Rudolph E. Langer-A First Course in Ordinary Differential Equations-John Wiley & Sons (1954) PDF
Rudolph E. Langer-A First Course in Ordinary Differential Equations-John Wiley & Sons (1954) PDF
Rudolph E. Langer-A First Course in Ordinary Differential Equations-John Wiley & Sons (1954) PDF
A First Course in
ORDINARY
DIFFERENTIAL
EQUATIONS
A
First
Course
in
ORDINARY
DIFFERENTIAL
EQUATIONS
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 E . LANGER
Madison, Wisconsin
January, 1954
CONTENTS
Chapter Page
1. I N T R O D U C T I O N 1
1.1. W h a t is a differential equation? 1
1.2. Integrals or solutions of a differential equation 2
1.3. T h e direction field of a differential equation 3
1.4. Constants of integration 5
1.5. Checking a general solution. T h e differential equation of
a family of curves 5
2. S O M E T Y P E S O F S O L V A B L E D I F F E R E N T I A L E Q U A -
TIONS OF T H E FIRST ORDER 9
2.1. Equations with separable variables 9
2.2. Exact differential equations 11
2.3. Integrating factors 14
2.4. Finding integrating factors 15
2.5. T h e linear differential equation of the first order 17
2.6. Changes of variables 19
2.7. Equations with homogeneous coefficients 22
2.8. Equations with linear coefficients 24
2.9. Simultaneous equations 26
2.10. T h e linear differential system with constant coefficients 28
2.11. T h e replacement of a single differential equation by a dif-
ferential system 29
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 33
3.1. Problems i n velocities 33
3.2. Frictional motion 37
3.3. Problems i n rates 38
3.4. Problems of flow 40
3.5. Locus problems. Rectangular coordinates 44
ix
X Contents
Chapter Page
3.6. Polar coordinates 47
3.7. Some curves of pursuit 49
3.8. Suspension cables 54
3.9. T h e rope around a shaft 58
4. I N T E G R A L C U R V E S . TRAJECTORIES 63
4.1. Integrals of a differential equation 63
4.2. T h e direction field of a differential system 64
4.3. T h e isoclines of a direction field 65
4.4. T r a j ectories 68
4.5. Singular points of a direction field 70
4.6. Some elementary cases of the differential equation
' — _
72
^ ~ 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 78
5.1. Polygonal graph approximations 78
5.2. Polygonal approximations for simultaneous equations 81
5.3. Solutions in power series. Polynomial approximations 83
5.4. T h e method of successive approximation 88
5.5. Successive approximations for differential systems 91
5.6. A proof of the existence of a solution 93
5.7. Uniqueness of the solution 96
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 98
6.1. Singular solutions 98
6.2. Factorable equations 100
6.3. Singular solutions again 101
6.4. Integrations by differentiation. T h e Clairaut equation 103
6.5. T h e method of difTcrcntiation with respect to j 105
6.6. T h e Riccati equation 107
6.7. Some properties of the integrals of R i c e a l i equations 110
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 . AP-
PLICATIONS 114
7.1. Differential equations of the second order 114
Contents xi
Chapter Page
7.2. Equations i n which either or x are not present 115
7.3. T h e differential equation of a 2-parameter family of curves.
Checking a general solution 116
7.4. Exact equations 118
7.5. Simultaneous equations 120
7.6. Solutions i n power series. Polynomial approximations 122
1.1. Approximate integral curves 123
7.8. Some geometrical applications 127
7.9. Curves of pursuit 128
7.10. T h e motion of a particle on a curved path 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. T h e complete equation 134
8.2. T h e complementary function 135
8.3. T h e case of complex roots. Euler's formulas 137
8.4. Differential operators 140
8.5. A n operational method for finding a particular integral 141
8.6. A second operational method 144
8.7. A comparison of formulas 146
8.8. T h e method of undetermined coefficients 147
8.9. T h e method continued 149
8.10. Difierential equations of higher order than the second 152
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 EQUA-
TIONS OF T H E SECOND ORDER 156
9.1. Simple harmonic motion 156
9.2. Free vibrations 159
9.3. D a m p e d vibration 163
9.4. Forced vibration without damping. Resonance 166
9.5. Forced vibration with damping 169
9.6. T h e forced vibration of a system with a repelling force 172
9.7. M o t i o n under an intermittent force 173
9.8. Simple electrical circuits 176
10. T H E L I N E A R EQUATION WITH VARIABLE CO-
EFFICIENTS 180
10.1. O r d i n a r y and singular points 180
10.2. T h e Euler equation 181
10.3. Exact equations 182
10.4. T h e adjoint differential equation. Integrating factors 183
xii Contents
Chapter Page
10.5. T h e existence and uniqueness of a solution. T h e R i c c a t i
equation 185
10.6. T h e Wronskian. Linear independence of solutions 186
10.7. T h e general integral 188
10.8. T h e change of dependent variable 189
10.9. Solution of an equation when an integral of the reduced
equation is known 190
10.10. T h e method of variation of parameters 193
10.11. T h e change of independent variable 194
10.12. Simultaneous linear equations 196
10.13. T h e Laplace transformation 197
11. S O L U T I O N S I N P O W E R S E R I E S 201
11.1. T h e reduced equation at an ordinary point 201
11.2. A proof of convergence 203
11.3. T h e complete equation at an ordinary point 205
11.4. T h e ordinary point at » . Solutions i n powers of Xjx 206
11.5. T h e reduced equation at a regular singular point 208
11.6. Logarithmic integrals of the reduced equation 211
11.7. T h e complete equation 213
11.8. T h e regular singular point at <» 215
INDEX 245
CHAPTER
Introduction
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 equa-
tion 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 pre-
cise 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 differ-
ential 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
2 Introduction
(1.3) / =/(x,>).
The Direction Field 3
Since;'' = dy/dx, such an equation is often conveniently put into the form
F{t, s, ds/dt) = 0,
whose integrals are s = f{t) or <p{ty s) = 0. This is, i n fact, usual i n prob-
lems of physics and mechanics, since the independent variable is commonly
the time, and time is customarily denoted by t.
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 -
FIG. 1.
FIG. 2.
y = W ~ X- +^x - iy.
(1.5) <p{x,y,c) = 0,
I n (1.6), and tpy denote the partial derivatives of <p with respect to x and
y. T h e éliminant of c between equations 1.5 and 1.6 is an equation i n x.
6 Introduction
* + ^ | / + > - 2 x = 0.
x y ' + > + - - 2 x = 0.
y
^ 1
T o check the relation
-1
y =
{1 + x 2 ) { c - tan-^jï}
- + 2cx = 0
y
logjy - J - 1 = 0
ASSIGNMENTS
In each of the following cases, check the relation given as the general integral of the
respective differential equation.
1. = for yy' + X = 0.
y - 2
7. y - 2 = 0. for y' = 0,
1 + cx
1
10. = for y' -\- -y cot X — ^ ' CSC X = 0.
2 cos X + c sin X
1
Î 2 . sin * X + sin * ^ =* -1
for + - = sm * X + sm ^ y.
V i ' V i -
PROBLEMS
In each of the following cases, find the differential equation for the given family of
curves.
i. y — cx ^ x'. 2, 33 J
3. y — 2 ^ c tan x, 4. U + ^ r2 +I [;r
i „ +I l112
| 2
5. + Ic^ X = 0, 6. + 1,
1 8, y.cx 1.
8 Intrcxiuction
5. log X - ^ - 0. 7. '
' 1 + X -i- V 1 +
9. ^ - 2xy'(/ + 11-0.
Pi{x)p2{y) dx + qi[x)q2{y) dy = 0.
q^iy) , P\{x)
— ~ dy ^ dx.
p2{y) ^ ?iW
10 Some Types of Solvable Equations
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) J qi(x)
- rfy = - - rfx. -
y — i x^
/* sin y 2
Thus / y - \ ^ dy = -+€
xydx - (* - 2) rfy = 0.
dy x dx
x~2
, = 21V,
PROBLEMS
F i n d the general solution of each of the following differential equations.
15. xf.?" + 4} dx = 0.
(2.2) Fix,y) = c.
and, since the cross partial derivatives Fx,y and Fy.^ are equal, we see that
Fyix^y) = \'Py{x,y)dx-\'R'{y).
FA>^.y) = r Q.{x,y)dx^-R'{y),
J
m = !Qixo,y)dy.
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
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.
Exact Differential Equations 13
Example 3. T o find the general integral of the diflferential equation
W -^y\dx-\-{x-\-^\dy = 0.
j^W^y]dx+ f e^dy = 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.
1 2x
6xy + dx + 3x^ - dy = 0.
V v * - x^
1
0
6xy +
Vy' - x'
dx = c.
2x 1
and 3x' - dy + 6x + dx — c.
1 Vv' - x- V l -x^
PROBLEMS
Test the following differential equations to determine which ones are exact, and find
the general solution for each one that is exact.
y 1 1 X
20. rfx + \x s dy = 0,
x"- y
2 *
* 1
21. 3xY - -1, ~ X dy = 0,
xy
14 Some Types of Solvable Equations
1 1
22, dx + - ! dy = 0,
xy
x dx -\- y dy -
26. x'
~ + {Un y -\-x] dx -\-X scc^ y dy = 0.
1
27. dy = 0,
('-:v)' 2 V ^
28. {cos X tan ^ — sin x sec ^| dx + {sin x sec'' y + cos x tan^ y esc y] dy =0.
29. {x + > cos ( x y ) ^ " ' " " U x + {> + X cos (ry)*-"'f"'>} <y = 0.
rfx dy xdy — y dx
30. ^ + , = 0.
X y X -t y
Fxjxy y) ^ Fyjx.y)
P(x.y) ~Q{x,y)'
y dx — X dy = 0
xy y*- x' y^ X x^ y
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
— siny\ dx + cosydy = 0.
[y + ^ + / i dx + |2x + 4 / 1 dy = 0.
The Linear Equation 17
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 equa-
tion. 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.
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
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 Some Types of Solvable Equations
^ J p ( x ) dx ^ J^(x)tf/P<^> ^dx + C.
y sec X =^ X -\- c.
2x xe
I - y =
1 +x' 1 -\-x
2x
e' = e 1 -
1 -\-x
2x
d0/e = 1 - dx
1 -\-x^
e'dx/il 4-x2).
B y the use of this factor the differential equation is given the form
Changes of Variables 19
-1
1 2{1 +xM
PROBLEMS
F i n d the general integral of each of the following differential equations,
xy
41. / - = 3x. 42. xy' log X + y - 2x2.
1 -x^
1 - 2x
45. y - y - í ^ í l +logx!. 46. y' +
1 + X
1
47. y' = 1. 48. y' + — | - cot X
2x X sm X
2
51. / [ l +xM +y - + 4x
X X
If this differential equation can be integrated, and has the general integral
u, c) = 0, the general integral of the original differential equation is
obtainable from u,c) = 0 by replacing s and w by their values i n
terms of x and)'.
X — s, y — e~'Uy
that is, into —u^ ds -\- (1 + u-j rfu = 0. T h i s last equation is solvable
since its variables are separable. Its solutions are u = 0 and
j - f (1/2«^) - l o g u = c.
Since s = XfU ~ ^y, the original equation has the solution)» = 0, and the
general solution is
W e may drop the factor since u = 0 does not lead to an integral of the
original differential equation. W e thus find that (du/ds) — u = s^. For
this last equation, which is linear, e~' is an integrating factor. T h e general
integral is ue^" = — { + 2j + 2) + Since s = x/y, u = y, the
Changes of Variables 21
X X
\y y
ASSIGNMENT
1. Show that the differential equation
(2.11)
PROBLEMS
Solve each of the following differential equations by use of the indicated change of
variables, or as a Bernoulli equation.
