \ / 3 7 + 7 - 3.
7. y = \/{x + 4 } b - 3 i .
9.
y =
,0. / =
-1
y=
4-
y =
6. >
8.
2 \ / c o s (x +
sin (x + ^)
1 - 2 cosM > +
tani > +
+1
- VJ
1.
r i
100
F{x,y,/)=0.
T h i s may not be explicitly reducible to form 5.1 at all, or it may be reducible to a number of such equations. I n the latter case it assigns a number
of different slopes to a point (x, >), and the integral curves therefore constitute a net of intersecting loci rather than just a simple family.
Example 3.
T h e differential equation
y a _ 2yy' -
-1-^2
= 0
Fiix,y,y')
= 0,
F2{x,y,y')
=0,
- ,
Ft(x,y,/)
= 0
'P2{x,yyc) = 0 ,
tpk{x,y,c) 0,
Wi{xyy,c)\{<p2{x,y,c)]
=0,
\*Pkix,yyC)\
for this product is zero if and only if one of its factors is so.
Example 4.
{xyhy^-\-
x]/
+ x^ + xy -
0.
-x-y]\yy'
x\
=0.
0.
101
_^2j,v'
_ xy'^ +
xy^ =
0.
- : v = 0,
y'-\-y
gy-
= 0,
X ^
0.
T h e general
c] = 0 .
PROBLEMS
Find the general integrals of the following differential equations.
11. xy'^ 13.
{Ax'' + 1 1 / + 4x = 0.
y + y -
X^
'^^x
12. e'yy''^ +
14. y - +
0.
+ 12
21..'
+ 2x^> + V t y +
[xb
+/I
-4/}
log
|4*^ - y'^]y' X
xlogx
-\ = 0,
= 0.
+ 2;o'l> " ^'""1 = 0.
18. y ^ - 4y2 -
= 0.
Ay = 0.
2 i y = o.
5 / = 0.
20. y i o g y - x y ' +
[> - / ! l o g y - x ; - ! ! -y\
=0.
dF(x,y,y')
ay
0.
102
T h e liminant oiy' between this equation and (6.1) includes any existing
envelope. It cannot be assumed that every locus given by the liminant
is an envelope, for there are other loci also upon which the differential
equation defines a reduced number of directions. T h e line of centers of
the circles in F i g . 19 illustrates this. O n this line only the perpendicular
direction fulfills the differential equation. Each locus obtained from the
FiO. 19.
liminant must therefore be tested to determine whether or not it is a
solution.
Example
6.
is
\x -
Viy\ny'^
\\ -
{x+yy'\^
= 0.
{x-Vly]^y'-y\x+y/]
Vlx][Vly
x]'' = 0.
Integrations by Differentiation
103
y 2 _
the y' liminant is = 0. This does not fulfill the differential equation.
Thus there is no singular solution.
PROBLEMS
Find a singular solution for each one of the following differential equations.
21. / y ' - W - ' + T b ' - ' l
=0.
23.
{xy' - ; y p - y 2 -
25.
-4{y
-2]
=0.
1 =0.
26. jc^"' - /
+ ^ -
2 = 0
27. y 2 -
4xy' + 4> = 0.
28. >' -
log \xy' - y\ - 1.
> = 0.
log {1 + y i - y i i -t-xj 4 - y -
1 = 0,
"
= 0.
F^yy.y')
+ Fy{x,y,y')y'
- f F^{x,y,y')
= 0,
104
Example 8.
2 / logy = 0,
equation 6.5 is
y' -
0.
2 log/idy'/dx)
= jlog^y')^.
and
Example 9.
2e^'l\
2e~^^'{\
Vx
c]y = 0
c\y = 0.
xy'^ -
equation (6.5) is
=0.
[4xy'' -6yy''\^+{6x^-y"]
dx
There are too many variables in the last equation to permit a determina
tion oy'. T h e liminant of y between the two equations is
dy'
'Tx
T h e factors of the last equation give, respectively, y' = ex, and y'^ = 6x^.
These values convert the given differential equation into, the general
integral
c^x^ -
2c^y + 2 - 0 ,
There are two types of differential equation 6.1 to which this method is
peculiarly well adapted.
(i) T h e equation that can be made explicit for y, namely,
(6.6)
> =/(^,/);
f(x/
-y,y')
=0.
A n equation 6.7 is called a Clairaut equation i n honor of the French mathematician A . C . Clairaut (1713-1765).
105
T h e differential equation
\ =0,
W - y \ ^ - y ^ -
dx
Uy
-y'
-"y]
=0.
= 1.
PROBLEMS
Solve the following differential equations.
31. xy' -y
+ / 2 = 0.
32. 1 6 / -
{xy' -y\^
34.
36. / 2 Jr\x-
37. 2y - 1
38. y
V^y"" + 1
39. y< - x.2..2
y + "^.xyy' - y
0.
y log y' = 0.
\\y' -y-\.
1 = 0.
-Ixy'
.'2 -
43. 16{:c + 1
- 0.
1 l y + 4 = 0,
- 4{4> - ! } / - !
= 0.
= 0,
46. y * + l / + > } { 4 y 2 + l | - 0 .
FAx,y,y')
~ + Fy{x,y,/)
y
+ FAx^y,/)
7^ = 0.
^y
106
If y' cannot be obtained from (6.8) because too many variables are
involved, we may eliminate x between equations 6.1 and 6.8. A value
of ^' obtained from the x liminant also converts (6.1) into a n integral.
T h i s method is peculiarly well adapted to a differential equation that can
be made explicit for x, namely,
(6.9)
^ =/(>,>').
Example 11.
- l o g / - x
+ 2 = 0.
dy'
r 2 - ~
dy
+ i
^1
(c
=0,
2 = 0.
| x 2 - 2 x l { y 2 + l) + 1 = 0 .
T h e y derivative of the given equation is
. .
lv'^ + 1
{x^-2xiy-<- + | x - i !
= 0,
dy
+ 1
d/
-, + V y 2 + 1 = 0
= 0.
PROBLEMS
Solve the following differential equations.
47. 2xy' = y -
yy'\
+ 2 = 0.
48. x = 25>V" + ~ 5y
50. x = 5 + log \y' + y/
+ y'^\
107
53.
2> = 0.
54.
dAxy' + 32> = 0.
= io(^) + ii(^)> + ? 2 ( x ) / ,
w' =
-q^ix)
qi{x)w qo{x)w^.
y =yi{x)
'^^ii ^
2/ ^
+ 9 ^ 1 [x)
2ciq2yi{x)
a
^
u
U = Ci<pi{x) + C2<p2{x),
108
i n which tpi{x) and <p2{x) are specific functions, and cz is a second arbitrary
constant. B y (6.12), then,
(6.13)
y ^ y i i x ) -
Cl(pl{x) + C2<P2(x)
y = j1 +
X +
2x^ cos A: I
{1 + 4* cos
+ 2y^ cos x.
Example 14.
f T l j s i n X cos
x|
=e^'+
|1
+^e'\y^y\
^e' is a solution.
c,e^
1^1 + c^e-^*'^^
The
1.
(6.14)
dx-\-c].
i^' = ?o + qiW
+ m
+ 921^ + 2ia^ -
^'}.
109
F r o m the last equation we see, by equating real and imaginary parts, that
(6.15)
a' =
90 +
qxct + q^la^ -
/S^),
^' = q,^ + 2 ^ 2 ^ .
= 1 -y
e^y.
By the trial of ^ = ae^' the given equation is found to have the solution
yi = i>~*. T h i s is of the form above with a = 0, and /3 = e~'' T h e
general solution, by (6.14), is thus
y e~^ tan {e^ + c\.
PROBLEMS
Find the general integrals of the following differential equations.
55. /
V
1
5 + 4 ^ + - ^ .
56.
cos x.
57.
[5 -
61. /
2 - 2x'
= 2x* +
y -Vy
^ - 1
60. ^'
62.
Find the integrals of the following differential equations that fulfill the given
conditions.
63. y'
2
+X
64. y = 9x + {3 65.
66. >' -
I S x b + (9x -
tan
-7
X +
sin
y{-\)
= ^
..2
1 +x^
31/,
x l l +x^j
cos X
'
>(1) = 0.
- y"^ cot X ,
;y ( -
110
67.
69. /
-\-
= tan
-f.
X +
S i n jr
70.
;r(0) -
cos Jc
+ /
^-(0)
cot x,
( - ^) =
\
4/
-1.
a-^x-^b,
upon which ?o(*), ?i(*) and 5 2 ( ^ ) are continuous functions, the point
( ' 0 ) ^ 0 ) with any ordinate ^yo lies within some region i n which the function
i{x,y)
= qo(x) +
qi(x)y + q2{x)y^
which is discontinuous at x = 1.
T h e differential equation has constant coefficients.
constant solution, and by trial this is found to bejJi
solution, as found by the use of^"! = 2, is
y = 2
It therefore has a
2. T h e general
T h i s is discontinuous at x = 1 if ci + 12^ = 0.
thus
-
T h e required solution is
111
pMu"
+ pi{x)u' + p2{x)u - 0,
which is the linear differential equation of the second order. Thus if i;(x) is any
solution of the R i c c a t i equation
Po{x}^ PQ{X)
u = el"^'^'^'
v" -
v' + qo{x)qi{x)v = 0,
qiix) H 7 qiix)
q2{x)v{x)
{x +
l j u '+
{x -
lju =
0.
{x-\-\U
- ri\
2H-X
x[l -\- x\
2
x\\
x^
12
x{\ -\-x]
x\\ + x l
T h i s has f =
as a solution. By formula 6.21 the given equation therefore has a solution)' = 1 / | 1 +
112
2
x
which 15 discontinuous at * = 4.
72. F i n d the solution of the equation
3
4 - -
1
2 - -
which is discontinuous at x
=0.
0.
x
2u' tan X
0.
T h e general solution is 5
3- x^ 4^ = 0.
5. ^ = 3x,
7. ^ + 3.
x}^^ = x^ + f.
3 =
cos (A: +
= x + c.
+ {x + 4 p
Answers to Problems
{y - 2x^ - c][y - log X - c\
11.
13.
xy --x^
log
V-^-c
15.
h 4 log X
y
- c
2x
X
y -
113
0.
= 0,
= 0
11 J *
= 0.
2S.y
= 1.
x2
- > = 0.
31.
^ + tf* " 0,
and ^ =
^ = 2 log cos \x + 1,
4;- + Ix -
= 0,
-2^^
+ ^
= 2cx + c\
51.
59. jvi
IX,
61. yi
{1 + i l x ,
and 2y^ = x.
49. 16^ = c(2x - c\\
2\/y
y =
3x -
57. :y
fi +
+x2tan
{-i*'
65. > =
11
- 3
69. y
~ X
* + l
tan
cot
X +
-8x
X -
4'
1
+ c + 2] = 0 .
3 x - x 2
75.
0,
Scix^
-2x -
71. >
1 -
+ 2 H x * - v ^ -
=0,
55. y -
63.
1} -
= 0,
f ^ f V ^ + 2 \/>
3 +
and > = 1
and 1 6 / = xV
and > - 0.
53. 5 - 2 / ^ +
73
- 0,
4c{4y -
43. 16c^{x + 1} -
47.
and y = 0,
2c - s / x
45. 4c^ Vx
and y = 2.
= x ' ~ l
29. y = sin x.
27.
33.
=x-V\.
21.
It has no discontinuitiefl.
77. u
lin X
1:2^'''*'
CHAPTER
7
Some Solvable
Differential Equations
of the Second Order
Approximations.
Applications
fW-
and
i n which ci and C2 are arbitrary constants. A solution of a differential
equation of the second order is called the general solution, or the general
integral, if it involves two arbitrary constants i n such a way that these constants are not replaceable by just a single constant.
A n y differential equation of the first order that is obtainable from the
given equation of the second order by an integration, and that involves a n
arbitrary constant, is called a first integral. W h e n a first integral c a n
be found, the problem of integrating the original equation is reduced to
that of integrating the first integral. F o r that, the methods and observations of the preceding chapters can be drawn upon. W e shall consider a
few types of difi"erential equations 7.1 for which first integrals can be found.
114
115
1 - 0 .
As a differential equation for^' the given equation has separable variables. A n integration gives
y + 1
that is,
> = 1 +
T h i s is a first integral.
integral
{x-\-2]'-ci
[x -\- 2 + ci
+ C2
is obtained.
A differential equation 7.1 in which x is not present can be treated quite
similarly. Since
dy dy'
dx
dy
,dy'
dy
yy"
y
dy
116
= 2^^'
i,
PROBLEMS
Find the general integrals of the following differential equations
1. xy" + y - * -= 0.
2. xy" -
3. y" - /
4. yy" + {1 + 2 / | / 2 -
V l +
5. xy'' + xy''' + /
7.
= 0.
'
2yy' = 0.
y \y' = 0.
A\ - 0.
10. y 3 _ ^ y y ' +
{1 + x'^Wy'
9. 1
"
- / ^ J - 4 / / = = 0.
= 0.
^{x,y,cuC2)
(7.3)
*z.x(^,:y, ci, C2) + 24>x.v(^,>, cu C2)y' H- %,v{x,y,
2)/' = 0,
that is, y \s a solution of simultaneous equations 7.2 and 7.3. T h e liminant of ci and C2 from these three equations is the differential equation of
family 7.2.
T h e final step of elimination i n this finding of the differential equation
can be avoided by arranging the several equations so that the differentiations themselves bring about the eliminations. Thus if equation 7.2 c a n
be made explicit for one of the constants, that constant is eliminated by the
differentiation, a n d does not appear i n the first equation 7.3. If that
equation can then be made explicit for the remaining constant, the second
differentiation completes the elimination. T h e final equation 7.3 is then
the differential equation of the family.
Example 3.
117
= 9,
\y-C2]'
= 0.
{y-c2]y"
9/'2_ {l+y2j3^o
V 9 -
{x-
ci\
If the last equation is now made explicit for ci, thus, x 3y'/y/l
y'^
ci, the second differentiation yields, without any further step, the result
(1
+y'T
=1.
T o check that y^
of the differential equation
cix^y
ci{xy2xy}
= 0.
118
=cix +C2.
13. y -
12. y =- {cix
+ C2\^.
log \xy\ + 0.
14. y -cie'
+ C2X^ -
16.
17. log
19. 7 -
+/}
X -
21. [xy]*
= ci t a n - i (y/x) + C2.
18.
+ ci\x - y\ + <:2 = 0.
2cix -
0.
2ciy ~ 0.
- ^
20. y =
cie'**.
+^2}^
+ 1 -
0.
,1-io
22. Aaxy-\-c^y/x
"
0,
ASSIGNMENT
1. Check the general integrals of the differential equations of odd-numbered problems 1 to 9.
-hQixyy,/)
=0,
that is,
(7.6)
P(xyyy/)
dy' + Qix^y^y') dx = 0,
can be exact. W e shall derive the condition under which such an equation is exact.
