PRENTICE-HALL MATHEMATICS SERIES Albert A. Bennet, EditorAPPLIED DIFFERENTIAL EQUATIONS CHECKED By MURRAY R. SPIEGEL PROFESSOR OF MATHEMATICS RENSSELAER POLYTECHNIC INSTITUTE Englewood Cliffs, N.J. PRENTICE-HALL, INC. 1958PREFACE Tis nook has been written with the following objectives: 1. To provide in an elementary manner a reasonable under- standing of differential equations for students of engineering, physics, and chemistry as well as students of mathematics who are interested in applications of their field. Such aids as Illustrative Examples, Questions, and Problems for Discussion are used through- out to help facilitate understanding. Wherever possible, stress is on motivation rather than following of rules. 2. To demonstrate how differential equations can be useful in solving many types of problems—in particular, to show the student how to: (a) franslate problems into the language of differential equations, i.c., set up mathematical formulations of problems; (b) solve the resulting differential equations subject to given condi- tions; (c) interpret the solutions obtained. Elementary problems from many different and important fields are explained with regard to their mathematical formulation, solution, and interpreta- tion, Their applications are arranged so that topics of major inter- est to the reader or instructor may be chosen without difficulty. For example, in Chapter Three there are applications of first-order and simple higher-order differential equations to problems of physics, geometry, chemistry, astronomy, including such topics as rockets, beams, radioactivity, heat flow, and many others. 3. To provide relatively few methods of solving differential equations that can be applied to a /arge group of problems. A mini- mum number of basic methods which the student would normally meet in practice have been emphasized; other methods not of general applicability but of interest are to be found in the Exercises. 4. To give the student who may wish to investigate more ad- vanced methods and ideas, or more complicated problems and techniques, an opportunity to do so. This is done by providing wuviii Preface Txercises which are graded in difficulty. The A Exercises are mostly straight-forward, requiring little originality and designed for prac- tice purposes. The B Exercises involve more complex algebraic computations or greater originality than the A group. The C Exercises are intended mainly to supplement the text material; they generally require a high degree of originality and background, intended to challenge the student. 5. To unify the presentation of the subject through a logical and orderly approach, the emphasis being on general concepts rather than isolated details. For example the theory of first-order equa- tions is treated from the general viewpoint of exactness. Thus the methods of separation of variables and solution of a first-order lincar equation become special instances in which an equation can be made exact upon multiplication by a suitable integrating factor. Also the general notion of transformation of variables to arrive at simpler equations is emphasized. Thus the Euler differential equa- tion is treated as simply one instance in which a differential equa- tion can be transformed into a linear equation with constant coeffi- cients. Use of the historical approach is also valuable in achieving unity, Thus Fourier series arise quite naturally in attempting to solve a certain boundary-value problem in heat conduction. 6. To separate the theory of differential equations from their application so as to give ample attention to each, This is accom- plished by treating theory and applications in separate chapters, particularly in the early chaprers of the book. This is done for two reasons. First, from a pedagogical viewpoint it seems inad- visable to mix theory,and applications at an early stage since the beginner usually finds applied problems difficult to formulate mathematically and, when he is forced to do this in addition to learning techniques for solution, it generally turns out that he fearns neither effectively. By treating theory without applications and then gradually broadening out to applications (at the same time reviewing theory) the student may better master both, since his attention is thereby focused on only one thing at a time. A second reason for separating theory and applications is to enable instruc- tors who may wish to present a minimum of applications to do so conveniently without being in the awkward position of having to “skip around” in chapters.Preface ix The author wishes to express thanks to Esther and Meyer Scher for their continued interest and encouragement; to his colleagues for their helpful suggestions; to his students who provided the means whereby particular techniques of instruction were tested and, finally, to the staff of Prentice-Hall for accomplishing successfully a difficult task. M. R. SptegelCONTENTS CHAPTER ONE: Differential Equations in General I. Some Preliminary Review... . =. . II. Some Definitions and Some Remarks . . III. The Purpose of This Book . . . 