B ELL ’

S MA T H E MA T I C A L S E R I E S
A D VAN C E D S E C T IO N

G en e r a l E d itor :W I LL I AM P . M I LNE , M A
. .
,
D .

P a o p asso a OF M A T H E M AT ICS , L E E D S U ri w n ns n v

AN E L E M E N T ARY T R E AT I SE
O N D I FF E R E N T I AL E Q U A T I O N S AND
T H E I R APPL I C A T I O N S
G . B ELL AND SONS , LTD .

LON D ON PO RT UG AL K I N G SW AY

CAM B R I D G E :D E I G H TON , B E LL

NEw Y OR K T HE MA C M I LLA N C OM
P A N Y BOM B A Y A H W HEELER CO
'

. . .
 P RE FAC E

THE The or y of D i ff e r e nti a l E quation s ,

i d Sophu s Lie is the
sa ,

mo st import ant br a nc h of mo de rn math e m atic s The s ubj e ct may

.

b e con si de r e d to occup y a c e ntr a l po sition from whi c h di ff e r e nt

l in es of de v e l opme nt e xt e nd in m any dir e ctions If we tr a v e l al ong
.

the pur e l y a n a ly tic al p a t h we a r e s oon l e d todi s cu ss In finit e Se ri e s

, ,

E xi st e nc e T h e or e m s a n d th e T h e or y of Function s Anoth e r l e a ds
.

us t o the D i ff e r e nti a l G e om e tr o f C urv e s an d Sur fa c e s B e t w ee n

y .

the two l i e s the p a t h fir st di scov e r e d b y Li e l e a di ng to continuou s

,

group s of tr a nsf ormation a n d th e ir g e om e tric a l int erpr e tation .

D iv e rging in a not h e r dir e ction we ar e l e d to the stu dy of m e c h anic a l

,

an d e l e ctric a l vibr a tion s of all k in ds a n d th e import ant p h e nom e non

of r e s on a nc e . Ce rt a in p a rti a l di ff e r e nti a l e qu a tions f orm th e st art

ing point f or the study of the conduction of h e a t the tr a nsmission ,

o f e l e ctric w a v e s a n d m a n ot h r br a nc h e s of p h y s ic s P h s ic a l
, y e y .

Ch e mi str y with its l aw of m ass a ction is l a rg e l y conc e rn e d w it h

,
-
,

c e rta in di ff e r e ntial e quation s .

Th e obj e ct of t h i s boo k is t o giv e a n a ccount of the c e n tr al

‘

p arts of the subj e ct in as s imp l e a f orm a s po ssib le suitab le for ,

th o se with n o pr e vious kno wle dge Of it an d ye t at the sa me tim e

,

to point out the di ffe r e nt dir e ction s in W h ic h it may b e de v e l op e d .

The gr e a t e r p a rt of th e t e x t an d th e e xa mp l e s in th e b o dy of it
will b e f ound v e ry e asy The o nl y pr e vi ous kno wl e dg e assum e d is
.

th a t o f the e l e m e nt s of the diffe r e nti al an d int e gr al c al cul us an d a

littl e coor dinat e ge om e try The misc ella n e ous e xamp l e s at the e n d
.

of th e v ariou s c h a pt e r s a r e sl ig h t l
y h a r de r .The y cont a in se v e r a l
the or e ms of minor importanc e with h ints th at sh oul d b e suffici e nt
,

to e n ab l e the stu de nt to s o l v e t h e m The y a l s o cont a in g e om e tric a l

.

a n d p hy sic a l a pp l ic a tion s but gr e a t c a r e h as b e e n t ak e n t o s t a t e

,

the qu e stion s in s uc h a way t h at no k now l e dg e of p h ys ic s is r e quir e d .

For in st ance on e qu e stion ask s for a s o l ution of a c e rt a in p a rti al

,

V
vi P RE F ACE
d i ffe r e nti a l e quation in te rm f c e rt in con tant d v ri b l s o a s s an a a es .

Thi m y b e r e g r d d as pi e c f pur m th m tic but it is

s a a e a e o e a e a s,

imm di t e ly f oll ow e d by note pointing out th t the work r fe r

e a a a e s

t a w e ll k no wn xp rim e nt in h e a t n d givi g th e p h y ic l m a ing

o -
e e ,
a n s a e n

o f th con t a nts a d v ri b l e conc rn d

e s nF in al l y t th e
a ad f s e e .
,
a en o

th e boo k a e giv n a e t f 1 1 5 e x a mpl e of muc h gr e at r di ffi c ul ty

r e s o s e ,

mo t of whic h e t ak e n from u niv r ity e x min tion p ap r [ I

s ar e s a a e s .

h av to th ank the Uni v e r iti e of L ondo Sh ffi el d a d W l e n d

e s s n ,
e n a s, a

th Sy n dic s of the C mbri dg e U niv e r ity Pr e

e f a th e ir kind pe s ss or r

mi ion i ll owing me to u e th e e ] The book cov e r s the cour se

ss n a s s

in di ffe r e nti l qu tion r quir d for the L ondon B Sc Hono u or

a e a s e e . . rs

Sc h e dul e A of th e C mbri dg e M th m tic al Tripo a Pa rt II d a e a s, .

,
an

a l s o inc l u d s om e of th work r e qu ir e d f th L o ndon M Sc or

e s e or e . .

Sch dul B of th e M th e m atic al Tripo s

e e A app n di x giv e s sugg
a . n e es

tion s f r furth e r r e di ng The nu mb r f e x mp l e s both wor k d

o a . e o a , e

an d unwor k e d i v e r y l rg e ,
d th e n w e r to the unwor k e d on e
s a ,
an a s s s

ar e give n t the e d of the book a n .

A f e w sp e ci al point s may b m e ntion e d Th gr phic l m e th o d e . e a a

in Ch pt r I (b a s d the MS kin dly l e nt me b y D B od t ky

a e . e on .
’

r . r e s

of a p p e r h a r d b f or th Math m tic al As oci tion

e ea e e d e e a s a , an on a

om w h at imi l r p p r by Pro f T k o W d ) h ot a pp e r d
“

s e s a a e . a e a a as n a e

b e f or e in a n y t xt book The ch pte r d l ing with num ric al

e -
. a ea e

int gr a tion d e al with th ubj ct r th r mor e f ully th n u ual

e s e s e a e a s .

It is c h i e fly de vot d to th m t h o ds o f R ung e n d Pic a r d but it

e e e a ,

a l o giv e s
s n cco unt of a w m tho d du to th e pr e e nt writ e r
a a ne e e s .

Th e c h pt e r l in e r di ffe r nti l qu tion wi th con st nt c

a on a e a e a s a o

e ffi ci e nt voi d the un ti sf ctory proo f invo l ving infinit on

s a s sa a s e c

t nt It l s o points out th a t the u se f th op e r tor D in fin di ng

”
s a s . a o e a

p rtic ul ar inte gr l r e quir mor j u tific tion th an is u u lly give n

a a s es e s a s a .

The m e tho d h e r e dopt e d i t fi r t to u e the op e r ator bol dly an d

a s a s s

obtain a r sul t a d th e n to v e ri fy thi r e ult by dir ect diff r e nti ation

e ,
n s s e .

Thi s ch apte r is f o ll ow e d imm e di t ly b y o n Simp l e Pa rti a l a e ne o

D i ff e r e nti al E q u tion s (b d o R i e m nn s P ti l l e D i ff e r e nti l

’
a as e n a ar e a

The m th o ds giv e n r e n obvio u exte n ion o f a a s e s

tho se in the pr vious c h apte r n d th ey r f such gr e t p hy ic al

e ,
a a e o a s

importanc e th t it s e m pity t o de f r th m un til th l ate r portions

a e s a e e e

of th e boo k whic h i chi e fly d vot d t

, much mor difii c ul t ubj e cts
s e e o e s .

e ction s de ling wit h L gr g e lin r p arti l di ff e r e nti l ’

In th e s a a an s ea a a

e qu tion s a two xamp l s h av e b e e n t ak n from M J M Hi ll s

,
e e e . . .
’

r c e nt p ap e r to illu tr ate hi s m e th o ds f obtaining S p ci al inte gr a ls

e s o e .
 P RE F ACE v fi

In de al ing
with so l ution in e ri e s gr e at promin e nc e ha b e n s , s e

g iv e n t t h e m t
o h o d of F rob niu s
e O n e ch pt e r is de vot e d to the e . a

use of th e m e t h o d in w or k ing ctu l e x mp l e s Th i s i f oll ow d a a a . s e

b y a much h r d r c h pt r j u ti fy ing the a ssumption s m d

u
a e a d e ,
s a e an

de a l ing wi t h the d i ffi cu l t qu e stion s of conv e rg e nc invo l v e d An e .

effort h b n m de to t te v e r y c le ar ly n d de fin it e ly wh r e the
as ee a s a a e

di ffi c ul ty li e an d w h a t a e the g n e r l i d e as
s, f th e s om e wh t r e a o a

comp l ic t e d proo fs It is common e xp e ri e nc th at m any stude nt

a . a e s

wh e n fir st fac e d b y a l ong p sil on proo f ar e o b e wi l der e d by e -

s

the de t a i l s t h a t t h e y h v v e r y l itt l i de a Of the g e n r a l tr e n d a e e e .

Ih v t t h an k Mr S P o ll r d B A of Trinity Co ll e g e Ca mbri dg e
a e o . . a , . .
, , ,

f r his v a l u a b l e h e l p w it h t h i c h a pt e r
o Thi i the mo t dv anc e d s . s s s a

portion of the book an d un l ik the r e t of it r e quir es a littl e know

, ,
e s ,
~

l dge of infini t se ri e s How v e r r e f er e nc s to t ndar d t ext books

e e . e ,
e s a -

h a ve b e e n giv e n f e v e r y suc h th e or e m use d or .

I h a v e to t h ank Pro f W P Mil n e th e g e n e r a l e ditor of B e ll s . . .

,
’

M th e m tic a l S ri s fo his continu l e ncour g e m e nt an d critici sm

a a e e ,
r a a ,

a d my co ll e gu
n Mr J M r h all M A B Sc
a es n d Mi ss H M
. . a s , . .
, . .
, a . .

Browning M Sc f o th ir w or k in v e ri fy ing th e e x a mp l
,
. .
,
r a d e es n

dr wing th e di gr a m
a a s .

I sh l l b e v e r y gr t ful fo n y corr ctions r sugge tion s from

a a e r a e o s

tho e w h o u e the book

s s .

H T H P IAGG IO . . . .

U I
N VER S I TY C OLL EG E , NOTT I N H AM G ,

F e br ua r y , 1 920 .
 C ONTE NT S

H ISTO R IC AL I N TR O D U C T IO N

C H APT ER I

I NTR O D U CTI O N AND D E F I N ITI ONS EL I M I NATI ON . .

G RAPH I CAL R E P R ESENT ATI ON

1 3 Intro d tio n
-
. d d fini ti o n
uc an e s

4 6 For m ti o n f di ff r nti l q t io n b y l imi n ti o n

-
. a O e e a e ua s e a

7 8 Co mpl t
-
. P i mi tiv
e e P r ti ul r Int g r l
r d Si g l r
e s, a c a e a s, an n u a

S ol tio n u s

d W d m t ho d f g r phi l r pr nt tion ’
9 B d t ky
. ro e s an a a s e O a ca e e se a

1 0 Ordin ry
. d Sin g l r point
a an u a s

M i ll n o E mpl on Ch pt r I
sc e a e us xa es a e

C H AP TER II
E QUATI ONS OF THE F I RS T O R D E R AND F IR S T D E G R EE
1 1 Typ. to b on i d r d
es e c s e e

12 E . t qu tion
xa c e a s

1 3 In t gr tin g f tor
. e a ac s

1 4 V ri b l
. a p r t
a e s se a a e

1 5 1 7 H o m og n o
-
.
q ti o n
e f th fi r t or d r
e us e d d gr
ua s o e s e an e ee

1 8 21 L in r qu tio n
-
. ea f th fi r t ord r
e a d d gr s o e s e an e ee

22 G o m tri l pro b l m
. e e Orthog on l tr j tori
ca e s . a a ec es

M i ll n o E mpl o n Ch pt r II
sce a e us xa es a e

C H AP TER III

L IN E AR E QUATI ONS W IT H CONS TANT COE FF I C I ENT S

23 Typ t o b
. o n id r d
e e c s e e

24 E q tio n
. f th fi r t ord r
ua s o e s e
 CONT EN T S
AR T .

25 . t on f th on d ord r
E qu a i s o e se c e

26 Mo di fi tio n wh n t h
. ca il i ry q ati n h i m g in ry O
e e a ux a e u o as a a r

o mpl root
c ex s

27 Th . f q l roo t
e c a se o e ua s

28 E t n i o n t hig h r ord r
x e s o e e s
.
29 Th C o m pl m nt ry F n tio n
. e ed th P rti l r Int g r l
e a u c an e a cu a e a

3 0 33 Prop rti
-
. f th o p r t or D
e es o e e a

3 4 Co mpl m nt ry F n tion wh n th il i ry q t io n h
‘

. e e a u c e e aux a e ua as

r p t d root e ea e s

3 5 3 8 Sy m b oli l m thod
-
. f fi din g th P rti l r Int g r l
ca e T n s O n e a cu a e a . e

t ti m thod a d t h v ri fi tio n f th r
ve e lt th y g iv
s an e e ca o e e su s e e 33

39 Th ho mo g n o
. e li n q ti o ne e us e ar e ua

4 0 Si m l t n o
. l i n r q ti o n
u a e us ea e ua s

Mi ll n o E mpl on Ch pt r III (with not on

sc e a e us xa es a e . es

m h ni l d l ti ecl int rpr t tio f

a ca d an e ec r ca e e a n s, r ee an

f or d vi b r tio n d th ph n o m n o n f r o n n )
ce a s an e e e o es a ce 43
1

CH APT ER IV

S I M P LE PARTI AL D I FF ERENTI AL E QUATI ONS

Phy i l ori g in f q tio n t b
s ca o n id r d
o e ua s o e c s e e

Eli mi n tion f r b itr ry f n tio n

a o a d on t nt a u c s an c s a s

Sp i l di fii Cl ti
ec a f p rti l di ff r nti l q tion
u es o a a e e a e ua s

P rti l r ol tio n
a cu a Ini ti l
s u d b o n d ry o ndi ti o n
s . a an u a c s

Fo ri r H lf R ng S ri
u e
’
s a -
a e e es

Appl i tion f Fo ri r S ri i f or ming ol tio n ti fyi ng

’
ca o u e s e es n s u s sa s

g i v n b o
e n d r y o n dui t i on a c s

M i ll n o E mpl o n Ch pt r IV (with n ot on
sc e a e us xa es a e . e s

th ondu tio n f h t th tr n mi ion f l t i

e c c o ea , e a s ss o e ec r c

wv d th di ff i o n f d i ol v d
a e s an lt ) e us o ss e sa s

(1

C H APTER V

E QUATI ONS OF T HE F I RS T ORDER , B UT NOT OF T HE

F IR S T D E G R EE
51 . Ty pe s to b e c on id r s e ed

52 . E qu a tion s s olv b l fa e or p
53 . E qu a tion s s olv bl f a e or y
54 . E q ua tio n s s olv bl f a e or x
 CON TENT S xi

C H AP TER VI

I N G UL AR SOL UTI ONS S

Th nv lop giv
e e in g l r ol tio n
e e es a s u a s u

Th edi ri min nt o nt i n t h
c -
sc nv lop (on ) th nod
a c a s e e e e ce , e e

lo (twi ) nd th
c us p lo (t
ce hr t i,
m )
a e c us -
cus ee es

Th p di rimin nt o nt in th
e -
sc nv lop (on ) th t lo
a c a s e e e e ce , e ac -
c us

(twi ) d th
ce p lo ,(o n )
an e c us -
c us ce

E mpl
xa f th i d ntifi ti o n f lo i
es o ing b o th di ri min nt
e e ca o c , us sc a s

Cl ir t f orm
’
a au s

M i ll n o E mpl
sce Ch pt r VI
a e us xa e s on a e

C H APTE R V II

M I SCELL ANEO U S MET HO D S F OR E QUATI ONS OF THE

SECON D AND H I G HE R O R DE R S
Ty pe s t o b o n id r d e c s e e

y or b nt
x a se

H o m o g n o q ti o n e e us e ua s

An e q ti o n oua r i ng i Dy n mi c cu r n a cs

F tori tion f th op r t r
ac sa O e e a o

One int g r l b lon gi n g to th

e o mpl m nt ry f n tion k own
a e e c e e a u c n

V ri tio n f P r m t r
a a o a a e e s

Co mp ri o n f th di ff r nt m thod
a s o e e e e s

Mi ll n o E mpl on Ch pt r VII (introd ing th

sc e a e us xa es a e . uc e

N orm l form th Inv ri nt f q t io n

a d th , e a a o an e ua , an e

S hw r i n D riv tiv ) c a z a e a e

C H APTE R V I I I

N UME RI CAL R O XI M ATI ONS TO THE SOL UTI ON OF

APP
D I FF EREN TI AL E QUATI ONS
82 .
'

M thod t b on id r d
e s o e c s e e

Pi rd m thod f i nt g r tin g iv ppro i m tio n

’
83 84
-
. ca s e o e a s u c c e ss e a x a s

85 . N m ri l ppro im tion di r t from th d iff r nti l q

u e ca a x a ec e e e a e ua

tion Simpl m thod gg t d by g om try

. e e s su es e e e

R ng m tho d
’
86 87
-
. u e s e

88 . E t n io n t
x e im lt n o
s q ti o n o s u a e us e ua s

89 . M thod f H n d K tt
e s o eu an u a

90 93
-
. M thod f th pr nt wri t r with li mi t f th rror
e o e e se e , s or e e
 CONT ENT S

C H AP TE R IX

SOL UTI ON IN SE RI ES ME THO D OF F RO B EN I U S .

A RT

Fro b niu f orm f tri l ol ti on Th i ndi i l q tion

e s
’
o a s u . e c a e ua

C aseI R oo t
. f i d i i l q tio n un q l
s o d diff ri n g b y
n c a e ua e ua an e a

qu nti ty n o t
a i nt g r an e e

96 . Con tion b tw n th r gion f onv rg n f th i

n ec e ee e e O c e e ce o e se r e s

an d th in g ul i ti
e sf th o ffi i nt i th di ff r nti l
ar es o e c e c e s n e e e a

e qu tio na

Ca seII R oo t . f in di i l qu ti on qu l
s o c a e a e a

Case III R o t f i ndi i l qu tion diff ring by int g r

. o s o c a e a e an e e ,

m ki ng
a o ff i nt infi i t
a c e ic e n e

Ca se IV R oo t . f in di i l qu tio n diff ri ng b y
s o i nt g rc a e a e an e e ,

m ki g
a o ffi i nt ind t rmin t
n a c e c e e e a e

So m wh r th m thod f il No r g l r int gr l
e ca se s e e e e a s . e u a e a s

M i ll n o E mpl on Ch pt r IX (with not on

sce a e us xa es a e . es

th h y p rg o m t ri e ri d i t tw nty f our ol
e e e c se e s an s e -
s u

tion ) s

C H APTE R X

E XI S T ENCE T HEO R EMS OF PI CAR D CAU CH Y , , AND

F R O B EN I U S
1 01 . Na t r f th pro b l m
u e o e e

Pi r d m tho d f iv ppro xi ma tion

’
1 02 . ca s e o s u c c e ss e a

103 1 05
-
. Ca uchy m thod ’
s e

1 06 1 1 0
-
. Fro b ni s m thod Diff r nti tion
e u
’
e . e e a of a n n
i fin i t
e se ri es wi th
r p t to p r m t r
es ec a a a e e

C H APT ER X I

O R D I NARY D I FF E R ENTI AL E QUATI ONS W IT H T H R EE

VARI AB LES AND TH E CO RR ES P ON D I N G C U R VES
AND S U R FACES

1 1 1 Th
.
q ti o n
e e ua f thi h pt r pr prop rti f urv
s o d s c a e ex e ss e es o c es an

ur f
s ace s

1 1 2 Th
. im ul t n ou
e s q ti oan d / Pe= dy/Q =d R
/ s e ua s rt
a z

1 13 U . f m ul tipli r
se o e s

1 14 A . ond int gr l foun d b y th h lp f th fir t

se c e a e e o e s

1 15 G n r l
. e d Sp i l int g r l
e a an ec a e a s
 CONT ENT S x iii
PAG E

G om tri l int rp t tion

e e ca e re a of th e e qu a tio n
d +Q dy + R dz = O
M thod f i t gr tion f thi qu tion wh n it i int gr b l
e o n e a o s e a e s e a e

Ne c ess a r
y d uffi i nt o n ditio n t h t u h
an qu tio n
s c e c a s c an e a

hould b int gr b l
s e e a e

G om tri l ig ifi n f th n on int g r b l qu t on
e e ca s n ca ce o e -
e a e e a i

Mi ll n ou E x mpl on Ch pt r XI
s ce a e s a es a e

C H APTER XII

PA RTIAL D I FF E R ENTIAL E QUATI ONS OF THE F IR ST

O R D E R PARTI C U LAR ME T HO D S .

1 21 1 22 E qua i
-
. t on f thi h pt r f g om tri l int r t
s o s c a e o e e ca e es

L gr ng li n r q tion d it g om tri l int rpr t tion

a a
’
e s ea e ua an s e e ca e e a

1 24
. A ly ti l v rifi tio n f th g n r l int g r l
na ca e ca O e e e a e a

Sp i l i t g r l E m pl f M J M H ill m thod f
’
1 25 . ec a n e a s . xa es o . . . s e s O

o bt i i ng th m
a n e

126 1 27
-
. Th li n r q ti o n wi t h
e ea in d p nd nt v ri b l
e ua 71. e e e a a es

1 28 1 29
-
. Non lin r q tion St nd rd 1 Onl y p d q pr nt
-
ea e ua s . a a . an e se

1 30 . St n d rd II Onl y p q
a a d pr
. nt , , an 2 e se

St nd rd III f ( p ) = F (y q)
a a . x, ,

1 32 . St n d rd IV
a a P rti l diff r nti l q t io n
. n log o to
a a e e a e ua s a a us

Cl ir t f orm
’
a au s

1 3 3 1 35
-
. Si g l r
n u a d G n r l int g l
an d t h i g o m tri l ig i fi
e e a e r a s an e r e e ca s n

ca n Ch r t ri ti
ce . a ac e s cs

P ul i ri ti
ec a f th li n r q tio n
es o e ea e ua

Mi ll n o E mpl on Ch pt r XII (with no t

sce a e us xa es a e . a e on

th P i n ipl f D li ty )
e r c e o ua

C H APTE R X I I I

PA RTIAL D I FF ERENTIAL E QUATI ONS OF THE F IR ST

O RD E R G ENE RAL ME T HO D S .

1 37 . M thod t b di
e s d o e sc u sse

Ch pit m tho d
’
38 1 3 9 ar s
“
-
. e

1 41 . Thr mor in d p nd nt v i b l
e e or J
e b i m thod e e e ar a es . ac o
’
s e

1 42 . Sim l t n o
u
p rti l di ff r nti l q tion
a e us a a e e a e ua s

Mi ll n o E mpl
sc e a Ch pt r X III
e us xa e s on a e
 CON T ENT S

CH APT E R XIV

PA RTIAL D IFF E R ENTI AL E QUATI ONS OF THE

AND H I G HE R O R D ER S
A RT.

1 43 . on id r d
Type s to b e c s e e

1 44 . t o n th t
Equa i s a b int g r t d can e e a e

tion f r b itr ry f n tion b y

o a a u c s

14 5 15 1
-
. Lin r p rti l diff r nti l q tion wi th on t nt
ea a a e e a e ua s c s a

1 52 1 53
-
.

1 54 . Mong m thod f i t gr ting R + 8 Tt

’
e s e o n e a r 8 V
1 55 . Mong m thod f int gr ting R + 8 Tt
’
e s e o e a r 8 U( rt 8
2
)
1 56 1 57
-
. Form tion f I t rm di t Int gr l
a o n e e a e e a s

1 58 . Fu rth r int g r tion f I t rm di t Int gr l

e e a o n e e a e e a s

t he vi b r tion a s of s tring b r s, a s , an d me m br na e s,

on po t nti l )
e a

APPE ND I X A
N e ce ssa ry a n d su ffic i e nt ondi tion th t th
c a e e qu a tion I

M dx + N dy = O
s ho ul d be e xac t

AP PE ND I X B

An eq ua tion with n o sp e c ia l i nt g r l
e a s

APP E N D I X C

T he e q ua t i on f o n d u by J ac ob i ’
s me thod of Ar t . 1 40
a lw ay s i t gr bl
n e a e

AP PE ND I X D

Sugge s i t on s for f u rth r r e e a di ng

M I S LLA O S E X AM L S
CE NE H W HO
U B OO (with P E ON T E LE K

n ot on ol tion by d fin it i t g l y mptoti
es s u i e e n re a s, as c se r es ,

W o n ki n J o b i l t m l tipli r fi ni t di ff r n
’
th e r s a , ac s as u e , e e e ce

q t ion H mil ton dyn mi l q tion Fo lt ’ ’

e ua s, a s a ca e ua s, uc a u s

p nd l m
e d th p rih li on f M r ry )
u u , an e e e o e cu

A NS W E RS TO T HE EX M A PLE S

I N D EX
 HI ST OR I C AL I NT RODUC T I ON

THE tu dy of D i ff er e nti al E qu ations b e gan v e r y s oon afte r the

s

inve ntion of the Diff e r e nti al an d Inte gr a l Cal culu s to wh ic h it ,

f orm s a n atur a l se qu e l Ne wt on in 1 67 6 s o l v e d a diff e r e nti al

.

e qu a tion b
y the use of an in finit e se ri e s on ly e l e v e n y e a r s aft e r
,

his di scov e r y of th e fiuxion al f orm of th e di ff e r e nti a l c al c ul u s in

1 6 65 . B ut th e se r e su l t s w e r e n ot pub l i sh e d un ti l 1 693 the sa m e ,

e a r in wh ic h a di ff e r e nti a l e qu a tion occurr e d f or the fir st tim e in

y
the wor k of L e ibni z ( w h o se a ccount o f th e di ff e r e nti a l c a l cu l us

was pub li sh e d in
In th e n e x t f e w y e a r s pro gr e ss wa s r a pi d In 1 694 97 J ohn
.
-

B e rnoull i Te xp l a in e d the m e t h o d of Se p ar ating th e Va ri a b l e s a n d ,

he s ho w e d how to r e duc e a h omog e n e o us di ff e r e nti a l e qu ation of

the fir st or de r to o n e in whi c h th e v ari a b l e s w e r e s e p a r a b l e He .

a pp l i e d th e s e m e tho ds to prob l e m s on orthogon a l tr a j e ctori e s He .

a n d his brot h e r Ja cob i f ( a ft e r W h om B e rno u ll i s E qu a tion

’
is
n a m e d) succ e e de d in r e ducing a l arg e numb e r of di ffe r e nti al e qu a
tion s to f orms th e y cou l d s o l v e Int e gr ating Factor s we r e prob ab ly
.

di scov e r e d by Eu l e r (1 7 3 4 ) an d (in de p e n de nt ly of h im ) b y F ont a in e

a n d Cl a ir a ut th ough s om e attrib ute th e m t o Le ibni Singu l a r
, z .

Sol ution s notic e d b y L e ib ni z (1 6 94 ) a n d B r o c k T a y l or

, ar e

ge ne r ally a ss oci a t e d with the n am e of Cl a ir aut The g e o

me tric al int e rpr e t ation was giv e n b y L a gr a ng e in 1 7 7 4 but the ,

th e ory in its pr e se nt f orm was n ot giv e n until muc h la te r by Cay le y

(1 8 72) an d M J M Hi ll . . .

The fir s t m e tho ds of s o l ving di ff e r e ntia l e qu a tion s of th e s e con d

or hig h e r or de r s with const a nt co e ffici e nt s w e r e due to Eul e r .

D Ale m be r t d e al t w ith the c a se w h e n th e a u xi l i ar y e q ua tion ha d

’

e qu a l root s Som e of the sy mbo lic a l m e t h o ds of fin ding the par

.

tic ular int e gr a l w e r e n ot giv e n un ti l a bo u t a h un dr e d y e a r s l a t e r

by L ob atto (1 83 7 ) an d B oo le
The fir st p arti al d iff e r e nti a l e qu a tion to b e notic e d wa s th a t
giving the f orm of a vibr ating string T hi s e qua tion whic h is of .
,

th e se con d or de r w as di s cus se d by E ul e r an d D Ale m b er t in 1 7 4 7

’

, .

L a gr ang e compl e t e d the s o l ution o f thi s e qu a tion a n d h e a l s o ,

Al p lt L i bnit
so s e e TAl z p l t B rn
. ill i
so s e eTTAl kn w n
ou . so J m o as a es .

xv
x vi H I S T OR I CAL INT ROD U CTI ON
deal t , in rie s of m e moir s fr o m1 7 72 to 1 785 w ith p arti al dif
a se ,

fer e n tial e qu a tion s of th e fir st or de r He gav e the g en er al inte gr al

.

of th e lin e a r e qu a tion a n d c l assifi e d th e di ff e r e nt k in ds of int e gr al s

,

po ssib l e wh e n th e e qu ation is not lin e ar .

T h e se th e ori es still r e main in an unfini sh e d s tat e contributions

h ave b e e n m ade r e c e ntly by Chr ystal (1 892) an d Hi ll Oth e r
m e th o ds for de aling w ith p artial di ff e r e nti al e qu ations of the fir st
or de r we r e give n by Ch arpit (1 784) an d Jacobi For hi gh e r
or de r s the mo st important inv estigations ar e tho se of L ap l ac e
Mong e Amp e r e an d B a rboux

B y about 1 800 th e subj e ct of di ff e r e nti a l e qu a tion s in its origin al

asp e ct n a m e ly the s o l ution in a f orm invo l ving onl a fi n it e num b e r
, y
of k no wn fr mc ti on s ( or t h e ir int e gr al s ) wa s in muc h the sa m e st a te
,

as it is to d ay At fir st m a th e m atici an s ha d h op e d to s o l v e e v e r y
.

di ffe r e nti a l e qu ation in thi s way but t h e ir e ff orts prov e d a s fruitl ess
,

a s tho se of m a th e m a tici a n s of an e ar l i e r da t e to s o l v e th e g e n e r a l

a l g e br a ic e qu ation o f th e fif t h or h igh e r d e gr e e The subj e ct n ow .

b e c am e tr ansf orme d b e coming c l o se ly alli e d to the T h e or y of

, ,

Function s . Ca uc h y in 1 823 prov e d t h a t the infinit e se ri e s obta in e d

from a d iff e r e nti a l e qu a tion was conv e rg e nt a n d so r e ally did ,

de fin e a function sati sfy ing the e qu a tion Q u e stion s of conv e rg e ncy

.

(f o r w hi c h C au ch
y w a s th e fir st t o giv e t e st s ) ar e v e r y promi n e nt

in all the inve stigations of thi s se c on d p e rio d of the study of dif

fe r e n tial e qu a tions . U n f ortun at e ly th i s m ak es the subj e ct v e ry
a b s tr act a n d di fficu l t f or th e s tu de nt to gr a sp In th e fir st p e rio d
.

the e qu a tion s w e r e not on l y S imp l e r in th e m s e l v es but w e r e stu di e d ,

in c l o se conn e ction with m e c h anic s an d p h ysic s whic h inde e d we r e ,

o fte n the st arting point of the w or k .

Ca u c hy s inv e stig a tion s w e r e continu e d b y B riot a n d B ouqu e t

’

a n d a n e w m e tho d th a t of Succ e ssiv e Appro xi m a tions

”

wa s intro duc e d b y Pic ar d F uc h s (1 8 6 6 ) an d F rob e ni us

(1 87 3 ) h a v e stu di e d l in e a r e qu a tion s o f th e s e con d an d hi gh e r

or de r s with v ari ab l e co e ffici e nts Li e s Th e or y of Continu ous

.
’

G roup s (from 1 8 84) h as r e v e a l e d a unity un de rl y ing a pp a r e nt ly

d i s conn e ct e d m e tho ds Schw a r z K l e in a n d G ou sa t h av e m a de
.
, ,
r

th e ir w or k e asi e r to gr asp b y th e intro ductio of gr aphic al c on n

si de r a tion s a n d a r e c e nt p a p e r b y W a da (
,
1 9 1 7 ) has giv e n a gr p hi c a l a

r e pr e se ntation of the r e sults of Pic ar d an d Poin c a e R un ge (1 895 ) r .

an d oth e r s h a v e de alt with num e ric a l a ppro xim a tio ns .

Furt h e r h i storic l not e wi ll b e f ou d in a ppropri a t e p l a c e s

a s n

through out the book F or mor e de ta ile d biogr aphi e e e R ouse

. s, s

B all s S hor t Hi sto r y of M a the ma ti cs

’
.
2 D IFF ERENTI AL EQ UATI ONS
An qu ation l ike
e whic h invo l ve s a se cond
e ffi ci e nt but none of high e r or de r s is sa i d t o b e of t
, ,

(4) is of the fir st or de r (3 ) an d (5 ) of the se cond; an d (2) of the t h ir d,

The deg r ee of an e qu ation is the de gr e e of the h igh e st diff e r e nti al

co e ffici ent whe n the e qu ation has b e e n m ade r ation al an d int e gral
as f ar as th e difle r e nt ial co e ffi ci e nt s ar e conc e rn e d
'

T hu s .

(4) an d (5 ) ar e of the fir st de gr e e
'

(3 ) mu st be s qu ar e d to r ation al i se it W e t h e n se e t h at it is of .

if
2

the se cond de gr e e ,
as
L e
occurs squ ar e d .

Notic e th at t hi s de finition of de gr ee do e s n ot r e quir e at or y to

occur r ation ally or int e gr ally .

Ot h e r de finitions wi ll b e intro duc e d wh e n t h e y ar e r e quir e d .

4 For mati on of diff er ential equati ons by eliminati on

. The .

prob l e m oi\ e l imin ation w ill n ow be conside re d c h ie fly b e c ause it ,

give s us an i de a as to wh at ki nd of so lution a diff e r enti al e qu ation

‘

may h ave .

W e sh all give s om e e xamp l e s of t he eli min ation of a rbitr ary

c on st a nt s by the f orm ation of or di n a r y diff e r e nti al e qu ation s Lat e r .

(C h a p I V ) w
.e sh a ll se e t h a t pa r ti a l diff e r e nti a l e qu ation s may be
.

form e d b y the e l imin ation of e it h e r arbitr a ry const a nts or a rbitr a ry

f unction s .

5 Exampl es
. .

i() Co n i d r m= A o (pt ) the e qu t io n f i mpl e h r moni c

s e c s a ,
a o s a

motion Le t us li min t e the arbi t r r y co n t nts A d

. e a a s a an a .

dx
Di ff e r e nti ati n g ,
dt 19A srn ( t
p a )
z
d a

2
h — 2
i h r e ul t r e quir d q ua t io n of th e se co n d
'

T u p x ss t e n s e ,
a e

ord r who i n terpr etation is that the acc el er tio n v rie a the dist n ce
e ,
se a a s s a

from th origi n e .

ii
() E li mi n t e p fro m th e l ast r e ulta s

3
d
D iff e re ntiati n g a gai n , f
di f
He n c e x, (from the l ast r esul t )
dt
.

d 3
x div d 2
x
Mul t ipl y n g u p x — :
.

an e qu t on of the th rd or der
a i i
dH
i
215 d?
.
, .
’
 EL IM I N ATI ON 3

(iii ) Form the di ff er e ntia l e qu tion

a of all pa rabolas who se i
ax s is
t he i
a x s of 33 .

Such a p r bol a must h a ve

a a an e qu tion of the form
a

4a (
ze h) .

Di ff ere ntiating twic e ,

we ge t

f—
d y dy
an d z
() o, wh1 0h th e s ec on d or de r .
' ’

+ — Is of
d 2
dx

Exa mpl es f or solution .

Eli min t e the rbitr a r y consta n ts fr om

a a th e f l o l owing e quatio ns
(1 ) y = Ae 2x
Be zx
() y
2 = A 3x B sin
‘

. c os

(3 ) y = A e
Bx
() y
4 = Ac
c +A
3

A
dy x
(5 ) If prove th at interpret the re su lt
2 2= 2
x +y a an d

geo m trically
e .
,
div y
(6) Prove th at for a y straight li n e thro ugh the origi n n

inte rpre t thi s .

3
2
2
( 7 ) Prov e th a t for a y straight li n e wh ate ve r 7 0 n . Int erpr et

6 . To e li minate n n
ar bitr ar y co s a n t nts r e qui r es (in g e er al ) a differ
e n tial e quation of th e n The r e ade r will prob a b ly h a ve
th
or de r .

a rrive d at t h i s conc l u sion a l r e ady f rom the e x amp l e s of A r t 5

‘
. .
,

If we diff e r e nti at e n tim e s an e qu ation cont a inin g n a rbitr a ry c on

t ain (n 1 ) e qu ations altogeth e r f rom wh ic h the ,

e l imin at e d As the r e sult cont a in s an n diffe r

h t
.

The a r gume in the e x i s nt a vn v t t

t nt th t
u su a l y gi e , b ut the ad an ce d s ude l
l nt k nt
w i l o ic e so me w e a po i s in it t t nt th t r
Th e s a e m e t n
a f om an y ( n 1 ) e qua io s
tt nt n
.

n q uan i ie s c a n b e e li m i a e d , wha tever the na tur e of those equ ati on s , i s to o s wee pi g

t t t nt n nt n t n tr l
.

An e x ac s a e me Of t he l
ec e ss ar y an d suffi c i e c o d i i o s wou d b e e x e me y

c om l t
ic a e d
p l th n t n r bv
.

om e time s e ss a (n + 1 ) e qua io s ar e e quir e d An o ious c as e is

rb tr r n t nt
.

= hr r
y (A + B ) x, w e e the two a i a y c o s a s oc c u in s uc h a wa y as to b e
l v l nt
r e a ly e q ui a e t o on e
l bv r r nt t ht l n
.

A ess o io us c ase is y 2 = 2Axy + B x2 Thi s e p e se s tw o s r a ig i es

thr h r n r h h h l
.

o ug t h e o ig i , sa y g = m ,x an d y = m, x, f om e ac of w i c w e e as i y g e t

i z
f th fi t in t d f t h n d r Th t d nt h ld l bt in
Z
f z —
, o e d
rs s ea o e se c o or e . e s u e S ou a so o a

thi lt b y diff r nti ting th rig in l q ti n d limin ting B Thi will

s r es u e e a e o a e ua o an e a s

gi v
.

(
d
y x Ax ) = 0
4 D IFF ERENTI AL EQ UATI ONS
7 . Th e most g ener al so lution
t equation of of an or din ar y differ eni al
th e n or der c ontains 11 ar bitr ar y constants
th
Thi s wil l prob a bly see m .

O bviou s f rom the conve rse th e oremth at in gen e r al n a rbitr ary c on

st an t s c an be e l imin at e d by a diffe r e nti al e qu ation Of the n orde r th
.

B ut a rigoro u s proo f o ff e r s mu ch di ffic ul t y .

If h ow e v e r we assum e th at a d iffe r e nti al e qu ation has a s o l ution

, ,

e xp an sib l e in a conv e rg e nt se ri e s of a sc e n d ing int e gr a l po w e r s of

a we c an e a sil y se e why the a rbitr a r y con st a nt s a r e n in numb e r

,
.

dy 3
d
_y
Con sIde r f or e xa mpl e ?a Of or de r thr ee
dx
.
, , ’

2 "
“ ”
a
A me th at y — t o rn finity
'

ssu a 0 + a 1 x + a2 -
.

2
The n ,
su b stituting in the diff e re nti al e quation ,
we ge t
n n
s
e ca
a 3 + a 4x a5 “1 + a 2x + a 3
i
’
2!
"
2! (
n n — l)
“3 an

“4 “23

a5 a 3 = ah

an et c .

3 5 2 4 6

(
x x x x x
H

inh x + a (co sh x
'

a 0 + a1 s 2

containin g thr ee arbitr ary con st ant s a a an d (1 , o, 1 2 .

Simil ar r e aso ni ng a pp l i e s to t he e qu ation

n—
dy dy (Z
z l
d y
( )
n
g
dx"
=
f w, y dx
, ’
dxz’
daz ’“ 1

In D yn a mic s the diff e r e nti al e qu ation s ar e u su all y of the se cond

dy
z

orde r e g dt2 + p y = 0 the e quation of s impl e h armon ic motion

,
2
. .
,
.

To g et o lution with out a rbitr ary con st ant s we ne ed

a s

di tion s suc h a
,
s t h e v a l u e of y an d dy/ dt wh e n t = 0 givin g the ,

di sp l a c e m e nt an d v e l ocity .

8 Compl ete Pr imitive Particular Integ r al Sin g ul ar Sol uti on

. ,
The , .

s tion of a diffe re nti al e us_t_i_on c on t ain ingjhfi i ulu lfl l bg li f

a rbitr a ry con st a nt s i s c all e d t he Comp l e t e Primitive .

An y s o l ution d e rive d f rom t he Comp l e t e Primitive b y givin g

p ar ticul a r v alue s to th e se con st ant s is c all e d a Pa rt icul ar Int e gr al .

Th t d nt will
e s u i l t r h pt r th t thi
e see n m pti n ia e t lw y c a e s a s a ss u o s no a a s

j ti fi b l
us a e .
 G R AP H I C A L RE PRESEN TATI ON 5

y 0in1h
= a +a s x + a ( co sh x 2

y
= c a s in h x + a co sh x wh e r e c = a
1
a 2 , o ,,

y c ae wh e r a’
e a i; (
a a ) an d b ( d )
a 1 2 2 l .

Th i s ill ustr ate s the fact th at the Comp l e t e Primitive m ay o ft en

be wr itt e n in se ver al di ff e r e nt (but r e ally e quivale nt ) w ays .

The f o ll o w ing a r e Particu l a r Int e gr al s

‘

y
= 4
,
t a ki ng c = 4 d = a =0
1 ; , 2

y
= 5 sinh x, t akin g a1 = 5 , c = az = o
co sh x
'

y
= 6 t a k in g a = 6 a =0 c
— 4 4 , z , 1 ,
—

y
= 2+6 t a k ing”
c = 2 a = 1 b= 3 , ,
— .

In mo st e qu ation s e v e r y s o l ution c an b e de riv e d f rom the Com

plet e Primitive b y gi ving suit a b l e v al u e s to the a rbitr a r y con st a nt s .

How e ve r in s om e e xc e ptiona l c ase s we Sh all fin d a s o lution c a ll e d

, ,

a Sin gul a r So l ution t h at c a nnot b e de riv e d in t h is way

,
T h ese will .

be dis c usse d in Ch a p VI . .

Exampl e s f or solu ti on .

Sol v b y th e m etho d of A t 7
e r .

dy
(1 )
d y z

(2) th
e y .

dy 1
(3 ) S how th t the a m e t ho d fa il s f or _
da; 5
(

[ log 3:
c a nn ot be ex pa n ded in a Ma laur in
p
se ri es ]
rilimi n tionof th t y ca: i the Complete P imiti e
'

(4) Ve fy b y e a c a s r v

of y = x
—
g 3
i 3
+ 1 Ve ri fy a l o th t y
. 4:i sol ut io n of th e d i ff r nt i l
s a
2
a s a e e a

equ tio n ot derivabl e fr o m th Co mpl e t Pri mitiv ( c Si n gul r

a n e e e a . a a

So lutio n ) Show th a t th Si n gul r Sol ut io n i th n ve lop f th “

. e a s e e e o e

f m il y of li n e r e pr e se n t e d b y th e Co mpl t Pri miti v e

a s Ill u tr t e by e e . s a

a gr ph
a .

9 Gr aphic al r epr esentation

. W e sh all n ow give s om e e x ampl es .

of a m e tho d of ske tchi ng ra pi dl y the g e n e r al f orm of t he f amil y of

curve s r epre se nting the Comp le t e Primitive of

3; 1
y) ,

D ue to Dr . S B r od e tsk y
. an d P rof . Ta k eo W ada .
6 D IFF ERENTIA L EQ UATI ONS
wh e r e f (x y) is a f unction of a; an d y havin g a p e rf e ctly definite
,
“

finite v a l ue f or e v e ry p a ir of fin it e v al u e f x an d y s o

Th e curv es of the f amily ar e c all e d the cha r acte r istics of the

e qu ation .

dy
Ex ( i). x( y =
dx

M 2
1 + x—
dy
y
dx z
dz
Now curve has its c o c v ty upward wh en the co n d di ff e r e n ti l
a n a I s se a

c fli cie t is po sitiv e
oe n Henc e the ch a ra ct ri tic will b e co n ca ve up
. e s s

a bo v e y = 1 a n d co n cave d ow n b elow t his line The maximum or

, .

mini mum poi n t s h e o m= o i n c e dy/dx = 0 t h e r e Th ch a r c t e ri t ics

n ,
s . e a s

n ea r y = 1 which i a me mb e r f the f mil y a e fl tt e r th n tho e

, s o a ,
r a a s

furth e r from it .

Th e co n si dera tions S how u s th at the f mil y iSof the g en e ra l f orm

es a

show n i n Fi g .

F ro 1 .

Ex .
(11 )

He re e
x
y

We t rt by tr ci n g th curv f m xim
s a a d mini ma e e o a a an

a d th
n curve of in flexio y + 2 = 0 Co n i de r the ch ar cteri tic
e ns e
x
. s a s

thro ugh the origi n At this poi nt both di ff r ntial co e ffici ts a e

. e e en r

po si t i ve s a s 93 n cr e s s 3; i crea s s al o d th cur v is co ncave

,
o i a e n e s ,
an e e

u pw r dsa This give us the ri gh t h a nd port io n of the ch ra c te ri tic

. s a s

m rk ed 3 i Fig 2 If we move to the l ft lo n g thi w get to the

a n . . e a s e

Th l ding f n ti n li k y/ whi h i ind t rmin t wh n m= o d

us e xc u a u c o e x, c s e e a e e an
 G RAP H I CAL RE PR ESENT ATI ON 7

curve n i m At th poi nt f i nt r ction th t n g nt i p r ll l t

of mi a . e o e se e a e s a a e o

0 113
. thi w c n d g i n s meeti n g th cu v f i fl xi
Afte r s e as e a a , o e r e o n e on s .

Aft r cro i n g thi th ch r c t ri t ic b co m

e ss s co n v x upw rd It till
e a a e s e es e a s . s

c nds N w th figur show th t if it out the curve f mi ni m g i

as e . o e e s a o a a a n

th e co ul d ot be parall e l to Or so it can ot
n ,
n c ut it a t a ll , but
be co mes sympto tic to it
a .

Th e o t h e r ch r ct e ri stic s a r e of Si mil ar n atur e

a a .

Ske tch the ch ra cte ri tic s of

a s

dr
(1 ) dx
dy _ 2

(l g
2
(3) =
y+w
dx

1 0 Si g lar
. n u poin ts mp l es l ike th o se in the l ast
. In a ll e xa

a rtic l e we g e t on e c h ar a ct e ri stic an d on l y on e t h rough e v e r y point

, , ,

of the p l a ne B y tr acing th e two c u rv e s

.

eas il y S ke tc h the sy ste m

9 = an d
1}
0
.
1
1
23
= 0 we c an
3
— —
2
If h ow e v e r f (
, x y) b e com e s in de t e rmin at e f or on e or mor e
, ,

point s (c alle d si ng ula r poin ts ) it is o fte n ve ry di fficul t to S ke tch the

,
8 D IFF EREN TI AL EQ UATI ONS
t m in the n eighbourh oo d of t h e se po ints B ut the f oll o wi ng
sy s e .

e xa mp l e s c an b e tr e at e d ge om e tric all y In ge n e r al a comp lic at e d .

,

a nalytic a l tr e atme nt is r e quir e d

*
.

Ex .
(i ) . origin is a si n gul r poi nt The g o
He re the a . e

me tric al m n i n g of th quat io n is th at th r di u vec t or nd the

ea e e e a s a

ta n ge nt h ve the me gr di nt W hl ch c onl y
.

a sa a e , an

F IG . 3 .

li n es thro ugh th origi n A the numb r of t h s is infi i t i n t his

e . s e e e n e,

an i nfini t n umb e r of ch aract ri t ic p thro ugh th i n gul r poi nt

e e s s a ss e s a .

dy x y dy
Ex 1
5:dcc
. .
,
dx 3] q

T hi s me a ns th t a th e r diu ve ctor
a s an d the tange nt h ave

F IG . 4 .

who se pro duct i — 1 i e th at th y e p erpe n dicul r The ch r

s , . . e ar a . a

ac t e i ti
r s th r for e circl es of a y r di us wi t h th origin c e ntr
c s ar e e e n a e as e .

S ee p p r a Gr phi l S l ti n b y Pr f T k W d M m i f th
a e a ca o u o o a eo a
‘

a, e o rs o e
i ty V l II N 3 J l y 1 91 7
.
, ,

Co ll g
e e o f S i K y t Imp i l U i
c e nc e , o o er a n ver s , o . . o .
, u .
IO D IFF ERENTI AL EQ UATI ONS

MISCELLANEOUS EXAMPLES ON CHAPTER I .

Eli mi n t a e th e a rbitr ry co n t nt from the f oll owi g

a s a s n

(1 ) y = Ae x
+ Be

(2) B en C e
“
.

[ To e li mi n at e A ro m the four e qu t io n ob t i n ed by ucc s ive

’
,
B, C f a s a s e s

d i ff e r e nt i t io n
a a de t rmi n nt m y b e u d ]
e a a se .

(3) y e ( A cos x B i x) x
s n .

(4) y c co hs
g , (the c t en r y )
a a .

F i n d thi r e nti l qu tion f

e d ffe a e a o

(5 ) All p r bol who xe

a a p r ll el to the xis f y
as se a s ar e a a a o .

(6) All circl s of r di us e a a .

(7 All circl t h t p ss thro ugh th ori gi n

es a a e .

(8) All circl e (wh t v r th e ir r dii s

po itio n s i n t h pl
a e
e n e e a or s a

[ Th r e ult of Ex 6 m y b u e d ]
e s . a e s .

(9) Sho w th at the r e ul t s f li mi n ti n g a fro m s o e a

2y = x + a x,
fi
z
1 dy
a nd b fr om y — m — _ bx2
ai
z
d y dy
a r e i n ea ch c a se x
z
2x — + 2y 0 .
(3 )
dwz
dx

[ The co mpl ete pri miti v f e qu tio n (1 ) mu t s ti fy qu tion e o a s a s e a

s i n ce (3) i d riv bl e f ro m s Thi pri mitiv wi ll co nt i n a

e a d al so s e a an

:
an rbitrar y co n t nt Thu i t i a s ol ution of (3 ) c o t ini g two
a s a . s s n a n

b oth of whi ch rbitr ry as fa (3 ) i co n ce r n d as

'

c o st
~
n t a n s, e ar a a r as s e ,
a

do n o t occu r in t h t qu tion I f ct i t mu t b e th co mpl e t e

es a e a . n a , s e

pri mi ti v of e Si mil rl y th co mpl t primi ti v e of (2) a d (3 ) a e e e s n

t he m sa Th u s (1 )
e d (2) h v e
. co mmo n co mpl et pri mi tive ]
an a a e .

(1 0) Appl y the metho d of the l t e x mpl e to prove th t as a a

a nd

h ve a co mmo n co mpl te pri mi t v

a e i e .

(1 1 ) Assumi n g th a t th fir t two e qu ti ons of Ex 9 h ave a common e s a .

dy
c o mpl t pri mit iv fi d it b y e qua ti n g the two val ue f da:i n te rms
e e e, n s o __

o fw y ,
d th co n t nt
,
an V ri fy t h t i t sa ti fi e qu tio n (3 ) of Ex 9
e s a s . e a s es a . .

(1 2) Si mil rl y ob t in the common co mpl t e pri mi t ive of the t wo

a a e

e qu t io n s of Ex 1 0
a . .
 M I SCELL AN EO U S E X AM PLES 11

(1 3 ) Prove th at all curves sa ti s fy i g

n the d ff e i r e nti l e qu ti o n
a a

dy dy z
d 2

<i >
y
:
a
2
dx t 71
( 0
5

o ut i
the a x s of
y t
a

(1 4) Fi n d the i n cli n t io n to th xi f a:
a at t h poi t e a s o e n (1 , 2) of t he
t wo c u ve whi ch p a
r s thro ugh th at poi nt d ti sfy
ss an sa

dy z

(5 > y
2
2x + x 2
.

(1 5 ) Prove th at the radi u of curvature s of e ith r

e of the curve s of

Ex 1 4 . t th poi nt (
a e 1 2) i 4 ,
s .

(1 6) Prov e t h at i n g n e r l two c urve s

e a sa ti sfyi n g th e d ffe i renti l a

quation dy 2

gg
e
x
(> dz
+y + l = 0

p ss t hro ugh a n y poi nt b ut t h at th e e coi n ci d for a y poi n t n

a ,
s e n o a

c ert i n p r bol which i the e nve lope of the curv s of the y t m

a a a a, s e s s e .

(1 7 ) Fi n d the locu of a poi n t su ch t h t th two c ur v e t hro ugh it

s a e s

s ti f yi n g the di ff r e n ti l e qu t ion of Ex
a s e a (1 6) out (i ) orthogo n ll y ;
a . a

(ii ) at
(1 8) Sk e tch (by B r odetsky a d W d s metho d) the ch a ra cte ri stics of
’
n a a

dy
“ —
“
x + ey .
CZx
 C HAP TE R II

E Q UATI ONS OF THE F I RST ORDER AND F I RST DE G REE

11 . In th is c h apt e r we s h all con side r e quations of the f orm

M +N 1
0,

wh e r M a d N ar e f unction of both a:an d y

e n s ”

Th is e qu ation is ofte n writte n more sym m tric ally ,

*
e ,
as

Unf ort u n at ely not po ssib l e t o s o l ve the g en er a l e quation of

it is
t h is f orm in t e rms of a finit e numb e r of kno wn f unct ions b ut we ,

sh a ll di s c uss s om e s p e ci al t yp e s in wh ic h t h i s c a n b e d on e .

It is u su a l to c l a ssify t h e se t yp e s as

(a ) Exact e qu ation s
(b) E qu ation s s o l va b l e by se p ar ation of the v ari ab l e s
(0) Homog e n e ou s e quation s
(d) Lin e a r e qu ation s of the fir st orde r .

The m e tho ds of t h i s c h a pt e r ar e c h i e fly d ue t o Jo h n B e rnoui lli

of B al e ( 1 6 67 1 7 t h e mo st in spiring t e a c h e r of his ti m e a n d t o
—
,

his p u pil L e onh a r d Eul e r a l s o of B el le (1 707 1 7

, ,
Eul e r m a de —

gr e at contributions t o al ge br a t rigonom etry c al cul us rigid dyn amics , , , ,

h ydro dyn a mic s a stronomy an d oth e r subj e cts

,
.

1 2 Exact e quation s
.
T
Ex .
(i ) . The r io n y dx + x dy i
e xp e ss s a n e xa ct di ffe re nti l a .

Thu s th e e qu t io na y dx wdy 0
givi n g d (yx) 0,
i . s .
ya: c ,

is c ll
a ct e qu t io n
e d a n e xa a .

F r ig r j t i fi t i n f t h
or a o ou s f t h difi
us ti l d
ca o d ly
o H rdy e us e o e
'

er en a s x an f se e a
’
s

P ur e fil l h m ti
a A t 1 36
e a cs , r . .

1
'
F t h
or n ry d
e ffi i nt n d i
e c e s sat i n th t
anM d +
su N dy =0 hc eld b t co o a z s ou e e xa c

see App n d i A e x .

12
 EQ UATI ONS O F FI RS T ORDER AND F I RS T DE G REE 13

Ex ; n i d r th qu t ion t g dx + t :
Co s e e e a an an a

Thi i s t x ct s no it t nd but if w mul tipl y by o x c y it

e a as s a s, e c s os

i y x dx + i : y dg = 0 s n c os s n it c os ,

wh ich i ex ct s a .

Th ol utio n i
e s i y i s s n s n 90= c .

1 3 Integ r atin g f actors

. In the l a st e xamp l e c os 51; cos y is .
~

call e d an i n teg r ati ng f ac tor b e c au se wh e n the e qu ation is mul tip l i e d ,

b y it we get an e x a ct e qu ation w h ic h c n b e at onc e int e gr at e d a .

T h e r e ar e se ve r al r ul e s wh ic h ar e u su ll y give n f or de t e rmi nin g a

int e gr ating f actor s in p articul ar cl asses of e qu ation s T h ese will b e .

f oun d in the mi sc e ll an e ou s e xamp l e s at the e d of the c h apt e r The n .

proof of th e e rul e s f orm s an inte r e sting e xe rci se but it is ge ne r ally

s ,

e asi e r t o s o l v e e xamp l e s wi t h out t h e m .

1 4 Var i abl es separ ate

. .

dx
Ex ( i ) I th qu tio n n t g dy th l ft h n d ide i n vol v
e e a an e e a s es
-

2;
. .
,

a:onl y d th righ t h nd i d g onl y

an e th i bl -
a
p t s e , so e va r a e s a r e se ar a e .

Int e gr ti g w g t a nlog x ,
log y + e .
e = — c os c,

i log (: y) = . e . 2 c os c,

33 cos sa
y .

Ex 2reg
a;
. .

Th e v ri bl e ar e n ot
a a s se p r te
a a at p re nt se , b ut th e y ca n e a s ily be
ma de so . Mul tipl y b y dz an d divi d e by y . W e ge t
dg
2x doc
y
.

nt e gr a ti g log g 2
'

I n+c ,
r a ss .

A 0 i a rbi t r r y w m y put it e qu
s s a ,
e a al to log a wh r e, e a is a nother
a rbi t r r y con ta nt
a s .

Th u fi n ll y s, a ,

Exampl es f or solution .

— 9 cl x + 5x 4 2
(1 ) (
1 2x + 5 y ) ( g
— 4) cl g = 0 .

(2) { c os x
'
ta n g c os (x y)} s ec
2
g c os (a: y)} dy O .