Let <p{x, y, y') be defined by the formula
(7.7)
iP(x,y,y')dy'
^v{x,y,y'),
i n which the quadrature is made as though y were the only variable, that
is, as though x and y were constants. T h e n Pix^y^y') = <py'{x,yty'),
which is to say that
Kxyy^y')
iPx(x,y,y') dx -
d,p(x,y,y')
{Q(x,y,y')dx
tp,ix,y,y')
dx -
<Py{x,y,y') dy\ =
0.
Exact Equations
119
This is exact if, and only if, the expression within the brace is a differential,
that is, if, when y' is replaced by dy/dx, the differential equation of the
first order obtained by omitting the first term of (7.8) is exact. T h e test
for such exactness, and the integration of the equation into the form
V'i(^) y) = c if it is exact, are given i n Section 2.2. If differential equation
7.6 is exact, therefore, it has the first integral
w
<f>{x,y,y') + <p\{x,y) = ci.
Example
\ }y" +
+ /
- 2 > / - 2 * - 2e'] = 0.
F o r m u l a 7.7 gives (p(xy y, y') = 12>' 1 \y\ and with this evaluation
the given differential equation can be written i n the form
d\{2y -
\)y'] + ! / ~ V
- 2xe' ~ 2e'] dx = 0.
B y omitting the first term of the last equation and replacing)"' by dy/dx^
we obtain the equation
-
{2xe' + 2e'\ dx -
\2y -
1\ dy ^ 0.
y^
= ci.
\]y' -
2 x e ' y
y^ = ci.
e* -\- c%e
C\.
PROBLEMS
Determine which of the following differential equations are exacts and find the
general integrals of those that arc.
23. {1 -x^\y"
24.
^\\
- 3 x } y - : y = 0.
^
{1 + x\e = 0.
=0.
120
1 + xy
30.
2y"
yy
31.
y'
log
y
1+
_\
y"
xy
xy
= 0,
+ - - 2 = 0 .
y
y"
= Six, y, y'),
^fiix,y,z),
z'
^h{x,y,zY
by a differential system.
T h e choice y' = z gives the derivative equation y'' = z'. and the elimination of^' andy" between these and the given differential equation yields
the liminant
z' cosy + z cosy z^ sin y 2xy = 0.
tan y z.
z' = 2xy z.
Simultaneous Equations
Example 7.
121
1+
1 + xy
xy
= ^
X
xz
z = log z.
y
Conversely, any differential system 7.10 is replaceable by a single differential equation of the second order. T h e two equations 7.10 and the
derivative of the first of them constitute a system of three equations from
which z and z' can (theoretically) be eliminated. T h e liminant is a
differential equation 7.9 for y. If this equation is integrated, y and y'
are thereby determined. T h e first equation 7.10 is then an equation for
2. A system 7.10 can thus be integrated by replacing it by a differential
equation 7.9 and integrating that equation 7.9.
Example 8.
z' =
-z^
3x+> + l
T h e derivative of the first of these equations is j " = z', and the liminant
of z and z' from the three equations is
l 3 x + : v + l i / ' + ( 3 - / | 2 = 0.
This differential equation of the second order is integrable because it is
exact. A first integral of it is
!3x+>4-ii!3-y!
=cu
1)2 =
2cix^-C2-
B y these relations )? andjy' are determined. Therewith the first one of the
given equations determines z. T h e solution of the given system so found
is
122
I n t r a t e the following d i
y - z.
33.
34. y'
35. /
36.
z' - 2^-" - z\
y sin X z cot
sin X
- z - 2*,
-
systems.
z' -
- ( l / x ) { 2 ; f + 2* + 4 )
>+2
37. y = z
' ^ - ^ + s e c {z - > .
38. ; r ' = e\
39. y
40.
41.
y
j 1 + tan
42. y" -y
' - ^ -^
y' = x^ - yz.
=0,
- 2 = 0,
V i - ,
= 0,
^' = z tan x.
= 0, y - y/* + z.
=;r + z + l.
=. log z.
sin z.
Polynomial approximations
y(xij) =:>o,
y'(xo)
yoy
= flo +
ailx
XQ] 4-
azlx
XQ]^ +
asix
XQ]^
9.
equation
y"
, y
/2
123
\7.a^x^ +
* ' '
1 4a%x
|1 -
6^3 + 4 ^ 2 ^ ! : ^ ^ +
4(22)
T h u s ai = ^, ^3 =
, and accordingly,
PROBLEMS
Find (up to terms in ;c^) the integrals of the following differential equations that
fulfill the given conditions.
46.
y{^) = 0, >'(0) -
2.
47. y =
+ /
+ 4, >(o) = o,y{o) = 0.
48. / ' = { / ^ x y p .
49. y = >' log:y + X .
:v(o) - o , y ( o ) = 2 .
:yCO) = 1,>'(0) = 3.
^(oj ^ 2.y(0) = - 2 .
124
are then constructable upon the basis of any chosen set of abscissas x b y
the method of Section 5.2. O f the two graphs so obtained, the one
through the point (xo, yo) approximates the designated integral curve.
Example 10.
>(0) - 0,
jv'(O) = 2.
8
T
5
T
7
T
Yi
0.5
0.75
0.88
0.91
0.89
0.83
0.76
0.68
0.59
0.51
Zi
0.54
0.14
-0.09
-0.23
-0.30
-0.34
-0.35
-0.34
-0.30
Yi'
0.54
0.14 - 0 . 0 9
-0.23
-0.30
-0.34
-0.35
-0.34
-0.30
Zi' - 4
y
-2.25
-1.62
-0.93
-0.55
-0.30
-0.16
-0.03
0.06
0.15
0.39
0.61
0.70
0.74
0.71
0.67
0.60
0.54
0.47
0.41
(7.12)
1 + y 2 | '
(7.13)
fl
+y''\^
ft
125
A graph approximating the integral curve through the point (xo, yo) with
the slope ^^o' may therefore be constructed as follows:
A t (xo, ^o) the normal to the integral curve has the slope 1/yo'A l o n g this normal, with the direction of increasing y taken as positive,
lay off po, the value obtained from (7.13) by assigning to x, y, and y' the
values xo, yo, and yo'.
This locates the center of curvature Co of the integral
curve at (xo, ^o)- W i t h Co as center, draw a circular arc through (XQ, yo).
Let Vi and Yi be the ordinate and slope of this arc at any suitable chosen
FIG.
20.
5
T
0.54
0.32
0.07 - 0 . 1 8
0.71
0.50
0.23 - 0 . 0 4
-0.55
-0.78
-0.96
-1.72
-3.36
-5.33
0.97
0.87
0.73
0.96
0.86
0 -0.26
-1.13
Yi
Yi'
Pi - 1
-1.07
-13.6
7
T
-0.42
-0.63
-0.80
-0.27
-0.62
-0.86
-1.09
-1.07
-1.07
-1.07
-0.99
-0.81
78.5
11.6
5.07
3.24
1.95
126
Example 11.
;-(0) = 1. / ( O ) = 0 .
Fro. 21.
/ ' + {2* + 2 } /
+ (2x -
l b - 0.
= hy'
2 ^ x^\y + J2 - 2xly = 0,
(0 = - A -
4. Construct by Method 2 a graph to approximate the integral curve of the differential equation
for which ^(0) = l , y C O ) = 1.
127
-T,/CO)
3>' + 2;- = 0,
"0-
y'
|i + y ' i ^
(1 4-/^1^^
This is a differential equation i n which ^ is not present, and which is therefore of the first order for^'. Its variables are separable. A first integral
is thus
log
= 2x + ci.
/2
+y
= 2 log 2.
e'+'
dy = .
dx.
TT
V5
PROBLEMS
51. Find the differential equation of the curves whose centers of curvature are
always on the x-axis.
Integrate this differential equation,
52. Find the differential equation of the curves whose centers of curvature are always
on the^-axb.
Integrate this differential equation.
128
53. Find the equation of the curve that goes through the point (0, 3) with the slope
zero, and whose curvature is always equal to twice the cosine of its inclination,
54- Find the equation of the curve that is tangent to the ;r-axis at the point (1, 0),
and for which the product of the slope by the curvature has the constant value 1 ,
55, Find the equation of the curve along whose normal the center of curvature and
the jr-axis are equidistant from the curve, and are on opposite sides of the curve.
56, Find the equation of the curve that goes through the point
, 0) with the slope
ff, and along whose normal the center of curvature and the ^--axis are equidistant
from the curve, and are on opposite sides of the curve,
57, Find the equation of the curve that goes through the point (1, 0) with the slope
zero, and for which the product of the curvature by the sine of the inclination has the
constant value -j,
58- Find the equation of the curve that goes through the point (0, 1) with the slope
1, and for which the product of the curvature by the cosine of the inclination has the
constant value
(7.14)
jx - x*| d/ -y'dx*
=
=
[y-y*],
-dy*.
T h e equation of the path of P and its differential, and the fact that the
speed ds/dt is k times ds*/dt give us, further, the three equations
f{x*,y*)
(7.15)
fAx^y*)
= 0,
+ dy^ = k Vdx*^
+ dy*\
F r o m equations 7.14 and 7.15 the four quantities x*, >*, dx^, and dy* can
(theoretically) be eliminated. T h e liminant is the differential equation
of the curve of pursuit.
Example 13. A n airplane P flies northeast.
Curves of Pursuit
129
X*,
dy* =
dx*,
dx =
2V2
Vl
dx*.
T h e liminant of x*, >*, dx*, and dy*, between these and equations 7.14 is
-
1P Vl
= 2V2{y
x]y".
2u'
+ V2
V~2
Vu
rr
- V i -
Vu
2(r 1
' = 2 V 2
\/2 u -
u'^ = 2 V 2 X + :2,
3c 1
Vy
V2\y
x]
\y -
x]^^ = 2
x + cj.
3; I
T h e constants C\ and
are determinable when the positions of the two
planes at some instant are known.
PROBLEMS
59. A n airplane flies due east. It is pursued by a plane that has twice its speed.
Find the differential equation for the curve of pursuit. Integrate this differential
equation.
60. Find the differential equation for the curve of pursuit if the pursued plane flies
cast and the speed of the pursuing plane is only one-half as great. Integrate the difi"erential equation.
130
61, A pursued airplane flies north. T h e pursuing plane has the same speed.
the differential equation for the curve of pursuit, and integrate it,
Find
62, A pursued airplane flica north. T h e pursuing plane has three times the speed.
Find the differential equation for the curve of pursuit^ and integrate it.
63. A n airplane flies north on the line JC 4, A pursuing plane has 50 per cent
more speed, and passes through the point (12, 0) in the northwest direction. Find the
equation of the curve of pursuit,
64. A n airplane flics east on the line ^ = 3. A pursuing plane has the same speed
and passes through the point (5, 13) in the direction with the slope f-.
Find the equation of the curve of pursuit.
ASSIGNMENTS
6, Describe the method for obtaining the differential equation of the curve of pursuit,
if the pursuing plane has k times the speed of the plane P, and is always directed toward
the point that is at a certain fixed distance directly ahead of/*.
7.10.
FIG.
22.
3.2, if s is taken to be the arc length of the curve, and / is the tangential
component of the active force. W h e n the only force acting is the weight
of the particle, it is seen from F i g . 22 that / zi; sin
that is, / =
z/j dy/ds.
T h e n , since m = w/g^ by (3.3), the law of motion is
dv/dt =
~gdy/dSy
131
2g
dy.
2gy,
[ds/dt\^ = vo"
\-2g\yo-y].
By expressing ds i n terms of^ and dy, (7.16) can be converted into a differential equation for as a function of t. Alternatively, by expressing both
ds and y i n terms of x and dx, (7.16) can be converted into a differential
equation for x as a function of /.
Example 14.
dx = V 4 + 9x^^
PROBLEMS
65, A smooth wire has the shape of the curve y = x"^, A bead sliding on it is at
the point (0, 0) at ( = 0, and has at that time the velocity 4.
Find the position of the
bead at any later time t.
66, A smooth wire has the shape of the curve ^ = 25 ;c'/16.
A bead sliding on
it is at the point (4, 24) at / = 1, and has at that time the velocity 8 \ / 5 ,
position of the bead at any later time
67, A smooth wire has the shape of the curve ^ = ^ {1 ~ x^^}.
A bead sliding on it
f x^^-
= h \/8
- r
+ 4 sin^^ {y/2
V2|-
Find the
A bead sliding on it is
at the point (1, f ) at / = 0, and has at that time the velocity \/^3'^position of the bead at any later time
69, A smooth wire has the shape of the curve
X
F i n d the
Find the
132
A bead sliding on it a at the point (0, 0) at / ~ 0, and has at that time the velocity
8\/3.
{>/3|.
A bead sliding on it is at the point (0, 0) at t = 0, and has at that time the velocity
8\/5.
8{e -
sin
fl},
y = 8[cos e -
\],
X ^
jK = 2(1 "
cos 9 .
at f 0.
3. >
2 tan ^ \ci^] + C2
C\X + f2 - 1
ClX + C2
./2
11.
{1 + l o g ; - / ' +
y
15. : r y V + / y
27.
31.
{1
+ 0.
= 0.
19. | ^ _ ; , i y ' _ ( y _ i j 2
23.
n. yy" - yy' -
= 0.
= o.
= O - ^ i l o g 11 -
X sin y + y sin x =
cix
21. 2 U + : y l / ' + {1 - / M i l + / i
25.
x].
Inexact.
1
29. ^ = - + C2 -
+ cj.
1^
-
[ x + c i l y e ' + c i .
z=
{ci+
2xU-''.
CiX + C2
X'
.3
Ix + c i l s i n - ^ {x + C 1 + - \ / l -
z = ^ 4- sin
+^2,
+ i'll-
U +f,j2
z' = xj-.
41. /
z' - x ^
45. ;v = 2x + i x * +
+ /
-0,
Answers to Problems
47. y ~ 2x' -{-^x* -\- .
SI. yy"y'^
I -0;
49. ^ =- 1 + 3;t +
{x +
a]^-\-y
Ci
59. V l
{V('
69. ^ =
71.
1 w
"
4)^^ -
2x)\\
cos- (3 -
2M
63. y = 6 [ V 2
'
- i
= 2"
61. v * i
-x)
1)(2
log X -
2} -
_u
^1-
4*1
^^'^ +
40
-l6/^
?5
16
{12;
= 16( -
+3
V3|** -
8 sin (2/),
3.
y =
-8
2.
+ 8 cos (2/)-
4) -
32}
fx*
CHAPTER
8
The Linear DifFerential Equation
with Constant Coefficients
8.1. The complete equation
T h e differential equation
(8.1)
i n which a,
y"
ay' + i> =
h, f{x)
do not involve
/(x),
wi'
awi
bwi
= fi{x)y
W2"
aw2
bw2
/2(jf),
y =
aiwiix)
-\- a2W2(x)
/(;.)
aifi(x)
a2f2{x).
Clearly a corresponding statement can be made if there are more than two
equations 8.2. Hence a differential equation 8.1 in which the function
fix) consists of a number of terms, as in (8.4), can be integrated by integrating each of the simpler equations 8.2, and combining their solutions.
Several important conclusions may be drawn from this observation.