2... IV. Some Observations Concerning Solutions of Ordi- nary Differential Equations. ....... V. Some Remarks Concerning Existence and Unique- CuarTrer Two: First-Order and Simple Higher-Order Ordinary Differential Equations J. Some Intuitive Preliminaries — The Idea of Exact- Il. Exact Dificrential Equations | Loe ee WI. Equations Made Exact by a Suitable Integrating i, The method of separation of variables. 2. Equations made exact by integrating factors in- volving one variable. 2 2. 2... 3, An important spccial case of the previous meth- od—the lincar first-order equation. . TV. Other Methods of Solution. - 2 2 2 2 1... 1. The homogencous equation 2. The method of inspection xd Be eee ro 15 20 25 27 34 34 37 25xii Gontents V, Equations of Order Higher than the First Which Ave Easily Sohed. 2 0. 2 ee ae 14, Equations immediately integrable. . 2. Equations having one variable missing . . . . CHaeTER THREE: Applications of First-Order and Simple Higher-Order Differentiol Equations 1, Applications to Mechanics 1. Introduction. 2. Newton's laws of mation. 11. Applications to Electric Circuits 1, Introduction. Hii. Differential Equations of Families of Curves and Orthogonal Trajectories. IV. Applications to Chemistry and Chemical Mixtures. V. Applications to Steady-State Heat Flow VIL. Applications to Miscellaneous Problems of Grawth and Decay, 2 7 2 ee ee : VIL The Hanging Cable. . Se VIUITL. A Trip to the Moon. we ee IX, Applications to Reckets. 2) 2 eee X. Physical Problems Involving Geometry XI. Miscellaneous Problems in Geometry XII. The Deflection of Beams .. 2... Crarrrer Four: linear Differential Equations with Constant Coefficients {. The General nth-Order Linear Differential Equa- tion eee ee ee IL. Existence and ‘Uniqueness of Solutions of Linear Equatios. 26... Il. How Do We Obtain the Complenentary Solution? 1. The auxiliary equation |... 2. The case of repeated roots 2... 3. The case of imaginary roots . . 59 59 59 60 75 75 83 89 100 105 110 118 wg 127 131 142 146 148 148 151 143Contents IV. How Do We Obtain a Particular Solution?. . . 4. Method of undetermined cocfficients . . 2. Exceptions in the method of undetermined coefi- 3, Cases where more complicated ‘functions appear on the right-hand side. . .. . . . . 4, The method of variation of parameters . . . Short-cut methods involving operators. 6. Remarks concerning cquations which can be transformed into linear equations with con- stant cocfficients . ...... ut GHAPTER Five: Applications of Linear Differential Equations with Constant Coefficients I. Vibratory Motion of Mechanical Systems . . 1. The vibrating spring... . . 2. The vibrating spring with damping. 3. Overdamped and critically damped vibrations of aspring. 2... ee 4. The spring with external forces Lee 5. The phenomenon of mechanical resonance. II. Electric Circuit Problems . IIIf. Miscellancous Problems . . . . . . CuaPTreR Six: \_Simotfaneous Differential Equations and Their Applications I. Solutions of Simultancous Differential Equations . 1. Introduction. . 2... 2. 2. Determination of a solution of simultancous dif- ferential equations . 2 2... . 3. The use of operators in eliminating unknown: ns . II. Applications to Mechanics. . . 2... 1. The flight of a projectile. ©. 2 2 |. 2. An application to astronomy . 2... 3. The problem of the vibrating masses . . HI. Applications to Electric Networks. xii 158 158 162 165 168 171 180 183 183 183 191 196 199 203 207 211 217xiv Contents Cuapter Sevens Sobefien of Differential Equations By Use of Series 249 1. Introduction to the Use of Series - 249 11. A Question of Rigor. . . . 253 TIE, Altcenative Methods of Arriving a¢ Series Solutions 259 1. The method of Taylor series. 259 2. Picard’s method of iteration 261 3. The method of Frobenius 263 4. Conditions for existence of a Fro¢bnius ty pe solu- ton, we 267 Cuapter Erout: The Numerical Solution of Differential Equations We 1. Numerical Solution of y= f(xy) 6 - +: 278 1. The constant slope method . . - 279 IE, Numerical Solution of Differential Equations Using Series, 2. See ee 285 CNAPTER NINE: petit Differential Equations 289 1. How Partial Differential Equations Arise Mathe- matically. 00... 289 1. Llimination of arbitrary constants or - arbitrary functions... ee 289 IL. How Partial Differential” Equations Arise from Physical Problems. . tae wee ee 295 1, Boundary-value problems... - se 295 2. The problem of the vibrating acing. we 296 3. The problem of heat conduction in 2 metal bar 300 Cuapter Tron? Solutions of Boundory-Velue Problems and Fourier Series 305 I. Introduction, © 0 2 ee 305 M. Solutions 10 Some Simple Boundary-Value Prob- lem se ee ee ee ee 306Contenis III. An Attempt to Solve the Problem of Fourier . . 1. The Fourier series concept. . ...... 