( s ec cc ta n cc ta n g e ) dx
x
:
se c a se c
2
d
g g = 0 .

(x + g) (doc dg ) = dx + dg .

(5 ) g clx
'
:dg + 3a g e cl x 0
a
2 2 ms

,
.

g d r
e —a d
g r -
O .

a} ! (7 ) (sin to cos x (l g ) (cos x sin x ) dx = O .

4 8)
x

31
— 3 2
95 3
1 .

() g
9 dx — x dg = ag dx .
(1 0) tan a :
dy = c ot g dx .
14 D IFF ERENTI AL EQ UATI ONS
15 . Homog eneous u
eq atio s n A h omoge n e ou s e qu ation of
. the
fir st or de r an d de gr e e is on e w hic h c an be w ritt e n in the f o r m

To t est wh et he r a f unction of as an d y c an be writt e n in the f o r m

-

of th e right h and side it is conve ni ent to put

-
,

3 v or = vx
(
I?
y .

If t he r e sul t is of t he f orm f (v) , i . e . if the

’
a3 s all c anc e l , the
t e st is satisfied .

j
2 2 2

3x 2
g: 3 1 1)
Ex (i ) b e co me s This e qua tion is homo
a:
~
. .

a
g e n e ous .

3
dg y dy
Ex .

E
C 5 5
b co m
e es
l
Co
c
— xv
3
T hi s is n ot ho mog n o u e e s,

16 . Meth od of so lution . Sinc e a h omoge ne ou s e qu ation c an be

r e duc e d to
3g ;
by putting g
= vx on the r ight h and side it
-
, is

n atur al to t r y the eff e ct of t hi s sub stitution on the left h and side -

also As a m att e r of f a ct it wi ll be f oun d t h at t he e qu ation c an

.
,

a lw ays b e s o l v e d b y t h i s sub stit ution (se e E x 1 0 of t he m isc e l .

l an e ous set at the e n d of t h i s c h apt e r ) .

ig _
2 2
( x g
_
dx

y = w’

31
— 1) +2
32
:
— ,
(f or if g is a fu n c tio n
2
of 27, s o is v ) .

db 1 + 11
The e qu t i o n
a be co m es v+ x
fi 2

i . s . 233 (lb + 11
2—
2v) dam .

2dv dcc
Se par atmg the van abl e s, 2
(v ” as

2
I nt gr ti n g
e a ,
log or c
c 1

2 2
1
v
a
x
Multipl yi n g b y a:y ,
22: (a: y) (
l og : c)
a .

By so lv ed we me a n r e d uce d to an o r d i n ry int gr ti n Of r thi

a e a o c o u se , s
nt g r ibl t rdin ry l m nt ry f n ti n
.

i e al may n ot be e xpre ss e in e r ms o f o a e e e a u c o s .
 ONS O F F I RS T ORDER AND FI RS T DE G REE 15

dy
u
y
.

dx x

Putti n g g = c x ,
and pr oc e e din g as b efore , we ge t
a \

dz: 1) 1

?
z
t v— l s +1
i e a _
v
. . .

dx 1) 1 1

v
i
Se pa rating the va ri abl es ,
f
v dd dv do:
v
2
+1 11
2
1 a :
Int e gr a ti ng i log 1) ta n I =
log a: c,
-

,
v

i . e . 2 l og : log
a 2 ta n
—1
1) 20 0,

log (
b
2
1) 2 t an
—
M4 a »
O, putti n g 20 a .

Sub stituting for

1

2 2
log (y 90 ) + 2 ta n a O .

(
I)

17uations r educible to the h omog eneous f orm

. Eq .

dg y x l
Ex The qu t on e a 1
d : y a: 5
.

is not ho moge n e o us .

Thi e x mpl e is simil r to Ex (

s a ii ) f the l st a rticl e a . o a , ex e c pt th t
a

g
— x
y
— x+ l
.

is r e pl c ed a by
g +x y + x+ 5
Now y -
a= :o a n d g + m= o r pres
e e nt two t r igh t li n e s t hro ugh
s a the
origi n .

The e se i nt r ction of y a+ 1 = 0 a n d g x 5 = 0 is e as il y fo un d to
be 2,
Put a:
- = X
. 2 y Y 3 . T hi s a mo u n t s to t ki n g n a e w a xe s par ll el
a

to the old — 2
with , 3) as th e n ew ori gi n .

Th en y
— s
+l = Y—X an d

Al so dx dX and dy dY .

dY Y X
The e quat o n b comes
i e
X
dX Y
As in the last rticl a e, th e s ol utio n i s

log (Y 2
+ X ) 2
+ 2 ta n

3
1 y
t e . . lo g
m +a= 0
16 D IFF E R E NTIAL E Q UATION S
dy g
— z
+l
Ex . °

dz y
— z
+ 5

Th is quatio n c nn ot
e l st e x mpl e b e cau
a be tr t ea e d as the a a ,
se t h e

li n es g — + 1 0 a d y — z + 5 0 a p r ll l
z = n = re a a e .

As th e right h and si d e i a f un c tio n f g z t y put ti g g

-
s o -
,
r n

dg dz
£3
.

dz

dz 3 l
The e qu t on b eco mes
a i 1+
323
,
2 5

dz z +5

Sep rati n g the v ri bl

a a a e s, (z 5 ) dz

Int gr t i n g
e a , é z
2
5 2:
2
i . e . 2 1 02 8z 20 .

Sub stituti ng f or z, (y z )
2
1 0(
g z ) 8x 20,

i . e .
(g z )
2
1 03] 2z a, pu tti n g 20 a .

E xamp es f or l so lution .

(I) (2z g ) dy (2g z ) dz .

[ W a l es ]

(
z
z — y
z
) zg .
[ Sh e ffiel d ]

fi /
$ 43 ) g [ Math . T ripo s .
]

2 2
x + y
dz

d y 2z + 93/ — 2O

(5 )

(6) (l 2z + 21 y -
47z + 40g + 7 ) dg = 0
9) dx + ( .

3 dg 3z — 4g — 2
(7 ) dz 3z — 4g -
3

( z dz
2g) ( dg ) = dz dg .

18 . Li near e quati ons .

dr
The e qu atIOn P Z/ Q ,
dz
wh e re P an d Q ar e f unction s of z but
( n ot of g ) is
,
sa i d to
of t or de r
th e fir s .

A simp l e e xamp l e is
18 D I FFERENTI A L EQ UATI ONS

Mul t iplying by thi s x“

2z e g ’i‘
2,
(5 :
, e

d 2

a (
ye .
z
2

Int e gr ating, ye
”
2z c,

g (2z c e ) ”z

dy
( )
111
dz
3g e
2,

He r e the inte grating factor is e”

.

Multipl ying by thi s ,

e
“

g? )
3 e3 °°g e
“
,

d 3 a” :
0
52
£ 1 6 ) 6

n
I te gr ating, ye
“
3543
5”
c,

21 . Eq uations r educible to the lin ear fo rm .

(i )
3 x°
Ex
'

. .
y e .

Divi de by so a s t o fr ee the ri ght h nd side from g

-
a .

1 1 dy
= e
77 2 5 dw

l
i . e . z
l
-
+ 1 f —

y
2
2 dz

1 dz
Putti ng dz
n
Thi s is li e ar a n d, i f a ct is n , s imil r to a Ex .
( ) of the
11 l ast ar ti cl e with
z t
ins e ad of g .

Henc e the sol u ion is t

’ ‘

wh ere P an d Q ar e func t io n s of z . Ja cob B erno uilli or B ernoulli

B al e (1 65 4 1 705 ) studi e d i t i 1 695
-
-
n .
 EQ UATI ONS OF FIR S T ORDER AND F I RS T D E G R EE

( 2z 1 0g3 ) + y = 0 .

Thi s is n o t linear as it stands , but if we mul tipl y by ;

if we ge t

d z

dy

Thi s i s li n ear conside ring g a s th e independent va riabl e

, .

P roc i g as b efore we fi d the i nte grating factor to

ee d n , n be
t he s ol ution

(
z + a)
Zz
—
[ Wal es ]

z cos e
gg z sin z + c os z ) =
+ g( 1 .
[ Sh e ffiel d ]
z log z
gfi
z
+ g = 2 lo g z (4) z
z
g
-
z
s
z
i / = g4 cos z
z
.

3 3
g+2 g ( z — l) .
(
z + 2y ) =
g .

l
()
7 dz + z dy = z
e y sec g dg .

“
22 Geome trical
. l ems Or th og onal Tr ajectories
Pr ob . . We sh all

now cons ider s om e g e om etric al prob l e m s l e ading t o .

F IG . 6 .

Ex .
(i ) . F indthe curve who se subta n gent is const nt a .

dz
 D IFF EREN TIA L EQ UATI ONS

Henc e

3/
z + c= k l og g ,

ew
"
e ?
putti n g the a rbitrary constant 0 e qu l to k log a a .

Ex ( ii ) Fi nd the curv such t h t it l e n gth b etwe en an y

. .
“

e
“

a s

points PQ is proportio n l to th r tio f the di ta n c e of Q a e a o s s

fr o m fix d poi nt 0 a e .

If we k e e p P fix d th e QP will vary as OQ e , ar c .

U pol r co ord in te t ki n g 0 a pol

se a d OP a s initi al line
-
a s, a s e an

Th e n if Q b e ( r
, we h v e s =k ,
a r .

B ut a how n i n t r e ti e
, th C lcul u
s s a s s on e a s,

(r dd)
z 2
(da) (dr ) 2
.

He n c e , i n ou probl r em ,

( dd)
2 2= 2
k (
d r ) r (d )r
2

i . e. d9 = :
l:V(
k 2
1)

ll
1a
a r

givi ng r quia n gul r pir l

= ao
ec , th e e a s a .

Ex ( iii) Fi n d th Ortho g o n l Tr j ctori es of th e f mil y of se mi

. . e a a e a

c ubic l p r bol s a g
= wh e r i s v ri bl e p r m t r
a a a a
2
z
3
, e a a a a a a e e .

Tw f m ili f cu v
o a
r ai d to b e or t hogon l tr j c t ori e s wh n
es o r es a e s a a e e

e v e ry me mb r of o e f mil y c ut s e v e ry m e mb e r of th e oth e r at ri gh t
'

e n a

a n gl s e .

W fir st obt i n the di ff r e nti l e qua t io n of the give n fa mil y by

e a e a

e li mi n t i n g a a .

Di ff r entiati n g e
g z a
z 3
,

dy _
2a y
dz
2 dg 3
whe n ce by divi sio n ,
g dz
,
-
z

dr
Now ta n l w h r
x e \b
, e i s th e i n cli n t io n fa o the ta g nt t
n e o t he
dz
a xi s O f z Th e . . v lu f W f
a e o or th e t raj ctory s y
e ,
a is give n b y

d co t (V i . e . ta n —
,

dy
i . e . for th e given f mil y is to b e r pl a c e d b y
a e f or the traj e ctory .

dz
 EQ UATI ONS O F F I RS T ORDER AN D F IRS T DE G R EE 21

Ma king this change in (l ) , w e ge t

2 dz 3
'

=
y dy z ’

2z dz + 3 g dg = 0,
2 2
2z 3g c,

a family of si mil a r a n d i mil rl y ituate d llipses s a s e .

Ex ( iv) Fi nd the f mil y of curve th at c ut

. . a s the fa m y il of s pir ls a

r = 9 at
a co n t nt n gl e
a s a a a .

As b e f or e we sta rt by elimi ti n g a
,
na .

i
e
This gives
r

g
?
Now L ta n qS, wh e r e b
g i n gl b etw n th ta n g nt
s th e a e ee e e an d th e

r diu ve ct or
a s . If qs is the
'
corr pondi n g n gl f the co n d f
es a e or se a mil y ,

ru m ,

putti n g i n the val ue f ound fo ta r n an d writi n g It i n stead of i ta n a .

Th u f r the s e co n d fa mi l y
s, o ,

r d6 6 4 70 -

d?
‘
l — ke 1

Th e s olutio n f thi s wi ll b e l e ft
o a s a n e xe rci se for the t
s ude nt .

Th e r esul t wil l b e fo und to b e

r = c (6
Exa mples f or solution .

(1 ) F ind th e c u ve who se sub n or m l is con tant r a s .

(2) Th t n g n t a t y poi n t P of a curv m ets the axi s of z i n T

e a e an e e .

F i n d the c urve f which OP = P T 0 b e i n g th origin

or , e .

Fi n d th e cur v f o which the a n gl e b tw e en the tang e n t a d

e r e n

ra diu v ctor t y poi t i twice the ve ctori al n gl e

s e a an n s a .

Fi n d th e c u rve f or whi ch the pro j e ctio n of th e or dinat e o the n

nor m l i co n t n t
a s s a .

F i n d th orthogo n al tr j e ctori e s of th e f ollowi g f mili s of c urve

e a n a e s

2—
x§ + fr = i
2= 2
r
(5 ) z g a .
y a

con t a nt)
‘
‘
2 2
(7) pz (p a n d
e
gy a , g s .

9 a
(8 ) r e a (9) r
IT O
’
.

( )
1 0 Fi n
d t h e f a m y il of curves th t cut a a fa m y il of co n c ntric circl es
e

a t a co n t n t n gl s a a e a .
22 D IF FEREN TIAL E Q UATI ONS

MISCELLANEOUS EXAMPLES ON CHAPTER II .

dg dfz
(1 ) e y
e—
x ) ?
a (2) x
I, ya wn — w) e
.

(3 ) ta n z c os y dg + sin g dz +e
8 in x
dz = 0 .

(4) z
3
33 3g 2 =f
zg
2
.
[ Sh e ffie l d 1

19
0

(6) Show th t a
dz hz by f
r epr e nts a f mil y of conic
se a s .

7
() S how th a t g dz 2 z dy = 0

re pr ese nts a syste m of par bol as wi t h a co mm on xi s an d tangent

a a at

t h e ve rt e x .

7 ()
8 S how th t a dy
= 0

r e pr ese ts a family of h ype rbolas h avi n g a a ymptotes the lines

n s s

z + y = 0 and 2z + y + 1 = O
.

dy
If _ 2g tan z sin z
dz
an d y = 0 wh en s how th t a th e maximum val ue yi of s — g
[ M th a . Tr ipo s
"
v how th at the ol utio n f the
(10) S s o general homogene ous
of the fir st or de r d d gr e
Z (f g i s an e e
s —
>

wh er e v g/z .

(1 1 ) P rove th a t z
h k
g is an i nte gr ti n g f ctor of
a a

m dz + sz dg) = O
pg dz + gz dg + z g
”
(ry

h+ 1 k+ 1
3
’

P 7
9
Use thi s metho d to solve
3 g dz 2z dg z l
(1 0g dz 6 z dg) O
-
z y .

(1 2) B y d ffe i r e nti ti n g the e qu tio n

a a

fl ) or
o F (my) d (
soy) a:
m
f y)
( F (my) my y
1
v e ri fy th at wy{f (xy) F (me)}
 M ISCELL AN E OU S EXA M PL E S 23

is an i n te gr ati g fac t or of
n

f( zy ) g dz F (z g) z dg ==0 .

He nc e olve (z 2g 2 z g 1 ) y dz (z g
s
g 1 ) z dg 0
z 2
z .

(13 ) Prove th a t if th e e quatio n M dz + N dg = 0 is xa ct e ,

[ For a proo f of the conver se s e e App e n dix A ] .

(1 4) Ve rify th at the condition f or an e xa ct e quation is sa ti sfied

(P dz +Q d w l e
f‘
x’d i‘

31 7
8Q
ay
Henc e s how th at an i nt gr ati g fa ctor e n c an a lways b e found f or

P dz Q dg O

is a nctio n f o nl y
fu o z .

Solve by thi s m t ho d e

3 3
) dz
4
( z + zg + 2g dg = 0 .

(1 5) Find the c urve (i ) who se pol a r sub t a n ge nt is co n stant

(ii ) who se pol a r sub n orma l is co n sta nt .

(1 6) Find the curv e which passes t hrou gh th e o ri gin a n d is su ch

th t a th e i cl ude d b e t we n th curv the ordi n t e a d the
a ear n e e e, a , n a xis

of z is k ti me s t h e c u b f t h a t or di n t
e o a e .

(1 7) The orma l P G t o curve m ts the axi s of z i n G If th

’
n a ee . e

di ta n c e of G fro m th e ori gi n i twi c e the a b sci sa of P prov e t h at the

s s s ,

curve is a r ectangul ar hyp bole er .

(1 8 ) Fi n d the curve which is uch th at the portion of the a xi s of z s

c ut off b e tw e e n t h e origin an d th e t nge nt t n y poi t is propor t ional a a a n

t o the ordi n ate of th at point .

(1 9) Find the ort hogon al tra j e ctori es of th f ollo wi g famil i e of e n s

curves 1 z l) + 2 2
() (
+ 2az = 0 y ,

(11 ) r = a 9 ,

iii = a + co s n d
( ) r ,

an d i nterpret the fir st r e ul t ge ome t rically

s .

(20) Obtai n the di ffe r enti al e quatio n of th e syst e m Of co n foc al coni cs

+ 1’
a2 + 7\ b2 + 7x
an d h ence show th at the svste m i its ow n orthogon al traj e ctory s .

(21 ) Find the famil y of curve s cuttin g the famil y of p arabol as

2=
g 4a z at
 D I F F EREN TIAL EQ UATI ONS
(22) If u + i v wh re e u , v, z a n d re l prov th at
y a r e all a , e
t he i
fa mil e s u = con sta n t , v = c o n sta n t a r e ort hogo nal tr j ct orie a e s .

an an 8 2
1) 8 2
1)
Al so prove th t a
6z 2
ay e
az z
t h or m i f gr t u i n ob t ini n g li n f forc d li n s f
[ Thi s e e s o ea se a es o e an e o

co n t nt pot nti l i n El ctro t tic or tr m li n in Hydro dyn mi c

s a e a e s a s s ea es a s .

u d van c ll d Co nj ug t Fun ct io n ]
ar e a e a e s
W
(23 ) Th r t f d c y fW
e a e is pro port io n l to the mo u nt
o e a o a a

r m i n i n g Prov th t th mo u nt t y ti m t i giv n by
e a . e a e a a an e s e

(24) If an d v = 0 if t = o, p rove th t a

v= k ta n h

give the velocity of f lli ng bo dy i n ai t ki n g the r esist n ce

[ This s a a r ,
a a

o f th i s proportio n l t o M
e a r a As t i n cr e as ppro ch e t h li mi t i n g
a . e s , 1) a a s e

v lu It A i mil r e qu t io n giv t h io n i tion of a g ft r b ei ng

a e . s a a es e sa as a e

s ub j e c t d to e io ni i n g i n flue n c f r t i m t ]
an s e o e .

q; (25 ) Two liqui d boili n g in v s el It is fo und th t the r t io

s ar e a e s . a a

o f the q u n titi s of e ch p
a ei g ff a va po ur at a y inst nt is pro
a a ss n o s n a

por t io n l to t he r a tio f the qu nt iti s st ill i n th liq ui d st t e

a o Pro ve a e e a .

th t t h e quantitie ( y z a d y) e co nn cted by a r l tion of the

a es s sa n ar e e a

f or m
g
[ Fro m Par ti gto Hig her M themati cs f or S tuden ts f Chemist y
’
n n s a o r ,

p .
26 D IFFE R E NTIAL E Q UAT ION S
o l ution
The s qu tion (2) sugge st s th at y of e a = Ae m
, wh er e m 13
s om e con st a nt m ay s ati sfy ,

Wit h th is valu e of y e qu ation (3 ) r e duc e s to ,

Ad ”
(p mo
2
+ p1 m p) 2 0 .

T hu s if m i s root
'

,
a of

Pom
2
+ 271 7” + 272 = 0,

g = Aem ‘
”
o lution of e quation
is a s w h a t e v e r t h e v a l ue of A .

Le t the root s of e qu ation (4 ) b e an d 8 T h e n if a

,
.
,
a an d 8
,
ar e

une qu al we h ave t w o s o lutions of e quation

, n am e l y
g
= Ae °x
an d g
Now if we ,
su b stitut e g + Be3”
in e qu ation we s h all get
1 43 01 55

0 909
2
+ 171 0 + 172 + B e flz
) P0/8
(
2
+ 171 6 + 172 = ) 0,
w h ich is obvi ou ly tru e as an d B a the root s of e quation
s a re

T hu s th sum of two s ol ution s give s a thir d so lution (th i s mi ght

e

h av e b e e n se e n at onc e f rom the f a ct th at e qu ation (3 ) was line ar ) .

A t h i s t h ir d s o lution cont a in s t wo a rbitr ary con st ant s e qual in

s ,

n umb e r t o th e or de r of t he e qu ation we sh all r e g a r d it a s the g e n e r al ,

s o l ution .

E qu ation ( 4 ) is k no wn as the au xi l i r y e qu ation a .

Exampl e .

d g dg z
T olv 2
o s
ltd
e p ut g A m tr l o l ut on T h = e
¢
as a ia s i . is

l d ea to
s A m
(2m 5 m 2) O e
‘
” 2
,

w hich i t i fi d by m 2 or 5
s sa s e «
.

Th g n r l ol ut io n i th r f or
e e e a s s e e e

Be éf"
‘

26 . when th e auxiliar y equation has imag in ar y or

Mo difi c ation
c ompl ex roots Wh en the au xi li ary e quation (4) has root s Of the
.

f orm p + i g p ig wh e r e i ,
1 it is b est to mo di fy the s o l ution
,
2
,

y Ae( + ) + B e( ) p iq x p
— iq x
,

so a s t o pr e se nt it wit h out ima gin ary qu antiti es

-
.

To do th i s we use the th e ore m s (give n in an y boo k on Analytic al

Trigonom etry ) e c os gz + i sin qz
i q“c
,
'

i qx =
i sin gz
‘

e c os gz
-
.

E qu ation (5 ) b e come s
g = eP“
{A(cos qz + i sin qz ) + B(
cos qz — i sin gz ) }
{E c os qz + F sin qz }
P”
e ,

w riting E f or A + B an d A — B)
F f or i ( . E an d F ar e a rbitr ar y
 L IN EAR E Q UA TION S W IT H CO N STAN T C OE FF ICIE NT S 27

con st ant s ju st a s A an d B ar e It l oo ks at fir st sight as if F must

,
.

be im agi n a r y but t h i s i s not n e c e ssa ril y so

,
T h u s if .
,

A= l + 2i an d B : 1 2i , E=2 an d F = -
4 .

M 6
131
0
+ 1 3y = 0
dz 2
dz
l e a ds t o th e a ux iliary e qu t io n a

m2 6m 13 = 0,
W ho root e m = 3 2i
se s ar .
-
.

Th sol ut io n m y b e writt n
e a e as

Ae (3 + 2i )z Be l3 2i l2 '

:
'

y ,

or i n the pr ef rabl e f orm e

y = e3 2
(E c os 2z + F Si n 2x) ,
or a g in a
a s y Ce “
c os (2z a ) ,

C c os a = E an d O si n a = F,
so th t a O = J (E 2 + F2) an d ta n a F/ E .

27 ul iar ity of th e
. Pe c case of equal r oots . Wh e n th e u xi li ary
a

e qu ation ha s e qu a l root s a t he so l ution

y Ac “
Be 22

r ed uc e s to y (A
Now A + B th e ,
su m of t w o a rbitr a ry con st ant s is r e ally onl y a ,

single arbitr ary con st ant . T hu s the so l ution c annot be r e gar ded as
the mo st ge n e r al on
W e sh all prove l at e r (
Ar t . 3 4) th at the ge n e ral so lution is
(A
28 . Exte nsion or der s hig her than the second The m et h o ds
to .

of Ar t s 25 . a n d 26 app l y to e qu ation (1 ) wh at e ve r the v al u e of n as ,

l ong as f (z )
d3 g d 2g dg
EX _
6
w f l l
.
‘ ’ _
3
dz T]?
C

Th e aux ili ry e qu tio n i

a a s
— 6m 2
+ 1 1 m — 6 = O,
gi vi n g m = l , 2, or 3 .

Th u s y A6 2
Be 2“c
C e
“
.

Ex (1 1 ) .
i 3 — 8y = 0
dg
.

dx
The a uxi li ary e quatio n i s m 3
8 = 0,
i . e ..
( m— 2 0 ) (m
2
2m 4) = 0,
m= 2 or

g = Ae 22
e
‘
x
(E c os xx /3 F sin ex
s / 3) ,
y A e
22
Ce
’
”
c os (z \ / 3 a ) .
28 D IFF ERENTI AL EQ UATI ONS
E xa mpl es f or soluti on .

Sol v e

fi g
m n sp a

3
dg d g 2
dg
(7 ) E § +2 — 2g = 0 .

c dx 2
dz

(8 ) W h a t d o es th e Sol ut io n t o th l t e as e xa mpl e b e co me if th i ni tial e

co ndi tio n s ar e dg
y jl ,
— 0 wh n e z = 0,
dz
an d if g is to re main ‘fin it e wh n e z = co
2

S olve

M
s
(9) CE l + 13
d
df g d 2g
v
(1 0) dz 4
13
dz 2
+ 3 6y O.

3
dr day
(1 1 ) dF
+ 8y — O
dz 6
_ 6 4y _ 0 '

di
( e
th t a 6= a an d 0 wh n e t= o .

[ Th e ppro xi m t qu t io n f m ll O cill tio n of i mpl e pen

a a e e a or s a s a s a s

dul um O f l n g t h l st r ti n g fro m r t i n a po i t io n i n cli n e d a t

e ,
a to th es s a e

v r tic l
e a ]
Fi n d th co nditio n t h t trigo n om t ric l te rms ho ul d pp r
e a e a s a ea

i n th e s ol ut io n of d d 2
3 s
— ‘
l cs r
'
-
O .

quatio n f mo t io n f p r ticl of m m tt rac t ed t o a

[ The e o o a a e a ss ,
a

fix d poi nt i n it li n
e f m o t io n b y f orc
s f t i m s it di t c fr om
e o a e o 0 e s an e

t h t poi nt d d mp d by a frict io n l r e i t n c of 1 t i m it v loci ty

a ,
an a e a s s a e 0 es s e ;

The co n di t io n r q ui r d xpr s s t h a t th mo t io n ho ul d b o cill tor y

e e e e se e s e s a ,

e g. t u n i n g f ork vibr ti n g i n i wh e r th l tic forc t n di ng t o

. a a a r e e e as e e

r t or it to th quili brium po i tio n i proport io n l t o th di pl c m nt

es e e e s s a e s a e e

an d th r i t n c e o f th
e es s a i i proport io n l t o th v lo i t y ] e a r s a e e c

(1 5 ) Prov th t if k i o m ll th t k /m i n gligibl the sol ut io n

2
e a s s s a a e s e e,

o f th qu t io n f Ex (1 4) is ppro xi m t l y e
e e a o W m
t i m wh t it woul d
. a a e
‘
k ’
es a

b if k w r
e ro e e ze .

[ Thi how t h t li ght d mpi n g l ve th fr e que n cy pr t icall y

s s s a s a ea s e ac

u n l t r d b ut c u es th
a e e ,
mpli t ude Of ucc s i v vibr tio n t o di mi n i h
a s e a s e s e a s s

i n g o me t ric pro gr s io ]
a e e s n
 L I NE AR EQ UATI ONS W IT H CONS TAN T COE F F I C I ENT S 29

s Q dQ
+ R + _
— O g v n th t
i e a Q QO a n d
— 0 wh n e
W dt C
’

t= 0,th tan d 4L a C R 2
.

[Q is the ch rge t tim t o e of th e co a t i n g f L y d n j of

‘

a a e n on s o a e e ar

c apacity 0 who e co ati gs

, co nn c t d wh en t = 0 by wir e of re si t
s n ar e e e a s

a nce R d co e ffi ci nt of el f i n ductio n L ]
an e s -
.

l mentar y Functi on an d th e Parti cular In teg r al So

29 Th e Comp e
'

. .

f ar we h a v e de a l t on ly w it h e xa mp l es wh e re the f ( z ) of e qu ation ( 1)
h a s b ee n e qu a l to z e ro W e sh a ll n ow sh o w t he r e l ation b e t w e e n
.

t he so l ution of the e qu ation wh e n f ( it ) i s n ot z e ro an d the s o l ution

of th e simp l e r e qu a tion de riv e d f rom it b y r e p l a cing f ( z ) by z e ro .

To st a rt w it h a simp l e e xamp l e con si de r t he e qu atio n ,

2y 2
%é + + = 5 + 2z

It is obviou s t h at y = z is on e s o l utio n Suc h a s o l ution con .

,

t aini ng no arbitr ary con st ant s is c alle d a P ar ti cu la r In tegr a l ,

.

No w if we writ e y = z + v the d iff e r e nti a l e qu ation b e com es f

,

2i 5g
2

( d)
iJ ?
+ 5 1 4
dz 2
z

db ‘ dc
t e . .

\
‘
giving v Ae
-
22
Be 22
,

s o t h at Ae lx
—
= z + 2ao
Be
-

y +

The t e rms cont aini ng the a rbitr ary con st ant s ar e c all ed th e
C omple men tar y F un cti on .

Thi s ca n e asi l y b e g e n e r al i se d .

If y = u is a p articu l ar int e gr al of

d "- 1
dl
l i
y + pu _ i + p,, y
+ p1
dz n -

dl ;
dn
d " 1
u da
"

a
so th at p + p1 + pn u f(z )
0
W dz n -
l
a}
,

in equation (6) ubtr act e qu ation Thi s gives

’

ut = u +v an d s
p y
Cl l)
n’
i
(
n
dz)
0
po w i pl
' '

If the o lution Of (8 ) b e fo = F (z ) cont a inin g

s ,
n a rbitr ary con

st an t s , t he ge ne r al s o lution of (6) is
r
= u + F at
an d z ) is
F( c all e d the Comp le m e nt a r y Function .
30 D IFF E R E NT IAL E Q UATIO N S
Thus the g e ner a l solution of a li n ea r differ en ti a l equa ti on wi th
constan t coe ici en ts i s the s um o the C om
fi f a Pa r ti cula r In teg r a l a nd

ple m en ta r y F un cti on the la tter bei n

g th e , soluti on of the equa ti on
obta i ne d by substi tuti ng ze r o f or the f u n cti on of z occ ur r i ng .

Examples f or solution .

V ri fy t h t th e gi v n fu n ctio n
e a e p a rtic ul r i n t e gra l s
e s ar a of th e f ollow
i n g e quat ion a d fi d the g e n e r l ol utio ns
s, n n a s

d2y dy w
2
d y dy
_

(3 ) 2s i n 3z ;
dz 2

wh t val ue of th const ants a

F or a s e re th e give n fu n ctio n p rt ic ul r
s a a

int gr l of the f ollo wi n g qu tio n

e a s e a s

(4) ae
bx
;
Zig + 13
31 + 4 2y = 1 1 2e
a
w x
, »

ae
b‘
a Si n p z
32 + y = 1 2 sin 2z .

W 7) a s in p z + b c os pz ;
Zi gz
+ 4 + 3y = 8 c os z 6 s in z .

(8) a ;
32 gi2
+5 + 6y = 12 .

Ob t ina ,
by tri al particul r i nt e gral
,
a s of the f ollowi n g
de dzu fl y
z
d u 7
_

d y 2
d y 2
dy
“
(1 1 ) —
2
—_ _ + 9y —
= 40 s i n 5z
dx dz 2
dz

/
2

g (1 3 ) 50 .

30 Th e . t D an d th e f un damental laws of alg e br a W h e n

oper a or .

a p a rticul ar int e gr al is n ot O bviou s b y in sp e ction it is conve ni e n t ,

to e mpl o y c e rt ain me t h o ds in vo l ving t he op e ra tor D wh ic h stan ds ,

l
f or
E
(z
. T h is op e r ator is l ou
a s se f u l in t bli hing the f orm
es a s of the

comple m e nt ary function wh e n the au xil i ary e qu ation has e qual

root s .

D w ill b e u s d for
2 D f or an d so on e
3
.
 L INE AR E QUAT IO NS W IT H CO N STANT C OE FF IC IE NTS 31

The ex pr ession 2 + 5
ld
h
o
+ 2y may the n be w ritte n
2D y 5Dy 2y,
2

(2D 2
+ 5 D + 2) y .

We s h all e ve n wr it e th is in the f actorise d f orm

2
( D D
1)( + 2) y,
fa cto r is ing the pre ssion in D as if it w e re an ordin ary alge br aic
ex

qu antity Is thi s justifiab le

.

The op e r ation s p e rf orm e d in or din ar y al ge br a ar e b ase d upo n

t h re e l a ws :
I The D ist r ibutive Law
.

m (a + b) = ma + mb ;
II The Commut ative Law
.

ab ba
III The Inde x Law
. a
m a ” m
a ”

Now D satisfie s the first an d t h ir d of th e se l aws , f or

D(
a +v = ) Du + Dv,
D '"
u

m
( an d po sitive inte ge rs)
n .

As f or the cond law

se ,
D( Du ) is
cu ) = c ( true if c is a constant ,

but n ot if c is a vari ab l e\ \

Al s o Dm(
D” u) D ” (Dma )
int e ger s) (m an d n posi tive .

T hu s D satisfies the f un dam e nt al l a w s of al ge br a e xc e pt in th at

it is n ot commut ative w ith variab les In wh at f o ll o ws we sh all .

w rite F (D) pt D + 19 0 "

+ pH D 1
“- 1

whe r e the p s ar e co ns t ant s an d n is a po sitive int e ger W e ar e

’
.

j ustified in f actori sing t h is or p e rf orming an y ot he r op e r ations

de pe ndi n g on the f un da m e nt al l aw s of al ge br a F or an e xamp l e .

of how t he commut ativ e l aw f or op e r ator s c e ase s t o h o l d wh e n

n eg ati ve po w e r s of D occur s e e E x (iii ) of Ar t 3 7

, . . .

31 F (
. D) e x a
Sinc e
De a f”
ac
“
,

D z az
e a e
z az
’

an d so on ,
’l
F(
D) (p D 0
”
+ p n _,
D pn ) e
“

1
)e
n ”
p a
p
‘

la n _1 "

6
22
F
 D IFFE RE NTIAL
K

32 EQ UATIONS
32 .
= eu D + a) V, wh er e v is any f
F( unction of x ‘

. By
Leibni z
’
s t h e or e m for the n
th
diff e re nti al co e ffi ci e nt of a pro duct ,

w
(D )V) (D V) (D
1
n ‘ ”- “2
e n e

(D V)
2 7
D
1) ( ( 1)
D %n (n n “ ”
e

a e
”
l7“2
na
w
e DV
l ‘
i n (n 1 )
n-
s
a
a V

K
’
—2
e
“2
(a
"
m f D + %n (n 1 ) a
l
D 2 -
”
D”) V

(D a ) V
‘ “I
c ”
e .

Simi l a rly = c‘“ c

(D a n d so on .

T h e r e f or e
+ pn —1 D

w
F(
D )V
‘
e a .

33 . F (D 2
) cos ax = F( -
a
2
) cos ax. Sinc e
D 2
c os a z a
2
cos az ,

D 4
c os az a) 2 2
c os az ,

(p D 0
2”
+ pl D
2” - 2
p n ) c os a z

) + 19 }
2
{P ( ) ( COS aw
2 "
o a + P1 ( + Pn - 1 0 71

F ) a
2
c os a z .

Simi l a rl y D ) sin
F( 2
az F( a
2
) sin az .

34 . l n
Comp eme tar y Fu nction wh en the auxiliar y equati on h as equal
r oots .Wh e n the au xil i ary e qu ation has e qu al root s an d it a a,

m ay b e w ritt e n m 2m 2
a

The ori gi n al diff e r e nti a l e qu a tion w il l th e n b e

dy Q
2
2a g 2 =
0
+a y
dz dz
2 ,

i (D 2a D
2
)y
2
. e . + 01 = O,

We h av l r f oun d t h at y Ae
e a e ady = “
* c
is on e o lution
s .

a more ge n e r al on e put y = e f V wh e re a
, V is a f unction of
B y Ar t 3 2, .

(D ) {e V}
2 =e D
( )
2
V e D V2
a x “ = ° 2
a a \
+a .

T h us e quation (9) b e com e s

D V = 0,
2
,

i s V = A + Bn
so t h at y e
”
(A B z ) .
34 D IF F

tity W e sh all proc e e d t

.

tion s th at se e m p l ausibl e an d t h e n w h e n a r e sult has b e e n

, ,

in t h is m anne r ve rifyin g it by dir e ct diffe r e nti ation W e

, .

l
the not ation
F (p ) f (z ) to de not e a p artic ul a r int e gr al of the e
D) r
F( f (x) .

(i ) If f (
z) = e
“
, the r e sult of Ar t 3 1 .
,

F(
D) e ”
e
°2
F(
a)

1 1
s ugge sts t h at ,
as l ong as F (6035 0, 3
ammay be ava l ue Of F D
F(
a) ( )
T h is sugge stion is e asily ve rifie d , for “
1 e
“2
F (a )
D)
F(
m F (a )
a”
l y Af t 3 1 ,
i
.

e .

() 11 If F (
a) = 0, (
D — a
) mu t bs e a f a ctor of D)
F( .

Suppo se th at whe re
T h e n the r esult of Ar t 32 .
,

F V} c
az
F (D c )V ,

s ugge st s th at t he f o ll owing m ay b e true ,

if V is 1 ,

l ”
1 e
“
1 e
”
1
e
D
( ) qu ) qu ) Dr
-
— a p a a

‘
“ ”
e z

(a)
¢ p

ad opting th e v e ry n atur al sugg e stion th at Is the op e r ator inve r se

to D , th a t is the op e r ator th at inte gr at es with r e sp e ct to z, whil e

D P
in t e gr at es p tim e s . Ag a in the r esult O btain e d in th i s t e nta tive
m a nn e r is e as ily v e rifie d , f or

ff w
e
D)
F( (1) —
a )

by Ar t .
 L INE AR EQ UA TI ONS W IT H CONS TANT COE FFI C IENT S 35
p

In w or king nume r ica l examp le s it wi ll n ot b e n e c essar y to r e p ea t

ver ific ation of our te nta tive me th ods .

Ex (D 3 ) 2g 506 2 2
. .

The par ticul ar inte gral is

2 2?
1 5 Oe
(D (2 3) 2

Adding the comple menta ry function , we ge t

(A
32
2e 22
Ex)
‘

y e .

Ex .
(D 2) 2y ==5 Oe 22

If we bstitute 2 for D i n D 1
su 5Oe 2x
, we ge t infinity .

(
B ut usi g the oth e r me tho d
n ,

£
1 2w :A
%
2x = 25 2 23
506 506 25 6
,

x 27
(D
0
_
_ 2

Addi n g th co mpl e me nt ry fu n ctio n

e a , we ge t

(A Ex)
2 2’c 2x
y 25 z e e .

Examples f or so lution .

J ,

32
-
1Q4e .

(D3

(5 ) (D
2 -

ri m
z -
2x

36 . Par ticular In teg r a wh e l n f (x) = cos ax . F rom Ar t 33 .

,

1 (D
(5)
2
c os az g 7
; a ) c os az
2
.

T h is sugg e st s th at we m ay ob t a in the p a rticu lar inte gr al

i

wr iting a for D wh e r e v er it occur s

2 2
.

Ex (i ) . .
y = c os 2z

1 1
“ 2 22
2
' °

D 2
+ 3D + 2 — 4 + 3D + 2 30 -

To get D
2 in the de n o mi n t or a , t r y the e ffe ct of writi g n

1 3D 2
’
3D 2 9D 2
4

g est e cl b y the usual me tho d of de ali ng wi t h surds .

Thi s give s

c os 2z I3
1
(3 D c os 2z 2 c os 2z )

1
1
A — 6 sin 2z + 2 c os 2z )
36 D IFF ERENTI AL EQ UATI ONS
Ex . si n 3z .

1
2 8 m 3x — 2
D3 + 6 D 2 + 1 1 D + 6
1
s1n 3z
D _ 24
D + 24
2
8 1 11 3C
B
l) -
576
‘ —
5 33 c os 3x 24 sin 3z )

Ta
i ( — c os 3z 8 sin 3 z ) .

W e may no w sh o w by dir e ct diff e r e nti ation th at

, , the r e sul ts
O btain e d ar e corr e ct .

If thi s me tho d is ppli e d to a

D
( )2
D tb D
( ) ]y2 = P c os az + Q sin az ,

wh e re P , Q an d a ar e co n ta n ts
s ,
we O bt i n a

{ 91> 3
2
)}
2
f‘h
z 2 2
0 a a

It i squi te e asy to S how t h t t hi s i r e ll y a par ticul ar inte gral a s a ,

provid d th t the de n o mi n tor do es ot va ni h Thi exc eptional c se

e a a n s . s a

is tr e at e d l t e r (
Ar t
a .

Exampl es f or solution .

Solve
D 2

A(3 ) (D 2
+ 8 D + 25 )y = 48 c os z 1 6 sin z .

(D 2
2D 401 ) y sin 20z 40 c os 20x .

(5 ) Prove th at the p rticul r i nte gr l of

a a a

Z c os gt

may b e w i tte n i n th f or m
r e b c os (qt e ) ,
2 2 2
wh er e b g
2 2
) 4k g } an d tan e 2kg/(
p
2

He n c e prove th t
v ri bl d k p d co t nt b i
if g is a a
a a e an ,
an a ns a s, s

gr t t wh n
ea es e ppro x if k i v r y m ll
— 2k2
) p d th n a . s e s a ,
an e

e=
/ 2 ppro x
7r a . pprox
a n d b = a 2k
/ pa .

[ Thi s diff e r e nti al e qu ation r e f e r s t a vibr ating y st e m d mp d o s a e

by a f orc e proportion l to th e v l ocity n d a ct e d upon by a e xt e rn a l

a e a n

p e rio dic f orc e The p articul ar int e gr al give s the f orc e d vibr ation s ''

a d th e comp l e m nt a r y function th e f r
n e vibr ation s wh ich ar e s oon ee ,

damp e d out (se e Ex 1 5 f o ll o w in g Ar t . Th f orc ed vibr ation s . e

h ave the gr e t e t amp litu de if the p e rio d 2 / q of the e xte rnal f orc e
a s 7r

is v e r y n ea r l y e qu al to t h at of the fr e e vibr ation s (w hic h is

 L I NE AR EQ UATI ONS W T I H CONS T AN T COE FF I C I ENTS 37

th e n the di ff e r e nce in p h ase an d e

n d the r e sponse is a ppro x / 2 Thi s . 7r .

i s the import a nt ph e nom e non of Res ona nce wh ic h ha s i mport a nt ,

a pp l ic ation s t o Acou stic s Engin e e ring a n d Wir e l e ss T e l e gr a p hy ]

, .

1
In th is c ase the t e ntative m e th o d is to e xp and D in a se ri e s of
F( )
a sc e n di ng po w e r s of D .

i 1
Ex .

D 2
4
R1 e ms w —
1 x2

a s —
a
He nc e ,
a ddi n g the compl e me nt ry function
a , the s ol ution su ggested
(D 2"
+ 4) y = z2

c os 2z + B sin 2z .

1 1
3
(1 ) 3
by part l fract o n
O 0

23 z ia i s,
D 5T ?
,

3 4 1
D D 2
D 3
D4
+

g m+ g 1 ——
3
D 4
2
3

m
3 2
§z +3
1 2
3 z
. +T z 7

Addi ng the co mpl e nt r e a y fu nctio n , t he s ol utio n su ggested f or

(D 2 -
4D + 3 ) y = z
3

= 11 z 3 +
y 3 34
2
+3 n + 35} + Ae 2
+ Be“

5
I
(iii )
2
Ex . . 9611 : 96
D (D ,
4) 3

1 l
11
-n

2
Z
fr om Ex .
(
i) ,

1 4 f

4 12( ) 2 f
4
2204 6z 2
.

He nc e th e s olutio n of D 2 (D 2 + 4) y = 96z 2 s d be houl

y = 2z 4
6z + A c os 2z + B sin 2z + E + F z
2
.

Alter n a tive method .

1 1 96
B ,
fi
.
i (1
2
(24D 6 + %D
‘
2—

4 2
2z 6z + 3 .
38 D I F F ERENTIA L EQ UATI ONS
his gives a ext ra term 3 whi ch i howe ve r i ncl ude d in th
T n ,
s, , e

compl e me nt ry functio n a .

Th me t ho d dop t d in Exs (
e i ) a n d (ii ) wh ere F (D) do n ot
a e .
, es

co nt in D a fa ctor m y b e j u t i fie d follow Suppo e the e xP

a as ,
a s as s . s an

s io n s h v e b e e n obt ai n e d b y or di n r y lo n g di vi ion
a Thi s is l w ys a s . a a

po ibl e ltho ugh the u e f pa rti l fr c t io may be more conve ni nt

ss ,
a s o a a ns e

in pra ctice If the d vi io n is co nt i nu d unt il th quo ti nt co nt i n D

.
i
s e e e a s
“
,

the r m ind r will h a ve

e a f c t or
e C ll it ¢( )
D D m f Th e n as a a . a
l
.

1
F D)
T his is an a lg br ic l i d nt i ty l e
e a a e ,
a di n g to
1 (2)
Now q uatio n which is true wh n D is
e lg braic l qu nti ty e an a e a a ,

is of the i mpl e for m depe n di n g onl y o th l em nt ry l w of alge bra

s n e e e a a s ,

whi ch h ve b . show n to ppl y to t he oper t or D d it d o n o t

a e a a ,
an es

involve th di fficul ti e which ri e wh e n di vi io n by f un ctio n s of D i

e s a s s s

co n c r n ed Th e r for e e qu tio n (2) is al o true wh e n e ch ide of the

e . e a s a s

e qu t io n is r e ga r de d o pe r t or Op r ti n g on z w get since
a s a
m a n a . e a e ,

Dm+l z m = 0,
m m
cm D ) z
m
z + c 02 D 2
} , (3 )
whi ch prov e s th a t t he e x p n sio obt a i n e d i n dis r eg r di ng the a n a

r ema i n d r suppli e e a p rtic ul r i n t gr l of F (

,
D) s a a e a

It i i n te r t i n g to n ote th a t thi s me tho d hol ds goo d ve n if the

s es e

e xp a n io n wo ul d b e div e rg n t f
s lge br ic l v l u of D e or a a a a es .

To v e ri fy the fir st m tho d in c a s li ke Ex ( ii i) we h a ve to pro v e e se .

,

th t a 1
“

(c0 c 02 D2
17
i (coD c Hrl c zD
" +2
‘
r ‘

. e .

is a particul r int gral of { F (D) D } y = ma e z ,

i e that { F (D ) D } { (
c D c. .
r
o
‘
fi l oz D
m m
z = z } .

Now { F (D)
lo
a s 96
m
} (0 D ) 8
8

h e c e t he
n ex pr ession o n the l eft h nd si de -
a of (4) b e comes
F (D) D m m
{(c0 c D }
2
02 cm ) z by
which i wh at wa t o be prove d
s s .

I the lt er n t ive me tho d we

n a a g et r ex t r t rms i n
a e t he p rticul ar
a

inte gr l y a sa
lf ) 90
, “ “
e ng u

h e give terms i n volvi n g th e ( 1 )

T es d low e r pow r of z r - ‘h
an e s .

B ut th se all occ ur i n t he co mpl e m nta r y f u c t ion

e He n c e the fir t e n . s

m e t ho d is pr e fe r bl e a .

Th t f thi ti l h l d b mitt d
e r es fir t r d ing
o s ar c e s ou e o e on a s ea .
 ITI
-
I CO N S T AN T C OE FF ICIE NTS 39

n ote s the de si mples t f orm of the int gr l

e a of a ,
an y a rbitr r y co n t n t
a s a ,

D (D
" 1
1) = D z = 1,

D (D l )# D (D
‘
1 -
1
. . .

imil arl
S y D 7”
(D m ‘

if m is gr a t e r t h n n e a .

SO wh n n g ti e pow er of D
e e a v e co n c r n d th l ws Of l g bra
s ar e e , e a a e

a e not a lwa ys ob e y d
r Thi xpl i n why th e two di ff e r e nt me tho ds
e . s e a s

a dop t e d i n Ex (
iii ) giv di ff e r e n t r ul t
. e es s.

Examp es for l solution .

J (l ) (D u m p, 4z .

2 D4
6D 3
4 3) ( D ( -
+
2
)y
J(5 ) ( D 2— D — 2) y = 44 — 7 6z — 48z 2
.
o

— D 2—
2D) y = 44 — 7 6z 48z 2
(D
3 —
. t

38 . Par ticul ar n
i teg r als in h all n ow o th er si mpl e cases . We s

give som e typic al e xamp l s of the e valuation of p articul ar inte gr al s

e

in simp l e c ase s wh ic h h av e n ot b e e n dea l t with in the pr e c eding

a rtic l e s The w or k is t e nt a tiv e as b e f or e
. F or the sak e f br e vity , . o ,

the v e rific a tion is omi tt e d a s it is v e r y simil a r t o the v e rific a tion s

,

a lr ea dy gi v e n .

Ex .
(D 2
4) y sin 2z .

1
W e c ann ot e val uat e si 2 b y writi n g n z — 22 for D 2, as in
D 4 2

Ar t 3 6 fo t hi s giv es z e ro i n t he d e n o mi n tor
.
,
r a .

B ut i si n 22 is the i ma gi a ry p a rt of 2‘
an d n e
x
,

1 1

1
1 64 3 :
1

1 D 1
i e

)
‘

“ c
“
an 7
4

2+
2
1 D
° “ _
4i D 4 15

1 2i x
x
l e
It
‘
'

4rD

i i z ( os 2z i sin 2z )
'

c +
40 D IFF ERENTI AL EQ UATI ONS
h e n c e picki n g out th i m gi na ry p rt
, e a a ,

1
D 2
4
sin 2z iz c os 2z .

Addi n g th co mpl
e e me n ta r y f unc t io n w e get ,

y
= A c os 2z + B sin 2z — [ z c os 2z .

Ex .
(11 ) (D 2—
5 D + 6) g = e 22 z 3

22 3
1 1
e z — —

3
}
4 — 2—
— z z — 3z 6z
Addi n g the co mpl me n ta r y f u n c t io n we g e t
e ,

y = Ae32
e
22
(i z + z 3z
“ 3 2
6z B ),
incl udi n g t he te rm 6e 22
in Be 2x
.

Ex (iii ) . .
(D 2
sin 2z .

1
2”
(D 2

3x
1
86 Si n 2z
D2 + 4
'

_
8e 32
( iz
,
— c os 2z ) (se e Ex .

‘
x

co 2 2 e
z
3 ~2
s z .

Addi n g th e co mpl e me nt ry fun ct io n w

a , e ge t
c os 2z B sin 2z 2z c os 2z ) .

T h e se me th o ds ar e suffici e nt to e valuat e n e ar ly all the p articular

in t e gr a l s th a t the stu de nt is li k e ly to m e e t All oth e r c ase s may .

b e d e al t w ith on the lin es in dic a t e d in (3 3 ) a n d (3 4) of the misce l

lan e ous e xa mp l e s at the en d of thi s ch a pte r .

Exampl es f or soluti on .

Sol
/
(1 ) z . 2) (D
nx
‘
f
() (
s D3 —
3 D —
21y 5 5 40z
3
e2
2
1 m
si .

008 z .

‘
(7 ) (D 6 D + 25 ) y “c 32
2 = 2e c os 4z + 8 e (1 2z ) sin 4z .

3 9 Th e Ho
. mog eneous Lin ear Equa i to n . T h is is the n ame give n
to the f orm (p0z D " " -
1
y f (z) .

It r e duc es to th e type co n side r e d b ef ore if we put '

z = e .
42 D IFF E R E NT I AL EQ UATI ONS
40 Sim l
. u tan eous linear equati ons with constan t coeffi cients Th e .

m e th o d will b e illu str a t e d b y an e xamp l e W e h av e two de .

p e n de nt v a ri ab l e s y an d z a n d on e in de p e n de nt v ari a b l e z
, , .

D st a n ds f or i as b e f or e
dz
, .

Con si de r (5 D 4) y (2D 1) z

y
(D 3 8) 56 z

Elimin a t e z, a s in simu l t a n e ou s lin a r e q u a tion s of e l e m e nt a r y e

a l g ebr a To d
. o thi s we multip ly e qu tion (1 ) by 3 a d op er ate on a n

e qu a tion ( 2) by (2D
Subtr a cting th e r e sul t s , we g e t
3
{ (5 D + 4) (2D 1)(D 3; 3e
-
4c
(2D 1 ) 5c ”
,

i s . 2D2 86

(U D 2) y = — 4e
‘

So l ving thi s ln th e u sual way , we ge t

= 2e ”
Ae ‘
”
+ Be
‘

y
The e asi e st way to g e t z in th i s p articular examp le is to use
e quation wh ich d o e s not invo l ve an y di ffer e ntial co efficie nts of z .

S ub stituting for y in we g e t
1 46 9”
9Ae ‘
”
6B e 2x
3z 534
- -

so th at z 3Ae 2B e °c ‘
z‘
”

How e v e r wh e n the e qu ation s do n ot p e rmit of suc h

,
a s imp l e
m e th o d of fin ding z we may e l imin a te y , .

In our c ase thi s giv e s

D
( + 8 )(
2 D + 1 ) + 3 (
5 D y = D
( (5D
i . e . 2D 2
2D 4) z= 1 2e

g iving z B6 “
F ee
To fin d the r e l ation b e tw e e n the f our con stants A B E an d F , , , ,

s ub stitut e in e it h e r of th e orig in a l e qu a tion s say T h i s give s ,

Ac Ee Fe d
—
(D 8) (2c °c "
c
Be zx
) 3
x ”
)
‘

te (9A 3B ) (GB 3F )
‘
zx
. . e

E = 3A an d F —
= 2B ,
z Ee
'
“
c
Fe
-
Z ‘
c
3c
“
°c
3 Ae¢ 2B e as b e for e .

Examp l es f or so luti on .

D
() y
1 — z 0, (2) (D
3 D — 53 — 2z = 0
D
( — 1
)y (1 )y .

(3 ) (2D
2—
D + 9) y
— D
(
2
 LIN E A R EQ UATI ONS W IT H CO N STANT COEFFI C I EN T S 43

2
(5 ) 0
( + 36 c os 7z ,
99 c os 7z .

(6) sin 2z + 1 3 5 c os 2z ,

y (D sin 2z + 23 c os 2z .

MISCELLANEOUS EXAMPLES ON CHAPTER III .

S olv e

(D
(3 ) y 2Oe = sin z
J .

(D D
3
(4)
2
+ 4D 4) y = 68 e sin 2z
’
c
.

(5 ) (D4 -
6 D 2—
8D
co h z
.

D D (7 ) (D
4 — 2 4
(6) ( 8 -
9) y = 5O sin h 2z . s .

(8 ) (D (9) (D sin 2z .
“
3
(1 0) (D 2
+ 1) y
= 3 c os
2
z + 2 sin z .

(1 1 ) = 96 sin 2z

:
y c os z .

(1 2) (D wh e r e a is a po itive inte g r
s e .

V
(1 3 ) (1 4) fi
() 16

i f

ii ii iif ii
C
”

“W W
’

O’ ‘ w fl ’
i

(20)

gi
f
ta — — 2z = 0

(21 ) Show th a t the s ol ution of (D 2"+1

consists of As an d
‘
1) y = 0 "

91 pa irs of te rms of the form

e
”
(B , c os sz 0, sin sz

27 "
w h re
e c c os
2n + 1
an d s sin

7 t ki n g the val ues

a 1 , 2, 3 n su cc es i v l ys e .

(22) If (D
(D a )v u,

and (D a) y

fin d su ccessiv l y e u, v, a n d y, and h e n c e solve (D

44 D I FF EREN TI AL EQ UATI ONS
(23 ) Show that th ol utio n e s of

(D — a ) (D — a k) (D a 2k) y 0 =
-

"x
1 2e + l )
c an be writt n e Be “
Ce
k k z

He n c e de duc e the
ol utio n f (D ) y = 0 s o a
3
.

[ Thi me t ho d i du to D Al mb t The a dv n c e d t ud n t will

’
s s e e er . a s e

n otic th t it i n o t qui t ti f c t ory wi t ho ut furt h r di cu io n It

e a s e sa s a e s ss .

i ob vio u t h t t h
s s e co n d di ff r nt i l
a qu t io n is th e li mi t of th fir t
e s e e a e a e s ,

b ut it is t ob v io u s th t t h soluti n f th e e co n d is the limi t f the

no a e o o s o

soluti on of t h e fir st .
]
Q
2

(24) If (D is d e no t ed by z, prov t h t e a z,
m
6m 8 2
v n h wh n m
a is e a .

H n c prove th t
e e a e
“
,
a
ce
“
,
an d
z ‘
z e
”
a r e a ll s ol utio n f (D s o a )
3
y = 0 ,

[ Note t h t the O p r t or a e a s (D — a 3 an d
) i ar e co mmut tiv a e
am
.

c os a z c os (a h) z
(25 ) Show th t
,

a
z 2
(a + b) a

is ol ut io n f
a s o h) (D 2
+ a
2
)y (
= c os a z .

H n c d duc e the P rt icul r Int e g r l of

e e e a a a d x. XM
[ T h i i op esn t o t h
s e s m e ob j t io n a s Ex a mpl e a ec aa

(26) Prov t h t if V is e fu n ctio n of z a d F (D)

a a n has its usual
m n ng
ea i ,

(i ) D [ V ] n
z

(ii ) F (D) [ z V ]
1 1 F (D)
( )11 1 [ z V] — z V
F (D )

(iv) (D ) [z V ] = zn V
n
¢
1 to (u + 1 ) te r m s,
wh ree (D
¢ ) t nd s a s for
F (D )

(27 ) Obt in th a e Pa rt ic l r Int gr l

u a e a s of (i ) (D 1 )y = z e 2 3’
,

(ii ) D 2
( + 1 ) y z c os
= z,

by i n g the r esul ts (iii ) a d (iv) of the l t xampl e

us n as e .

d
( )
28 P rov e b y i n d u c t io
,
n or o t h r wi t h t if 6 st n ds f or e se , a a z —
dill
,

d
inn — y
n

w
x “

dz "

(29) P rove th t a

i() F (9) z
m s (m) ;

3
()
11 provi d ed
17 6)
1
(iii ) [m ] z
m V,
F (O)
wh ere V is a fun ctio n of z .
 L INE AR EQ UATI ONS W T I H CONS TAN T COE FFI C I EN T S 45

(30) By us n i g th e r e ult
s s of the l ast que stio n prove th at , t he s ol u

w h ere a a nd b a r e the roots of m (m l) 4m + 6 = 0,

i . e . 2 and 3 .

iv n th at
(3 1 ) G e (D 1 )y = —
e

p ro v e th at D
( 1 ) (D —

B y wri ti n g d ow n th g n ra l ol u t io n f th e co n d d i ff r n ti l
e e e s o e s e e a

e quatio n (i nvolvi n g two u n kn ow n co n t n t ) d ubst i tut i n g i n the s a s an s

fi r st obta i n th e va l u
,
f e of th e e co n ta n t s h e nc e obt i ni n g the
e o on s s , a

s ol utio n f th e fi r st qua t io n
o e .

d 2y
(3 2) Solv dz 2 e _ — 2 =
+ p y — sin o z b y t h e me t ho d of th e l st que tion
a s .