T o begin with, let us consider the differential equation
(8.5)
= Oy
ClUlix)
134
C2U2{x)y
U2{x)
135
y = yi{x)
ciUi{x) + czuzix)
is thus also an integral of equation 8.1. T h e general integral of a complete equation can therefore be found by finding a particular integral, and
adding the complementary function to it. Thus the task of integrating a
complete equation is resolvable into two parts, namely, the determination
of the complementary function, and the determination of a particular
integral.
T h e simplest type of equation 8.1 is that in which the coefficients a and b
are constants. Such an equation is always integrable by quadratures.
T h e case i n which = 0 is especially simple. A quadrature can then be
applied directly to obtain a first integral, and this first integral is a linear
differential equation of the first order.
av v^.
m^ +
am -\- b =
0.
This is called the auxiliary equation. If its roots mi and mz arc distinct, we
obtain i n this way two integrals i = e^^' and 2 = e^^'. W i t h these
integrals, formula 8.6 gives the general integral. If mo = m i , we obtain
only one integral, i = " * ' ^ in this way. However, the Riccati equation
then also has the integral
= m\ -\- \/x, and &2 leads to u^ = xe^^'. T h e
136
Coefficients
u = CKT"*!' H- C2f"'^'y
if
mu
if
m2 = m i .
u{xo) = 0 ,
U'(XQ)
uo'
2u' -
2 = 0,
2m -
2)
=0.
These yield ci = ^
integral is therefore
1,
{1
I/'N/S,
V3]ci
and
"2
{1
V3]C2
= i + i/'s/Sy
-1.
a n d the required
u =
Example 2.
Complex Roots.
Euler's Formulas
cye
137
It has
-\- Czxe
{ci-\-C2]e^
= 2.
Ihi-^^c^U^
C2
= 2e~^^. T h e required
2{x-\]e^^^'-^K
PROBLEMS
Find for each of the following differential equations the integral that fulfills the
respective conditions.
1. u" -
3u' + 2u = 0,
2. u" + u' - TU = 0,
u(0) -
9u = 0,
4. u " -
7u' +
5. u" -
4' -
u = 0,
6.
a' + 2u = 0,
7. a " -
2u' -
80u = 0,
8. u" -
2 V ^ u ' + 3 = 0,
9. u " -
7u' + lOu = 0.
10. 9 " -
6u' + u = 0 .
u(l) = 1, u'(0 = 1= 0,
u =0,
1.
uCO) = 1, u'(0) = 0.
3. u " -
u" -
0, o'(0) -
u ( - l ) = 0, u ' ( - l ) = 2.
u(l) = 2, u'(l) =
-1.
u(0) = 1, u'(0) = 2.
uC-1) = 0, u ' ( - l ) = 0.
u(0) = 2, u'(Q) =
4.
-3.
u ( - 4 ) = 1, u ' ( - 4 ) = 1.
Euler's formulas
Formulas 8.9 are valid for complex as well as for real values of mi a n d
mi. However, they do not give the integral i n a real form when these
roots are complex. Alternative real formulas are therefore desirable i n
that case.
If mi = a + 1^3 with /3
0, the R i c c a t i equation has a +
as a complex solution. Its general integral, as given by formula 6.14, is then
V
= a 0
tan
{0x +
c].
138
(8.11)
u = CiC^'sm
{/3x + c i | ,
sin
C2 cos ^x\.
6 ' + 13 = 0,
2u' +
4 = 0,
+ ci
- f 2*
Complex Roots.
Euler's Formulas
139
C2e
cos
c^e
^ C2e
= 0,
72 sm
-1
T h e first of the last pair of equations is fulfilled if ci = 7r/4, and the second
is then fulfilled if t:2 = 2e'^^. T h e required integral is therefore
2^4
Some important formulas of mathematical analysis follow from the
results we have obtained. T h e integral of the equation
u 0, for
w h i c h u(0) = 0 and u'(0) = 1, is found from (8.11) to be sin
and from
(8.9) to be
e"*'].
1
sinx = - {^"-^-"1,
W e see thus
1
2
2i
e^' =
cos
X -\- i
sin
tx
x,
=_ cos
A:
4
zsm
x.
Relations 8.12 and 8.13 are called Euler^s formulas, i n honor of the Swiss
mathematician Leonard Euler (1707-1783).
PROBLEMS
F i n d for each of the following differential equations the integral that fulfills the
respccdve conditions.
u{0) = 4, u'(0) = 2.
u(l) = 0, o'(l) = 4.
u(0) = 1, u'(0) = 0.
u(2) = 1, u'(2) = 0.
u(3) = - 1 , u'(3) = 0.
u' + 4u = 0,
aI
VV2/
19. " + 2 V 3 ' + 4u = 0,
J = 0, u' (
V V i /
u(0) - 0, a'(0) = 0.
140
20. u" -
12 log 2]u' +
21. u" -
4 ' + 53 -
22. u " - 2 { 1
23. " -
o(l) - 1, u'(l)
2.
0,
2ru' + 2^^* = 0,
u(l) = 0. '(1) =
(1) = 1, '(1) =
- 1 , u'
uC-3)
+ \ / 2 l u ' + | Y H - 2 \ / 2 | U =0,
24. u" + 17 = 0,
8.4.
|4 + log^ 2\u = 0,
Coefficients
^ 0.
= 0, u ' ( - 3 )
=0.
2T.
1.
Differential operators
ip"(x) 4- V W
4-^^ =
{D-\-c]<p,
4- b<p(x) =
a) 4-
fik.
Herewith the symbols {D -\- c], and {D^ {- aD -\- b\ have been introduced. They do not stand for quantities, as is the case with literal
expressions i n algebra. Rather, they indicate operations that are to be
performed, namely, differentiations, additions, and multiplications that
are to be carried out upon the function to whose symbol they are prefixed.
For that reason they are called differential operators. D itself is the simplest
differential operator. T h e effect of a differential operator upon a function
is to convert it into another function, precisely as the operator D converts
a function into its derivative. Thus, for example,
( D 4- 3) cos
A:
[D^ 4- 4 D 4- S]xe'
sin
de'.
4- 3 cos
x,
\D +
C2\[D
ci]ip.
Ci,p{x)Y +
C2W{X) +
.i^(x)).
141
\D''\-{ci +
C2)D-ir
C1C2W.
Because expressions 8.14 and 8.15 are thus the same for every function
^(jf) we shall write
(8.16)
\D + C2][D
+ ci}
\D''^{cx
C2)D
ciC2\.
-^aD + b] = {D -
mi\{D -
m^].
m2]y
f(x).
{D -
mi\Y = f(x\
and
(8.19)
{D-m2\y
Y{x).
Y(x)
= e'^''Sf{x)e-^^' dx,
Equa-
142
Coefficients
y(x) = e'"^'je^'"'-^'^'\Sf(x)e-^^'dx]
Example 5.
dx.
3/
']-2y
= x.
l | r = X,
\D-2]y
Y(x).
O f these the first has a solution Y{x) = (x + 11. Therewith the second has a solution v = (x/2) +
and this is a particular integral. T h e
complementary function is cie' + 2 ^ ' . T h e general integral is therefore
> =
Example 6.
+ 1 + cie' + C2e^.
/'
3i] Z) +
1 + ?>i]y =
2.
3i]Y
+ 2,
3i]y -
Y(x).
3i
and therewith the second has an integral y = - J ^ * -|- i. T h e complementary function is e~'lci cos 3x + f2 sin 3x|, T h e general integral is
therefore
y =
+ i + ^"'Ui cos 3x + cz sin 3x1.
143
F r o m the general integral and its derivative we see that the conditions
to be fulfilled are
T^
+ i + '^i = 1,
3^2 = 0.
T V - ^ J +
These determine ci and C2, and the integral required is thus found to be
> = TV* + i + e-'{U
Example 7.
cos 3x-\-U
sin 3x\.
y" -
~ iwi =
W2"
-1^2
sin 2x,
wz = 20x.
Their sum,
4^
321
4 .
\ sm X
9I
17
2\Jx.
= 3^
31. y" -
2y' -
x+2
30. y " -
2v' + 2y = sin x.
32. y" - y =^ - ; f + 2
x""
Find for each of the following differential equations the integral which fullills the
respective conditions.
33. y" +2y
34. y" -
= 4,
y{Q) = 3 , / ( O ) = 1.
2y' \-2y =
:y(0) = 0, ^-'(0) - 0.
144
35. y
+9> = 8sin:c,
= -1,
> 2 cos^- -
1 +
+ 2;.' -
1.
2T
sin^'
= 1, / ( I )
+ 2 U ^ yiO) = 3. / ( O ) - 4,
>(0) - 0, /(O)
3;^ -= - 3 ; c - + x + 7.
= 2.
is
mi\{k
m2\y
=/
{k mi) (A m 2 )
A resolution into partial fractions gives the last equation the form
{//('"I - ' " 2 ) 1
y = -
Thus
3 = ^1 + > 2
{k -
k m
+
,
|//(m2-mi)j
k m2
where
mi]yi
m2l>2 =
{k -
mi m2
/
m2 mi
{/) - m i i j v i =
fix)
{D -
mi m2
m2]y2
fix)
m2
mi
+ ayi' + hyi =
{fix)
m2f{x)\,
7fl\
y2
ayi + ^'2 =
-1
l/'W
- m i / W ) .
145
y(x) =
Example 8.
-^^^^
-'"1'
dx +
mi m2
e-"^^ dx.
m^ mi
e'
3(1+^)
'
3(1-1-^}
log
^ll
e'
\ +en
-\e''
3
log{l +
'
+
' 3
+
cie'
Example 9.
C2e~^''
-ly'
^-ly
^ e sin^ x.
\ ~ i\yi = ^
^ sin^ X ,
2
'
|/) -
'
1 + i\y2 ^ ^
" 2
2
sin^
x.
T h e y have as solutions
yi =
>2
2i
sin * cos j ; + 2 ) ,
- sin^xj.
146
8>' + 15> =
+4/
47. y" -
+ 13;- =
5>' -
X.
2> = 3*^'
7;> = 1.
51.y'-:y
r'.
x\
50. / ' + /
52. :v
-2> =
3^
4^
i l + x ^
m\
mi
m^
f{x)e-^^'dx
y{x) =
Jo mi
ds -
Jxo mi m2
ds.
yM
fis)
xo
^1
ffl2
147
ASSIGNMENTS
1. Consider formula 8.22 when nti
the form
(8.26)
yix) "
f'f{s){x
- .r}*'"'^^') ds,
if m2 = mi.
2, Consider formula 8.25 when the auxiliary equation has the complex roots a t^
and show that it can then be reduced, by the use of Euler's formulas 8,13, to the form
,W -
(8.27)
s.
yix"-^
y^g^^--\-
6> = 2x^ +
-7x-\-2.
1 - 6 ^ 1 + 3qo\x^ +
{-6qz
?2 +
7x + 2.
= 2,
6^1 + 3^0 = 5,
6q2 + 2qi + 6qo = 7 ,
6^3 4- 72
+ 2qi =
2.
148
F r o m these equations qo = i ; qi 1 ; q2 =
and q^ =
Thus
is an integral.
A n equation 8.1, i n which f{x) is of the form *Yi(x), is transformed by
the change of variable y = e^v into
v" +
(a + 2k\v' + | i +
If
is a polynomial,
method above.
Example 11.
+ k^\v =
e-'^^\\2x^ -
- W
9x -
V-l-
v" -
9x
v' -2v
\x^ -
^x.
3,
4qo =
0,
-2qo
-2qi
-2q2
+ 3^1 =
-2?3
+ 2?2
-f
-2?4
F r o m these
v = -h*
Hence
?3
= 0.
- e'^^H ~ix^
-f,
+ 2x + 1-
3x^ -
^x^2x-\-I],
is an integral.
Example 12.
1 x ^ - 1 ) ^ ^ + {3A:+
-2y'-^y=
4)^'.
2wi'
;i -
e^^'lx^ -
Ij,
-\- 4].
149
v{'
1,
transform
v^' = 3* + 4.
4x +
51.2^ +
\kx^ +
2^2|^.
PROBLEMS
Find, by the method of undetermined coefficients, an integral for each of the following differential equations.
53. / ' + / - ! > ' = 3*2 54. y" + /
55. y" -
6> = Jf.
ly' = - 3 5 * ^ + 76x^ -
-6y
By = 9e^^.
\20x^ + 24^2 + 5x -
iU^\
= 12*V^-.
3 / +|>
= 27'^^^
Ay' + 2> =
-2y=
65.
66. y" -
42x + 6.
= \x^ -\-\U'.
-\-h
lAx'^ -
2}*"^
- y=
8x + 1.
\\^x^ + 4x + S}*** +
+ 24 + 3e^ +
2/ -
\\\x +
19
{6x + Sjir^''.
4f-^
{8x -
2)-' -
6^^' -
(5x -
6|f-K
7:^
+ 5) +
^ 2
cos
(7X
+ 51,
i n which 7 and 5 are constants, and F\{x) and Pi{x) are polynomials.
I n this instance we shall take y i n the form
(8.29)
150
Q2W
= ?2,0X"
?2.1""
?2.n.
T h e degree n shall be the larger of the degrees of P i and Pz, unless the
instance is one i n which a = 0 and b = 7^. I n this exceptional instance
n must be taken greater by 1.
Substitution 8.29 converts the differential equation into an equation
between sums of functions of distinctive types. B y equating the coefficients of like functions, we obtain relations from which the values of qtj
can be determined.
Example 13.
292.0) sin
ir
4
{2qi,Q +
492.0I
cos
" - 4
3 cos ' * ~ ^
By equating the coefficients of like functions we obtain the relations
4?i.o 2^2,0 = 0,
2^1,0 + 4^2.0 = 3.
Thus
-COS
Jf 4
is an integral.
Example 14.
y"
+>'
87
IIOJC^ +
21*
9!
sin
3x
x cos
3x.
3^2.0)-^ +
(-
qi.i
372,1 4- 271.0 -
1272,0)*
3x.
151
3^2,0
= 10,
3?i.o -
?2,o
0;
6^2,1 + 2yi,o = 9 ,
~ ? 1 . 2 3^2.2 +
?2,2
391,2
6^1.1
?2.1
2^2,0
= 0-
l-x"^
Example 15.
-\.Jx
13j sin 3x +
{-2,x^ +
2x -
1 i cos
3x.
^ e, 2 x
4y' -\-Sy
^) + 2 cos
sin(. +
A:
= sm \x
+ 2 cos
'+5
sin \x -\- -
- X
cos x-^^n
sm I X + ~ I
1
~
cos
PROBLEMS
Find, by the method of undetermined coefficients, an integral for each of the fol
lowing difTcrcntial equations.
152
2)-' -
15 cos
3;- = sin X
X.
12 cos x.
IT
3 sin
70. y" -
-*'cos.
2/ + > -
71.
+ 2) sin X +
72.
4 / + 4^ = sin X -
73.
74. y
3/^'.
2JC
+ 4 sin 4x.
29^"' cos x.
76. / ' -
77. y
jf.
80. / ' -
4 / -\-Sy = e'\{x'^ -
4 sin 3xi.
\x^ + 2x2]
4xj sin X -
2x.
2x cos x|.