1 X " u.
56. 2 + 4* + 2> + dx-\-{l +2x+>|<6'-0.
1 +x y ^ s — 2u.
X - J ,
57. {2y - xylogx] dx -2x log xdy » 0,
y =» u log s.
X = S/Uy
58. { 3 / - x^y] dx + {x* sin y + x* - 3xy^] dy = 0,
y •= s.
x^y X = sm u,
60. iy + V + dx+{x-\- x^y\dy = 0,
y = s esc u.
1
x '~ y AT =• J ,
61. {sin~* y — cos xjrfxH •j==.dy ~ 0,
.-xiv X = J ,
63. i2> + 2 x V - dx + |x + x ' y } dy - 0,
x " s
64. x V dx - {x» - 2 / + 2y^] dy = 0,
65. + </x = 0,
X = j ^ - " .
22 Some Types of Solvable Equations
66. (^+'' + 1 - e^Hx-\-y-\- 1)J dx + {f*+>' - 1 + ^""(x + ^ - 1)) dy = 0,
x = {s + « ) / 2 ,
y ^ i s - u)/2.
2 1 - 2 log X
67. / - — > = — 68. + >
3JC 3xy
71 ' y jy + xy - . , , COS 3x
2)-
75. / + - = 8v'^ sin^ X. 76. y' -\-3y\ogx = 3>^x
Sin X cos X
Ay I
77. / - COS X — Ma
X log X X log X
, 2x - 1 2x + 1
2\x^ - x + \\^ ^ 2{x^ - X + \\y
tan~" — == a° t a n ^ " - »
ax X
{axp X
ax
jayP^ log 1 + = fl^-;;'^ log 1 +
ay
(2.12) X = Sj y = sUf
or
(2.13) X = sUf y =u
V l -\-u^ds + sdu = 0.
s{u + V l = c.
y + Vx'+y' = c.
tan~^ J + log « = c,
and, since s = x/y, and u = >, the general solution of the given equation is
tan"^ - + log;" = c.
24 Some Types of Solvable Equations
PROBLEMS
Integrate the following differential equations.
80. {x < _ _ xy
™« _ xY -_ 2x'y\dx + {2x* + xy* -\- xY + x*y] dy - 0
X . y , y
85. - COS - tfAT — -sin — h COS - dy - 0,
y X X
87. x ) r I o g - r f x + -«Mogj^
X'
88. 2xlog^-x+>|rfx + - +x dy = 0,
\A{s - k) -V Bu-VC\ds-\-udu = ^.
Equations with Linear Coefficients 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.
PROBLEMS
F i n d the general Intcgrsd of each of the following differential equations.
(2.15) z'=/2(x,:v,z),
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.
(2.17) dB = F{e,x)dx.
(2.18) * ( x , > , z , ^ i ) = 0.
/ = - > - l ,
X 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
1 + z.
y =
xy + 2xz xy + 2xz
2z{cix - 2z\
z' =
ClX
CiX
y -\- 2z = ciXy z =
4x + C2
z' = — \
y - X \y - x\z
~ - x^ = cu 2xy _ r2 = C2.
PROBLEMS
2z
103. xy' -\- z' -2z = Ixe', >' - r' +
1
X z - X** - x' - 1 = 0.
X X X
-2z 1
109. / I z
4yz + l Ayz + 1
~4xz , 3x
110./ = . z' =
3 +4yr 3 +4^
6x - ;y - 3 z + 2 ~ Ax
111. y
2y - 3z 2y ~3z
a — m h
(2.20) = 0.
b k —m
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 éliminant gives the second integral.
PROBLEMS
Integrate the following differential systenss.
116. / - ~y + h, z' = ~h + h-
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 . Some Types of Solvable Equations
V l - / dx-\- {x + 2y] dy = 0.
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:
These two integrals together represent the solution of the given differential
' equation parametriccdly i n terms of t. T h e éliminant of t from them is
^^\-y'^-y-\-cé COB y
1
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.
1
125. 2;- + - dx + (6* + 1 0 / - Ij rf> = 0.
y
1
! 7
126. dx + {* + 2y^ + 9} rfy = 0
Answers to Problems 31
1
127. dx - {2x - 2x^} dy = 0.
X
129. 2 V ^ r f x + V 1 - * ((y -= 0.
X + >
27. + sin ^ X = c. 29. /'°»'<''+iU2+/|
X - >
1 X 1
33. log X - = c.
^ r y X 3*»
2/4
35. x-^y-^^; 4x^V^* - r 37. cos y; x sin y — y log x —
3x^^
73. - ^V T T x - V l -
1
75. sin 2x + ^ tan x. 77. y - {/^" +rIogx}*.
xM x 1
87. -2 log- - - + log > 89. ae'^v + log > - c.
J- I y ^
1
127. - « 1 + e i . - " , > « + f2l«~".
- ^ i d - / | V 4 - [ci - (1^ + 2 s i n - 1
CHAPTER
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
(3.3) m — w/g.
w — kv^ = mv dvjds,
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 particu-
lar integral that fits these conditions is
V
log 1 -
256 8
A t the end of this part of the fall, that is, at / = 10, this gives the velocity
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 condi-
tions is
V - 16
log - 20 - 2(,
166
namely, = 16 + 166^^^"".
PROBLEMS
Solve each of the following problems, assuming that the all data given arc expressed
in the foot-pound-second system.
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 = 0-
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.
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 Í « 0 , and
a braking force of 40 lb. is thereafter applied to it, what is the formula for v in terms of
8 V
32 dt
dv
= idt.
that is,
PROBLEMS
Solve the following problems, assuming all the data to be given in the foot-pound-
second 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. If
p => 0, when J = 0, find the formula for s in terms of v.
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 .
dx 5A: 5
It ~ ~ 20Ö 10*
T h i s is a linear differential equation for x. Its general integral is x =
20 + ce^'^^^y and with c determined so that the condition x = 60 when
/ = 0 is fulfilled, the result is
X = 20-\- 40e-'^^^.
dx/dt = k{\0-%x]{B-%x].
200 - 15x
log ^ -^kt
200 - 8x
.200 - 15x . 85
= / log —
• 200 - 8x ^ 92
2oo{i - my\
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 dis-
solve. 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?
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 prod-
uct 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 ?
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?
12(10-;'i^ = ^+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 differ-
entiate it, for by elementary geometry V is found to have the relatively
complicated formula
If the tank had been standing on end the situation would have been differ-
ent, for then the formula for V would have been recognizable at a glance.
-dTldi = k
PROBLEMS
33, A cylindrical tank of length 10 ft. and radius 3 ft, stands on end, and is filled
with oil. When a plug halfway up its side is removed the oil Rows in accordance with
formula 3,5, with k = ^ir- Find the formula for the depth of the oil in the tank while
the tank is more than half full.
34, A tank is 6 ft. long, and its end is a square with a 4-ft. diagonal. At / = 0 it b
half full of oil, and at that instant a plug in a lower edge is removed. T h e flow obeys
law 3.5 with k = At what time is the tank drained, if it lies horizontally on one
side?
36, A tank is in the form of a right circular cone with altitude 4 ft. and radius 5 ft.
At ^ = 0, it is filled with water, and the water is then allowed to escape through a hole
to which law 3.5 applies, with k = - j ^ . Find the formula for the depth of water in
the tank at time /, if the tank is mounted with its axis vertical and its apex downward,
and if the hole is at the apex.
37- If the tank of problem 36 is mounted with its apex upward, and the whole is in
the base, what is the formula for the time when the depthj^f water in the lank is^?
38. A tank is in the shape of a sphere with radius 4 ft. At / 0, it is filled with
water, and an opening on the level of the center of the sphere then permits the water to
escape. Find the formula for the time in terms of the depth k of the water in the tank,
while the tank is more than half full.
39. A cylindrical tank with radius 4 ft, stands on end, and has an opening, for which
k ^ "ffVj in its lower base. As water excapes through this opening, fresh water is run
into the tank at the rate of 1 cubic ft,/sec. Find the formula for the time at which the
depth of the water in the tank is A, if A = 9, when / = 0.
40. A 60-lb- piece of metal whose specific heat is -5- is at a temperature of 450 degrees.
At f = 0, it is plunged into 300 lb. of water whose temperature is 60 degrees. Find
the formula for the temperature of the body at time t.
41. A n 84b. body is made of metal whose specific heat is ^ T J . While at a tempera-
ture of 308 degrees it is plunged into 11 lb, of water at a temperature of 53 degrees.
Find the temperature to which the body eventually cools.
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. (electro-
motive force) £ in a simple electric circuit containing a constant inductance L and a
constant resistance R is
(3-7) L—i-Ri E.
at
46. F r o m problem 45, find the formula for current 1 that flows in the circuity if
I >- 0, when t ^ Oj and E ^ a sin <aty a and o being constants.
(3.8) 4 1 + ^ = ^-
48. From problem 47, find the formula for q on the condenser, if ^ = 0, when / ™ 0,
and E = cos at.
Example 8. T o find the equation of the curve that goes through the
point (3, 1) and whose tangent and normal lines always form with the
AT-axis a triangle whose area is equal to the slope of the tangent line.
Since the slope is to be equal to an area it must be positive, and since
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 = x.
[V2 + ^]y
T h i s is the required equation.
Example 9. T o find the equation of the curve that goes through the
point (2,1), such that the area under any of its arcs and above the x-axis is
equal to the length of the respective arc.
F r o m the calculus we know that, for a curve above the x-axis, which
extends to the right from a point (XQ, >O)» the area under an arc is given by
the integral / y dx. T h e length of the corresponding arc is
log \y + V / _ ij = ±x-^c,
y + = ^-
We can now drop the ambiguous signs, since the two alternatives give the
I
46 Applications
PROBLEMS
49. Find the equation of the curve that goes through the point (1, 3), and for which
the tangent at any point, and the Une joining that point with the origin, have slopes
which arc the negatives of each other.
50, Find the equation of the curve that goes through the point (4, 3), and whose
tangent and normal lines always form with the x-axis a triangle whose area is equal to
the product of { — - T T ) by the slope of the tangent line,
51, Find the equation of the curve that goes through the point (0, 1), and whose
tangent and normal lines alw^ays form with the :r-axis a triangle whose area is equal to
the negative of the slope of the normal line.
52. Find the equation of the curve that goes through the point (4, 2), such that the
segment of its normal line between the curve itself and the >-axi3, is always bisected
by the ^r-axis.
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 line-
54. 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.
F r o m the calculus, we know that the angle ^ and the differential of arc ds
are given by the formulas
dB
(3.10) tan^ = r—I
dr
and
(3.11) ds"" = r''dQ'^-\-dr''.
These are the essential formulas for dealing with the geometrical problems
to be considered.
Example 10. T o find the equations of the curves through the point with
the polar coordinates (1, ir/2) for which every normal line is at the distance
1 from the pole.
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 rela-
tions tan 1^ = ± V ' r ^ — 1. F r o m equation 3.10 we thus obtain the
differential equations
r d$/dr = ± V ^ ^ .
0 = ±{Vr^ - 1 - c o s - i (1/r)) + c,
Example 11. T o find the equations of the curves through the point
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 dd^ •\- dr^ — 2 dd. We may write this i n the form
r d6 — ±dr. This equation has r = 2 as an integral- However,
that integral does not go through the given point. T h e generzil integral is
B = i: sin~^ + Cj and when c is appropriately determined this gives
6 = sin~^ and 6 = — s i n " ^ (r/2) + ir/2. W e can write these equa-
tions i n the forms r = 2 sin 0 and r — 2 cos 0. T h e curves are circles of
radius 2 through the pole.