(33 ) If u1 de n ot es e
a”
ue
‘
“
dz ,

u2 de n ot es e
b”
al e
-
b“
dz ,

e tc .
,

p rove th e s ol ution of wh er e F (D ) is the pro duct of n

fa ctor s .

(D — a ) D
( — b
)
m ay be writt n e y = u
n
.

Thi i tr u v e n f th
s s e e 1 e fa ctor s of F (D) ar e n ot all di ff e r e nt .

H c olv
en (De s e a ) (D b) y log z .

1
(34) B y putti g n
F (D )
i n to p rti l fr c t io n prove a a a s, -
th e s ol ution of

F (D) y = u may b e e xpr e d i n th e f or m

ess

1
E
F (a )
provi ded th e f ctors a of F (D ) a r e all di ff e r e n t .

[ If th f t or s of e ac F (D ) a r e n ot a ll di ff e r e n t , we g e t r e pe a e d t i nt e

g r ati o ns .

h or etic lly the m tho d f thi s x mpl e d the l t n bl e u t o

T e a e s o e a an as e a s

so lv e y li n r qu t io n wi t h co n t nt co ff ci nt s
an ea e Un f ort u n t e ly
a s a e i e . a ,

u n l ess u i o f th e i mpl f un c tio n (pro ducts of e xpo n nt i l

s ne o s in e s e a s, s es

an d co i n e s d pol y n o mi l ) di cu
s ,
an d i n th t xt w g n r lly a s s sse e e ,
e ar e e e a

l ft wi th i n d fin i t e i n t gr tio n which c n ot b e p erform d

e an e e a an e .

If u= f (z ) , we can r e wri t e e
a“
ue
-
‘
J'a
c
dz

i n th form e
f (t) cw" t)
dt,

wh e re the low e r li mit k i s an a rbitr ry co n st nt a a .

46 D IFF EREN TI AL EQ UATI ONS
(3 5 ) (i ) Ve rify th at
y =
f ) sin
(t p(
z t) dt
5
is a Pa t r icul r Int e gr l
a a of

d y 2
+ p 2y = f (x)
dz 2

[ Re me mb e r t h t ifa a an d b a r e fu n ctio n s o f z,

db ”
33 g
t)
F(
z , t) dt = F (
b o— , F (a , 0 9 - ;
dt .
]
;

(11 ) Ob t a in thi s Pa rtic ul a r I t e gr al by n us ing th e r e su lt of t he

e xa mp e l .

(iii ) Henc e olve (D + 1 ) y co c zs 2

se .

(iv) Show th t this m tho d will l o giv a e a s e t he s ol utio n of

(i n or m fr e e fro m sig i nt e gr tio n ) nc

’

a f n s of a , if f (
z ) is a n y o n e of the fu
tio n t n cot z se c )
s a z, , z .

t h t th P r ticul r Int gr l f 3
z
( y
(3 6) Show n
a+1 y k o pt p e a a e a o 9
2 —
= o s re re

se nt o cill tio n with i nd finit l y i n cr i n g mpli t ud

s an s a an e e eas a e .

[ Thi i th ph n o m n o n f R E S ONAN C E whi ch w h v e m n tio n

s s e e e o , e a e ed

b for ( Ex 5 f ollowi g A t
e e se e Of co ur
. t h ph y ic l n r . se e s a e

of t hi typ s o l y pproxi m t
e ar e it mu t no t b n um d a a e , so s e a ss e

o cill tio n r ll y b co m i nfi nit

s a ea St ill it m y b co me e es e . a e

for f ty
sa e It i f thi r o n th t ol di r br k t p o n
. s or s eas a s e s ea s e

bridg i n c th ir t p mi gh t b i n tun with th n tur l 0

e, ase e s e s e e e a a

O f th t ructu ]
e s r e

(37 ) Show th t the P rticul r Int egr l

a a a a of

d2y dy
dt 2
+ 2h
dt
+ w 2
+ 17 2
)y — ke
_M
c os pt

r e pr ese nt s an

i n d the maxi mum valu f t hi mplitude d

F
o cill tio n with
s a

i v ry e o
a v ri bl
a

s a
a e a mpli t ud e

an s
22
how t h t it a s e
,

l rge if k i v ry m ll Wh t i th v l ue of the mpli tud ft r a

a s e s a . a s e a a e a e n

i nfini t e ti m e

[ T hi r pr nt t
sh e f orc
e d vibr t io
esen f y t e m which
s i i n e a o a s s s r es on ~

an ec wi t h t he f orci n g a ge n c y wh n bo t h d mp d b y f i c t io n Th , e ar e a e r . e

r esult how t h t if thi f ric t io n i sm ll th f orc d vibrat io n oon

s s a s s a e e s s

b e co m l arge though not i nfini t as i n th l st ex mpl This a

e , e e a a e . is n

a dv n t g e in
a o m c e If the re c ivi n g i n trume nt of wir l s
a s e as s . e s s e es

t l gr phy w re ot i n r e o na n c e wi t h the H rt zi n wav the e ff c ts

e e a e n s e a e s, e

w o ul d b e too f i nt to b e de t c t d ] a e e
 = O .

[ This qu tion gives the late ral di pl ac e me t y of an y portion of

e a s n a .

thi n ver tic l h aft in rapi d rot tio n z b e i n g the ve rt ic al h ight of the
a s a , e

(3 9) If, in the l sta e xa mp e , l

da
_ O whe n z 0 an d -
l,
y z
dz
prove th t a y co
E(
c os h nz ) F ( i
nz
s z i n h ) s n n s nz

os u l co h n l 1 c s .

hi m n th t h h a f t i s su p ort e d t two p mt o e a h e igh t

[ T s ea s a t s p e a o s, n

1a bove the oth e r a d is co mp ell ed to b e ve rtic l t th e e poi nts The

, n a a s .

n wh e n Iis know n ] .

Prove th at th Co mpl e me nt a ry Fun c tion of

e

(Pg dy
+ 3 —
+4 + 2y = 40
dt 3
E2 dt
b e come s n e gli gibl e wh e n t i n cre ase s suffi ci e ntly whil that of , e

d3 y d2y
+ 2y = 40
3 2
dt dt
o cillates with i n defi n it l y i n cr i n g mpli tude
s e e as a .

[ An e qu tio n of thi ty p hol d

a ppro xi m t l y for the angul a
s e s a a e r

velocity of the gov rnor of t m turbi e Th fi r t qu t io n corre

e a s ea n . e s e a

spo ds to
n table m otio n f r v ol utio n the
a s co n d to u ta ble mo t io n
o e , se ns

hfinti ng See the App e n dix to P rr y S tea m E g i

’
or . e s n ne .

l
(41 ) Paove t h at the ge ne ra l ol ution of the simultane o us e quat on s i s
'

d z
z dy
m “

VG He
2
172
,
dt

d
fi
m z / d
z
dt dt
wh e r e m , V H , , a n d e ar e co n t nts i
s a , s

= A + B oo
'
J
z (wt s a ) ,

Vt B
y — + C+ s1 n (wt —
)
H
a ,

wh ree w an d A B C
, , , a ar e a rbit r ry co n t nt a s a s .

dz dy
G ive n th t a =
w
= z =
y = O wh e n t = 0, s how th t t h a e se r c
e du e to

(1 c os wt) ,

(wt sin wt) , th e e qu tio n

a s of a cycloid .
48 D IFF EREN TI AL EQ UATI ONS
[ Th esequatio ns gi v the p t h f corpu cl e of m m d ch rge
e e a o a s a ss an a
e r p ll d f rom
e e e n g t iv l y ch rg d h e t of i n c illumin t ed wit h
a e a e -
a e s e z a
ul t ra viol e t ligh t u de r
-
m g n t ic fi l d H p r all l t th u rf c e
, n V is
a a e e a e o e s a .

th e e l ctric i n t e n i ty du e t o the ch rg d
e s ur f c e B y fi n di n g x a e s a . e

pe ime t ll y th e gr t e t v l u
r n a f Si J J Tho m o n d t e r mi n ed
ea s a e o z, r . . s e
2V
from wh ch the mport a n t r t o i c lc ul t d wh e n V
i dH e a i is a a e an ar
wH
’
e

k n ow S e Phi l M g Vol 48 p 5 47 1 8 99 ]
n . e . a . .
, .
,

(42) G ive n th i mul ta n e o u e qu t io n e s s a s,

(1 1,
2
an , I,
v — '

i
'
M - — - ‘
t
'
Ep C OS t
p,
a
'

até
l
clt
z

2
E 2
w
e l l
dt di z
02

wh re e L I, L 2, M , cl , 02, E an d
p ar e con t nts prove th t
s a , a II is of the
f or m
a l c os mt
pt + A I c os ( a ) B s (t
B) 1 co n ,

and 1 2 of the f orm

a
2 c os pt + A2 c os (mt a ) B 2 c os (n t B) ,

wh re e a
.
fi pc l u —
p e zlza

EM 3
—
19 C 1 02,
“

76
10 de noti n g th e ex pr e io n ss

(L 1 L 2 M 2) 01 02294 (L 1 01 L 202) P2 ‘
l
'
l

m a n d n ar e c ert i n a defin i te co n t nt A s a s I,
B 1 , or a n d ar e B arbi t r ry a

c o n st n ts ;
a an d A2 i s e xp r e ssibl i n t er m e s of AI a n d B 2 in t rms e

of A2 .

P rov u t h r th t
e f r e a m a n d n a r e r ea l if L I, L 2, M , cl , a n d 02 a r e ea r l
a nd p s o i t iv
e .

h
[ T e se e u a q t io n iv
s g e th e ma y a n d se da y u e s I1 a n d pri r co n r c rr nt
I2 i n t r n or r wh n
a a sf me e th e u s a d e se s O f a a t es circ i t co nt i n co n n r c p ci i
c 1 a n d 02 L I a n d L 2 a r e th e
. e ff e s of se f n du an d M a co ici nt l i c t ion th t -

of m t l i n ct io n
u ua du The e s s a es ( a r e u su a y
. e y sma ) r i t n c which ll v r ll
v b n gl ct
h a e ee n e e e d E sin pt is the m e ss e d . o f the a y ] i pr prim r
50 D IFF EREN TI AL EQ UATI ONS
6 2
1 6 2

863
F ro m (2) an d ,

a pa r t i l di ff er nt i l qu tio n f the co n d ord r *

a e a e a o se e .

E x (ii ) Eli mi n t the rbitr r y fu n c t io n f from

. . a e a a

Exa mpl es f or solution .

Eli mi n t e th rbi t r ry fu c tio n fro m th e f ollowi g e qu tio n

a e a a n s n a s

()
1 W h r i = e e
2 — 1 .

(3 ) z= f (z c os a + y sin a — at ) + F (z c os a + y sin a + a t) .

A4) z = f< x2 — y
2
> .
v (5 ) z = e
a w+ by
f( ax — by) .

(6) z fi f e) .

43 l mination of arbitr ary constants W e h ave se en in

. E i .

C h a pt e r I how t o e l imin a t e a rbitr a r y con sta nts by or dina ry

.

d i ffe r e nti a l e qu a tion s T h i s c an al o b e e ff e cte d by p artial s

. s .

Eli mi n t A d p f ro m = A t
Ex . a e i p an z e p s n z .

on ‘
W e get p A
2
e p s n i pz ,
d z
?

2
2

; pe
p ‘s n i pz

We
th e r e for
R 630 2
a ?

Ex . E m li i n t a e a, b
,
an d c f ro m
a bt + c
z = a(z + y) + b (
z y) + .

W e g et
3; a b
,

32:
331
az
at
* t n h l d f t h t n v r vi b t i
h
T is e qua io fo t t h d t ing
s or e ra s e se ra on s o a s re c e s r

t
n l l ti n f i t i q ti nt tw w v
.

Th mo s g e e r a w hi h r p
‘

e so u o o s e ua on c e r e se s o a es

t v ll i g w ith p d
ra e n t t h r ig h t
s d h
eeth t th l ft
a ,
one o e an t e o er o e e .
 PA R TIAL D IFF EREN TI A L EQ UATI ONS 51

(a b) 2
(a b) 2=
4a b .

dz 2
dz 2
dz
Th r for e e e
(5 > (a) 5
4
7
6
.

Exa mples f or so luti on .

Eli mi n t th a e e a rbi t r ry co n t nt fro m th followi g e qu tio n s

a s a s e n a

/ 2)
y wh r p
et
2 = Ae 1p
( A o q si
s l ’t 2 2 2
‘ ‘

c os p z z e c s z n r e e r
.

9 ,

z = az + (1 (4)
z= (z — b) 2
.
(6)
44 . l l renti al equati ons As we h ave
Specia difiicul tie so f par tia diff e .

a l r e a dy st a t e d in Ch a pt e r I e v e r
y or din ar y di ff e r e nti al e q ua tion .
,

Of th e n or de r may b e r e ga r de d as de riv e d from a s o l ution c on

th

ta ining n a rbitr ary consta n ts It mi ght b e suppo se d that e v e ry .

*

a r ti a l di ff e r e nti a l e q u a tion of the n or de r was similar ly de riva b l e th

p
fr om a s o l ution cont a ining n a rbitr a ry f un cti on s Ho w e v e r this is .
,

n ot tru e In g en e r a l it is impo ssib l e to e x pr e s s th e e l imin a nt of

.

n a rbitr a r f unction s a s a p a rti a l d i ff e r e nti a l e q u a tion Of or de r n

y .

An e qu a tion of a high e r or de r is r e quir e d an d th e r e sul t is n ot ,

u n iqu e T
thi s ch a pt e r we sh all cont e nt o ur se l ve s with find ing p a rticul a r
In
s o l ution s B y m e an s of th e se we c a n s o l v e su ch probl e m s a s mo st
.

common ly ari se from ph y sic a l c on sider ation s i W e may co s o l e n

o ur se l v e s for our in ab ility to fin d t h e mo st g e n e ra l so lution s b y the ~

r e fl e ction th a t in tho se c ase wh e n th ey h a v e b e e n f o und it is o fte n s

e xtr e m e ly di ffi c u lt to a pp ly th e m t o a n y p a rticul a r prob l e m § .

It wi ll b h wn l t r (Ch p V I ) th t i rt in
e s o pt i n la e a a n ce a e xc e o a c ase s an
rd in ry d i ff nti l q ti n d mit f Sing l S l ti n i dd iti n t th
. .

o a ere a e ua o a s o u ar o u o s n a o o e

l ti n w ith rbit ry n t nt Th Sing l S l ti n

so u o a ra co t d iv b ls a s e se u ar o u o s ar e no er a e

f r m th
o rd in ry l ti n by g i m g th n nt p rti l r v l b t
e o a so u o f v e co s ta s a cu a a ue s, u ar e o

q itu d i ff r nt f m
e a e e or .

Edw rd A rt W i ll i m n
’
D iff ti l C l
’
TS ee a l s 5 12 d 5 13 e r en a a c u u s, s . an , or a so s

D ifier en tia l Ca l cul us, A r t 3 1 7

'

. .

h t w ll t k i t bvi th t v ry h pr b l m h
ITh e p y s ic is i l ti n a e as O ou s a e e s uc o e a s a so u o
r v th t th l ti n i i q Fr m t h p int f vi w f p r
,

a n d mo e o e r a is so u o s un ue o e o o e o u e
th t tt r f g r t d iffi lt t p v t h fi t f th f t
.

m a e ma i c s i t i s a m a ea cu o ro o e se ac s

thi pr f h nly b n g iv n q it r ntly by th id f th Th y f Int g r l

, e o e e rs

s oo as o ee e u e ece e a O e e or O e a

E q ti n ( H y w d d F e h t L E q ti l F d h lm t pp l i ti ’ ’
ua o s se e e oo an r c e s ua on a e r e o e ses a ca on s

a l P hy i q
a M h m ti q )s Thue nd f t i at ily pr v d b y t h
’
e a id f ne e se c o ac s e as o e e a o

G r n Th r m ( C l w F i S i d I t g l p
.

’ ’ ’
ee s eo e se e ar s a s our er s er es a n n e r a s, .

§F mpl W hitt k r h
or e xa pr v d th t th m t g n r l
e, l ti n f a e as o e a e os e e a so u o o

L pla q t
ace s e
’
ua 1 o n
8 V 8 V 5 V 2 2 2

as
+
ay e
+
w
V=
£ t) d t,

b u t i f w e w is t o fi n d a h so u l t i n ti fy ing rt in g iv n nd iti n
o sa s ce a e co o s on a gi vn e

r
s u f ac e , w e g e e a y u s e n r ll a so u l ti n i t h f rm f i fi i t i
o n e o o an n
'

n e se r e s .
52 D IFF EREN TI A L EQ UATI ONS
mpl e par ticular soluti ons
45 . Si .

1 dz
Ex Co d r th e qu t o n
.
(wh
ns i h gi ve th co in
e e a i ic s e
at
d uc t io n of h t i n di m n io n ) Thi qu tio n i li ea Now i n
‘

ea on e e s . s e a s n r .
,

t h t r t m nt f or di n ry li n r qu t io n w f o u n d xpo n n ti l v r y
e ea e O a ea e a s e e e a s e

u ful
se Thi ugg
. t t ri l ol utio n Sub ti tu ti n g i
s s es s as a a s . s n

t h di ff r nt i l q u t io n w g t
e e e a e a , e e

which i tr s ue if n = 2 2
rn a .

Th u i ol ut io
s s a s n .

Ch n g i n g th Sig n f m
a e o ,
e
‘
m mfl a gi
is a s l o ol utio n
a s .

Ex (ii ) Fi n d .ol u tio n . a s of t he sa m e e qu t io n t h t v n i h wh n

a a a s es e .

t= 00

In th e pr e v io us s ol u io s t occu r s i t n n T is h i n cr wit h t e a se s ,

si n
c e rn
z 2
a is po si ive i f rn a n d a a r e r e a l t . To ma k e it d cr put e e a se ,

m ip, so h a rn a
= 2 2= 2 z
p a t t .

Thi s giv e s e im ff’z‘

f 2t
a s a s ol u io
'

t n .

Si m il a rl y is a s ol utio n .

n
He c e a s t h e di ff e r e i al e qua io is li
,
nt t n n r ea ,
Be d “
) is
a s ol u io t n
which we r e pl a c e a s usual b v
, , ,

e
‘

P
2a 2‘
(E c os pz F s in pz ) .

on
Ex . Fi d n ol ut o na s i of wh ch h ll vi s a an i s h wh n e

y = + oo ,
an d a s l o wh n O e z = .
z 9
tti n g
Pu w g e et so m2 + n 2 = 0 .

co ndi tio n wh n y
The e = + 00 d e ma ds n th t a it s ho ul d be re la a nd

n g t iv
e a y p e , sa n .

Th n e m r i
p .

H nc e e is a s ol utio n ,

e Py
'

(E c os pz + F sin p ) i
at
s a s ol utio n .

B ut z = 0 if z = 0, so E= 0 .

Th e s ol ut io n r e qu ir ed is t h r for e e e Fe l ’l’
sin
‘

pz .

Exa mpl es f or solution .

2 2
gi v n t h t y = 0 wh n
e a e z = + 00 a n d l o wh n t
a s e = + 00

8 22 1
(2) v n th t
gi e n v r n fin t a z is e e i i e (for an
y r l
eav l u a e s of
3 3
7
’
2 2
ay 2

z or y) ,
an d th t a z= 0 wh n 0 or y O e z = = .

(3 )
9 3
a gi 0, g i v n t h t z i n v r i n fin i t
e a s e e e , an d th t a 0 wh en
 PA R TI AL D IFF ER E NTI AL E Q UATI ON S 53

32 V 6 2 17
6y 2
az 2
= 0, g v n th t
i e a V= O wh n e z = + 00 wh n e

y = 00 an d a s l o wh n e z = 0 .

6 V 2

83] de
’ gi v n th t
e a V is n v r n fin t
e e i i e , an d th t a V= C an d

gr g g = = = 0 wh n e

8 V 2
8 V 2
8V
(6) 5 5
+
ay 2
at
gi v n th t
e a V= 0 wh n e t= + 00 wh n e z = 0 or
l ,
an d wh e n y = 0 or Z .

46 . Mor e compli cated initial an d b o n

u conditions
dar y .
*
In Ex .
(iii )
of Ar t 45 we f o un d F e sin s o l ution of
— ’’
Ii as a
.
, pz
62
2

az z
dy z

sa tisfy ing the con dition s th a t z = 0 if y or if z = 0 00 .

Suppo se th at w e i mpo se two e x tr a c on dition s Tsay z = 0 if z = l ,

an d z lx if y = 0 f or a ll v a l u e s of z b e t w e e n 0 an d l .

The fir st con dition giv e s S in pl = 0 ,

t e
p l = n w h e r e n is an
.
y int
. eger 7r , .

For Simp l icity w e wi ll a t fir st t ak e l = giving p n an y inte g er 7r , , .

The se con d con dition giv es F sin pz == z z f or a ll v a l u e s of z 7r — 2

b e t w e e n 0 an d Thi s is impo ssib l e 77 . .

Ho w e v e r in ste ad of the s o lution con si sting of a S ing l e t e rm we

, ,

m ay t ak e
i i
—3
sin z
4
F 26 ?! s n 2z + F3e y s n 3z
i c e the e qua tion is li n ear (if th i s is n ot c l ea r of Ch ap III
s n , . . . Ar t .

g iving p t h e v a l u e s 1 2 3 an d a dding th e r e sul t s , , , .

B y p u tting y = 0 an d e qu a ting to m z we ge t 7 — 2

F 1 sin z + F 2 sin 2z + F 3 sin 3 z

valu e s Of 53 b e tw e e n 0 a n d
7r z — z
2
f or a ll W .

The stu de nt w ill po ss ib ly t h in k thiS e qu ation a s impo ssib l e to

'

s a ti sfy as th e ot h e r b ut it is a r e m a r k a b l e fa ct t h a t we ca n choo se
,

va lue s of the F s th a t m ake th is tru e ’

.

T h is is a p articula r c ase of a mor e g e n e r al th e or e m w h ic h we ,

no w e nunciate .

A t lly d n t tim d
s u su a d y r t ng l e rd in t
o es n d it i n e an z an ec a u ar c oo a es, a co o

s uc h = 0 wh n t = 0 i
as z ll d i i i l nd iti n whil
e h = 0 if
s ca e an n t a co o e on e suc as z

ll d b d y nd iti n
,

x =0 if
,
. l or if y = i z z
, or z , s ca e a ou n ar co o

1 Th i i th pr b l m f fin d in g t h t dy d i t i b t i n f t m p t r i e s ea s r u o o e er a u e n a
“

s s e o e O

se mi i fi i t r t ng l
-
n ntrip f m t l f br d th l wh n th infinit id
e ec a u ar s o e a o ea e e e s es ar e

k pt t 0 d th b
,
°
e a t (l an e ase a x
54 D IFF ERENTI A L EQ UATI ONS
47 .ur ie r s Half Rang e Series Ev e ry fun ction of as which
Fo ’ -
.

sa ti sfie s c e rt a in con di tion s c an b e e x p a n de d in a conv e rg e nt se ri es

of th e f orm

f () z = a s
1 in z + a 2 s ni 2z + a s sin to inf .

f or a llval u es of z b e tw e e n 0 an d (but n ot n e c essarily for the 71

e xtr e m e v a lu es z = 0 an d z = ) 7r .

Thi s is c all e d F ourie r s h alf r ang e sin e se ri e s ’

-
.

The con dition s a ll u de d to ar e s ati sfie d in pr a ctic a lly e v e ry

p hysic al pr oblem r l ‘

Simil ar ly un de r the sam e con di tion s f (

, z ) ma y b e e xp a n de d in

a h a lf r a ng e co s in e se ri e s
-

l0 + l1 c os z + l2 c os 2z +- l a c os to inf .

Th e se ar e c alle d h alf r a ng e se rie s as ag ain st the se ri e s val id

-

b e tw e e n 0 an d 2 w h ic h conta in s both sin e an d co in e t e rms

7r , s .

The proo fs of th e se th e or e m s ar e v e r y long a n d di fficu l t I How .

e v e r ii it b e assumed tha t thes e ez pa n si ons ar e possi ble it is e asy to

, ,

fin d th e v al u e s of the co e ffi ci e nt s .

Mul tip ly the sin e se ri e s by sin n z an d int e gr at e t e rm by t e rm § , ,

g iving

f () z sin n z dz = a
1 sin z sin nz de a2

The t e r m with a n as a f a ctor is

sin dz
2
nz

2nz ) dz s in
(1 — c os 2nz

Jea nB t t
a p i s e J os e ph ou r ie o f A u xe r
-
F r r e (1 768 1 830) i s e s
-
b t k n n th
ow as e

t
a u h o r o f L a Theor ie a n a ly ti qu e d e l a c ha l eur r r
Hi s se i e s a os e in t h e sol ti n f u o O
r bl n t n h t
.

p o e ms on th e c o d uc i o o f e a

i It i s s ufiici en t f or f (z ) t o b e s in g l e v a l ue d , fi i e , a n d c o i u ous , a n d a ~
nt nt n hv e

onl y a t n br
i l
m i e d u m e O f mna x i ma a n d m i i ma e w e e z = 0 a n d z z ir o we e bt n H vr
th n t n n r n nt n t n
.
,

e se c o d i i o s a r e n o t e c e ssa
y Th e e c e ssa r y a n d s u ffi c ie s e t of c o di i o s

b n vr
.

h a s n o t y e t e e d i sc o e e d .

f ll d i i n f F ri r S ri
’
Ca r s l a w F ou r i e r S er i es
’ ’
IF or a u s c uss o O ou e s e e s , se e s s a nd

d H b n Th ti
’
I t g l
n e r a s an y f F o so s eor o un c ons .

§ Th mpti n th t thi i l g i ti m t
e as su o a s s e a e is a n th r
o e nt th t r
po i a e qui e s r
j tifi ti n
us ca o .
 PA R T IAL DIFF EREN TI A L EQ UATI ONS 55

The t er m invo l vin g an y oth e r co effi ci e nt , say a r , is

sin r z sin n z dz

c os ( n —r z ) c os (n +r z ) } dz
— r
)z sin (n +r z )
n +r

z ) sin nz dz éa n w,

an f (z ) sin n z dz .

S imi l a r ly , it is e asy to prove th at if

f () z = b0 + b1 c os z + b2 c os 2z
for val u es of z b e tw e e n 0 an d 97 ,
th e n
f (z ) dz
b,, f () z c os nz dz

val ues of n oth e r th an 0 .

48 . mpl es of Four ier s Series

Exa
’
.

(i ) Exp nd a in a h lf r n g
7r z — z
2
a -
a e s in e se ri e s, v li d
a be tw e e n z = 0

It isb ette r n ot to quot the f or mul e st bli h ed i n th l t rticl

e a a s e as a e .

— = Si n z l a i 2 + i
i rz z
2
a1 - -
2 s n
z a3 s n

Mul tipl y by i n d i nt gr t f o m O t o W g v mg
s n z an e a e r ,
i

(7r z z
2
) sin n z dz = a n sin
2
nz dz an , as b for
e e .

No w ,
i nte gr ti n g by p rt
a a s,

1
( 7r z — z
2
) sin n z dz — —
( 7r z —
z
2
) c os ( 7r — 2z ) c os n z dz
7z

7 2z ) sin n sin n z dz

if n is o dd or 0 if n is e vne .

T hu s an i f n is Od d or 0 if n is e v n gi vi n g fi n ll y
e ,
a

sin
‘
+ 7 7 sin 3 z + T é g
2
7r z — z (sin z
 D IFF EREN TI A L EQ UATI ONS
(ii ) Expa d f (z ) n i n h l f r ng eri v l id fro m
a a -
a e s es a z = 0 to z 7r , wh r e e

f () zm b=t w n = 0 z d e ee z an z
z
7r
an d — z
) b et w e n e z _ an d z = 7r .

2
t hi c f ( ) i gi v n b y di ff r n t n l yt i l
In s ase z s e e e a a ca ex
p r io n in
e ss s

di ff r nt p rt
e e f th r ng Th o n l y n o v l t y li
a in
s o e a e .
*
e e es t he e v l u t io n
a a

of th i nt gr l e e a s .

I thi c n s ase

'

f () z sin n z dz =
f (
z) si n n z dz + f z ) sin
( nz dz
"

mz sin nz dz m (7r z ) sin nz dz .

We l v ea e th e r t es of th e work to the tud nt s e . Th e r e su lt i s

4m
— z si n 3z + 7 1—
biz si n
g si n
7

tud nt ho ul d dr w th gr ph f th gi v n fu nc t o n
The s e d s a e a o e e i ,
an

co r i t wi t h th gr ph f th fir t t rm d f th um f th fi t
mpa e e a o e s e an o e s o e r s

two t rms f thi e o s

Exampl es f or solution .

Exp n d t h f ollowi n g f un t io n i n h l f r n g
a in ri v li d
e c s a -
a e s e se es , a

b tw n = 0 d
e ee z an z = 7r

1 (2) 27 .
(4) c os z

(6) f () z = 0 f ro m z = 0 to z an d f ro m z

ii
i
-
7r ) (3 7r — 4z ) f ro m z =
§ .

(7 W hich of th e se e x
pa n io n hol d good
s s ( ) for
a z = 0

(b) for z = 7r ?

l cation of Fourier s series to satisf y b oundar y conditions

4 9 App i .
’
.

W e c an n ow co m p l e te th e s ol ution of the prob l e m of Ar t 4 6 . .

W e f oun d in Ar t 46 t h a t .

—
Fl e i
y s n z + e
‘
zy
sin 2z + F 3e 3 i/
i 3 90
‘

s n

sa ti sfie d all the con di tion s ,

if
F 1 sin z + F 2 sin 2z + F 3 sin irz —
z
2

f or value s of z b e tw e e n 0 an d
a ll 7r .

F i th r m ppli v n i f f ( ) i g iv n b y g ph w ith n l yti l

o ur e r s
’
eo e a es e e x s e a ra no a a ca

pr
ex i n t l l i f th
e ss o nd iti g iv n i th f tn t t A t 47
a a ti fi d
e co on s e n e oo o e o r a r e sa s e

f n ti n g iv n g r ph i ll y th int g l d t r m i d b y ri th
. .
,

F or a u c o e a ca e se e ra s ar e e e ne a
m t i l ppr i m t i n in t m nt k n w n H m n i An l y
,

e ca by a ox a o or an s ru e o as a ar o c a se r .

l S v r l f th gr ph w ill b f nd i C l w F S i dI t g l
’ ’
i s,
‘ '
e e a o e a s e ou n ar s a s o ur er s er es a n n e r a

A t 59
r . Mr lbrt n .
g iv n i t h P h il Fl y V l 4 5
o e e a o a e o e s ar e e n e . a ,
o .
58 D IFF ERENTI AL EQ UATI ONS
(5 ) Eli mi n a t e the a rbitr ry f un ctio ns fro m
a

V=
; [f ( r -
at )

(6) (i ) Show th t if a e
m aci i" t
‘

is a s ol utio n of

wh r n an d k a e r l th e n m mu t b co mpl x
e e r ea , s e e .

(ii ) H n c e puttin g m f how t h t V i ( t f ) i — — i ” —

‘

e
g s , n , a oe s n z s a

sol utio n th at r e duces to V in n t f r = 0 provi ded K (9 f ) = h 0s o z ,

2 2
an d

iii
( ) If V = 0 wh en z = + 00 s how t h t a if K an d n ar e po itives so

ar e g an d f .

[ In An gstrom s me tho d me suri n g K (th di ff u ivi ty

’
e of a e s on

e d n f a ve ry lo g b
O i ub j c t d to p rio di ch n ge f t mp r atur e
n ar s s e e a e c a O e e

V Sin t
0
Thi c u s h t w v e s t o tr v l lo n g t h b
n . s a B y m e su
se ea a a e a e ar . a r

i n g th ir v locity d r t e f de c y /f a d g
e e foun d K is th e n
an a o a n n ar e .

c lc ul t e d fr o m K
a a

S1 7 0 V 2

()7 F ind a s u o f e dol tio n

u V0 sin n t for z = 0 K _
r ci n g to
at fiz z
an d to ro
ze f or z 00

h
[ T i s i s t he e m of t h e as ue s probl
e ad a a ke s l t q tio n wh n n o r i tio n t '

pl c
a e r pl c
The b ar ma y b e e a e d b y a s e m in fi n ite s d
. u de d b y i oli bo n
-

l n c lw
a p a e f a e , if t he flow is a a ys pe pe d u a a fa e K e v r n ic l r to th t c l in .

o n K
f u d rth t hi
f o r t he e a by t ho
s me d]

8) Prove th at th i mul t n o us qu tio n e s a e e a s

6V 81
RI“L b
am s?
81 aV

a r e sa ti sfi e d by V
I l og

9
2—
f
2
RK n
2
L C, '

2f g = n (RC + L K ) ,

’
1 O
2
(R iL n) V 0
2
(K i Cn ) .

[ T e s e a h
r e He a v isid e s e qu t io n f t l pho n bl with r i t ’
a s or a e e e ca e es s

anc e R c it
apa c y C ,
i n c t n L d l k n K ll m ur d p
du a ,
ce ,
an ea a ce ,
a e as e er

uni t l n gth
e c rr nt d V th l ctro motiv f orc ]
Iis the u e . an e e e e e

() S
9 how th t i n t h e l t q u tio n 9ai i d p n d e n t f if RC = K L
as es s n e e o n

tt n tio n f h w v d d u po n 9 which i n g n r l
[ Th u e at e pa n o e a e e e s ,
e e a

d p n d upo n
e e s Th u if o un d i co mpo d f h r m o n ic w v f
n . s, a s s se o a a es o

di ff r nt fr qu n ci
e e th w v e e t r n mi tt d wi th di ff r nt d gr
e s, e se a e s ar e a s e e e e e es

of t t n u tio n
a e Th e s o un d r c i v d t th e o t h r
a .
d i t h r f or e e e a e en s e e e
 M I SCELL ANEO U S E X AM P LES 59

d i tort
s ed . He a v iside
’
s de vic e of i n cr e i n g L as an d K to mak e RC = K L

(1 0) In que tion if L = K = O show th t both V

s ,
a an d I ar e

prop aga ed t with v loci t y e

[ Th e e v locity is give n b y n /f ] .

(1 1 ) Show th at the i mul t n o u e q uatio n s a e s s

t ap dy as u
,
. da are ac ,
— ,

’ ’
c dy at dz c dt dy dz
k ao da dy . M as aP aR ,

’ ’
c dt dz dz c dt dz dz
11:
dB dB da u
,
. dy dQ dB
0 dl dz dy c dt dz dy
a r e sa ti s fie d b y P= O a = 0

Q = 0; B Bo S
= i n MO
O — vi
)
R = R0 sin p ( z — vt ) ; y
= 0;

p rovi d d th a t e d s fl ak/ MR
= an o ,

[ Th M x w ll l ctro m g n tic q u tio n f di l c t ric f

'

’
ese a r e a e s e e a e e a s or a e e o

s p ci fic i n ductiv e c p ci t y I
e d p r m bili t y u P Q Ra a e th t an e ea ,
.
, ,
ar e

co mpo n e t f th l c t ric i nte n ity d B y tho f th m g n t ic

n s O e e e s an a, , se o e a e

i nte n ity 0 is th r tio f th e l e c tro m g n tic t o the l ctro t tic

s . e a o e a e e e s a

:
un its (whi ch i e qu l to the velocity f light i n fr th er ) Th ol utio n
s a o ee e . e s

s hows th t pl n l e ctro m g n tic w v s tr v l wi th the v locity c/ X/ FI

a a e e a e a e a e e L

a d th t th e e l ctric
n a d m g n tic i nt n siti
e p rp e n dicul ar to th
an a e e es a r e e e

dir ction f prop g tio n

e d to
o ch oth r ] a a an ea e .

l g
a /
(1 2) F ind a s ol utio n of — = K su ch t h at
d
V¢ oo if t= 00 ;
V = 0 if z = 0 or W , f or all v lua es of t;

V = 7r z v lu f b t w n 0 d
z
2
if t = 0 for ,
a es o z e ee an ir .

[ N B B f or ttemp t i n g t hi q u t io n r d g i n Ar t 46 d 49
. . e e a s es ea a a s . an .

V i th t mp r tu f
s e e r di ti n g d f l n gth who n d
e a r e o a n on - a a ro o e 7r se e s ar e

k pt t th t mp r tur d b i n g i n iti ll y ( 2 °
e a f th e e e a ) te o e ro e a 7r z — z a a

di t n cs a fro m e z d ] an e n .

( )
1 3 W h t d o t h ol u
a tio n f t h l
es t qu t ioen b co
s m if t h o e as es e e e

l gth f th d i l in t d f
en o e ro s s ea o 7r

[ N B Proc d . . in A t ee as r .

(1 4 ) Solv q u tio n ( 1 2) e if t h co n d i
est io n V 0 f O or i e = or z = 7r s

r pl c d by
e a e 0 f 0
g = or z = or 7r .

[ In t d f th n d b i n g t co n t n t t mp r tur th y
s ea o e e s e hr a a s a e e a e, e ar e e e

tr t d th t h t
ea e so pa t hronough t h m ] ea can a ss e .

( )
1 5 Solv q u t io n ( )
1 2 if
e t h x pr io
es n i r pl c d b y 1 00 e e e ss 7r z z
2
s e a e .
60 D IFF ERENTI A L EQ UATI O N S

(1 6) Fi n d a s ol utio n of su ch t h t a

V# oo i f t = co

V = IGO if v lu f t ; z = 0 or 7r f or a ll a es o

V O if t 0 f ll v l u = f b tw n 0 d = or a a es o z e ee an W .

[ H r th i n iti ll y i col d d h it n d i n boili n g w t r ]

e e e a ce -
ro as s e s a e .

(1 7 ) Sol v qu t io n (1 5 ) if t h l n g t h i l i n t d f
e es If l i a e e s s ea o 7r .
f
n cr e ses

i nd fini t l y S how t h t th i nfi ni t ri b o m th i t gr l
e e ,
a e e se es ec es e n e a

200 1 _K ,t
—
s in a z da
a
e .

[N . B . T hi s is ca ll ed a F o uri r e
’
s I nt gr l e a . To ob t i n t hi r
a s es u lt
an d 27r / l = da .

l vi n u d int gr l i n hi c l br t d t i m t f th g f th
K e se an e a s e e a e es a e o e a e o e

e rth f ro m t h
a Ob r v d r t f i n r f t m p r t ur u n d r g rou d
e se e a e o c e a se o e e a e e n .

(S x mpl
ee e (1 07 ) f th mi c ll an o u
a et t th d of th book )
o e s e e s se a e en e .

St utt r c n t di co v ry t h t h t i co nti n u ll y g r t d wi t hi n t h
’
r s e e s e a ea s a .
en e a e e

ea rt h by r di o ti v proc S how t h t K l vi n
a —a c tim t w t e e ss es s a e
’
s es a e as oo

sm ll ] a

(1 8 ) Fi n d sol utio n f K uch t h t

a o s a

V i fi i t wh n t = + ; s n e e 00

d l 7
_ = 0 wh n e z = 0,
dz r a ll v lu a es of t
wh n
.

l V= O e z = ,

V = V wh n t 0 f ll v l u f
0 b tw n 0 d l
e =
, or a a es O z e ee an .

[ If m ll t t t ub co nt i n i n g
a s a ol ut io n f l t i co mpl t l y
es -
e a a s o sa s e e

s ub m rg d i n ev r y l rg v e l f ul l f w t r th s l t di ff u up ut
e a e a e ss e O a e , e a se s o

o f th t t tu b i n to th w t r f th e l r g v
e es -
e l If V i th i n i ti l e a e o a e e ss e .
0 s e a

co n c ntr tio n f th l t d l th l n gth f t t t ub e i t fill V giv

e a o e sa an e e o es -
s, es

th e conc e n tr t io n t y t i m t h aight bov t h

a bo t tom f t
anh e a a e z a e e o e

dV
t e t tub Th co n di tio n d 0 wh n = O m n t h t n o di ffu io n
s -
e . e _
z
e z ea s a s

t k pl c t th clo d d V O wh n x = l m n t h t t the top

a es a e a e se en .
= e ea s a a

of th e t t t ub w h v n rl y pur w t r ]
es -
e e a e ea e a e .

ay z
d y
2

(1 9) Fi d n ol ut o n f 7
a s uch t h t
i o — 1)
2
s a
8
y i nv ol v trigo n o m tric ll y -
es z e a

y 0 wh n 0 or f ll v l u f t;
z =
= e 7r , or a a es o

as
0 wh n t o f ll v l u
e f =
, or a a es o z
at

y
= mz b tw n
e ee z = 0 an d

71
for a ll v lu
a e s Of l .

y
= m(7r — z
) b twe n
e e z =
§
and 7 ,
 M I SCELL ANEO U S E X AM P LES 61

[N 48 .

y i tri n g t r tch d b tw n t wo e men t of a s s e e e ee

poi nt d i t nc
s a p rt Th tri n g i pl uck d id
s a e 7r di t n c
a a . e s s e as e a s a e

m / 2 t it mi ddl poi n t
7r a d th n r l
s d] e an e e e ase

2
d
Wri ti n g th ol utio e s n of D y 2
, wh r e e D is a co st nt
n a ,
in

xD xD
—
= A+e B,
‘

y e

d y
2
d y
2
d e du ce th e s ol utio n of _
_
2
_
_ in t he f orm
d z dl 2

—
z )
a
by bst ituti n g f
su or D f (t) an d F (t) for A and B r espe ctivel y an d
dt , ,

us i n g T ylor th or
a
’
s e em i n it s sy m bolic l form a

[ The l t ob t i n d b y t h
r esu sy mbolic l m tho d
s houl d b
a e e se a e s s e

r e g rd d m r e ly p b bly corr c t Unl t h y

a e e as b e v ri fi d by
ro a e . e ss e c an e e

oth r m ne v ry r ful ex mi n t io n f th r gum nt i n

ea s, a e ca e ry a a o e a e s e c essa

to if it
se e b t k n b ck w r d fro m t h r ul t t o th d i ff r nt i l
can e a e a a s e es e e e a

He a vi si d e ha s use d sy m bolic a l m e t ho ds t o sol v e s o m o t h rwis

e e e

in sol ubl e probl e ms . See his Electr oma g n eti c The or y ]

dr
F rom th ol ut io n oi e s = D 2i wh r e e D is a co n t nt s a d e du ce
dy
dz ,

d y 2

th t a of _ i n t h f or m e
d z l d 2
a f
2
z
2
df
4

Wf t + z —

an
+
21 a “ +

n ot ol utio n u nl th ri i o n v rg nt ]
[ Thi s is a s e ss e se es s c e e

U t hi f or m t o O b t i n
se s ol ut io n which i r t io n l i nt gr l a a s s a a , e a ,
an d

a lg br ic f th co n d d gr i n t
e a o e se e ee .

d y 2
d
2 __ y
2

n
Tr a s f or m the equa io n t a z
dz
by ch n gi n g
a t he ind e
dl 2 2

p n d nt
e e va ri a bl e s z a n d t to X a n d T , wh r e e

X= x -
at ; T= z + at .

He nc e s olv e th e origi n l qu tio n a e a .

T b m itt d
O e o e on a fi rt
s r e a d in
g .
 C HAP TER V

E Q UATI ONS OF THE FI RST ORDER B UT NOT OF THE

FI R ST DE G REE

51 th i s ch apt e r we sh all de al w ith s om e sp e ci al typ es of

. In
e qu a tion s of the fi r st or d e r an d of d e gr e e h igh e r th a n th e fir st f or

whi c h the solution c an s om etim e s b e obtain e d witho ut th e use of

in finit e se rie s .

T h e se sp e ci al ty p e s ar e
(a ) Tho se s o l v a b l e f or p .

b
() Tho s e s o l v a b l e f o r
y .

(0) Tho se so l va b l e for z .

52 Equati ons solvab l e f or p

. If we c an s o l v e f or p the e qu a tion .
,

O f th e n d e gr e e is r e du c e d to n e q u a tion s o f th e fir st d e gr ee t o
“L
1
,

W hich we a ppl y th e m e t h o ds Of C h a p I I . .

Ex ( i ) Th qu t io n p p py y 0 gi v
. . e e a
2
z z es

P P yi “
27 01
'

f ro m which 2y + l g y+
—
z;
2
c1 or z = —
o oz

or ,
xpre d es s equ t io n a s on e e a ,

(2y + z 2
y
t hi poi nt w m t wi t h di ffi ul ty ; th co mpl t pri mi tiv
At s e ee a c e e e e

a
pp r nt
a e l y o nt i n tw c rbi t r r y coan t nt wh
s r w xp c t o nl y
o a a s a s, e eas e e e

on e , a sth qu t io n i f th fir t or d r
e e a s O e s e .

B ut co n i d r th ol ut io n
s e e s

2
(2y + z y
If we co n id ri n g o l y
ar e v l u f ch f th co n t nt
s e n on e a e O ea o e s a s 0, c
l ,

an d th
0 ,
2
qu tio n ch r pr nt p ir of cu v
es e e a s ea nd f co ur e es e a a r es, a o se

n o t the m p ir (unl sa e a B ut if w co n i d r th i nfi ni t
es s e s e e e

se t f p ir
O f c urv
a bt i n d by givi n g th co ta nt ll po ibl
s o es o a e e ns s a ss e

v l u fro m 0 to
a es w h ll g t th m i n fin i t t wh n t k n
0 00 e s a e e sa e e se e a e

al t o g t h r t hough po ibl y i n di ff r nt ord r Th u (2)

e e ,
ss b t k n a e e e . s c an e a e

as th co m pl t pri mi ti v
e e e e .
 EQ UATI ONS OF T H E FI RS T ORDER 63

2
p +p
= 1 = — 2,
p or p
gi vi n g y = z +c
1 or y = —
2z + c z .

As b f or
e e, we t ake th e co mpl t pri mitiv e e e as

(y — z —c =
) 0 ,

(y — z -
c 2) = 0 .

Ea ch of th es e e qu t io n r e pr
a s ese nt s a ll li n e p rall l ith r
s a e e e

y
= z or
. to y = 2 — z .

p
2
+ p W 2) p 2
+ 2z p = 3z 2
.
p
2=
z
5
.

(4) x+ yr
2=
r (l (5 ) p
3

(6) co sh + 1 = 0
’

2—
v
p 2p z .

5 3 Equati ons solvabl e f or y

. If the e qu a tion . is s o l va b l e fo r y ,
we di ff e r e nti a t e the s o l v e d f or m w ith r esp e ct to z .

Ex (i ) . .
p
2

Solvi n g f y y
or ,
=

dp 1 z dp
Di ffe re nt i ati n g _ _
+
dac p
, ’
2
19 dz

p 2
17 dr 19
h li n r qu tio n f th r t ord r o n i d ri n g p th
T is is a ea e a o e fi s e ,
c s e as e

i nd p nd n t v ri bl Proc di n g s i n A t 1 9 th t ude nt will O b t i n

e e e a a e . ee a r .
, e s a

1 2
-

2
z = p( c osh p) ( 1)
“

c p

He n c e , as
P
h t wo qu t io n f
T e se y i n t r m
e f p giv t
a h p r m tric s or z an d e s o e e a a e

e qu tio n f th ol utio n
a f th di ff r nti l qu t io n
s o e s F y giv n o e e e a e a . or an e

p corr p o n d d fi i t e v l u f d es on e e n a e o z an

A p v ri t h poi nt mov t r ci n g ut s a es , e es , a o

thi s ex mpl w li mi n t p d g t th qu tio n co n a e e c an e a e an e e e a

y b ut f t r i n g th curv th p r m tric for m

,
or ac e e e a a e s a r e as

go od if n o t b tt r
, e e .

E x (ii ) . 3p 5
py
. + 1 = 0 —
.

Sol v i n g f y y 31 1 or ,
9
4
0
4
.

d
3 r
dz?
Di ff e re nti a t n g 1 219 p
2
do:
i
p
35
, ,

—3
dz (1 2p
2
p ) dp
In t gr ti n g
e a , z 411 3 $1 3
4
c,

an d f ro m bo v y a e, 310
4
19
4
.

Th tud nt ho ul d t r
e s e s ac e the gr ph
a of t hi s s o m p rticul r v l u
e a a a e

o f c , sa c= 0
y .
64 D IFF EREN TI A L EQ UATI ONS
5 4 Eq . uations solvabl e f or x . If the e qua tion is s o l v ab l e f or z,

we di ff e r e nti at e th e s o l v e d f orm with r e sp e ct to y, an d

in th e f orm 1 .

P
Ex p .
2—
py + z
—
= 0 . h
T i s was s olv ed i n th e l st rti
a a cl e by
f or y .

Solvi n g f or z ,
z = py
—
p
2

Di ff e r nt i t i g wi t h r
e a n e s pe ct t o y,
l dp
_
P y
‘

p dy

dr
i e 7 =
/ 2P
dp
.

p
whi h i c s a li n e r q u tio n
r t ord r co n i d ri n g p s th i n d
a e a of th e fi s e ,
s e a e e

p n d nt
e d y e t h d p n d nt v ri bl
an Thi m y b as ol v d i n
e e e e a a e . s a e s e as

A t 19
r Th . t ud nt will ob t i n th r ul t f o un d i n th l t r ticl
. e s e a e es e as a e .

Exampl es f or soluti on .

3 2
(1 ) z = 4p + 4p .
(2) p
M) y = w+ r 2

(6)
3 —
(7 ) p p ( y+ 3) + z = 0 .
(8 ) y =
p sin p + c os p .

(9) y
=
p t an p + log c os p .
(1 0) d " 2=
p
2—
1 .

<
P
( ) p
l l — ta n
2
l +p
ro v t h t
(1 2) rv f th f mil y giv n by th ol utio n f
P e a a ll c u es o e a e e s o

E x 1 ut t h
. xi f y t righ t n g l
c e Fi n d th v l u
a s o f c f th t a a es . e a e o or a

curv f t h f mil y t h t go
e o t hro ugh th poi nt (0
e a a es e ,

Tr t hi curv o n squ r d p p r
ac e s e a e a e .

( )
1 3 T r c t h u r v gi v n ab y t h e ol u t io n f E
e x 9 wci t h =0 e e e s o . c .

D r w th t g nt t th poi nt gi v n b y p 0 p l p 2 d p = 3
a e an e s a e s e =
,
=
,
= an ,

an d v ri fy b y m e u r m nt t h t t h
,
g di nt f t h t n g nt
eas e e ,
a e ra e s o e se a e s ar e

r p t iv l y 0 1 2 d 3
es ec e , ,
an .
66 D IFF ERENTI A L EQ UATI ONS
g e n e r al if w e h a v e an y singly in fi it e sy st e m of curves whi c h
In ,
n

all touc h a fix e d curv e wh ic h we w i ll c a ll th e ir en ve lo e * an d if thi s

p , ,

f a mi ly r e pr e se nt s th e comp l e t e primitiv e Of a c e rt a in diff e r e nti a l

e qu a tion of th e fi r st or d e r t h e n th e e nv e l op e r e pr e s e nt s a s o l ution ,

of th e d i ff e r e nti a l e q u a tion F or a t e v e r y point of the e nv e l op e .

z y an d p h a v e th e sa m e v al u e f or th e e nv e l op e an d th e cur v e of
, ,

th e f am ily t h a t touch e s it t h e r e .

Suc h a s o lution is c all e d a Singul a r So l ution It d o e s n ot .

conta in an y arbitr a ry con stant an d is n ot de du cib l e from the ,

Comp l e t e Primitiv e by giving a p a rticul ar v a l u e to th e a rbitr a r y

constant in it .

Exampl e f or solution .

Prov th t th tr ight li n e y = i the n v lop e f th f mil y f

e a e s a z s e e o e a o

p r
a a bol y
= +i(
as ) Prov t h t th poi nt f co t ct i (
z z —
c
2
) . e a e o n a s c, c ,

an d th t p = 1 f a th p r bol d n v lo pe t t hi poi n t
or e Ob t ai n a a a an e e a s .

th edi ff r nt i l qu tio n f th f mil y f p r bol s in th form

e e a e a o e a o a a a e

y (p
z d v ri fy t h t th qu tio n of th n v lop ti fi thi
an e a e e a e e e e sa s es s .

Tr c the e n v lope
a e d f e w p r a bol s f th e f ami ly t aki n g
e an a a a o , c as

0, 1 , 2, etc .

56 h all n ow con i de r h o w to obtain singul ar so lutions It

. We s s .

ha s b e e n sh o wn th a t th e e nv e l op e of the curv e s r pr e se nt e d by the e

comp l e te primitive giv s a singular s o lution so we sh all comm enc e e ,

by e xa mi ni ng th e m et h o d of fin ding e nv l op e s e .

The g e n e r a l m e th d l is to e l imin at e th e p a r a m e t e r c b e tw e e n
o

h qu a tion of th e f mi ly of c u rv e a d
f( y )
z 0
, 0 t ,
e e =
,
a s, n

dc

if f( z, y, a = ) o is y
— cz

dj
’

0 is
do
giving c= i l / Vz .

L mb Infi i t im l C l l 2 d d A t 1 55 th nv l p f
* In a
’
s n es a a c u us , n e r e e e o e o a

f mi ly i d fi n d f l ti m t int r ti n f n tiv rv
.
, ,

l
.

a ths e e as e oc u s o u a e e se c o o co se c u e cu es of

th f mi l y
e A th
a d fin d i t m y i n l d n d
s pl i i
us d d i ti n t
e e a c u e o e or c us -
oc n a o o or

i n t d f wh t w h v ll d nv l p (W h ll g iv g m tri l r n f
.

s ea o a e a e ca e e e o es e s a e a eo e ca e a so or

th i i A t 5 6 L mb f n l y ti l p f )
.

s n r . se e a or a n a a ca r oo .

lS L mb I fi it im l C l l 2 d d A t 1 5 5 If f ( y ) i
’ '
ee a
’
s n n es a a cu us , n e r z c s Of
l t m t M = 4L N Th f
.
,

th f rm L + M + N th r
. .
, ,
2 2
e o c c ,
e e su co es o . us , or

l
— cz — O,
y
Z
2
i . e. c z cy + 1 = 0,
th e r lt i
e su s y
2=
4z
 S I N G U L A R SOLUTI ONS 67

y
2
4z .

This m eth o d is e quival ent t o fi di n ng the l ocu s of int e r sec tion of

f( x’ fl], 0 = ) 0 ,

an d f (z , y, c + li ) = 0 ,

t wo urv es of the fa mily with p a r a m e te r s th a t diff e r b y a sm all

c

quant ity h an d proc e e ding to th e l imit w h e n It appro ac h e s z e ro

, .

Th e r e su l t is c all e d the c di scr imi n an t of f (

z y c) = 0
-

, , .

5 7 Now con si de r the di a gr a m s 8 9 1 0 1 1

.
, , , .

Fig 8 sh o ws the c ase wh e r e th e curv e s of the fa mi ly h a v e

.

sp e ci a l sing ul a rit T h e l ocu s of th e u l tim a t e int e r se ctions

y .

cur ve w h ic h has two poin ts in common with e ac h

a

Of th e cur v e s of th e f a mi ly (
-
e g Q an d R li e on th e l ocu s a n d a l s o
. .

on th e cur v e m a r k e d In th e l imit th e l oc u s P QRS T UV th e r e

f or e touc h es e ac h curv e of the fa mi ly an d is w h a t we h a v e de fin e d ,

In Fig 9 e a c h curv e of th e fa mil y has a no de

. . Two c on

sec utiv e cur v e s int e r se ct in t h r e e point s (

e g c urv e s 2 . . an d 3 in th e
points P Q an d R) , , .

The l oc u s of suc h point s con si st s th r e e d istinct p arts '

of EE ,

AA
’ '
, an d BB .

Wh en we proc e e d to the l imit tak in g the con se cutiv e curve s ,

e v e r c l o s e r an d c l o s e r AA a n d B B will move up to coincidenc e

' '

with the no de l oc u s NN whil e E E wil l b e com e an e nv e l op e So

’ ’
-
.
,
68 D IFF EREN TI AL EQ U ATI ONS
in th is c ase we e xp e ct the c di scrimin ant to contai n th e squ ar e o f
-

th e equ a tion of the no de l ocu s as w e ll a th e e qu ation o f th e e nv e l op e

—
,
s .

E r b flo wez
'

NZ 7 M ir

As Fig 1 0 show s the di r e ction

.
,
no de l ocu s NN a t any of th e -
'

point P on it is in g e n e r al n ot the sam e s th at of e ith e r br anch of a

th e c u rv e with th e no de a t P Th e no de l oc u s h as z an d y in comm on
.
-

with the curv e at P b ut n ot p so the n ode l us i s n ot a s luti on of

, ,
-
oc o
“

fi er en ti a l e qua ti on of f a mi ly
'

the di the cur ves o

f the .

F IG . 10 .

If th e no de shrink s into a cu sp the l oci EE an d NN Of F ig 1 0 ,

’
.
,

mov e up to coinci de nc e f ormi g the c u p loc us CC of Fig 1 1

,
n s -
’
. .