+ au = 0,
For each root rrij of the auxiliary equation, the function e"^'' is a particular
integral. If all the roots
are distinct, the complementary function is
and involves the n arbitrary constants c i , (^2) * ' ' , ^n- F o r any root
m that is multiple, say of the order r, the functions r " " , x^"**, , x'^^^""
are particular integrals. If the coefficients of the differential equation
are real, as we have been supposing, a complex root m = a +
of the
auxiliary equation occurs only i n conjunction with its conjugate ih =
153
a i/3. B y the use of formulas 8.13, the integrals e"^' and e^' can be
replaced by the real ones, e"' cos 0x and e"' sin jS.t.
T h e complete linear equation of the order n is
mi] ID -
m2\ - {D -
m^ly
f{x).
f{x\
7722 Y2
=
Viix),
\D tn^^Yz =
y2{x),
{D-~m,]y
T h e method of undetermined
and 8.9, can be applied without
higher order if its function f{x)
kind mentioned in Section 8.8.
particular integral.
Example 16,
T h e auxiliary equation is
m^ -
2m^ + 6m=^ -
32m + 40 = 0.
2\^{m^ +
2m +
iO\ =
0,
sin 3A:.
3x + 1.
154
T h e substitution
w = qox^ + qix'^ + qzx + 73
84. uf'I -
85.
86.
12u = 0.
4' -
4u = 0.
+8u=0.
2u'^' + 5u" -
89.
2u" -
8u' + 4u = 0.
90.
+ u" + 8u' -
92.
+ 6 u " + 5u = 0.
93.
+ 2/' -
3u' + lOu = 0.
3>' =
X.
95. y [31
3;-" + 3^' - ;r = 5x -
97. y^^^ -
7>" + \9y' -
98.
3y" +y'
96. ^1^1 -
lOu == 0.
-3y
=* H
Sy" + 16>' = 4x + 2,
8>'31 + 26>" -
40;-' 4- 25> = 5,
I. =
5. u = [(2 -
/2:
'\/2)x + l U " ^
9. u = i2 - x ^ 3x-9
13. u = f-'|4 cos
7. w = 0.
11.
6 sin x}
15. u = ^''^-{cos 2x -
f s i n 2xj.
19. u a 0.
25. y =
27. y =
+ ,i,2r
2g'
ci
sin x + 2 cos x.
Answers to Problems
29. > -
155
31. ^ -
+ C2f.-2*
2*-' +
2 + cos V 2 * + ^ sin
33. jy
-N/2
35. ) r - sin
39. > =
43. y = e-
X +
^2 cos x.
1.
+ f2*
45. y - T^x
sin
47. ;y =
49-
y = ^x^ +
51, J- =
+ -s
e^{ci cos jf +
-1 + ^ log {1 +
sin
x\.
- 4*2 _ 12.
55.
>
57. >
59.
> =
61. y
63.
53. ^ =
65. y
69. >
4x' + 24x +
Sin
+ 2x
71. >
cos
7 j sin
{2x*-i-x^
=i
+ 4*-'.
2x* + 3*^
=- X * -
+ \2x + \U bx
_
X +
2 cos
x.
X -
5x + 8} cos
X.
2 cos 4x1.
79. y
ijjt' +
81. u
cos x).
85.
* + C2^e * + ^3 cos 3x + Ci sin 3x,
87. a
89.
.2x sin x.
+ C2"'2x
^^ cos X + cz^^
u =- ci^
- - i x ^ - |x + o + -:2^ + -:3^"^^
95. > - x^ +
97- > =
+ ^4 sin \ / 2 x .
sin
X +
3 + cie^ + ^2^^ + c ^ x V .
^itf* +
CHAPTER
9
Applications of
Linear Differential Equations
of the Second Order
9.1. Simple harmonic motion
A particle moving on a straight line is said to be in simpU harmonic
motion if its acceleration is constantly directed toward a fixed point of the
line and is proportional to the distance (displacement) from that point.
T h e fixed point is called the central point of the motion. T o be directed
toward this point the acceleration must be negative when the displacement is positive, and vice versa. It is therefore a restoring acceleration.
W h e n the origin is taken at the central point, and the displacement is
denoted by
the acceleration is d^y/dt^ and is proportional to y with a
negative constant of proportionality, say ^. T h e differential equation
for simple harmonic motion is thus
(9.1)
d^dt^-^-'^y
0.
(9.2)
y = C2Cos {t + ci\,
y c\ sin t + C2 cos t.
:v(/o) =>o,
v{t) = vo,
157
this cycle is repeated again and again. T h e motion is therefore oscillatory, that is, vibratory, and periodic. Since the largest and smallest values
of a sine or a cosine are 1 and 1 , the largest value of ^ given by either
of the first two formulas 9.2 is \c2\. This m a x i m u m displacement is
called the amplitude of the motion. T h e motion completes a cycle i n the
time it takes the value [0t -\- ci\ to increase by lir. This interval, 2ir/0,
is called the period of the motion. Thus
Period = Irr/^.
(9.4)
(9.5)
27r'
The
Fio. 23.
Example 1.
Ci =
3,
C2^
sin
ci =
0,
C2
cos
= 3.
v =
Applications
158
Example 2.
],
= 0,
= 2/x.
10.
T h e formula is thus
Ij.
Free Vibrations
159
11. Ifj in the motion described in problem 9, the position and velocity of the particle
at ( = 0 are y
S and :^ = 5, find the position which the particle approaches as a
limit when the time increases Indefinitely12, If, in the motion described in problem 9, the position and velocity of the particle
at f = 0 are 7 = 3 and v ^ 0, and at / = 1 the position is ^ = 5, find the formula for
the position at any time.
9.2.
Free vibrations
g dt-
/o(,
T = k\l-
with some constant k. This value T is also the pull which must be
applied to stretch the spring to the length /, for the stretching ceases when
this pull just balances the resistance of the spring.
If the spring hangs vertically from a point of support
and a particle
of the weight w is suspended from its lower end, it stretches to a length / i ,
where
(9.8)
w -
k[h
/o|.
160
Applications
I
1
i
Fio. 24.
1-lb. particle the equilibrium position is, by (9.8), that i n which {/i lo]
= -ff. T h e equation of motion (taking g = 32) is thus
d'^y/dt^ + 256; = 0,
Free Vibrations
161
if
(g/so)y.
'
^
Fio. 25.
(9.9)
dt
+ ^ sin
I
= 0,
where 6 represents the angle between the pendulum and the vertical.
Equation 9.9 is not of form 9.1. T h e motion of a pendulum is therefore
FIO.
26.
5!
+ i : 0^ - T T 5^ +
7!
9!
162
Applications
smB
$
1 ^
= ^2
3!
1
5!
.
e*
42
}^
18. A certain coil spring is stretched 1 in. by a pull of 10 lb. A particle of weight w
lb. suspended from it oscillates with a frequency of 5 cycles/sec. What is w?
19. A buoy in the shape of a right circular cylinder is ballasted so that it floats with
its bases horizontal. Its period of vertical oscillation is 1 sec. What is the depth of
immersion at which it floats in equilibrium?
20. A simple pendulum swinging in a small arc without resistance passes through
the vertical position at t ^ 2, It has at that instant an angular velocity {dB/di) ofta
radians/sec. What is the formula for its position 6 at any later time /?
163
Damped Vibration
-2=
-ky
g dt'
'
dt
which is
d^y
(9.12)
dy
^ 2 +^^^
+ ^^ = 0^
with
(9.13)
(9.14)
1.
a^ < 4b.
m2
/3 = i -N/46 - a^.
a = -a/2,
(9.15)
cos {^t
y = ca^'^'sin
y = e"^{ci sin ^t +
C2 cos
164
Applications
T h e first of these formulas shows, through the factor cos {^t + ^1!, that
the motion is oscillatory with the frequency ^/2ir. It has i n the place of
an amplitude constant the factor cj^"'. This decreases as t increases, since
a is negative. T h e motion is therefore a vibration w i t h a fixed frequency,
but w i t h an amplitude that diminishes toward zero with incresising time.
T h e graph of such a motion is shown i n F i g . 27. T h e exponential tf"',
that is,
is called the damping factor. A n increase i n r produces a n
increase i n a and a decrease i n ^. Increasing the resistance therefore
hastens the damping, and decreases the frequency of the motion.
Fio. 27.
Example 4.
_ 1 _ ^
~ Sdt'
2.
a^ ^ 46.
Damped Vibration
165
micif"*!* + m^2t^^\
if a > 4,
and
(9.17)
V ^
if a'^ = 4b.
\ d^y
1 dy
32 dt^
2^
2dt
-1- C2e~^^\
y = "^e
se
I n the right-hand member of this formula the first term is obviously always
larger than the second when / > 0. T h e y both approach zero as t
increases. T h e moving particle thus subsides, without any change i n the
sign of y, to the equilibrium position.
Example 6.
-e-*'
+ 4e-'^',
v = Ae-'' -
48^-*^'.
Applications
166
PROBLEMS
Solve the following problems, assuming the units to be feet, pounds, and seconds.
Take g - 3223. A certain coil spring is stretched 2 ft. by a pull of 1 lb. For a 1-lb. particle suspended from it the coefficient of resistance is x V F i ^ d the formula for ^, if >
3,
and p = 0, when / = 0,
24. For the system of problem 23, find the time when
when ( = 0,
25. A certain coil spring is stretched 3 in. by a pull of 1 lb. A 2-lb. particle is suspended from it, and for this the coefficient of resistance is 1. Find the formula for
i[y(0) = ^'o, and v(0) VQ.
26. A certain coil spring has a 3-lb. particle suspended from it. This stretches it ^ ft.
T h e coefficient of resistance is x- Find thcformula for y^ if >(0) = 0 and v{0) = 7.
27. For the system of problem 26, find the formula for v if >(0)
3 and r(0) = 2,
28. For the system of problem 26, find the frequency of the motion, and find what
the frequency would be if the resistance were not present.
29. Derive the differential equation for the approximate motion of a simple pendulum swinging through a small arc, if there is a resistance of which the coefficient is r.
30. A simple pendulum is 32 ft. long, and has a bob weighing 4 lb.
What Is the
smallest coefficient of resistance for which this pendulum will not oscillate?
31. A simple pendulum has a bob weighing 1 lb. It is to swing in a small arc with
a coefficient of resistance xtIts frequency is to be -y. What must its length be?
32. A particle moves on a horizontal line against a resisting force which is proportional to its velocity. N o other force acts upon it. Find its position at any time if
y ^ yoi and v ^ VQ, ahen ( ^ 0.
Resonance
dt
at
+ a
dt
J+
Resonance
167
-J+^^y
dt
~sm{yt-{-d
y =
^ s i n 7^ + 51 +
168
Applications
T h e range of values w h i c h ^ may take on is, however, large when {/3^ 7^)
is small.
2. 7^ ==
RESONANCE.
A particular integral of differential
equation 9.20 is in this case found to be
CASE
2w
cos {t + a).
~gKt
2w
T h e motions which accord with this formula are quite dissimilar from
those of Case 1, for the multiplier of the cosine term in (9.22) contains / as
a factor. T h e amplitude of the motion therefore increases indefinitely as
Fro. 28.
t increases, which is to say that the motion becomes increasingly violent.
A n actual mechanical system is i n this case pushed to the bounds of its
physical limitations, the point where it must break down. This phenomenon is called resonance. It results when the impressed force is of the same
frequency as the free vibrations of the system. A marching army is said to
break step i n crossing a bridge to forestall such strains as may result from
actual or approximate resonance between the frequency of the footbeat
and that of the free vibrations of the bridge.
T h e application of a vibrating force 9.19 to a particle suspended from a
spring, as i n F i g . 24, affords a simple instance of a system in forced vibration. A way i n which this can be realized practically is to make the point
of support S of the spring itself move vertically in a simple harmonic manner. T h u s if S is raised by the amount F, the length of the spring w i l l be
169
w at
1 ' 0
= 0, when
/ = 3x/4.
35, A particle of weight 32 is subject to a restoring force which is numerically equal
to 9 times its displacement.
It has also the outside force / = 2 cos 3f impressed upon
it. Find the motion for which ^ = 2, and = 0, when t = 036, A particle subject to a restoring force vibrates freely with a frequency v greater
than 1, When the outside force / = cos / is impressed upon it, the motion for which
y yu and v = 0, when ( = 0, is simple harmonic. Find the value of ^ i ,
37, Find the general integral of the difTcrential equation
fy ,
.
. . . . 7
- ~ + /37 = 2 sin 7' + 5 sin ^ I,
(9.23)
at
+ ^ ^ 4.
at
= ^ sin 7/ + |,
w
170
Applications
with a > 0, T h e roots of the auxiliary equation are then either real and
negative, or complex with a negative real part. T h e complementary
function therefore approaches zero as a limit when t increases indefinitely.
Every motion of the system accordingly subsides into the motion that is
represented by the particular integral. This is called the steady-state
motion of the forced system. As it is found by the method of undetermined coefficients, its formula is
y =
rl2
2 2>
-y') sin (T + 5) -
cos (7 +
5)1.
^ sin i>
feos
f^sin
t a n - ^ (5/^4)1,
= ^ s i n | 7 i + ( 5 - 61)!,
with
(9.27)
K =
^'^
=y
5i = t a n ' ^
^--^
K = w
If
^'^
171
(9.30)
^TZl.
This is somewhat less than the frequency of the free vibration of the systern, w h i c h is (1/2T) '\^b
PROBLEMS
39. F i n d the formula for y in the steady-state motion given by the differential
equation
dh
dy
+ 2 ^ + 10, = cos 2/.
40. Find the formula for y in the steady-state motion given by the difTercntial
equation
+ 2-~ + II7 = sin yt.
dt^ -dt
if 7 has a value for which the system is in resonance.
41. Find the general integral of the differential equation
^ + 3 -
2,=sm
and put it into the form that displays the phase difference 2i between the force and the
steady-state component of the motion.
42. Find the formula for y in the steady*state motion given by the differential
equation
when y has such a value that the phase difference b\ between the force and the motion
has the value ir/2,
172
Applications
sin t,
Observe that as / increases all the motions subside into a simple harmooic
Fio.
29.
Ksm{yt-\-
8 -
5i\
-\- cie""^* +
Cie""^'.
N o w one of the exponentials i n this formula increases w i t h t. A n y motion whose formula 9.31 includes that exponential is therefore unbounded.
U n d e r it the particle flies off in the positive or the negative direction. T h e
motions whose formulas 9.31 do not include the increasing exponential
are different. They subside into the simple harmonic steady-state motion
given by (9.26).
A simple example of a mechanical system of this type follows. A
smooth straight rod is mounted to rotate i n a vertical plane about one of
its points 0. It carries a heavy particle which is free to slide eilong i t
without friction or resistance. T h e system is shown i n F i g . 29, where y
denotes the angular velocity of the rod in radians per second. T h e rotation of the r o d generates a centrifugal force upon the particle, w h i c h
amounts to {ivy'/g)yj and repels it from 0. Gravity is a n outside force
17.3
T h e equation of
wy^
y ~ w sva. [yt -\- h\J
g
gdt'
that is,
(9.32)
= - 5 s i n ( 7 / + 5!.
dt
y -
- % s i n [yt ^-h]
2y
+ 6
16> = - 3 2 sin 4t
48. Determine what the relation between ^(0) and v{0) must be in order that the
motion defined by differential equation 9.34 may subside into the steady state.