2. Remarks concerning the rigor of the preceding 3. Examples of the expansion of functions i in Fo ourier | IV. Solutions to Boundary-Value Problems Requiring results. 2... 0. series... . 1. Use of Fourier Series . . V. Prologue to the Future . . BipLIoGRAPHY....... ANSWERS TO PROBLEMS. INDEX. e 8 8 eee ee ee ee 315 317 319 321 331 339 341 343 375 xVChapter One DIFFERENTIAL EQUATIONS IN GENERAL |. Some Preliminary Review In analytic geometry and calculus, the concept of function was of fundamental importance. The student is reminded of the fact that, given an equation or relation involving the two variables x and 9, fy) = 0 (1) it may be possible * to think of y as a real function ofa real variable x. It will be remembered that a variable y is said to be a (real) function of a (real) variable x, if for given (real) values of x, there are corresponding (real) values of y. The student is reminded that the variable which is assigned values (in this case x) is called the independent variable, while the variable which takes on values as a result is called the dependent variable.{ The functional relation between x and y may be explicit or implicit. If we can express equa- tion (1) in the form y = g(x), we call y an explicit function of x; otherwise it is an implicit function of x.{ Whenever we speak of * We say “may be possible” because we may have an equation involving two variables which does not define a real function. For example, consider the “innocent-looking” equation x? 4- 4y? = 4ay — 1. Writing it as (x — 2y)* = —1, we sce that it cannot be satisfied for any real values of x and y. It should be men- tioned that while functions involving complex numbers are of great importance in advanced mathematics, in this book whenever we speak of function or func- tional relation we shall assume, unless otherwise stated, that the variables are real. } Note that y need not exist for all real values of x in order to be considered a (real) function of x. Thus, if y = «/x, y does not exist (in the real domain) if x <0. Nevertheless, y is a function of x for x & 0. If for cach value of x for which a function is defined there corresponds one and only one value of 9, we call y a single-valued function of x; otherwise it is a many-talued function. Thus, if y* = x, then given a value of x > O there are two values for y. 12 Differential Equations ia General Ch. 1 functional relation or function we shall think of function in either Sense. The student may remember that, in calculus, he learned methods of finding derivatives of the dependent variable with respect to the independent variable by means of the {functional relation. Thus, if x is considered a dependent variable and y an independent variable, the student learned how to find dx/dy, d’xfdy?, ... Wy is considered dependent and x independent, then the derivatives are with respect to x and one writes dy/dx, d*y/dx*, ..+.* It is understood that when one writes d*¥y/dx*, for example, one automatically implies that x is considcred the independent and y the dependent variable, Later in his calculus course, the student found that he could extend the functional concept. For example, given a relation Ulxy,2z) = 0 (2) it may be possible to think of z as a function of x and y, or of yasa function of x and 2, or of x as a function of y and z.} In this case, two variables are assigned values, and the third may take on values. The variables which are assigned values are the independent variables, and the variable which takes on values is the dependent variable, as before. In equation (2) we would have one dependent and two independent variables. As before, we may speak of explicit and implicit functions. Thus, if (2) can be expressed as x = R(y,2) then, in this form, x is an explicit function of y and 2. Again, whenever we speak of function we think of it as cither explicit or implicit. "We asmme that sufficient care has been taken to make sure that one knows what one is doing when computing these derivatives, For example, a student might attempt to determine dy/d¢ from the relation in the first footnote of page 1 as follows: 4y— 2 2Qy— 3) © By ae 7 Ty — 3) arty ma (eH ey), £ =} if 2y — x0 He might then deduce" that the slope of the curve at any point was 3 (except at points where 2y — x = 0), The student should try to determine the fallacy of such an interpretation, This is subject to remarks similar to those in the first footnote of page J. 1 We could extend the idea of function by means of simultaneous equations, Parametric representations, and so on. The ideas involved are similar to those presented above,Sec. I Differential Equations in General 3 The student may remember that he learned methods of finding derivatives of the dependent variable with respect to the inde- pendent variables. Thus, given the relation (2), he could compute dz/Ox, 02/dy, 07z/Ox Oy, 0%z/Ax? dy, A4z/Oy4, ..., in this case con- sidering z a dependent variable and x and y independent variables. Similarly, if he took