No w NN was sho w n to b e th e coinci de nc e Of th e two l oci AA an d

’

B B of F ig 9 so CC is r e a l l y th e coinci de nc e o f thr e e l oci a d

' ’
.
, ,
n

i ts e qu a tion m u st b e e xp e ct e d to occ ur c ub e d in th e c di scrimi n ant — .

Fig 1 1 s how th a t th e c u sp loc u s l i k e th e no de loc us is n ot

. s -
,
-
,

in g n r a l ) a s o l ution o f t h e d i ff e r e nti al e q ua tion

( e e .

Fm 1 1 . .

To sum up, we ma y ez pect the c - di scr i mi n an t to co n ta i n

I
(i ) the e n ve lope ,
f f

(ii ) the n ode locus squa r ed,

-

iii :
( ) the c sp locu s cubed
u -
.
 S I N G U L AR SOL UTI ONS 69

The e nve l op e is a si ngul ar so lution but , th e n ode an d cu sp

l oci ar e not (in g e n e r al s o l utions a t a ll .

58 . The f o ll owing e xa mp l e s wi ll illustrate the pr e c e ding r esul ts

Ex () . i .

Th e m co pl t pri mi tiv e e e is eas ily fo u nd to b e 4y (z c )

2 2
i . e . c 2cz + z 4y = O .

As thi s 18 a quadr t ic ina c, we c an writ e d ow n th e d i crimi n nt

s a at

o nce as 4(
z
2
4g ) ,
th env lop f th f mily f qu l p r bol
e e e o e a o e a a a as

pri mi tiv d occ urri n g t o th

e , anfi t d gr e onl y e r s e e ,

F IG . 1 2.

3y 2pz 2

Proc e e di n g as i n the l st h apt r a c e ,

w e ge t
2
p — 4

3
dp
2 2=
t e . .
pz
-
2p (2z

i . e . z
2
2p = 0 or p
= 2z

dz dp
_
z p

W i n g en er a l , e c a u se i t i s c o
e sa y b n iv bl th t i
ce a e a n so me spe c ia l mpl e a
e xa

l
or c u sp oc u s m a y c o i c i d e w i h a n
- n t nv l p
e th
e o e or W i a c ur v e o f t h e f a mi y l .
70 D IFF EREN TI AL EQ UATI ONS
log z = 2 l og p — l o g 0,

2
oz p ,

wh n c e e 3y f
2c z 2 2c,
i . e .
(3 y a f a m ly i o f se mi -
cubic l a
p a a r bol as w ith th r cu p
ei s s

on t he a x s Of i y .

Th e c— di scri mi n nt i
a s (3 y z
3 2
) 9y 2,
3 3
i . e . z (6y z ) = 0 .

The cu p locus '

s -
a
pp r c u b
ea s e d, a n d the oth r e fa c t or r e pr es nt e s the
e nv lop e e .

ily ve rifie d th t 6y =
It is e as a z
3
is a s ol ut io n of the d ffei r nti le a

e quat io n whil = 0 (givi n g p =

, e z 00 is n ot .

If w t k th fir t l t r n t iv
e a e e s a e a e of t he e qu tio na s (A) ,

2—
i . e . z 2p = 0,
we ge t by su b tit utio n
s f or p in th e di ffe r nti l e qu tio n
e a a

3y W ,

i . e . th en v lope e e .

Thi ill u tr t
s s a es a n oth r m tho d e e of findi n g i n gul r ol utio ns
s a s .

mples f or solution
Exa .

Fi n d th co mpl t pri mitiv e e e e s an d s i n gul r ol ut io n (if y ) a s s an

followi n g di ff r nti al e qu tions e e a . Tr c t h gr ph f

a e Ex mpl e a s or a es

2
(1 ) 4p 2—
9z = 0
.
( ) p (z
2 4
2 2
(3 ) zp
2 4
() p +y
2
(5 )
2
p + 2z p y
— = 0 .
(6) zp

()
7 4z p 2 4yp
 SI NG U LAR SOL UTI ON S 71

59 The p- discr imin ant

. h l l ow con i d r how to O btain
. We s a n s e

l l
the s ingu a r s o ution s Of a d i ff e r nti a l e q u a tion dir e ctl
y f rom the e

e qu a tion it se lf w it h out h a ving t o fin d th

,
comp l e te primi tiv e e .

Con i de r the e qu ation z p

s
yp 1 0 2 2 = .

If w e giv e z an d y a y d e finit e num e ric a l v al u es we ge t a qu ad

n ,

r a tic f or
p For e x a mp l e if
.
,

2
y = 3, 2p

p
= . Or 1 .

T hu s th e r e ar e two curv e s of th e f a mily sati sfy ing th i s e qu ation

th ro ugh e v e ry point T h e se two curve s will h a ve the sam e tang e nt
.

a t a ll poin t s wh e r e th e e qu a tion h a s e qu a l root s in

p i e wh e r e , . .

the di scrimin ant y 4z 0 2 2

.

Simil a r conc l u sion s h o l d f or the qu a dr a tic Lp + Mp + N = 0 2

,

wh e r e L M N ar e a n y function s of z an d y T h e r e ar e two cur ve s

, , .

throug h e ve ry point in th e p la n e but th ese cur ve s ha v e the sam e ,

di r e ction a t all p oint s on the l oc u s M 4L N = 0 2

.

Mor e g e n e r a l ly the di ff e r e nti a l e qu a tion

,

n—1
f( y , p) L op + Ll + Ln =
— 2
z, s
n
p O,

w h e r e the L s ar e fun ction s Of z an d y give s n va lu e s of p for a

’
,

give n p a ir of valu e s of z an d y corr e spon ding to n curves th roug h ,

an
y point Tw o o f. t h e se cur v e s h a v e th e sa m e t a ng e nt a t all
n

points on the l ocus giv e n b y e liminating p from

y, P) O:
x, =

f or th i s is th e con dition giv en in book s on th e ory of e quation s for

the e x i st e nc e of a r e p ea t e d root .

W e ar e t h u s le d t o th e p di scrimin a nt an d we mu st no w in -
,

v e stig a te th e prop e rti e s of th e l oci r e pr ese nt e d b y it .

6 0 Th eE
. nvel ope . The p di scrimin a nt
-
of the e qua tion
y =
r w + l
r

Weh v e l r e dy f oun d th at th comp l te primitive con i t s of

a a a e e s s

the t ng nt s t the p ar a bo l a whic h i th e ingul r s olution

a e o Two ,
s s a .

of th es tang e nts p ass th rough e v ry point P in the p lan e

e d e ,
an

th ese t ng e nts coincide fo point

a th nv l op e r s on e e e .
72 D IFF EREN TI AL EQ UATI ONS
Thi s is a n mp l e of the p di cr imin
e xa — s

Fig . 15 s how s a mor e g e n e r a l c ase Of thi s .

F IG . 14 .

Con si de r th ecurve S QP as moving up to coinci de nc e with the

curve F RT a l w ay s r e maining in conta ct with the e nve l op e QR U
, .

Th e point P wil l mov e up tow a r ds R an d th e t a ng e nt s t o the two ,

c urve s thro ugh P w ill fin ally coinci de with e a c h oth e r an d with the
ta ng e nt a t the e nv e l op e at R T hu s R is a point for whi ch the p e
.
i

of th e two curv e s Of th e s st e m thr oug h th e point coinci de a n d

y ,

con se qu e ntly the p di scriminant v a ni sh e s

‘

F IG . 15 .

Th u s the p di scrimin a nt m ay b e an e nv e op e of the c urv e s

-
l of
'

l l
th e sy st e m , a n d if so , a s s hown in Ar t 55 , is a singu a r s o ution . .

6 1 Th e tac locus
. Th e nv l op e i th u s the l ocu s of points
- . e e s

wh e r e tw onsecutive c urv
o c f th e fa mi ly h a v e the am e v al u
es o s e

of p B ut it is quit e po ssib l e f r tw non con se cutiv e c urv

. o to o -
es

touch .

Con i d r f m ily of circ l e

s e a all of e q u l r di u
a w h o e c ntr s
s
,
a a s, s e e

lie on a str ight l i e a n .

74 D IFF ERENTI AL EQ UATI ONS
of b e twe e n two diff e r e nt c urv e s i e the p discr
,
. .
-

a c u sp .

As s ho wn in Fig 1 8 the d ir e ction Of the

.
,

point P on it is in g e ne r al n ot the sa m e as
the cu sp s o the cusp locus i s n ot a soluti on of
,
-

F IG . 18 .

It is n atur al t o e nquir e if the e quation of the cu sp l oc us w i ll -

a pp e a r cub e d in th e p di s crimin a nt a s in th e c d i scri mi n a nt

-
To ,
-
.

d e ci de thi s con si de r the l ocu s of point s f or w h ic h the two p s a r e

’
,

n e a r ly but n ot qui te e qual wh e n the cur v es h av e v ery flat no des

, .

T h i s w ill b e the l ocus NN of Fig 1 9 In the limit wh e n the no des

. .
,

F IG . 19 .

contr act into cu sp s we g e t the c u sp l ocus an d as in th i s c ase th e r e

,
-
,

is n o qu e stion of t w o or mor e l oci coinci din g we e xp e ct th e p ,

d i scrimin a nt to cont a in th e e qu a tion Of th e cu sp l ocu s to the fir st -

po we r on ly .

64 Summar y of r esults
. The p di s crimin a nt t h e r e f or e may be
.
-

e xp e ct e d t o cont a in

(i ) the e nv e l op e ,

(ii ) th e ta c loc u squ ar e d -

s ,

(iii ) th e cu sp l ocu s -
,

c di scrimin a nt to cont a in
-

(i ) the e nv e l op e ,

(ii ) th e no de l oc us s qu ar e d -
,

iii
( ) th e cu sp l ocu s cub e d -
.
 S I N G U LAR SOL UTI ONS 75

th ese o nl y
Of th e e nve l op e is a s o lution di ff e r e nti a l
e qu a tion .

65 . Exa mpl es .

Ex .
(i) .
p (
2 2 —
y) .

Writing thi i n the form s

dz 2 3y
i ’
dy 2x/ (1 —
y)

2=
(w c ) y
2
(1 y),
Th e c- d s i cri mi n n t a an d p di s
-
cri mi n nt a ar e r p cti v ly
es e e

y (1 (2
2 2
an d 3 y) (1
y) 0 y) 0
= - = .

y 1w
.
hi ch occ u i n
= both tO,t h fi r t d eg r e e gi v rs n nv e lop e o e s , es a e

whi ch Occur squ r d i n th c di crimi n a nt d t t ll i n

s a e e -
s an no a a

the p di cri mi n nt giv e a n o d loc us 2 3 y = 0 whi ch occu

-
s a , s qu r d e- ,
rs s a e

in the p di scri mi n n t n d n ot t ll i n th di cri mi n n t gives

‘

,
-
a a a a e c- s a ,
a

It i s ea s ily veri fied t h at of t h thr loci o ese ee nl

y t h e e quation Of th e
en ve lop e sa tisfi s th di ffer e ntial e qu t io n
e e a .

F IG . 20 .

Co n si de r the fa mi l y of circl e s

2 2 2
z + y +2 2
+ c 1 = 0 z
g .

B y e mi li n ti n g c a (b y th e me tho
ds o f C a h p . we ob t i n the di ff r
a e

e n tial e u a q tion
2
2y p 2
2z yp + z 2 y
2
76 D I FF EREN TI A L E Q UATI ONS
Th e c an d
pd
-
i ri mi n nt
sc a s ar e r e spe c tiv l ye

z
2
2(
z
2
y
2
1) = 0 an d z
2
y
2
2y 2
y( z
2
+ 2
1) = 0,
2 2
i . e . z + 2y an d 2 2
y ( + y
z 2 2

z
2
iv 2y nv lop e
2
2= 0 g es an e e as i t occur to th s e

bo t h di crimi n nt whil y 0 gi v
s a s, e = es a t a loc u
c -
it occ ur
s, as s

in the p discri mi n ant an d t a t all

-
no

mpl es f or solution
Exa .

I th followi n g x mpl
n e fi d th co mpl et pri mit i v if th di ff r
e a es n e e e e e

e ti l
n aqu tio n i g i v n or th di ff r nti l qu tio n if th co mpl t
e a s e e e e a e a e e e

pri mi tiv i gi v Fi n d t h
e i n gul r ol ut io n (if y) Tr c th
s en . e s a s s an . a e e

gr pha s .

) ( 2) p (3 z
2—
(1 ) 4z (z —l z — 2 — 2
(2) 4z p (3 z
2
()
2
(3 ) yp 4 3 z
p
2 3 — 2 = (6 3
(5 ) p + 2pz 4z y 7 0 .
) p
2 2 2
(7 ) z +y (8 ) c + 2cy
2 2 2 —
()
9 — z
y = 0 .
(1 0) z 2
+ y + oz y + o 1 = O .

66 . l
C a ir aut s F ’
orm .
*
We comm e nc e d this c h apte r by c on

e lde ring th e e q u a tion a

y =
p F
x
i
“

A l e x is C l au de l ir t f P i (1 7 1 3
C a au O ar s a l th g h b t kn wn
ou es o in c on

th d i ff nti l q ti n w t hi t n my
,

n e c t io n wi ere a e ua o s, ro e c e fly on as r o o .
 S I N G U L AR SOLUTI ONS 77

T h i s is a p artic ul ar case
. of Cl a ir au t
’
s F orm

To s olve , di ff e r enti a t e with r e sp ct to ps i e .

1 0=
P {w
dP
th e r e for e dz
0, p c,

(1 ) an d (2) we g e t th e comp l e te primitive , th e f a mily of

(4 )
If we e l imin ate p from (I) an d (3 ) w e s h al l simp ly g e t the p dis -

To fin d th e
.
l imin t c fr om (4) a d the r sul t
c -
di scrimin a nt we e a e n e

(4) p rti ally with r e p ct to c i e a s e , . .

0 z f
E qu tion s (4 ) an d (5 ) diff r from (1 )
a d (3 ) on l y in h a ving e an c

i n te ad f p
s Th e limin nt
O r e th r f or
. the a m e e T hus botha s a e e e s .

di scrimin ants mu st r e pr e e nt the nv l op e s e e .

_Of cour e it i obvio u th a t s f a mi ly o f str ig h t l in e c not

s s a a s an

E qu a tion (4 ) give s the impo r tant r esult th at the co mplete pr imi

F or m ma y be wr itten d wn o
wr i ti ng 0 i n pla ce o
f p .

i n d th ur v uch t h t 0T v ri
F
”

e c e s a a es as t a n tb , wh r e e T i s th e p oi nt
in which th t n g t t y poi nt c ut
e a en a an s th e i
a x s Of z , \ I
/
‘
i s it s i n clin t io n
a

to t h i
.
x d 0 i t h origi n
s a i s, an s e .

F IG . 22 .
78 D IFF ERENTI AL EQ UATI ONS
F ro m th e fi gur e , 0T = 0N TN

z y c ot x; ]
r ,

P
ta n T p

t h r for
e e e
11
hp,
P
i . e .
y
=
pz kp 2
.

T hi sis of Cl air aut

’
s F orm , so th e co mpl t e pri mitiv e e is
2
y cz kc ,

an d th e s i n gul r olu tio n is

a s t h e di s cr m n nt
i i a of thi s ,

i . e . z
2=
4ky .

Th e curv r e quir d is th p r bol r pr

e e e a a a e e se nt ed by t hi s

s ol u t io n Th co mpl t pri mi t iv r pr
. e nt e e e e ese s th e f a m y il Of

li n t n g nt to thi p rabol a
es a e s a .

mpl es f or solution
Exa .

Find th co mpl t e pri m itiv

e d i n gul r ol utio n s
e e an s a s of th e f ollowi ng
di ff r nti l qu t io n
e e a Tr ac th e gr ph f
e a Ex mpl e s . e a s or a s (7
(8 ) an d

W 1) y
=
pw+ r
2
W2) y =
r w+ p
3

v
( ) y pz + c os p
3 = .
(4)
p
= log (pz y) o pz i y + p
.
(6) sin pz c os y = e s s n .

(7 Fi n d t he di ff r e ti al qu atio n f th cu v uch th a t th t an gent

e n e o e r e s e

m k s with the co ordi n at

a e x tri angl of co n t ant ar 1 a d
-
e a es a e s ea
2
0, n

h e n ce fin d th e quatio n of th curv i n i nt gr l f orm

e e e e a .

()
8 F i n d t h c u rv u ch th a t teh t a n g e n t c u teff i nt rc pt from
s e s O e e s

th e a x who e um i co n t nt
es s s s s a .

(9) Fi nd th cu rv uch t h at th par t f th t n ge nt i n t rc ept d

e e s e o e a e e

b t w n th xe i f co n t a nt l n gth
e ee e a s s o s e .

MISCELLANEOUS EXAMPLES ON CHAPTER VI .

ll tr t
I us ol utions by gr ph wh e n v r po ibl
a e th e s a a e e ss e .

()
1 E x mi n e f r i nag ul r ol u tion s 19 2op = 3z s a s
2
z
2
.

(2) R duc e
2— 2 2
e yp ( +y z z

t o Cl ir u t for m by th ub titutio n X =
a a
’
s Y= y e s s z
2 2
.

H n c e S how th t th e qu t io n r pr
e nt f mil y f co n ic tou hi n g
a e a e ese s a a o s c

th f o ur i d
e f s qu r es o a s a e .
 M I SCELL ANEO U S E X AMP LES 79

co nfoc l coni c with the foci t (i h

of a touchi n gs, a ,

li n j oini n g the foci to t h circul a r poi nts t i n fi i ty

es e a n .

(4) Show by ge o m tric l r soni n g or oth e rwi e th t th ub

e a ea s a e s

z = a X + bY ,

C o n verts y di ff ere n ti al qu tio n f Cl ir ut s f orm to n o t h e r qu tio n

an e a o a a
’
a e a

of Cl air aut s f
’
o

(5 ) Show th at the co mpl t pri mi t iv f 8p z = y (l 2p 9) i e e e o

3 2
s

( )
x + c= 33
y c t h e p d2
i cri m
, i n nt y ( 9 4 y ) = 0 d th
-
s di a 2
z
2 2
,
an e c -
s

c imi
r t y (
n an 9z 4y ) = 0 Int rpr t t h
4 2
di cri mi n n ts
2
. e e ese s a .

(6) R duc e the di ff r nti l qu tion

e e e a e a

z p yp ( 2z y) y = 02
wh e r e p
2 2
,

Cl ir ut f or m b y th su b titution f = y ;
’
to a a s y e s ,
7 z .

H nc e r oth rwi
e, o olve the e qu tio n e se , s a .

Prov t h at y + 4 = 0 i
e si n gul r s ol utio n z d th t y = 0 is both
s a a an a

pa rt of th n v lo p a d p rt f n ordi n ry ol utio n
e e e e n [ Lo ndo ] a o a a s . n

( gZ)
2

(7 Solve y
2
y z — = z4 which can be tra n f ormed s to

C l ir ut
a a
’
sorm by suitabl ub sti t utio s
f e s n .
[ L o n do n ]
(8) In t e gr a t th di ff r e n ti l e quatio n
e e e a s

3
(i) -
<v )
(ii )
2 2
y (1 4p ) 2pz y — 1 = O .

In (11 ) fin d t h e s i n gul r s ol ution

a an d ex a t he pl i n s igni fic an c e of a n y

fa ctors t h t occur a .
[ Lo n do n ]
(9) Show th t the curv a es of t he fa m l y i
3
y
2—
2cz y + c ( 2
) =0 2
z
4 —
z

allh ve cu p at the origi n to c n g

a a s i ,
u hi th e a x s of z .

B y e li mi n ati n g obt i n r nti l q tio n c a the di ff e e a e ua of th e f a m y il i n

the f or m
2 2
( —
( 4z — 3 y) + (1 6z 2=
4p z z 1) 4pz y 9) y 0 .

Show th at both di cri mi n n ts t th z y 0 b ut t h t z = 0s a a ke e f or m 3 2=

,
a

is n ot ol utio n whi l y Ois p rticul r i nt gr l s w ll s

a s , nv lo pe
e a a a e a a e a an e e .

[ Thi xampl hows th t u t h e ory d o n ot ppl y wi t ho ut mo di

s e e s a o r es a

fic a ti on to f mili f curv wi t h cu p t fix d poi nt ]

a es o es a s a a e

(1 0) Show th t t he co mpl t pri mi t iv f a e e e O

r pr e nt
e se s th e f a m y il of e qu l l e mni c t
a s a e s of Be r n oulli
2 2
r a c os a ) ,

i n rib
sc ed in the circl e r = a, which i s t he s i ng ul r ol utio n wi t h
a s , the

p oi n t r = 0 as a n o d lo e— c us .
80 D IFF ERENTI AL EQ UATI ONS
(1 1 ) Obta i n an d i nt erpr t e the co mpl t e pri mi tive
e

s ol utio n of dr 2

dd ) + r
2—
2r a = 0 .

how t h t
(1 2) S a r 6
0 0
2
is th e co mpl t pri mitiv
e e e and 4r = 92
th e
gul r ol ut io n f
a s o
dr dr 2

dd dd

ri th t th i n gul r ol u tio n t o uch th co mpl t

Ve fy a e s a s es e e e

th poi nt ( th o mm o n t n g nt t h r m ki n g
2
n gl ta n l
-

e c , e c a e e e a an a e o

wi t h t h r di u v c tor
e a s e .
82 D I FFEREN TI AL EQ UATI O NS
We sh all use suffixe s to de note differ e ntiations with r esp ec t t o
da z
z , e .
g y2 f or
.

dx2’
but wh en the in dep e ndent v ariab l e is any oth e r
th an z i r e ntial co e fficie nts will be writte n in full
the d ff e .

69 y . abse nt . If y do es n ot occur ex p l icitly in an e quation of

the se cond or der writ e , p f or y1 an d for y z .

obtain an e quation conta ining only

We p , an d z , a n d so

the fi r st or de r .
0

Con si de r f or e xamp l e xy + y
, 4z , z 1 .

dp
T h i s tran sf orm s into z _
p

wh ich c an be inte gr ate d at onc e

2
zp 2z a,

a
t e
. .
p
= 2z +
x

By int e grating , y
= z2 a log z b,
Evher e rbitr a ry constants
a an d b ar e a .

T h is m e th o d may b e u se d to r e duc e an e quation of the n

th
or de r ’

not conta ining y e xp l icitly to on e of the (n

70 . x abse nt . If z is the a b se nt le tte r , we may sti ll write 19 for
qdy
dp dp
y ,, but for y2 we n ow write ’ s inc e
dy dd
=
y2 ' The

proc e dur e r e duc es an e qu ation of the se con d or der without z to o ne

of th e fir st or de r in the v a ri a b l e s p an d y .

F or e xa mp l e yy =
y
, 2 1
2

transf orms into p

2
,

from whi c h the student will e asily obt in a

= by an d = ae b”
p y .

Exa mpl es f or solution .

A c c
e
z
z = l 2
( ) yy y
.+ =
y z 1
2
1 l (3 ) yy2 + 1
=
y1
2
.

(4) Re duc e t o th e pr e vio u x mpl s e a e , a nd he n c olve e s

2= 2
ai r s + y1 2y z

(5 ) P ys + y2
= 1 223 (6) g a ‘
zyn -
i

(7 ) I nt gr t
e a e an
di n t e rpr e t g o me t ric ll y
e a

(1 M
 EQ UATIONS OF SECOND AN D H I GH ER ORDERS 83

(8) The adi us

., r c urv tur e f c e rt ai n c urve is qual to th l ength
of a o a e e

o f th e n ma or
e l b t we e n the curve a d th axis of z Prove th at the n e .

cordi n g s i t i conve x o concave to a s r

(9) Fi n d ol ve the difie e ti l e quation of the curve the l e n gth

and s r n a

of who es r e m e asur e d f rom a fix d point A to

a , va ri bl point P is e a a e ,

proportio n l to the t n g nt of the a n gl e b etw n th t n gent at P d

a a e ee e a an

t he a xi s of z .

7 1 Homog en eous equations

. If z an d y ar e r e g ar de d as of .

dim ens i on 1 ,

i s of di m e n si on 0
y l ,

y i s of dim ens ion 1 2 ,

31 is o f dim e n s ion —2
3 ,

quation as on e in wh ic h all the te rms

'

de fin e a homog en e ous e

the sa me di m e nsions . W e ha ve a lr e a dy in Cha p II de alt . .

of th e fi r s t or de r an d de gr ee a n d in ,

l in e ar e quation
z
fl
yn Az n ‘
l
yn q Bz ”
Hz y1 K y=0

(wh e r e A B H
, K ar e m
,
e r l y const ants ) f or wh ic h we us e d the
, e ,

sub titution z = e or t = l og z
‘
s .

Let us m ake the sam e ub stitution in the h omog e n e o us e qua tion s

wan 3n

dl dy l dy
=
yl dz dl z dl
’

dy1 1 dy 1 d dy
+
W z
2
dt z dz dt
1 dy 1 dt d y 2
+
z dt z dz d
2 2
t

1 dy l dy 2

+ 2 .

z dl
2
z
2
dl

(1 ) an d multip lyi ng by z ,
we g e t

l
ri ff? 33 -

t
+ w ill —

i e '
27 3 (>?
dt
Thi s is an e quation with t ab sent simi l ar to th o se in
, ,
the l ast
ab se nt .

Art 7 1 7 3 m y b
s . mitt d fir t r d ing
-
a e o e on a s ea .
84 D IFF E R E NTI AL EQ UATI ONS

By puttin g q,th e s tu de nt w ill e asily obtain

w = 2(y
2

giving t c log (
y
2

He nc e y
2
b = cw“ )
r ep lacing c by anoth e r arbitr ary constant a
az
“
,
“
.

7 2 The e xa mp l e of Ar t 7 1 c am e out e asi l y b e c au se it had

. .

sup e rfluou s z s l e ft af t er ass oci a ting z with y an d z with y

’ 2
2 l .

fact it coul d h av e b ee n writt e n

,

3; ($ t
B ut
c annot be so wr itte n To r e duc e thi s to a f orm simil ar
. to that
th e l a st e xa mp l e put y = vz a sub stitution u se d
, ,

e qu a tions in Ch ap I I . .

()
2 b e com e s

)
2
)( (z v2 2111 )
2 z z 4 2
(z z v vz vl z Oz z 11 0,
i . e .
(1 +v f 2
) v1 -1 + 2111 ) = O ,

wh ich may b e wr itt e n 0 x 0 = (1 2 2

2

W e n ow proc eed as b ef or e an d put z = e givin g ‘

,

d—v
(1701 “

(l t

2
(PO do
“5 ”2 ‘

dt 2
dt
d 2
d do
(d i i f)
)
(3 ) b ecome s “ —

t
.
: — v2
) df a

2
z
d% do
we v
dt di
.
z

an e qu ation wi th t ab se nt .

d ?) 1
z
dv (3
As b e for e put
,
dt
=
q. F
(

i
b com ig
z =
()
4 —
e e s v qi q.

l 1
lZ
l
E
— :
”
2 (un e ss q = 0 givin g
y ,

E— q
( 1
_
_ 1 ’
di a v
2
c wdo

(HT
a
di “ do,
Ow — 71

=
t av + a 2
log ( 1) — a ) +b ,

fin all y l og b
2
an d l og z ay z / (1
2
l og (
y az ) a z .
 86 D IFFE R E N TIAL EQ UATION S
dl 1
He nc e
dz p V( a — z

1 z
t= s1 n
“
1
+ con st .
,
a
p
z = a sin (pt
Exa mples for luti on so .

(1 ) y2 = 3 —
y y giv n th
, a t y = 0 wh e n e
y
= 1
1 .

(2) y2 = giv n th at y = 0 a d y = l wh e n z = O
e
2y
, e n l .

(3 ) y2
= ec
yst an
y
2
gi v n th t y =0 d y
,
= 1 wh n e a an
1 e z = 0 .

z
d z ga
2
dz
(4) give n th at z = h an d wh en t= 0

[h t n
is the d is a c e fa ll e n f ro m r e s u d e r gr a vi y va r yi g i verse l y
z t n t n n
as n
t he s qu a r e of t h e di st a c e z fro m th e c e tr e of the e arth , n e gl e c in g n t
a ir r esi t n c
s a e , e tc .
]
dz
u P
(5 ) —
+u ’ in the two c as es
66
1 h uz
2 z

i(l P = u u ; ,
2
(11 P =
uu
"

given th at wh n u e
2 , wh e re u,
,
h ,
an d c ar e consta n ts .

give th p t h de crib d by a p rticl attract d to a fixed

[ Th ese e a s e a e e

poi nt with force v ryi n g i n ve r l y the squar e an d cub e r e p c tively

a a se as s e

o f t he di t n c e r
s a u is the r e ciproc l f 9 h s its ordi n ry meani g
.
a o r, a a n

i n pol r c o ordi n t M i the cc l er tio n at u ni t di t nc e a d h i

a -
a es , s a e a s a , n s

twic e the a r eal veloci t y ]

X 7 5 F ac.to r isati on o f th e ope r ator The l in e ar e qu a tio n .

(z + 2) y2 (2z + 5 ) yl + 2y (z l )e
“’

may be writte n as
{( z + 2) D2 (2z + 5) D +2 } y (z =

wh er e D stands for 0 a s in Ch apte r III £ , .

Now the op e r a tor in thi s p a rticul a r e xa mp l e c a n be

giving l }(D -

Put (D 2) y
Th e n
Th is is a li n e ar e qu ation of the first orde r . So l ving as

W3 ge t
te
. .
(D 2) y = c x+( 2)
a noth e r lin e ar e quation giving finally ,

y a (2z 5 ) be e r ep lacing ? ” ”
, 1 0 by a .
 EQ UATION S OF SE CO ND AN D H IGH E R OR D E R S 87

Of cour se it only in sp e ci al c ase s th at the op e r a tor c an

is be
fa ctori se d It is import a nt to notic e th a t t h e se factor s mus t
. be
wr itte n in the righ t or de r as th ey ar e n ot commutative Th us , .
, on

r e v e r s in g the or de r in t hi s e x a mp l e we ge t ,

1)
( + 2) D 1 }y {(
z + 2) D 2 -
(2z + 4) D + 2} y .

(1 ) (2) z y2 + (z — l ) y1 —
y
= 0 .

(3 ) z y2 + (z — l ) yl -
y
= z2 .

giv n th te a
y = 2 an d y1 = 0 wh n e

(5 ) (z
2
l ) yz (
4 x
2
3z 5 ) y1 + (
4 z
2
6z give n th at y = 1
an d y1 2 wh n e z = 0 .

76 . On e in tegr al be long ing to th e l

comp emen tar y f un ction k nown .

Wh e n on e integr al of the e quation

is kno wn , say y = z
, th e n t he mor e ge ne r al e quation of the se con d
'
yz + Py1 + Qy R =
, (2)
whe r e P , Q R
, ar e function s of z , c an be r e duc e d to on e of the fir s t
or de r by the ub stitution
s
y
= vz .

D i ff e r e nti ating y , 1
el z vzl ,

y2 uzz
f
201 21 vzz .

He nc e (2) b e com e s
O22 vl (2z1 Pz ) 1) ( z2 l Q ) z = O,

i . e . z

S inc e hypoth esis

by

()
3 is a l in e a r e qu a tion of th e fir st Or de r in 0 1 .

Simi la r ly a l in e a r e qu a tion of the n or de r c an b e r e duc ed t o

th

1 ) if on e int e gr al b e l onging to the comp l e m e nta ry

'

th
on e of th e ( n —

f unction is kno wn .

77 . le
Examp .

Co n si de r g i n the e quation
a a

(z + 2) y2

Th e p r oof o f A r t 29 a th t
the g en er a l solu ti on of a l i n ea r d ifi er en tia l e qua ti on i s
'

hl hn
.

t he su m of a P a r ti cul a r In teg r a l a n d the Comp lemen ta r y F un cti on o d s g ood w e

co e ffi c i e nt nt n
s ar e f u c i o s o f z a s we a s i n t h e c ase w ell ey a r e co s a s h n th n t nt .
88 D IFF E R E NT IAL EQ UA T IONS
If we no tic e th at y = e 2‘
”
makes the l ft h nd sid
e -
a e of the e quatio n
ze ro ,
we c an p t
u
y = ve 2”
,

yr
=
(v1
y2 (v2 M) e “
.

Substit utio n in (4) give s

(2z + 5 ) } vl e zx

Sol i g v n thi i n s t he u sua l wa y b fi

( y nd i ng the i ntegr ating f a ctor )
w e O b t am ”1 = e
— 2z

nt gr ti n g
I e a , v e
“

} C (2z 5) e
‘
u
b ,

wh n ce e y = ve
2x =

Exampl es f or solution .

(1 ) Show t h t y + P y a
2 1 + Qy = O is sa tisfie d by y = e” if 1
and by y = z if P + Qz = O.

(2) x2y2 + xy 1 -
y 8w
= 3

(3 ) z
2
y2 ( z
2
2z ) y1 (
z 2) y 3 a’
z e .

(4) z y2 -
2 y =
(z
(5 ) z
2
y2 + z y1 9y = 0, give n th t y a = z3 is a s ol utio n .

(6) (
z y 2 z c os z — 2 sin z
) (
z
2
4
-
2) y 1 sin z — 2y z sin z + c os z
( ) = O
,

give n th t a ol ut io n
y = z2 is .
a s .

7 8 Var iati on of Par ameter s

. W e sh all now e xp l a in an e l e ga nt .

but s ome w h at artifici al me tho d for fin ding the comp l e te primitive

of a l in e a r e qu a tion wh o s e comp l e m e nt a r y fu nction is k no wn .

Le t us i ll u str a t e the m e t h o d by a pp ly ing it to the e xamp l e

a l r e a dy s o l v e d in two di ffe r e nt w ay s n a m e ly , ,

(z + 2) y2 (2z + 5 ) y1 + 2y = (z 1)

of whi ch the comp le m e ntar y function is y a (2z 5) be “

.

As um e th at s
y (
2 z 5 ) A e s ,

wh e r e A an d B ar e fun ctions of z .

T his assumption is simil r to but mor e a , sy mm e tric al th an th a t ,

Of Ar t 7 7 , VI
Z = v6 2z
y
. .
’

Di ff e r e nti a ting

y1 =
(2z + 5 ) AI + 6 B l 2“°
+ 2A + 26 2x
B .
(3 )
Now tw o f unctions (or
so fa r the par a meter s ) A an d B only ar e

c onn e ct e d b y the s ingl e e qu a tion We c an m a ke th e m satisfy

the a ddition al e qu a tion

(2z 5 ) AI as ,
= 0 .
90 D IFF E R E NT IA L E Q UATIONS
A3 B R
So l vi ng (4) an d
70 T ; W 1 — uv1

We th e n g e t A an d B by inte gr ation ,
sa
y
A =f (x) M .

B = F (z ) + b ,

w h e r e f (z ) an d F (z ) ar e kn o wn function s of z , an d a a n d b ar e

a rbitr a r
y con sta nt s .

Sub stituti g in n we ge t fin a y ll
f ()
= u z + vF z
() an be .

80 . T hi s m e th o d c an b e e xte n de d to l in e ar e qu ations of an
y
o r de r . For th a t of the t hir d or de r ,

su
m

ofwhi c h the comp le m e ntary function y a u + bv + cw

kno w n the stu de nt wi ll ea si ly obta in the e qu ation s
=
— is ppd
o se

p rovi de d th at
h e nc e y2 uzA vZ B wzC ,
provi de d th at 0 u l Al 01 3 1 W 1 01

y3 u sA v3 B + 103 0

11 2A1 c zB 1 10201

b y sub stitution in (l S 0
.
l 1
”2 3 1 + 1 s ,

AI, B 1 , an d 01 ar e th en f oun d from the th r e e e qu ations (6)

a nd

Exa mpl es f or so u l ti on .

( ) y2 y
1 + = c os e c z .
( ) y2
2 + 4 y
= 4 tan 2z .

2
(3 ) y2 “

y .

1 +e x

(4) z
z
y2 z y1 y gi v n the co mpl me nt ary fun ction
e e az bz
—l
.

(5 ) ya Gg g H y] 69 = e
zx
o

81 .mpar ison of th e different meth ods f or solvin g linear equations

Co .

If it is r e quir e d to s o l ve a li n e a r e qu a tion of th e s e con d or de r a n d

n o sp e ci a l m e th o d is in di c a t e d it is g e n e r all y b e st to tr y to gue ss
,

a p a rtic ul a r int e gr a l b e l onging to th e comp l e m e nt a r y f unction a n d

proc e e d as in Ar t 7 6 T h is m eth o d may b e use d to r e duc e a lin e ar

. .

e qu a tion Of the n or der to on e of the (n

'h
“

T b mitt d fi r t r d in g
o e o e on a s ea .
 EQ UATI ONS OF SECOND AN D H I GH ER ORDERS 91

The m e th o d of factori sation of the op e r ator gives a n e a t so l ution

in a few c ase s but th e se ar e u su all y e xa mp le s sp e cially constructe d
,

f or thi s purpo se In g e n e r al the op e r ator c a nnot b e fa ctori se d

.
.

The m e t h o d of v a ri a tion of p a r a m e t e r s is in fe rior in pr a ctic a l

v a l u e t o th a t of Ar t 7 6 a s it r e quir e s a comp l e t e k no wl e dg e o f th e
. .
,

c o mp l e m e nt a r y function in st e a d o f on l
y on e p a rt of it Mor e ove r .
,

if app li e d to e qu a tions of the th ir d or h igh e r or de r it r e quir es to o

.

muc h labour to so lve the simul tane ous e quations for A B 0 etc
,

I, 1 , 1, .
,

a n d to p e r f orm th e int e gr a tion s .

MISCELLANEOUS EXAMPLES ON CHAPTER VII .

(1 ) (2) z y2 + z y1 2 -

y1 = 0 .

(3 ) 4z . -
1
.
(4) yu _z 8 c os 3z .

(5 ) 73 x
2
) yz $ 91 9
= 0 '

2
(6) (
2 2
z 2z l ) yz ( 3z 8z l ) y1 (2z
(7 Ve ri fy th t a c os n z a n d sin n z a r e i nt e grating factors of
z
y2 n y (z ) .

He n c e obt i n t wo first i nt egr al

a s of

z
y2 n y se c n z ,

and by li mi nat io n of y de duc e

e co mpl ete primi t i v e 1 t he .

(8) Show th at the li n e a r qu t io n e a

Ay + B y1 + + S yn = T,
h r
w e e A, B C, T ar e f u
, n ctio n f i t i
s o d riv bl i mm
z, s e z ac ,
. e . e a e e

di a t e ly b y d ifi e r e n ti ation f m ro qu tio n f th n xt low r ord r if

an e a o e e e e ,

cc iv
t h e su e s s e di fi e r en tial e ffi co ci nt f A B C e ti fy th r l tio n
s o , , ,
sa s e e a

A B1 + Cz

[N B . .
— By su cc ess ive i n t egr atio n b y p rt a s,

S yn dz = S yn -
1 7 Sl y n—2
“

l
'
S ayn — s l "
dz .
]
ri t h at thi s co n di tio n i
Ve fy s sa ti sfied by the f oll owi g e quatio n n ,
an d

h e nc Solve it
e

(9) Ve fy ri th at th e f ollo wi n g n on - li n e r e qu tio n

a a s ar e e x a ct , an d

s olve th e m (i ) W 2 + y 1
2=
0.

(1 1 ) yyl O
%lp d“
how th at the substitutio n tr n for m
"

(1 0) S y = ve a s s

y2 + Py l + Qy R.
'

wh e re P, Q ,
an d R ar e fun ctio n s of z , i to the
n Nor ma l F or m
cz + l v= S,
92 D IFF E R E NTIAL E Q UATION S
wh e r e I= Q '

i P1 —
iP 2
,

an d
i lp d x
S Re
Put i nt o its Nor m l Form a ,
an d h n ce s olve
e
2
y2 4z y 1 -
1)y 36 97
s in 2z .

(1 1 ) Show th at if the two e quatio n s

ye P yl = 0
an d z z + pz l + gz = 0

r c to
e du e th e sa me Nor mal Form ,
th ey ma y b e t r an form s ed

e ach oth e r b y th e r l tio n

e a
-

l lP d z fl p dx
ye ze

i . e . the co n di tion of e quival e n c e is th at the In var i an t I sho ul d b e the

sa me .

(1 2) Show th at the quatio n e s

2 3
z y2
- -
1 2(
z -
z ) y1 — 2z 2) y = 0
an d
2
— 2z ) z= 0
h v a e th e sa me i n va ri a nt a n d fi n d ther e l atio n t h at tr a ns f or ms on e
, into
th e oth r e . Ve ri fy b y ac t uall y C arryi n g out t hi s tr a ns for matio n .

(1 3 ) If u a n d su ar e a n
y two ol utio n s s of

v2 + Iv = O ,

u1
p ro v e t h a t
2: 2
81 u
2

(>
83 3
an d he nc t h t e a 22
s1 2 31
—
é lf
ro m how th at ol utio n
-

F (2) if s is an s of sl an d 33,
s y
s ol ut io n s of

[ The fu n ct io n f th di fi ti l co ffi ci nt f th l f t h n d
o e er en a e e s O
‘

s on e e -
a

Si
d e o f (3 ) isc ll d th S hw i D i ti ( ft r H A Schw r f
a e e c a r z an er va ve a e . . a z o

Be rli n
) an d wri tt n { } It i f import n c i n th th ory f the
e 3, z . s O a e e e o

Hyp rg o m t ric S ri }
e e e e es

(1 4) C lcul t th In v ri nt I f th qu t io n
a a e e a a o e e a

2
z y2
Ta k i n g s as the quoti nt e of t he t wo ol utio n
s s ze
”
and z , ve rify t h at
{ s, z } 21 ,
i —
5 ar e ol ut io n orm l Form of the original
an d th t a 31 an d 3 3
1 s s of th e N a

e qu tio na .

(1 5 ) If u an d v ar e two s ol utio n s of

prove th t a vu 2 P(
a v1 vu l ) 0,

a d h n c e t h at
n e
f
a v1 vu 1 as l-
p dx
.

Ve ri fy thi for s t he e quatio n of t he l a t exampl e

s .
 CH AP TE R VIII

NUMERICAL APPR OXIMATIONS TO THE SOLUTION OF

D IFFERENTIAL E QUATIONS
82 The
. tude nt wi ll h a ve notic e d th at the me th o ds give n in the
s

pr e c e ding ch apt e r s for O btaining s o lutions in fini te f orm only app ly

t o c e rt a in S p e ci a l typ e s of di fi e r e n tial e qu a tions If an e qu ation .

d o es n ot b e l ong to on e of t h ese sp e ci a l typ e s we h a ve to use appr oxi ,

m a te m e th o ds The gr ap hic al me th o d of D r B r odetsky give n in

. .
,

Ch apt e r I giv es a goo d g e n e r al i de a of the n a t ur e of the s o lution

.
, ,

bu t it c a nnot b e r e l i e d upon f or num eric a l v alu e s .

In t hi s c h a pt e r we sh all fir st give Pic a r d s m e th o d f or g e tting

’

s ucc e ss iv e a l g e br a ic a ppro xim ation s B y putting numb e r s in th ese

.
,

we g e n e r ally g e t e xce ll e nt num e ric al r e sul t s Unf ortun at e ly the .

m e th o d c an only b e app li e d to a limite d c lass of e qu ations in wh ic h ,

the succ e ssive int e gr a tion s c an b e e asi ly p e r f orm e d .

Th e secon d m e t h o d whic h is e ntir e ly num e ric a l an d of muc h

,

mor e g e ne r a l app lic ation is due to Run ge sl With prop e r pr e

,

c aution s it gives goo d r esul ts in mo st c ases alth ough occ asion ally ,

it m ay invo l ve a ve ry larg e a mount of a rithm e tic al c alculation W e .

s h a ll tr e a t se v e r a l e xa mp l e s b
y bot h m e t h o ds to e n a b l e t h e ir m e rits
t o b e comp a r e d .

Va ri a tions of Runge s m e t h o d h a ve b ee n giv e n by He un K utta

’
, ,

an d the pr e se nt w rit e r .

83 . Picar d meth od of in teg r ati ng successive appr oximations

’
s . The
di ff e r e nti a l e qu a tion d
if f (90 y)
E Pic a r d P o f e ss o at th e r r Un v r t r
i e si y of Pa is is on e of the m os d is i guis e d t tn h
th t n ll kn n rh h r
.
, ,

m a e ma i c i a s O f t o d a y He 18 w e ow f or hi s r e se a c e s on the T e o y of
t n t n r t tb k
.

E mo i o s an d hi s C our s d a n a lys e i s a s a da d e x
’
, oo .

+0 B un Pr o f e sso r at th Univ r ity f G otting n i au th ity

gd
e, e e s o e s an or on
h l
.
,

g r ap i c a m e t l B
 NUME R ICAL A PP R OX I AT IO M NS 95

wh e r e y = b wh e n z = a , c an be wr itte n
y
= b f (z , y) dz .

fir st ppro ximation we r e p la c e the y in f (z y) by b

"

For a a ,

a se cond we r e p lac e it by the fir st appro ximation for a t hir d by ,

se cond an d so on
, .

(i ) wh e re wh en
2
Ex . . z + y , y = 0 z = 0 .

2
y =
(z + y ) dz .

F i r st appr oz i ma ti on . Put y = 0 i n z + y gi vi n g 2
,

z dz =
§ z
2

S econd appr oz i ma ti on . P ut y W in z + y givi ng 2

,

“ z 5
y (
z lf z ) dz é —z
g vz
l

Thir d appr oz i ma ti on . Put y £

z
2
fi z
5
in z y
2
, gi vi n g
w
) dz
—z “ 7 l
(z i
1
y 7 3 110 I im z

_x2
% 1
9 6 f 1
1
$
8 1
x
11
,

a n d so on indefini tel y .

Ex .

wh er e y = 1 an d z = l
»
wh e n z = O .

Hre e y = 1+ z dz an d

F i r st appr oz i ma ti on .

y = 1 + % dz = l +g l
-
z,

g x4
z= g + - -
.

S econ d a ppr oz i ma ti on .

y = 1+ dz = 1
96
«
D IFFE R E NTIAL E Q UATION S
Thi r d appr oz i ma ti on .

" 5 i zs
l g ) dz
1
y z z
-

1 3 B f

1 6 g
1 %z
-
+3 6z T é zz
—
,

-
z
4
+17
7
n + £I z ) dz
8

9
x + s 7 r901 2,
i
a n d s o on .

33 (ZZ )
z
y l
(iii ) wh er e
E
lZ
wh en
3
x . x — '
l y '

, y = l an d — :
z = 0
.
2

p tti n g 3
By u
1 r ct hi t o Ex z, we e du e s .

It m y b e r m r k d th t Pic r d m t ho d co n v rt th di ff r n ti l
’
a e a e a a s e e s e e e a

e qu tio n i nto
a qu tio n i n volvi n g i nt gr l which i c ll d I t g r
an e a e a s, s a e an n e al

Equa ti on .

Examp es f or l
lution so .

Find th e t hir d approxi m a t ion i n th f ollowi n g c ases F e xa mpl e . or es

(1 ) and (2) obt in l o th e xa ct s ol ut ion b y the usu l m t ho ds

a a s e a e .

x/ (l ) = 2y 2z 2
3, wh ere y = 2 wh en z = 0
.

dz
is
N (2) {if wh er e y
—
2 wh e n z 1

dy
2$ + Z
a;
,

dz 2
—
3z y + z 2,
6123

w h er e y 2 an d z 0 wh e n z 0

L
C ?!

dz

2 4
z e +z y,
dz
w h er e y
—
= 5 an d z= 1 wh n e z = O .

dy
x i
z
d y r/
(5 ) —— w e
+ 2 y’ .
wh er e y :
= 5 an d —
1 wh n e z
—
= o
7
.

(1
2
dz dz

84 De ter mination of numer ical values f r om th ese

.

S uppo se t h a t in Ex (i ) of the l ast a rtic l e we de sir e the v al u e of y

. ,

corr e ct to seve n p lac e s of de cimals wh e n z = 03 ,

-
.

Sub stituting z = O 3 we ge t 51 0 = O 045 f rom th e fir st a

pp r oxi
° ~

m ation .

The se con d a dds 7c (03 ) 1 ’ 5

w hi l e the th ir d dd = O OOO OOO41 ~

a s
98 DI FFE R E NTIAL E Q UATION S
th e y = N Q of oth e r point on the same c h ar acte ristic given th at
an y ,

z = 0N = a + h say A fir st appro xim ation is giv e n by t aki ng the

, .

t ange nt PR inste ad of the c h ar act e ristic P Q i e taking , . .

y = NL + LR = NL + PL tan L RPL = b + hf ( a, b) = b + hf 0 , say .

B ut unl ess h is ve ry sm all in de e d , the e rror RQ is fa r from

n e gli gib l e .

A mor e r e a s on a b l e a ppro x im ation is t o t ake the c h or d PQ as

p ar a ll e l to the t ang ent to the c h ar act eristic through S the mi ddle ,

point of P R .

thi s give s
g
Sin c e f is (a + %h b ,

y = NL +L Q = NL + PL tan L QPL = b + hf (a + i i b ,

T hi s simp le f ormu la give s goo d r esul ts in some c ases , as wi ll be

see n fr om the f o ll owing e xa mp l e s

giv n th at e y = 0 wh e n z = 0, r qui re d
e y wh n e

a= b = o, h= 03 °

fo f ( = a, b) = 0, b + 2hf 0= 0 ,

givi n g ><
f ( 1 5,
0-

The v l ue f o u nd i n Ar t
a . 8 4 was so t he e rror is
a bo u t p r c e n t e .

Ex .

33 g —
; give n t h at y = 2 wh n z = l
e , fin d y wh n z = l e 2
-
.

He r e a= l, b= 2, h= 0 2,°

f0 = 2

T h e r for e
e x f (1 l , 2)
°

(fi )
2
2 + 02 x 2 -

nti l qu tion i
No w the di ffe r e ily int gr bl givi n ga e a s e as e a e, y = z +

so wh n e 1 2 th v l u
z = f y i 2 033
°
The rror i a e o s e e s

is r th r l rg co mp r d wi t h th i n cr m n t f y n m l y 0
a e a e a e e e e O ,
a e

Ex .
(iii) .

3
5 f (x . y. a say.

i;
f y ,
z ) . sa y ;

give n t h at y = 1 a d 0 5 wh n 0 fi d y n z=
~
e z = , n a n d 7. wh e n z = 05 °
.

H re = o b = 1 c (th i n i ti l val ue of
e a , ,
e a h= 05 °
.

H nce e f f=
(
0 l 5 ; g
= (
g 0
o
l , ,
-
o , ,
 NU ME R ICAL APP R OX IMATIO NS 99

By an ob io usv ex e t n io n s of t he m e t ho d f or two v ri bl e a a s, we t ak e
hf (a + §h, b + i hfi , c + %hg0) 1 + 05 f (
0 25 -
x ,

c + §hg o)

xg ( ,
0 25 1
° -
1 25 05 ) = C 5 l 27
,
°
.

Th e a ccurate val ues fo und as in Ar t , . 8 4, ar e

y = 1 an d z= 0
T hus we h ave O btained a fairl y good re sul t f or y, b ut a ve ry b ad

bout the de gre e of accu acy of the r esult de prives

a r

he metho d of mo t of its v l ue
; Howe ve r i t f or m an i n tro duction to
s a .
, s

h e mor e e l bor t e me t ho d of Ru ge to b e e xpl ain ed in the n ext

a a n ,

1r ti cl e
'

Exa mpl es f or so lution .

(1 ) (z
2
y)
*
1 given th at y = 4 wh en z obtain the val ue
wh en z = 2 7 [ Run ge s me tho d gives
’
-
1 22 -
.

1 i
(2) = —
{ y 1 + lo g, (z give n th at y 2 wh en z I, obt i n a
1o
; he v lua e y
= 2 1 94
°
wh en z = l .
[ Rung m thod give s
’
e es

ZZ = 2z
2 ; give n th at y wh e n z = I obtain the val ue y = 2 O76
2 ,

ly 2
z = 1 2 . Al so s how th at y = z
§
+ s o th
2
at w h e n z = l 2 i
y s
-
,

8 6 Rug e
. n ’
s meth od . Suppo se th at the function of y defin ed by

(
z, y) , y
= b wh e n z = a,

de not e d b y y = F (z) .

If thi s c an b e e xp a n de d by T ayl or s the or e m ’

,

’ kg
” k s

F (a h) = F (a ) hF (a ) F (a ) + 3 ! F (a ) +
I

Now
ZZ f ( y) f
'
F (
w) — = x. =
, say

We ha ll n ow take the tota l difi er en tial co e ffici e nt w ith r esp e ct

s

z (th at is tak ing the y in f to vary in conse que nc e of the vari ation
,

z) . Let us de not e pa r ti a l difi er en t ial co e ffici e nt s by

afz
af
j
ar
z
.

’ ’ ’
r
az ay ae az ay ay 2

th e ir valu e s w he n z = a an d y = b by p g e tc o, o, .

Th nditi n nd r whi h th difi ti l q ti n d th initi l

e co o s u e c e e r en a e ua o an e a c on
d d fi f n ti n
o di ed i Ch p X
ne a Th gr phi l t
u t c o ar e sc us se n a e a ca rea
ti l m th t th nditi n ti fi d
. .

t as ar c e assu es a e se c o o s ar e sa s e .
1 00 D IFFE R E N TIA L E Q UATION S
dr
T:
(o

a dy a
Si mr lar ly , F (z ) (55 ; ?
a ) (p +f q)
r + pg + f s + f( s + g
2
+ t f) .

Thus
F(
a h) F (a )
kf c Wm f ) + ogo ) 2f oso +f z
o io + P090 + f 0 0
2
7 ) (1 )
The fi r st te rm r e pr e se nts the first appro ximation m e ntion ed an d
r ej e ct e d in Ar t 85 . .

Th e se con d appro xim a tion of Ar t 85 i s .

, . .

y b f ( He
= 7& a —b b + %f )
k = k sa y , o 1, .

may n ow b e e xp a n de d a n d comp a r e d wit h

Now b y T a yl or s th e or e m for two in de p e nde nt v ari a b l e s
’

, ,

m ay » .
1
£
=
fo i po
h i
ii 7 (
i h l o 2727 03 0 3171 7
z 2
0 50 )
'

/0 0
Q
I

giving k, hj
o li m
p , + f 0qo) g, k (r o 2f 0s 0 + 0)
—- 3
2
It isobvious th at k is at faul t in the c oe fii cien t of h
1
‘ 3
.

Our n e x t st e p is sugg e st e d b y the u su a l m e tho ds for the

num e ric al int e gr ation of the simpl e r diff e r enti al e quation
dy
E:
(
f (—
95

Our se cond a ppro xim ation in thi s c ase r e duc e s to the Tr ap e z oi da l

Ru l e
y
Now the n ext appro xim ation di scu sse d is ge n e r ally Simp s on
’
s

Rul e , wh ic h may b e writte n

y
If we ex p an d the corr espon ding f ormul a in two va ri ab le s name ly ,

t’df o + 4f (a + 541 . b + %hf o) + f (a + b , 6

we e as ily obtain
hf 0 + %h (po +f 0qo)
2

whi ch is a b e tt e r appro x im ation th an k but e ve n n ow has l , n ot th e

co e fficie nt of h quite in agr e e m e nt w ith
3

To obt a in th e e xtr a t e rm s in h B un ge ] r e pl ac e s 3 L
,

hf (a + h, b + t )
Se e t he t tb k
ex -
oo s on Ca l l
c u us by G ib n so or L mba .

TM athema ti sche An n a len Vol X VI , . L .

pp 1 6
. 7 -1
78 .
1 02 D IFFE R E N TIAL E Q UAT ION S
th n this di ff e re nc e 0 0004 Th t i t o y w concl ude th t th val ue
a
-
. a s sa , e a e

i 0045 corr c t t o the t hird pl c Of d ci m l

s , e a e e a s .

W c t t t hi co ncl u io n by co mpari n g th e re sult obtai n e d in

e an es s s

Ar t 8 4,
. vi z .

-
90
Ex .
; gi v n t h t y
= 1 wh e n z = 0 fin d
y wh n z = l e a , e .

Thi i e x am pl e giv n i n Ru n g ori gi n al p ap r Di v ide the ’

s s an e e s e .

rang i nt o thr e p rt 0 t o 0 2
e t o 05 , 05 to 1 W e t k a m ll
e a s, -
, . a e s a

incr e me n t f o th e fi t t e p b e c a use f (z y) i l rg t at th b ginn i g

r r s s , s a es e e n .

F i r st step . a = o, b= l, h= 0 2, °

02 00 ;
k f (0 2 1 2)
-
2 x '

,
- = 0 1 43 ;
-

b+ k ) = O2 x
f (O 2 1
° -
,

3 xf ( 01 1 1) - '

,
-

>< O 3 4O
~
0-1 70 ;

givi n g y
= 1 -1 68 wh e n z = 02 ~
.

S econ d step .

a = o-2, b = 1 1 68 ~
, h = 03, '

roc e
P e di ng as b f or
e e w e g e t k1 = O-1 7O, h2 = 0 1 73 '
an d SO k = 0 l 7l ,°

givi n g wh n e z = 05 °
.

Thi r d step 0 5, . 1 3 39, O5 a = °

b= ~
h= -
.

W e fin d y = 1 -499 e z = l givi n g wh n .

o n i ri n g
C s de t h e k a n d kl , t h e e i s esu s u d b e e ss a rror in th r l t ho l l th n
0001 on e a ch rt
of t h e fi s a n d s e d s e s an d n e e (to 3 d e ma co n t p gligibl ci l
p c thir t h t
la e s ) on the d, a is, e ss a 0002 a e e l th n l t og th r .

As m a tt r
a ect of f a , t
h e u e a u e of y si e ee 1 498 a n d 1 4 99,
-
tr v l b tw n
r or l t h n
s o th e e r i s ess a 0001 T s a ue of y is f u d b y e a n .hi v l o n i nt gr ti g
q tio n l i n g to
t h e e ua , e ad

71 2 ta n log (z e
2
y
2
) .

mpl es f or solution
Exa .