49. Find the formula for y in the general motion defined by a differential equation
9.24, in which b ^ 0 and a > 0. Observe that every motion in this case subsides into
a simple harmonic steady state, but that these do not all have the same central point.
50. Find the formula for y in the general motion defined by a differential equation
9.24, in which 6
0 and a 0. Observe that some motions are unbounded and the
others are simple harmonic.
97.
174
Applications
instance of an intermittent force is one which acts during only a part of the
time. T o such a force may be assigned the value zero while it does not
act. A n intermittent force may well be discontinuous. E v e n when / is
discontinuous, however, formulas 8.25, 8.26, a n d 8.27 give an integral for
diflferential equation 9.18, w h i c h is continuous and has a continuous
derivative. T h e general integral is obtainable, as usual, by adding the
complementary function.
Example 7.
at
2 - + 5> =
-fit),
at
w
2w Jo
(9.35)
yp(t) =
\2w
when
0 g / ^ 1,
ds,
when
1 ^ / g 2,
when
( 2.
sin 2it~~s)
j'^
2w
T h e general integral is
y = ypiO
sin 2t + C2 cos
2t],
and gives
p = ^
dt
e-^{i-ci
2c2) sin 2t +
(-^2
2ri) cos
2t].
when 0 ^ Z g 1,
^2-'[sin 2(t -
-f- {g' -
Sw
175
1) + cos 2(/ -
when 1 ^ Z ^ 2,
y =
g
8a;
{e*''[sm 2{t -
2) 4- cos 2{t -
1) +
pis)
ds,
W-
-<:-'+] ds,
more explicitly,
i pU'~'
i /'
s{e'-' -
when
ds +
/ ; (.'-' - .-'+!
yi') = <
0 g < g 1,
ds,
when
1 g < S 2,
when
/ > 2.
Thus, by (3.9),
sinh / t,
v(/) = I sinh Z - sinh (Z - 1) -
1,
when
0 ^ Z ^ 1,
when
1 ^ / ^ 2,
when
Z > 2.
PROBLEMS
51. In the difTcrcntial equation
+ 2
I+
2> = /(,).
the function f(t) has the value e"^ from / = 0 to / ^ 1, and is otherwise zero.
the formula for ^, if ^ = 0 and y' = 0, when / = 0,
Find
176
Applications
dy
dt2
if / ( O has the value sec / from ( = 0 to / = ir/4, and is otherwise zero,
54. In the differential equation
d'^y
dy
+ i :-
dt^ ' dt
6> = / ( / ) ,
fit)
= { 0,
when
0 ^ r ^ 1,
when
1 < / < 2,
when
/ ^ 2,
e~^\
Find a solution of the equation.
55, T h e differential equation of problem 54 has a solution for which > = 0, when
J 2, and which docs not increase indefinitely in numerical value as t increases.
F i n d the formula for this solution when 1 ^ / ^ 2.
56. In the differential equation
2 + 3 T + tv=/W.
dt^ ^ ^ dt
the function /(/) has the value / when ( > 1, and is otherwise zero. T h e equation has
a solution for which > = 0, when / = 0, and for which also y ^ 0 when t ^ 2.
Find
this solution.
(9.36)
I =
do
177
and
di
(9.37)
^ 7 / + ^ ' + = ^'
dq
(9.38)
This is the differential equation for the charge q. If, alternatively, equation 9.37 is differentiated and dq/dt is then replaced by its value 9.36, the
result is the equation
(9.39)
This is the differential equation for the current i.
Differential equations 9.38 and 9.39 are of the same form as equation
9.18 for the motion of a particle. T h i s reflects an analogy between the
WW
R
30.
FIO.
do
25 dt 2 + 4 dt + 676? = 0.
178
Applications
s i n l 2 0 / + <:2cosl20z),
12OC2I
5OC2I
cos 120/i.
T h e required
Example 10.
di
dt
dt
150/ +
tan-i^
and the complementary function e~^'^^[c\ sin 140/ + cn cos 140/j. Since
the complementary function approaches zero as a limit when / increases
indefinitely, the steady-state formula for i is that given by the particular
integr2il.
PROBLEMS
57. For a certain electric circuit L =
R \i and C = y ^ ^ .
Find a particular
I = 10, at ( = 0 ,
and C T O -
62. For a certain electric circuit L 5, i? = 0, and C = u^nnj"for i' if => 10 cos 1100/ + ir/A\.
order that the current may merely subside to zero without oscillating when is reduced
to zero?
Answers to Problems
179
64. For a certain electric circuit Z. = y , i2 = 20, and C = T S U value of the steady-state current when E = 5 cos 60/.
3. 140ir.
5. 2 4 V i .
19. i f t
/ = ^ / T T ' ^ ft.
21. e = 0.1.
29. - 2 +
- + f e = 0.
dt^
w dt
I
33. y = - Y s i n 2/ + 11 sin /.
sin yt +
37. jy
39. )- =
41. > =
14 sin 4/j.
2/ + t a n " ' I
sm
2 -\/l3
VlO
stn
/ -I- ' 4
21
tan-'3
cos | i + Uit + c s l ^ - ^
43.
45. > =
g
4T
2 sin yt -
+ ^-T'l'
49. y =
y^ +
-
51. y =
sm 7/ + 5 + tan
when
cos 1,
at
0 S / ^ 1,
when
i > 1-
when
/ ^T/4,
when
i > 7r/4.
55, y =
59. i" = 5 sin 60/ +
sin 10
-\/llr+
fa cos 10 -^/u
cos 180/.
CHAPTER
10
The Linear Equation
with Variable Coefficients
10.1. Ordinary and singular points
T h e general linear differential equation of the second order, i n its complete form, is
(10.1)
po{x)y" -hPiix)/
+P2(x)y
=/,
Po{x)u" + piixW
p2{x)u =
0.
W e shall suppose that the functions po{x)j piix), and p2(x) have no common
factor. W h e n such a factor is present, it shall be divided out of the
equation.
A point X at w h i c h
(i) the coefficients poix), pi{x), and p2{x) are continuous and
(ii) poix) ^
181
xol Y
\x -
and
= xo -\- e",
XQ
e*,
if
if
x <
>
XO,
XQ,
,,dy
11 - f +by=f{xo
' ds
e')
4{x -
l|y -
Uy
= x^ ~
3x2 +
3;^ _
8.
^ dy
5-f " ds
14> = - 1 e^\
cie
-\- cze
V:^ - 1 r +
- 1 r + C2\x ~~
r'.
3xu' + 13u = 0,
182
= 1.
The
20a -
2. \x + 2} V
A\x + 2 } ' -
3. \x -
3} V
U -
4. |x -
5}V'+7{jf -
5. xY
2xy' +ly
6. x-y"
*y' + 5^ -
8. , Y
+^'+
0,
* > 0.
14 = 0,
^\u' + a = 0,
2i,
X < 3.
x<Q.
5 ] ' + 9u = 0,
= flog ;r}^
3,
;c > 0.
<0.
, > 0.
9. \x -
\\y" + 3 / +
, -
1,
,(2) -
\x ~ \\
10. 6 r V ' -Ky'
-yy=
X
12. :ry" +
ly'
6x-^
y{\) -
O.y'CD =
sin log
\'
4
--ft-
13
--y
^,y(2) 4
13
jt > 0.
poy]
d[piy\ +
\po" -
pi
po"(x) -pr'(x)
-\-p2{x)
=0.
183
po{x)y' Example 3.
J / W dx +
a.
X-
f1
x^
x'
y =
The
e'-\-c 1
\xe'
c\x + C2xe~''.
PROBLEMS
Find the general integrals of those of the following differential equations that are
exact.
13. * V '
14.
{3^2 JfxW
|1 + 2e' + e'^'W
-{-u = 0.
+
cos
2 +
I.
[x^ cos JT + a: sin J : ) ^ = cos x.
6JC
1 20. y"
Jf =
y =
4x
X,
0.
2)2
Ax^
{1 -
1 + log ^
X log
^" ^ lT7^^'
AT
2|1 -
0.
x^\
11 + x 2 p ^ "
4x
|1 -Tx^i-
Integrating factors
\pQv}" -
[pivY ^-Piv
0.
184
po{x)v" +
\2po'{x) -
Pi{x)W
Wix)
-pi'ix)
-\-p2{x)\v
= 0.
Equation 10.6 is called the adjoint of the given differential equation 10.1 or
10.2. A function v{x) is thus a n integrating factor for a given differential
equation, if and only if it is an integral of the adjoint equation.
T h e adjoint of equation 10.6 is i n turn found to be equation 10.2;
thus each is the adjoint of the other.
Example 4.
x\/'
2*2 + 4;f -
3 1 / -h Sxy = 1.
x\v" -
\2x^ -\]v'
-\- |4x -
2]v = 0,
y =
1
7 T +
- 5 + *^2
PROBLEMS
Find an integrating factor for each of the following differential equations, and b y
the use of it find the general integral.
4x
23. u" +
Bx -S
7 ' +
2x - \
2x - \\
u - 0.
25. {x
|4 + Sx\u - 0
1
X
u' tan x -
u{2
+
+x
tan x + tan^ x\ = 0.
~ u - 0.
x{\ +x\
1 -
> -
|1 - x\e-2JC
2*-^
185
The Riccati
p2{x)
pl{x)
po{x)
po{x)
^^^^^^^^^^^^^^
2
^?
U{XQ)
Mo,
u'{xo) = ttu',
T)(X),
for which
TJ{XO)
7i(x) dx
Jxo
U{xo) = 0,
U'ixo) = 0.
Therefore both the integrals U(x) + u\{x) and i(x) fulfill the conditions
u{xo) = 1, u'{xo) = 0. N o w each of the functions
+ ui'(x)
''
Lh{x)
Uy{x)
V'(x)
^
and
ui'(x)
U,{X)
186
7} - <Tix)7)-,
po{x)
<T{X)
in which iT(.if) is a function that is not zero anywhere on the given interval,
the formula
(10.10)
5.
\ \u' -
xh'u
= 0.
ui{x) = e
PROBLEMS
By the use of a Riccati equation, find an integral for each of the following differential
equations.
31. u" -
-u'
x
9x*u = 0.
+ le'^^u = 0.
32. u " -
{cos x +
0.
34. xu"
+
+
.8
X -
0,
3. = 0
2 ! ' + x'u
cos" x\u = 0.
37. u
2u' -
36f*' = 0
aiui{x) + azuzix) = 0,
with some constants a i and 02 which are not both zero, the integrals are
said to be linearly dependent. O n the other hand, if relation 10.11 is fulfilled only when ai and a^ are both zero, the integrals are linearly independent.
The Wronskian
187
U2{x)
l'W
U2'{X)
W{U,,
U2\ x)
= i(x)2'(x) -
u{{x)u2{x).
We have shown that, when the integrals u\{x) and W2(^) are linearly
dependent, then W{u\, U2\ x) = 0.
Suppose now, conversely, that the Wronskian of u\ and 2 is zero at a
point XQ.
T h e system of equations
a\ti\{x^) + a22(*o) = 0,
ai"i'(^o) + a2"2'(*o) = 0
is then fulfilled by some certain pair of values ai and f72, of which at least
one is not zero. T h e combination
aiui(x) - f
a2U2{x)
T h e differential equation
+
\ ]u"
( 4 x 2 +\\u'
4x2 H- 2x +
2| =
T h e differential equation
u" -f- {tan X -
2 cot X]M' = 0
188
H'Xwi,
2 ; x) = 2
F o r these,
u,"{x)u2{x).
W'iui, 2 ; x) = ui{x)
po
p2
po
pl
po
p2
po
2(x),
Thus
^/'i(x)
Cmix) +
C22(jf),
i n which Cl and C2 are arbitrary, is, or is not, expressible with the use of
only one arbitrary constant can be answered by inspection. T h a t is not
so when no formulas are available.
Suppose ui{x) a n d U2{x) are linearly dependent integrals, a n d that ai
and fl2 3re constants (not both zero) for w h i c h identity 10.11 maintains.
T h e n let u^{x) be the integral
3(x) = azUlix)
aiuzix).
W e can easily verify the fact that expression 10.14 is now simply
with
_ <:ia2 f2^1
~~
2 I
2 '
a i + 02
c^usix),
189
It is thus expressible with the use of only one constant, namely, Cz,
and is thus is not the general integral when ui(x) and U2{x) are linearly
dependent.
O n the other hand, when
a n d U2{x) are linearly independent,
every integral of the differential equation is obtainable from (10.14) by
giving appropriate values to the constants. T h e relation
i n which Uz{x) is any integred whatever, is fulfilled because all its terms
cancel. However, it is recognizably expressible as
W^(i,
2 ; x)uz{x) +
W{u2,
Us; x)ui{x)
W^("3,
i ; x)u2{x) = 0;
iC2,Ztil{x)
4- k3,lU2{x)]
CXp
= 0.
W e may divide this by Ai,2 and drop the exponential, since neither of these
factors is zero. It follows that
Uz{x)
7 l ( ^ ) - 7 "2(JC),
1,2
Al.2
y = ip{x)w.
poW
p2<p]w =
fix).
Piix)
2 J Po{x)
190
Example 8.
u=
4x-h
0,
6^? =
0,
w" + 4; =
ij =
0.
u=
0.
cos 2x,
PROBLEMS
Transform each of the following differential equations into one which lacks the term
in the first derivative.
39. jjc" + 1 }u" + Axu' 4- {9x2 + 11 }u = 0.
40. x V +
{2x2 _ 2x\u' +
41. / ' + 4 /
4 +
{x" -
-2*
4xu' + 6 u = 0.
2y tan" x =
46. xY
4xb' +
2x
*
log*
2x + i ) u = 0.
I4x* -
y +
1)
cot
X.
=1.
2x2 + 51^ = X
1
logx
y = x^,
191
9.
xy It
1 -
, , 1 - 3x + x^
y ^
.
y = {1 _ ^ j ^ .
1 -
w"
^1
X
= il
-x\'
A quadrature gives
hence
{x-
\ \e-'
w = xe"^
y =
-\-ci\x -
21
. 2x
x^\e
+ ^cix^e""^' + C2'y
X + icix^e
' + Cze'^.
(10.17)
D-\-
ut'ix)\
poix)
ui(x)J
uiix)
u^ix)
Ulix)
y =
fix)
PQ{X)
T o prove this assertion we need simply carry out the indicated differentiations. A s i n Section 8.5, therefore, the equation can be integrated by
first finding Yix) from the differential equation
(^)
Uiix) J]
\P(\
poix)
ui'ix)
Ulix)
y =
Yix)
--y
^
X
x-\-x^
192
y =
\+x
F r o m the equation
D +
-\Y=\+x\
T h e equation
y =
Y{x)
then gives
1
\ 4
_ i L + ,^,2
4x
PROBLEMS
Find the general integral of each of the following differential equations by detecting
a solution of the reduced equation and making a change of variable.
47. u"
48.
-6
x"
+2x
{2x + 1 ) / '
x\4x^ -
u'
2x + 6
x"
2/ 2)
+2x
0.
50.
|i -
51.