PROBLEMS
63, Find the equation of the curve through the point with the polar codrdinates
(2, x/6), for which the angles 0 and ^ are always equal.
64. Find the equation of the curve through the point with the polar coordinates
(3, 3ir/2), for which 4" and 0/2 arc always equal.
65, Find the equation of the curve through the point with the polar coordinates
(1, r ) , for which 1^ is always the supplement of 0/2.
66. Find the equation of the curve through the point with the polar coordinates
(1, ir/4), for which ^ is always the supplement of 2(9.
67. Find the equations of the curves through the point with the polar coordinates
(3, T / 2 ) , for which all the tangent lines are at the distance 3 from the pole,
68, Find the equations of the curves through the point with the polar coordinates
(5, 0), for which the tangent and normal lines are always equidistant from the pole.
Some Curves of Pursuit 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.
Fio. 4.
— r sin 6 d9 + cos B dr^ and d{y — y*\ = r cos B dB -\- sin B dr, the equa-
tion becomes
5 — 4 cos B — 3 sin 0
5 log -\- log ¡4 sin — 3 cos B] + log r = c.
4 sin 5 — 3 cos d
Some Curves of Pursuit 51
T o fit the condition r = 10, when 6 = i r / 2 , the value ofc must be 10 y/l.
T h e resulting equation can be put into the form
10 V 2 ¡4 s i n g - 3cosg|
r =
(5 - 4 cos g - Ssintfj^^
Example 13. A n airplane A whose air speed is 200 m.p.h. takes off for a
fixed destination 0 which is due west and at a distance of 300 miles. A
constant w i n d blows with components of 15 m.p.h., and 20 m.p.h.,
toward the west and north, respectively. T o find the path of A if it is
always directed toward 0.
Since the point 0 is fixed, we may take it to be the origin. We have,
then, X * = 0, = 0, a = 0, i = 0, = - 1 5 , Vy = 20, and V = 200.
Equation 3.12 is thus
200;- 200x
- 20 dx - + 15 dy = 0
Vx^ + y^ Vx'-\-y
10 V x ^ +jy2 _ 6^ _|_ 8^
log {4x-\-3y\ + 8 log = log (1200)
4x - h 3y
ay
(3.13) = x-\- y* +
V l +
52 Applications
FIG. 5.
3/
V l + V l + /"2
u V l + (du/ds)^ = -3 Vidu/ds,
Vis + Vis -
- V l 8 - + V l 8 log = ±s-\-c.
u
±{x'\'y] = A/lSlog
V2(x - y)
V2 - V i s - (x -y)\
PROBLEMS
75. A n airplane O whose ground speed is constant at 200 m.p.h. is flying northeast.
T h e pilot observes a pursuing plane A southeast of him at a distance of 6 miles. T h e
air speed of ^ is 300 m.p.h. There is no wind. F i n d the equation of A^s path as the
path appears from O.
76. A n airplane O is flying due north with a ground speed of 200 m,p.h., when the
pilot observes a pursuing plane ^ at a distance of 14 miles directly east. T h e pursuer's
air speed is 240 m,p.h. There is no wind. Find the equation of A's path as it appears
from O.
77- A n airplane 0 is flying with a ground speed whose components are 100 m.p-h.
westward and 110 m.p.h. northward. T h e pilot observes a pursuing plane A directly
east at a distance of 10 miles. T h e pursuer's air speed is 250 m.p.h., and there is a
steady wind of 40 m.p.h, from the north. Find the equation of A*s path as it appears
from O,
78, A n airplane O has a ground speed whose components are 100 m,p,h. to the east
and 240 m.p.h. to the north. T h e pilot observes a pursuing plane ^4 at a distance of
15 miles due west. The pursuer's air speed is 300 m.p,h. There is no wind. Find
the equation of A^s path as it appears from O,
79- A n airplane A whose air speed is 250 m.p-h., takes off^ for a point 0 which is due
west and 150 miles distant. A wind of 25 m.p.h. blows from the south. T h e pilot
keeps the plane directed toward O. Find an equation for the path of the plane,
80. A n airplane A whose air speed is 250 m,p,h. takes off" for a point O which is
200 miles west and 150 miles south. A wind of 25 m.p.h. blows from the south.
F i n d the equation of the plane's path,
81, A n airplane A whose air speed is 200 m,p,h. takes off for a point 0 which is 100
miles due south, A wind of 30 m.p.h. blows from the west. Find the equation of
the plane's path,
82. A n airplane whose air speed is 200 m.p.h. takes off* for a point 100 miles due
south, A steady wind blows, with components of 20 m,p.h, from the west and 10
m.p.h. from the north- Find an equation for the plane's path,
83, One end Q of a piece of string of length 5 is placed at the point (4, 3), and the
other end is then drawn along the x-axis. Find the equations of the loci of Q,
84, One end Q of a piece of string of length 2 is placed at the point (0, 2), and the
other end is then drawn along the line ^ = 4. Find the equations of the loci of Q.
85. One end Q of a piece of string of length 13 is placed at the point (5, 2), and the
other is then drawn along the ^-axis. Find the equations of the loci of Q.
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.
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.
(3.15) fjp{x)dx.
Equation 3.14 is thus a differential equation for the curve i n which the
cable hangs.
Example 15. A suspension cable hangs from the tops of two towers that
are 200 ft. apart, and its vertex is 50 ft. below the points of support. T h e
weight of the cable itself is negligible, but the cable bears a load whose
density is ¡100 + x^j. T o find the equation of the curve i n which the
cable hangs.
/ = ^ | l 0 0 x + ^x3
1
y = 50x2 + - 1 X"'
y =
10,600 600
= /; Pis) ds.
(3.16) / = ^ j\{s)ds.
log ( y + V i + / 2 } =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.
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 equa-
tion 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 hangs-
102. 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.
and
+ p{e) cos ^ = 0,
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 elimi-
nated because it acts along the post and not upon it. T h e differential
equation i n that case is accordingly
PROBLEMS
104, A man capable of exerting a pull of 100 lb. wishes to hold a pull of 300 lb, in
check by passing the rope around a vertical post upon which the coefficient of friction
3 Over how large an angle must he wind the rope around the post?
105, By passing a rope just once completely around a certain post^ it is possible to
hold a pull on one end of it in check by a pull one*fourth as great on the other end.
What is the coefficient of friction on this post?
106, A rope whose weight is negligible hangs over a horizontal shaft upon which the
coefficient of friction is -j. One overhanging end has a weight of 100 lb, attached to
it, and the other end sustains a weight of W lb. What arc the limits within which fV
must lie if the rope is not to move?
107, A rope weighing 1 lb./ft, is wound l-j times around a horizontal shaft whose
radius is 6 in, and upon which the coefficient of friction is -j. N o rope overhangs at
one end. How much rope may overhang at the other end without causing the rope to
go into motion?
108, A rope passes over a large horizontal cylindrical surface whose radius is 6 ft.
and upon which the coefficient of friction is y. At one end the rope overhangs by 5 ft,,
and to this end a weight of W lb, is attached. T h e arc of contact between the rope and
the surface subtends a right angle, and the pull exerted upon the horizontal end is
just enough to keep the rope from moving. How much larger must this pull be if the
rope weighs 5 lb,/ft, than if its weight is negligible?
I - e—At
7. V = 4 -At
9. V = \6 V l o g (j/4),
1
24 39
15, J = 468 log v 17_ V = 40|2^-^'/^" - 1|
24 - v\ 2
Answers to Problems 61
1 - 150t/
23. * - 200 25.
2 - 6kt + 1
a
27. * - 10 - _ 9,-A(/2_ 29.P-- + P0-- I
t/io
99 1
31. X ^ xo 33. 5 +
^ 360x)
1001
35. / = 320 \ / 2 .
30 - VA
39. t = 960ir 13 - s/h - 30 log
27
49. xy = 3. 51. ;r » 1 - -
S3, y =' 6 - V 2 - x\
6 \ / 2 jcos - sin 90
75. r = 77. r =
| \ / 2 - cos e - sin ^ l ^ ^ 5 + 4 cos - 3 sin
5 + V 2 5 -
83. ± - 4} - •v/25 - 5 log - 4
5 ,13 + \ / l 6 9 -
85. ii)-- 2| = V 1 6 9 - .c^ _ 13 ' - 12,
Sx
62 Applications
95. ^ « V f f ! [ 2 4 + x 2 ] H _ [24]'^).
99
log 9
Integral Curves
Trajectories
(4.1) / =M>)
X f\{x,yy z) 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
The Isoclines of a Direction Field 65
(4.3) 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 espe-
cially that the isoclines for which k = 0 are the loci along which the inte-
gral curves have their maxima and m i n i m a .
, 2y-2
T h e isoclines are i n this case the loci {2y — 2)/{x — 2) = k. These are
the straight lines
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.
Integral Curves; Trajectories
Fio. 8,
Fio. 9.
The Isoclines of a Direction Field 67
, 1 -3{x+>P
y =
1 +3lx+^l
1 -3ix+^p ^
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. 2. / = ^ ^ -
3. / = ~2xy. A. y' ^•
X
5. / = - l ^ . 6. / = \ / ? T ? .
4
7, Show that if :to is a value for which /»C^o) = 0, the line ^ = xo is an isocline of
the linear equation
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. , 0 . / = ^ ^ + ! .
U.y'=h-y- 12./ = ? ^ ^ .
68 Integral Curves; Trajectories
y
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 differ-
ential equation
This equation is
Trajectories 69
It - f{x,y) tan^(jf,>)
Example 3. T o find the equation of the trajectories that cut the hyper-
bolas 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
[x-^y}'[2x-y\'
, \2x + 25v
^ Ax
^ \2x - h 25y
PROBLEMS
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^ +
8. F i n d the equation of the family of trajectories that intersect the lines * + a> =
c at the angle t a n " ^
9. Find the equation of the family of trajectories that intersect the circles + = c
at the angle tan~^ (x* + y^\.
10. Find the equation of the family of trajectories that intersect the ellipses +
y^/2S at the angle whose tangent is
11. Find the trajectories that make with the curves of the family ~
tan~* (y/x) = c the angle { - t a n ~ ^ \ / x * + .
12. Find the equation of the family of orthogonal trajectories of the curves
2{1 +3sin"^;'
TTirough the point (2, —3) therefore passes the particular integral curve
=-
PROBLEMS
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.
15. y - -s/yTs
yi\) - 0. yiix) » 0.
16.y
\^-2
• I
>(3) - -3. yi(x) - -3.
1+
18. y = -iix-V^'-4>i.
20. y = , / ? l ± ^ - 3 .
Via. 11.
T h e trajectories that cut the straight Hues through the origin at the
angle ^(x, y) have the differential equation
, O'A) + tan ^
y = •
1 — {y/x) tan 4f
T h i s is equation 4.8 if
ax -\- by (y/x) + tan ^
hx ky 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
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
, 4x-f 9y 8jc+y
• x-Ay ^ " 7x+2y
(o) (6)
Fio. 13.
3x+> —X
w Bx-2y 6x+5y
y -
(a) f6)
Fio. 14.
2x-Zy
X
F I O . 15.
Answers to Problems 77
1
X
a
+ a2
log 11 + ax\ = c.
1 y 1
9. X- +—y"
2 - 2 tan ' X- = r.
17. \y^\\^^x.
Approximate Solutions
Infinite Series
Existence and Uniqueness
of a Solution
(5.1) y =My),
for which
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 poly-
gon, 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
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.