x as dependent and y and z as independent variables, he could compute 0x/dy, 0x/0z, 0°x/dy Az, 0°x/Oy? Oz, .. It is understood, when one writes 0%y/0x? Oz for instance, that y is to be considered a dependent variable and x and z as independent variables. When one writes 0*y/dx*, one understands that y is a dependent variable, « is an independent variable, and the other independent variables are taken as constant. REVIEW EXERCISES 1. Find dy/dx for cach of the following functional relations. * (a) y = xt — 3x? +x 5. )ya+ VETS x in 3x (c) y = oh =* — cos 3x. (d) y = x sin 4x — cos? 2x. Vx (ce) y = ce? In (e? + 1) — €*, (f) y = (4 sin 4x -+ B cos 4x). (g) y = Wx? F 3x — 2 csc 4x -+ 3 sec 2x, (h) y = In (see 3x + tan 3x). (i) y= 5 vi — x? + Fare sin x. Gj) y = ester? +. 3 sin (2 arc cos x). (k) x? + y? = cx. (I) x3y — yt = 4x2, (m) x sin y + y cos 3x = 5. (n) x? are sin 2y ~ 3xy +1 = 0. (0) e™ + are tan xy = 2x. (p) xVi - P+ y Vi — S = a. (q) » In (x + y) + 2 cos (x + y) = 3x2 (r) y sin? 3x — afin y]? = 10. (s) x sec y — y tan? x = /2x FT. (t) Vx? -F 5? + are sin f/x = 4. 2. Find d®y/dx? for each of the following. (a) y = 3 sin 2x — 4 cos 2x. (b) y = e~*(sin x + cos x). (c) xIny= x +1, (d) x7 + ys = 4, * We use “In” for “log.” where ¢ = 2.71828... is the base of natural loga- rithms. Unless otherwise specified, letters at the beginning of the alph abet repre- Sent constants,4 Differential Equations in General Ch 3, Given the following sets of parametric equations, find dy/dx and ay/dxt, fa) x=28-4y= Oth {b) x = 3 sin 4, y = 3 cost. (c) x = a(8 — sin 8), y = a(t — cos 6). aor abe {d) x= gy z 4. Find each of the indicated partial derivatives. . yor oF ov or oY OF (a) V = 2sin Ge + yy: OY, OF, OF OF, OF any oN (b) U = eWsin Ax, Xk = constant: ae. a : = 32 dts ox dx (0) yz = 42h 5 5 ar (A) ay — 2 = 52m SS = Or eT or ©) Tain gt ty ty By So Ga 5. Compute each of the indicated derivatives. State which variables are dependent and which are independent. 3! (a) yw at de — 22 (b) Vm crete, OF, OY ae Pages 2, oy f= : () ph — ate sy $22 (4) 1 cos 8 + et = sin 26: 5 Il, Some Definitions and Some Remarks Dertxrron f. A differential equation is an equation * which involves derivatives of a dependent variablet with respect to one or ‘ more independent variables. This equation may have the variables present only in the derivatives. In general, we shall exclude from the elass of differential equations, these equations which are identities, such as Sim axkty of L¢ins) = co $c bs possible for a differential equation (a have more than one dependent variable; for example, atx/dit + dy/de = of is. a differential equation with depend: cat variables x and y and independent variable ¢, Such equations will be considered in Chapter Six.Sec. II Differential Equations in General 5 Example 1. The equation* y ty =e (1) is an equation which involves the dependent variable y, the independent variable x, and derivatives of y with respect to x. Hence, it is a differential equation. Example 2. The equation ds\" d°s\* ds\* (*:) +2(%) + (4) =0 @) is a differential equation because it involves derivatives of the dependent variable s with respect to the independent variable ¢, even though the variables are present only in the derivatives, Example 3. The equation eV. eV. eV oe + Bt a = 0 (3) is a differential equation because it involves derivatives of the dependent variable V with respect to the independent variables x, y, z Derinition 2. Any function (whether defined explicitly or implicitly) which is free of derivatives, and which satisfies identically a differential equation, is said to be a solution of the differential equation. } Example 1. The function y defined (implicitly in this case) by yi — 3x 4+ 3y = 5 (4) is a solution of the differential equation yl = —2y(y’)? (5) because upon differentiation of the relation (4) with respect to x we find _ 1 ” ae y’ = ye. J ~ GFE rT . (6) * It will be the custom to use primes to denote derivatives with respect to a single independent variable when this variable is evident. Thus, in the given example, y’ 52 dyfds, 97” == dhy/de*. t In the case of equations such as those mentioned in the second footnote on page 4, this definition needs appropriate modification,6 Differential Equations in General Ch.t so that substitution of the derivatives given by (6) inte (5) yields ‘ which is an identity. Example 2. The function ¥ defined (explicitly in this case) by Vo = e¥ sin 2y ” is a solution of the differential equation ay ey gatas! @® because upon differentiation of the relation (7) we find OV _ oo arcs OV ate cin 9, ae 9e™ gin 2y, a = 4e™ sin 2y and substituting these together with (7) into (8), we have the identity 94 sin 2y + 2(—4e¥ sin 2y) = of sin 2y Derxmion 3. A differential equation which involves deriva- tives with respect to a single independent variable is called an ordinary differential equation. Deriniriox 4. A differentia] equation which involves deriva- tives with respect to two or more independent variables is called a partial differential equation.