{2x + 3|u" -
4x2 + 4x -
52.
|x' -
|2x^ + x^ -
16x*^
logxi/' + i y
x}u" -
1 }u' -
1 \u' + 4x'u = 0.
|2x' -
6x]u -
0.
ASSIGNMENTS
1. Show that if ui(x) is a solution of differential equation 10.2, another solution is
Variation of Parameters
193
2. Show that the integral ui(x) and the integral u^ix) aa given by (10.18) arc linearly
independent.
PROBLEMS
By Method 2 above, find the general integral of each of the following differential
equations.
I** + 2\u" - e'u' -
55.
2 - 0.
2
0.
x^
3u' + {3 - x\u - 0.
{x -
60. / ' + 1 2 + i
61.
|x' -
62.
2x2)u" -
+ 2x)'' -
- > - 3x2.
2
y -
y -
{x + 3if-'.
= 0.
2;r = 2x2 + 2.
y = gl{x)ui{x)
g2{x)u2{x),
Then
and
/ '
= glUl"+g2U2"
+52'w2i'
PolglW
4- ^ 2 ' 2
+g2U2]
0,
=/(*)
-"2(^)/(;^)
po(x)W{uu 2 ; x)
+ g2U2
g2'(x) =
fix)
Poix)'
ui{x)f{x)
poix)W(ui,
U2; x)
194
W i t h the choice of any point XQ on the interval tinder consideration, therefore, we may take
^iW
(10.20)
--/
U2is)
po{s)W{uu 2 ; s)
J Xt
{x^ - 3x +
\]y"
X -
2}y'
+ 2* -
= ^(x^ - 3x + I j ^ .
3]y
that is,
2
1 ..3 _ 2x'-
y =
s']e-^ ds-t
[x 4JC -
x'']
4+
s ds.
4<f^
PROBLEMS
Find an integral of each of the following differential equations by using formula
10.19.
63. xy" -
64. xY
-2xy'
-\-2y=
65. xY
- xy' +y
\x^ -
\X
Zx\y" 1
X
4x + 2 l ^ H
^ xXo^x.
\Ax'^ -
6|)r = x\x -
6}/ +
{3JC -
/ +
1
1 - -
y "ixe ^,
3}
s = e{x).
y' = $'{x) dy/ds,
y"
and
= e'Hx) dYds^
e"(x) dy/ds.
195
dy
+ p^{x)y = f{x)
1
-^U
\\d^y\dy
ds '^x'ds
X*^
x''
x^
^ _ 2 _ 2 .
ds
It may be found by the trial of j * " that this equation has the particular
integral \/s. Since its reduced equation has the integrals U i = e' a n d
2 = s, it follows that its general integral is
= (V-f) + c\e' + c^sT h e given differential equation thus has the general integral
y = x-\- cie'^'
PROBLEMS
By making the indicated change of variable, transform each of the following differendal equations, and thus find its general integral.
69.
xy" -
1 -
*V'+
73. u" +
s = e^.
log
s = x\
3
+ > = 4,
t U
Vx.
J=
llogxl
1
0,
log x)
\x log x\
f = log jr.
/
f = viog*.
196
74. x^y'' +
75.
|2** -
|1 +
76. xy" +
lx^\y' +
+ 2xy' +
i2x' -
1 }>' -
* cos - -
1,
-I
=
.
1 -1- x"*
1 + x^
24xV -
t a n - i x.
j -
x^
1 -
e'\y'
z' +
[A -
z' -
e'\y
z A y
= 0,
^ e"'
sin x.
Ay = e~'{cos * sin x
cos 2x.
F r o m this liminant, and the evaluation of^ eilready made, it follows that
z = A{2?"' -
2x.
197
{x -
2x^)2' +
3xz' -\-2xy -
[2x
22 =
4-
+ 2jz =
{3x -
2]e',
2|tf^,
z' ^
[x -
\ \e'.
Cix"^
C2.
^-cAx''2x}
+ ^2
PROBLEMS
Integrate the following differential systems,
77.
y'
xy' -
78. {5x -
z' -2Sy z ~ x = 0.
3z' + ISy - xz + Zx = 0.
10;- + 2xz =
y' - 2xz =
1 }>' + 2 x V -
79.
80.
81.
1
2
-X.
8u + 3z = 0,
2 = 0.
1
= 0.
z=0.
2 x 1 / + xh' + 4^ = 1 - x'.
'
2
y xy xz X .
~ z
2
82.
X,
z' +
1 +-
z+
y = 2t\
u{x) =
(^\'^v{t)dt,
where x\ and X2 are constants and v{t) is a function that can be determined.
198
fj'xe'JVit)
dt + j'\"R{t)V{t)
dt = 0,
where
(10.27)
V{t) = [a^-^
axt \-at]v{t),
and
(10.28)
^(0 =
aot" + ait -r 02
lJ*e"{V\t)
R(t)V(t)]
dt = 0.
logK(0 ^
SR{t)dt,
{x-\\u'
[2x + 11 = 0.
t ^ - t - 2
( 2 ~ / - 2
j/-2l'^[/ +l l ^
Also, from
Answers to Problems
PROBLEMS
Find an integral for each of the following differential equations.
83. xu" ~- \x 85. xu" -
4|u' -
\Ax -
3}' +
84. xu" -
3 = 0.
l\u = 0.
f3x -
xa = 0.
i2x -
3)a' - 4u
(x + 3}a =
88. x a " -
l}a' - a
{2x -
ANSWERS TO ODD-NUMBERED
PROBLEMS
1. a = f i ( x + 2 i + f 2 ( x + 2l
sin log {3 x| + ci cos log 3 x}
3. a =
5. > = i U o g
7. y = {x -
1 i + \cx log (x -
9. > - i | x - 1} +
11. : y -
^
1
20
13
13- li ^1
10
1) + cat
{ l o g ( x - 1)
. ,
2
Sin log X *
- 1
+1).
cos loK
20
^
15. a ^ 1 CSC X +
cot x.
17. Inexact.
19. a
21. a ="
23. a
1 -
2x
1 +2x
^1
cos X log
2x -
(1 - 2 x )
1 + sin X
1 sin X
+x
\
- e'^' + cix /
31. a cxp X
+ 2 cos X .
log (x 1)
X log X 1
1
+ f2
2x - 1
,
27. a = ci
29.
i log
C2
f2
1
dx C2X33. a -
exp \ -2e']
200
-2w
43.
3*"' + 1.
= e'.
45. ; " + -5
47. u - ^ + C 2 ^ .
49. u -
51. y "
f 1^^*"* + c^e
55. u -
o i l
57. > -
+ fa*.
- + 1
X
59. y '
- {x^ + 2x + 2} -\-cif' j
^2"'.
^ rfx + c j ^ .
63. > -
Ix -
67. y -
- 4 x ^ + x + 1 - x M o g x.
X*
69. ^ 2 + f 1 sin - J +
11^"*.
x
cos
75. y - tan * x H
V l
logx
77. > -
- ^ x +
ci-r^' +
ca*-'',
79. u
^{ci sin X +
C2 COS x|,
z ^'{(Sci j) sin X + (ci + 3^2) cos x|.
81.:)'^ .
83. u 87. u
i + cj** +
log X,
* -|-fi(2 - x ^ l +ct{l
+2Iogx
-xMogx).
85. u / / * ^ ( ' - 11
CHAPTER
11
Solutions in Power Series
(11.1)
-\-p0.2X^
Pi{x)
=pl,Q-\-pl,lX-\-pi,2X^-\-
p2{x)
^0.0 ^
0,
2 3yjo.oC3 +
{2po.i + 2pi,o]c2 +
{pi,i
-\-p2,o]ci
i'p2,ico
= 0,
= 0,
202
exp
dx
= ?o +
q(x)
qix +
q2X^ +
are, explicitly,
1
f2 = 2
C3 =
1
2-3
(11.6)
1
"
(n - l)n
{?n-2^0 +
qn3Ci
u"
cos z
d^u
du
dz^
dz
F o r this.
PQ(Z)
= 1
- i z ^ + - ,
Pl{z) = l - h
Z -
p2{z) = 2 -
z2 -}-
iz2 +
. ,
A Proof of Convergence
203
3c2
2CQ = 0 ,
2>ci = 0 ,
i c i
fn =
0,
PROBLEMS
Find (up to terms of the fifth degree) the integrals of the following differential equations that fulfill the respective conditions.
1. " -
{x -
2. u" +
11 -
'*
3.
ISx^lu' -
\3x + 4x^\u' +
u" -
xu' +
Vl
il -
7. a " +
8.
{1
a(0)
+2^2
I* +
u(0) =
\2 -
u' +
(9 -
6x]u = 0,
{1 -
=. CO, a'(0)
u(2) = 1, u'{2) = 0.
6x + x^Ju = 0,
= 1, a'(0)
a(0)
i^^^x
{1 + log (1 -
u(-l)
- 1 , u'{-\) = 1
= 2.
= 0,
Y^^la
-3.
a(0)
x)W
= 0, a'(0)
= 2.
u log (1 + x ) =
0,
= 2.
{4 + X + 6x2}' _
x^ja" +
(0) = 2, u'(0)
+ % V ) a " -
- 3 , a'(0)
X -
3x^]u = 0,
{1 -
|1 +
|3 _
6x +
4^ _i_ 4^2j ^
5x^)u' +
{1 -
x^lu =
o.
0,
= ci.
-h<x
<h.
Suppose this interval is one which contains no singular point, and upon
which a l l series 11.1 are convergent. It is then an interval upon which
series 11.4 for the transformed equation 11.3 and also the power series for
204
(11.8)
(n l ) n l a
n-2
n ^ 2.
Co
ll
n - 1
M-l-
n = 1, 2, 3,
An
23^3
1 -2
a
(n l ; n . 4 n
AQM
Ao^
2 3
.4.
-
3 4.44
A1
.4
^n-l =
i4_2
Af+
(n -
\)nAn
M +
AQM
n-2
n - 2
a
a
,n-3
An-2
-\-
n -
Thus
(11.9)
An>
(n
l ) n [a n-2 ~ _n-3
+
~
+ ^n-zl'
n ^ 2.
205
fix) = ; ^ " ^ { / O + / I A : + / 2 X 2 +
= azx'^+^ +
^3^"+^ +
T h e division of [jf
fix)
= "
1 +
= x[\ -
2x -h 2x^ -
2x^ +
12^3
6^2
= 1,
9^2
=-2,
20(24 4- 12(23 - f ^ 2 = 2,
-^x
-\-
-rsiix - h
PROBLEMS
Find, in powers of x (up to the term in x^), an integral for each of the following differential equations.
206
9. / ' +
Ux-}/
|2 -
\(>x -
Sx'^]y = 2 -
4x + lOx^iy +
to.
{2 - f x'^\y" +
|2 -
11.
{2 + 4x2};)." +
{10 + 8x + 6^2)/
12. / ' +
13. ^ " +
{8 + 4x + x2}_y =
2 -
{1 + x=b = 1 + 6x -
12 + x l ^ ' + ^
cos
= sin
Ix'^.
{2 +
x^jf^
2x -
3x'.
14. y"
11.4,
sec x.
1/x
(10.12)
X
M = Co + " +
X\
-2 +
X
x^
is substituted into the reduced equation, and the coefficients of the several
powers of 1/x are then equated to zero, a system of relations from w h i c h
(^2,
C4, * , are determinable is obtained. T h e values of co and c\ are
left arbitrar)'. F o r the complete equation the method determines the
coefficients of a particular integral
(10.14)
, = p +
T h e series so obtained for the integrals converge upon any range x > H
upon which all of series 10.12 are convergent, and/>o(x) 9^ 0.
207
Solutions in Power of
Example 3.
Ax- -\-2x-\- 10
i n powers of 1 /x.
W h e n the given equation is divided by x"^ its coefficients have the forms
10.12. I n the case of the reduced equation the relations obtained by
substituting series 10.13 are
2c2 H- 2c(i = 0,
6cz + 4ci = 0,
12c4 4- 10<:2 = 0,
T h e complementary function is thus found to be
^ _
x~
2_
3x'~^
2,
603
^ = - 2
3x
6x
PROBLEMS
F i n d the general integrals of the following differential equations in powers of 1 /x.
15.
16.
fx* -
17.
1 + 3+73
1
x^
u" +
=0.
= 0,
208
19.
{x* -
20. xY
21. y
x^\y" +
2x* + x ^ i y +
2x^^
22.
1 -
\2x' + 2 x 1 / -
|2x* + 3x -
2x'^
1
4
x^
101> -
{x -\-\]\
2x
X*
2
4
- + +
X
2;- = 2 -
x^
2_
X*
x'
x%{x)u"
w i t h po{0) 7^ 0.
thus,
the point
xqiixW
q2{x)u =
0,
po{x)
= po,o
qi{x)
91.0 +
po,ix H- po^zx"^ +
qi.ix
qi,2X^
po,o
7^
0,
J: =
U^x'^ll
CiX
C2X^
po,o\f^ 1 !A + ?i,o +
92,0
= 0.
This is called the indicial equation at the singular point x = 0. Its roots ki and
2 are called the indices, or the exponents, at this point.
W h e n k is assigned
one of the index values, the relations . 4 , = 0, f o r ; = 1, 2, 3, * , form
a system of equations associated w i t h that index, from w h i c h the values
209
We must consider
SUBCASE 2a.
T h e relation
Ai=
^2
is fulfilled by the
previously determined values c i , fr2, " ' ' ,<^m-i- W e may then assign to
Cm any value (in particular zero) and proceed to determine c^+i, Cm+2y
, from the respective subsequent relations, A second integral of
form 11.16 is thus obtained.
T h e relation A,n 0 for the index 2 is not fulfilled by the
previously determined values ci, C2, " ,^mi- There is then no integral
of form 11.16 associated with 2.
SUBCASE 2b.
Example 4,
|1 + 10:^1 = 0,
= 0,
6ci = 0,
I
+ T V * ^ +*}.
With k =
210
= 0,
=
^ 1
0,
-\-ix -\-
2(1 -
x]u" +
1 4- x}u' -\- Ix -
3 -
(x -
l)Vlu = 0
dz^
du
z[2^-z]-+
dz
[2z -
z"- + ez^ +
\u = 0
30^3 -
2^2 -
^1
=0,
+ = 0,
18^
^^7
240
{1 +
16 H
The
+ 2 = 0,
-
1 = 0,
c\ \- e =
0,
1 +^
Logarithmic Integrals
211
U2(X)
= |1 + (x -
1) +
1)^ +
(x -
(x -
1)' + 4 4
PROBLEMS
For each of the following differential equations find two integrals about the indicated
singular point.
23. * V '
-x\i
-x-\-
{2 + x} j5 -
x^\u = 0,
+ * +
xa = 0.
=0,
3xlu - 0,
xo = 0.
XQ = 0.
8{x + 2|u' -
1 \tt" - o' +
{x'^ -
= 0,
29. x ^ l + 4 x + l l x ^ l u " + x |1 -
4} =0,
x -
XQ - 0.
xo = - 1 .
x = 1.
11x^1' -
J T + 3X + * 2 }
xo = 0.