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
1 1 7 1 17 15 4 3 5 14 1
Yi 0 7144
1 3 e 07 20S 5
fi^i. Yd — "807T
1 1 7 1 17 1S43 6 14 1
— T7 — 7^ T5T •ffO 7 3 ^144
I{x) = ds.
1 3 5
0 1 T 2 T
F I G . 16.
to cover the given range would have been larger, but the approximation
would also been better.
ASSIGNMENTS
y'-i-y- h
through the point (0, —1), with [x,-+i — xi] = T , and plot also the integral curve.
through the point (0, 1), with {xi+i - Xi\ = x, and plot also the integral curve.
/ = y + - - Xy
through the point (0, 1), with \xi^\ — Xi] ^ \^ and plot also the integral curve.
{Note: Fig. 10 applies to this differential equation.)
Approximations for Simultaneous Equations 81
4. Gomtruct the polygonal graph for the differential equation
through the point (0, T / 2 ) , with — x,} = -j-. (The integral in this case is
y = 2 t a n - l [e^] - x.)
for which
Table 3
1 3
Xi 0 1
the polygonal graphs for which ^(0) = ^j, and z(0) = -f, with (xi^i — *,•)
Fro. 17.
y ~ I — se -\- se — ,
Z = I -t e^ — •
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.
Power Series, Polynomial Approximations 83
Table 4
1 3
0 1 2
S = X — XQ. u = y - yo;
(5.7)
k.3 - 0
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
1 4-r -
(5.8) +
¿' = 1 + ^ + 1 ^2 + i r3 _j_
2! 3!
84 Approximations, Series, and Existence
sin z — r 6_ . . .
3! ^5!
(5.8)
log \a ^ z\ = log a +
(5.9)
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
• | . » • • 4 •
Power Series, Polynomial Approximations 85
F r o m (5.9),
J -1- « = (ai + 1)J + 025^ + OiS^ +
and thus.
a2 {ay + 1)"
4 8
az , a^iax + 1) , (¿11 + 1)
4
+ 16
O n equating this to the series for du/ds, and comparing the coefficients of
like powers of j , we see that
+ 1
2ao =
a2 , (ai + 1)'
3(Ja = -
T h e first of these equations gives a\\ the second then gives «2, the third
thereupon 03, etc. Thus,
the polynomial of the sixth degree that approximates the integral for which
therefore,
T o terms of less than the sixth degree this last equation would be
O n substituting form 5.9, and equating the result to the series we find
that
fli = — 1 ,
2^2 = 1,
3^3 = 1,
Thus
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 + - ^(y + + . . . ,
whence
Power Series, Polynomial Approximations 87
T h e substitutions
therefore yield
2
02 + ¿2 +
and
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 +
yA = x-{'^x^-^ 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.
9. y' - \ - z + Axy,
10. y' —
3 + 4x - 2> + 4z + Axz,
z' -x+y-2z, y{0) - 0 . z(0) - 0 .
/ W ~f{x,y{x)) ^0.
B y a quadrature, therefore,
thus defines the function yi{x). W i t h this formula for _>'I(A:), now,
fix, yi{x)) is a function of x that can be integrated. Hence the formula
yMyy2ix)yyzix), •••,
Successive Approximation 89
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. T o find for the differential equation
y' = 2<l'-y
1 ,
yM = 1 + 2^ - 1 - A: - dx = 2e' -
V
1 1
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 Approximations, Series, and Existence
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. T o find for the differentied equation
2 - e-v
y =
\ -\-2x'
dx \ ,
; ^ = 2log|l+2.1.
Using the last equation,
1
hence. y2(x)=log{l+2x| + | ^ - p ^ - 1.
W i t h this i n turn.
1 1
Kx, yzix)) = exp 1 -
l+2x 11+2x} VI +2x.
and
1 1
yz(x) = l o g ( l + 2 x 1 - 1 + exp 1 - + 2
V I + 2x V l + 2x.
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
1 5 3 7
.If — T 0 T
\
1 T T 2
13. Find the general formula for yn(x) for the differential equation y' ^ y 6^"^,
with the condition ^(0) = 3,
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 condi-
tion, 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 — A i with
the condition ^(1) — J-^.
20, Find the formula for^'sW for the diflrcrentialcquationy =^ \y^ — 2y}/{2 — 2^1,
with the condition y(0) = 1.
T h e functions yo, ZQ) and fzix, yo, ZQ) involve only x a n d can be
integrated. T h e equations
2 2 W = ^ 0 + l'ji{x,yi{x), zi{x)) dx
2H-X,
zi = 1 + \)dx - x\
jy2 = 2 + 2 + x,
^2 = 1 + j ' \ -\ - x\ dx = \ -x-ix'^\
^3=1 + x] dx = \ — X — ix^\
1
jy4 = 2 + X -
3! '
1 1
Z4 = 1 — X — — X* + — X*.
2! 4!
^ = 2 + sin X , z — cos X — X.
Existence of a Solution 93
2! ^4!"" 6! ^
PROBLEMS
21. Find the formulas for yi{x) and Zi(x) for the differential system
y - ^ - 1 , z'-2>-z-2,
-z-1, z'^y-2,
with the conditions ;r(0) =» 3, z(0) = — 1 .
24. Find the formulas for yh(x) and zeW for the differential system
O f these, relation (i), i n which M may be any positive constant, says .that
/(x,y) is bounded. Relation Çii), 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 Approximations, Series, and Existence
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),
Thus
\X — XQ
(5.16) yn{x) -yn-x{x)\ < MN--^
Herewith relation 5.16 has been established. It follows that for all x o n
range 5.14, and for every n.
fix,yix)) - / ( x , : v p _ ] ( x ) ) | £ N\y{x) - j p - i ( x )
F r o m the relation
{x, yix)) and (x, ri{x)) are points for which relation 5.12 (ii) applies upon
some X interval centered at XQ. Thus
Ll \yi^) - vix)\ dx
1 1 1
1 - X x^ - , when rt is even.
2! 3! n!
13. yM
1 1
6*-' - 3 1 - ;c + x' when n is odd.
2! n!
15. « x2 + |. ^3 _^ 2 ^6 _^ ^ ,7^
^ • ^ — sin jc — cos jc. T h e Taylor's scries of this coincides with ^8(;r) to terms
7
m x\
17. yi(x) = l i + V ' + Vx' + i^x' + ix* + - 4*«.
1
21. >4 = 2 + x + :^x2 + - X ' ' + - X\ 24 = 2X + - X'.
2! 3! 41 3
23. = 3 - ^ x" + x^ 26 =
2 4!
CHAPTER
Further Studies
of Differential Equations
of the First Order
The Riccati Equation
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.
y = x ' - W \ x - x o ] '
98
Singular Solutions 99
PROBLEMS
For each of the following differential equations find a singular solution, and show
that there b also a particular integral through each of its points.
2 y=
2y y +1
3. y = i { x - V ' * ' - 4 y l 4- y = - VJ 1.
5. y ' \ / 3 7 + 7 - 3. 6. > r i
7. y = \/{x + 4 } b - 3 i . 8. y
2 \ / c o s (x +
9. y = -1 -
sin (x + ^)
(6.1) F{x,y,/)=0.
y a _ 2yy' - 1 -1-^2 = 0
W h e n the function F(x, y, y') is factorable, and has the factors Fi{x, y, y'),
^zixj y, y'), • ' • , ^^(x, y, y'), a l l the solutions of the several differential
equations
for this product is zero if and only if one of its factors is so.
{/ -x-y]\yy' - x\ =0.
{e-^lx -^y'\-\\~c\\x^-y^-c\= 0.
Singular Solutions Again 101
/ - : v = 0, y'-\-y = 0, gy- X ^ 0.
T h e last of these may be put into the form y' = log x. T h e general
integral is thus
PROBLEMS
Find the general integrals of the following differential equations.
log X 1
13. y « + y - + 12 0. 14. y - + y - -\ = 0,
X^ '^^x xlogx
21..'
15. 2 x V ' - + 2x^> + V t y + [xb +/I = 0.
19. y ^ - 5 / = 0.
T h e éliminant oiy' between this equation and (6.1) includes any existing
envelope. It cannot be assumed that every locus given by the éliminant
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.
\x - Viy\ny'^ + \\ - {x+yy'\^ = 0.
{x-Vly]^y'-y\x+y/] =0,
the y' éliminant 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. 22. {3y -7\y^ -4{y -2] =0.
2/ + > - 2 / logy = 0,
equation 6.5 is
y' - 2 log/idy'/dx) 0.
2e^'l\ - Vx - c]y = 0
There are too many variables in the last equation to permit a determina
tion oîy'. T h e éliminant 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,
W - y \ ^ - y ^ - \ =0,
PROBLEMS
Solve the following differential equations.
1 -Ixy'
37. 2y - 1 38. y
.'2 - 1
V^y"" + 1
46. y * + l / + > } { 4 y 2 + l | - 0 .
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 éliminant 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) ^ =/(>,>').
ilog{l - l o g / - x + 2 = 0.
1 dy'
r 2 - ~ + i =0,
1 dy
and integrates to give y' = tan {c — y\. This value converts the given
differential equation into its integral
log sin (c — ^1 + X — 2 = 0.
| x 2 - 2 x l { y 2 + l) + 1 = 0 .
. . lv'^ + 1
{x^-2xiy-<- + | x - i ! = 0,
dy
y d/
'2 -, + V y 2 + 1 = 0
+ 1
x^ - 2x + + = 0.
PROBLEMS
Solve the following differential equations.
(6.12) y =yi{x) -
u
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)
c\
> = X -
f T l j s i n X — cos x| +
/ =e^'+ |1 +^e'\y^y\
1 c,e^
2 1^1 + c^e-^*'^^
y, = a{x) + ;-^(x),
F r o m the last equation we see, by equating real and imaginary parts, that
/ = 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
PROBLEMS
Find the general integrals of the following differential equations.
V 1
55. / = 5 + 4 ^ + - ^ .
^ - 1
59. _y' = 3x' + - + 3x).2. 60. ^' = X +
X
2 - 2x'
61. / = 2x* + y -Vy 62. => sin^ X + _)> cot X +
Find the integrals of the following differential equations that fulfill the given
conditions.
•
2
63. y' 1 +-
X
(6.16) 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
which is discontinuous at x = 1.
T h e differential equation has constant coefficients. It therefore has a
constant solution, and by trial this is found to bejJi — 2. T h e general
solution, as found by the use of^"! = 2, is
y = 2 -
- 1
Integrals of Riccati Equations 111
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)
(6.19) u = el"^'^'^'
(6.21) = -
q2{x)v{x)
, 2H-X 2 X — x^ 12
PROBLEMS
71. Find the solution of the equation
2 1
x
which 15 discontinuous at * = 4.
3 1
4 - - 2 - -
x x
which is discontinuous at x 1
x'y + y\
2x
15. V-^-c log X + — c = 0
y - X
11 J *
47. = 2cx + c\ and > - 0. 49. 16^ = c(2x - c\\ and 27^ = 2x*.
Scix^
55. y - -2x - 57. :y
2 fi + 1:2^'''*'
3 + 3x - X X ~ X
63. 65. > =
3 x - x 2 * + l
tan X
67. > - 7 tan f*' - 11 - 3 69. y
cot X + 2
-8x
71. >
X - 4'
1
73 It has no discontinuitiefl.
•> = ' ' + ? T - i -
Some Solvable
Differential Equations
of the Second Order
Approximations. Applications
A relation
(7.1)
y" = fW-
and
\x + 2]y''-\-y'^ - 1 - 0 .
y + 1
+ C2
[x -\- 2 + ci
is obtained.
dl
dy dy
PROBLEMS
Find the general integrals of the following differential equations
(7.2) ^{x,y,cuC2) - 0
(7.4) \y-C2]' = 9,
1 {y-c2]y" = 0.