G i v e nu me rical r ults to the f ollowi n g e x es a mpl e s to as many pl ces

a

of de cim l e li k el y to b
a s as a r ccur te e a a

Z l i
ZZi l d
(1 ) — = — gi v n thiy t y = 2 wh e n
“
1 e a z =

y wh e n z = l t ki g h = 2
( f is v
, r y m ll )
a n as e s a .

(2) Ob t i n clo r ppro xi m tio t o t he pr e cedi n g

a a se a a n que s tio n
taki n g two t p s e s .

2—
(3) dz (
z
2—
y) gi v n th at l ; e y = 4 wh en z = 2 3 , fin d y
~

z = 27 (a ) in on e ste p (
b) in two ste p s.
°

,
 NUME R ICAL AP P R OX I ATIO M NS 1 03

l
how th at if
(4) S —
2 a d
y = 2 wh e n z = 1 th en
y
= z + n ,
—

He n c e fin d the e r ors in th r sult give n b y Ru ge me tho d ta ki g

’
r e e n s ,
n

h b h h = O I a i n gl e ste p i n e ch c se d co mp r
()
a () = O2
()
c ( '

) ,
°
s a a ,
an a e

th ese e rror wi t h th i r e ti m t d uppe r limi t

s e s a e s .

(5 ) If E (h) is the e rror of the r e ul t of olvi n g a di fi e en tial e quation s s r

of th e fir st or de r b y Run ge s me tho d prov e th at

’
,

E (h) 1
I‘
f
=
4
a— 727
oE ( 2) 72

He n c e
how th at the e rror i n two st e p sol utio n sho ul d b a bo ut
s a -
e

f t h t giv e n by on e ste p ; th t i to
o a y w e ge t th e we r corr e ct a s sa , an s

to a xt r pl c of de cim l s (
n e a ro ughl y) by do ubli g the numb e r of te ps
a e a n s .

8 8 Extension to simul tan e ous e qiiati ons

. The m e th o d is e asil y .

e xt e n de d to sim ul t a n e ou s e qu a tion s As the proo f is v e ry simi la r .

t o the wor k in Ar t 8 6 t h oug h r a t h e r l e ngt h y we sh all m e r e ly giv e

.
, ,

a n e xamp l e Th is e xamp l e an d th o se give n for so lution ar e take n

.
,

with sli ght mo difi c ations from Runge s p ap e r ,

’
.

dv
EX .

dz
27 .
—
g f (
z y, z ) , sa y,

dz y
g lx, z ) , Sa y ;

given th at y = o 2o27
'
an d z= 1 0202 wh e n z = 0 2, fin d y
°
an d z wh e n
z = 04 °
.

Il e re
a = o-2, b = o 2027 , °
c= 1 0202, f0 —
f 0 2, 0 2027 , 1 0202) = l 027 ,
h = 02 ;
= hf 0 = 02 -
x 1 027 0 205 4
-

’
l = hg o = 0 2 x 02 070
-
004 1 4
k = hf ( +h, b + k ,
a -
'
x f (0 4, 04 08 1 , 1 061 6)
'
02 206 ;
l
'
b+ k -
2 xg (
0-4, 04 08 1 , 1 06 1 6) 008 94 ;
b+ k 2
-
x f (0 4,‘
= 0-2322 ;
"
b+ k ,
xg (O ,
4 04 233
-
, 1 -
1 096) = 0 O934 ;
-

b + yc ,
'

f (o 3 , 0 305 , 0 0 ) O 21 28
4 1 4 9 =
- -
x

l1 '
= hf x
g(
03 °

, 0005 4, 1 0409) = O 06 41
-

k2 -
0 21 88
-

l (l
’
l, = 006 74
k= k + g ~
(hz — kl ) = o 0 21 48 ;
-

— l1 ) = 00641 + 0-001 1 0065 2 ;

givi n g y = 0-2027 + 0-21 48 = 0-41 7 5
an d z 1 0202 0065 2 1 08 5 4,
prob abl y corre ct to th e t hi rd pl c of d cim l s a e e a .

Th r t f thi h pt r m y b mitt d
* e es o s c a e a e o e on a fir s tr e ad i ng .
1 04 D IFF E R E NT I AL E Q UAT I ON S
mples f or soluti on
Exa .

W i t h q t io n A how t h t = 0 4 1 75 a d
()1 t h u of te8 8 e a if
a y r .
, s
-
n

z 1 08 5 4 wh n = 0 4 t h n y = 0 6 6 1 4
e z d z = 1 2 1 45 (prob bl y corr ect
~
, e
-
an a

to the thi rd pl c f d ci mals) wh n = 0 6

a e o e e z ~
.

a
h
a
giv n t h te a w = 0 7 5 00 °

an d wh n = 1 21 45 obt i n t h v l u m= o 5 1 63 d = 0 7348
e z ~
,
a e a es
-
an r '

wh e n (which i t o b t k n
z th i n d p n d nt
s e a e as e e e e

Show t h t th v l u a f prob bl y corr ct t o fo ur d ci m l pl c but

e a e o 7 1s a e e a a es ,

th t th thir d pl c i n th v l u of m y b i n e rror
a e a e e a e to a e .

3
() yB p u tt i n g w = o
95 i n t h l t e x a m pl a d y = in b z =
o s
g in e as e n s ,
r

t h e x m pl e of A t 88 obt i n i n
e a ch c e th quatio n
r .
,
a ea as e e s

dz i 95 d¢
:
s n
t a n 96 22 + c os gb d
7
,
67 T

h ch gi ve th f or m f drop f w at e r r t i n g a hori o nt l pl n
w i e o a o es on z a a e .

8 9 Meth o ds
. of Heun an d K utta
*
T h e se m e th o ds ar e ve r y .

simi l a r to tho s e of R un g e so we sh a ll st a t e t h e m v e r
y bri e fly The, .

d
prob l e m is :give n th at y) an d y
= b wh e n z = a, to fin d

the incr e m e nt k of y w h e n the incr e m e nt of z is h .

He un c al cu lat e s succ e ssiv e ly

(a b) = hf , ,

a + %h b
"
k = hf ( ,

k = hf (a + % h b + g
’"
,

an d th e n take s i (k + 3 70 a s th e appro xim at e val ue

-
’
of k .

K utt a c a l c ul at e s succ e ss iv e ly ,

(a b) = hf , ,

h b
"
k = kf (a —
,

k = hf (a + § h b + k
’" ”
,

f (a + h b + k
” ” "
k = h
, k
an d th e n take s (k '
+ 3 79 3k
’"
as th e a ppro ximate value
of k
.

The ppro ximations c an

a be v e rifie d by ex p ansion in a T ayl or s ’

se ri e s a s in R ung e s c a s e
’
.
,

Exampl e f or soluti on .

dy
ive n th t
G a — = u
an d y = l wh e n z = 0 fi d t h e v l ue f y (t o 8 n a o
,
dz y + z
signi fic nt figur ) wh n = l 2 by the m tho ds f Ru n g H u n d
a es e z -
e o e, e n ,
a

K utt a d co mp r t h m wi t h the a cc u t v l ue 1 1 678 4 1 7

an a e e [F ro m ra e a .

K ut t p p r ]
a s a e .

Z i w h if t f M th m t l d P hy i k V l 4 5 d 46
'

e c r ur a e a z c an s , o s . an .
1 06 D IFF E R E N TIAL E Q U A T I ON S
As ppro ximation to the value of the inte gr al it is b e st to
an a

t ake n ot th e a rith m e tic m ea n of A an d B b ut § B

, whi c h is ,

e xa ct w h e n P QR is an ar c of a p a r a bo l a wit h its a xi s p ar a ll e l to th e

a xi s of z It is al so e xa ct f or th e mor e g e n e r a l c ase wh e n
.

as prove d in mo st tr e ati ses on the Calculus in th e ir discussion of

is
Simp son s Rul e
’
.

92 Extensi on of pr e ce ding r esults to f un ctions de fined by differ ential

.

e quati ons Con si de r the function defin e d b y

.

dy _
f ( x’ y) , y — b whe n z — a
Ei
"

w h e r e f (z y) i subj e ct to the f o ll owing li mitations in the r ange f

,
s o

value s a to + h for z an d b h to b + h f y It will b e ee n fr om

a — or . s

wh at f o ll o ws b el o w that the incr e m e nt of y is num e rically less th an h ,

so t h a t all v a l u e s of y wi ll f a l l in th e a bov e r ang e Th e limita tion s .

ar e

(1 ) f (z y) is finit e a n d continuou s,
, as ar e a s l o its fi st a r n d se cond
p arti al difi er en tial co e ffici e nt s .

(2) It n e ve r num e ric ally e xc e e ds uni ty If th i s condi tion is n ot .

s a ti sfie d w e c an ge n e r all y g e t a n e w e qu a tion in which it is sa tisfie d

,

b y t ak in g y in st ead of z a s the in de p e n de nt va ri a b l e .

()3 N e it h e r cl y/ dz
3
nor f y
a / a c h a ng
f’
e s s ign .

L et m an d M b e an y two n umb e r s suc h t h a t ,

12 m f ME 1 .

Th e n if the val u es of y wh e n z is a + %h an d a + h ar e denote d by

b +jan d b + 70 r e sp e ctiv e ly ,
*

(1 )
an d — hf mh< k < M h i h .
(2)
Weh all n ow apply th e f ormu lae of the l ast articl e taki ng y to
s ,

b e the sam e f unction a s th at de fin ed by

y = b+ z ) dz ,
F(

so th a t k z ) dz
F( .

We ha ve pr e ss the f ormul ae in te rm s
to ex of f in st e ad of F .

Now, F (a ) = th e v al u e o f dy/ dz wh e n z = a ,

so th at F (a b)
,

Th e f o ll ng in q liti h l d nly i f h i p itiv If 7 i n g tiv th y

ow i e ua es o o s os e 1 s e a e, e

t m di fi d b t th fi n l r lt t t d t th d f thi rti l i till tr

.

m u s be o e , u e a e su s a e a e en o s a c e s s ue .
 N UM E R ICAL A P PR OX I ATIO M NS 1 07

F (a + t 6
F(
a + h) = f (a + h, 6 Hr ) .

Now if a jy/ a i s po,

sitiv e , so that f incr e ase s with y , the in e qual itie s
()
1 a n d ()
2 l ea d t o

fl ex+ gh, b + %h , b Hh g
i ,
b (3 )
and f( a + h b ,
b + h, b + M h) ;
w hi l e if af y
/ a i n g a tiv e
‘

s e ,

a + §h b %h b b
f ( , + ,

a nd f (a + h b , + h, b + h, b + M h) .

T hus if F (z ) ”
= d y/ dz is
3 3
po sitiv e an d f y
a / a is l o po itive
a s s , th e
r e s ul t of Ar t 9 1 .
,

A k< B ,
m av b e r e p l a c e d by p< k< Q
wh e r e p %h b % mhf (
h )a ,

and Q b) + 2f (a + %h b + %M h) +f (a + h b , ,

w hil e if F ”

()
z is po sitive an d af /ay is n e gative
,
-
,

P < k< %
w h ere P hf (
a é h, b -
M
% )h
and q b) + 2f (
a %h b + %mh) +f (a
, h, b
Simi la r ly , if F f / ay both n e gative
”

(z ) an d a ar e ,

w i h l e if F ”
(z ) is ne gative an d f / ay
a po sitive ,

P> k> q .

T h e se r e sul ts may b e sum me d up b y say ing th at i n ever y case

(subj e ct t o th e l imit a tion s on f s t a t e d at the b e ginning of thi s a r ticl e )
t li es betwee n the g r ea tes t
I and leas t of the f our mber s p P , g and Q
nu , , .

As an a ppro xim ate f ormula we use I z gB + } A, r e p l a cing B b y

t f— 7

Q an d A by p P
'

or q , or .

93 . l
n to a numer ical exampl e Co ns ide r the
App i cati o . e xa mp le
s e l e ct e d by R ung e a n d K u tt a to i ll u s tr a t e t h e ir m e t h o ds ,

dy _ y — w
m l he n z O
— .
— W —
ID
B , y .

r e quir e d to fin d the incr e m e nt k of y wh e n z incr e ase s by

It is
02 He r e f (z y) = (y
. T h is function sati sfies the c on
,

di tions l ai d d o wn in the l ast a rtic l e .

*

W e t ak e M = l m —0 + 0 2) ,
-

A j( y ) i p i tiv
* s y li
z, b tw n 1 d 1 2 W h n finding M d m w
s os e, es e ee an e an e
lw y t k th m ll t r ng f y th t w
.

a a s a e e s fi d a es a e or a e ca n n
1 08 D IFFE R E NT I AL E Q UAT I ONS
p
= 0 1 65 43 21 ,
-

P = 0 1 6 6 6 66 7 ,
-

q
Q
Thus It l i e s b e tw e e n 10 a n d Q . Er rr
o s .

%Q 1 = 0 1 6 7 8424, 00000007
-
31)

K valu e 0 1 67 8449
u tta s
’
0000003 2 ,

R un g e s v a l ue 0 1 678487
’
00000070 ,

He un s v alu e 0 1 680250
’
00001 83 3 ,

Th e se con d t h ir d a n d f ourt h of t h e se w e r e c a l cul a t e d by K utt a

, ,
.

Now t h i s p a rticul a r e xa mp l e a dmit s of int e gr ation In fin it e t e rm s ,

giving
log (
2
+y
2
) 2 t an 1
( /y)
z = 0
“

z .

He nc e we may fin d th e ccur at e value of k

a .

Acc ur a t e v al u e = 0 1 678 4 1 7 -
.

T h us l n t h is e xa mp le our r e sul t is the n e ar e st to the accur ate

va l u e th e e rror s b e ing a s s t a t e d a bov e
,
.

W e may al s o t est the m e t h o d by t aking a l arg e r int e rval h = 1 .

Of cour se a mor e a cc ur a t e wa y of obt a inin g the r e sul t w oul d b e t o

tak e se ve r a l st e p s say h = 0 2 0 3 an d final ly 0 5 as Rung e d o e s
,
-
,
-
, ,
.

Still it is int e r e sting t o see h o w far wr ong the r e sul t s com e for
'

the l a rg e r int e rval .

W e t ak e M=1 m = (l ,

Th e n § Q %p+ = 0 500 00 -
.

True val u e E rr r o s .

K utta s v a l ue 04 991 4 000086

’
,

Our v a l u e = 0 50000 0001 7 2

-
,

He un s val u e 001 7 85
’

R ung e s va l u e = 0 523 81 0025 53

’
-
,

T h is time K utta s val ue is the n e ar est an d our s is second

’
,
.
I1 0 D IFFE R E NTIAL E Q UATIONS
1
As suc h a function
c a nnot be e xp ande d in asc e nding pow e r s as e
”

of z we mu st e xp e ct the m e th od to f ai l f or di ff e r e nti a l e qua tions

,

h avi ng s o lutions of thi s natur e A m eth o d wi ll be pointe d out by .

whi ch c an b e de te rmine d at onc e whic h e quations have s o lutions of

F rob e ni us f or ms (r eg ula r int e gr al s) an d f or wh at r ang e of va lu es
’

of z t h e se s o l utions wi ll be conv e rg e nt .

The obj e ct of the pr e se nt c h apt e r is to in dic a t e how to de al

th e xa mp l e s The f orm al proo fs of the th e or e ms sugg e st e d wi ll
.

b e give n in the n e xt c h a pt e r .

Among the e xa mp l es wi ll b e f oun d the import a nt e quat1ons of

B esse l L e g e n dr e an d R i oc a ti
*
, A ske tc h is a l s o giv e n of the Hyp e r
, .

g e om e tric or G aus si an e qu ation an d its twe nty f our so lutions -

.

95 . Case I . Roo ts of n c l uation un equal

I di ia E q an d differ in g by a

qua ti y n t n ot an n
i te g er . Con si de r the e qu ation

2 — 6x
( 27 + 12 )
3 -

y = 0
T
'

dz
.
?
C$

Put whe r e a #0 o
z
, givin g T
dz 1
=a a cz "
+ a1 c + ( 1 )z c
+ a2 c + ( 2) c l
*

o z
dx
2

an d a oc e — ( 1)z c

Sub stitut e in an d e quate the co e fficie nts of the s ucc e ssive

po we rs of z to ro ze .

The l o w es t po w e r of z is 90 04
. Its co effi ci e nt e qu ate d to z e ro gives
a0 {2c (c 1) 0 } = 0,

i . e . c (2c — 3) = 0,
as a 0 #0 .

F i d i h W ilh lm B l f Mind n (1 784

r e r c w
e di r t r f th b
esse o e as ec o o e o se r

t y t K oni g b rg H i b t kn wn b y B l F n ti n
,
’
v a or a s e e s es o e sse s u c o s
Ad ri n M i L g nd f T l i b t kn wn b y hi Z n l
. .

a ar e (1 75 2 e e re, o o u ouse s es o s o a

H m ni
ar o L g nd r C ffi i nt
cs or H l did g t d l f w rk
e e
’
e s oe c e s e a so a re a ea o o on
E lli pti Int g r l d th Th ry f N m b
.

c e a s an e eo o u er s

p Fr n C nt R i f V ni wr t
.

’
J aC O o ti a (1 6 7 6
c e sco , Ri
ou ti cc a o e ce o e on cca s
E q ti n d l ib ili t y f l w ring th d r f giv n diff nti l
,
”
ua o th an a s o on e p os s o o e e or e o a e er e a

q ti n
,

e na o
K rl Fri d i h G f Br n wi k (1 7 7 7 th Ar hi m d
.

a e r c a us s . f th o u s c e c e es o e
nin t nth nt ry p b li h d
e ee ce rh u tr din rily w id r ng f
”
u s e r e se a c es on an ex a or a e a e o

ub j t in l ding Th ry f N m b r D t rmin nt Infinit S ri Th y f

,

s ec s , c u eo o u e s, e e a s, e e es , e or o

E r A t n my G d y
r or s , s ro d E l tri it y
o d M g n ti m
, eo es , an ec c an a e s .

1 It i l g itim t t d iff r nti t

s e i f a e nding p w r f t rm b y t rm
o e e a e a se r es o as ce o e s o z e e
“

i thi m nn r within th
n s a gi n f e nv rg n S B mwi h I fi i t S i
,
e re o o co e e ce . ee ro c , n n e er es ,
Ar t 5 2
. .
 SO LUT ION IN SE R IE S 111 ‘

The co e ffi ci e nt of z °+1
has more t e rms in it giving ,

— 1)
i . e .

i . e .

a3 (2c + 3 ) (
+ a1 c 2) = 0,

From e tc .
, 0
From e tc

as

“9

as

“
4

But fr om (2) , c

Thus , if c= 0,

+ 3z 2
+
g z
4
a u, say ,

re p lacing a o by a ; an d if
3 g 8
W i

y
= r e p
bv l a
sacing wh
a ( ic
, h is a rbitr a r ) b
y y b t h i s tim e 0 .

T hus y = au + bv is a s o lution wh ic h contains two arbitra ry c on

stan ts an d so ma y b e con si de r e d the comp l e t e primitiv e

, .

In g en er a l, if the In di ci a l E qua ti on has two un equa l r oots a an d B

difier ing by a quan ti ty n ot a n in teg er , we get two i n depen den t soluti ons
' '

by substi tuti ng these va lues of e i n the ser i es f or z .

Exa mpl es f or so luti on .

d y2
dy d 2

Z
y =—O.
(1 ) (2) 2z (l — z) —

dx 2
+ (l + 3y

dzu dr
(3 )

(4) B e sse l ’
s e quat io n of ord re n, t ki ng
a 2n a s n on - inte gral ,

d2y d?!
1 I2 D IFF E RE N T I A L E Q UATION S
nver gence of the series obtained in th e last ar ticle
96 . Co
prove d in n e arly e ve ry tr e atise on High e r Al g e br a or An alysis th at
t he in finit e se ri e s u + u + u is conv e rg e nt if
1 2 3

Now in th e se ri e s we obtaine d ufl i . e
.

2 71 .
2
$

c + 2n — 5 2
2c + 4n ~
3

an d l mit wh e n n — is %z ind p e n de nt of the val ue of c

the i > cc — 2
, e .
.

He nc e bot h se ri es obt ain e d a e conve rg e nt f or l z 2 r .

It is int e r e stin g to notic e th a t if th e di ff e r e nti al e qu tion a

r e duc e d t o th e f orm

d z

35 + wr (
w) + q( ) y
w =0
,

1
g ivin g in our e xa mp l e (
p )
z
2+z 2

2
6z

z)
p( an d
q(z) p ansib l e m pow e r seri es wh ich ar e conv e rge nt
ar e ex
‘

f or value s of z
wh o se mo dul us z ] 2 .

T h at is the r e gion of conve rge nc e is i de ntic al in thi s e xamp l e

,

with the r e gion for wh ic h p (z ) an d q(z ) ar e e xp an sib l e in conve rgent

pow e r se ri e s W e sh all show in Ch ap X th at th i s th e or e m is true
. . .

in ge ne r al .

mpl es f or soluti on
Exa .

Fi n d th r gion f co n v rge c e f
e e th e s ol u t io n s of th l t
o e n or e as s et

e x m pl s
a V ri fy i n e ch c a e t h t t h r gio n f co n v rge n c i id
e . e a s a e e o e e s

wi th the r e gio n f or which p (z ) d q( ) xp a ibl i n an z ar e e ns e

pow r seri e es .

97 . Case I
I . R oots of n c
I di ial Eq uation eq au l . Con si de r the
e qu ation
d
gZ
2

(z — z2 y
) dx + (1
—
z — 5z ) — —
4y = 0 .

Put
t r sub stituting in the di ff e r e nti al e quation e quate co effici e nts
a n d af e ,

of succ e ssiv e po w e r s of z t o z e ro j ust as in Ar t 95 . .

1 14 D IFFE R E NTIAL E Q UATION S
In g en er a l if the Indi ci a l E qua ti on ha s two equ a l r oo ts c = d ,
,

we g et two i ndepend en t soluti ons by substi tu ti ng thi s va lue of c i n z and

az
° The se con d s o l ution will a l w ays con si st of the pro duct of the
60
.

fir s t o lution (or a nume ric al mul tip l e of it ) an d log z a dde d to

s ,

a not h e r se ri e s

:
.

Re ve rting to our p a rticul a r e xa mp l e con side r a tion of p ( z) ,

an d
q( z ) a s in Ar t 96 sugg e sts t h a t th e s e ri es wi ll be conv e rg ent
, .
,

for I z 1 It may b e e asi ly s h o w n th a t t hi s is corr e ct

. .

Exampl es f or sol ution .

(1 ) (
z —z
U ZZ
— —
y
= 0 .

(2) B esse l s e quation of orde r ro

’
ze

d2a dr
x + + xy = a
dfi dz
d2y dy
(3 ) z
d

4 2
d y
2
3
dy
() (
4 4 z z )
dx
2
+ 8z
dz y 0 .

98 . Case III . Roots of In di cia l uation differing by an integer

Eq ,

mak ing nt of z infin ite Cons ide r B e sse l s e qua tion of or de r

’
a c oe ffi cie .

unity , d
_ y
2
—
+z + z (
2
l )y = 0 .

die2

If we proc e ed as m Ar t . 95 , w e fin d
a0 c c { ( 1) +0 1} = 0,
i . e . 0
2
1 = 0,

{ (c )
2
a1 l

i . e . a1 = 0,

a2 1} + ao = 0,

0 1}
2
an {(0 9 a rr — 2 0,

1 4
$

roots of the indi ci al e quation (1 ) ar e c 1 or 1

The .

B ut if we put 0 1 in t h i s se ri e s f or z the co e ffici e nts b e com e ,

infinite o wing to the fac tor (c 1 ) in the de no minator

,
‘
.
 SO LUTION IN S E R IE S 1 15

To obvi ate thi s di ffi cul ty r e p la c e ao by (0 + 1 ) k , gi ving

1 I

d 12
°
z1
an d
2
z + $i
a
dz 2
dz
J us t as in Case II the
. occur r e nc e of the s quar e d factor (c + 1 ) 2

d—z
sh ow s that -

aC
, as we ll as z , sa tisfie s the diffe r e nti al e quation wh e n
1 .puttin g c 1 in z give s aso lution S9 a pp ar e ntly we
Al s o .

h a ve f oun d thr ee s o lutions to thi s di ff e r e ntial e quation of only the

*

S econ d or de r .

On w or ki ng t h e m out we g e t r e sp e ctiv e ly ,
‘

1 - f
1
“ “

ku ’ say ’
2 2 2
.

1 1 2 l
hu log z + kz —

z z
z
2 2
. 4
+
4 > z

1 2 2 1 6 _
say ,

1 1 1
an d kz 2 -
z
2
kw, say
1
.

It is obvious th at w 4u so we h a v e onl y f oun d two l in e a r ly

—
,

1n de e n de n t s o l ution s a ft e r a ll a n d the comp l e t e primitiv e i s a n bv

p ,
.

The se ri es a r e e a si ly prov e d to b e conv e rg e nt f or a ll v al u e s of z

e x c e pt f or a const a nt m
.

The i de ntity ( ul tip le ) of the se ri e s obtaine d

b y sub stituting c 1 an d c 1 r e sp e ctiv e ly in the e xpr e ssion f or z
”

is n ot an a cci de nt It cou l d h a v e b e e n see n at onc e from r e l a tion

.

— 1} +a 0 .

If e 1 th i s give s an { (1 +n )
2
1}
If c — 1, — 1 -
n )
2 -
1} -
l

h enc e r e p l acing n by n + 2,

{ (1 ) 1}
2
an + z +n + an = 0 .

As has o utsi de the br a cke t whi le

z
"
1
as a fa ctor
has ,

r e l ation (8) r e ally me a ns tha t the co e ffi ci e nts of corr e sponding

Of th nd iti n g o i th vi l t d ; w
c ou r s e e co m i it pl
o ao a th t s us o a e e ass u e n s ac e a
116 D IFFE R E NT IAL E Q U AT ION S
po we r s of z in the two se ri e s ar e in a constant r atio The fir st se ri e s .

a pp a r e nt l h tr t rm n m l th t invo l ving b ut t his 1 ‘

x
"

as a n e a e a e a z
y y , ,

c on v e m e n tly va ni sh es o w ing t o th e f a ctor ( 0

In g ener a l, if the Indi ci al Equa ti on has two r oots a a nd 6 ( say

a B ) fi
di er i n b
g y a n i n teg er , a n d if some f
o the coefiie ie n ts f
o z be com e

i nfin i te when 0 = B, we modif y the f or m of 2 by r epla cing a o by k (c ) B .

W e then g et two in depende n t soluti ons by putti ng c

a nd The r esult o f putti ng c = a in z

nu mer ica l multiple of that obtai ned by putting c=B .

(1 ) B esse l s e quatio n of orde r 2

’

d2
d
g ZZ
2 y 2
fi —
+z - —
+(
z 4) y = 0 .

da C

(2) z (1 m)
d2y
_ d_y —
y =
clx dz
2

d2y d
—z — 0
(3 ) z (1 ) dx2
—
y
=

2 3
d y d
2 _y
2

(4) (z + z + x ) + 3x
d2 2 dz

99 Case I
. V . Roo ts of n
I dicial Eq uati on differ ing by an
making a c oe ffi cie nt of z indeter min ate . Con si de r the e qu ati o n
d
2 _ y
2

(1 -
2 ) + 22 +y= 0 .

dz
2

Proc e e ding as u su al , we g e t

a1 e ( 1) C= O,
— c (c
+ a1 {
an d so on .

(1 ) G iv e s or 1 .

co ci
e ffi e nt f in v ni h wh n = 0 but as t h e r e is
The o a ()
2 a s e s e 0
1 ,

oth e r te rm in the e qu ation thi s m ake s a in deter mi nate ins te ad

-

i nfin i te .

If 0 1, a1 = 0 .

Thus ,
if 0= 0, f rom equ ations e tc .

2a2 ao = 0,
6a 3 3 a1 = 0,
1 2a , 3 a, = o,
118 D IFFE RE NT I AL E Q UATIONS
He nc e th e new e quation is
d1 2
d
n
z
,2
-

2 + 2r 2

d g y = 0 .

If we tr y t o a pp l y th e u su al m e tho d, we g et f or the in dici al

e qu tion ,
a — ao = O, w hic h has no roots , as b y hypoth esis a 0# 0
*
.

Suc h a diff e r e ntia l

qu ation is sai d to h ave n o r eg ula r i nteg r a ls
e
I 1 _
i n as ce ndi ng power s of z Of cour se e a n d e c an b e e xp a n de d I
. n ” 2

1
pow e rs of
5
.

The mp l e s give n b el o w i llus tr ate oth e r po ssibil iti e s such as

e xa ,

the in dici a l e qu a tion h avin g on e root wh ic h may or m ay n ot giv

p ,

a conv e rg e nt s er Ie s .

It wi ll b e notic e d th a t wr itin g th e e qu ation in th e f orm ,

dy
mZZ“q( )
2
dZ
_ _
w p -
z = 0.
dz 2

in e ve ry c ase whe r e the m etho d has succ e e de d p (z ) an d q(z ) h ave

b e e n fini te f or z = 0 wh i l e in all c ase s of failur e th i s condi tion is
,

vio late d .

F or in st anc e in the abov e e xa mp l e

, ,

pt ” ) “
2,

z)
q( whi c h 1 3 in finit e if z
—
= 0 .

Example s f or lution so .

()
1 Tr n f or maB e l q
s u a tio n b y t h e s ub ti
sse t u t io
’
n
s e= I
/ s z z .

H n c e how t h t it h s o int e gr l th t
e s a e r e g ul r i n de sce n di ng
a n a s a ar a

powe r of
s z.

(2) Show t h t th f ollowi n g e qu t io n has o nl y o e i n te gr l th t is

a e a n a a

gul r in sc ndi n g pow r f z a d de t rmi n it

a a e e s o , n e e

d—2y d—
Z
3
z + z(
l 2z ) 2y = 0 .

dx 2
d

(3 ) putti n g
By d et rmi n e the compl et e pri mitive f e o

t he pr e vio us e x mpl e a .

(4) Show t h t the f ollowi n g e qu tion h n o i nt gr l th t i r gul r

a a as e a a s e a

i n asc n di n g pow er f
e t he n e ri obt i nabl e dive rg s f all
s o z , as o se es a e or

v l ue f z d
;Z
a s o z
y
2
wz
z —
(I 3z ) + y
= 0 .

d$ 2

(5 ) Ob t ai n two i nt gral e s of the l st

a e xa m p e l r gul ar i n e de s c n di
e

power s of z .

Or we m ay sa y th t it h
a as tw o i fi i n nt r t e oo s .
 SOL UTI ON IN S E RIE S 11 9

(6) Show th t the followi g e qu tio n h s n o i n te gr al s

a n a a

gul a r i n ei t h e r asc e n di n g or de c e n di n g pow e rs of s z

g
2
dy
4 —g 3 —z2 3 —
x (l — z2
) x 2
+ 2z —
-
(1 y =
) 0 .

(Thi s is t he e quat io n who se pri mit ive w“ w w

1 — 1
is ?
b
- '

de + e

Obtai n thr i n d p nd nt ol utio n

ee e e e s s of

3
d
2_ y
dy
2
9z __ + = 0
dx2 dx2 y .

(2) Obtai n thr ee in d p n d n t sol utio n s e e e , of th e f orm

az d 2
e
_
’ ,
60 6 0
2

2
d y dy
of the e quat o n i + 1 — z) _ -
y = 0
7
.
2
(2 dz

3
1
(13) Show t h t th tr n form tion y ; r e du c es Ri
’
a e a s a oca ti s e ua ti on
27) q
dr
_
_
by2
dx

d 2
v
to the l i n ea r f orm dx2
m
bcvz = O .

(4) Show th at if y is n ith r ro n or

e e ze an i nt e g r e , the Hyper g eorn etr ic

d
2
d
Z
g
z (l z ) z
2
+ {y _
( a
—
a
fiy = 0

has the s ol utio n (co n v rg nt if | |

s e e z 1)

F M, 13 y , ) and z
l Y F la —
+ l B — l—l 2— y, )
'

z -
z
, y , y , ,

wh ree F (a , B , y , z ) de n o t es the Hyper g eometr i e S er i es

G B

t h t th ub t itutio n
a e s s s z = l -
z an d z = l /z tr a n sf orm
o met r i qu tio n i nto
c e a

d
z (1 z ) —
2
“

y
— —
a, 8y= 0
z

g
d y 2
— 2
z
2
(1 — z
) 2
a ,
8) 2 — y ) z}
z

r espe ctive l y , of which th e fi rt s 18 a s lo of h ype rge o metric form .

1 20 D IFF E R E NT IAL E Q UAT I ON S
He n c e from the
l ast e x,
a mpl e , de duc e t h t th origi n l qu tion ha
a e a e a s

the a ddi t io n al f o ur ol ut io n s s

F (a , B , a + fi +l — y , l —z
) ,

(l y
— a . 1 +y — a -
B , l —z
) ,

a + 1 + l —
fi, l
)
‘

y,
-
a z ,

B + 1 — — 1
)
*

z
y, a, .

(6) Show th t th ub t i t ut io n y (1 ) Y t ran forms the hyp r

a e s s = — z " s e

g ome e t ric q u t io n i nt o no t h r h yp rg o metric e qu tio n if

e a a e e e a

n =
y
— a —
B .

He n c e s how t h t a t he ori gi n l e qu t io n h
a a as th e a dd it io n la t wo
s ol utio n s
(1 : ,y B y a , , z )
fi
l — a
an d (
7 1 l — 2— y, )
‘

x , , z .

[ Note how d how fro m the origi n l two ol utio ns

— Ex 5 . s e a s of t he
h yp rg o m tric qu tio n t wo o t h e r co ul d b d duc e d by ch
e e e e a s e e ea of

t r n for matio n = l —
a s d z = l/ s Si mil arl y
z ach o f t h z an z . e e

1 z 1 z
t f m t
r an s or sz
1 z
z a 1 on
z 1 z
z gi v e t wo mor ,
‘

s e,

t w l v B y proc di n g i Ex 6 th n umb r
e e . ee b as n . e e c an e

a t o t l f tw n ty f u Th e fi t r n for m tio t o
a o e -
o r . es ve a s a n s,

i d ti a l t
en f cm t i z = f or m g up t h t i b y
r a n s or a on z, a ro a s,

s u ch t r n f or m t io n i n ucc
a s io n w h ll lw y g t a
a s s ess e s a a a s e

o f the origi n l t ] a se .

(7 Show th t u nl 2 i a d d i nt g e r (
a , po sit ive n e ss n s n o e or

L g n dr e qu t io n
’
e e e s a

d2y dy
(1 x2 ) dz 2 — 2x
d
ha s the s ol utio ns r gul r i n
, e a descen di ng pow r e s of z ,

%n + 1 n 2
)
‘

z , z ,

"
F( —
% —
% {y — n 2
)
‘

z n, n , z .

ol ut io n f th c 2
[ The s 1 c a b e go t b y ch an gi n g z
or e ase n — n

z
‘
1
r ul t f Ex 4 f th t followi ng A t
i n t he es o . o e se r .

(
8 ) S how t h t t h e f or m of th s ol uat io n f B s l s e q u atio n f e o es e
’
o
“

ord r dep nd upo n wh t h r i ro i nt g r l or

e n e s i n te gr l e e n s ze ,
e a ,
n on -
a ,

al t ho ugh th e d i ff r n c e f th roo t s f th i n dici al e quatio n is n o t

e e o e ri
'

o e

bu t 2n .
1 22 D IFFE R E NTIA L E Q UATION S

1 02 Pi
. car d s meth o d of successive approximation
’
.

and = b w h e n z = a the s ucc e ssiv e a ppro xim ation s for the

y ,

of
.

g a s a f unction of z a r e

b f (z b) dz ,
=
y 1 , sa y,

6 f( z, y1 ) dz =
y2, say ,

6 f( z, y2) dz =
g 3 , sa y ,
an d so on .

ha ve al r e ady (Arts
We . 83 an d 8 4) ex pl ain ed the app lic ation
t hi m e th o d t
s xa mp l s o e e . We too k th e c ase wh er e f (z y) ,

b = a = 0 n d f oun d
,
a
z
y l éx s

fi g?
2
y2
—
C
B »

z 5 8 11
i
1 1 — 1
f
z 47 17 75 + T 1fl f x F l 4 6 17 55 “

T h e se functions app e ar to b e t en ding to a l imit at an y ,

s u ffici e nt ly s m a ll v a l u e s of z It is the purpo se of the .

a rtic l e t o prov e t h a t thi s is th e c ase not m e r e ly ,

e x amp l e b ut wh e n e v e r f (
, z y) ob e
y s c e rt a in ,

s p e ci fi e d .

Th e se conditions ar e that aft e r suitab l e c h oic e of the ,

n u mb e r s it an d 10 we c an asse rt th a t f or all v a l u e s of z
, ,

a — h an d a + h an d f or all v al u es of 3; b e t w ee n 6 — k an d
,

c an fin d po sitiv e numb e r s M an d A so t h a t

f (m y) I
(i ) I < M . .

f y
< A I
)I Iy b e in g
’

() I fl
’ ’
ii w y ) —
(
w , , r y
—
, an d y an y

va lue s of y in the r ange conside r e d .

2

In our e xa mp l e f ( y) = z + y con dition (i ) is obviou sly ati

93 ,
2
,
s

t ak ing for M a n y po sitiv e numb e r gr e at e r th a n (k+k ) 2

.

Al s o y y lI y y I kI y y I
’ ' ’
=
I + 2 - -
,

s o con dition (ii ) is als o satisfie d t ak in g A ,

R e turning to th e g e n r a l c se we con si de r the di ffe r e nc e s b e tw e n

e a , e

t he succ ssiv e ppro x i m tion s

e a a .

y,
-
b (z b) dz by de finition
, , ,

j(z b) | , M by , con dition (i ) ,

M
 E X ST E I N C E T H E OR E M S 1 23

Al s o y2 g 1
= b f( z, y1 ) dz — b f z b) dz b
( y d
, e finition , ,

{ f (x 91 ) i f “ b) } dz
, , 3

I
f( 23, y l ) -

f ( 5)x, AI
3h 4 ? Iby
, con dition
< AM z -
a l from
,

so | y2
—
y 1 | < AM (z — a
) dz i . e . < %AM (
z

l
| y < MA n- l
h ”
(3 )
5]
.
2

Now the infini te se ri es

) +b
Ah —
( e l

is conve rge nt f or all valu e s o f It A , ,

an d M .

Th e r e f or e the infin ite se rie s

6 + (y n
“

yn — l )
each te rm of wh ic h is e qu a l or l e ss in ab so lute value th a n the corr e
s on di n
p g t e rm of th e pr e c e ding i s s ti ll mor e conv e rg e nt ,
.

Th a t is to say th at the se qu e nc e
3/ 1 = b+ (
y1
= b “
bl + (
f/ 2
a n d so on , te nds to a definite limit say Y (z ) wh ic h is wh at we , ,

w ante d to prove .

W e mu s t n ow prov e th a t Y sa ti sfi e s th e d i ffe r e nti a l e qu a tion .

At fi r st s i g ht thi s se e m s o bvio u s but it is n ot so r e a l l y f or w e , ,

m u st n ot a ssu m e w ithout proo f th a t

f (CIJ , yn —1 ) dx (x L
—
,t
n > cc
yn —1 ) dx

tude nt who un de rstands the i de a of uni f orm conve rge nc e

Th e s

wil l notic e th at the in e qu aliti e s ()

3 t h a t we h a v e u s e d to
prove the conve rge nc e of our se ri e s r e ally prove its unif orm c on
v e rg enc e als o If th e n f (z y) is continuou s y g e tc ar e
.
, , , , l , z, .
,

continu ous al so an d Y is a u ni formly conve rge nt se ri es of c on

,

t in uous f un ction s ; th a t is Y is it se l f continuou s *

an d Y , ,

t e n ds uni f ormly to z e ro a s n incr e ase s .

He nc e f rom con di tion (ii ) f (z Y ) f (z g ) t e n ds uni f orm ly

, , ,
—
, n _1

to z e ro .

Se e B r omw i ch
’
s Infi n i te S er i es Ar t 4 5 , . .
1 24 D IFF E R E NT I AL E Q UATION S
From th i s we de duc e t h at
if ( z, Y) “

f (x , yn -
i l} t e nds to ze ro .

Thus th e limit of th e r e lation

yn
= b f (x , art -
Moo
Y = b+ f( z ,
Y) dz ;

dY
th e r ef or e Y = b whe n z = a
f ( Y
*
) an d z,
dz
, ,

Thi s comp l e t e s th e proo f .

1 03 Cauchy s meth o d
. Th e or ems on infi nite ser ies
’
.

Cau ch y s m e tho d is to obt a in an infinit e se ri e s f rom

’

e q u a tion a n d th e n prov e it conv e rg e nt by comp a ring

,

infini te se rie s The se cond infini te se ri e s is n ot a

.

e qua tion but the r e lation b e tw e e n its c oe ffic i

,

th a t b e tw e e n tho se of th e original s e ri e s Our fir st e xam p le of .

m e tho d wi ll b e for the simp le c ase of the lin e a r e quation of the

or de r z p() y 0 .

Ofco ur se th i s e qu ation c an b e so lve d at onc e by se p ar ation

the v a ri a b l e s giving ,

l og g = o p (z ) dz .

Ho we v e r we give the di scu ssion by infini t e se rie s b e c a use it

,

a l mo s t e xa ctl y simi l a r to the sli ghtl y mor e d i ffi cul t di sc uss ion

d z

daf t M ar )

a n d ot h e r e qu a tion s of hi gh e r or d e r .

W e sh all n e e d the f ollo wing th e or e m s r e l a ting to pow e r s

The va ri a b l e z is sup po se d to b e comp l e x F or br e vity w .

de not e a b so l ut e v a l u e s b y c a pit a l l e tt e r s e g A f or ,
. .
2

pow r ri s a b s o l ut e l y conv e rg e nt
A
( ) A 2 i at
”
e se e s a z n

points with in its circ le of conve rg e nc e z R = .

B T h r d i s R o f thi s circ l e is giv e n by

() e a u

l A rr H -

R ”
n - > co An
provide d th at thi s l imit e xi ts s .

“ l fd i f r nti t in g t h i nt g l th
ien e e t d nt h l d r m mb r th t
a e e ra e s u e s ou e e e a

int g l v r i l ly i n q n f th v i ti n f i t pp l imit
,

e ra a e s so e n co se ue ce o e ar a o o s u er .
1 26 D IFF E RE NT IAL E Q UAT IO NS
He nc e f or the b s o lute va lue s of the a s
a
’
an d f
’
s, de not e d by th e
corr e spondi ng c apita l le tte rs we g e t ,

n An s + A0P n _1 .

Let M be a po s itive numb e r e xce e d ing t he a b sol ute val e of

q
p() z on t he circ l e z = R,
th e n Pn < M R (3 ) (Th
th e r e f or e f rom (1 ) an d
,

A i !
,
—1 -
2
Acre
n

D e fin e B (n 2 > O) right h and side of

as the -
an d

B 0 as an y po sitive numb e r gr e ate r than A the n A O n B" .

+ A _, R
-
1 -
2
m o s w —
)
n —
l M 1
AoR
-

+
a —
l

He nc e de fini ng B , ”
as a bove ,

th e r e f o r e

Th e r e for e the rie s 2

1 B is conve rg e nt w ithin the
"
se n
z

z T
( h e or e m
Sti ll mor e the r ef or e is the se ri e s 2 anz
”
conve rg e nt w ithin
sam e circ le s inc e , A B n 2
.

The co e ffici e nt s a a c a n all be f oun d f rom (

l , 1) 2,

the p s wh ic h ar e s uppo se d kno wn a n d t he a rbitr ar y con st a nt

’

, ,

1 05 marks on this proof The stude nt w ill prob a bly ha ve

. Re .

f oun d the l ast a rtic l e ve ry d i fficu l t to f o ll ow It is import a nt not .

to ge t conf use d by the de tail s of the w or k The m ain point is this . .

A
We h o ul d l i k e prove th a t Lt R Un f ortun ate ly the
1
s to <
A
.

r el a tion de fining the A s is r a th e r compl ic ate d ’

. W e fir st impli fy
s

it by g e tting r id of the n q ua titi e s P P n 0, 1 ,

P Stil l the
 E X IS TE N CE T H E OR E M S 1 27

r e l ation is too compli c at e d as it invo l ve s n A s W e n e e d a simp l e

,
’
.

r el ation invo l ving on lv two B y t ak ing a suita b l e de finition .

Of B we g et suc h a r e l a tion b e t w e e n B a n d
,,
leadi ng to 2

B 1:
( R .

n B n—l
Wer e p e at that the obj e ct of giving suc h a comp lic ate d dis
c ussion of a v e r y s imp l e e qu a tion is to provi de a mo de l wh ic h th e

s tu de nt c an imit a t e in ot h e r c ases .

Exampl e s f or sol uti on .

(1 ) Prov t h t if p ( ) a d q (z ) c a b e e xp n de d in pow r s ri
e a ,
z n n a e e es

co n ve rg nt t ll poi nt withi n
e a d o th circl e X = R th n
a s pow r an n e , e a e

s ri
e conve rg nt withi n th me circl
es e b e f o un d i n t e r m f t he
e sa e c an s o

fir t two co e ffici e nts (

s the rbi t r ry co ns t n t ) to sat i fy a a a s s

d y 2
dy
_

SE
W
[ He r e n n ( 1 ) a ,, (n 1 ) a 2 _ 1 p0 (n a 1 p2 __2

(Z n — 290 ‘
l a n — S QI
‘
(toga — 2 .

He n c e if , M is a n y numb r xc di g e e ee n th e a b ol ut e v lu
s a es of bo t h
n(
z) an d
q(z ) a t a ll poi nt th circl X
s on e e R ,

A” 1
A, R
-

1
AOR
-

A!
(1 A2 4
R) ( 1
AOR
—

?
D e fin e the right h a nd side of thi i n e qu lity a
-
s a s B2 an d th n proc
e ee d

as b for
e e .

(
2 ) Pr o v e simil ar
’

re sults fo r t he e quatio n
3
dy dy 2
dy
22 3 p t»)
_
y
2

1 06 n us meth od Pr eliminar y discussion Wh e n the

. Fr obe i ’
. .

stu de nt h as m ast e r e d the l ast a rtic l e he wil l b e r e ady for ,

th e mor e diffi c ul t prob l e m of inv e s tig a ting the conve rg e nc e of

the se ri e s giv e n by the m e t h o d of Frob e niu s In the pr e c e di g . n

ch apte r (whi c h should b e th oroughly known b e f or e pr oc e e ding

f urth e r ) we saw t ha t in s om e c a se s we O bt a in e d two se ri e s
,

invo l ving only pow e r s of z wh i le in oth e rs l ogarithms w e r e ,

pr e se nt .

The proc e dur e in the fir st c a s e is v e r y simi l a r to t h a t of the l a st

a rtic l e B ut in the se con d c a s e a n e w d i ffi c ul ty a ri ses
. The s e ri e s .
.

with l ogarith ms w e r e O btain e d by di ff e r e nti atin g se rie s w ith

1 28 D IFFE R E NTIAL E Q UATI ON S
r es p e ct to a p ar am e te r 0 Now di ff e r e nti ation is a proc ess of taking
.

a l imit an d the summ a tion of a n in finit e se ri e s i s a not h e r p r oc ess

o f ta k ing a limit It is b y n o m e a n s O bvious th a t th e r e sul t will

.

b e the sa m e wh ic h e v e r of t h e se t w o proc e ss es is p e r f orm e d fir st ,

e v e n if th e se ri es of d i ff e r e nti a l co e ffici e nt s b e conv e rg e nt .

Ho w e ve r we sh all prove th a t i n our c ase the di ff e r e nti a tion is

,

l e gitim a t e but thi s proo f th a t our s e ri e s sa ti sfy con dition s s uffici e nt

,

t o j ustify t e rm —by t e rm di ff e r e nti ation is r a th e r l ong a n d b e wi l de ring

-
.

To a ppr e ci at e the f o ll owing w or k th e stu de nt shou l d at fir s t

i gnor e all the de t a i ls of the a l g e br a co c e ntr a ting his a tt e ntion on
-
,
n

t he g e n e r al tr e nd of th e a rgum e nt Wh e n thi s has b ee n gr asp e d .

,

h e c an go b a c k a n d v e rif y the l e ss import ant ste p s t ake n f or gr ant e d

0 11 a fir st r e a di ng .

1 07 . Obtai ni g th e n coe ffi cie nts in Fr obe i n us ser ies when th e roots
’

of th e in di cial u
e q ati o n do n ot diff er by an in teg er or z e r o Cons i de r .

t he ex pr e ssion
d
mg
d 2
d2
2

z )
3/
5
5
c
12
2
6123
2
wp - ”
M y :
f], d
l
dz

w here p z)
( an d q )
(
z ar e both ex p an sib l e in po we r se ri e s 5p :
n
z
"

and
Z q n
z
”
whic h a e conve rg e nt w ithi n an d on the circ l e
r z

We ar e trying to O btain a s o lu tion of the diff e r e ntia l e qu ation

If
b e come s
y is r e p l ac e d by 112
2 a (W l th ao# 0) ¢ ,
< g;
z fl ,

+n ) (6 + 72 1) (C (x) 9

Z0
sa
y,

{ ( 1) qo}
= a — —
go c c poc
-

1) qo}
- -

“
d a

For br e vity ,
de note
1) qo by f (c)
—
(
c c — poc
-
,

so th a t — 1)
 130 D IFF E R E NT IA L E Q UAT ION S

so th a t
— 1)
i . e .

q0 |
—

Now for l rga e va lue s of n th e ex pr e ssion on the right ppro ach es a

th e v al u e 2
22 e
l

Rn 2
a
B n +l
Lt
71 9 00 B 1?
00

T h r ef or e
e th e se ri e s Z a "
an d s til l mor e the se ri e s
0

conve rg e s within the c ir c le | z | = R

'

Th us wh e n an d B do n ot di ffe r by an inte g e r we g e t
, a , two
conv e rge nt infinite se ri e s sati sfying the di ff e r e ntia l e quation .

1 09 M difi . o cati on r equir ed wh en th e roots of th e indicial equation

diff e r by z er o or an in teg er W he n .an d
B a r e e qu a l we
ge t o e a ,
n

se ri e s by th i s m e tho d .

Wh e n an d B diff e r by a n inte g e r this m e tho d hol ds goo d

a ,

f or the l a rg e r on e but n ot fo the sm a ll e r f or if B = r

, a po sitiv e
( r , a

inte g e r ) th e n from (5 ) an d (6 )
,

f(a +n ) = n a +n —
( B) = n
(n + r ) ,

but r) —
,

wh ic h vani sh e s wh e n n = r giving a z e ro factor in the denomi ator ,

n

of a w h e n c A s e xe mp l i fie d in Art s 98 a n d 99 of the pr e c e ding

, B = . .

c h apte r thi s may give e ith e r a n infinite or inde te rmi na te value f o

,
r

s om e of th e a s T h is di ffic ulty is r e move d by mo difyi ng the f orm

’
.

a ssum e d f or r p l cing a by k ( Thi s will m a k e

y e a ,c B ) d o . a o,
l ,

a, a ll z e ro a n d a
_1 a ” n ],

c h ange in the f orm assum

th e a s an d so w i ll n ot a ff e ct th e a bov e inv e stig ation of conv e rg e nc e
’
, .

rentiation of an infinite series with respect to a par ameter

1 1 0 Diff e .

c th e roots of th e indicial e quation diff ering by an integ er In Ar t 107

, . .

00

we obta ine d ri e s fi Z a z w h e re the a s ar e functiona

an infinite se n
"
,
’
l

of 0 As in the pr e c e di ng ch a pte r w h v e to con si de r the

.
,
e a

di ff e r e nti ation o f thi s e ri e s with r e p e ct to 0 b e ing pu t e q u l to

s s c, a

th e s m a l l r root B a ft e r th di ffe r nti a tion

e e e .
 E X ISTE N CE T H E O R E M S 131

Now wh i l e th is di ff e r e ti ation is b e ing p e rform e d we may c on

n

s ide r z a s a con s t a nt The s e ri e s c a n t h e n b e con si de r e d as a se ri e s

‘
. .

of function s of the va ri ab l e 0, say

i0
where
$ 4) = 0+ n
2
0 x an

n ) f (c + n l ) from
wh r e a = k(c B) an d the
e 0
— fa ctor ( B) c — is to b e d ivi de d out if it
Occur s l n the d e nomin a tor .

Now Gour sa t (Cour s d An a lyse Vol II 2ud e d p 98 ) prove s

’
. .
, . .

th a t if 1 ll s ar e function s w hich a r e a n a l tic a n d h olo

’

() a t h e
(D y
morphic wi thin a c e rta in r e gion boun de d b y a c l o se d conto u r an d
continu o us on th i s contour a n d if (ii ) the se ri es of D S is unif orm ly ,
\
2
’

conve rge nt on thi s contour th e n the di ff e r e nti a tion t e rm by te rm ,

give s a conve rge nt se ri e s who se sum is the di ff e r e ntial co e ffi cie nt

of th e sum of th e origin a l se ri e s .

For the de finition s of h o l omorp h ic a n d a n a ly tic se e th e b e ginning ,

of Vol I It wi ll b e s e e n th at the it s s a ti sfy th e se

’
.I of G our sa t
. .

d e finition s an d ar e continuo u s as l ong a s we k e e p a w a y from value s

of c th a t m ak e th e m in fin it e Th e se va lue ar e 1 B 1 . 2 s a , , a
—
,

T a voi d th e s e t ak e the r e gion in s i de a circ l e of c e ntr e

B — 2 ,e tc o.

B an d of an y r a dius l e ss th a n un ity .

W e sh all no w prove th a t the se ri e s is un if orm ly conve rg e nt

“

e v e r y w h e r e in s i de thi s r e gion Th i s wi ll prov e it is uni f orm ly .

conve rg e nt on the con tour of a similar but slightly sm al l e r r e gion

insi de the fir st .

Le t s b e a po sitiv e int e g e r e xc e e ding the l a rg e st v a l ue of 0 w ithin

the l a rg e r r e gion .

Th e n for a ll v lue s of c within th i s r e gion f or val ue s of n e xc e e d

a ,

ing s ,

d e finition of F
1) q | b — —
y 0 , ,

2 —
Q as
| u —
v
| 2 | u | v

(
n —
s )
2 -
M , as P 0< M an d QO< M ,

n
2
+ 1n + J, sa
y ,
whe r e I an d J ar e in de p e nde nt of

n , z , or c .
(8 )
uffici e ntly gr e a t va lue s of n say n >
F or s ,
rn , t he la ts ex pr e ssion
is al w a ys po sitiv e .

L e t H de not e the m a x imu m v a l ue of

m
M [ Am_l (0 + m) R I) R 2
AO(C '
l )R ] )
(9
— 1 —
rn —
-
f
+ +

for a ll the val ue s of c in th r e gion e .

1 32 D IFF E R E NT I A L E Q UAT I ON S
T h e n if Em be an y po sitive numb e r gr e at e r th an Em ,
an d g if,
for val ue s of n m E , ,,
b e de fine d by
M {E n _1 (
s +n )R
— 1
Em (
s + rn + 1)R
—n
+m
} + HR
En
n
2
+ In + J
— 1
+ HR —1

SO th t a

wh ich h a num r ator gr t r th n

as e ea e a an d a de no mi n a tor l e ss th an
th o e f Em fro m
s o a d th +1 ,
n e de fini tion of B ,, as th e right
h n d id f
a wes t h ate O se e

Simil a r ly E n > B 2 f or a ll va l ue s of n > m .

En “ 1
F rom (1 0) we prove Lt Thi s pi e c e of work is so
En R
.

n —> oo

s imil ar to the corr e sponding w or k at the e n d of Ar t 1 08 . th at we

l e a ve it as an e xe rcise f or the stu de nt .

He nc e 2 Ea ”
‘

is conve rge n t if R
- <
I< R .

Th e r ef or e withi n th e circ l e | z | = R I an d with in the r e gion

s p e ci fi e d f or c ,

|a
c+ n
2
z

h ows th t B
Thi s s sa ti sfie s W e i e r tr s s M t e t f or un if orm
a a na
n
a“
s a s
’
-
s

conve rg nc (B ro m wich A t
e e s R 8 a d th E s a e all in de
,
r . a I, ,
n e
’
r

p e n de nt Oi 0 .

Thi comp l e t e s the proo f t h a t

s s ti fi s ll th e a s e a

con ditions p e cifie d o the di ff e r e nti tion with r e p e ct t c is ow

s ,
s a s o n

j u tifie d This hol ds within the circ l e | z l = R W e c an t ke R

s .
I . a I

gr e t e no ugh t inclu de a y point within the circl e | z | = R

a o n .

If the root s f th e in di ci l e q u tion o e e q u l in t e d f diff e ring a a ar a s a o

by a int e g e r th only d i ffe r nc in th e a bov e w or k i th at

'

n , e is e e s ao

n ot to b r pl c e d by k (c B)
e e no (c — B) c an w occ ur in th
a -
, as no e

d nomin tor f a
e a o n .
1 34 D IFF E R E N T I AL EQ UAT ION S
of motion . The L in e s of F orc e of E l ctro t tic s f orm
e s a su ch a

s st e m
*
y .

Ex .

O b vio us i nte gr l a s ar e

the e qu t io n
a s Of t wo p l an e s, i nt r —c t—i n g i n t h li n
h
e se
m A -
fi Q ‘r f
' m e
e e

which by ui t bl choic f th arbit r ry co n t nt

s a e e o e a s a s a and b c an b e ma de
t o g t hro ug h y gi v n poi nt g t hro ugh (f
o an e , e . .
, g k),
if a =
f — k an d

b= g — h
nt
I s e ad f pic k i n g ut th i n gl li n
o f th y t m th t g o o t hro ugh e s e e o e s s e a es

on e g iv n p oi n
e t w m y t k t h i n fi ni t
, y f u ch li
e n t h t ian t r s ct a e e o s es a e e

a
g i v n c u
e r v t h circl + y = 4
e, 0 e e z
2 2
,
z = .

Th qu tio n f thi circl t k n t og th e r with (2) d

e e a s o givs e, a e e an e

z = a,

y = b,
an d h c en e a
2
+ b2=
4 .