30. |x + 2IM2O + 27x + 8x2)" ^
50 + 46x + 12x='j = 0, xo =
^ 2) 46 + 76x + 24x^1'
-2.
(11.18)
bmUl{x){o^X
xVo(^)>" +
- i - g2{x)y = /(x),
with
(11.20)
fix) = b{2xpo{x)ui'{x)
[qiix)
-po{x)]ur(x)].
T h e form
fix) = x * ' ! / o + / i * + M ' +
-1
y -
x'^^ibo + bix-\-bzx''-\-
-1
212
x^W
x{l
-\-2x-{- Sx^jtt' +
(x + Sx^lu = 0
+ x +
ix2
F o r ki the integral
-I,
may be found, but the instance is then discovered to be one of Subcase 2b.
T h e c h a n g e o f v a r i a b l e l l . l S l e a d s t o e q u a t i o n 11.19with/(jr) = bz{2x^
2jt' + ' ) and substitution 11.21 thus leads to the relations
~bi
+ 5^0
2*2 +
3*3 -
bo =
261 =
0,
2A21
2*2,
(1 +
+ 2x=^ +
- . ) -
2ui{x) l o g x .
+ x[2 + x]u' +
( i + Ix -
2x^1 = 0
- x
+ x2-|x3+
The
.}.
box'H-i
+ 3 x - i x 2 +
-1,
and the substitution of form 11.21 into equation 11.19 leads to the relations
1 +
0 =
2bi -
2bo =
2bi =
462 +
bo,
3bo,
-ibo,
213
-1 - iW l o g x .
PROBLEMS
Find two integrals for each of the following differential equations about the point
*o = 0.
31. x V - x{2 32. x^l\ -
5x\u' + \x -
u' &in
6x^\u = 0.
~ 3x^W 4x -
xu
3x'^}u' -
12 + 2x -
5x^ -
ix^]u = 0.
=0.
ny.
X^\fo + / l X + / 2 X 2 +
- - -1,
fo9^
0,
(11.22)
y = x^{ao +
a^x
1 j by a positive integer.
There
a^x'' +),
(11.23)
>-=>*-
amUi(x)
log
X,
y = yif -
amiUiix)
log x -
a^^zix)
log x.
214
y = y*
am.MlW log X
OmiUzix)
log X
iflms^UiW {log x ) ^
Example 9.
T h e integral is found to be
+ 3 x V - 2> = x'^{2 -
7 x + 4x^1
-1.
3x2,*'
= 2 +
3(2olx2 -
+ fflol^' +
!4 + f ^ a o ) * * + ,
- ; c 2 { - | +
Example 10.
^xY
T^i7x'+
) + V { 1 - | ; c + K x 2 +
The
- .}logx.
x[\
+ x\y' -
215
iW
= x^l\
^2
f
T h e change of variable 11.23 transforms the given differential equation
into
3xW
- '{1 +
+
). I n
y*.
The
I,
and does not involve log x.
W e shall not consider any instances of the more intricate Case 3.
PROBLEMS
Find a particular integral of each of the following differential equations about the
point *o = 0.
2
37. x M l + 4x-\y" + xy
38. 5 x V ' + (ixy' -
39. 2 x V '
-ly^lx
4> =
+*}/
3x{l + x | l
+ U
42.
x V y
1-^
4
+ 3{I - x } /
x^4{3 - 5x + x^}.
- x>Ml
\x-k-i^x^\.
43. x^\l -
x]y" +x)r'
+ xy = l + 2x -
3x1
llxy' -
j^3j
216
q\{x) =
?i,o H
?2W
?2,0
fix)
= pO,(i +
12~
with/Jo.o 5^ 0,
+
f:
*r"
_L '^l _ L ^2 ,
Co H
with Co
For the
0,
leads to an indicial equation for A, and yields for each index a system of
relations i n the coefficients CQ, CU C2, ' ' ' F o r the complete equation
the substitution
1
' = = 7 r ^
leads to a system of relations i n the coefficients aoj oi, 02, ' ' ' I n
general, two integrals of the reduced equation and a particular integrzil of
the complete equation are so determinable. I n the exceptional cases i n
which these integrals are not obtainable, the given differential equation
may be transformed by the change of variable x = \/z. T h e transformed
equation has a singular point at z = 0, and for this transformed equation
the integrals are obtainable by the methods of Sections 11.6 and 11.7.
PROBLEMS
For each of the following differential equations find an integral in powers of \/x.
47. 2x\"
1 +
1
u' -\--u=
1
+ -
u = 0,
-+ 4
X
50. x'y
2..H
1
X
0,
8 +
2
X
1
^
X
X*
Answers to Problems
51. xY
1
-
5 -
+x
f
y
7 -
1
ll
+-2
52. x^
2
-
3x
3. a = - 1 +
X*
- x + 4x* -
U + 1) +
2^5 +
jx + I p -
U + ll'*+
- !.
9. y
U.y^x'-W-ih'^hUx'-^-
n.
1 4
15. u = CO 1
17. u
CO
1
1 +-5
3A:^
x^ '
X*
+ C1
1
2
12-13
1
-
1 + 1 + 4 +
2 U y
23.
6x
2x^
3x'
x^
ui
(1 + 2 x -
3*2 +
25. a i i.
27.
fl + T ( * + 1) +
u2-(x-\-
D^Mi -
29. 01 - * ^ { 1
U2
31. ui
x'(l i l
}>
+ 1) + ^ ( *
+ 2 * +4*'' +
X-^{1
+Jt2 + * 4
4x + 9*2 +
32
1.
13
3 I
1 + T r i W log X.
"Ml
1.
+ x + 3*2 +
4 *
} - 3m(x) log X.
37^ 37^
U - *+
}-
+ -1 - {1 - * + i ' ' +
- + 2 + 3x -
3* +
2x
5x^
Sx^
V**
X*
Ki(jf) log X.
2x'
+
41
CHAPTER
12
Some Differential Equations
Involving Parameters
12.1. The separation of variables in a partial differential
equation
T h e mathematical expression of a physical law of nature generally
requires the use of a partial differential equation. T h e course of any
chain of events which is subject to that law is then governed by an integral
of that equation, that is, by a particular integral that is characterized by
certain conditions which the chain of events fulfills. A n important
method for determining the requisite integral depends upon ordinary differential equations. W e shall indicate some elements of that method.
T h e partial differential equation
a^r
d^T
a^r
T h a t is, if
v"{y)
^ w"{z)
v{y)
w(z)
u"{x)
u(x)
I n this equation the left-hand member does not vary w i t h x. T h e righthand member does not vary w i t h y or z. T h e i r common value is therefore a constant. O n designating this constant by A, we have
u{x)
'
v(y)
w{z)
I n the second of these equations the members are again a constant, say
/. W e see thus that u{x)v(y)w{z) is a n integral of the partial differential
219
220
equation 12.1, if and only if its factors are integrals of the respective o r d i
nary differential equations
u'\x)
huix) =
v"(y)
h{y)
(12.2)
w"{z)
{h-
0,
= 0,
l\w{z) =
0.
F i o . 31.
r cos ip^
r sm (p.
z =
z.
r dr
r^ d<p'
dz'-
Separation of Variables
221
equations
r V ' ( r ) + m ' ( r ) + {hr^ ~ l\u{r) = 0 ,
(12.3)
v"{<p) + IvM
w"iz)
= 0,
hw{z) = 0.
F i o . 32.
T sin
$ cos (fj
z r cos 9.
T h e second
222
r - * - ^ -
\ \v{e) = o.
r = ^
Ckr%{d\
each cjc being a constant. T h i s form must then comply with the conditions
upon the sphere's surface, say where r = a; that is to say, the relation
(12.8)
CO
^ka'vi,{e)
k-Q
must be fulfilled. T h i s clearly poses the questions: (1), whether the function f{d)y though it was arbitrarily chosen, can be represented i n this way
by a series of integrsds of the ordinary differentisd equation 12.6, and (2),
if so, how the constants CQ, ci, <r2 ' " " > are to be determined to yield such
a representation. W i t h such constants, formula 12.7provided it is
convergentyields the required integral of partial differential equation
12.4, and therefore yields the temperatures within the sphere.
W e shall not pursue this large subject further at this point. W e shall,
however, touch upon it again at appropriate points below, i n our analysis
of some differential equations which involve parameters.
223
(12.9)
a'-'e-"
doc.
If-.'
- /
aU-"" da.
s Jo
I n this the integrated part of the right-hand member is zero since a'e "
vanishes at a = 0, and approaches zero as a * . Hence V{s) =
- r ( j + 1), and, by a n m-fold iteration of this formula,
s
(12.10)
ns) =
^
s{s +
l]{s
-\- 2]
m -
- r ( ^ + ;7i).
11
i][s
+ 2]
[s + m-U
^^'f^'
(12.11)
+
U + 2m -
2] =
^^^^^^
ml = T{m - f 1).
W e can now write formulas for the products of any set of successive
integers, or of successive even or odd integers, for if q is any integer,
formulas 12.11 and 12.12 yield directly the first two of the relations
224
(12.13)
2? + 2)
+ 4| [2q + 2m\ =
l2,+ l J i 2 , 4 - 3 ) . . - l 2 , + 2 ; - l i =
'
f2? + 2 . ! ! , !
2'"l2q]\{q-\-m\\
Cnx".
F o r them,
n-O
n~0
and
n= 0
n=-0
l(n +
+ 2 ) f + 2 -in
\)nc. -
2nCn + k{k + l ) f | x = 0,
n-O
{{n -
1) + 2n - k(k + 1)|<: - 0.
225
Thus
(12.15)
{k~n]lk
Cn+2
\-\-n]
= - , r r r r ; r - : 7 i '^^^ = 0 , 1 , 2,
\n +
l]{n-\-2\
i A - 2 ) A i A + i n A + 3|
4!
C2m
(-1)
2m + 2|{A - 2m + 4j
{k ~ 2]k{k + 1|{^ + 3| 1^ + 2m -
(2m
c^ =
1},
2]
3-,
[k -
i\{k -\]{k
+ l][k
+ A}
[k-2m
+ l]{k-2m
3]
' 2 m + 1}!
W e thus obtain the two particular integrals
00
0.1
= 1 + 2 /
^17 !^ -
2m + 2j (A - 2m + 4}
m=l
^J2.i6)
^
V
"^^ = * +
k\k +
\\\k + Z\ {A + 2 m - l ) ; . 2 ^ ,
(-1)"*
* V
2/ {^;;rw!
+ n
- 2m + 3 !
{ A : - l ) A i A + 2| {A + 2 m ) x 2 - + ^
226
l+n\
2|n + l p
" =
^' 2>
C2 =
{k-
\]k{k-\-\\{k-\-2\
1 ], is accordingly
1.1 = 1 +
{k-n
\\[k~n-{-2]
\k-\-n\
2"(n!p
n =l
{x -
i r
T h e second integral about this point involves log {x 1), and is of the
form
to
(12.18)
1.2 =
2 ^f'-
1 ) " - huiAx)
log
11, bo^ 0.
n-O
T h e coefficient bo may be assigned the value 1, and the remaining coefficients bti are then determinable by the method of Section 11.6.
A t the singular point x
the indices are k and {k + 1). T h e
form
1
u =
leads to the relations 2kci
{n-2k-
\]ncn = {A -
-ft
I
n -0
[X
0, a n d
n + l l l i - + 2l<:_2,
n = 2. 3, 4,
\k-2m
227
Then
l][k-2m-\-2]
2m{2k -
2m +
^2m2
1|
w 1
1 +
( - i r ( A - 2m + I H A - 2m + 2}
(12.19)
m-l
2"'m!(2A: - 2m + l\{2k + 2m + 3]
.2
1
X
1} [x
k+1
1 +
{A + l ) { ^ + 2|
m-l
{2k -
2m
\k-\-2m\
{2A: + 2m + l l
2"'m!{2A 4- 3112A - f 5}
2m"
Jt^u" + ; t V -
[kx + 2\u = 0,
in powers of *.
2. F i n d an integral of the difierential equation
(12.20)
x^u" +
[1 -
x}u' + Au = 0,
in powers of x. [This is called the Laguerre equation, in honor of the French mathematician E . Laguerre (1834-1866)1.
3. Find two integrals of the differential equation
(12.21)
u" -
2xu' + 2ku =- 0.
in powers of x.
fThu is called the Hermite equation, in honor of the French mathematician a Hermite (1822-1905).]
4. F i n d two integrals of the differential equation
4:cV'+4xV-
|4Jt2-l
-2x\u
0,
228
in powers of
+ 1).
l l V-
2k{x -
l l u ' + {k(k + 1) + (x -
\)^\u = 0.
in powers of {x 1}.
7. Find two integrals of the differential equation
3k
2x
u = 0.
in powers of 1 /x.
8. Find two integrals of the diflferential equation
in powers of 1 /x.
(12.22)
= ^
n-O
2''{1'.^"^'
{k-n]\
~ ^' "
(12.23)
..i-x
{ - ^ r m 2 k - 2 m ] l
2^^^^^2k\l{k-m]l{k~2m}l'
'
m-O
229
{2k}\/2''lk\}\
{2k\\
2*{A!!
T h i s yields the expression of Pk{x) i n powers of x, namely,
[*/2)
P
_ 1 V
(-ir{2A-2ml!
^*W-2*Z/m!{A-ml!lJt-2m)!*
n 2 24^
(12.24)
11.
- 30** + 3 ) ,
- 7 0 * ' + 15x),
' - 315x* + 105*=^ - 51.
Since every Legendre polynomial hzis the value 1 at x = 1, by equation
12.22, and since Pk{x) involves only even powers of x when k is even, and
only odd powers of x when k is odd, it follows that
(12.25)
P * ( l ) - 1,
P*(-l) = (-1)*
^*W =
,1*^-1)'.
(y2 _ 1 Ifc =
*
>
m-O
^ 1)"*A!
2fc-2m
m\lk-m}\
k times, to get
[k/2\
. ,
rfx* '
V
'
(-l)"*|2A-2m}!
.k-2m
m-0
A comparison of the last equation with equation 12.24 proves the formula
230
(12.27)
Pk+x'{x) {x^ {k +
\]Pk+iix)
xPk-i'{x)
Pk-i'ix)
\\Pk'{x) -
{2k +
l]xPk{x} +
kPkix) =
0,
0,
kPt-i(x)
kxPkix) +
{2k +
Pk-i'ix)
\]Pk{x) = 0,
=
0,
APA_I(X) =
0.
kPk-dx)
B y substituting for Pk{x) and Pk_i{x) their forms 12.24, and performing
the indicated differentiations, the formula is proved. T h e second formula
12.27 can be proved in the same way, and the remaining ones can then
be inferred from the first two.
Some important quadratures of Legendre polynomials can be evaluated.
Thus, to begin with,
(12.28)
2,
0,
j',Pk{x)dx
if
if
>t = 0,
A > 0.
Pj^i{x)]l,
{/: +
1 j / _ \ Pkix) dx =
0.