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.
(1 +y'T
2y/ - ci{xy2xy} = 0.
PROBLEMS
ASSIGNMENT
1. Check the general integrals of the differential equations of odd-numbered prob-
lems 1 to 9.
can be exact. W e shall derive the condition under which such an equa-
tion is exact.
Let <p{x, y, y') be defined by the formula
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
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
B y omitting the first term of the last equation and replacing)"' by dy/dx^
we obtain the equation
— 2xe' + y — y^ = ci.
24. — — + ^ {1 + x\e = 0.
1 + xy 1+ xy
_\
2y" y' y" 1
30. - log — = 0,
yy y xy
31. + - - 2 = 0 .
y y
32. y" cos ^ + {cos^ •- y' tin. y\y' — 2x =• 0.
by a differential system.
T h e choice y' = z gives the derivative equation y'' = z'. and the elimi-
nation of^' andy" between these and the given differential equation yields
the éliminant
z' cosy + z cosy — z^ sin y — 2xy = 0.
1 + xy 1+ xy
/ - ^ / xz
y = — ^ » z = — log z.
X y
-z^
y = 2 - 3, z' =
3x+> + l
T h e derivative of the first of these equations is j " = z', and the éliminant
of z and z' from the three equations is
l 3 x + : v + l i / ' + ( 3 - / | 2 = 0.
!3x+>4-ii!3-y! =cu
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 Solvable Equations of the Second Order
PROBLEMS
I n t r a t e the following d i systems.
>+2
36. - -
x'-y'
39. y + y' -\-xy'' -2x = 0, y' = x^ - yz.
y
y{0) = O.>'(0) = 1.
202 = - 1 .
6fl3 = —4(22)
PROBLEMS
Find (up to terms in ;c^) the integrals of the following differential equations that
fulfill the given conditions.
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.
/ ' + { 2 x - h 2 ! y + l 2 x - l ) > = 0,
Yi 0 0.5 0.75 0.88 0.91 0.89 0.83 0.76 0.68 0.59 0.51
Zi' - 4 -2.25 -1.62 -0.93 -0.55 -0.30 -0.16 -0.03 0.06 0.15
y 0 0.39 0.61 0.70 0.74 0.71 0.67 0.60 0.54 0.47 0.41
(7.12) K =
¡1 + y 2 | « '
fl +y''\^
(7.13) p =
ft
Approximate Integral Curves 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.
point xij where x\ > XQ. T h e construction may now be repeated with the
point (xi, Yi) and the slope Yi i n place of the original ones, etc. T h e
graph obtained is a chain of circular arcs which at each abscissa Xi
advances i n a manner that fulfills the differential equation. I n a certain
way it therefore approximates the integral curve. T h e approximation is
best near the point (xo, yo), and the smaller the differences {xi+i —
are taken, the better is the over-all approximation.
Table 7
1 1 3 5 3 7 9 6
0 T T 1 T S T 2 1
Yi' 0 -0.26 -0.55 -0.78 -0.96 -1.07 -1.07 -1.07 -1.07 -0.99 -0.81
Pi - 1 -1.13 -1.72 -3.36 -5.33 -13.6 78.5 11.6 5.07 3.24 1.95
126 Solvable Equations of the Second Order
y+JV-O, ;-(0) = 1. / ( O ) = 0 .
Fro. 21.
ASSIGNMENTS
/' y'
|i + y ' i ^ (1 4-/^1^^
log /2 = 2x + ci.
1 +y
e'+'
dy = —. — dx.
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 Solvable Equations of the Second Order
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 —
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*) = 0,
F r o m equations 7.14 and 7.15 the four quantities x*, >•*, dx^, and dy* can
(theoretically) be eliminated. T h e éliminant is the differential equation
of the curve of pursuit.
y* = X*,
dy* = dx*,
Vl dx = 2V2 dx*.
T h e éliminant of x*, >*, dx*, and dy*, between these and equations 7.14 is
- 1P Vl + = 2V2{y - x]y".
V2 + 2u' + + V2 1
u V~2 Vu
ci rr Vu
- V i - «' = 2 V 2
Vu 2(r 1
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"er-
ential equation.
130 Solvable Equations of the Second Order
61, A pursued airplane flies north. T h e pursuing plane has the same speed. Find
the differential equation for the curve of pursuit, and integrate it,
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 equa-
tion 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/*.
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
Motion on a Curved Path 131
Example 14. A heavy bead slides along a smooth wire i n the shape of
the curve y = —x^^. A t time / = 0, it is at the point (1, —1) and its
velocity is f V T 3 . T o find its position at any later time.
W i t h the given values oivo,yo, a n d ^ , and with g = 32, equation 7.16 is
ds = ^ y/^ + 9J:^^ dl. Because we also have
ds = V l 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 , F i n d the
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
is at the point ( j , f ) at / = 0, and has at that time the velocity 2 \ / 3 0 , Find the
position of the bead at any later time
68, A smooth wire has the shape of the curve y = — f x^^- A bead sliding on it is
at the point (1, — f ) at / = 0, and has at that time the velocity \/^3'^- Find the
position of the bead at any later time
69, A smooth wire has the shape of the curve
i y V 9 - / + | 8 i n - ' {>/3|.
A bead sliding on it is at the point (0, 0) at t = 0, and has at that time the velocity
8\/5. F i n d the ordinate of the bead at any later time L
15. : r y V + / y + = 0.
1 1^
27. X sin y + y sin x = cix + cj. 29. ^ = - + C2 - -
X
31. [ x + c i l y e ' + c i .
CiX + C2
35. y = — X'
.3
z = ^ 4- sin + i'll-
59. V l + = 2»" 2M 1 w _u
' 16 ?5
67. 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 inte-
grating 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
v' = —b — av — v^.
(8.8) 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 = Í " * ' ^ in this way. However, the Riccati equation
then also has the integral = m\ -\- \/x, and &2 leads to u^ = xe^^'. T h e
136 Linear Equations with Constant Coefficients
u = CKT"*!' H- C2f"'^'y if mu
(8.9)
u = citf"'* + C 2 « " ' * , if m2 = m i .
u" - 2u' - 2« = 0,
f"'|m2 - 2m - 2) =0.
«' = ¡1 + \/3)tfitf!i+V3I*+ |1 - \ / 3 | c 2 ^ U - v ^ l « .
u =
{ci-\-C2]e^ = 0, Ihi-^^c^U^ = 2.
F r o m these conditions, ci = —2e~^^ and C2 = 2e~^^. T h e required
integral is therefore
u = 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, u(0) - 0, o'(0) - 1.
M" + 2u' + 4« = 0,
for which U(T/2) = 0 a n d U'(T/2) =- 1 .
I n this instance the roots of the auxiliary equation are — 1 ± i/2. T h e
first formula 8.11 therefore gives u = C 2 ? ~ ' c o s l(x/2) -\- ci]. This has
the derivative
1 • X
w' = —cze *cos + ci — - f 2*
Complex Roots. Euler's Formulas 139
C2e cos 5 + , = 0,
1 72 sm
c^e cos - ^ C2e = -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
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.
Herewith the symbols {D -\- c], and {D^ ••{- aD -\- b\ have been intro-
duced. 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-^C2\W{x)^ciip{x)\.
Because expressions 8.14 and 8.15 are thus the same for every function
^(jf) we shall write
y" - 3/ ']-2y = x.
{D^i}{D^2\y^x.
\D - l | r = X, \D-2]y = Y(x).
O f these the first has a solution Y{x) = — (x + 11. Therewith the sec-
ond has a solution v = (x/2) + and this is a particular integral. T h e
complementary function is cie' + Í 2 Í ^ ' . T h e general integral is therefore
F r o m the general integral and its derivative we see that the conditions
to be fulfilled are
T^ + i + '^i = 1, T V - ^ J + 3^2 = 0.
These determine ci and C2, and the integral required is thus found to be
wi" ~ iwi =
Their sum,
4^ 321 4 .
— —\ — — sm X — 2\Jx.
3 9I 17
PROBLEMS
e~'
29. v " + 2y' + y = • 30. y " - 2v' + 2y = sin x.
x+2
Find for each of the following differential equations the integral which fullills the
respective conditions.
[k - mi\{k - m2\y =/
is y =
{k — mi) (A — m 2 )
A resolution into partial fractions gives the last equation the form
|//(m2-mi)j
+
{//('"I - ' " 2 ) 1 ,
y = -
k — m k — m2
{k - mi]yi =
/
{k - m2l>2 =
mi — m2 m2 — mi
-1
y2 + ayi + ¿^'2 = l/'W - m i / W ) .
e'
jy" + >' - 2V =
1
T h e roots of the auxiliary equation are mi = 1, and m2 — — 2
Equations 8.23 are therefore
1 ( e'
y\{x) = log
3 ^ll
y = h'{2 - sin^xj.
146 Linear Equations with Constant Coefficients
PROBLEMS
47. y" - 5>' - 7;> = 1. 48. > " + > ' - 6> = X + «2x
3^
49. y" - ly' -\-2y x\ 50. / ' + / -2> = 5
1
51.y'-:y = 52. :v
1 4^ i l + x ^
f{x)e-^^'dx
m\ — J mi — m^
lis)
y{x) = ds - ds.
Jo mi — Jxo mi — m2
(8.25) yM = fis)
xo ^1 — ffl2
ASSIGNMENTS
1. Consider formula 8.22 when nti mu and show that it can then be reduced to
the form
2, Consider formula 8.25 when the auxiliary equation has the complex roots a ± tß^
and show that it can then be reduced, by the use of Euler's formulas 8,13, to the form
(8.27) ,W - äs.
-6qo = 2,
—6^1 + 3^0 = 5,
— 6^3 4- 72 + 2qi = 2.
148 Linear Equations with Constant Coefficients
Thus
is an integral.
-2?4 -f ?3 = 0.
F r o m these v = -h* - - + 2x + 1-
Hence - e'^^H ~ix^ - 3x^ - ^x^2x-\-I],
is an integral.
Example 12. T o find an integral of the differential equation
PROBLEMS
Find, by the method of undetermined coefficients, an integral for each of the fol-
lowing differential equations.
66. y" - 2/ - 3> = - i4x + 4}^' - {8x - 2)«-' - 6^^' - (5x - 6|f-K
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
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 coeffi-
cients of like functions, we obtain relations from which the values of qtj
can be determined.
T
y" + 2>' + 5> = 3 cos X
4
ir T
H^i.o — 292.0) sin X — - + {2qi,Q + 492.0I cos
4 " - 4
3 cos ' * ~ ^
T , 3 T
X + -COS Jf — -
4 4
is an integral.
3?i.o - ?2,o 0;
4y' -\-Sy _
^ e, 2 x sin(. + ^) + 2 cos I A: + -
1
V = X sin \x -\- - - X cos x-^^n
2
and the integral found is
2x
1
X sm I X + ~ I ~ - X cos
PROBLEMS
Find, by the method of undetermined coefficients, an integral for each of the fol
lowing difTcrcntial equations.
152 Linear Equations with Constant Coefficients
67. / ' + 3 / +7> - 15 cos X.