Thi s is t h e r l tio n th at hol d b t w n

e a s e ee a an d b if th e li n e is t o i nt r e

se c tt he e circl Eli mi n ti n g . d b f ro m a a an an d we g et

(w
the lli ptic cyli nd r f or m d
e e e by tho se li n es of the s ys e t m whi h c m e et
the circl e .

Si mil rl y th li n a of t h e es e sy s e t m which m e e t the c urv e

m
(
¢ y) a
= 01 Z = O
f or m the surfac e —
z, y —
z) = O .

dz dy dz
Ex .

z 0 — z

Obvio us i nt gr le a s ar e z
2
+z
2
a,

y = b,
a ri ght circul r yli n d r d pl n t h t c ut i t i n circl
a c e an a a e a s a e .

Th di ff r nt i l q u t io n t h r f or r pr
e e e n t y t m f circla e a s e e e e e se a s s e o e s,

who c nt r all li o n the xi f y d who pl n

se e es ll p p e a s o an se a es a r e a er en

di ulc to t hi xi
ar s a s .

O uch cir l
ne go s t hrough y poi nt f p c Th t t hro ugh
s c e e an o s a e . a

(f , 9 , h) is y
=
g .

rf c
A su a e is f or m ed by t h e circl es of the sy s et m th t i nte r ct
a se a

gi v n c urv
e e .

12
az
dy Qz= dz 9
t n f t h l in r
/ / hr
*
The e q u a io s o e of fo dz w e e
a“:
es ce ar e z

t nt l n ti n 5
,

V is t he po e i a f u c o .
82” z
 OR D IN AR Y E Q UATION S W T I H TH R EE VA R A I BL E 3
curve is th h yp rbol e e a

£7
2 -
1, z o,
2
22

(7 ) an d f or a ci r cl i nt r ct i n g this hyp rbol

e e se e a,

z
2=
a, y = b,
2
an d h nc
e e
X2 2 2

li n ti n g
'

E mi a a an d b fro m an d we ge t the h yp r boloi d

e

2 2
$ 2

A2
f or m ed ho circl f the y t m t h t i nt r ct th h yp rbol
by t
.
se es o s s e a e se e e a .

i i rl t r tin g fro m the c urv ¢( y) O = 0 w g

S m l a y, s a e z
2
,
=
,
z , e et th e
s ur c r v ol utio n ¢( + y) O
fa e o f e z
2
z
2
,
= .

1 13 . o
S luti on of such e quations by multiplier s . If
dz

ea c h Of th e se fr a ction s is e qu a l to
l dz rn dy n dz

Th i s
m e th o d ma v b e u se d with adva nt a ge in s om e e xa mp l e s to
ob tain a e ro den oml n ator an d a num e r ator th a t is a n e xa ct
z

dz dy dz
°
2 2
(
e z + y) z z — ( g) z + y
Ea ch Of th ese f r c tio n s
a
2
W z dz — d —
z dz
y y
zz z ( + y)
— z
y z ( -

f y)

z dz -

y dy
-
z dz = 0,
2 2 2
t e z z a
. .
y .

y dz +z dy — z dz = 0,
2z y — z
2=
b
.
(3)
h u th ol utio n f qu tio n (1 ) i form d b y th
T s e s o e a s s e t
e sy s e m of q uar tic
curv i n p
es ri i n g fro m th i nt rse c tio n f th
s ac e a s e e o e c on ic oi ds (2) an d

wh er d b e arbitr ry
e a an ar a .
1 36 D IFF EREN TI AL EQ UA TI ONS
Exampl es f or solution .

Obt a i t h ynt e m f c u rev d fi n

s d s b y t wo o es, e e e

arbi tr ry co n t t i n
a h t i fyi n g th f oll owi n g i mul t n e ou
s an e ac , sa s e s a s dif
f e ti l qu t io n
er n a e I t r pr t ge o m tric ll y wh n v r po ibl
a s . n e e e a e e e ss e .

d
_
z
_
_ d i/ d
_ °
dz dy
_
dz
°

z y z mz — f
n
y nz — lz ly — mz

dy
_
2 2 — 2
y + z z -
2z y yz zz

dz d dz dz dy dz
i z
(5 ) +
'
(6 ) 2—
2yz — 2
—
— z
y+z z+z z y z
y y+z y
(7 ) Fi n d th e r diu a s of the circl e of Ex 2 . th t go e thro ugh
a s the
poi nt (0 — n m)
, ,
.

(8 ) Fi n d t he s ur fa c gnr t
e e e a ed b y th e c ur v es o f Ex 4 . th at i nt e r se ct
the circl e y
2
+z
2=
l , z = 0 .

(9) F i n d t he sur fa c g n r at
e e e ed b y th e i ln e s of Ex 1 . t h t i n t r ct
a e se

the h e li x 2
+
2=
7
2
z= k t an E
z y ,
,

(1 0) Fi n d the
cur v which p t hro ugh th poi nt (1 2 e a sses e , , 1) an d
i uch th t t
s s y poi nt t h di r c t io n co i n
a a an f it t n g nt e e s es o s a e ar e i n th e
-

r t io of th qu re f th
a ordi n t f t h t poi nt
e s a s o e co- a es o a .

114 A . se co nd in teg ral f oun d by the hel p of th e fi r st . Conside r the

e qu ation s
1 _2

An o b v i ou s in t e g r a l i s y + 2z = a .
(2)
U sing th i s r e la tion , we g e t

dz dz
’
I 3 z s in
2
a

giving z z s in a 6 3
.

Su b stituting for a z — z sin ( y + 2z ) = b

,
3
.

Is (3 ) r e a lly a n int e gr a l of (1 )
D i ffe r enti ating
{ dz 3s sin (y + 2z ) } z
3
c os (y 2z ) .
{ dy 2 dz } = 0,
wh ic h is tru e in irtu e of V 3 ) is
So ( an inte gr al .

Exa mpl es f or solution .

dz
d
_
z
_
_ k/
c dz dy dz
1 3 5z + ta n (y —
3z ) z — z z
2
+ (y -
z )
2

dz dy dz
' “

zz z (
2
zy ) yz z ( 2
zy ) z
4
zy y
2
z zy
1 38 D IFF ERENTI A L EQ UATI ONS
th e imul tan e ou s e qu ations a t all poi ts wh e r e th e se c ur ve s cut the
s n .

sur fa c e In fa ct thi s is the c as e w h e r e an in fin it e nu m b e r of sur fa c e s

.
,

c an b e dr a wn to cut ort h ogon all a d o u b l in fi nit se t of cur v es

y y e ,

a s e qui pot e nti a l s ur fa c e s c ut li n e s of f orc e in e l e ctro s t a tic s On t h e

'

oth e r h a nd the c urv es r e pr e se nt e d by the simu ltan e ous e quations

,

may not a dmit of s uc h a fa mily of orthogon a l sur fa c e s In .

c ase the s ingl e e qua tion is n on inte gr a b l e .

Ex ( i) The qu tio n d dy d = 0
. . e a z z

int gr t t o
e a es
y z z c,

a f mil y of p r ll l pl n
a a a e a es .

W w i n Ex (
e sa i ) f A t 1 1 2 th t th i mul t n o u e qu tio n
. o r . a e s a e s a s

dz dy dz
l l l

r pr
e e se nt ed t he f a m il y of pa r ll l li n
a e es

z — a y
—
b z

l 1 1

Th e p a l n es a r e t he ort hogo n l t r j c t or a a e i es of th e li n e s .

Ex .
(ii ) . z dz z dz = o,

a_ e _
0
z z

i nt gr te to
e a s z oz ,

a f mil y f pl n
a p o a es as s i n g t hro ugh th xi f y e a s o .

We sa w i n Ex .
(ii ) f A t 1 1 2 th t th corre po n di n g i mul t n o us
o r . a e s s a e

e qu tio na
dz dy dz
z 0 — z

r pre n t d y t m f circl who x ll li lo n g th xi f

ese e a s s e o es se a es a e a e a s o

so th pl n e th ort ho g o n l t r j ctori
a es ar e f th circl e a a e es o e es .

Exampl es f or soluti on .

Int gr t th f ollowi n g q u t io
e a e d wh n v r po ibl i nt r pr t
e e a n s , an e e e ss e e e

th r ul t g o m tric ll y
e es d v ri fy t h t th
s e ur f c
e th or t ho g o n l
a an e a e s a es a r e e a

t r j ctori f th cu r v r pr nt d by th corr po n di n g i mult n o u

a e es o e es e e se e e es s a e s

q t io n s

(l ) z dz + d
y y + z dz = o .

2z y dy 2z z dz = [ Di v i d e by ]
2
2
) dz
2 2
(2) (y z z O . z .

V (3 ) yz dz + zz dy + z y dz = o . V(4) (z + z ) dz = 0 .

l
V (5 ) z (y dz V(6)
1 17 Meth o d of integ r ati on w h en the
. soluti on is not o bvious Wh e n .

an inte gr a b l e e quation of the f orm

s + Q dy + R dz = 0
 ORD INA RY EQ UATI ONS W IT H T H REE VA R I AB LES 139

c annot b e so l ve d by insp e ction , we se e k f or a s o l ution b y con i de ring s

fir
e, yz dz b e co me s , if z is cons ta nt ,

y dz 2z dy = O,
gi ving z
y
2
a .
J

As this was obta in e d by suppo sing the va ri a b le z to be consta nt ,

th a t the s o lution of the origin al e qua tion c a n be

y r e p l a cing th e con s t a nt a b
y s om e f un ction of z giving ,

y
2
dz 2z y dy

T hi s i s ide ntic al w ith the origin on if

y
a
2z y dz l/
y z 2zz —
3z y
di _
3 me z
sf <z >
dz z z

df 3 dz
7 7 4

f )
(z

givin g the final s o l ution z y cz 2 3

.

F or a proo f t h a t th is m e t h o d h o l ds goo d for la ll int e gr a b le i

se e Ar t 1 19
. .

Exa mples f or soluti on .

yz log z d
— zz log dy + z y dz = o
) z z .

2yz dz + zz dy — z y (1 + z) dz = o .

(3) (2z 2
2z y 2z z 2
1 ) dz dy 2z dz O .
[N B .
—
As sum e z co n
t nt
s a a t fir s t .

—
(4) (y ) dz 0
2 2—
zy

f (5 ) (z y
2
y
3 — z 2z 3
z ) dy + ( y + z y) dz =
2 2
z
(6) Showth t th i nt gr l of the followi n g qu tio n r pr nts
a e e a e a e es e a

f mi l y f pl n
a o wi t h a co mmo n li n f i nte r ctio
a es d th t th e o se n, an a e se

pl nes a e th orthogo nal tr j cto i f the circl es of Ex 2 of th

a r e a e r es o . e se t

f ollowi n g Ar t 1 1 3 : .

(mz my) dz ( nz lz) dy (ly mz ) dz z

O .

118 . C onditi on necessary for .an e q a u ti on to be integ rable . If

s + Q y
d + R dz =

has an int e gr a l ¢(z , y, z ) = c

,
wh ic h on di ffe r e ntia tio n giv e s
3—¢
-

ax
dz +
395
ay
dy +— M
—

a
b
d
z
z = O,
1 40 D IFF ERENTI A L EQ UATI ONS
if ) a 893
= hR .

8 ¢ 2
6 91)
2
He nc e
ay az dz ay
ea
s
(a
: g:g
z
a az s
63/
.
0

(if
}
Simi l a rly x
az
P
;
a a
(f g i az
Mu ltip ly e qu ations an d
(4 ) by P, Q ,
an d R r e sp e ctive ly ,

a n d a dd . W e ge t

33)
—

If the qu ation (1 ) 1 s inte gr ab l e th is condi tion must b e satisfie d

e , .

The st ud n t f mil i r wi t h v c t or a n l y i will

e a a t h t if P Q R e a s s se e a , ,

ar e the co mpo n e nt f v ct or A th co n di tio n m y be wri tt n

s o a e , e a e

A url A c

Ex . I th wor k d e x mpl
n e f t h l t rt icl e
e a e o e as a ,

yz dz + 2zz dy — 3 z y dz =
P= y , Q R
z = 2zz = — 3z
, y .

The co nditio n gives

yz (2z 3z ) 2zz ( 3 3/ —
y) 3 z y (
,
z 2z ) 0,
te
. . 5 xyz 8 z yz SzE
/ z O,
whi h i tr u
c s e .

Exampl es f or solution .

(1 ) S how t h t th e qu tio n i n t h l t t wo se t
a f x mple a s e as s o e a es

sati fy t hi co ndi tio n

s s .

(2) Show th t t h r e i n o t f urf c ort hogo n l t o the c u v

a e s se o s a es a r es

g v n by
i e d dy d z z

z z + y 1

conditi on of integ r ability is sufii cien t as well as necessar y

1 1 9 Th e
.
‘
.

W e sh all prov e t h at the con dition is u ffi ci e nt b y s h o wi ng th a t s

wh e n it is satisfie d the m e th o d of Ar t 1 1 7 wi ll a l w ay s be succ e s ful . s

in giving a so lution .

W e r e qui r e as a l e mm a the fa ct t h a t if P Q R sa ti sfy the c on , ,

d ition so a l s o do P
, Q R AR w h e r e A is a n y function
I 1 I
=
,

of z y a n d z
, ,
W e l e av e th is as an e xe rci s e t o the s tude nt
. .

T b m itt d fi r t r di g o e o e on a s ea n .
1 42 D IFF EREN TI A L EQ UATI ONS
a s l o inc
,
s e e quation (2) is inte gr a b l e ,

»
an, el f
1
a 31 dF df aP,
dz dy dz dz (d z

?
2
1
,
< dz
By s ubtr a ction of th e se l ast tw o e quation s we ge t
d dF df R
dF df
1 1
dy dz dz dz dz
aPI a
dz dz dy dz }
dF dF d dé d
B ut ' P1 -

dz Re d ?
’ ’
dy d
as
f is a function
lon e of z a .

He nc e (5 ) r e du c e s to
a
Th a t is
f
R ca n b e e xpr e ss e d
—
function of F a n d z , s ay
’
—
, I as a
a

/ (F
lf , z ) . He nc e f rom (1 ) an d

1=
3 wf , z ) .

If the s o lution of this is f th e n F (z , y ,

is a
so l ution of s + Q dy + R dz = o ,

whic h is thus prov e d to b e int e gr a bl e wh e n e ve r P , Q R ,

sa ti sfy the
condition of Ar t 1 1 8 . .

1 20 Th e n on inte g r abl e sing l e e quati on

.
- Wh e n . the con dition of

inte gr a bility is n ot sa ti sfie d the e quation ,

s + Q dy + R dz = 0
r e pr e se nts a fami ly of c urve s orthogon al to th e fa mi ly r e pr e sented
b y th e s imul ta n e o u s e q u a tions

dz dy dz
P Q R
b ut in th i s c a e th e r e is n o family of surf aces orthogonal to the
s

s e con d f a mi l y of c u rv e s .

H o w e v e r we c a n fin d an in finit e n umb e r o f c urve s th at lie on

,

an
y giv e n sur fa c e a n d s a ti sfy wh e th e r th a t e q ua tion is int e gr a bl e

or n ot .

Ex . F i n d th c urv r pr nt d by th sol ution f

e es e ese e e o

y d + ( y) dy + d 0 z z— z z= ,

which li e i n th pl e 2 y
an e z z

(It is e as il y v ri fi d t h t th co di tio n f i nt gr bili ty i n o t t i

e e a e n o e a s sa s fie d .
)
 . OR D IN AR Y E Q U ATI ON S W T I H TH R E E VAR A I BL E S 14 3

The me thod of prod ur e is

ce to li mi n t e f th v ri bl
e d a e on o e a a es an

a n d dz f m ,
ro t h t wo qu tio n a d th d i ff r
es e e a s n e e

d of em th .

Mul t ipl yi n g by z a n d a ddi ng t o (l ) ,

( y+ 2z ) dz + (
z —
z

—
2y
2— 2— = c2
zy + z y y
curv il t h t li i n th pl n e (2)
es of th e f a m yth a e e a ar e e se c t io n s

f th i n n i t
e o r t ngul r h yp rbolic yli nd
e fi e s e t of ec a a e c e s r
co ul d h v b n xpr d by a e ee e e ss e sa y i n g
t h at th pro j ct io n
e th pl n
e f y f c ur v
s on whi h li i n t h
e a e o z o es c e e pl na e

d at i fy q tio n mil co n c nt ric i m il r d

(2 ) n a s u s ( 1 ) e f ya f e ar e a a o , s a an

s i mil rl y si t u t d r t n gul r h yp rbol

a a e ec a a e as .

ow t h at t h r i n o i n gl i nt gr l f d
(1 ) Sh e e s s e e a o z= 2y dz + z dy .

Prov t h t c ur v
e f t hi
a qu tio t h t li i nes o s e a n a e t he p a e z = z + yl n
a s l o o n ur f c f th f mil y ( 1 ) (2y
s a es o e a z - 2

(2) Show t h a t th c u rv f e es o
2 2
z dz + y dy + c — —
2
Z z>
~ —
—
2
dz = 0

th t li
a e on t he e llip oi d
s
2 a 2
2
z y
+ + = 1
F R a
liea lo
s on th e f a m y il of co n c nt ric e s
p h r e es

(3 ) F ind the ort hogo n l proj ctio n o n th pl n

a e e a e of zz of c urv es

which li e on th e p r boloi d 3
a a +y d t i fy t h
z = z
2 2
an sa s e e qu tio na

dz + y dy .

(4) F i nd th e e qu tio n f th yli n d r Wi t h g n r t or p r ll l t o

a o e c e ,
e e a s a a e

th e i ax s of
y , p a ss i n g t hro ug h th poi nt (2 l d l o t hro ug h
e , ,
an a s a

curv th at li
e e s on th e sph r +y +z = 4
e e z d ti fi th qu t io n
2 2 2
an sa s es e e a

(z y 2z z) dz y dy yz) dz
2
0 .

MISCELLANEOUS EXAMPLES ON CHAPTER XI .

a dz
_
4
zz yz zy y
3
z 2z 2y’ z
3
y 9z

d dz
— y
(3 ) clz dz
da
(4 ) (z + z
3
) c os z
—
z
2
) (y — s in z
dl
1 44 D IFF ERENTI A L EQ U ATI ONS
dx dy dz
(5 ) + 2m
2
2
( 1 7+
y + 2xz ) ——
g
— + 13 2 :
i
.

Ct dt it
ind f (y) if f (y) d log = 0 i i nt
6) F dy y y d gr bl e z zz z z s e a .

Fi n d th orr po n di n g i nt gr l
e c es e a .

(7 Show th at th e f ollowi n g quatio n n o t i nt gr bl e e is e a

3 g dz + ( 3
z— d
y) y + z dz =

rov t h t th pro j c tio n

P e a l n e e o n t h e p a e of z y of t he cur v es

sa ti sf qu tio n d li i n th pl n 2 y
y th e e a an e e a e z z a ar e t he r e c t a n gl fla r
h yp rbole as m 3 y y y b
e
z
z
a .

(8) Fi n d t he di ff r e nti l qu t io n f t h e a e a s o e fam y il o f t wi t d cubics e

cur v y = es y b Show t h t ll th
az
2 2=
zz . a a es e c ur v es c ut ort hogo n ll y a
“

th f mil y f llip oi d
e a o e s s
2
z 2y2 3 z2 0
2
.

(9) Fi n d the e qua t io n s of the cu r ve th at p a ss e s thro ugh th e poi nt

(3 2 l ) a n d c uts or t ho g o n all y th e fami l y of
, ,
s ur fa c es z + yz = c .

(1 0) S ol v e th e f ollo wi n g homog en eous e qua tio n s by p utti n g z n z,

y oz

(i ) (z 2z z) dz 2yz ) dy
2 2 2 2 2 2
y z 2z y (y z z 2yz
+(z
2—
z
2 dz = o ;

(ii ) (2z z yz ) dz (2yz z ) dy

z (z
2
zy 34
2
) d .
= O

(iii ) dz 2yz) dy ( 31 yz z z) dz
2 2 2
z (
z 2

(1 1 ) P rov th at if th qu tio n
e e e a

P l dz 1 P zdz 2 P 3 dz 3 P 4dz 4
is i nte gr bl th n a e, e

dP dP dP dP, dP , dP,
(73 > (E l )
. .

P + P
, dz 3 age.
wh e r e r , s, t hr f t h fo ur uffix 1 2 3 4
t ar e an y ee o e s es , , , .

D n o ti n g t hi r l tio n b Cm 0 v ri fy t h t
e s e a y =
, e a

P 0 P P 0
1
F O , o i d nti ll y
23, , 3 1 2, 4 ”
e ca ,

s howi n g t h t o nl y t hr f t h f our r l tio n

a i n d p n d nt
ee o ese e a s ar e e e e .

V ri fy t h t t h
e co n di tio n
a t i fi d f th qu tio n
ese s ar e sa s e or e e a

( 271
3
2325 3 234 ) dxl (z z
z
231 233 234) dz 2
(z 3
2
z 1 z 2z 4 ) dz 3 ( z4
2
z l z 2z 3 d
) 4
z = O .

(1 2) Int gr t e a e t he e qu tio n f Ex 1 1 b y th followi g proc

a o . e n e ss

i() Suppo se z 3 a n d o n t nt d thu ob t i n

c s a ,
an s a

4 4 —
z 1 + z2 4z 1 z 2z 3z 4 = a .

() 11 p c by f (
Re la ) e a z 3, z 4 . B y d ff e i r nti tio n e a an d co mp ri o n wi th
a s

t h e origi n l qu t io n ob t i n
a e a a , d h nc f
an e e an d th ol utio n
e s

4 4 4 —
z 1
4
93
2
z3 z4 4z 1 z 2z 3 z 4 c .
 C H AP TER XII

PARTIAL D IFFERENTIAL E QUATIONS OF THE F IRST

ORD ER PAR TICULAR METHOD S .

1 21 . h av alr ea dy (in Ch p IV ) di c u ed th e f orma tion f

We e a . . s ss o

p arti al diff e r e nti al e qu tion by e li min ation of rbitr ary function s

a s a

o o f a rbitr a r y con t ant s

r W e l o ho w e d ho w in c e rt in e qu tion
s . a s s a a s,

o f gr t import anc e in m a th m tic l ph y ic

ea imp l p rticul ar e a a s s, s e a

s o l ution s cou l d b e f o u n d b y th id of w h ich m or e comp l e x s o l ution s

e a

co ul d b e buil t up to ti fy u c h ini ti l a d boun d r y conditio ns as

sa s s a n a

u u a ll y occ u r in p h y ic a l prob l e m s
s s .

In th pr e nt c h pt er we h l l b conc rn e d c h i e fly w
e se a ith e qu
s a e e a

tions f g e om e tric al int r t d s k for inte gr l of v ariou f or m

o e es ,
an ee a s s s,

g e ne r a l ,
comp l t
”
d ingul ar
e e, d th e ir g e om tric l
”
an s ,
”
an e a

inte rpr e tation Exc ption l e qu tion will b f o un d to po s e ss

s . e a a s e s

int gr als f a noth e r f orm c ll e d sp e ci l

e o a a .
”

1 22 G e ometr ic al th e or ems r e quir ed

. The t ude nt sh o ul d . s

the f o ll o wing t h e or e m in an y tr ati s on o l i d g e om e tr y

s e e s

(i ) The dir ction co in e of the norm l to

e — s ur f c f (
s
) 0 a a s a e z, 1 ,
z =

a t th e point ( y z ) a e in th e r tio
z, , r a

' '

dz dy dz
’

df df dz df dz
/
dz dz dz p ,
say , an d
ay ay
=
q
,
sa
y,

thi s r atio c an a s l o be wr itte n p q : l .

The mbol s p a n d q ar e to b e un de r stoo d

sy as h er e d e fin e d
through th i s ch a pt e r .

11 ) Th e e nv e lop e of the sy st e m of sur f a c es

(
f( x’ y) z, a ) b) = 0’
J4 6
 PA R TI C U LAR ME T H ODS 147

wh e r e a an d b ar e va ri ab l e p ar a m e t e r s ,
is f oun d by e l iminating
a and b from the given e quation an d
8f
da

The r e su l t may contain oth e r l oci b e si des the e nv e l op e (of .

123 . Lag r ang e s l inear e quation an d its

’
ge ometric al interpr etation .

T hi s i s the nam e a pp li e d to the e qua tion

Pp Qq R ,

wh e r e P , Q R ,
ar e f unction s of z
y , , z .

Th e g e om e tric a l th at the norma l to a c e rtain

int e rpr e tation is
er pen dic ul ar t o a l in e wh o s e dir e ction co si e s ar e in the -
n

R B ut in the l ast ch a pt e r we sa w t h a t the simul t a n e o us

.

dz
P
a f a mi y l
c urve s such th at th e tang e nt a t a n y point
of

co si e s in the r atio P z Q z R a n d th at ¢ (u c ) = 0
-
n , ,

(wh e r e a c on st a n d z c on st w e r e two p a rtic ul a r int e gr a l s of

= .
= .

the s imu l t an e o u s e qu a tion s ) r e pr e se nt e d a sur fa c e t h ro u gh su c h

T hr o ugh e ve ry point of suc h a sur fa c e p asse s a c urve of the

fa mi ly lyi ng w hol ly on th e sur fa c e
, He nc e th norm a l to the . e

s ur fa c e m u s t b e p e rp e d ic u l a r to th e t a ng e nt to thi s c u rv e
n te , . .

p e rp e ndi cula r to a l ine who se dir e ction co sin e s ar e in the r atio -

P Q R Th s i s j ust Wh a t is r e quir e d by the p arti al diff e r e nti al

. i

T h u s e qua tions (1 ) an d (2) ar e e q iv alen t f or th e y de fin e th ,

e

s a m e s e t o f su r f a c e s Whe n e qua tion (1 ) i giv e n e qu ations (2) a e

. s ,
r

c all e d the sub si diar y e qu a tions .

T h gs ( )
u s a v,
= 0 i s a n int
,
e gr a l o f if a = con st a n d z = oo m st . .

a r e an
y t w o in d e p e n de nt s o lu tion s o f th e su b si di r y e q u a tio s ( 2 ) a n

a n d fi is a n a rbitr a r y f unction Thi s is c all e d th e G e n e r a l Int e gr al

g y
r

of L a gr a ng e s L in e a r E qu a tion
’
.

Ex .
(i ) .
p+ q
= 1 .

The su b i di ry qu t io n
s a e a s ar e t ho se d i sc usse d in Ex .
(i ) of Ar t . 1 1 2,

dz dy dz
1 1 l

re pr e se nti n g a fa m y il of p r ll l t r igh t li n
a a e s a es .
1 48 D IFF EREN TIAL EQ UATI ONS
Two indep endent integral s ar e

z -
z= d

y
-
z = a
re pr nti n g two f mili f pl n co nt i ni n g th
e se tr igh t l i ne
a es o a es a e se s a s .

Th g n r l i n t gr l i ¢(
e e e a
y r pr n t i n g t
e h ur f c a s z z, e es e e s a e

for m d by li n
e f t h f mil y p i n g t hro ugh t h curv
es o e a a ss e e

¢( z, y)
= 0, z= 0 .

If we ar e giv n e a de fini t c urv

e e, su ch as the c ir lc e

2 2=
z + y 4, z = 0,

we can con t ruc t corr

s a es p o n di n g p r ti a cu a l r i t gr l n e a

2=
( P + iy n 4,
x— z —

the e llip ti cyli n d r

c e f or me d b y li e s o f the f a mil y me e n ti n g th e gi ven
c ircl e .

Ex .
zp — z .
[ Cf Ex (11 )
. . of Ar t .

The su b idi ry qu tio n

s a e a s ar e

of which t wo i nt gr l e y b e a s ar 90
2
z
2
a, .

Th g n r l i nt g r l ( + y) = 0 re pr nt th urfac e f
e e e a e a z
2
z
2
, ese s e s o

r vol utio n f orme d by c urv ( ircl i n t hi c a ) f th f mil y i nt r

e es c es s se o e a e e

ti g the urve 2
9 ( y)
se c n
5 c z = 0 z
-

.
,

E x (iii ) Fi d t h sur f c
. who t ge nt pl n c ut ff i nt erc ept
. n e a es se an a es o an

of o n t nt l n g t h I f ro m t h
c s a xi f e t e a s o z .

Th t g nt pl n e t ( y ) i
an e a e a z, , z s

Z pG¥ n+ etY z
— z= — —

Putti n g X Y 0 Z = =
,
= z —
pz —
qy = lr .

Th u b i di ry
e s qu t io n s a e a s ar e

ds
e i gn_ .
dz
z y z — k
’

of which y = az z
, k = bz , ar e i t e gr l
n a s .

y z k
g n r l i nt gr al
Th e e 0 r pr
e a nt n y co n e wi th i t
e ’ e e se s a s
z z

v rt x at (O 0 lo) d th e urf c cl rl y po s th d ir e d prop rty

e e , , ,
an se s a es ea sse s e es e .

E xampl es f or soluti on .

Ob t i n g n r al i nt gr l
a f th f ollowi n g q u t io
e e [ Cf th fir t e a s o e e a ns . . e s

set f x m pl
o in Ch p XI ]
e a es a . .

(1 ) zp+ yq = z .

(2) (mz -
lz ) q= ly — mz .

(3 ) (3/ 2
+z
2 —
z
2
)p
4
() y p
z + zz q = zy .

(5 )
1 50 D IFF ERENTI AL EQ UATI ONS
dc dv dv
F
x
+ Q = a

du dv d a dv da dc da dv da dv da
P '
Q R '

(dz/ d z
_ _

dz dy ) (E d z dz dz dy
so (1 ) b e com e s Pp + Qg = R , the e qua tion r e quir e d .

1 25 c l integr als It is som e ti m e s stat e d th at all inte gr als

. Spe ia .

of L a gr a ng e s lin e a r e qu a tion ar e inc l u de d in the g e n e r a l int gr al

’
e

fi (
u v ) = 0 B u t thi s is not s o
q , . .

F or in st a nc e the e qu a tion ,

p
—
q
= 2v %
ha s as s ub si di a ry e qu ations

1 1 z

Th us we ma y take i t = z f y ,
v=z Vz ,
an d the g en e r al int e gr al as

( 90 + y , z V ) z = 0 .

But z =ti sfie s the p a rtial di ff e r e nti al e quation tho ugh it

0 sa ,
is

obvio usly impo sibl e to e xpr e ss it as a function of u an d

s

Su ch an int e gr a l is c all e d sp e ci a l It wi l l b e notic e d t h a t in all .

the e x a mp l e s giv e n b e l o w th e s p e ci a l int e gr al s occur in e qu a tions

invo l ving a t e rm whi ch c a nnot b e e xp an de d in se ri e s of po sitive
int e gr al pow e r s .

In a r e c e nt p a p e r M J M Hill * h as s hown th a t in e v e r y c a se
. . .

wh e r e sp e ci a l int e gr als e xi st th e y c an b e obt ain e d by app lying a

s u it a b l e m e tho d of int e gr a tion to th e L a gr a ngi a n s st e m of s ub
y
sidiar
y e qu a tion s (se e E x a mpl e s 5 a n d 6 b e low ) H e a l s o un d e r .

t ak e s the r e classific ation of the int e gr ls the n e c e ssity of whi ch

-
a ,

ta k had b e e n pointe d out by For sy th j

s .
‘

Exampl es f or sol uti on .

Show th t th f ollo wi n g q u t io n po
a e th g i v n g n r l e d a s ss e s s e e e e a an

sp ci l i nt g r l
e a e a s

4 3 f
(1 ) p + 2gz 3z ; ¢( o
= — z z =
z y
-
, .

¢{ z z, 2z + 3 (
z z=
—
y .

(3 ) w ¢{ y
2 w
— —
z, —

z z y .
[Chryst al
P r oc L on don M a l h S oc 1 9 1 7
. . . .

1
‘
P r oc L on don M a th S oc 1 905 6
. . .
-
.
 PAR TIC UL AR ME T H ODS 151

putti n g ( 3= w i n Chry t l qu t io n obt i n

(4) By y)
’
z — z s a s e a
(Ex . a

d w dw
w (1 + w) —
+ 2 —
0
ax éy
.

This"shows th t z a -
z — y = 0 is a s ol utio n of the origi n l e qu tion a a .

[ Hill ] .

(5 ) Sh ow th t a t he L a g r ng n a ia su b i di ry
s a e quatio of Chry t al s ns s
’

e q uat o n
i (Ex . 3 ) ma y b e writt n e

dz
y)
— z —

d
dy
(
z

o f which z z y 0 is a p rtic ul r ol utio n

a a s

(6) Ob t a i n th e g e n e r l d p ci l i nt gr l
a an s e a e a s of th e e quation
p q 2x/ z

by i mitati n g Hill m tho d giv n i n Ex 4 d 5

’
s e s as e s . an .

1 26 Th e linear e quati on with 11 in depende nt var iabl es

. . The
g e n e r l inte gr l f th e qu tion
a a o e a

Pl p1 + P 2p2 + P3p3
L
= R ,

d dz
wh e r e z — e tc an d the P S an d R function s
p1 ax; p2 dz 2
’
.
, ar e

th e z s an d z, is
’
of
¢( ul ,
u2 . U 3 , an ) = 0,
wh er e u1 const u con st .
, 2 .
, e tc .
,
ar e a n
y n in de p e n de nt inte gr a ls
s ub s i di a r
of the y e qu a tion s

P1
T h i s may be v e rifie d a s in Ar t 1 24 The tude t sh o uld writ e . . s n

out th e proo f f or th e c a se of th r e e in d e p e n d e nt v a ri a bl e s .

B e s i de s thi s g e n e r a l int e gr a l S p e ci a l int e gr a l s e x i st for xc e p ,

e

tion al e qu ation s ju st a s in th e c ase of two in de p e n de nt v a ri a b l e s

,
.

Exa mpl es f or solution .

( ) Pa pa
1 + = l +
PI ~

(2) z i p1 2z 2p2 3 z 3p 3 4z 4 p4 = 0 .

(3 ) ( 233 272 ) PI 23 2 17 2 233 193 5 2 731

C 0 233 )
(4) 5 255 3 2
71 $ 1 23 2 P3 l z 1 z 2z 3 =‘ ‘
0

( ) Pi
5 + x 1 P2 + x w
i zpa
= x1 x z a
(6) PI + 13 2 l Psi1 ‘ ‘
23 1 93
2
253 » = 3 °
1 52 D IFF EREN TI AL EQ U ATI ONS
a t af af
The eq au ti on P —
+Q —
+R 0 .

dx ay
o f z , y, z b ut n ot of f , the e quation c an be V e i we d fr om two di ff e r e nt
as p e cts .

C on s ide r , for e xa mp l e ,

df df
— 0 .

ax
W e m ay r e g a r d th i s as e quiva l e t n t o th e thr e e dime n io nal
-
s

equ ation
of w h ic h = 0 i s th e g e n e r a l int e gr a l a n d z
¢( yz + z V )z ,
a

sp e ci a l int e gr a l .

On the oth e r h a n d r e g a r ding (1 ) a s a n e qu a tion in f our v a ri a b l es

, ,

we ge t the g e n e r al int e gr a l

¢(f ’ £
13 + y ’ {I
} V ) 2 = O’
wh ic h is e qui v l e nt to f a + y, z z ) , wh e r e 30 is an arbitr ary
f unction but if ,

g; ] f
— =

T h us f z is n ot an int e gr al of a l tho ugh

f = z = 0 c e rt a inl
y
give s a s o lution .

In g e n e r a l it m ay b e prov e d th a t

P l
a
m
+
f + R f
a
= 0
dz S
y
——
,

r e g ar de d a s f our dim e nsional w h e r e P Q R do n ot contain f has

-

, , , ,

n o sp e ci a l int e gr a l s A s imi l a r th e or e m is tru e f or a n y numb e r of

*
.

indep e nde nt va ri ab le s .

E xampl es f or sol uti on .

(1 ) V rify t h t if f =e f = Oi ur f c
a ti fyi n g z s a s a e sa s

w i
6
ty A X/ 1 :0
gQ
-

S 4 ,

an dh n c th t t hi di ff r nti l qu tio n i n t rpr t d thr di m n io n

e e a s e e a e a , e e e e e- e s

a ll y d mit th t hr p ci l i nt gr l = O y = 0 z = 0 d th g n r l
,
a s e ee s e a e a s z , ,
an e e e a

i nt gr le a
x/ z x/ y)
—

(2) Show t h t th ge n r l i n t gr l of th l t x mpl r pr n t

a e e a e a e as e a e e e se s

sur f thro ugh cur v whi ch if th y d

aces t g t hro ug h th origi n
es , e o no o e ,

e i t h e r t o uch the c o ordi n t e pl n li wholl y i n o

-
f th m a a e s or e ne o e .

d z
[ H i t P rov
n e t.h a t d
a n d th t d / d = 0 if z = 0
_
s
'
a z s ,

unl z y
e ss ,
ll ,ro ]
z ar e a ze .

S App nd i B ee e x .
1 54 D I FFE REN TI AL E Q UATI ONS
In ge n e r a l thi s m e tho d r e duc e s f
, q)
= 0 to th e
di ff e r e nti a l e qua tion

Exa mpl es f or solution .

Fi n d co mpl t i nt gr l e e e a s o f the f ollowi g n

()
1 4z =
pg .
(2) z
2=
1 +p +q 2 2
.

2= 2 2 2
(3 ) a z z (1
—
p )
3
() p + q
4 3 = 27z

(5 ) (6) r 2=
z q

l 31 . tandar d III
S . f (x, p) = F(
y , q) . Consi de r th e e quati on
2 = z —
10 3 x a y
As tri al so lution put e ac h si de
a of thi s e qua tion
a rbitr a r y con st a nt a giving ,

V(y + a )
2
p
= 3z +a ; q
= .

dz p dz q dy
) dz V(y + a ) dy ;
2
(3z +a

th e r ef or e + b,

whi c h is the comp l e t e int e gr al r e qui r ed .

Exa mples f or solution .

Fi n d co mpl t i nt g r l e e e a s o f the f ollowi n g

() p q+ x
1 2=
.
(2) M = wa

(3 ) W 2am+ 10g q .
(4) q wyp2

(5 ) pe
y
ge
x
.
(6) q(p c os z ) c os y .

1 32 .
W
S tial diffe r ential e quations analog ous
aut s
’
f orm . In Cha p VI we . . s ho w e d th a t th e comp l e t e primi tiv e of

y =
pw +f (
n)
wa s 9 = cz l of tr igh t lin e
f (c) ,
a fa mi y s a s .

Simi l r ly the comp l t int gr a l of the p rti l di ff e r e nti a l e qu ation

a e e e a a

z = pw+ i a +f (
n q)
is z = az + f (a b) family of p l an e
by , ,
a s .

F or e xa mp l e the comp l e t e int e gr l

, a of

2 2
z = +
pz qy + p +q

z = az + by +a
2
+ b 2
.

Corr e spon din g to th e i gu lar s o l ution of Clair aut s f orm givi ng s n

’
,

the e nv e lop e of th e fa mi ly of str a ight l in e s w e s h a ll fin d in th e n e xt ,

 PA R T C I UL AR ME T H ODS 1 55

a rtic le a ingular inte gr a l of the p arti al

s di ff e r e nti al e quation ,

g iv mg the e nv e l op e of the f a mi ly of p l a n e s .

mples f or solution
Exa .

()
1 P rov th t t he coem pl t e i nt
a gr l o f =
p + qy 2p 3 q r pr e e a z z — — e o

se nts ll po ibl pl n t hro ugh th poi n t (2 3

a ss e a es e , ,

()2 Prov t h t th coem pl t i n

a t gr l f =
pe qy V(p 9 + 1) e e e a o z z 2 2

r pr e n t ll pl n s t u ni t di t n c fro m th ori gi n
e es s a a e a s a e e .

(3 ) Pro v th t th co mpl t i n t gr l f
e a e
p q) e e e a o — —

r epr e nt ll pl n uch th t th alg br ic um f th i nt rc pt o

es s a a es s a e e a s o e e e s n

th t hr e e
e or di n t ax i u n i ty
co -
a e es s .

1 33 n ul ar Integ r als In Ch ap VI we sh ow e d th a t if the

. Si g . . .

fa mi ly of curv e s r e pr ese nte d by the comp l e t e primitiv e of a n or din a ry

di ff e r e nti a l e qu a tion of the fir st or de r ha d a n e nv e l op e the e q ua tion ,

of thi s e nv e l op e was a s ingu l a r s o l ution of th e di ff e r e nti a l e qu a tion .

A simi l a r t h e or e m is tru e conc e rning th e f a mily of sur fa c e s r e pr e

se nt e d b y th e compl e t e int e gr a l of a p a rti a l di ff e r e nti a l e q u a tion o f

th e fir s t or de r If th e y h a v e a n e nv e l ope its e qua tion is c a l l e d a

.
,

s ing ul a r int e gr a l To se e th a t thi s is r e a l l y a n int e gr a l we h a v e

.

m e r e ly to notic e th a t at an y point of the e nv l op e th e r e is a sur fa c e e

of th e f a mi ly touc hi ng it Th e r e f or e the norm a l s to the e nv e l op e

.

a n d t h i s su r fa c e coi ci de s o th e v a l ue s o f p a n d g a t an y point o f
n ,

th e e nv e l op e ar e th e sa m e a s t h a t of s om e sur fa c e of the f a mi ly a n d ,

th e r e for e sati fy the sam e e q ua tion

s .

W e g a v e two m e th o ds of finding singul ar s o lutions n a m e ly from ,

the c di s crimin a nt a n d from th e p di scrimin a nt an d we s how e d th a t

- -

th e se m e tho ds ga v e a ls o no de l oci cusp l oci an d tac l oci who se -

,
-

,
-
,

e q ua tion s did n ot s a ti sfy th e di ff e r e nti a l e qu a tion s The g e om e tric a l .

r e asonin g of Ch a p VI c an b e e xte nde d to s ur fa c e s but the dis

. .
,

c ussion of th e e x tr a n e o u s l oci w h ic h d o n ot furni sh s ingu l a r int e gr al s

is mor e comp l ic a t e d As far as th e e nv e lop e is conc e rn e d the

.
*
,

s t ude nt wh o ha s un de r stoo d Ch a p VI wi ll h a v e no di ffic ul ty in . .

unde r stan ding th a t thi s sur fac e is inc lude d a mong th o se f o u d by n

e limin a ting a a n d b f rom the comp l e t e int e gr a l an d th e two de riv e d

e qu a tions a 5) = 0
f( yz z , , , , ,

f
a
da
6f
at

Se e a
pape r by M . J M . . H ill P hil T r a n s
. .
(A) ,
1 802 .
1 56 D IFF EREN TI AL E Q U AT I ON S
or
’
l imin ting p an d
by e a
g from the di ff e r e n t ial e quation an d
, the
tw o de riv d qu tion e e a s

F(
a) ,
y) z :192 Q)
= O’
dF
3p
dF
as
In y ct
an u l e x aam p l e o e sh oul d t e st wh th e r wh a t is a p par e ntly
a n e

s i g ul a r int e gr a l r e a ll
a n
y sati fies th e d i ff r e nti a l e qu ation s e .

Ex . The co mpl t i nt gr le e e a of the e qu tio n a o f Ar t 13 2 was

.

Di ff e re nti ati n g wi t h r espe c t t o a ,

O z 2a
i il rl y
Sm a 0 y
Eli mi n t i n g nd ba a a 4z : y ) mz
2
T
"

It i il y v ri fi d t h t t hi
s e as e e a s sa ti s fies the di ff e e r nti l qu tio n
a e a

an dr pr nt p r boloi d f r v ol utio n the e nvelop f all th pl n

e ese s a a a o e , e o e a es

repr nt d by th co mpl t i t gr l
ese e e e e n e a .

Ex ( ii ) Th co mpl et i nt gr l of th qu tio n f A t 1 3 0 wa
. . e e e a e e a o r . s

2
(z
Di ff e r e nti ati n g with r espe ct to a,

Si mil arl y 1 8 (z ay b) 0 .

He n c e f ro m
Sub stit uti g f ro m (3 ) n an d (4)i n (l ) z = 0 , .

B ut z = 0 gives an d th e e v l u s a es do n ot s a ti sfy

e n ti al e quatio n z
2
(p 2 2
z + q
2 =
) 1 .

He n c e z= 0 is n ot a s ing
Ex . n i d r th
(iii ) . Co p g
s e e e
2=
z .

Di ff r nti ti n g wi t h r p ct t o p 2p 0
e e a es e ,
= .

Si mil rl a y 0 z .

Eli mi n ti n g p d g fro m t h
a thr qu tio n an e se ee e a s, we g e t
z 0 .

hi T s sa ti sfies t he d ff e i r nt i l qu tio n
e a e a , so it r lly ea is a s i ng ul r a

i nt gr le a .

B ut it i s de rivabl e by putti n g b = 0 in
z be a x‘ HW
,

whi ch is e asil y fo u n d to b co mpl t pri mitive e a e e .

S 0 i bo t h
o z i ngul r i nt gr l d p r ticul r c
s a s a e a an a a a ase of th e
co mpl t i nt gr le e e a .
1 58 D IFF E R E NTIAL E Q UAT I ONS
c an be c h o se n out of the doubly infin i te se t r e pr e se nte d b y the —

comp l e t e inte gr al T he se se ts ar e de fin e d b y putting b = f (a ) is

.

the comp l e t e int e gr al .

It is u sually impo ss ib l e to a ctu ally p e r f orm the e li min ati on of

a b e t w e e n th e two e q uatio n s giving th e e nv e l op e on a ccount of th e
‘

a rbitr a r
y f un ction f a n d its di ff e r enti a l co e ffi ci e nt The g e o me tric a l .

inte r e st li es c hi e fly in p articular c ases f orme d by t ak i g f a s s ome n

de fin it e ( a n d pr e f e r ab ly simp l e ) f un ction of a .

1 3 5 Ch ar acte ristic s
. Th e cur v e of int e r se ction of two c on
.

se c utiv e sur fa c e s b e l onging to a n y s ing ly in fini t e se t cho s e n f om

r
-

tho se r e pr e se nt e d b y the compl e t e inte gral is c all e d a char acter i sti c .

‘

Now such a c urv e is f o un d from th e e qu ation of th e f amil y of

su r f a c es b
y th e sam e t w o e qu a tion s t h a t giv e the e nv e l op e For .

in stanc e e quations (5 ) an d (6 ) of th e l ast arti cl e f or an y de fin ite

, ,
’

nu m e ric a l va lue s of a f (a ) an d f (a ) de fine a str aigh t l in e (as the

, ,
’
,
'

inte r se ction of two p l an e s ) a d thi s str aight lin e is a ch ar acte ri sti c

'

,
n .

The ch a r a ct e ri stic s in thi s e xa mp l e con si s t of the trip ly in fini te se t -

of str a ight lin e s th a t to u ch th e p a r a bo l oi d o f r e vol ution

The p a r a boli c c y lin de r ( 3 ) is g e n e r at e d by on e s ingly infini te se t -

of ch a r a ct e ri stic s n a m e ly tho se p e rp e n dicu l ar to th e

,

whi le the con e (4) is ge n e r ate d b y a noth e r se t n am e ly tho se th at ,

p a ss thro ugh the fixe d point (0 0 Th us we s e e th a t th e g en e r a l

, ,

in teg r a l r epr esen ts the ag r e a te o

g g f all s u ch s ur a ce s f gen er a ted by the
char a cter i sti cs .

If ingul ar in te gr al e xi sts it mu st b e tou c h e d by a ll the c h a r

a s , .

ac t e r istics an d th e r e f or e b y the sur f a c e s g e n er a t e d b y p

,
a rti cul ar

s e t s of th e m r e pr e se nt e d b y the g e n e r a l int e gr al It is e asi ly v e ri fie d .

th a t the p ar abo l ic cylinde r an d right circul ar con e of the l ast articl e

touch the p ar abol oid of r e vo lution .

1 3 6 Pe cul iar itie s of th e lin ear e quation

. To di c u ss the lin e ar . s

e q u ation

on th e se lin e s su ppo e t h t,
u = con st s a .

an d z const .

r e two in de p e n de nt int e gr a l s of th e sub si di a r y e qu tion

*
a a s .

Th e n it is e a ily ve ri fie d th at an inte gr a l of (l ) is
s

Si n ce u an d v a r e n nt t l i n de pe d e a e as t f th m m t
on e o nt in L t
e us co a z e
thi W m k th t l ti n t pr v nt b b in g f n ti n f
.
,

s on e be u e a e is s i pu a o o e e it + av + e a u c o o

l n i wh i h ld m k t rm i (l ) ind t rmin t
.

z d y
an a o e, n c b 0w c as e n + au + = ou a e e s n e e a e,

in t d
s ea o f d fin it l y
e ti f y ing i t i th rd i
e sa s n e o na ry w y a .
 PA R T C I UL AR M E T H O D S 1 59

Thi s m ay b e t ak e n as the comp l e te inte gr al . Th e ge ne ra l

a is a function of 1) a l on e ,

a F

S ub stit uti ng in u = a f un ction of v,

M) 0 ,

which is e qu iva l e nt to the e a e a v) = 0 f oun d a t th e g e n r l int gr l Mu ( ,

b e ginning o f the ch a pt e r .

Th e lin e a r e qu a tion is e x c e ption al in th at its comp l e te int e gr a l

()
2 is a p a rtic u l a r c ase of the g e n e r a l int e gr a l Anoth e r p e cul i a rity .

is th a t th e c h ar a ct e ri tic s whi ch ar e h e r e th e c urv e s r e pr e se nt e d b y

s ,

the sub si di ar y e qu tion s a e onl y d oubl y in fin ite in numb e r in st e a d

a ,
r -

of trip l in fini t e O n l y on e p a s e s thro u gh a giv e n point ( in g e n e r al ) s

y
-
.
,

wh er e as in the non l i e a r c ase e xe m p l i fie d i the l ast a rticl e a n

-
n ,
n ,

infini te numb e r may do so f orming a sur fa c e , .

Exa mp les f or soluti on .

(1 ) Fi nd th ur f c g n r t e s a e e e a ed by ch r c t ri tic
a a e s s of

th t a
p r ll l t o
ar e a a e t he ax s i of z .Ve fy t h t i t r ll y ti fi th
ri a ea sa s es e

d i ff r nt i l qu t io n
e e a e a an d t ou h c es th e s u f a e r c r pr nt d by th S i n gul r
e ese e e a

i nt gr l
e a .

(2) Prov t h t i t gr l
2=
e a z 4z g is an n e a o f
z = pz + gg + l og pg
r pr
e nti n g th n v lop f pl n i n cl ud d i n th co mpl t i nt g l
ese e e e e o a es e e e e e r a

and p i n g t hro ug h th origi

a ss e

(3 ) Prov t h t t h ch e f g 3 p th t p
a t hro ugh th
e 8 o = 2
a a ss e

poi nt 1 0 0) g n r t , ,( l ) + l 2y 0 e e a e z
2
z .

(4 ) Wh t i t h n t u f t h i nt gr l (31
a s 4 e 0 f th a qu tio n
r e o e e a zz o e e a

f
(5 ) Show t h t it h r
a e e of t he e qu tio n
a s

mz 2 ng2
(z
2
y)
z 3)
m a y be t k n the co mpl t i nt g r l f c rt i n di ff nti l qu tio
a e as e e e a o a e a er e a e a n,

an d t h t t h o t h r m y b d du d fro m i t
a e p r ti ul r
e f th
a e e ce as a a c a c a se o e

g e n r l i nt gr l
e a e a .
[ L o n do ] n
1 60 D IFF E R E N T I AL E Q UAT I ON S
(6 ) Show that 2 (z a
z by
el is a co mpl t i nt gr l e e e a of the di fi e r e n tial
e qu t io n p 4
a 2
ze 1 2/2
‘

Show t h t y z = 4 a
2
is pa rt of g n e r l i nt gr al f the
the e a e o
‘

2 y
sa m q u t io n
e e d d du a ,
an e c e it f ro m th e a bov gi v e n co mpl e t i nt gr l
e e e a .

[ L o n do ] n

MISCELLANEOUS EXAMPL ES ON CHAPTER XII .

2
(1 ) Z = P$ + 9il
-

P 9 ()
2 0 =
r + qy
x

i f
(3 ) ( (r m
z 4
z z + 069) 9a)
= w (4) P Q
= 3w 2
y
2 2
(5 ) P I
2232P2 + 233 P3 = Q
+ (6) a93 291 + w2P2 + xIP3 = 01
3 3 —
(7 ) 3 ( ) P1 + P2 + P3 42
2 2 2=
+ z= 0 8
p 9 r9
(9) ( 0)
1
2 2
(1 1 ) z p y 6 pz y 2 gz
z z
2 2 =
4z y 0 (1 2) zpy z (y z g )
2 2 2 2
. .

(1 3 ) W (1 4) (z Px 11 3/ M 9 q zfv 319 2 9
2 2= 2 — 3 2= 2 3 3 2 2
9 r q
( )
1 5 F i n d th e p a r t i c u l a r c a se o f t h e g e n e r a l i n te gr a l o f +
p g pg =

t h t r pr nt th n v lop f pl n i n cl ud d i n th co mpl t i nt gr l
a e es e s e e e e o a es e e e e e a

an d p i n g thro ug h th poi nt (1 1
a ss e , ,

1 6 ) Prov t h t if th qu t io n P d + Q dy R d 0i i nt gr bl i t
e a e e a z z = s e a e,

r pr nt f mil y f urf
e es e s a or t hogo n l t o th f mily r pr nt d by
a o s ac e s a e a e e se e

Pp Qq R .

He n c e fin d the f amil y or t ho go n l t o a

}
2— 2
z y
i
0 .

(1 7 ) F ind th e su rf c a es who se t an g e nt pl an es all

pass t hro ugh the
or gi i n .

(1 8 ) Fi n d the su r f c who n or m l
a es se a s a ll i nt r c t th circl
e se e e

2 2=
z +y 1, z = 0 .

i nd th urf c who t g nt pl n f or m wit h th

(1 9) F e s a es se an e a es e co

ordi n t pl n a et t r h dro n f co n t nt v ol u m
a es a e a e o s a e .

(20) Prov t h t t h r i n o n o n pl ne u rf au ch th t v ry e e s -
a e s ac e s a e e

t n g nt pl n cut ff i nt rc pt fro m th x who l g br i um is

a e a e s o e e s e a es se a e a c s

ze ro .

(21 ) Show th t if two sur f c s a pol r r ciproc l wi t h r p t t o

a a e re a e a s es ec

t h e qu dric +y 2
a d ( y ) (X Y Z )
z
2
t wo orr po di g
2=
z, an z, ,
z , , ,
ar e c es n n

poi nt ( s ch urf ) u h t h t th t g nt pl n t it h r poi nt

on e o n e a s ace s c a e an e a e a e e

i th e pol r pl n
s f th ot h r th n
a a e o e e , e

X =
P; Y =
q; Z =
Px + 9y
— z
; z = l ; )
y
=
Q .

He n c e S how t h a t if on e su rf ac e sa ti sfie s

f( a, p, ) 0,
y, 2, (
1
=

th e o th r ti fi f (P
e sa s es , Q ,
PX + Q Y — Z , X, Y) = 0 .

T
( h q u t io
ese n e a s ar e sa id t o be d e ri v d fro me e ac h o th r e b y the
P r i n ci ple of D ua lity ) .
 C H AP TE R XIII

PARTIAL D IFFE RENTIAL E QUATIONS OF THE FIRST

ORD E R G ENE RAL METHOD S .

1 37 . h ll n w e xp l in Cha pit s m e th o d of de aling W i th

We s a o a r
’ ’

e quations wi th two inde p e n de nt vari b l es a n d Jac obi s me th o d f r a

’
o

e qu a tion s w it h a y numb r of in d p e n de nt v ari a b l e s Ja obi s

’

,
n e e . c

me th o d l eads n atur ally to the discus ion of S imul t ne ous p arti al s a

d iff e r nti l qu a tion s

e a e .

Th m e th o d of thi s ch pte r r e con si de r b l y mor co mp l ic a te d

e s a a a e

th an th o se of the l a t W e Sh all th r f or pr nt th em in th e ir
s . e e e e se

S imp le st f orm a d p l ightly ov e r se v r al point w hich might b e

,
n ass e s
-

consi d r b ly e l abor at e d
e a .

1 38 . Ch ar pit s ’
Tm e th od . In Ar t 1 3 1 we . s ol v e d th e e quation
2 = 2 —
p
— 3 z. g y
by using an a ddi t on a l i di ff e r e nti a l qu tion
e a

2
p 3z a,

s o l ving for p an d
g in te rms of z an d y, an d s ub stituting in

wh ic h th e n b e com s i n teg r ble cons i de r ed as a or din ary di ff r e nti al

e a ,
n e

e qu ation in th e thr e e v a ri ab l s z e ,

W e sh ll n w app ly a s om e w h at imi l a r m e th o d to the g en e r al

a o s
—

p artial diffe r e ntial e qu tion of the fir t or d r with tw o in d p e ndent

a s e e

vari ab le s F( 513 y Z P g) 0 , , , ,
= °

W e mu st fin d anoth e r e qu ation say ,

i (x , y, z, P,
To b e tt d fir t r di ng
omi e on a s ea .

r Thi m th d w p rtl y d t L gr ng p rf t d
nt d t th P ri A d m
J
s e o b t w as a ue o a a e, u as e ec e

Ch a r m m ir w pr y f S i n
’

pi t s e o as e se e o e a s ca e o c e ces

the au th r d i d n ft rw rd d th m m ir w n v r print d
o e s oo a e a s an e e o as e e e

1 62
 G E NE R A L M E TH OD S 1 63

such th at p an d g c an b e f ound from (4 ) an d (5 ) as functions of

z y z whi c h m ak e (
, ,
3 ) int e gr ab l e .