* Example. The differential equations (1) and (2) are ordinary differential equations, while (3) is a partial differential equation. Derinson 5. The nth derivative of a dependent variable with Tespect to one or more independent variables is called a derivative of order n or, simply, an nth order derivative. Example. d¥y/dx*, 02/0x dy" arc third-order derivatives; 42/dx', OV /axt a, d‘s/dt4 are fourth-order derivatives. Deron 6, The order of a differential equation is the order of the highest-order derivative which is present. “There are other classifications of differential equations based on number of variables, bur the two given in Definitions 3 and 4 are adequate for the purposes of this bool, (sce second footnote page 4).Sec. II Differential Equations in General 7 Example 7. Equation (1) is an ordinary differential equation of order two. Equation (2) is an ordinary differential equation of order four. Equation (3) is a partial differential equation of order two. a 4 (0% \" © visa fourth-order partial diff Example 2. ax + dx ay) x is a fourth-order partial differen- tial equation, while (y’)? + y? = x is a first-order ordinary differential equation. Dermition 7. If a differential equation can be rationalized and cleared of fractions with regard to ali derivatives present, the exponent of the highest-order derivative is called the degree of the differential equation. Not every differential equation has a deerce. Example 7. The differential equation (y’”)*/? = 1 -+ y’ can be rationalized by cubing both sides to obtain (y”’)? = (1 + 9’)% The exponent of the highest-order derivative present (namely y") is 2. Hence, the differential equation is of degree two. However, note that y’” = ~/x -+ y is of degree one. Example 2, The differential equations (1), (3), (5), and (8) are of degree one, or of first degree. Equation (2) is of degree two, or of second degree. Example 3. y + (y’}? = In y” is an example of a differential equation for which a degree is not defined. The student has now learned how to verify whether a given function is a solution of a given differential equation. One of the main problems in a study of differential equations is the determina- tion of all the functions, if any, which are solutions* of a given differential cquation. Thus, for example, we could ask: What functions are solutions of the equation y’’ + xy = 0? Clearly y = 0 is a solution. Are there any others and, it so, can we find them? We could ask the same question about the partial differential equation al a7 at 2 a It has already been shown that 7 = ¢** sin 2y is a solution. It is also clear that J” = 0 is a solution. Are there others and, if there are, can we find them? =V * In general, in this book when we speak of solution we shall imply a real selution,6 Differential Equations in General cht so that substitution of the derivatives given by (6) into (5) yields a oer lor] which is an identity. Example 2, The function V defined (explicitly in this case) by V =e sin 2y (7) is a solution of the differential equation (8) because upon differentiation of the relation (7} we find OY opt si ov a sin 2 ge = sin 2y, a 4e% sin 2p and substituting these together with (7) into (8), we have the identity De% sin 2y + 2(—4e¥ sin 2y) = e* sin 2y Dennirion 3. A differential equation which involves deriva- tives with respect to a single independent variable is called an ordinary differential equation. Denton 4. A differential equation which involves deriva- tives with respect to two or more independent variables is called a partial differential equation.* Example. The diffcrential equations (1) and (2) are ordinary differential equations, while (3) is a partial differential equation. Derimon 5. The nth derivative of a dependent variable with Tespect to one or more independent variables is called a derivative of order n or, simply, an nth order derivative. Example, dy/dx*, *2/0x dy" are thied-order derivatives; 0'/dx', OV /8e Ot, d's/di* ave fourth-order derivatives. Desixmioy 6. The order of a differential equation is the order of the highest-order derivative which is present. * There are orher classifications of differential equations based on number of variables, but the twa given in Definitions 3 and 4 are adequate for the purposes ef this book (sec second footnote page 4).Sec. II Differential Equations in General 7 Example 1. Equation (1) is an ordinary differential equation of order two. Equation (2) is an ordinary differential equation of order four. Equation (3) is a partial differential cquation of order two. azz \° . sya: Example 2. a = + (2) = xis a fourth-order partial differen- tial equation, while (y’)? + y? = x is a first-order ordinary differential equation. Derinition 7. If a differential equation can be rationalized and cleared of fractions with regard to all derivatives present, the exponent of the highest-order