IT
69. y" + 2;-' + 5/ - 3 sin X
4
80. / ' - 4 / -\-Sy = e'\{x'^ - \2x + 1) sin 3x + ( - I B x * + 12x + 18) cos 3x1 +
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 =
Equations of Higher Order 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
-milri = f{x\
— 7722 Y2
= Viix),
\D — tn^^Yz = y2{x),
{D-~m,]y =
T h e auxiliary equation is
[m - 2\^{m^ + 2m + iO\ = 0,
T h e substitution
w = qox^ + qix'^ + qzx + 73
PROBLEMS
Find the general integral of each of the following differential equations.
83. u^^l + 6 u " + 5u' - 12u = 0. 84. uf'I - 6 u " + 3ii' + lOo = 0,
/2:
5. u = [(2 - '\/2)x + l U " ^ 7. w = 0.
9. u = i2 - x ^ 3x-9 11.
21. u = ^2^^^^' cos {7x - 7 } . 23. u = - Z i ' t ' ^ - ^ ' cos i^rx - -
43. y = e- — + f2* 1.
45. y - T^x — + e~^^\ei sin 3x + ci cos 3x)
47. ;y =
T 1
69. > Sin X — cos
4 2 4
85. «
Applications of
Linear Differential Equations
of the Second Order
(9.1) d^dt^-^-ß'^y - 0.
(9.5) Frequency =
27r'
Fio. 23.
PROBLEMS
1. A particle in simple harmonic motion with the period T has the position > « 2,
and the velocity P = 4, at ( — 0, Find the amplitude of the motion,
2. A particle in simple harmonic motion with the amplitude 8 passes through the
central point with the velocities ± 1 0 , F i n d the frequency of the motion,
5. A particle is in simple harmonic motion with the amplitude 6 and the period x / 4 .
With what velocity does it pass the point ^ = — 3?
7. A particle is in simple harmonic motion with the period p. When its position
is given by J' = its velocity is ±.v\. What is the amplitude of the motion?
12, 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.
m - 5 = / ,
g dt-
where / is the force acting i n the jf-direction. T h e following discussions a,
bj and c apply to such mechanical systems.
a. A coil spring (or an elastic string or wire) resists stretching by a
force T which is proportional to the amount by which it is already
stretched. Thus, if its unstretched length is /o, its backpull when it is
stretched to the length / is
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
g__
160 Applications
Because this equation is 9.1 with = g/{l\ ~ lo)j the vibration of the
suspended particle is seen to be simple harmonic, with the equilibrium
position as the central point.
S
1
y
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,
d'y/dt^ = - (g/so)y.
• —j ^ t '
Fio. 25.
d'0 g
(9.9) — + ^ sin = 0,
dt I
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.
» - sin ^ = — - — + i : 0^ - T T 5^ + • É «
3! 5! 7! 9!
162 Applications
^ e— smB 1 ^ 1 .
(9.10) = — ^2 e*
^ ^ $ 3! 5! 42
PROBLEMS
13. A coil spring ha5 the unstretched length 2 ft. When a 4-lb. particle hangs from
it the equilibrium length is 4 ft. T h e particle is pressed down until the spring is 6 ft.
long, and is released from that position, while it is at rest, at time i = 0. Find the
formula for the position of the particle at any later time /,
14. A piece of steel wire 100 ft. long stretches by 6 in. when a 50-lb. particle is
suspended from it. What is the frequency with which this suspended particle oscillates
when displayed vertically from the equilibrium position?
15. A 1-ft. cube of wood is ballasted so that it floats with a horizontal base in water.
In equilibrium it is just half immersed. If the block is raised 1 in. from the equilibrium
position, and is there released while it is at rest, what are the amplitude and period
of its resulting oscillation?
16. If the block described in problem 15 is pressed down until its upper face is at
the water surface, and is then released while it is at rest at time f = 15, what is the
formula for its velocity at any later time i? What b the highest position to which it
will rise?
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 /?
Damped Vibration 163
21. T h e length of a simple pendulum is ft. At ( = ti, the pendulum has the
position 5 = "5 radian, and its angular velocity is zero. What is the value of 6 at the
instant % second later?
22. A pull of 5 lb. stretches a certain coil spring by 2 ft. A particle of weight 5 lb.
hangs from it in equilibrium, and while in this state it is given a hammer blow which
gives it a velocity of 6 ft./scc. Find the formula for the position of the particle / sec.
later.
which is
d^y dy
(9.12) ^ 2 +^^^ + ^^ = 0^
with
(9.13)
w w
CASE 1. a^ < 4b. I n this case the roots mi and m2 are complex, with
(9.15) y = ca^'^'sin +
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.
_5^^__29 _ 1 _ ^
ndt^ ~ ~ 8 ~ Sdt'
CASE 2. a^ ^ 46. I n this case the roots of the auxiliary equation are
Damped Vibration 165
(9.16)
V = micif"*!* + m^2t^^\ if a > 4Ô,
and
(9.17)
V ^ {C2 + mici + miC2/)^'"*', if a'^ = 4b.
\ d^y 3 1 dy
32 dt^ 2^ 2dt
Its general integral \&y = -1- C2e~^^\ and the integral that fulfills the
given conditions is
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.
PROBLEMS
Solve the following problems, assuming the units to be feet, pounds, and seconds.
Take g - 32-
23. A certain coil spring is stretched 2 ft. by a pull of 1 lb. For a 1-lb. particle sus-
pended 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 = 0, if;' = 0, and v = \2,
when ( = 0,
25. A certain coil spring is stretched 3 in. by a pull of 1 lb. A 2-lb. particle is sus-
pended 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 pen-
dulum 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 xt- Its frequency is to be -y. What must its length be?
32. A particle moves on a horizontal line against a resisting force which is propor-
tional to its velocity. N o other force acts upon it. Find its position at any time if
y ^ yoi and v ^ VQ, ahen ( ^ 0.
g dt dt
(9.18) g + a J+
at dt w
Forced Vibration without Damping. Resonance 167
T h e range of values w h i c h ^ may take on is, however, large when {/3^ — 7^)
is small.
~gKt
(9.22) y = cos \ßt + 51 + C2 sin {ßt + Cl]
2ßw
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.
w at ¿1 — ' 0
PROBLEMS
Solve the following problems, assuming the units to be feet, pounds, and scconds-
Take g = 32,
34- Find the motion of the particle in problem 33 for which)' = ^-^andv = 0, when
/ = 3x/4.
36, 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 ,
fy , „ . . . . . 7
(9.23) - ~ + /37 = 2 sin 7' + 5 sin ^ I,
38, Show that there are two values of y for which the motions defmed by differential
equation 9.23 are resonant. Find a particular integral of the differential equation for
each of these values of 7.
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 undeter-
mined coefficients, its formula is
(9.26) = ^ s i n | 7 i + ( 5 - 61)!,
with
(9.28) K = -
w
(9.29) - ^'^
w
(9.30) 1 ^TZl.
This is somewhat less than the frequency of the free vibration of the sys-
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
^ + 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,
^ + = sin ßt,
at
with k > 0. Observe that as / increases all the motions subside into a simple harmooic
vibration.
Fio. 29.
formulas 9.26 and 9.27. T h e motions of the particle are thus given by the
formula
ID d\ wy^
y ~ w sva. [yt -\- h\J
gdt' g
that is,
(9.32) = - 5 s i n ( 7 / + 5!.
dt
i
(9.33) y - - % s i n [yt ^-h]
2y
PROBLEMS
45. Find the formula for^ in the motion defined by equation 9.32, for which ^ = 0,
and 0 = 0, when ( »» 0.
46. Find the formula for D in the motion defined by equation 9.32, for which y —
g/3y^, and v = g/^y^ when / = 0.
47. Find the formula for y in the general motion defined by the differential equation
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.
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.
+ 2 - + 5> = -fit),
at at w
2w Jo
0, when 0 g / ^ 1,
T h e general integral is
-f- {g' - ^2-'[sin 2(t - 1) + cos 2(/ - 1)11 + 3<f-' sin 2t,
Sw
y = when 1 ^ Z ^ 2,
g
{e*''[sm 2{t - 2) 4- cos 2{t - 2)] - «'-'[sin 2{i - 1) +
8a;
^ - y - m .
more explicitly,
when / > 2.
Thus, by (3.9),
sinh / — t, when 0 ^ Z ^ 1,
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. Find
the formula for ^, if ^ «= 0 and y' = 0, when / = 0,
176 Applications
dS dy
the function /(/) has the value 1 from i 1 to / = 2, and is otherwise zero. There is a
solution for which ^ =* ^, and ^' =» 1, when ( = 1, Find the formula for this solution
when ( > 2.
dt2
d'^y dy
+ i :- 6> = / ( / ) ,
dt^ ' dt
when 0 ^ r ^ 1,
e~^\ when / ^ 2,
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.
do
(9.36) I =
Simple Electric Circuits 177
and
di g
(9.37)
^ 7 / + ^ ' + ¿ = ^'
This is the differential equation for the charge q. If, alternatively, equa-
tion 9.37 is differentiated and dq/dt is then replaced by its value 9.36, the
result is the equation
(9.39)
FIO. 30.
1 do
25 dt 2 + 4 dt + 676? = 0.
178 Applications
q = s i n l 2 0 / + <:2cosl20z),
d^i di
V 5 + 40 y + 20,000z = - 1 8 , 0 0 0 sin 150/.
dt dt
. -36 .
z = — s m 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
formula for g if £ ™ —5 sin 140(.
58. For a certain electric circuit L = R = 40, and C = TDVO"- Find the formula
for ^ if 7 = iTTOirt I = 10, at ( = 0 , and E — 0, when t > 0.
59. For a certain electric circuit L = TTJ-* R ^ and C «• T O - Find the formula
tor »• if £ - 10^-><" + 50 sin 60t.
60. For a certain electric circuit L = ^¿11, R = i i r , and 1/C = 0. Find the formula
for I, if £ = 5 cos 200/.
61. For a certain electric circuit L ^, R = 0, and C = TtnnT- Find the formula
for I when £ = 10 cos 180/.
62. For a certain electric circuit L «• 5, i? = 0, and C = u^nnj"- Find the formula
for i' if £ => 10 cos 1100/ + ir/A\.
1. 2 V 2 . 3. ±140ir.
5. ± 2 4 V i . 7. Vyi" + 0'=^^IV4T2)-
9. > = cie' + C2e~'. 11. > = 0.
25. H8>o +1-0]/ +>o|^-''. 27. & _= ,-4(/3 |2 cos At - 14 sin 4/j.
1
39. )- = sm 2/ + t a n " ' I
2 -\/l3
1
41. > = stn / -I- ' - tan-'3 —21
VlO 4
g
43. cos | i + Uit + c s l ^ - ^ 45. > = ¡2 sin yt - + ^-T'l'
4T
63. R ^ AO.
CHAPTER
10
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) ^ 0
is called an ordinary point for the differential equation. A point which is
not ordinary is called a singular point. Throughout this chapter we shall
suppose that the differential equation is being considered upon a n x-inter-
val that does not contain any singular point.
As we have already observed i n Section 8.1, if ui{x)y and U2{x) are any
integrals of equation 10.2, the linear combination {ciUi(x) -\-czU2{x)\
with arbitrary constant coefficients ci and C2 is also an integral. If this
combination cannot be expressed with the use of only a single arbitrary
constant, it is the general integral. F o r any equation 10.2, u{x) ^ 0 is a n
integral. This, however, is rarely of any use, and is therefore called the
trivial integral. Other integrals are non-trivial. If yi{x) is any particular
integral of the complete equation 10.1, the general integral is obtainable
from^i(j>f) by adding the complementary function.
Aside from the equations with constant coefficients, there arc only a few
minor classes of equations 10.1 or 10.2 that are solvable by methods other
than that of power series.