The g n e c e ssar an d suffi ci e nt con dition t h a t (

3 ) S hou l d b e in
y

dR dP dQ
(5 5 dz (d—

y dz ) 0 (i de nti c a lly ) ,

P =
p 3 Q =
q’ R : _ I’

J 3
dq a}? ?
dz q dz +
dy dz
r
(6 )
p arti a lly with r esp e ct to z ke e ping y an d
B y di ffe r e ntia tin g (
4) ,

z con st a nt but r e gar di ng p a n d q a s de noting the function s of z

, ,

y z,
o bt a in e d by So l ving (
4 ) a nd w e g et

dF dF dp dF dg
H
+ + 0
dz dp dz dg az

af aq = 0
dq dz

an d (8) J
gg } ap
“

333 333
,

dF df dF df
'

320 34
1 dg dp
dF df dF df ,
dz az ap ap az

J
3P _ f
aF a ar my
as 83/ dq dq dy
ap _ aF df aF df
J + '
dz dz dq dg dz

an d di vi di n g ou t J , we get
8f
_ f
aF a
dp dp dz dz dg dg dz

dF d
f dF _df dF df dF df
+
dy dg dg dy dz dp dp dz
'

or
a )
il
or or f
a or or a
( l
»

K
:
+ W
t 1: az a ay ” oz a

i de nti all y f thi w ld imply th t F d f r g rd d

c or s ou a an e a e as

r t ind p nd nt Thi ntr ry t hyp th

, ,

we e no e e e s is co a o o ur o e s is

lv d f p d q
.

c anb e so e or an .
1 64 D IFF E R E NTIA L E Q UATION S
T h i s is a lin e ar e qu ation of the f orm consi der e d in Ar t 1 26 .
,

with z y z p q as in de p e n de nt vari ab l es an d f as the de p e n de nt

, , , ,

varia b l e .

The corr e spon ding sub si di a r y e qu a tion s ar e

dz dy dz dp
dF dF
— — +p +
pd qd q dz
“

dp dg p ? dz dz dy

If inte gr al of th e se e quation s c an b e f oun d invo l ving p or

an y

g or bot h th e int
,
e gr a l m a
y b e t a ke n as th e a ddition a l di ff e r e nti a l

qu a tion wh ic h in conju n ction w it h ( 4 ) w i ll giv e v a l u e s of

p
an d to m ak e (3 int gr ab l e T h i s wi ll giv e a comp l e t e int e gr a l of
g ) e .

f rom whi c h g e n e r a l a n d sin gu l a r int e gr al s c an b e de duc e d i n

the usu a l way .

1 39 . AS an e xa mp l e of th e u se of thi s m e th o d con si de r ,
th e
e qu ati on 2z z pz 2gz y + pg = 0 2 -

T ak ing th e l e ft h and s ide of th i s e qu ation a s Fa n d sub stituting

.

in the S imu l t an e o u s e qu a tion s (1 4 ) of th e l ast a rtic l e we g e t ,

dz
’
2
—
g 2z y —
p pz + 2z yg ~
2pg 2z — 2gy 0 0

of whi ch a inte gr al is
n
9
= a .

2z (
z ay )
From (1 ) an d
2 —
z a

2z ( z a
y) dz
-

He nc e dz p dz q dy 2 —
z a

.dz —
a dy 2z dz
’
2 —
z — ay z a

i . e . z = a
y + b( z
2 —
a ) .

h i s is th comp l e t int e gr al It i
T e y t d duc the Singul
e . s e as
‘

o e e

Int e gr al z z
2
y .

Th f orm of the comp l e t int gr a l how th t (1 ) co ul d h a v e

e e e s s a

b e e n r e duc d to e z P X + qy p g ,

which is a p artic ul r c f t n dar d f orm by the tr n formation

a ase o a s a , a s

dz 1 dz
z
2
X P
dX 2z dz

E qu ation s th at c an b e s olve d b y Char pit s me th o d ’

ar e o fte n
s o l v e d mor e e asi ly b y s o m e suc h tr a n s f orm a tion .
1 66 D IFF E R E NT IA L E Q UAT IONS
From 6) ( an d

F , P I)
d( d(F Fi ) _aPz d (
F , P1 ) aPs
+ +
W e an». r .) 3x.

wher e
F , F1 )
d(
de not es the J ac ob i a n
dF aF l dF e—11
l f
°

P) I 855 1 aPl aPi dz 1

Simil a r ly
d (F F1 ) d (F F 1 ) aP1 3 ( F F i ) aPs
+ 0
30
5 2) P2) d( P P
i a 2) dz 2 3 (P3 P
, 2 ) d5 2

a mF ) aw r e ap. .
+
aw _

P) 3 d(
P P
1 , 3 ) dz a 3072,
P3 ) dz a

Add qu ations
e

Two t e rm s a r e

F , F1 )
d( d(
F , PI) dp1 d 2
z d (F , F d(F , F 1 )
+
P P)
a( za I 6271 a(
P P
i a 2) dz2 a951 6232 aiPzr P1 ) alPD P2)

Simi lar ly two oth e r p a ir s of t e rms vani sh l e a ving ,

a mF ) .
+
awF ) .
+
a wF ) .

PI) 8(
552 ,
P2) d(
z a, P3 )

dF dF dF dF dF dF dF dF dF dF 1 dF dF 1
dz , 6PI 6P1 8271
+
8232 8P2 6P2 dz 2
+
8233 8173 6P3 dz a
0
.
( )
1 2

Thi s e quation is ge ne r ally wr itten as (F F ) = 0 , 1 .

Simil a r ly (F F ) = 0 an d (F
, F ) =c
2 1, 2 .

B ut t h e se a r e lin e ar e qu atio ns of the f orm of Ar t . 1 26 . He nc e

we h a v e the f oll o wing r ul e
Tr y to fin d two i ndepende n t i n teg r a ls, F 1 = a, a nd
1 F2 = az, o f the
subsi dia r y equa ti ons

d231 dP1 dz 2 d 2 dP
515
"

517
'
°

ar air
8PI 3251 aPz dz 2 aPs data

f these
I satis f y the conditi on
dF l a aFl aF 2
(F1 ,
apr apr axr
‘
)
and if the p s
’
can be f ound as f o
unc ti ns o f the z s
’

f ro m
F = F1 -
a1 = Fa — aa = 0.

i n teg r a te the equa ti on *

f or me d by substi tuti ng these f un ti on s i n c
dz = pl dx1 Pzdxz Padwa
For a r
p oof th t thi
a s e qua ti n will l w y
o a a s be i nt g bl
e ra e , se e n
Appe d ix C .
 G E N E R A L M E T H OD S 1 67

1 41 . E xa mples on Ja co bi s meth od
’
.

Ex .
(i ) . 2p 1 x1 x3 + 3p 2x 3 + p 22p3 2 = 0
Th e

dx l dp 1 da:
2 ctp 2 dx3 dp 3
— — _ _
’
"
21 71 55 3 2Pr f'73 ‘
3 x3 2 ‘
2P2P3 0 "

P2
2
2p 1 x 1 + 6p 2x 3

whi h i nt g l
'

c e r a s ar e Fl z x
pl , = a
1, (2)
1 d F 2 5 1)? 2 a
2 .
(3 )
wi th t h e e v l u s
Now i obvi o u l y e ro
s a e s s z , so (2) an d (3 ) c an
3 ta k e n t he two ddi t io n l qu t io n r quir d
as a a e a s e e .

1 2
3 0 2933
-

2:
“ 931
PI 1 P2 “ P3 “2

He nce dz a x
l l
—l
dao1 a zda;
2
a2 3 a za 3 ) dd s
z

z— a 1 lo g x1 + a 2a :
2
a
2
— 2
(a a
l 3
2
+ a a
2 3
:3 ) + a 3 ,

1e co mpl t i nt gr l e e e a .

= 0.
(4)
T hi qu tio n i not
s e a s of th e f orm co n i d r s e ed in Ar t 1 40 .
,
as it i n volv es

az as} ;
z 934 , PI
—
P 1 / P4 say
awl 8x 1
he r e u= 0 is an i nt gr l of e a

P2 P3
‘
P 3 / P4 ~

b e co mes
(4) (x + ) (P + P ) 2
56 3 2 3
2
904 P 1 P 4 = 0,

11 e qu tio n i n fo ur i n d p n d t v ri bl
a e e en a a e s, n o t i n volvi n g th e d e pe de n nt
Th e su b idi ry e qu tions a
s a a re

dxl dP 1 dc:
2 s dar3
2
P 4 P4 O (P2 + P 3 )
dP dP4
2
9341 1
3 _P P
(Pz i P s) ’

1 4

Ewhich i nt gr ls ar e
e a F 1 E P I= a1,

F zs P3 a 2,

wk
. h a ve to ma ke su e r th t (F a ,, F , ) = O, wh er . e r an d s ar e a n y two
n
Eth e i dic e s 1 , 2 3 ,
. Thi i ily s s e as se e n to b tru e e .

Solvi g n we ge t

P1 = al ; P4 a 3x4
= 1 ‘

; P 3 = P2 -
a

§a 2 (doc2 docs)
—1
da a
1
dxl a 3x4 dx4
i i Vi
‘ a a
i s / (wz l “ “
P3 » dxs) ’

i . e u l
a a
s1 a3 log $ 4 sg :a a2 233 ):
t V{a 1 a 3 (
x2 as )} a
4
.
1 68 D IFF E R E N T I A L E Q UAT I ONS
So u= 0 giv es , r pl i n g
e ac

304 by z, a
i /a s by AD b y A2) b y A3 :
108 z + A1 x1 + A2 (x2 -O
,

the co mpl ete i nt gr l of e a

Exampl es f or solution .

Appl y J cobi s m t ho d to co mpl t i nt gr l ollo wi ng

’
a e fin d e e e a s of th e f
3 2=
(1 ) P1 + P2 + P3 1 2 2 2 2 2 2 2
°
(2) P3 P1 P2 P3 + P1 P2 P3 O
°

P1 P2P3 + P3
3 =
( ) PI 1 + P2 2 P3
3 33 33 = 2
(4) 331 “; 299391041 0
3
(5 ) P1 P2P3 = z P IP 2P 3 . (6) P3 933 (P1 + P2) 331 $2 0
'

(7 )
(8 ) (PI +( P2 + 339 + (
2
P3 + 933 )

1 42 Sim ultaneous par tial difi er en tial

. eq a u tions . The f o ll owin g
e xa mp l es i ll u str a t e s om e t pic a l c a s e s
y
Ex ( i) . . F 17 19 3 5
1
2
2
93 902333
2
O,

:
He r e
BF aF aF BF 1
(F , F Z ( I)
ax 6p
E
ap 3 ) r r 71 3-
( 7
1 27 3 3
7 56
2
) 372
Th u t h probl m m y b co n i d r d
s e e a e s e e as th e ol utio n f the qu tio n
s o e a

with p rt f th work (th fi n di n g f

a o e e o F1) a lr dy do n
ea e .

Th n e x t t e p is to fi d F u h th t
e s n
2 s c a

(F
Th e su b i di r y q u tio n s d ri v
s a e a e ed b y Ja c obi proc ’
8 e ss f ro m F ar e

dxl dP1 dx2 . s dxs dP3

2 2 2
2P1 0 27 3 9725173 PzPsxs P255 255 3 2PzPsx zflvs

An i tegr l n a 13 pl = a .

W m y t k
e a a e F2 as pl , i n thi s ti fi
s ce s a s es (
FF , O = (F I, F 2) .

Solvi n g an d ub tituti n g I n
s s dz = p 1 d901 + 1192 dx2 + p3 dx3 ,

dz deal l
dot 2 —2
dx3
-
a aa arca
z ,

z a (w1 log 90 2 5103

-
1
) b .

Ex .
(11 )
F IE F I _ p2 + p 3 — 1 = O .

He r e F F
( , 1 ) P1 + Pz
=

Thi must v n i h
s a s if th e e x e ss for dz is pr io n to be i nt gr bl e
e a .

H nc w h v
e e e a e th e a dd a e ua
q n itio n l tio
PI P2 = O °

Solvi ng (6) a n d su b tituti n g

s ,

dxl + d$
da:
2
dz +
1 70 D IFF E R E N T IA L E Q UAT ION S
i n thi x mpl w
B ut s e a e e c an ob t i n
mor e g e n e r al
a a i nt gr l
e a . Th e
two giv n qu tio n (1 5 )
'

e e a s 1 6) a n d t he d e riv e d
an d ( on e (1 7) ar e?

e qui v l e n t to th
a i mpl r t e s e se

F ro m (1 9) an d z = x1 x
2 + an y n tio n fu c of a n d x4 .

(21 ) is a li n r qu tio n
ea e a of La gr gan typ e s
’
e, of which t he
'

gnr l
e e a

i nte gr al is
¢( z , 93 3 + P 4) = 0’
te . . z is an
y fu n c tio n of an d ma y o f co ur se a s l o i n volv e xl
an d x
2
.

He n c e a g n r l i nt gr l
e e a -
e a o f a ll thr ee e qu tio a n s, or of the two giv n e

e quatio ns is , = x x +i
l ( w z 1 2 f
3

i n volvi n g arbitr r y f un ct io n
an Th co mpl t i nt gr l obt i n d b y
a . e e e e a a e

th oth e r m t ho d i i n cl ud d
e e p r t ic ul r c a s Th g n r l i nt gr l e as a a a se . e e e a e a

co ul d h a ve b e e n ob t i n e d fro m th co mpl t i n Ar t 1 3 4
a e e e , as . .

Exampl es f or soluti on .

Ob t ai n co mmo n co m pl t i nt gr l ( if po s ibl ) of t he f ollowi g e e e a s s e n

simul t a n e o u qu t io n s e a s

(1 ) PI
2 “

l
'

Pz
2
80
171 (”z) 0, 2=

(PI P2) ( 1 2)
P P + $ — 1 = O
P3 3 .

(2) wx p apa z 2
01
902 1932 = 2
P 3 P1 P2 = 1 .

(3) P1 P2P3 8 951 95 255 3 4

() 295 3 PIP3 P 4P4
=0
,

pg + p3
— 2w2 — 2cv3 = 0 . 2p1 — p 2 = 0 .

2
(6)
3
(5 ) P1 973 + P3 0:
= 2
P2 + P3 + P 1
2 2= 2
1 2 3 + P3 2
9 315 P 0 PI + P4 934 1 0
(7 ) 2P1 + Pz + P3 l 2P4 = 0, ‘ ‘

= O
pi p s P2P4
“

8) F i n d the g n eral i nt gr l e e a of Ex .

(9) Fi n d the g n r l i nt gr l e e a e a of Ex .

MISCELLANE OUS EXAMPLES ON CHAPTER XIII .

2=
(1 ) 2x1 x3 2p1 p3 s z
= 0 '
(2) P 2 P3 301 174 = P1 P3 P2794 $4 0
.

(3 ) 9371 974P1 (
P2 + P3 ) 4P4
2
O, (4) 9x1 zPi lP2 + 193 ) 4 O,
P +
P1 1 P2 P3
=O "

P1 P1 + P2
"

P3
= 0

(5 ) m
66 1 1922
9
3 wl wzwa
wai9 933s z
z

2 2= 2 2= 2 2=
(6) Pi z x1 p 2z P 2 p3 z 373 0 '

(7 ) Fi n d a si n gul r i n t e gr l of z p 1 x1 + p 2x2 + p 3 3 + 1 1 + 1 2 + 1 3
a a = x 9
2
7
2
7
3
,

r e prese nti n g the e n ve lo pe of all the h yp e r sur face s (i n t hi s c ase h yp e r -

pl a ne s ) i n cl ude d in the co mpl e te i nte gr al .

()
8 S how th a t n o e
qu a tio n o f t h e f or m F ( 1 2 3 p l pg p3 )
x x x =0
, , , , ,

has a s i n gul r int gr l a e a .

 MI S CE LL AN E O US EXA M PLE S 1 71

(9) ’ S how th t if is b n t fro m th qu tio n F (x y

a z a se e e a , , z, p, 9) = 0,
Cha r pit s m e tho d coincid wi t h J cobi s es a
’
.

(1 0) Show t h t if y t m f pa rti l di ff r n ti l qu tio

a a s s e o a e e a e a ns is lin r ea

d ho mog n o us i n th p a d h co mm o n i nt gr l ’
an e e e s n as a e a

wh re the
e
’
a s ar e fu nctio n s of the 93 s ,
’
th n a mor g n r l i nt gr l is
e e e e a e a

z ¢(u1 a
“ 2,

Fi d n a gener al i nt e gr l of the i mult n e ous e qu tio na s a a s

P r Pi a’s P zPs = O,
’s
a74 2 P 4 P4 935 17 5

(1 1 ) If pl an d 11 2 ctio n of
ar e f un s the i ndep n d n t vari bl e e a es $ 1 , $ 2
“

i
s at s fy i ng th e s i mul t n o us e qu tio n
a e a s

F iml i i17
2
, pl , 19 2 ) (132 , p l , F2) :
Q1?! a d (F , F1 ) _
(8 _£
)
g
(F ,
F1 )
8x1
_ 0 .

33 2 P2)
He n c e
how t h t if th i mul t ne o us qu tio ns t k n as p rti l
. s a e s a e a ,
a e a a

di ff r nti l e q u tion h v
e e a co mmo i nt gral (F F ) O is n ec ry
a s, a e a n e , , 1
= a e ssa

but n ot u ffici n t co n di t io n
a s e .

Exami n e th f oll ow n g p r e f i m ul t a n o us e qu tio n

i ai s o s e a s

i() F p + 2p 2 = O E
1 2
—
,

FI E
(p] + 2p 2) 2—
1 = O .

a(F F 1)
He r e i ntic all y q u tio ns c nn ot olv
'
,
O de an d t he be ed
mA )
= e a a s
,
a ,

for P1 an d pz ] .

2=
(11 ) P P2
E 0’
P I “

F l s p l + 219 2s + m1 2 = 0 .

a(F , F 1 )
[ He r e (F F 1 ) both co m to f un ctio n s w hi c h v ni h
l ,
a(P 2 )
an d
p 72
e a s

wh n th p
e e r pl c d by th ir val ues i n t rm f $ d 33 Th ere
’
s ar e e a e e e s o 1
an
2
is no co mmo n i n t e gr l ] a .

(iii ) F z
- —
Pi
F I:
a(F F 1 )
he e h v
[T s co mmo n
a e a i n te gr al , a ltho ugh ,
co m to es a
alPi P2) ’

fun ction th at v n i sh wh n th e 17 s a r e r e pl a c e d by h e ir t v l ues ]

’
a es e a
 CH AP TE R XIV

PAR TIAL D IFFE RENTIAL E Q UATIONS OF THE SECOND

AND HIG HE R ORD ERS

1 43 . Sh ll fir st giv e some imp l e e xamp l e s th at c an b e

We a s

inte gr ate d by in p e ction Aft r th i s we h all de l with lin e r

s . e s a a

p arti al diff e r nti l qu ation with con tant co ffici nts ; th e

e a e s s e e es ar e

tr e te d by m e tho ds S imi l r to th o e u s d f or or din r y l in ar e qu tions

a a s e a e a

with con st ant co e ffi ci ent The r e st of the c h pt r wi ll b e d vote d s . a e e

to the mor e di ffi cul t ubj ct f Monge s * m th o d It i h op e d th at

s e o
’
e s . s

th tr e tm nt wi ll b e f ul l e nough to e n b l th e stu d nt to s o l v
e a e a e e e

e x a mp l e d t m k e h im b e l i e v e in th e corr ctn e ss of the m e th o d

s an o a e ,

but a discus ion of th e th e ory will not b e tt mpte d T

s a e

Se v r a l e x mp l s wi ll de al w ith th d t rmin tion f th e a rbitr a r y

e a e e e e a o

fun ction invo l v e d in th e s o l ution b y g e om e tric l condition s I

s s a .

Th mi sc e ll a n e ou s e xa mp l es a t the e n d f th e c h pt e r cont a in
e o a

se v e r a l import a nt d i ffe r nti l e qu tion s occur rin g in th e th e or y of

e a a

vibr ations of string b ar s m e mbr an e tc s, , e s, .

z
a az az z
z
z
Th se con d p rti l d ff e r e nt l c oe fficl e ts
61 :
e a a i ia n
a
dy ay
’

b e d not d b y r s t r p ctiv e l y
e e , , es e .

1 44 Equation s that can be integ r ate d by inspe cti on

. .

Ex ( . i) . 2x 2g s= .

Int gr t i n g wi th r p t t o (k pi n g y co n t nt )
.

e a es ec a
s ee s a ,

M q = x2 + 2xy + (
y) .

Si mil arl y i nt e gr ati n g wi t h r e p t t o y

, s ec ,

z= w2y + wy2 +

/ +f F (y)
z z
z co y+ zz (cc) .

G p rd M ng f B n (1 74 6
as a Pr f or t P ri r t d D riptiv
e.o e au e o e ss o a a s, c e a e esc e
G m try H ppli d d iff r nti l q ti n t q ti n i li d g m try
eo e . e a e e e a e ua o s o ue s o s n so eo e .

TTh t d nt w h d ir thi h l d n lt G d
’
e s u e t S l i tég ti
o es es s s ou co su o ur s a ,
ur n ra on ea

eq ti
ua dé i é p ti ll d
on s a ux d d r v es ar e es a s ec on or re .

IFr t S lid G m t y Ch p XXV m y b r d with dv nt g

’
os s o eo e r , a . a e ea a a a e.

1 72
1 74 D IFFE R E NTIA L E Q UATION S
We h all n ow de al bri e fly with
s th e corr e sponding e quation in
two in de p e n de nt v a ri ab l e s ,

’H
D al D D
’
( a D
z ’
" 2
f(x y)
-
d z , ,

a a
wh e r e D_ D =
z
.
’
aa; a
The s imp l e st c ase is (D mD ) z = O
’

te . .
p mg = 0,
of whi c h the s o lution i s
¢( z, y + mx) = 0,
i . e . z= F(
y mm) .

Thi s sugg ests wh a t ,

is e as i ly ve rifie d th at , th e s o lution f (2)
o

i f f (a:y) = 0 is
,

z = Fl (y + m1 x) + F2 (y + m2x) + mn x) ,

wh e r e the m1 m2 , , m” ar e the roots (suppo se d all di ffe r e nt )

m ”
al m ”- 1
+ a 2m
” "
2
a” -
=
O .

3
3
az 8 3
z 8 z
3 + 2
dx 3
dm By z
69 2

' ’

(D 3D D 2DD
3
i . e .
2 2
) z= 0 .

Theroots of m 3 + 2m = 0 3 —
m 2 ar e 0, l ,
2 .

H nc
e e z= F ( y) 1

Exampl es f or soluti on .

’
'
3
6D
’

(D 6 D D + 1 1 DD
3 2
(1 ) 2
) z= O .

5 2
,
(2) 29 53 2t = 0 . (3 )
ay 2

ind
(4) F u rf c s ti fying 9
a 8 = 0
s d to uchi n g th e e lliptic
a e a s
‘
an

p r boloid 4x y lo n g it ct ion by th pl n e y 2 + 1 [ N B
a a z
2 2
a s se e a 90 . .

Th v l ue o f p ( d l o f g) f
e a s th e two sur fac s must b e e qual f r
an a s o or e o

any poi nt on

1 4 6 Case wh en th e auxiliar y e quati on h as e qual r oots

. Con si de r .

the e qu a tion m D
' 2
(D ) z = c -
.

mD ) z = a
’
Put (D .

()
1 b e com e s (D mD ) u = O
’
,

giving u = F(
y + mx )
th e r e for e (D mD ) z
’
F(
g mac) ,
or p
The su b sidi ar y e quations ar e
dx dy dz
 S E CO ND A ND H I GH E R OR DE RS 1 75

y + mx = a ,

i . e . z — xF (y + mx = ) b,

¢{ z + m5
c ) , y + mx } = O or z = mF (y + mcc) + Fl (y + mx) .

Simi l ar ly we c an prove th at the inte gr al of

(D = O
z= x
n 1
F( mm) x ” 2
F1 ( mx) F n _1 (y mac)
“

y y
‘

(1 ) (2) 25 r
4 DD
' ’
3
(3 ) (D 4D D 2 2
) z= 0 .

(4) Fi n d rfac e p i n g thro ug h th t wo li n z = x = 0 '

a su a ss e es ,

z— l = x y = 0 sa t i fyi n g r
—
,
s

1 47 The Par ti c ul ar Integr al

. W e n ow r e turn to e q u a tion (2) of .

Ar t 1 45 a n d wr it e it f or br e vity a s
.
,

F (D D f <x
'

) z = y) .

We c an prove f o ll o wing Ch p
, t p by ste p th at the mo st a . III . s e ,

g e n e r a l v a l u e of z is th e sum of a p a rticu l a r int e gr a l an d th e

co mp le m e nta ry function (whi c h is the v al u e of z whe n the di ffe r

e n tial e qu a tion h as f ( x y) r e p l a c e d b y z e ro ) , .

we may tr e at the sy mbo l ic f unction of D an d D as we did th at of ’

D al on e fa ctoris ing it r e s o l ving into p a rti a l fr a ctions Or e xp an di ng

, , ,

in a n infinite se ri e s .

'
1
3
2

$4 + 27
1 2
+ (1 295
2
36xy)

6
+ 3 6xy + ) D
. 3 6x

= a34 696 3; 3
9x 4
6my, 3

the s o lution of (D
2
6DD
’
9D
’
2
) z = 1 290 2
3 6333;
z 616 3) 3
d (y 3 x) + md (y + 3x) .

Exa mples f or so lution .

(D D
’ ’

(1 ) 2
2DD 2
) z= 1 2xy .

(2) (2D 5 DD 2D
' ’
2 2
)z 24 (y as ) .
1 76 D IFF E R E NTIAL E Q UAT I ON S
(3 ) F i nd re la a f un c tion V of 96 a n d y , r e du ci n g to z ero wh e n y = 0
a n d sa ti fyi n g
s
8 V 2
8— V
2

+ z

856 2
dy 2

1 48 Sh. or t meth ods Wh e n f (x y) .

,
is a function of a m+ by,
sh ort e r m e t h o ds m ay b e u se d .

Now D ¢(
dx + b )
y by) + by)
+ by ) .

He nc e F( b F b m)
D, + y) =
( , ) (p (ax + by)
a ,

wh e r e m) i s th e
th
de riv e d f unction of gs, n b e ing th e de gr e e of
p
( n

F(
D,
Conv er se ly
1
D,
F (
+ by)
F ( b)d¢(dx+b )
,
y ,

provi de d F (a ,

1
120
8 1n 2

0 3
419 1 7
2
i0 m 008 W 3 ) 71
2 3
4 2 .
' '

2 32

_ L sin 2
( 96 By) ,
32

S inc e (296 + 3 y) m a y b e t ak e n as
‘

S in (2 119 + 3 y) if

( 96
2 + 3 y) c os (2x 3 y) .

To de a l with the c a se w h e n F (a b) = O we con i de r the e quatio n

, ,
s

mD ) z E p mg
’

(D M ax ) ,

of w h ic h th e s o l ution is e a sily f o un d to b e
x H
'
r -

z :
r 1
so we ma y t ak e
1
w q/ (
f
y ma ) "

d e
( mx)
mD
. .
’
D —

He nc e
I 1
(D a n t ww e

j
i
/
4 9 m
x m)
n
.

1
= 1 x2
2
D 2

1 1

1 1
—
3
D — 4D
93 c o s (
4 a:+ )
y yb B
( ) .
1 78 D IFF E R E NTIAL E Q UAT ION S
1 50 Nou-h o
. mog eneous l in ear eq a u tions . Th e s imp l est c ase is
mD
’
—a z =
(D — r
) O,
i . e .
p m g
= az
,

gb (ze
ax
+ m x) = O
‘

, y ,

+ ma ) .

Simi l ar ly we c an Sh o w th at the int gr l of e a

) (D
'

mD mD
'

(D
'
— -
a - — b) z = 0
m
f (y + mx) mz)
’w
z = e
‘
e F(
y + ,

(D mD
’
— a zz =
—
) 0
z e
ax
f y
( mav) we ax
F(
y mac) .

B ut the qu ation s wh e r e the sy mbo lic al op e r ator c annot b e

e

r e s o lv e d into f actor s lin ear in D an d D c a nnot b e int e gr a te d in thi s '

m anne r .

C on si de r f or e xa mp l e (
D D )z=0
’
2 —
.

AS a tri al s o l ution pu t z giving

D
'

(D (k k)
2 2
)z
So p artic ul ar int e gr al an d a mor e g en e r a l on e is
is a ,

w h e r e th e A an d h in e a ch t e rm ar e p e r fe ctly arbitr a ry ,

an d a n y numb e r of t e rm s m y b e t ak e n a .

Thi s f orm of int e gr al is b e st suit e d to ph ysic al prob l e ms as was ,

e xp l a in e d a t s om e l e ngt h in Ch a p I V Of co ur se th e int e gr a l of . .

an
y l in e a r p arti a l d i ff e r e nti al e qu ation wit h con st a nt co e ffici e nt s

m ay b e e xpr e sse d in thi s m a nn e r but th e s hort e r f orm s invo l ving ,

a rbit r a r y f unction s ar e g e n e r a ll y t o b e pr e f e rr e d .

E xampl es f or soluti on .

(1 ) (2)
6 V 2
8V
D — D )e — O
,

(4) (D 1)
2 2
(3 ) = +
-
‘
. .

at
r 1
6 V 2
6 V
2

(5 ) (20
4
3 11 2
1) + 1) 2
) z o .
(6) “
L
2
890 2
a /
’
2—
1 ) (D 2D —
’

(7 ) (D — 2D — — 1)z = O .

(8) F i nd a s ol utio n of Ex .
(4) r e d uc i n g to 1 wh n e B =
I + 00 and to
y
2
wh e n
1 51 rt cular Integ r als The m eth o ds of obt aining p artic ul ar
. Pa i .

inte gr al s of n on h omog e n e ous e qua tions ar e v e r y simil ar to th o se i n

-

Ch ap III so we S h a ll m e r e l y giv e a f e w e x a mp l e s
. .
,
.

EX .
(D
3
3 DD
'
D
 S E CO ND AND H I GH E R OR DER S 1 79

z
1 zz +3 y
EAe H
h‘ W,
1
re

wh e re k 3 —
3 kk + h + 1 = 0 .

(ii) .
(D + D
1 l 1 _1

D+D
’
— 3
D I
)
’
+ t rme s of high e r de gr e } e

D + 2D
'

+ t e r ms f hi gh e r d gr o e ee
3

¥
2
1
3; 1 +é + e t rm s of high e r d gr e ee

Acti ng on 4 + 3 51: 631, this ope rator give s

6 2y + e xf ( — a: 2x)
z= + x+ y ) — .

Ex (iii ) D DD 2D) z = s in (3 x
'

(
2
. . 4y) .

°
— 3 2 — 2D
1
si n (3 x 4y)
3 — 2D

9 -
4( 3 - 2
)
sin (3 2: 4y) (3x 4y)
1 2
T? T 3 c os .

He n c e z fi sin c os W
,

h z —
hk — 2h = 0 .

Exa mpl es f or solution .

—
(D D
, '

(1 ) D
1) ( D y

(2) (3 ) (D — 3 y) .

azy a2y _
(4)
x“
r -
s+ p -
l (5 ) _
y+e
az
.

act ? 2

(6) (1) — 3 17 tan

1 52 Exa mples in elimination W e sh all n ow consi de r the r e sult

. .

of e li mi n a ting an a rbitr a r f unction f rom a p a rti a l d i ff e r e nti a l

y
e qu a tion of the fir st or de r .

Ex ( i). . 2px qy 915 ( x y)

z
.

Di ff r nt i ti n g p rt i ll y fir t wi th r p t t o : d t h n t o y w g t
e e a a a , s es ec a an e , ,
e e

2m sy 2p
an d 2sa: ty q =

wh n c
e e m(2r x sy 2p) 9)
t?!
= 0
99)
2
or 22 2
2 Sa ys 2y t 2(
p50 ,

which is of th e fi r t d gr i n
s e ee r ,
s, t.
1 80 D IFF E R E NTIAL E Q U AT I O N S
The S a me e quatio n r esul ts f rom eli mi n a tin g 1p
m
2
Ex .
p + g =

T hi givess

and

wh e n ce 239 s 4ps 7
“
2t,
ag n f th fir t de gr e i n
ai o t e s e r , s, .

Ex ( iii ) .
—
y p = .
q) .

Thi s gives r = (1 — —
q) .
an d l — S
g) r
—

wh enc e rt= (l s )
2

2s + r t — z =
( ) 1
‘
01 s .

hi e x mpl di ff e r fro m th o th e r t wo i n t h at p
T s a e s e

the rbitr ry fu n c t io n
a w ll
a ls wh e r Th as e as e e e . e

te rm in (r t 8 ) 2

Exampl es f or solution .

Eli mi n te t h e rbi t r r y f un c t io n f ro m th f ollo wi n g

a a a e

(1 ) py ()
2 w—

i
; S W) .

(3 ) p + w — 2w+ y) (4)
2
(5 ) z) x -
¢(q
2 —
2a) o
(6 )
1 53 ner alisation
. Ge of th e pr ece di g n results If a an d . 1)

k no w n f unction s o f 96 , y ,
z, p q , ,
an d we tr e at th e e quation a
a s b e f or e we g e t ,

au a au a 22
)
l
fl l '

(
v)
¢
—
+s + +p
89:
—
i -

P az °

8p fig az 8p 8q ax

an d s
g
l imina ting
E we fi d th at th t e rm in r n e s s an d st c anc e l o ut ,

l ving a r e sult of the f orm

ea

Rr + Ss + Ti U( rt — 3
2
) = V,
w h e r e R S T U a n d V invo l ve p q an d the p arti al di ff e r e nti al
, , , , ,

co e ffici e nts of u an d v with r e sp e ct to as y z p q , , , , .

Figg 323
6
The co e ffici e nt U —
,

r 8
o a n d n ot of p or q
whi ch va n i shes
f f y
513 z if v
on ly is a u n cti n o , ,
.

T h e se r esul ts wi l l Sh ow u s wh a t to e xp e ct w h e n we start wi th
th e e qu ation s o f th e se con d or de r an d tr y t o obt ain e q u tion s of the a

fir st or de r from t h e m .
1 82 D IFFE R E N T IAL E Q UATION S
2da; d?
so 31) ( 90
+ W m ?
(y )

d 10s (w y) W ) d l og
2 2
i -e 31)
' ‘

o
es/ .

f
Ex .
(ii ) .
y
2
r

E i mil n ti n g
a r and t as b for e e, we ar e led to th e s i mult n
a e ous e
qua

(5 )
an d y dp dy + dq dx (p + 6y) dy d (6)
z
a
—
= O .

(5 ) gi v es d d 2=
(y y + ) 0
x o
i . e . 2x y
2
a .

Usi n g t hi i nt gr l
s e a an d d ividi n g eac h t rm e of ( y
6) b y dy ,
oi its
e qui v l n ta e doc, we g e t
a dp dy =
2=
i e . .
py 3
q+ y c .

T hi s su gg t es s the i nt r m e e di a e t i nt gr l e a

py
As w e a e h v onl
y on e i nt r m di t i nt gr l e e a e e a ,
we mu s t i nt gr t t hi
e a e s

by L a a ge s m egr n d t ho ’
.

b i r q tio ns a e
Th e s u s di a y e u a r

dx dy dz
2 2
y
— l — 3y +
d ( +y )
2x

On e i nt gr l e a is + y
2=
a . Usi n g t hi to fi
s nd a n oth re ,

dz 3 y2 dy = o ,

i z
3 = b
. e .
y .

He n c e the g n r l i nt gr l i
e e a e a s

i f/ fz

2 ) +f
“ 2
y ¢<2w (2 + y )
?
z= y w .

(iii )
3
Ex .
pt g s Q
Th e s i mul t n o u qu tio n
a e s e a s ar e

d
1 dy iv + 1 d 2=
( 7 x 0,
d d
3 = 0f
p dq dx q y x

(7 ) g iv es dx = 0 or

i . e . (c = a or z= b .

If dx = 0 (8 ) e du e s r c to
If z = b, q dy = p da:an d (
8) r e du es c to
z

p dg + q dx = 0 ,

ie .dg/ q2 . dx O,
 SE C O ND AN D H IGH E R OR DERS 1 83

(9) may be i ntegr t a ed by La gr a ng e s

’
me tho d but , a S hort r e way is
ay 1

5
"

az

d (
z ) dz E (x)
’

= xz
y

r — t c os 2 w+ p t a n m= o .

(2) ( x— y) ( q)
— —
xr xs .

(3 ) (4) t -
r se c
4
y
= 2q ta n y .

(5) watt —
a)(
z
s — 2) =
py
—
qx

(7 ) F i nd a rf
su t i fyi n g
ac e sa s
2
2x r an d

t o u hi n g
c the h yp rbolic p r boloi d
e a a z
-
a;
2—
y
2
a lo n g its se c tio n by the

(8) O bta i n th e i nt gr l
e a of 9
2 —
r 2pqs + p 2t = 0 in the f or m
y+ r
f (z)
an d S how th a t t his r e pr ese nt s a s ur fa c e ge n e r t a ed by s t r i gh t li n t h t
a es a

ar e all
pa r ll l to fix d pl n
a e a e a e .

Mong e s meth o d of integ rating Rr + Ss + Tt + U (rt s )

’ — 2 z
V .

As b e f or e the co e ffici e nts R S T U V e functions of p

, , , , ,
ar , q,
z
23, y , .

The proc e ss o lution falls na tur a l ly into two p arts

of s

(i ) the f orm ation of int e rm e di at e int e gr al s

()11 t h e f u rt h e r int e gr a tion o f t h e s e int e gr a l s .

F or the s a k e of c l e a rn e ss we s h a l l con s i de r t h e se two p rts a

se p ar t e l y
a .

1 5 6 Formation of interme diate in te g r al s

. . As in Ar t . 1 5 4,

r (dp s dy) /dx

an d t (dq s dx) /dy .

{
Sub stitut e for r an d S in
Rr Ss + Ti Um4 ) V
+
2
,

multip ly up by dx a nd d
y (t o c l e a r o f f r a ction s ) ,
an d we g e t

d dy + q dx + U p q
d d — d dy
— s
(R dy
2 —
S d:
1c dy + T dcv
2
U dp dx + q dy ) = O,

say M — sN = O .

r m ind r f thi h pt r h ld b m itt d

The e a e o s c a e s ou e o e on a firtrs e ad i ng Th is
t i n f M ng i d i d t A d e M i A mpe Ly n
.

r e , of (l 775 I8 3 6 ) ,
’
ex en s o o o e s eas s ue o n r ar e o s -

wh n m h b n g iv t th nit f l tri rr nt
ose a e as ee en o e u o e ec c cu e .
1 84 DI FF ER ENT I AL E Q UATI ON S

We n ow tr y to obt ain s o lution s of the s imul tan e ous e qu atio ns

M = 0,
N=O .

So f ar we h ave imit te d th e m e th o ds of the l t p r a gr ap h but

a as a ,

we c nnot n ow f ctori
a aN s w did b f ore o
se ccount of th
a e e , n a e

pr e nc e of th t erm s U dp dx U dq dy
es e .

As t h e r e is n o h op e of f ac tori ing M r N se p ar t e ly l e t us tr y
s o a ,

t o f a ctori se M w h e r e A is s om m ultip li e r to b e de t er m n e d e i

l at e r .

Writing M an d N in ful l th e xpr s ion to b f ctori d is, e e s e a se

R dy 2
+ d 2
dy
+ 7\ R dp dy + 7\ T dq dis + AU dp dq .

As th e r e t e rms in
ar e n o dp 2
or dg z
, dp c an only app e ar in on e

fa ctor a n d dq in the oth e r .

Suppo se the f a ctor s ar e

A dy + d +C dp an d E dy + F dx + q .

T h e n e qu ating co e ffi ci e nts of dy z

, dx , dp dq,
z

AE = R ; EF = T; CG = AU .

W e ma y t ake
A=R E ,
= 1, B = kT, F = 1 /k, O = mU, G = A/m .

E qu a ting the co e ffici e nts of th e oth e r fiv e te rms , we g e t

kT + R/k =

mU/ k U
From m= k , an d thi s sa ti sfie s
F rom or m = AR/ U .

He nc e f rom ,

F (RT UV) U 2 =
O.

So if A i s a root of the f a ctor s r e qui r e d ar e

R dy + 7\ R
( —

( n F) dy +
X
x+
t
dig ;

$3 012

We s h al l th e r e f or e tr y to obt ain int e gr a ls fr o m th e line ar

e quations U dy + 7\ T doc + 7\ U dp = 0
an d

wh e r e A satisfie s
1 86 D IFF E R E NT I AL E Q UAT I O N S
Ex (iii )
. .
— ac (r t
y
—
pq .

The qu dr t ic i n a a A co mes to
A wyr q
z
Awy w 99) wy z z=
0,
gi vi n g A= ylp or x /q .

b tituti n g i n
Su s (7 an d (8 ) of the l t r ticl
as a e, we g e t , af e tr a l ittl e
r duct o n
e i ,
29 dy dcv y dp = 0 ,

2g dy — px dx — xy dg = o,
—
qy dy + x dx xy dp = 0,
~

-
2dy + g dx + x dg = o .

C m o bi ni n g th e ob vio u i t gr l s n e a s of (5 ) an d we get

ar
— w= f (
B ut n o n i nt gr bl Thi m y b
(6) an d (7 ) n from th
ar e -
e a e . s a e se e e

w y th t p d q occ ur i n th m Th u ltho ugh th quadr tic i A h '

a a an e . s, a e a n as

t wo di ff r n t roo t w g t o l y
e e i nt r m di t i nt gr l
s, e e n on e e e a e e a .

E xamples f or sol ution .

Ob t i n i nt r m di t i t g r l (or t wo if po ibl
a an e e a e n e a ss e ) o f the foll owi n g
(1 ) (2) r + t— (r t
(3 ) 2r + te (r t (4)
x —
rt

(5 ) 3s (
rt 3
2
) 2 .

(6) qxr ( x+ y) s + pyt + T t/ ( rt 3

2
) = 1 —
pg .

(7 ) (Q
3 —
1) zr —
2 s s+ (p 2
( rt— 3
2 =
)
z
p +9
2
1 .

1 58 . urther in teg r ation of intermediate integ r als

F .

Ex .
(i ) Co n id r th i nt r m di t i n t gr l obt i n
. s e e e e a e e a a ed in Ex . i
() of

Ar t 1 5 7
.
,
y
—
p =
f( x —
q) .

We obt i n
c an a a co mpl t e e i nt gr l i
e a n vo v l mg a rbitr ry co n t n ts
a s a

a, b c b y p ut t i n g = a
, a; q
an d y sa y .

He n c e — a ) dy
an d z z
xy —
bsv — a
y i
--
c .

An i nt gr l f mor g n r l for m
e a ob ob t i n d b y uppo i g
a e e e a can e a e s s n

t he a rbitr r y fun tio n f oc urri n g i n th i nt r m di t i nt gr l t o b

a c c e e e a e e a e

li n ea r g i vi n g
, y p m (x q) n .

Int gr ti n g t hi b y L gr n g m t ho d w g t
’
e a s a a e s e , e e

Ex . Co n i d r th t wo i nt r m di t i t gr l
s e e e e a e n e a s o f Ex . Ar t 1 5 7, .

r f (g
+ w -

a
= —
2x + y)

p + x — 2 = F
y (q
 S E CO ND AN D H I GH E R OR DER S 18 7

If w e atte mpt to de al wi h th ese si mul t t n o u q u tio n lt

'

we de a
A
a e s e a s as

wi t h the s i n gl e e qua io i Ex (i ) we ge t t n n .
,

q y a,

q
p (
I? y =f () a a

p+x
I t r ms on the ri ht n i d
f the e
g ha d -
s e ar e co n t nt s a s, we ge t t he a b ur d
s

r ul t th t x y p q
es a co n t nt
v, , ,
ar e a ll s a s

th t d ,8 a a an ar e n ot con sta n ts, but pa r a meter s ,

vri t io n a a .

Solvi n g th f o ur q u tio s we g t e e a n , e

:3
a ,
a,

y
=
f (a ) F (B) ’

p y w+ f (a ) ,

Q = w— y + B ,

(y —
w) (dx — dy) + i (a ) dw+ d
W + f la ) d8 f (u ) (l a —
da ( W) 43
W ‘

te
. . z —
y)
2
(a ) da
To obt i n r a a es u lt f r ee f ro m sy m bol s of i nt gr tio e a n,
put

f a) da (a ) an d MB) B
d = x r (B)

BF
'

(B) 3 ) dB
, , i n t gr ti n g by p rt
e a a s,

0 (3 )
x
He n c e —
y)
2
1
9( ) B VlBl W(Bl
5 a
"
‘ fl
L

—
y)
2
¢l a) H
M S ) + 5 31 ,

or fi n ll y
a 8
,

I N K? )
T h t hr qu t io n co n ti t ut th p r m t ric form f th q u tio n
es e ee e a s s e e a a e o e e a

of a s ur f c A th
a e ol utio n co nt i n two rbit r ry f u c tio n i t m y
. s e s a s a a n s, a

be r g rd d
e a f t h mo t g n r l f or m po ibl
e as o e s e e a ss e .

Exampl es f or sol uti on ( compl ti n g th ol utio n f th pr di n g t) e e s o e ece se .

Int gr t by th m t ho d
e a e x pl i n d bo v e e s e a e a e

— m=
() p
1 + x y f (q
— 2 = 2
() p f (g y)
—
.

3
() r — 2
y) (4) r
= F
r + y (q — w
) .

( ) p y f (9
5 — = — 2x
), (6) r x — w)
zy q >
= — x v
r (7 ) ( —
y>
-

zp .

(8 ) Obt ai n a p r tic ul r ol ut io n
a a s of (4) by putti n g 2

P
‘ 58 2
an d e li mi n ti n g ad 8 a an ,
1 88 D IFF E R E NT I A L E Q UATION S

MISCELLANEOUS EXAMPLES ON CHAPTER XIV .

(1 ) r = 2y 2
.
(2) log s= w+ y .
(3 ) 2yg + y 2 =
t 1 .

(4) r (5 ) a r
z

z
(6) ra

(7 )
(8 )
(9) 2pr + 2qt — 4pg (
rt

(1 0) rt — s
z
(
s sin x + s in y)
= sin a sin : y .

(1 1 ) 7r — 83 —
3t + (r t
(1 2)i nd u f c
F t i fy i n g
a s r 6x + 2
a d to uchi n g
e sa s w+ y r = an z=
a 3

alo n g it t io n by th pl n x + y + 1 0
s se c e a e = .

( )
1 3 Fi n d u r f c t i f
a s
y i n g 2 + t
a e sa= 6 d t o uchi n g th h yp r
s r — s an e e

b li p r boloi d Z
o c a a xy alo n g it s = tio n by th pl n y = w se c e a e .

( )
1 4 A u r f i dsr w n t
ac ei f y i n
s g + t O da to u c hi n g x sa+ z = 1 s r = an
2 2

alo n g it ctio n by y = 0 Ob t i n it qu tio n i n th f orm

s se . a s e a e

(:
: [ L o n do n ]
:
2 2 2 2 2
1 ) 31 l + ) z r z z . .

(1 5 ) Show t h t f th f o u r li n r di ff r nt i l qu t io n i n
a o e y p 9 ea e e a e a s at , ,

obt i n d by th ppli t io n f Mo n g m t hod to

a e e a ca o e s
’
e

2
2r + qs + wt — (
x rt— s ) = 2,
t wo ar e i nt gr bl l
e a e, e ad i n g t o th i nt rm di t i nt gr l
e e e a e e a

p
— w= f (
9 v
f — 2
y) ,
whil th oth r two a ltho ugh n o n i nt gr bl
e e e ,
-
e a e s i n gl y , c an be co mbi n ed

to gi v th i nt gr l
e e
7 19 a a e a ,
2 '
.

H n c ob t i n th ol utio n
e e a e s s

z $0 Z xy 3 2 m 7
2
r n 7 7711
2 3
3 s (y l ‘ -
rn c
c
z
)
an d z= (a
an d how th t
s i p rt icul r c
a f th o t h r
on e s a a a a se o e e .

(1 6) A ur f issuch th t its s t ion by

s ace y pl n p r ll l to a ec an a e a a e

i
s a cir l p i n g thro ug h th xi f x Pro v t h t i t ti fi
c e a ss e a s o . e a sa s es the
f u n c t io n l d di ff e r n ti l qu t io n
a an e a e a s

2
+ zF x = ()
z
y +z O,

yq) (l
—

(1 7 ) Ob t a i n th e s ol ut io n O f z
a r n s+ y
2 =
t 0 i n th form e

a m p
s
an d how t h t t hi r pr n ts
s a s e e se a su rf c g n e r t
a e e a e d by li n th t i nt rsect
es a e

the xia f s O z .

(1 8 ) Show t h t t 3 0 le ds t o th o mpl t i nt gr l
2
a r a e c e e e a

z ax by c .
1 90 D IFF E R E NT IAL E Q UAT I ONS

su bj ect to the co n ditio n s y =

f () x an d () a wh n e t = o, in the form
-
at )+
[ y is t he t r n v r di pl c m nt f y poi nt : f vibr ting
a s e se s a e e o an a o a a

stri n g f o i n fini t l n gt h who i n i ti l di pl c m nt d v lo it y

e e ,
se a s a e e an e c ar e

giv n by
e f (x) d an S R m y Hyd M h i V l II ee a se
’
s r o- ec a n cs, o . .

Ar t .

( )
23 If y f
=
(x) c os (n t + a ) is a s o lut io n of

4
ay z
4
6 3;
"
M
an g r

S how th t f (a) a s = A sin mx B c os mx H si n h mav+ K co h m wh r e

s a
s, e

m
i r nti l qu t i on i t h t pproxi m t l y
[ The d ff e e a e a s a a a e sa ti s fie d by t he
l t r l vi br tio n f b r n gl c ti n g ro t t ory i n rt i
a e a a s o a s, e e a e a . Se e Ra yleigh s
’

S oun d Ar t , .

(24) Show th t a

w A sin (mu m/ a ) sin (n a y/ b) c os (pct a )

aw z
sa ti s fie s
5 5 l
a nd v ni h wh n
a s es e

a = o, y = 0, x= a or y = b,
p ro vi d ed th t a m an d n ar e po i tiv i nt g r
s e e e s sa t i fyi n g
s

(10/ 7r
hi gi v
[T ol utio n f th di ff r nti l qu tio n f vibrati ng
s ‘
es on e s O e e e a e a o a

m e mbr n wi t h fix d r c t n gul r bo un d r y
’
a e S
a R yl igh S ou d
e e a a a . ee a e s n ,

Art 1 94
s .

( )
25 Show t h t w = AJ
( ) ( t+ ) a 0 nr c os nc a

aw 2
aw 2
1 aw
sa ti s fie s
at 2
0
2
(3 75
7
+
r ar ) ,

wh er e J0 is B e ss e l
’
s fun c tio n of ord r ro e ze (se e Ex . 2 of th e se t f ollowi n g
Ar t .

h r r to v br ti n g m mbr n wi t h
[ T i s e fe’ s a i a e a e a fi xe d circul r bo un d ry a a .

See rt 200
Ra yle ig h s S oun d, A s .

( )
26 S ho w th t V = A
( B (o a r
"
r
‘
"
c s 6)
6 V 2
2 av 1 8 V 2
c ot 9 3 V_
ti fi
sa s es
a r
z
+
r ar
+
r
2
86 2 r
2
69
O

wh r e e P" is L e g e d e s f u of n r n c t io n
de n (for L e e d e s e qua
’

, or r gn r ’
tio n
se e E x 2 o f t h e se t f
. n Ar t ollowi g .

[ N B —
Ta.k e a
,
= c os € as a n e w
. a a e T s e ua is t he v ri bl hi q tio n .

or t
f m a ke b y La a e s n e a e ua pl c
ee d me s s,
’
e po t nti l q t io n i n thr i n io n wh n
V is k n ow n t o
b e s y mm e c a a u a n a x s Se e R u s An a lyti ca l t ri l bo t i o th .
’

S ta tic s, Vol II Ar t . . .
 APPEND IX A

The n ece ssar y an d su fici en t con di ti on tha t

f the equa ti on M dw+ N dy = o
sho uld be e xa ct

+ N dy = a p e r f e c t
M da: di ffe r nt i l = df
e a , sa y .

f
g g
a
= —
an d N= —‘
;
a
aN af z
af z
__
eM
= = :
6x az; 8y ay ar By

M
(b) gCon v e r se ly , put F M dx wh e re , the i nt gr tio n
e a
as
is pe rf
1
or m e d on t he su ppo i tio n t h t y i co n t nt
s a s s a .

6 F
2
6 F 2
8M aN
M an d
ay 8a: ay
z

dx ay

a co n st t an as f ar a s a; i s co n c r n e d e ,

f un t io n
a c o f y,

sa y

BF
N=
a

f = F + ¢ (
y ) dy

8F
_
_ b y de fi ni tio n of F
8a:
3f
__
a
c
’ s i nc e F an d f i r o nl y b y
d ff e a fu n c tio n of t
y .

Bf
T h us M d : a d: dy df p r f
a c t d ff r nt l =
,
a e e i e e ia .

by
So th qu tio n i x ct th t th co n di tio n i ufii i t
e e a s e a ,
a Is , e s s c en .

af af 2 z

O mptio n th t i j u t i fi d if f d it fir t d
[ ur u
a ss
d:ay ay 8
a
a 7;
s s e an s s an

sec
.
o n d p r ti l di ff r nt i l o ffi i nt
a a e e aco nti nuo u S L mb s
c e c e s ar e s . ee a

In fin ite s i ma l Ca lcu lus , 2n d cd .

, Ar t .

1 91
 APPE ND IX B

ai af
The equa ti on P(
x y, z ) 553 y, z )3 4— 13(
a, y, z ) 0, r eg ar ded as
5
,

f our - di men si on a l ha s , n o speci a l i n teg r a ls .

(Se e Ar t .

L et u a, :
( y )
z = a
, ,

n x, ( y, z = ) b,
be an y two ind p n d nt i nt gr l
e e e e a s Of th e e qu tio n s
a

T h nw e e eas ily pro v t h t e a

u an au
P +Q + R
E
U E
U 7
U

0 .

by Oz
l ft h nd i d f (1 ) do
Th e e -
t co n t i n a
a s e o es n o a ,
t h r for c nn ot
an d e e e a

v n i h m r l y i n o n qu n f th r l t io n
a s e e c se e ce o e e a n = a H n c i t mu t
. e e s

v i h i d ntic ll y Si mi l rly qu t io n (2) i S t i

an s e a
’

. a e a s a s fi d i d nt ic ll y
e e a .

N w l t f
o
y ) b
e
y i t gr l f ,
z e an n e a o th origi l p rti l
e na a a

di ff r nti l quatio n
e e a th t e , so a

aw Bu) a w
P —
+Q R —

ax a? az
Thi s is a n oth r i d nt ic l qu tio n i n c f do n o t occur i n i t
e e a e a , s e es .

l
E i mi a n ti n g P Q R fro m , w g t
,
e e

d (u , u, w)
O de i nt ic lly a .

8(
x, y, z )

He n c e i t) is a fu n tio n
c of u a n d u, s a
y
a ) .

h at i f w i p rt of th G
T s, l I tg l s d th r for e
a f e en er a n e ra , an e e , as

is an y i nt g r l t h r e n o Sp i l I t g l
a ,
e e ar e ec a n e ra s .

[Th e t ud n t swill n otic teh i mport n c i n t h a bov wor k f e e a e e e o a

di ff r n ti l quatio n b i g ti fi d i de ti lly Hill s n ew cl ific tio n ’

e e a e e n sa s e n ca . as s a

f th i nt gr l f L gr n g li n r qu t ion (P c L d M th S ’
o e e a s o a a e s ea e a ro . on on a . oc .

1 91 7 ) d r w h r p di ti ctio n b t w n i nt gr l th t t i fy n
a s a s a s n e ee e a s a sa s a

e qu tio n id nti lly d t ho which h v n o t thi prop r ty ]

a e ca an se a e s e .
 APPE ND IX D
S ugg esti on s f or f ur ther r ea di ng

t mpt will b m d h r to giv co mpl t li t f work

No at e e a e e e e a e e s o s on

di ff r nt i l qu t io n
e e W h ll m r el y gi v th n m f v ry
a e a s . e s a e e e a es o a e

sm ll n umb r f th m o t pro mi n n t cl
a ei fi d i n t hr
O ctio n e s e ,
a ss e ee se s .

I Chi efly
. o f a n a lyti ca l i nter e st (f or mi ng a con ti n ua ti on to Chapter
or yt h Th y f
(a ) F s e or o Differ en tia l Equa ti on s (1 890 a n d l at e r ye a rs ,

Ca mbri d g Un iv Pr ) e . ess .

Thi i mport nt wor k i i n ix vol ume

s d i th m o t xh u t i v
a s s s, an s e s e a s e

tr t ise i n En gli h upo n th ub j ct It houl d n o t b o n fu d W it h

ea s e s e . s e c se

his mor l m nt ry work i n

e e e vol um (4th ed 1 91 4 M c mill n )
e a on e e .
,
a a .

(b) G our sat :Cour s d An a lyse mdthématique Vols II an d III (

’
2n d , . . .

ed . t hi r i l r
1 91 1 1 5 , G au
-
n gli h t r n l t io p bli h e -
Vl a s E s a s a n u s e d by G ) i nn .

Thi d l al m o t nt ir l w t h
s ea si t c t h or s e e y i e x s en e e e ms .

( ) Schl i n g r :H dbu h d D ifier en tia l

'

c Th
es i d li e an c er e or e er n ear en

g l i hu g
e c (1 8 95 8 3 vol T ub
n en ) -

, s, e n er

11 . P a r tly g eome tr i ca l'i n ter e st

an a lytica l but a ls o o f .

(a ) G our sat Equa ti ons aux der iuees part ielles da pr emier
'
or dr e
' ’

G r sat : Equa ti on s
(
b) d i i ll d secon d
’

ou a ux er u é es p ar t e es a

(1 8 96 98 , 2 s , He ma
-
vol
e t fi ls ) . r nn .

(c) Pa ge Or di n ar y difier en ti a l equa ti on s f r om the s ta n dpoi n t of b id s

Tr a n sf or ma ti on Gr oups (1 897 Ma c mill a n ) , .

hi T s l wit h
de a s the l
e eme nt s of d ff e i r nt i l e qu t io n i n
e a a s a hi g hly
origi n l a ma nn e r .

III Of physi ca l i n te r est ( or mi ng a con ti n ua ti on to C ha pter s III a n d I

.
f .