derivative is called the degree of the differential equation. Not every differential equation has a degree. Example 7. The differential equation (y’’)*? = 1-++ y’ can be rationalized by cubing both sides to obtain (y’’)* = (1 + y’)3. The exponent of the highest-order derivative present (namely y”) is 2. Hence, the differential equation is of degree two. However, note that y’” = ~/x + y is of degrec one. Example 2, The differential equations (1), (3), (5), and (8) are of degree one, or of first degree. Equation (2) is of degree two, or of second degree. Example 3. y’ + (’)? = Iny” is an example of a differential equation for which a degree is not defined. The student has now learned how to verify whether a given function is a solution of a given differential equation. One of the main problems in a study of differential equations is the determina- tion of all the functions, if any, which are solutions* of a given differential equation. Thus, for example, we could ask: What functions are solutions of the equation y”’ + ay = 0? Clearly y = 0 is a solution. Are there any others and, if so, can we find them? We could ask the same question about the partial differential equation aa o7y ge t 2g =F Tt has already been shown that I” = e** sin 2y is a solution. It is also clear that 1” = 0 is a solution. Are there others and, if there arc, can we find them? * In general, in this book when we speak of solution we shall imply a real tut sa ulror.8 Differential Equations in Generat Chet Not every differential equation has a solution, For exampie, there cannot be a real function satisfying the differential equation OF +1 =O since, if there were, the left-hand side of the equation would be greater than, or equal to, one and thus could not possibly be zero. * There exist differential equations for which it is less obvious that a (real) solution does not exist. In many instances, solutions of differential equations must be found which satisfy certain conditions called boundary or initial conditions.t Such canditions may arise quite naturally, as in a physical problem. In such cases, we must ask not only whether solutions exist but whether they exist subject to the given condi- tions. As an example, suppose one were given the differential equation x By =0 (9) and desired a solution of this equation such that whenx = Ly = 1, By methods which we shall later discuss, we can show (and the student may verify) that y = 4x? is a solution. If y = 1 where x = 1, we must clearly have A = 1. Hence, a solution satisfying the given conditions isy = x*) Whether it is the only solution satisfying the given conditions is a question which we have not answered. To show that the conditions may play a very important part in answering the question of existence of a solution, consider the case where we wish to determine a solution of (9), such that when x = 0, y = 1, Considering the solutiony = Ax*, it soon becomes clear that there is no value of A satisfying these conditions. From the remarks above it is realized that there are at least three questions which we could and should ask about differential equations. 1. Question of Existence. Given a differential equation, does a sohation satisiying certain given conditions exist? 2. Question of Uniqueness. If one solution satisfying the condi- tions does exist, can there be a different solution which also satisfies the given conditions? 3. Question of Determination. Uf one or more solutions satisfying the conditions do exist, how do we find them? * Note, however, that the equation has the non-real sofutions y = tix, where ie Vai, } The determination of a solution of a differential equation satisfying certain conditions is often referred to as a boundary-talue prablem,Sec. III Differential Equations in General 9 In the usual elementary course, the tendency is to emphasize the third question and to avoid even mention of the first and second ones, The reason for this is clear. The mathematics needed to answer the first two questions in a fairly complete manner is beyond that usually acquired in the first two years of college mathematics. Consequently the physicist, engineer, or other scientist may not even be aware of the existence of such questions. It is important for students of applied science, especially those who are going to use some differential equations in their fields, to know about such questions even though they may not have achieved background enough to investigate their answers. To realize this importance, suppose that one has succeeded in obtaining a solution satisfying certain conditions. Then, of course, one has answered in the affirmative the question of existence. It would be a good thing to know whether there are different solutions which satisfy the given conditions. If there were different solutions, this would be tantamount to a physical system (if the differential equation arose in an applied problem) behaving in several different ways under the same