180
The Euler Equation 181
d^y ^ dy
- 5-f - 14> = - 1 ± e^\
ds^ " ds
PROBLEMS
Find for each of the following differential equations the integral fulfilling the given
conditions, or the general integral for the indicated values of x.
3. \x - 3} V + U - ^\u' + a = 0, X < 3.
X X 13 13
1 2 f1 2
X X X- y x^ x'
1
y = e'-\-c 1
X X X
PROBLEMS
Find the general integrals of those of the following differential equations that are
exact.
2 + 6JC 6
y = X,
0.
1 - 4x {1 - 2)2
Ax^
1 + log ^
20. y" +
X log X {x log x|-2 y = 2x.
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.
1 1
y = 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 Bx -S
23. u" + 7 «' + u - 0.
2x - \ 2x - \\
1
25. {x -
X
27. u" + + — ~ u - 0.
1 +x x{\ +x\
1 1 1
29. y + 1 - y - > - |1 - x\e-2JC
, p2{x) pl{x) 2
• ^^^H ^ ^^^^^^^^^^^^^^ ^?
po{x) po{x)
UO'/UQ. T h e formula
u{x) = Wo exp / 7i(x) dx
Jxo
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
(10.9) 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
xe^ -\-\ -
ui{x) = e
PROBLEMS
By the use of a Riccati equation, find an integral for each of the following differential
equations.
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 ful-
filled only when ai and a^ are both zero, the integrals are linearly independent.
The Wronskian 187
«lW U2{x)
«l'W 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^) + a2«2(*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)
This value is not zero on any interval that does not contain the singular
point; therefore the solutions are linearly independent on that interval.
pi , p2 pl , p2
W'iui, « 2 ; x) = ui{x) «2 «2 «2(x),
po po po po
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
W e can easily verify the fact that expression 10.14 is now simply c^usix),
with
_ <:ia2 — f2^1
~~ 2 I 2 '
a i + 02
The Change of Dependent Variable 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 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
(10.15) y = ip{x)w.
1 f Piix)
<p(x) = exp
2 J Po{x)
190 Linear Equations, Variable Coefficients
(up
i£j = 0.
T h e choice of <p{x) so that Ixtp' + 6^? = 0, that is, ^ = l / x ' , reduces the
equation to
w" + 4«; = 0.
1
u= c\ sin 2x + C2 cos 2x\.
PROBLEMS
Transform each of the following differential equations into one which lacks the term
in the first derivative.
1 -2*
41. / ' + 4 / + 4 +
2x 1 1
46. xY +
* ^
y + y = x^,
log* logx
1 -Ix , , 1 - 3x + x^
xy It y ^ . y = {1 _ ^ j ^ .
1 - X 1 - X
—X
w" + 2 ^1 = il -x\'
X — X
T o prove this assertion we need simply carry out the indicated differentia-
tions. A s i n Section 8.5, therefore, the equation can be integrated by
first finding Yix) from the differential equation
(^)
\P(\ Uiix) J] poix)
ui'ix)
D - y = Yix)
Ulix)
D - - y = \+x
X
F r o m the equation
D + -\Y=\+x\
2
D - ~ y = Y{x)
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.
-6 2x + 6
47. u" - u' - u 0.
x" +2x x" +2x
„ x\4x^ - 2) . 4x= - 2
50. |i - logxi/' + i y
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.
2
56. u " + 3x"a' + 0.
x^
2 1
60. / ' + 1 2 + i y - y - {x + 3if-'.
and
/ ' = glUl"+g2U2" + + +52'w2i'
fix)
glUi 4- ^ 2 ' « 2 = 0, giW + g2U2 =
Poix)'
-"2(^)/(;^) ui{x)f{x)
that is, if ^i'(^) = g2'(x) =
po(x)W{uu « 2 ; x) poix)W(ui, U2; x)
194 Linear Equations, Variable Coefficients
(10.20)
^iW --/• po{s)W{uu « 2 ; s)
J Xt
PROBLEMS
Find an integral of each of the following differential equations by using formula
10.19.
1 1
X
/ + 1 - -
X
y — "ixe ^,
(10.21) s = e{x).
dy
(10.22) / - o W e ' ^ W --f^ + ( / , o W 9 " W + / - i W f f ' W 1 + p^{x)y = f{x)
1 1
1 + -^U ^ 2 3
X X X X
1 \\d^y\dy 1
X ds '^x'ds X*^ X x'' x^
n _ . ! j ^ + . J _ , = ^ _ 2 _ 2 .
ds ds s s s
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^s-
T 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 dif-
ferendal equations, and thus find its general integral.
1 1 1 /
73. u" + - + - ; — i " ' " r - i — r s " " ^ . f = viog*.
X X log x) \x log x\
196 Linear Equations, Variable Coefficients
-I
75. |1 + + 2xy' + = — . » t a n - i x.
1 -1- x"* 1 + x^
(10.23)
It is not even necessary to begin by putting these equations into forms that
are explicit for^' and z'. Equations 10.23, together w i t h their derivatives,
constitute a system of four equations from which z", z\ and z can (theo-
retically) be eliminated. T h e éliminant is a differential equation for y.
W h e n the integral of this differential equation has been found, the
éliminant of z' between the two equations 10.23 is a n equation for z.
T h e roles oîy and z can, of course, be interchanged. Thus the éliminant
of y", y\ and y from the four equations is a differential equation for z,
and the éliminant of^»' from equations 10.23 then gives
ey - z' - [A - e'\y = 0,
F r o m this éliminant, and the evaluation of^ eilready made, it follows that
y ^ ^-cAx''2x} + ^2
X
PROBLEMS
1
z' + xy' -\-~z = 2xe'.
2 X
where x\ and X2 are constants and v{t) is a function that can be determined.
198 Linear Equations, Variable Coefficients
where
and
(10.28) ^(0 =
aot" + ait -r 02
t ^ - t - 2
v{t) =
( 2 ~ / - 2 j/-2l'^[/ +l l ^
PROBLEMS
85. xu" - \Ax - 3}«' + f3x - l\u = 0. 86. xu" + 5u' - (x + 3}a =
1. a = f i ( x + 2 i » + f 2 ( x + 2l
9. > - i | x - 1} + ^ { l o g ( x - 1) +1).
1 . , 2 1
11. : y - Sin log X * cos loK X
20 13 10 20 ^
13- li • ^1
X
17. Inexact.
1 - 2x
19. a £i log + f2
1 +2x (1 - 2 x )
1 + sin X
21. a =" ^1 cos X log + £2 cos X .
1 — sin X
23. a
2x - 1 2x - 1
1 , log (x — 1) C2
X log X — 1 f2«
27. a = ci +
1 +x 1
X \ ^
29. — - e'^' + cix / — dx C2X-
5
43. -2w = e'. 45. « ; " + -5 -
X* x»
87. u
CHAPTER
11
<p(x) = exp dx
which is determinable from the series for po{x) and pi{x). F o r the simpli-
fied equation 11.3, the relations determining the coefficients of the integral
are, explicitly,
1
f2 = 2
1
C3 =
2-3
(11.6)
1
{?n-2^0 + qn—3Ci +
" (n - l)n
Pl{z) = l - h Z - iz2 + . • •,
6^3 + 2>ci = 0 ,
\2c4 — + 3c2 — i c i — fn = 0,
PROBLEMS
Find (up to terms of the fifth degree) the integrals of the following differential equa-
tions that fulfill the respective conditions.
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 Solutions in Power Series
(11.8)
(n — l ) n l a
^0
n-2 4« + n ^ 2.
Consider now the constants ¿4« that arc defined by the formulas
1
^0 = Co
f ll f n - 1
M • » •
M-l-
a
An n = 1, 2, 3,
1 • 2.42 = AQM
a
1 -2
2•3^3 - Ao^ A1
a
2 • 3
3 • 4.44 - .4. = .4
a a
n - 2
(n — l ; n . 4 n ^n-l = i4„_2 Af+
a
AQM [ a
(n - \)nAn = M + - n-2 ,n-3
a a
n - 2
An-2 M -\-
Thus
M
(11.9) An> — + — + + ^n-zl' n ^ 2.
(n — l ) n [a n-2 ~ _n-3 ~
The Complete Equation 205
with any constant m that is not a negative integer. T h e integral is, i n this
case, a series:
6^2 = 1,
20(24 4- 12(23 - f ^ 2 = 2,
PROBLEMS
Find, in powers of x (up to the term in x^), an integral for each of the following dif-
ferential equations.
206 Solutions in Power Series
9. / ' + |2 - Ux-}/ - \(>x - Sx'^]y = 2 - Ix'^.
« *
(10.12)
(10.13) M = Co + " + -2 + + * • *
X\ 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.
Solutions in Power of 207
2] , 2 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,
^ _ 2_
x~ 3x'~^
603 — 2,
12^4 + 10(22 = 10,
1
^ = - 2 +
3x 6x
+
PROBLEMS
F i n d the general integrals of the following differential equations in powers of 1 /x.
1 2 4 8 1 1
16. 1 + - 1 + 3+73 u —
X
1 1 2
17. 1 + u" + 1 1 1 = 0,
X x^ X U — U
21. y +
X 2x^^ 2x'^ X* 2x«
1 2 4 4 2_ 4
22. Í1 - 4 - + — + —
X x^ x^ X* x'
with undetermined constants k, a, ^2» " " ' , into differential equation
11.15 converts it into an equation of the form AQX'^ -\- A ix*^^ ^ + A 2X*''"^ +
* • • = 0 , which is fulfilled if Aj = 0, f o r ; = 0, 1, 2, • • • . T h e rela-
tion .4o = 0 is explicitly
SUBCASE 2b. T h e relation A,n — 0 for the index ¿2 is not fulfilled by the
previously determined values ci, C2, • " • ,^m—i- There is then no integral
of form 11.16 associated with ¿2.
27ci - 9 = 0,
90c2 - 6ci = 0,
I
T h e y yield the integral m = x ^ ( l + + T V * ^ +•*•}. With k =
the relations are
210 Solutions in Power Series
9^1 - ¥ = 0,
54c2 - ^ 1 = 0,
du
2^- - z[2^-z]-+ [2z - z"- + ez^ + + \u = 0
dz^ dz
16^2 — f 1 — 1 =0,
30^3 - 2^2 - ^1 + « = 0,
z 1—8^
T h e y yield the integral ui = {1 + — . The
16 H ^^7— +
240
~2ci + 2 = 0,
- 1 = 0,
— c\ •\- e = 0,
«3 = 1 +^ + +
Logarithmic Integrals 211
» i W = Ix - i p i l + 1 (x - 1)^ + (x - +
U2(X) = |1 + (x - 1) + (x - 1)' + 4 4
PROBLEMS
For each of the following differential equations find two integrals about the indicated
singular point.
with
T h e form
fix) = x * ' ! / o + / i * + M ' + • • -1
is obtained by replacing ui(x) i n equation 11.20 by its series 11.16. T h e
substitution
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 + bo = 0,
— ¿1 + 5^0 — 2A21
O n assigning to bo the value 1, and then determining ¿1, ¿2, ¿3, * ' ' ,
we find that > = 1 + x + 2x^ + - f • • • . B y (11.18), the second
integral is thus
and the substitution of form 11.21 into equation 11.19 leads to the relations
¿1 + ¿0 = —bo,
«2 = * - ^ l l - 2x + Ix^ - + • • -1 - «iW l o g x .
PROBLEMS
Find two integrals for each of the following differential equations about the point
*o = 0.
then transforms the differential equation into one for which has a n
integral of form 11.22 whose coefficients can be determined.
fix) = x i l + 2x - i x ^ - x^ - h • • -1.
which has the particular integral = x'^{—% -\- •rkjix'^ +•••). The
integral of the given differential equation is thus
:v - ; c 2 { - | + T^i7x'+ • • •) + V { 1 - | ; c + K x 2 + • - .}logx.
