C

ONTENTS

Preface xi

CHAPTERONE

INTRODUCTION TO DIFFERENTIAL
EQUATIONS 1
11 Differential Equations in Sciences
and Engineering 2
12 How do Differential Equations Arise? 4
13 A Brief Review of Basic Concepts 10
Dependent and Independent Variables 10
Continuous and Discontinuous Functions 11
Derivatives and Differentials 11
Integration 14

14 Classification of Differential Equations 15

15 Solutions of Differential Equations 18
16 Solving Differential Equations by
Direct Integration 23
17 Introduction to Computer Methods 29
Plotting Solutions 29
Symbolic Integration 31
The Special Functions of Mathematics 31
Numerical Integration 33
Considerations for Computer Solution
of a Differential Equation 35

18 Summary 36
Problems 38

CHAPTERTWO

FIRST-ORDER DIFFERENTIAL EQUATIONS 43

21 An Overview of First-Order
Differential Equations 44
22 Linear First-Order Equations 45
Integrating Factor 45
A Special Case: Equations with Constant Coefficients
and Constant Right-Hand Side 48
Existence and Uniqueness of Solutions 48
Section Review 52

23 Applications of First-Order Linear

Equations 52
Estimating the Response Time
with the Time Constant 54
Section Review 63

24 Nonlinear First-Order Differential

Equations 63
Section Review 65

25 Separable First-Order Equations 65

Orthogonal Trajectories and Differential Equations 73
Transforming Nonseparable Equations
into Separable Ones 74
Homogeneous Differential Equations 76
Section Review 78

26 Exact First-Order Differential Equations 79

Definition of An Exact Differential Equation 79
Alternative Solution: Method of Grouping 84
Integrating Factors 84

Section Review 85

27 Graphical Methods 85
Section Review 88

28 A Systematic Approach to Solving

First-Order Equations 88
29 Computer Methods for First-Order
Equations 89
Obtaining Closed-Form Solutions 90
Generating Contour Plots 91
Obtaining Direction Field Plots 91

210 Summary 94
Problems 95

CHAPTERTHREE
SECOND-ORDER LINEAR DIFFERENTIAL
EQUATIONS 103
31 Introduction to Second-Order
Linear Equations 104
Section Review 109

32 Linear Independence and the Wronskian

of Functions 110
The Wronskian of Two Functions 111
Linear Independence and the Wronskian
of n Functions 113
Section Review 114

33 Theory of Homogeneous Equations 115

Section Review 123

34 Reduction of Order 124

Section Review 126

35 Homogeneous Equations
with Constant Coefficients 126

Case 1: Real and Unequal Roots 128

Case 2: Real and Equal Roots 131
Case 3: Complex Roots 132
Section Review 136

36 Theory of Linear Nonhomogeneous

Equations 137
Section Review 140

37 Nonhomogeneous Equations: The Method

of Undetermined Coefficients 140
Discussion 1 143
Discussion 2 143
Section Review 151

38 Nonhomogeneous Equations: The Method

of Variation of Parameters 151
Section Review 156

39 The Euler Equation 155

An Alternative Solution Method 157
Case 1: Real and Unequal Roots 158
Case 2: Real and Equal Roots 158
Case 3: Complex Roots 158
Section Review 162

310 Applications of Second-Order Linear Equations

with Constant Coefficients 162
3101 Mechanical Vibrations 162
Differential Equation of Mechanical
Vibrations 163

Case 1: (Overdamped Motion) 172

Case 2: (Critically Damped Motion) 172
Case 3: (Underdamped or Oscillatory
Motion) 173
Discussion 175
3102 Electrical Circuits 177
Section Review 180

311 Computer Methods for Second-Order

Linear Equations 180
Damped Forced Vibrations with
Derivative Input 181

312 Summary 184

Problems 186

CHAPTERFOUR

HIGHER-ORDER LINEAR DIFFERENTIAL

EQUATIONS 197
41 Introduction to Higher-Order linear
Equations 198
Section Review 201

42 Theory of Homogeneous Equations 201

Section Review 203

43 Reduction of Order 204

Section Review 205

44 Homogeneous Equations with Constant

Coefficients 205
Finding the Roots of Polynomial Equations 206
A Special Case: Real Integer Roots 206
Constructing the General Solution 207
Case 1: Real and Distinct Roots 207
Case 2: Repeated Roots 207
Case 3: Complex Roots 208
Section Review 213

45 Theory of Nonhomogeneous Equations 213

46 Nonhomogeneous Equations: The Method
of Undetermined Coefficients 215
Section Review 216

47 Nonhomogeneous Equations: The Method

of Variation of Parameters 217
Section Review 221

48 The Euler Equation 221

49 Computer Methods for Higher-Order
Equations 224
410 Summary 227
Problems 230

c2 _ 4mk _ 0
c2 _ 4mk _ 0
c2 _ 4mk 7 0
(r1,2 _ a _ ib)
(r1 _ r2 _ r )
(r1 _ r2 )
(m1,2 _ a _ ib)
(m1 _ m2 )
(m1 _ m2 )

vi | Differential Equations for Engineers and Scientists

Contents | vii

CHAPTERFIVE

LINEAR DIFFERENTIAL EQUATIONS:

VARIABLE COEFFICENTS 235
51 Review of Power Series 236
Shifting the Index of Summation 238
Convergence of Power Series 241
Derivatives of Power Series 244
Section Review 245

52 Introduction to Power Series Solutions 246

Section Review 252

53 Ordinary Versus Singular Points 252

Section Review 258

54 Power Series Solutions About an

Ordinary Point 258
Section Review 265

55 Legendres Equation and Legendre

Polynomials 265
Legendre Polynomials 267
Section Review 270

56 Series Solutions About a Regular

Singular Point 271
Section Review 289

57 Bessels Equation and Bessel Functions 290

Gamma Function 299
Properties of Bessel Functions 301
Modified Bessel Functions 303
Section Review 304