\\x^Pkix)
dx =
The
if ffl < i ,
I 2^+M/:!P
x"^Pk-i{x)]l,
{A +
m +
1 i / _ \ x'-Pkix) dx
m f\x"'''Pk-i{x)dx
= 0,
-1
x^Pkix) dx ==
k -\- m -\- \ J ~\
231
Hence
x - - i P f c _ i ( x ) dx.
|_\ PH{x)Pk{x) dx =
2
2k + 1
i{
k ^ k,
if
k = k.
f{x) =
cyz^Pk^x),
f{x)PH(x)dx
2
CKa^-,
ax
and thus derive the second of the recurrence formulas 12.27,
232
2. From the first and second of the recurrence formulas 12.27, derive the remaining
ones,
3, Show, by the use of formulas 12.16, that
( 1)*^*
; '
^ uo.iW)
when
k is even,
_r
2
Pkix)
no,jW,
when A U o d d .
4. Show that when k is zero or a positive integer the Laguerre equation 12,20 has
the polynomial solution
k
(,2.M)
^'W =
I*^I^X^'^=
n =0
(12.32)
iiW
= X -
Liix)
1,
-
4x + 2,
Lz{x) x ' -
U{x)
= X* -
+ 18x -
6,
16x' + 72x* -
96x + 24.
6. Show that when k is zero or a positive integer, the Hermitc equation 12.21 has
the polynomial solution
f*/2I
(12.33)
2^
H.(x)
c-ir
= 8x' -
HA{X)
i/6(:f) -
2,
12x,
Hiiix) = 64x" -
160x + 120x,
480x* + 720x -
120,
233
8. Show that
d
dx
and. from this, that
0,
9. By the use of formulas 12.32, show that
when A -
0, 1, 2, 3, 4.
0,
1,
e-'Lk{x) dx =
if k
if
0,
A = 0.
x{\ - x]u" + (T -
(a + /3 + 1)^1' - a0u = 0,
7 + i + 1 1 + A +
{a + A + | (i3 + A + n]c, = 0,
n = 0, 1, 2, ,
Cn+i
, w
, 1 Cn.
{1 + nj{7 + n]
F(a,P;y;x)
go
= 1 +
234
o.i(x) -
F{a,p;y;x).
r
^
1 + 1 1 2 - 7 + l
Cn+l =
= 0, 1, 2,
T h e series w h i c h results from this can be found i n the usual way. It c a n ,
however, also be obtained by observing that relation 12.39 is derivable
from 12.36 merely by making the replacements ( a 7 + l j for a;
1/3 7 - f 1! for j3; and 2 7) for 7. T h e second integral i n powers of
X is thus
(12.40)
uo,2{x) = x'-^Fia
- 7 + 1, /3 - 7 + 1; 2 - 7; ;c).
^1 - ^1 ^
+ {(a + ^ - 7 + 1) -
du
(a + i3 + 1)^) ^ - a^M = 0.
ui,x{x) -
F ( a , /3; a + /3 -
ui.2{x) = 1 -
x]''-''-'F{y
7 + 1; 1 -
^, 7 -
x\
;7 + 1 -
a -
^; 1 -
^)-
X \/Zj
^1 ^
+ {(a - /3 + 1) -
(2a - 7 + 2)z\ J
235
u^Ax)
13 -
ir/x]^F{^,
+ i;a-)9 + i ; lA),
7 +
1; ^ -
a +
1;
= P{-a,
x]"
= -i^(l, l;2;x).
-log{l - * |
X
1
2x
log
1; l ; x ) .
+x
1 -
1
- sm 1* X
X
1
_ i
- t a n ^X
2)H
1 - x M
\2
cos \k sin ^ x|
2' 2'
lim F
0* 00
COS X
- sin X = l i m F
X
<^ *
V'
2'
lA).
This is shown
236
11. Find integrals 12.41 for equation 12,34 without using a change of variable,
12. Find integrals 12.42 for equation 12.34 without using a change of variable.
13. By the use of scries 12,37, show that, when {7 11 is not a negative integer,
F'ia,
&x >;
- F ( + 1, ^ + 1; 7 + l ; x).
7
14. Show that, when of is a negative integer, differential equation 12.34 has a
polynomial solution, this being uo,2W if 7 is one of the numbers 0, 1 2 , ,
ja + 1}, and otherwise uo^iW.
15. Show that when a => 1, or ^ + 1, differential equation 12.34 has two integrals
in powers of jc, even when (7 1} is a positive integer.
16. Show that the change of variable
-
{1 - x\'^-'^^w
[7 -
(27 -
- ^ + l)xl;' -
h -
a\{y-p\w
= 0.
2. , -
2, . -
2; .) = l ^ - 2 | | a - H . - 2 H , - l )
\y ~ 2\\y - \ ]
a{x -
n l \x ~
r2l" +
b{x -
r^W + c -
x =
(r2-ri}z
0,
9^ r j , can be solved i n
r1
transforms (12.43) into differential equation 12.34 with values a, /3, and 7*,
obtainable from the relations
a + )3 + 1 = b/a,
a& = c/a,
7 = ^-j^^^'^*
a\ri - ra
237
{2x^ - 2 x -
3u = 0
1-1
2~
2^\
dz
, ^
+ - = 0.
FO,
- h h
It
z),
-3;
uo.2 = z-^F{h
z).
-I;
"o.iW ^f(3
V
2-
W0.2W
Example 2.
'-I-
2-
2'2'
x\
V2'
" 2' ~ 3 ~
15x + 1 8 i " -
6x]u'
+ 1 = 0,
c-/^
2
X -
Example 3.
^V3'2'5^"^/
1
X
^ 2
/2
2
\3
6'3'x-2)
-\-W
e'u =
= z.
238
PROBLEMS
9, Find the integrals of the differential equation
{x^ -
\ \u" +
|5JC +
4]u' + 3u = 0
Assuming that
2k is not an integer, find for it a pair of integrals as hypergeometric functions that arc
appropriate to large values of jr,
12, Find an integral of the differential equation
-
2W'
{1 -
+ u -
"sfz.
*-2^Ju" -
3u' + Ar'^'u = 0,
in a form that is suitable for use with large positive values of x, by making the change
of variable e~^' = z.
x\" + xu' +
- jt^jw = 0
239
n = 2, 3, 4,
2'^m{m + A}
and yield the evaluations
m
"^"^
(-1)
22"m!{A + l ) { A + 2 l jA + m l " * ' '
(12.46)
Jk{x)
When
fc+2m
'
'
T h i s is called the Bessel function of the order k, of the first kind. T h e integral
associated with the index A is similarly obtainable. W e find thus that
(12.47)
i(x) = /*(*),
U2{x) =
J_j,(x).
T h e change of variables
u = 's/x w,
A/IZ
240
J^(z),
and
1V2
PROBLEMS
15. F i n d the general integral of the differential equation
1
4
9*'
a = 0
x'u" - xu' +
{x2 + | ) u
= 0
w"
1 -
k^-V
w ^ 0
241
v'wY
x^ ^
4x^
vw.
4- aw(j:i)
x^
Ax
w{x) sin
x\) dx.
T h i s woxild be impossible if w{x) maintained its sign over the whole interval
from x\ to x\ + v/a, for then the two members of the equation would have
opposite signs. Therefore w{x) changes its sign on any interval of the
length ir/a to the right of the point x i , and the function Jk{x) w{x)/'\/lc
is accordingly oscillatory. T h e graphs of JQ{X),
J\{X)J
and Jzix), are
shown i n F i g . 33.
Fio.
33.
xv" +
xw"
-\-w'
v'-\-
-\-
Oln X
k^
V = 0,
w; = 0.
242
vw')]' - h {cxn^ -
a^}xvw = 0.
+ {a2 -
j^xvwdx
= 0,
xJk{ar,x)Jk{ax) dx.
dx +
x'JkMJk'iax)
n')
dx.
^ = fo xJk{anx)Jk(a^)
dx.
O n the other hand, as a > an, the limiting form of relation 12,50 is
anJk\<Xn)
= 2a
xJk\otnX ) dx.
xJk{anx)Jk{ax)
dx =
0,
if a 5^ any
iA'\an)y
if
a = a.
f(x) =
2 Cm-Jk{ctmX),
m-1
xf{x)Jk(anX) dx =
CnWk^(0Cn\
243
Answers to Problems
ASSIGNMENTS
19. Show, by use of formula 12.46 and the evaluation r ( ^ ) = -yjr, that
/2
/2
J}^{x) ^ /
COS X.
dx
that is, that
Jk\x) "-Jkix)
(12.53)
-Jjt+iW-
dx
that is, that
Jk'ix) -\--Jk(x)
(12.54)
Jk-i{x).
x
22- From relations 12.53 and 12.54, derive the further recurrence formulas
Jk-iix)
+ Jk+i(x) -
2k
- Jkix),
X
Jk^iix)
Jk+lix) = 2Jk'{x).
1 _
2z^2W
^
^
2^3
dx = 0.
if /3i, /32, 03, , are the values of ;c for which Jk'ix) = 0, and /3m 7* p.
2H* -
3} . . . {A -
n-
1}
244
l 2 m } ! r C i * - m + 1)
m>0
( - i r 2 ^ " ' r ( i A + |)
U2
|2m +
m-0
li!r(iA+i-m)
.Sftt+l
m-l
(-l)n2'"2-5-8
i3m + l i !
00
7. Ul -
1
n-0
I2n + l l !
U2
n-0
9. Ul = F
"2
11.
Ul
\2'2'2'
F l A + l , A + l ; 2 A + 2;
13. U l
''F(i,i;hx\
15. a = ^/x
UlJ^iix) +
f2-/-4a(*)i-
Qjt(x),
U2 = Q-kix), with
0
.n+k
+
n~0
1)
13m -
1|
INDEX
Acceleration, 33
of gravity, 34
Addition of solutions, 134, 145, 153, 180
Adjoint equation, 183
Airplane problems, 49, 53, 128, 130
Amplitude, 157
Approximate integrals (solutions), of differential equations of first order, 78,
83, 88
of diflTercntial equations of second order,
122
of simultaneous differential equations,
81, 86, 91
Approximation of integrals (solutions), by
graphs, 78, 81, 123
by polynomials, 83, 84, 122
by successive approximations, 88, 91
Arbitrary constants, 5, 26, 65, 114, 152,
180, 188, 201
Arbitrary function, expansion
of, 222,
231, 242
A r c length, 45
Area, 45
Auxiliary equation, 135, 152
complex solutions, 137, 152
Bernoulli, James (1654-1705), 21
equation, 21, 22
Bessel, F . W_ (1784-1846), 238
equation, 238
functions, 239
graphs of, 241
Buoyancy, 36, 160
Cable, suspension, 54
Catenary, 46
Center of curvature, 125
Centrifugal force, 172
Changes of variables, 19, 107, 148, 189,
194, 240
Checking a solution (integral), 5, 116
246
Index
222,
Index
Function, homogeneous, 22
hyperbolic, 46
hypcrgcomctric, 233
Functions of, Bessel, 239
Hermite, 232
Lagucrre, 232
Legendrc, 228
G a m m a function, 223
General integral (solution), 5, 26, 100,
114, 135, 152, 180, 188
Geometrical applications, 44, 47, 127
Graphs, approximating integrals, 78, 81,
123
of Bcsscl functions, 241
Gravity, acceleration of, 34
Harmonic motion, simple, 156
Heat flow, 42, 222
Hermite, Q (1822-1905), 227
equation, 227
polynomials, 232
Higher degree, difTcrcntial equation of,
152
Homogeneous coefficients,
differential
equations with, 22
Homogeneous functions, 22
Hyperbolic functions, 46
Hypcrgeometric equation, 233
Hypcrgcometric polynomials, 236
247
Known function,
Implicit equations, 2
Independence, linear, 186
Indices at a singular point, 208
Indicial equation, 208
Initial conditions, 33, 78, 81, 122, 136
Integral curves, 4, 64, 65, 73, 78, 81, 98,
123
equation, 227
polynomials, 232
Laplace, R S. (1749-1827), 219
equation, 219
transformation, 197
Lependre, A . M - (1752-1833), 224
equation, 224, 238
polynomials, 228
Linear coefficients, differential equations
with, 24, 72
Linear dependence, 186
Linear differential equations, of first
order, 17, 67
of higher order, 152
of second order, 134, 180
simultaneous, 26, 196
248
Index
Period, 157
Periodic motion, 156
Phase, 170
condition, 94
Liquids, flow of, 40
Locus problems, 44, 47, 127
Logarithmic integrals, 211, 213
Mass, 33
M a x i m a and minima of integral curves,
65
Mbcturc problems, 38
Motion, against resistance, 34, 37, 163,
169
falling, 33
ictional, 37
Newton's law of, 33
on a curved path, 130
simple harmonic, 156
steady state, 170
under repelling force, 172
vibratory, 157
Multipliers, undetermined 26
Newton's law, of cooling, 42
of motion, 33
Non-uniquencss of integrals, 70, 72, 99
Normals to curves, 44
Oblique trajectories, 68
One-parameter family of curves, 5
Operators, differential, 140, 144, 153, 191
Order, 1
Ordinary differential equation, 1
Ordinary point, at infinity, 206
of a differential equation, 180, 201, 205,
206
of a direction field, 71
Orthogonal trajectories, 69
Oscillatory motion, 156
Pn(x), 228
Parameters, 29, 220
differential equation involving, 219
variation of, 193
Parametric representation of intcgrab, 29
Partial differential equation, 219
Partial fractions, 144
Particle, motion of a, 33, 130
Particular integral (solution), 5, 107
Pendulum, 161, 166
Index
Scries, in powers of jt,83, 84, 86,122, 201,
213
in powers of 1/x, 206, 215
Shaft, rope around, 58
Simple harmonic motion, 156
Simultaneous difTerential equations, 26,
29, 64, 81, 86, 91, 120, 196
direction field of, 64
Singular integral (solution), 5, 98, 101
Singular point, of a differential equation,
180, 208, 215
of a direction field, 70
Sliding particles, problems i n , 38, 131
Slope of a direction field, 3
Solvable differential equations, of first
order, 9, 98
of higher order, 152
of second order, 114, 134, 181, 182
Spherical coordinates, 221
Spring, vibrating, 159, 166, 168
Steady state, 170
Streamline, 4, 64
Successive approximation, 88, 91, 93
Suspension cable, 54
Systems of simultaneous equations, 26, 29,
64, 81, 86, 91, 120, 196
replacement of an equation by, 29, 120
Tangent lines, problems in, 44
Taylor's series, 83
249
Tractrix, 52
Trajectories, 69, 73
oblique, 68
of family of curves, 68
Transformation, by change of variable,
19, 107, 148, 189, 194, 240
Laplace, 197
Trivial solution (integral), 180, 185
Two-parameter family of curves, 116
Undetermined coefficients, method of, 84,
122, 147, 149, 154, 201
Undetermined multipliers, 26
Uniqueness of solution (integral), 96, 185
counter examples, 70, 99
Variables, change of, 19, 107, 148, 189,
194, 240
separation of, 9, 219
Variation of parameters, 193
Velocity, problems in, 33
Vibrating spring, 159, 162, 168
Vibration, damped, 163, 169
forced, 166, 169, 172J
free, 159, 163
Vibratory motion, 157
Volume, differential of, 42
Wronski, R (1778-1853), 187
Wronskian, 186
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