«iW = x^l\ +
S ^2
^
f
T h e change of variable 11.23 transforms the given differential equation
into
3xW - '{1 + - {I + ixljK* = 4x^ + {2 + SmW' +
I,
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 -ly^lx 1-^
4
?2W = ?2,0 H • + +
f:
fix) =
*r" [ X
the differential equation has a regular singular point at infinity For the
reduced equation, the substitution
1 _L '^l _ L ^2 ,
u — Co H h + with Co 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 ^ X
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.
1 1
47. 2x\" + X 1 + u' -\--u= 0,
X
1
48. Ix'^u" + 5xu' - 2 + - u = 0,
X
1 2 1 3 2
2..H
50. x'y 2 y 8 + ^
X X X*
X X
Answers to Problems
f
1 2 8 4 2
51. xY +x 5 - - y + 7 - -
X X
1 ll i 2 1 1
52. x^ •+-2
1. u =* 2 - 3x + X* - x« + 4x* - 2^5 + • •
3. a = - 1 + U + 1) + jx + I p - U + ll'*+ •• •.
7. „ = , o l l + | : c 2 - f x ' + ¥ ^ * - K x ^ + - • •!.
9. y
U.y^x'-W-ih'^hUx'-^-
n. l 3 1 4 1 5 1
> = Ifx — Y^x^ — YTUX + • •
15. u = CO 1 - ^
3A:^ ; x^ 37^ 37^
1 1 1 1
17. u CO 1 +-5 + + C1
2x^ 3x'
1 2 3
12-13 + -
2 1 5
2 U y 1 + 1 + — 4 + ••• •
x^ ' X* - 6x
23. ui
«2 (1 + 2 x - 3*2 + -
25. a i -
i.
27. «1 - fl + T ( * + 1) + + • • •}>
u2-(x-\- D^Mi - + 1) + ^ ( * + + 1.
29. 01 - * ^ { 1 + 2 * +4*'' + • •
U2 X-^{1 +Jt2 + * 4
n i l 32 13 3 I
1 + T r « i W log X.
1,
+ •••}- Ki(jf) log X.
U - *+ + • • -1 - {1 - * + i ' ' + +
- + 2 + 3x - 3*« + - 2 1 41
X 2
2x Sx^
2 X 5x^ V**
# • *
X X* 2x'
CHAPTER
12
T h a t is, if
v"{y) ^ w"{z) _ _ u"{x)
v{y) w(z) u(x)
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 Differential Equations with Parameters
equation 12.1, if and only if its factors are integrals of the respective o r d i
nary differential equations
u'\x) + huix) = 0,
F i o . 31.
equations
r V ' ( r ) + m ' ( r ) + {hr^ ~ l\u{r) = 0 ,
w"iz) - hw{z) = 0.
F i o . 32.
and r - * - ^ » -
(12.7) 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
CO
(12.8) m = 2
k-Q
^ka'vi,{e)
must be fulfilled. T h i s clearly poses the questions: (1), whether the func-
tion 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 12.7—provided it is
convergent—yields 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.
The Gamma Function 223
+ If-.'
- / aU-"" da.
a=0 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) =
(12.11)
+ + • • • U + 2m - 2] = ^^^^^^•
l2,+ l J i 2 , 4 - 3 ) . . - l 2 , + 2 ; « - l i = f2? + 2 . ! ! , !
2'"l2q]\{q-\-m\\
n~0
and
n=-0 n= 0
Thus
{k~n]lk + \-\-n]
(12.15) Cn+2 = - — , — r r r r ; — r - : 7 i — '^^^ « = 0 , 1 , 2,
\n + l]{n-\-2\
^(¿ + 11
i A - 2 ) A i A + i n A + 3|
4!
- 2m + 2|{A - 2m + 4j • • •
\k-l]{k + 2]
c^ = 3-,
[k-2m + l]{k-2m + 3] • • •
' 2 m + 1}!
«0.1 = 1 + 2 / ^¿17 !^ - 2m + 2j (A - 2m + 4}
m=l
V (-1)"*
* V
"^•^ = * + 2/ {^;;rw! - + n - 2m + 3 !
{ A : - l ) A i A + 2| • • • {A + 2 m ) x 2 - + ^
226 Differential Equations with Parameters
{h-n\{k + l+n\
2|n + l p " = ^' 2> •
ci =
{k- \]k{k-\-\\{k-\-2\
C2 =
(12.17) «1.1 = 1 +
T h e second integral about this point involves log {x — 1), and is of the
form
to
u =
1 -ft 1 n
I -
n -0
[X
\k-2m + l][k-2m-\-2]
C-2m — ~ ^2m—2
2m{2k - 2m + 1|
1
w« 1 — 1 +
X
2m
( - i r ( A - 2m + I H A - 2m + 2} 1
2"'m!(2A: - 2m + l\{2k + 2m + 3] {2k - 1} [x
m-l
(12.19)
k+1 •
1
•
««.2 = 1 +
X
2m"
{A + l ) { ^ + 2|
•
\k-\-2m\ 1
2"'m!{2A 4- 3112A - f 5} {2A: + 2m + l l X
m-l
PROBLEMS
in powers of x. [This is called the Laguerre equation, in honor of the French mathe-
matician E . Laguerre (1834-1866)1.
in powers of x. fThu is called the Hermite equation, in honor of the French mathema-
tician a Hermite (1822-1905).]
in powers of + 1).
in powers of {x — 1}.
3k
1 u = 0.
2x
in powers of 1 /x.
3 X
in powers of 1 /x.
(12.22) = ^ 2''{1'.^"^'
{k-n]\ •• ~ ^' "•
n-O
{2k\\
2*{A!!
- 1 ,
11.
- 30** + 3 ) ,
- 7 0 * ' + 15x),
A comparison of the last equation with equation 12.24 proves the formula
230 Differential Equations with Parameters
These are called recurrence formulas. T o prove the first one we observe
that an equivalent form of it is
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,
2, if >t = 0,
(12.28) j',Pk{x)dx =
0, if A > 0.
m f\x"'''Pk-i{x)dx = 0,
The Legendre Polynomicds 231
-1
x^Pkix) dx ==
k -\- m -\- \ J ~\
I x - - i P f c _ i ( x ) dx.
- 1 x'^Pkix) dx = -r
{ A - m + 3 l { / t - m + 5 j - - - l y t + m-|-lj
1
Pk-m{x) dx.
- 1
[0, i{ k ^ k,
(12.30) |_\ PH{x)Pk{x) dx = 2
if k = k.
2k + 1
^ 2
f{x)PH(x)dx = CKa^——-,
ax
2
Pkix)
n«o,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
5. Show that
iiW = X - 1,
(12.32) Liix) - - 4x + 2,
6. Show that when k is zero or a positive integer, the Hermitc equation 12.21 has
the polynomial solution
f*/2I
c-ir
(12.33) H.(x) 2^ - ^ j ^ ^
7. Show that
//o(^) = 1,
Hi{x) - 2x,
Ha(x) = 4x= - 2,
0,
when A - 0, 1, 2, 3, 4.
0, if k 0,
e-'Lk{x) dx =
0 1, if A = 0.
(12.37) F(a,P;y;x) = 1 +
go
a j g + l i • • • ( a + M g ( g + l ! ' ' ' !j3 + M „ + ,
l " + l } ! 7 l 7 + l | • ' ' {y + n\
234 Differential Equations with Parameters
(12.39) Cn+l = : r ^ C
¡1 + « 1 1 2 - 7 + «l
« = 0, 1, 2, •
d^u du
^¡1 - ^1 ^ + {(a + ^ - 7 + 1) - (a + i3 + 1)^) ^ - a^M = 0.
ui,x{x) - F ( a , /3; a + /3 - 7 + 1; 1 - x\
(12.41)
ui.2{x) = ¡1 - x]''-''-'F{y - ^, 7 - «;7 + 1 - a - ^; 1 - ^)-
¡1 - x]" = P{-a, 1; l ; x ) .
1 1 +x
log
2x 1 - X
1
- sm 1* X
X
1 _ i
- t a n ^X
2)H
¡1 - x M
\2 2' 2'
cos \k sin ^ x|
= ^ V i ' T ' 2 '
e' = lim F
0—* 00
COS X
/ 3
- sin X = l i m F
X <^ * V' 2' -
236 Differential Equations with Parameters
ASSIGNMENTS
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,
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.
« - {1 - x\'^-'^^w
18. By use of the result of assignment 17, show that F"{OL — 2, /3 — 2; 7 2; JV) is a
linear combination of the functions uo,iW ^ " d uo.2(^), when 7 is not an integer.
Then, by comparing coefficients of like powers of show that
- 2. , - 2, . - 2; .) = l ^ - 2 | | a - » H . - 2 H , - l )
\y ~ 2\\y - \ ]
(12.44) x = (r2-ri}z + r1
transforms (12.43) into differential equation 12.34 with values a, /3, and 7*,
obtainable from the relations
1-1 d^ , ^
2~ 2^\ dz
+ - « = 0.
2- X
"o.iW ^f(3 - '-I-
V 2'2'
2- x\
W0.2W =
V2' " 2' ~ 3 ~
PROBLEMS
- 2W' + {1 - + u - 0
in a form that is suitable for use with large positive values of x, by making the change
of variable e~^' = z.
¡1 •^2k\ci = 0,
-1
2'^m{m + A}
_ fc+2m
(12.46) Jk{x) ' ^ '
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
T h e change of variables
u = 's/x w, X = A/IZ
transforms the differential equation into
240 Differential Equations with Parameters
PROBLEMS
15. F i n d the general integral of the differential equation
4
1 - a = 0
9*'
4 u " + 2Sx\ = 0
k^-V
(12.48) w" + 1 - . w ^ 0
Bessel Function Graphs 241
aw 4- aw(j:i) —
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.
k^
xw" -\-w' -\- w; = 0.
If a is now assigned any one of the values other than a „ , relation 12.49
reduces to
^ = fo xJk{anx)Jk(a^) dx.
O n the other hand, as a —> an, the limiting form of relation 12,50 is
0, if a „ 5^ any
(12.51) xJk{anx)Jk{a„x) dx =
iA'\an)y if a „ = a„.
xf{x)Jk(anX) dx = CnWk^(0Cn\
0
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
dx
that is, that
22- From relations 12.53 and 12.54, derive the further recurrence formulas
2k
Jk-iix) + Jk+i(x) - - Jkix),
.-x/2t „ 1 _ £ I ^ I .
*
2z^2W 2^3
f^^ xJk{fimx)Jk{M dx = 0.
if /3i, /32, 03, • • • , are the values of ;c for which Jk'ix) = 0, and /3m 7* p„.
6[-t - 2H* - 3} . . . {A - n- 1}
n - i
244 Differential Equations with Parameters
m
l 2 m } ! r C i * - m + 1)
m>0
( - i r 2 ^ " ' r ( i A + |)
U2 .Sftt+l
|2m + li!r(iA+i-m)
m-0
m-l
(-l)n2'"2-5-8 13m - 1|
«2 + + i3m + l i !
00
1 1
7. Ul -
I2n + l l !
n-0
1
U2
X
n-0
9. Ul =• F
"2
2 j \2'2'2' 2 /
11. Ul F l A + l , A + l ; 2 A + 2;
13. U l ''F(i,i;hx\
«0
.n+k
+ 1)
n~0
INDEX
i
9015 00450 7557