conditions. The mathematics, then, would definitely not agree with science because one of the practical principles of science is that physical systems under the same conditions behave in the same manner. Naturally, in such a case the differential equation would be the thing to revisc until it gave results agreeing with physical facts. Suppose, on the other hand, that one were in a position to realize that a solution definitely did not exist. Clearly then, there would be very little point in wasting time trying to find a method of obtaining the solution. * In this book we shall study methods of solving differential equa- tions but shall keep in mind the other two questions and, where possible, we shall give indications of their answers. (ll. The Purpose of This Book It has been hinted that differential equations are useful to the student of applicd science, Perhaps it may be of interest to list * The author is aware of at Jeast one case where a research worker was trying to solve a differential equation subject to certain conditions. He tried all sorts of techniques, but each one failed. Finally, it was pointed out to him that by use of an advanced existence theorem, it could be shown that the differential equation had no solution.10 Differential Equations in Generat Ch.? various differential equations which have arisen in various fields of engineering and the sciences. The list is intended to indicate to the student that differential equations can be applied to many “prac- tical fields” even though, it must be emphasized, the subject is of great interest in itself. ‘The differential equations have been com- piled from those occurring in advanced textbooks and journals. The student who wishes to convince himself has only to look casually at the various advanced books and journals in his intended field. If he does he may see equations like the following: ot ty tay =O (1) oF = hy (2) Cyst a sre 100 sin 202 (3) Ely®™ = w(x) 0) ye VITO 5) vy mie = ot (6) ae tot oe o) arm Ge © Feit gage + He = Aw) (10) Equation (1) arises in mechanics, heat, electricity, aero- dynamics, stress analysis, and many other fields. Equation (2) is famous in the field of mechanics, in connection with simple harmonic motion, as in small oscillations of a simple pendulum. It could, however, arise in many other connections. Equation (3) might arise in the determination of the current 7 as 4 function of time tin an alternating current electric circuit. Equation (4) is an important equation in civil engincering in the theory of beam deflections, or bending.Sec. III Differential Equations in General 11 Equation (5) arises in connection with a problem relating to suspended cables. Equation (6) arose in a problem on rocket flight. Equation (7) could arise in heat, electricity, aerodynamics, potential theory, and many other fields. Equation (8) arises in the theory of heat conduction as well as in the diffusion of neutrons in an atomic pile for the production of nuclear energy. It also arises in the theory of Brownian motion. Equation (9) arises in connection with the vibration of strings, as well as in the propagation of electric signals. Equation (10) is famous in the theory of stress analysis. These are but a few of the many equations which could arise and a few of the fields from which they are taken. Examinations of equations such as these by pure mathematicians, applied mathe- maticians, theoretical and applied physicists, chemists, engineers, and other scientists throughout the years have led to the conclusion that there are certain definite methods by which many of these equations can be solved. The history of these discoveries is, in itself, extremely interesting. There are, however, many unsolved equations; some of them of great importance. Modern giant calculating machines are presently engaged in determining solu- tions of such equations vital for research involving national defense, as well as many other endeavors. It is one of the aims of this book to provide an introduction to some of the important problems arising in science and technology with which most scientists should be acquainted. In order to accomplish this aim it will be necessary to demonstrate how one solves the equations which arise as a result of mathematical formulation of these problems. The student should keep in mind that there are three steps in the theoretical solution of scientific problems, 1. AMfathematical Formulation of the Scientific Problem. Scientific laws, which are of course based on experiment, are translated into mathematical equations. 2. Solution of the Equations. These equations need to be solved, subject to conditions arrived at from the physical problem, to determine the unknown, or unknowns, involved. The procedures involved may yicld an exact solution or, in cases where exact solu- ions cannot be obtained, approximate solutions, Often, recourse is made to the use of machinery in numerical computations. In the