58 Computer Methods 304

Solutions with MuPAD* 305
Solutions with Maple 306
Solutions with Mathematica 309

59 Summary 310
Problems 314

CHAPTERSIX

SYSTEMS OF LINEAR DIFFERENTIAL EQUATIONS:

SCALAR APPROACH 319
61 An Overview of Systems of Differential
Equations 320
Systems Containing Higher-Order Derivatives 321
Classification of Systems of Equations 323
Section Review 325

62 Origin of Systems of Differential

Equations 325
Section Review 328

63 Method of Elimination 328

Method of Elimination for Nonhomogeneous

Systems 332
Section Review 334

64 The Method of Eigenvalues 335

Nonhomogeneous Terms That Are Solutions

of the Related Homogeneous Equation 341
Modes 343
Section Review 347

65 Computer Methods 347

66 Summary 349
Problems 350

CHAPTERSEVEN

SYSTEMS OF LINEAR DIFFERENTIAL EQUATIONS:

MATRIX APPROACH 355
71 Review of Matrices 356
Properties of Matrices 358
Section Review 366

72 Models in Matrix Form 366

73 Eigenvalues and Eigenvectors 371
Row Operations 372
Homogeneous Systems 378
Linear Independence of Vectors 380
Eigenvalues and Eigenvectors 383
Special Case: Matrix A Containing a
Common Factor 390
Section Review 325
Section Review 391

74 The Theory of Systems of Linear

Differential Equations 393
Theory of Linear, Homogeneous Systems 395
Theory of Linear, Nonhomogeneous Systems 399
Section Review 400
*MuPAD is a registered trademark of Sciface Software GmbH & Co.

75 Linear, Homogeneous Systems

with Constant Coefficients 401
Case 1 Real and Distinct Eigenvalues 403
Case 2 Complex Eigenvalues 406
Case 3 Repeated Eigenvalues 412
Discussion 415
Section Review 419

76 Linear Nonhomogeneous Systems 420

The Method of Undetermined Coefficients 420
Variation of Parameters 423
Systems of Nonhomogeneous
Initial-Value Problems 426
Section Review 428

77 Canonical Forms and the

Transition Matrix 429
Diagonalization 430
The Transition Matrix 437
Section Review 440

78 Computer Methods 441

79 Summary 447
Problems 449

CHAPTEREIGHT
LAPLACE TRANSFORMS 463

81 Laplace Transforms of Functions 464

Section Review 467

82 Existence of Laplace Transforms 467

Section Review 469

83 Basic Properties of the Laplace

Transform 470

Property 1: The Linearity of Laplace

Transform 470
Property 2: The Translation (or Shifting)
Property 471
Property 3: The Laplace Transform of tnf(t) 471

Property 4: The Laplace Transform of f(t)/t 472

Property 5: The Laplace Transform of 473
Property 6: Change of Scale Property 474
Section Review 474

84 Laplace Transforms of Step, Periodic,

and Impulse Functions 474
Unit Step Function 475
Periodic Functions 478
Impulse Functions 481
Section Review 483

85 Laplace Transforms of Derivatives

and Differential Equations 483
The Laplace Transform and Differential Equations 485

86 Inverse Laplace Transform 487

Completing Quadratic Polynomials to Square 489

Section Review 490

87 Partial Fractions 490

Determination of Unknown Constants 492

Section Review 494

88 The Convolution Theorem 494

Section Review 498

89 Solving Differential Equations by

Laplace Transform 496

Solution with General Boundary Conditions 501

Transfer Functions 501
Section Review 503

810 Solving Systems of Linear Differential

Equations by Laplace Transform 503
Transfer Functions of Systems of Equations 506
The Transition Matrix 507
The Transfer Function Matrix 508
Matrix Form of the Convolution Theorem 509
Section Review 511

811 Computer-Aided Laplace Transform

Methods 511
812 Summary 519
Problems 521

CHAPTERNINE

NUMERICAL SOLUTION OF
DIFFERENTIAL EQUATIONS 531
91 Numerical Integration 532
Rectangular Strip Method 533
_t
0 f(t ) dt

viii | Differential Equations for Engineers and Scientists

Trapezoidal Rule 536
Simpsons Rule 539
Section Review 541

92 Numerical Solution of Differential

Equations 541
Case 1: f _ f(x) 542
Case 2: f _ f(x, y) 544
Section Review 545

93 The Euler Method 546

Section Review 548

94 Errors in Numerical Methods 549

Discretization Error 549

Round-Off Error 551
Controlling the Error 552
Section Review 554

95 The Improved Euler Method 554

Special Case: f _ f(x) 557
Section Review 558

96 The Taylor Series Methods 558

Section Review 560

97 The RungeKutta Method 561

Special Case: f _ f(x) 564
RungeKutta Fehlberg 565
Section Review 585

98 Multistep and PredictorCorrector

Methods 565
Predictor-Corrector Methods 568
Section Review 573

99 Systems of First-Order Equations 574

Euler Method 575
Classical RungeKutta Method 575
AdamsMoulton PredictorCorrector Method 576
Section Review 579

910 Numerical Solutions with Commercial

Packages 579
MATLAB* ODE Solvers 579
Higher-Order Differential Equations 587
Numerical Solutions with Maple** 591
Numerical Solutions with Mathematica 591
Numerical Solutions with MuPad 592

911 Summary 593

Historical Notes 595
Problems 596
Index 605

Contents | ix
*MATLAB

is a registered trademark of The MathWorks, Inc.

is a registered trademark of Waterloo Maple, Inc.
Mathematica is a registered trademark of Wolfram Research, Inc.
**Maple