(a ) R e man i n
P a r ti e lle Difier e n ti a lg lei chung en und de r en An wen dung
'

a uf physi ka li sche F r a en
g Ve e ) iwg .

(b) R e ma nn W b r A
e e i f ( ) wi t h
-
xt n ive r vi ed dit io n
e s e o a ,
e e s

a dditio n
s ( i w g)
1 900 01 , V e -
e .

( ) B t m n D ifi (1 91 8 L gm )
'

c ti l E qu ti
a e a e r en a a ons , on an s .

Thi co n t in m n y r f r n c
s to r c nt r rch
a s a e e e es e e e sea es .

It i i mpo ibl to m nt io n ori gi n l p p r i n

s ss
y d t il but th
e e a a e s an e a , e

r c nt ri f m moir by Pro f M J M Hill i n th P

e e se es o di g f th
e s . . . . e r oc e e n s o e

L d on M th m ti l S i ty ho ul d
on a t b ov rloo k d
e a ca oc e s no e e e .
 MISCELLANE OUS EXAMPLES ON THE WHOLE B OOK

3 2
y 3x y
3 2
x 3 a; y

7 2x (1 + a 2
(2) + 2p y =
) .

ta n y
g ta n a; = c os
3
'

y c os x
.

33 my $
2
31
2
.

= a 2 + e x c os 2x
(D
3
y .

y c os x .

[ L o n do n ]
.

1) y :
a [ L o n do n ]
.

[ L o n do n ]
.

(1 3 ) y = z c os 2513
. [ L o n do n ]
.

my doc x
3
. [ L o n do n ]
.

(1 5 ) (y
2
yz 7 z ) doc ( x
2
+ xz z) dy ( y
a: a y) d z = O
.
[ Lo n d o n ]
.

z ) yz d : ( 9:
3
3 3 2y 3 3 3
) za dy (
'
2 z
3
x
3
y) dz
scy = O
(16 ) y a z .

on on
[L d ] .

(1 7 ) p
az yq (a:
2
y
?
) = O . [ L o n do n ]
.

(18 ) (a:
+ 2y [ Lo n d o n ]
.

1 95
1 96 D IFF E RE NT I AL E Q U AT ION S

(1 9) 4y — a; +z

(20)
( )
21 r + s =
p .

(22) z tr x qy w /
z z
— — w

( )
23 r — x= t—
y .

( )
24 qy sa:
= + —
z p az
y .

(25 ) z (r t
’

2 2 =
( 6)
2 x r+ 2 x y + y t acy
s

(27 ) r qtq + 1 ) (r + 1)

(28) y wy r + w r
3 = 2 4 2

2
d 2
a
(29> fi r
/
i ded)
a
d y 2
n dy 2n
(3 0) dx2 +x y 0 .

x dx
(3 1 ) (zp [ Ma t h ri. T p]

j
g %
2
i n d ol utio n f
(32) F q t on a s o t he e ua i 3 + 2y e
3” ‘
which h ll s a

v ni h wh n m= o d l o wh n x = log
a s e an a s e ,
2.

(33 ) Solv th qu t io n e e e a

d 2
x do:
+ 2x + 0 c
2
+ A) 2
a : A c os pt
—

fi a
.

t n
Show th a f or di ff e r e t val u e s of p th e a m pli ud e o f th e p a r i c ul a r
, , t t
i nt e g r a l is g r e a es t t n
wh e p A x , a n d prove h a the pa r ic ul ar
2= 2 2
t t t
i nt e gr a l is h e t n
(A/ 2K A) c os (pt a ) wh e r e ta n a pl n [ L o do ] ,
. n n .

(34) S ol v e th e e qu t i o n
a

ta n a :
+y c os
2
x= 0

by p ut t i n g z sin c
c .

6 1 82
i ng a ol utio n f ;
2

?
2

(3 5 ) (i ) Assum
6 78
O t o bsf th o
90
e o e

f or m wh r x + y + ob t i n th fun c t io n F ; d by
e e r
2 2 2
z
2
,
a e an

i nt gr ti n g wi t h r p c t t o d duc th o lut io n V = l g ( + ) r
e a es e z, e e e s z o r z — .

8 17 8 V 2

( ) A um n g ol ut o n f 2 t o b e f th for m d (f )
m
z
11 ss i a s i o a o e
3 ,

wh r {5 = / Vt ob t in th fu n c tio n a) ; d d duc
e e c
z ,
a e an e e a see

by di ff r nt i t i n g wi t h r p c t t o
e e a es e ft .

(3 6) Ob t i n r t io n l i nt g r l f u ti n V of t
‘

a a a y which
a i fi es e a nc o a, ,
z sa s ,

th co n di t io n
e 8 V 3 V 8 V 2 2 2

+ + 0 —

a)
,
z
a a
2

an d i uch s s t o h v th v l u A t poi nt
as a th
e ur f f
e ph re a e z
4
a s on e s ac e o a s e

of u n i t r di u wi t h it c nt r
a s t t h ori g i n s e e a e .
1 98 D IFF E R E NT I AL E Q UAT I ON S
(43 ) Ve fy ri t h t a 1 x
2
is a p r ticul r ol utio n
a a s of the e qu tion
a

d y
2
Z/
m(l — 2 2
x ) + (1
doc2
iI
J

an d s olv i t co
e mp e e y ltl .

t ho
B y the me d of va r i a ti o n of pa r a me te r s or o t h rwi e se , s ol v me co

q tio n ob t i n
pl e t e ly th e e ua a wri ti n
e d by g (1 x )
2 3
in t d s ea of z e ro o n th e

righ t h n i
-
gi v n q tio n
a d s d e of t h e e e ua .
[Lo n do n ] .

(44) Show t h t th co mpl t ol utio n of th e qu tio n

‘

a e e e s e a

d y
1
2
7 dy
+P + Qy = 0
dw,
dx
wh r P
e e , Q ar e g iv n fu n tio n
e c s of a
t, can be f o u n d if an
y s ol utio n of the
e qu t io n
a
da 1 dP 1
da:
u 2
Q 2 da: 4
P 2
O

is kn ow n .

H nc e e , or o t h rwie se , s ol v e th e e qu tio n a

d y 2
dy
'

4 —
(1 —
x
2
) _ 4x
+(
az 3) y = 0
dd
.

dx2

(45 ) Pro v e by putt i n g we th t the co mpl t ol ution of t he

‘
c
v= a e e s

d 2
y dv
e quatio n : a 0, wh e re n is an i nt ge r
e , can be ex pr esse d

i n th f orm
e

(A sin x — B c os a )
wh e r f (x)
e an d
95 a
(s) t bl pol y n o mi l
a r e sui a e a s .

(46) If u, u a r e two i n d p nde nt ol utio n

e e s s of th e e qu tio n
a

f f
” ’ "
(w) y
’ ’
—
(w) y 9 () y
5 x + w
x( ) y
= 0
.

wh e r d sh s d not
e a e e e r nti tio n with r g rd to
di ff e e a e a as, prove th t a th e
co mpl t e sol utio n i
e s Au + B + Cw wh e r v , e

v f (a:
) da:
' ’

(uv u v )
2

and A, B C , ar e a rbitr ry co n t nt a s a s .

S olv e th e e qu t io n
a

2 '"
2
0
'
513 0 5) y 25 ) y 40) y 3 0xy 0,
which ol utio n f th f orm
ha s [ L o n do n ]
"
s s o e as . .

(47 ) Obt i n t wo i n de p n d nt pow e r se ri e which

a e e -
s ar e s ol ut io n s of

t he qu tio n
e a
dy dy 2
2 2
(x a ) d? + bx + cy
_
0
dzv
an d t r mi n th ir r gio n f co n v rg n c
de e e e e o e e e .
[ L o n do n ] .

(48) Prov th t th qu t io n e a e e a

2
g
a: — 2a; )
 I
M SCE LL ANE OUS E XA M PLE S 1 99

has t wo “

i nt e gr l a s

l l 1

g
m,
(Z
A

2 log
n
a uz
e xi l
4
0

wh re: e
[ L o n do n ] .

(49) F or m t he d i ff e r e nti a l e quatio n who pri mitive i se s

( :) (
a
s

)
Sl n x
y S EN + B co : = A D s a —
a a;

wh r e A B
e rbi t r ry co n t n t
,
ar e a a s a s .
[ Londo n ] .

(50) Obt i n th co n di t io n th t t h qu t io n
a e a e e a

P dz Q dy 0
m ay h v a i nt gr ti n g f c t or which i
e an e a a s a fu n ct io n :lo n e
of 1 a ,
an d a pply
t he r e su l t to i nt gr t e a e

(3 a;y 2a y 2
) dx ( x
2
2a azy) dy 0.
[L o n do n .
]
(5 1 ) Show th at th e e qu t io na s

dy
2d x2 dy
— x — +
y
do: 2
y doc

wz
Z
— = 0,

h v
a e a c o mm o n pri mit i v d fi e , an n d it .
[L o n do n ] .

(5 2) Pr ov th t y ol ut io n
e a an s of t he e qu t io na

d z
u da

i s an i nt gr t i n g f ctor
e a a of th e e qu t io n
a

dz
d
w (P “ W uZ; o
—
0+ 1 Ru — o

an d co nv r ly t h te se a an y s olut io n of th l tt r qu t io n i e a e e a s an i nt e gr a ti g
n

fa c t or f th f or m r
o e e .

H n c i nt g r t
e e e a e the fi rst of th es e e qu t io n co mpl t ly i t b i n g
a s e e , e
2
d E
[ L o n do n ] .

dot2 Q Q

ig n
l 2

(53 ) If th e e quatio n -
+ Qy = 0,
l9
wh r eP
e an d Q ar e fu n ctio n s of x, a d mi t s o f a s olut io n
y A Si n (
ms a ) ,

wh r e e A a n d a ar e a rbit r r y co n t nt
a s a s, fi n d t he r l t io n which o nn ct
e a c e s

P
r an d Q .
[ Lo n d o n ] .

2
d y 2g
(5 4) S olv e th e e qu t o n
a i 4g ”
(1
z
dp a
t )
h vi g giv n t h t i t h t wo i nt gr ls Of th form
a n e a as e a e

a bx
l — a; [ L o n do n ] .
200 D IFF E R E N TIA L E Q UAT I O N S
(55 ) Show th t
a the li n r di ff r n ti al qu t io n who
ea e e e a se s olutio n s ar e

2
d y dy
t he s qu r o f t h
a es os e 0f P + Qy 0
dx2 da:
d dy 2
dy dy
m ay b e w tt n ri e
(; a
+ 2P
)( —
cl x
i
+ P
d§
2Qy
) c H; = 0 .

(56) Show th t the t o t l di ff r nti al qu t io n

a a e e e a
Q

I
sa ti sfi e s th e co n dit io ns of i nt gr bility e a , an d i nt gr t it
e a e .
[ L o n do n ] .

d
(5 7 ) The o pe r at or b ei n g r pr e nte d b y D S how th t
e es a if X is a
z
fi ,

fu n ctio n of a:
an d (D ) r at io n l i nt gr al fu n c t io n of D
¢ a a e ,

t nd th r ul t to th c i n which
Ex e e es e a se 1 / ¢(D) is a r tio n l i nte gr l
a a a

fu n ctio n f D o .

Sol v th di ff r nt i l qu t io n
e e e e a e a
3
d y :c os at
[ L o n do n ]
2 —2 c
+ 8y 3 x + xe .

dfi
.

z
da ly
F
(6 8 ) S how t h t a 3 — 2
clx
-
n
i —

da:
8y 0

ha s an i nt gr al which i
e s a poly n omi l i n at D a . e du c e th e g n r l ol u t io n
e e a s .

(5 9) Show th t
i n th qu t io n P d + Q dy + R dz
a ,
if e e a az

ar e ho m og n o u f un c t io n
e fx y
e f th sm d g th s o , , z o e sa e e r ee , e

can be p r t e d fro m th oth r t wo d th e qu t io n if i nte gr

se a a e e ,
an e a ,
a

is t h e r b y r n d r d e x ct
e e e e a .

In t e gr t a e

2
3
( x
z
da: y dy) z
{
z a
t yz
2
2
4
y ) } (do: dy)
2 2

}
2
(w y) {z
4
z
2
(
90
2
9
2
) 3
1 9 dz 0 ,

obt i n i n g th i nt gr l i n a alg br ic f orm

a e e a [L o n do n e a . n

( )
60 S how th t if t h qu t io n d + d
Q y
a +,
R d 0 i e x ct it
e e a z= s a ,

can b e r e duc d to th f or m Ad e u d = 0 ; wh r AI “ i
e fu n ctio n of a ,
f
v e e s a

u u o n l y a d u = c o st
, t u= c
n ta t a t wo i nd p nd nt olu
n an , on s n re e e e s

tio n of s do: dy d z
= '

ao an an 6F 6P ao
az By 6a: 6. 6y da:
He n c e ,
or oth erwi se , i nt gr te a e the e qu t io n
a

) do: xz dy my dz [ L o n do n ]
2
(yz z 0 . .

(61 ) P rov th at e z
2=
2xy i s n ot i n clud ed in
— 2xy)
which i s
/
th e ge n e r al olut io n s of

2:
1:
y) 2x 1 } zp 2y 2xy)} z q a :y ,

bu t th at i t i n e ve r t h l s e ess a s olutio n of th e e quation .

[ Sh e ffi e l d ]
 202 D IFF E R E N T I AL E Q U AT ION S
(6 7 ) B y i n g th ub t it ut io n :
us e s s s a
t r c os 9 y , r Si n 9 ,
or o t h rwi e se,

s olv e th e di ff r nti l qu tio n

e e a e a

2 2
)( a?
2
( 2 + 9 F it7 = 1+ 17
Al s o fi n d th e si ngul r ol ut io n a s ,
an d i nt rpr t e e the r e su lt s g eo

metric ll y a .

(68 ) Show t h t a th e e qu tio n a

2
—
P )
c an be c t o Cl ir ut f or m b y m k i n g y :
r e du e d d p d nt a a
’
s a
2 —
a
2
a n ew e en e

v ri bl ; olv i t d S how t h t t h i n gul r ol ut io n r pr e nt two

a a e s e an a e s a s e se s ~

r e ct n gul r h ype rbol

a Ve ri fy l o t h t t hi
a olut io n t i fi th e as . a s a s s sa s es

giv n qu tio n
e e a .

(6 9) Prov th t th c urv i n which th r di u f curvat ur is qu l

e a e es e a s o e e a

t o t h l n gt h i nt rc pt d th n or m l b y fi x d tr igh t li n a
e e e e e on e a a e s a e re

e i t h r circl
e c t n ri s e s or a e [ L o n do n ] a e . .

(70) Solv t h qu t io n e e e a
2
y
= z —
2a p+ p , a

an d i n gul r ol u t io n gi vi n
fi n d t he s i gr m a [ L o n do n ]
s , g a d a a . .

(7 1 ) A pl n c urv i uch t h t it r di u f c u rv t u p i co n
a e e s s a s a s o a r e s

n ec e t d wi t h t h i nt r pt u t h n or m l b t w n t h c u r v
e e ce d th on e a e ee e e an e

a xi f
s o b y t h r l t io n p =
as, Show th t if th co n c v it y f th
e e a y c
2
. a , e a o e

c urv e i t ur n e d
s w y fro m th xi f x a a e a s o ,

y
2
0 si n
2 2
qt b,
wh r e e
qt ii n cli n t io n f th t n g nt to C : Ob t i n th v l ue f
s th e a o e a e a a e a o

a: as fu n c t io n f p mt h c
a b = 0 ; a d s k t ch th
o h p f th e as e n e e s a e O e

curve .
[ L o n do n ] .

(7 2) Show t h t if t h di ff r n ti l qu t io n of a f mil y f curv b

a , e e e a e a a o es e

give n i n bipol r ordi n t a 9 t h di ff r nt i al q u at io n f th

co -
a es r ,
r
'

, ,
e e e e o e

or t ho g o n l t r j ctori i f o u n d by writ i n g d6 f dr d9 f d
a a e es s r or ,
r
' '
or r
'

dr f or r d9,
’ ' ’
—
dr f or r dO .

in
F d t he orthogo n l t r aj ct ori a e e s of th e c urv es

a b
r r

0 b i n g the v ri abl p r m t r
e a e a a [ Lo n do n ] e e . .

(73 ) Th n or m l t poi n t P f c ur v m e t
e a fi x d t r i g h t li n
a a O a e e s a e s a e

a t t he poi nt G d th lo u f t h mi ddl poi nt f P G i

,
an e tr igh t c s o e e o s a s a

li n i n cli n d to the fix d st r igh t li n t

e e n gl cot 3 Show t h t
e a e a an a e
—1
. a

th loc u
e f P i s op r bol s a a a [ L o n do n ]
a . .

( )
7 4 S olv t h q u t ioen 2 (p e S how eth t t h
a p d i a e -
s

cr imi tn an i a ol ut io n of t h s qu t io n d i th nvelop e f th
s e e a ,
an s e e o e

f mi l y f c urv
a o giv n by th e g n e r l ol ut io n
es e [ L o n do n ] e a s . .

(75 ) Ob t i n th di ff r n ti al q uat io n f th i nv ol ut
a e f th p r bol
e e e o e es o e a a a

y
2
4 m a
a d i nt
, e gr t nit W h a t i t h n t ur f t
a eh i n g u l r ol ut io n
. s e a e o e s a s

[ Lo n d o n ] .
 M ISCE LL AN E O US EX A M PL E S 203

n or m l t o urf ll m t
the a s a s ac e a ee a fi xe d s a g tr i h t
Su r f c e mu t b
a f r vol utio n
s e on e o e .
[L d on on ] .

In tegr t th p rti l d i ff r nt i l qu t io n
a e e a a e e a e a

G i v e th e g e me o t ric l i nt rpr t tio n

a e e a of t he su b idi ry i nt gr l a d
s a e a s n

[ L o n do n ] .

I nt gr t e a e th e d ff e i r nti al qu t io n
e e a

dz 6. 2 — 2
=
8a:
y a;
7
.

6
Fin d the pa rticul r ol ut io n a s s su c h t h t th tio n by a
a e se c n
y pl na e

to z = 0s h ll b (i ) circl
a e a e, (ii ) r c t n gul r h yp rbol
a e a a e a .

[ L o n do n ] .

A f ami l y of curves is r e pr e se nt ed b y t he e quatio n s

2 2 2=
a + y + 6z a,

a p
, Bm et e r s
ar e a a r .

v
Pro e th a t th e f a mil y o f c u rve s c a n b e c ut or t ho g o n ll y by a fa m y
a il
sur f a c es a n d fin d t h e e q ua io
, o f hi s f a m il y t n t . on o
[L d n ] .

(80) Solve ( : byz) q

2
b (boy ar z )p a a cr ab ( z c
2
) ,

d s ho w t h t th olutio n r epr
a e s es e nt s a n y su rf c a e ge nr t e a ed by li n es

two gi v e n li n e s .

t her
(81 )
L R, a n d E ar e
e
(i ) Solve
s a
jf
co n t nt
L —

s
+

.
R I= E ,

hi
[ T s is t h e e u aq tio n
f or t he l ctric curr nt I i n wir e f r i t n c e e e a o es s a e

3 an d co ici nt
e ff e of s e fl i n c t io n L und r co t nt v ol t ag E ]
du -

, e a ns a e .

ii
() D t r mi n t h v
e e l u o f t h rbi t r r
e y co n t n t
e i f I= I wh n a e e a a s a
0 e

0 .

(iii ) To wh t v l u d o es I ppro ximat wh e n t i l rg

a a e a e s a e

[ Oh m la w fo st e dy c urr nt ]
’
s r a e s

dI
(8 2) S olve L _
dt
RI: E c os pt .

[ Th e sy mbol s h v
n i n g i n th l t qu tio n xc pt
a e th e sa me m e a as e as es , e e

h t th v olt g E
a e pt i w p rio dic i n t d f b i n g co t nt
a e c os s no e s ea o e ns a .

h co mpl m nt r y f un ctio n oo n b co m
T e e e n gli gibl i th fr
a s e es e e, . a
. e ee

scill ti a f th c urr n t
on s o d mp d ut ] e e ar e a e o .

(83 ) Fi n d t h P rtic u l r Int gr l f e a a e a o

d 2
Q dQ Q
L + Ri
I E co s pt
i
.

dt 2

[T g hi
i v st h ch r g Q o
esn f t h co t i neg f L yd n j a e on e o e a s o a e e ar

h n p rio di l ct ro m o t i v forc E pt ct i n t h cir ui t

v e a e c e e e e c os a s e c con

t i n g t he co t i n g Th P r tic ul r In t gr l gi v th ch rg ft r
l ee a s . e a a e a es e a e a e

h e f r e e e l c t ric l o ill tio n h v b n d m p d ut ]

e a sc a s a e ee a e o .
204 D IFF E R E NT IAL E Q UAT ION S
(84) Show t h t th qu t io n
a e e a s

2
g % +3 — 1 6d — 3 y = 0, 7
5?
ar e s a ti fie d b y t h e
s t ri l ol ut io n
a s y = rn d
, provi d ed th t a m is a ro ot o f
the q ua d a r t ic 2 3m 16 3m
’
7 2 + 3m
dd
an d d is g v n by
i e 7 (2 + 3 m) d = 0
5
.

He n c e prov e t h t two t
a se s o f s ol ut io n s of t h e d ff e i r nti al
e

a m 4d 4Ae 2t
y
an d 4
3 23 33
-

y 6 ,

so th t th g n e r
a e e al s ol utio n i d s Ae 2t
Be

y 4A 2‘
3Be t
‘

(85 ) Us e t he m e t ho d of t he l t as e xa mpl e to ol v e s

7
g + 23 x — sy = o,

i i
2
3 ? f
t
” 1 3 d + 1 0y = 0 .

qu tio n f t hi t yp occur i n probl m o n th m ll o ill tio n

[E a s o s e e s e s a sc a s

of y t
s m s ewi t h t wo
s d gr f f r d o m Th m o t io n giev n b y y
= 2
e es o ee . e e d

or
( yy b = 5 ) i ai d t o b
— Pri n cip l or Nor m l Mo de f Vibr t io n
d s s e a a a o a .

Cl rl y it is such th t ll p r t
ea f t h e sy t m movi g h rmo i c lly
a a a s o s e ar e n a n a

wi t h th e same p rio d d i n th m ph e If y 2 an d 31 4 5 : e e sa e as e . d an -
51 ar

t kn
a e w v ri bl s i n st ad of d a d y th e y
as n e a a c ll d Pri n ip al f
e e n ,
ar e a e c o

Nor m l Coor di n t s ]
a a e

(86 ) G i v e n t h t L M N R S a po i t i v n umb e r s uch t h at LN

a , , , , re s e ,
s

i gr t r th n M prov e th t d
s ea e a d y d fin d by
2
,
a an ,
e e

dd dy

dd dy
M — "

+ N —
+ S y — 0,
il t dt
di mi n i h i nd fi n it l y
s e e as t i n cr ease s .

[ Show t h t a wh r d b e an d e e a an ar

r ea l d eg ti
an Th e qu at io s giv th fr e o cill t io n
n a ve . es f t wo
e n e e e s a s o

m ut u ll y i n flu e n ci n g e l c t ric circ u i t
a L d N a co ffici nt f
e s . an re e e s o

sel f i nduction M f mutual i nd ucti o n d R d S e r i t n c ]

-
, o , an an ar es s a es

( )
8 7 Show ( wi t ho u t wor k i n g u t t h ol utio n s i n f ull ) th t t h e o e s a

P r t ic ul r Int gr l
a a f th e i mul t n o u
e qu tio n
a s o s a e s e a s

dd dy
L + M + E sm pt,
dF d7
dd dy
M + N + sy = o
7
d 87
206 D IFF E R E NT IA L E Q UATIONS
(90) S how th t the sol ut ion a of the s i mul t n o u qu tion s
a e s e a

22
0 6 d q
—
+ 2M b
T
4b d2 ¢ d2 6
3 dt 2
“
m a
fi
“

9 22

wh r m = M
e e an d a = pr d b y ayi n g th t 9 d a
b m ay b e e x
, esse s a an ; ar e

ch co mpo d
ea se f t wo i
o l h r o n ic o cill t io n f p rio d 2 /p
s m
pe a m s a s o e s 7r 1
an d
p1
2
an d p b ing 2
2
roo t f th qu dr t ic i n p
e the s o e a a
2
,

2 4 2 2
28a p 8 4agp 27g 0 .

[ Th ese e qu at io ns giv
i n cli n tions to the v rt ic l of t wo ro ds e th e a e a

o f m m a d M a d l e n gth 2
a sses nd 2b r pe ctiv l y wh e n th y
n s a an es e e ar e

swi n gi n g i n ve rt ic l pl n e a doubl p n dulum the fir t b ei ng fr e ly

a a a as e e ,
s e

su p e n d e d f ro m
s fi x d poi nt d th co n d fro m the bo tt o m f the
a e an e se o

fir t s Th e t wo o cill at io n r f rr e d to a
. k n ow n
s th e Pri n ci pal (o s e e re as r

Nor m l ) O cill atio n

a Si mil r qu tio n occ ur i n m ny probl m
s s . a e a s a e s on

m ll o cill t io n A d t il d di c u io n of t h i giv n i n R o u t h s
’
s a s a s . e a e s ss ese s e

Ad d Rig i d D y mi
van ce wit h p ci l r f r e nc t o th a e wh e n th
na cs , s e a e e e e c s e

e qu atio n i n p h a e qu al root s ] s .

35 j
2
y 2 =
+x + c d 0,
t

d2 dd
di g —
K
fi
+
2 =
0 y 0 .

[ Th esequ t io n give th mo t io n f th b ob f gyro t tic p

e a s e o e o a s a en

dul um which d o t s wi n g f f ro m th v rti l

es n o No t i t h t if the ar e e ca . ce a

i nit i l co ndit io n a u h t h t B = O w g t m ti i
a s re s c circl wi t h a ,
e e o on
'

n a e

a ngul r ve locit y p whil if A = 0 w g t mo t io n i n ir l e wit h n gul r

a , e , e e a c c a a

v locity q i n th e oppo it n e (F p q A B
e s th a n w r )
e se s . or , , ,
s ee e s e s .

Si mil ar qu at io n hol d f e th p t h f r e v olvi n g io n i n t h

s x or e a o s e e

p l a n a t io n f t h Z m
o E ff c t (t h
e t r e bli n
eeg f li n i
an n n p t r u m e e o a e a s ec

m g n t ic fi l d) Se e G r y s M g ti m n d Elect i i ty A t
’
by a a e e . a a ne s a r c ,
r s .

5 65 5 69-

]
(92) Gi ve n + ad = o,

0,

wh r e e a, b , c ar e co n t ant obt ai n
s s, a d ff e i r nt i l e qu t io n
e a a for z .

d
He n c e prove th t if z a
I
( ?
[ be 0“
-

z = o+ cc
a
“ — b

[T h e se e qu t io n occur i n Ph y ic l Ch mi t ry wh n
a s s a e s e a su bt n As a ce

f or m s an i nt r m di t ubst n B which t h n ch n g
e e a e s a ce ,
e a es i nt o t hird a
 MI S CE LL AN E O U S EXA M PLE S 207

su b t nc e C
s a . co n c n tr t io n
d , y, LA B C r e p c t iv l y
z ar e t he e a s O , , s e e

at
y ti m e t
an S H rco ur t d E o n Phi l T
. ee s 1 8 66 ad an ss , . r an . an

(93 ) The e ff ct o n a i mpl dy n mic l y t m wi t h

e e de gr
_ f s e a a s s e on ee o

f r e d o m of
e y o t h r dy n mic l y t m to which it is li n k d c a b
an e a a s s e e n e

r pr nted by th quat io n
e e se e e

If the e x t
s ys e m o f a ci t i n g
w v i m i nt i n e d t dy s t h t es s a a s ea o a

v l
X i A c o s pt fi n d th e a u e of p f or
,
whi h t h r i r o n c d prov c e e s es an e , an e

th t
a c
if ,a e x e e ds a e a c rt i n v l th r i n o r o n n
a ue Dr w c urve e e s es a ce . a s

ill u t r t i n g both c e
s a as s .
[ M t h Trip ] a . .

(94) Solve th di ff r nt i l qu at io n e e e a e

d + 2kd + d = 0 wh n k
n n
2
. e
2 2
.

I t he c
n f a p n dul u m m k i n g m ll o cill tio n th t i m
ase o e f a s a s a s, e e o a

o m pl t e o cill at io n b i n g 2
e d th g ul r r t r d t io n d u t
se e s o an e an a e a a
c s e . e

th i b ing t k n
e a r e 04 x ( n gu l r v loci t y f p n d u l um) how t h t
a e as a a e o e ,
s a

mpli t ud f 1 will i n 1 0 o m pl t o cill a t io n b r duc d t o bo ut

°
an a e o c e e s s e e e a

[T k l g m a e o e= [ M t h Tri p ] a .

(95 ) Th motio n f e y t m d p n ds pr c t i ll y
o a s i n gl
s e e e a ca on a s e co

ordi n t e d ; it n r gy t a y i n t nt i e xpr d by th for mul

a s e e a n s a s e ss e e a

é m d +
2
% a ded t 2
h t i m r t
n f f ri t io n le d m pi g f it e n rgy i
e -
a e o c a a n o s e s

$ k d 2
P.rov e th a t t h p rio d ( ) f it f r eo cill t io
e n i To
,
o s ee s a s

27r
(m 3

P rov th t
orce d o cill t io n
e a the f s a s us a t in ed by i turbi n g forc e f
a d s o
2

i
.

t ype A pt i t its gr t t wh n p
c os s a e a es e
2 i ’ d t h t th a mpli t ud
an a e e
2
”t 8 n
A “
o f thi o cill t io n i th n
s s
rk whil
a s e ,
e it s ph as e l g b hi n d th t f th
a s e a o e

f orc e b y t he a mo u nt t an [Ma t h . T rip ]

(96) S how t h t t h a e su b titut io n

s T r e du e s c
d2s ds
(a>
2
”P
as
dT
to the l n r for m
i ea
d}
+ 2P T = Q .

2
d2s ds
+
(d ) i
( s — a )g ,

wit h th co ndit io ne s 0 an d s= 2a wh n t = o ob t i n
e ,
a

ds 2
2g
(a) 2 “
2
d s
g °

2
dt 3
208 DIFF E R E N T I AL E Q UAT ION S
[ Thi s
giv th s l es e o

ch i n i coil d up
a s e on

s moo t h li ht h igh t bove th pl n i n i t i ll y l n gt h

g p ll y t
u e a a e a a e a e a a e
2 h a n gs f r l y o n t h o t h r i d
a Prov t h t t h
ee e e s e . e a e m ot io n i uniforml y s
a cc l r t d Se L o n y Dy mi c f P r tic le
e e a e .
”
e e
’
s na s o a a an d o
f Rig id B odi es ,
p .

(97 ) Fi n d ol ut io n f t h e qu t io n a s o e a

a 1 a a¢
a)

a f r ) c os a
(=

a
~ $ = V c os 6 wh n e r = a
ar
3
—— - = O wh n e r = oo
ar
v locity—po t nt i l wh n ph r
[ 95 is the e e a e a s e e of r dius mov wi t h
a a es

v lo it y V i n t r i gh t li n e t hro ugh liqu id

e c a s a a at r t t i n fin i t y S
es a . ee

R ms y s Hyd M h i P r t II p
’
a e ro -
ec a n cs , a . .

ay 6 9 2 2
8 Fi n a ol t io n
(9 ) d s u of
2
0 —
at2
6 2
2

which h ll v n i h wh n = o d r du t o A (pt ) wh n d = b
s a a s e d ,
an e ce c os a e .

[ Thi g ive th f or m f s por t io n of tr t ch d st ri n g fix d fit

s e o on e a s e e ,
e

bo t h n d f which a g iv n poi nt i m d to mov wit h th p rio dic

e s, o e s a e e e e

di pl c m nt A
s a (pt e ) The por t io n co n i d r d i t h t b t w n t h
e c os a . s e e s a e ee e

g iv n poi n t n d S Ram y s Hyd M ch i ’

e d n f th an o e o e e s . ee se r o- e a n cs ,

Pa rt II p . .

(99) Ob t i n th ol ut io n f a e s o

6 g5 _ 2
8 d 2 aa
2
“

a
4
?
”
(2 2
"
7 a;
“

)
i n t h for m e r
¢ f (
ct =

[ gt is the v loci t y po t nt i l
e -
e a of a sp e h ric l o urc e a s of s u o nd in air ,

Se e R a ms e y p 3 45 ] , .

(1 00) Ob ai a s ol u t n t io n of

6 91)
2

+ 0’
3?
“

as
su ch th t a wh n y = h 3 ¢/3y = 0 e —

an d jv ri as
() a(m t) wh
es n y = 0 c os d — n e .

[ gs i t he v locity pot nt i l f w v i n c n l f d pt h h the Sid

s e -
e a o a es a a a o e , es

b i n g v rt ic l S R m y p
e e a . ee a se ,
.

(1 01 ) Ob t i n th ol ut io n of th i mu lt n o u di ff r nt i l qu t io n
a e s e s a e s e e a e a s

2
dd dy 2
—
2n +p d — O,
dt 2
a
d2 y dd
z
+ 2n
di d
21 0 D IFFE R E NTIAL E Q UAT I ON S
(1 03 ) L (x y , , d y ) i fun tio n
’
,
'
s a c of th e v ri bl d
a a es , y, d
’
, y
'
.

X, Y ar e de fi n d b y th
e qu t io n e e a s

a L a
_
:
s
aw ay
r

If e se eth qu tio n a s c an be s olv d f d d y

e or
’
an
’
as fun ctio n s of X , y,
an d i f H (X, Y d y) i
, ,
s the f un ctio n ob t i n d by a e e xpr ing
ess

Xn + Y y —
L
e ntir ly i n t rm
e e s of X , Y d
, , y, t h n prov t h t
e e a

CH
8X
CH 8L
an d
ago at
P rov e a sl o th t th qu t io n
a e e a

d CL CL
a a () a
dx CH
is tr n form d i nt o
a s e
dt 8d
.

[Thi s
is th e Ha milton i an tr a n sf or ma ti on d yn a s E ua (3 ) in mic . q tio n
is a y t pic l
a L ag r a n g i a n equa ti on of moti on i n g en er a li sed co or di na tes -
.

Ha milto n r pl c i t
e a es b y t h e a o f e ua s (1 ) an d p ir
See R ut s q tio n o h ’

E lemen ta r y Rig id D yn a mi cs , C a VIII T i s a sf ma s h p

ul d h tr n or tio n ho
. .

be co p r
m a ed wi t h th t
a O f E x 21 o f t h e m s e a e u s se t a t t h e en d of
. i c ll n o
h
C ap XII, . wh r
e e w e h a d t wo
. a a di ff e e
. a e ua s de a p r ti l
e r nti l q tio n riv bl
ro
f m ea ch o t h r
e b y th e Pr i n ciple of D ua li ty ]

( )
1 04 Show t h t J cobi a a
’
8 me t ho d (Ar t . 1 40) a
pp li ed to Ha milton
’
s

pa r ti a l difi er en ti a l equa ti on
a.
£
132, d n, pl , p g , pn , t) = o
at
lib T aH dp r CH
l ea ds to (
—
’ ( r = 1 , 2, n ) ,
dt ap, dt ad ,
whi ch a e th qu tio n f mo t io n f dy mic l y t
r e e a s o o a na a s s e m i Ha mil, n to n ’
s

f orm [S Whi tt k r A lyti l Dy mi 2 d d

’
. ee a e s na ca na cs , n c .
,
Ar t .

( ) ()
1 05 i Prov th t i f u ( y ) = e a d, ,
z a

an d (
v d , y , z ) = b
a r e an y two i nt gr l e a s of the s
ys t e m o f di ff e r e n tia l e qu t io n
a s

dd dy dz
’

p (
d , y , z ) q(d , y, z ) r (d , y, z )
1 d(
u, ) v 1 d(
u, ) v 1 d(
u, ) v
m (x y’ z ”s ay
’ ’

P F(r z) . a3 (
z w) . r F(r y) .

[ m i s c ll
a ed a mu ltipli er Of the sy s e t m] .
 MI SCE LLANE OUS E XA M PL E S 21 1

Sh ow that m ti sa s fi es the p rtial di ff r n ti l qu tion

a e e a e a

a a a
mp)
( mq)
( —
mr )
( 0
ax R
.

P az
(iii ) If
‘

n d ( , y, z ) is an
y oth r e m ulti pli e r of t he sy s e t m, s how t h at
2
29 g
ay a n
i
s. ri ) i

a(m/u , u, v )
an d h n c t hat
e e i de nt c lly
i a
d (d , y, z)
so th at m/ i fun ct n n an d m n = o i s a
/
s a i nt gr l f th io o f u a n d v, n e a o e

origi n l y tem f di ff r nt i l quat io n

a ,
s s o e e a e s .

iv
( ) If u ( y )
d = a b olv d f z gi vi n g = f (d y ) d
, , z a c n e s e or , z , ,
a ,
an

if c pi t l l t t r V P Q R M d ot th fun c tio n
a a e e s f d y , Obt in d, , , en e e s o , , a, a e
b y ub t i tut i n g thi v l u
s s f in p q r m t h n prov st h t a e o z v, , , , , e e a

d dy d
y ) b a nt gr l of
a — is n i e a
P a
. .

8 17 6“
P rov e a s l o th t a MP
ay az
aV Bu
MQ
ad az
is to b e ex pr esse d in t e r m s o f d,
y , a
) ,
so th t a

d V= M (
Q dd —
d ) 55 .

hi ugg t th t if y i nt gr l =
[T s s es s d y mu l t i p li r m a an e a n a an an e ar e

k n ow n t h n M ( Qd
, d ) e p rf t di ff r nti l l di n g
d —
e ec e e a , ea

to a i nt gr l f t h
n y t m wh n
e i r pl c d by u ( y
a o e s s e e a s e a e d , ,

F proo f f thi t h or m W hi t t k r A lyti l Dy mi

’
or a o s e e see a e s na ca na cs ,

2md d Ar t 1 1 9
c . A m or g n r l t h or m i t h t if (
,
. . l ) i nt gr l e e e a e e s a n e a s

of y t m f di ff r nt i l qu t io n
a s s e o e e a e a s

PI P2 Pn P
ar ek n ow n
l o y mul tipli r t h n n o t h r i nt gr l
an d a s b d t r an e ,
e a e e a c an e e e

in
m ed hi i g n r ll y r f rr d to th t h or m f J bi L t
T . s s e e a e e e as e e e o aco
’
s as

I Dyn mi
M u lti pli er wh r t hi t h or m i f o m i mport n c
. n a c s, e e s e e s o s e a e

( W hitt k r Ch p
se e
'
th l t m u lti pli r i u i t y ]
a e ,
a . e as e s n

(v) Show t h t u n i t y i mul tipli f

‘

a s a er o

dd dy
2— 2
dz -
2y 2d —
yz y d

an d d
2
+y +
2
z
2=
a an i nt gr le a , sa
y u d,( y, )
z = a .

Show t h t i n t hi
a s c a se

2
d{ —
twa — x

an d h n c obt i n
e e a th e se co n d i nt gr l e a dy 2z = b .
21 2 D IFF E R E N TIAL E Q UAT ION S

(106 ) S how th t if y a e
ye t
(
f )
t dt, wh r e e a an d b ar e co n t nt t h en
s a s,

90
2 (ii) 2“ b

{t c (t) a
t (t) f }
(
t) dt .

Hen c e prove t h t y wi ll ti
a sa sf
y th e d ff e i r nt i l qu tio n
e a e a

if

an d
(b) f (b) = 0 q
‘
e

Us e thi s m e tho d to ob t i n a

dt

we 1)
as a s ol utio n v li d wh n d >
, a e 0, of

z
d ?! f ly
93 —
dy 0
35
.

2
7 96
(

corr po n di n g ol utio n f th
The es < 0 i O bt i n d b y t k i ng s or e c a se d s a e a

th li mi t
e f th fi r t i nt g r l
s o 1 to i t d f e t s1 e a as 00 n s ea o 00 o .

[Ex 1 06 1 08 gi v o m f th m o t i mpor t nt m t ho d f ob t i ni n g
s .
-
e s e o e s a e s o a

sol utio n f di ff r nti l qu tio n i n th form f d fi ni t i nt gr l ]

s O e e a e a s e O e e e a s

(1 07 ) Ve ri fy t h t a v= v d +
3
1
\/ 7r

av an
is a S O1uti o n of x
at 8 93
2

r ci n g wh n t = o t o
e du , I7 f ll po i t i v val u
e f d
,
d to V
v
0
or a s e es o an v
0
for a ll g tiv v l une a e a es .

[ i th t mp r t ur t t im t f poi nt t di t n c d fro m
v s e e e a e a e o a a a s a e a

c r tai n pl n f olid xt n di n g t o i n fi ni ty i n ll di r ctio n

e a e o a s th e e a e s, on e

uppo itio n t h t i ni t i ll
s s y th t m p r tur h d t h t wo di ff r nt co n t nt
a a e e e a e a e e e s a

v lua + V d
es v
0 V t h t wo i dan f t h pl n d = 0
v0 on e s es o e a e .

K lvi n u d t hi
e xpr io n f se i n hi ti m t f th ag f th
s e e ss or v s es a e o e e o e

ea r t h ( App n dix D f Tho m o n d T i t N tu l Phi l phy) Th

se e e O s an a
’
s a ra oso . e

di o v r y t h t h t i co nt i n u ll y g n r t d b y th r adio c t iv di
sc e a ea s a e e a e e -a
e s

i nt gr t io n f th ro k i ntro du
e a o w co m pl xi t y i nt o t h probl m ]
e c s ces a n e e e e

(1 08 ) ( ) Show t h t a a

lx + my + m
e f (
s t) ds dt
,

(the limi t b i n g y rbi t r ry qu nti ti in d p nd nt

s e an a a a es e e e of d y )i . ,
z s a

sol ut io n f th li n r p r t i l di ff r n ti l qu tio n
o e ea a a e e a e a Wi t h co t an t ns

co ffici nt
e e
a a a
s
F
(bd ’
_

6y
’
dz )
21 4 D IFF E RE N T IAL E Q UAT I O N S
(1 1 0) Show th t if th qu n c f fun ctio n j( ) b d fin ed by
a e se e e o s
n
d e e

fo d
() = b( ) wh r
a b d co n t nt
e , e e a, , c ar e s a s,

ti

g m ) (x) .

He n c e s how th t y = E;f (d) is a sol utio n of

a n
o
2
dy
2
dd
provid d th at c rt i n o p r atio n wi th i nfi ni t s ri
e e a e l gitimat
e tf s e e es ar e e or

proo f of whi ch W hi t t k r d W at o n M d A ly
’
a see a 1
p 89 e an s s o er n na S i s, . .

Th y g iv
e proof f th xi t n c e t h or em f li n e r diff r e nti l qua
e a o e e s e e or a e a e

tio n s of the co nd orde r by thi metho d )

1

se s .

(1 1 1 ) Prov th t th ol utio n f th two i mul t n ou line ar di ff r

e a e s o e s a e s e

en ti l qu tio n with co n t n t co ffi ci nt
a e a s s a e e s

(wh e r e D sta n ds for d/dt) , may b e wri tt n e

2 : F (D ) V ,

y
: V:
wh r e e V i s th e co mpl t e e
p m ri i t i v e o f
F (D) ¢( )}
D V = 0

He nc e S how th at if the de gr e es of f , F , 95, i

t in D be p , q , r , 3 r e spe c

tiv e ly , th e numb r erbitr ry co n t n ts occu rri n g i n th ol utio n will

of a a s a e s

in gnr le e a be the gr t r f th n u mb r (
ea e p+ ) a d (
o q + ) b ut if
e e s s n r ,

(p + s) th n umb r f rbi t r ry co n t nt m y b
e e o a mall er a s a s a e s ,

m ay e vnb e e ze ro a i n th qu tio n
s e e a s

(a ) Prove t h t if
a

y We)
ar e an y t wo olutio ns s of th e li n r di ff r nti l qu t io n
ea e e a e a of the fi rt s 0

mad man = 0.
th n e (vu1 uvl ) /u
2
O,
so th t a
‘

v = a u,wh r e e a is a co n t n t s a .

(b) Prov e th t if a
 MI SCE LLANE OUS EX A M PL E S 21 5

ar e an
y thr ee s ol utio n s of th e li n r di ff r nti l qu tion
ea e e a e a of the se co nd
ord r e P(
w) y. + Q (
x) yi R(
xl y = 0.

th en P ( m,a vwl ) Q (wv1 vwl

'

) 0

d
P ( ) Q (uvl )
‘

uv1 vul vul

d
Henc e how th t s w b a an v .

[B y p ro di n g t p by t p i n t hi m nn r we may show th t a
ce e s e s e s a e a
di ff r ent i l qu tio n of i mil a r for m b ut of the
e a e a ord r c nnot h ave s n
th
e a

mor th n
e li n arly i nd p n d n t i nt grals ]
a n e e e e e

(1 13 ) L t u v it) b a y thr fun ctio n Of d

e , , e n ee s .

Pro v th a t if con t nt b b fo u nd o th a t + bv + cw
‘

e c s a s a, , a an e s

u v w
“1 ”i wl
u 2 v2 u) 2

whil e co nv r ly if thi d t rmi n nt (th W ki n ) v ni h s th

e se , s e e a e r on s a a s e , e

f u n ctio n a n o t li n rly i nd p n d n t
s re ea e e e .

Ext n d t h e r ul t t o th c e sef fun c t io n es s e ase O it s .

[Co n sid r th diff r n ti l qu t io n f th

e e co nd ord r form d by
e e a e a o e se e e

r e pl ci n g u u
a u i n th d t r mi n a nt b y y y y r p ctiv l y Such
, l , 2 e e e , 1, 2 es e e .

an e qu t io n c nn o t h av m or th n t wo li n rl y i nd p nde n t i nt gr l
a a e e a ea e e e a s .

Th W r e ki i n m d a ft r Hoé é W ro n k i
on s an f th s rly a e e n s ,
on e o e ea

writ rs d t rmi n nt ]
e on e e a s

Prove th t t i fi th p rti l diff r nti l qu tio n

a z sa s es e a a e e a e a

a 2
t
a
t
a ) :
4
x t+ 1
t y z+
2
$ t
t
2 .

He n c e if J n (d ) ,
is defi n e d as th e c o e ffi ci nt
e of t "
in th e e x pa n io n
s

i
z
xa 1 / t)
t (33)
-

e n

prov t h t y = J
e a n (d ) sa ti sfi e s B e ss e l ’
s e qu tio n a of or d r ne ,

2
61 9 dy
W
2 2 — ’2
190
3 fl lz )y — O .

[ The o p r tio n wi t h i nfi nit ri r quir o m co n i d r tio ]

e a s e se es e e s e s e a n

(1 1 5 ) If u d n o t fu n ctio n f d
x
d E th op r tor which ch n g
e es a o , an e e a a es

u m i nt o u pro v th f ollowi n g r ult

,c + 1 ,
e e es s

(i ) B i (E
°3 = a 2
a a , . e .

2 f" 2
(i i ) E a a

(iii ) E (d a ) ( i (E
”
= a d ax + a
)
x ”
a ,
. e . a a .

(iv ) (E 0 .

(v ) (poE + p 1 E + p 2) a
2 “
0
( po
2
a +
p1 a if the p
’
s ar e co n t n t s a .
 t

(vi) um= A a
w
+ B b is “
c
a s ol utio n of the li n e ar dzfier encc equati on
‘

u + u + u
Po x+ 2 p 1 w+ l p 2 m
= 07
2
i . e .
(pOE pl E + p 2) n a, 0,
if A a n d B ar e a rbitra ry co n t n t s a s a n d a a n d b th e roo ts of th e a ux il ia ry
e qu t io n p m + p m p
a o
2
1 a 0 .
(Of Ar t . .

Solv by thi m t ho d
e s e (Z E
2
+ 5E

(vii) u m: (A B er n
a is “
c
ol utio n
a s of (E
2
2a E a
2
) ux = 0 .

He r e th e a ux l a
y eii r qu tio n ma
2
2a m a
2
0 ha s e qu l root
a s .

(Of Ar t
. .

(viii ) u a, P
“ ( cos 90 9 + 62sin m6) i s a s ol utio n of

2
( 1 17 017 + l ux = 0

if P an d Q ar e a rbitr ry co n t nt
a s a s, pi
—z
’

g th e roots of th e a uxili ry a

e qu tio n
a
p om + p 1 m
2
p2 0

an d
p+ i q=
f
r ( cos 9+ i s in (Of Ar t . .

Solv e by hi s me tho d t (E
2
2E + 4) u = O .

(ix) Th e g e n r l ol utio n
e a s of a li n r di ff r n
ea e e ce e qu tio n wi t h o n t n t
a c s a

co e ffi ci nt
e s

F (E ) + Pn — 1 E + Pn ) ux = f x)
(
t
is the sum of a Pa r ic ul a r I t e gr a l a n d the Co mpl e m e a r y Fu c io n nt nt n ,

tt n
th e l a e r b e i g t h e s ol utio o f the e qua io obtai e d b y s ub stituti g n t n n n
z e ro for th e fu ctio o f a:occurri g o
n n
th e righ h a d si de (Cf n n t -
n . .

Ar t .

(x) is a p r t i ul r i nt gr l
a c a e a of

”
a ,

provid d t h t F e (Cf A t
a . r .

Sol v b y thi m t ho d (E + S E 9) u = 2
e s e
2
x
”

[F f urt h r a n logi b t w n di ff r n c qu t io n
or e a es e ee e e e e a s an d i r nti l
d ff e e a

e qu t io n B ool s F i ite D fi nces Ch p XL ]

’
a s , see e n z er e ,
a .
(1 5) Di ff e r e n ti at e an d
put

(1 7 )

CHAPTE R II .

Ar t 1 4 . .

2
6x + 5xy + yz — 9x — 4y = g .
(2)
(3 ) see a:
t an y e c
a
“
.
(4) x
(5 ) a: ye w3
cy .
() y
6 = cx .

( ) (si n a: c os x) = c
7 e ”
.
(8 )
(9) ( )
1 0 s i n it:c os y = c .

Ar t 1 7 .

Q
>
2 2
—
y) 2) x + 2y (
c + l og y) = 0 .

2=
(
2
wy C w— y) (4)
(5 ) (2x (6) (z + 5 y
(7 ) x (8 ) 3 w

Ar t 21
. .

a: in
5
(1 ) 2y =
(w+ a ) + 2c ( () y
2 w = s + 0 c os x .

(3 ) 31 log M
W (4) x y (3 sin a: c)
3 3
.

y (o )
3
(5 ) x= y + cy .
(7 ) y) .

Ar t 22
. .

(1 ) The p r bol y 4m: c

a a a
?
.

(2) Th e r ct ngul r h y p rbol

e a a e a asy = 02 .

(3 ) The l m n i c t f B r n o ul li
e s a e o e 7
2
a
2
s in 26 .

x C
(4) Th e c t n ry y = k co h k
a e a s —
(5 ) wy = cz . .

g g ? m 2 99
(6 ) y “3 a () y
7 ” g
(8 ) 7 06 .

(9) 108 7
‘

i9
3
5
%9
3
c .
(1 0) The e u q i ng l r a u a sp ir ls
a r 06 “
ta“

Miscel lane ous Exampl es on Ch ap ter II .

(1 ) m y y
= s
+a <2) y + v< ) cw
3 =
y
2 —
x
2
.

iM 2 2
sin 00 sin y + e ()
4 2 2 3 2 = 0
‘
(3 )
’
5
c x 90g + y + c
.x y .

— x2
(5 ) ) (1 1 ) .

2
(1 2) c (1 ) (x
4 .

(1 5 ) i() Th e Re cipro c al Spir al r (9 a ) = c

1 .

1 ) The Spir aLo f Archi me d e s r = c ( 9 a)

—

T
.

( 5)
1 / he p a r a bol a 3 ky2=
2x ( )
1 8 w =
y(
o k log y) . .
 A N SW E R S iii
of c o a xa l circl c utti n g the give n
es

f
f r { c log (c ose c 71 6 c ot

log (2 st
2
i my y
z
)

CHAPTER III .

Ar t 28 . .

y Ae —w
li e
—3 m .
(2) y A c os 2x B sin 2x .

Ae (4) y 6 (A c os a: B sin
3”
= B ea = 2 “
‘

y
c os 3 t + B sin 3 z) .
(6 )
— 2:
y A6 ” B e” c
06 (8 ) y 26
A c os 2a B)
=
( z— ) B (
3
+ x —
y a cos .

= A co s h 2a:
y ( ) B co s h (3 x a or
y
2
E6 ”
176 4 ”
G 63 ”
Hes -
3x

(cm
— 2”
y A te B e‘
”
c os /3 a ) .

(am
— 2”
A6 “
B ra Ee ”
(xx/ 3 a ) Fe a
c
/3 B)
‘

y c os c os .

9= a c os (1 4) k
2
41m .

2
1 R
( )
— Rt/ 2L
Q Qoe we"
LC 4D

Ar t 29 . .

x) .

y
= 2 sin 3 m+ A c os 2z + B s in 2x .
(4) a = 2 ; b= 1 .

a = 6 ; b= — 1 .
(6 ) a = (7 ) a = l z b= 2 ; p
7”
a = 2 .
(9) (1 0) 36
s in (1 2) é c os s in
5x — {
r

Ar t 34 . .

c os sin w.

y =
(A
-
w+ F s in a) .

Ar t 3 5 . .

y e
‘
3x
(A c os 4x B si n 4x) .

y e P x
‘

v
(A c os gm B sin qx) p)
2 2
Q} .

(A B ra
3”
y 9x) 6
—x
y
= A .
iv D IFF E R E NT IAL E QUAT I ON S
5 = A + ax 2
() y ( / p) co h 1
s 090 + B si n
h pm .

= A
() y
6

Ar t 3 6 . .

(1 ) y= 2 i
s n 2x 4 c os

(2) y 4 c os 4x 2 sin 41 : Ae ‘
“c
B6 3”
.

(A c os 3 x + B
4x
(3 ) = 2 c os x+ e sin 3 x)
’

y .

(4) y= si n 201; + e c os 20x B sin

Ar t 3 7 . .

2
(1 ) y = x3 — 3 x + 6x (2) y
= 6x 2
6w+ A + B e

(3 )
(4)
(5 ) y 2433 2
1 490 5 Ae
‘
w
B e“ .

3 2
(6 ) y = 8x + 7x

Ar t .

y = A c os (2)
A zx 2 4 w
(B + Cas 2Oav
5 —

y = c + —
1 5 90 9x )c .

= A Sin x + B
—w
y { ( x) c os si de
—
.

= A + B w— x3 c os
y ( ) i
s n 93 .

y = A c os s in x.

y
=
{ A si n 4m+ (B — x +x
2
) c os

Ar t 3 9 . .

(1 )
—4
(2) = 2 + Aw (3 log ) B oo 4
si n (3 log x)
-
a
y c os .

(3 ) y
= 8 c os (log rs ) -
s in (log 90) + Ax
‘
2
B a:
c os log a :
(4) y = 4+I
og s+
a Aaz Bx log : 0 (log z )
a D5 lo g v )
1; ( 90
2
.
3
.

(5 ) y =
(1 [ { log (
1 + A l og ( 1 2x) B ] 1 .

= A c os log 1 + w log in log ( i

(6) y { ( ) a
} + 2 ( 1 + 33 ) s 1 ts ) .

Ar t 40 . .

A — A s in
(1 ) y =
c os (
x — a
); z =
( a)
c
c —
.

(2) y A6 + B e ; z 6 Ae
= 5x “ = sx

3
( F) A X
/ IE c o s 21 )
( — a) z = 2A c
w
B c os (2z —
a ) .

+ A + Be
2x
A — Be
— x
(4) = e x =
; z e +
y
(5 ) y = A c os (x — a) + 4B c os 2
( x —
B) + c os 7x ;
z= A c os (x — a) + B c os (2x — 2 c os 7 x .

(6) — A
5 e3x
4 B e4 x + 2e x
+ c os 2a:
— s in
"

y
Ac3 ”c
B e“ c + 3 6 4 4 21 :
+ 5 sin 2x
‘ ”
z = c os .
vi

az dz
()
5 b _
a
8x a
az dx
(6) l r s th e or em o Ho moge n e o us Fun ctl on s )
’
E
(
‘

x y xx u e n
590 57
. .

Ar t 43 . .

2 2
.
(2) _i
a %
g2 E
E? '

6x 2
at 8x2 811 5 t2

az a 2
z = x —
+ y
-

dx ay dx

31
(39 (5
2

Ar t 45 . .

(2) z=A s in px sin p y a .

(3 ) z = A co s p(
ax

V A e
-
PH QZ/ sin z
X/ (
p +q
2 2
) , wh r e e p an d
q ar e po i t iv
s e .

V= 0 c os (pgx + p2y + 92z ) .

V= Ae
— Tt
sin (m7r x/ l) sin wh r e e m an d n a r e an
y i nt e ge rs
a nd r l
2 2
7r (m 2 '

Ar t 48 . .

si n
2( x

6”
)
6
3
s in C
”
3
S “ i 2”3 3
1 2 2 3 3

il
i
s u i 2x + s1n 4x + 2
s in 6x + .

g +e ”
) si n e
”
) sin 2x + T36 (1 8 111 3x
7
0 4x +
4
+7 7 — e"
) si n
m
L Si n U
< )
32 7 nW
33 n 7r c os —
si n xx
2 4 4
1

()
a an d (b)

Misc ellaneous Exampl es on Chap te r I

V .

2 2 3
1
2 2
6 17 1
0B
2 7
3 1 1 1 2

550
? 3?
2
K at as 7 r

V Voe g a’
sin
—
( nt — g x) , wh er e g
8
V= ( s1 n s1 n 3x + T
;r
Re pl c a e x by 7r x
/ l, t b y w t/ l
z z
,
an d th e f a ct or 8/ vr b y 8 1 / 712 3
-
.
 A N SW E R S v ii

4 “ 4 6 1“ — 36K ‘
6 c os 2x 1
3; 6 c os 4x %e cos 6x

” t 25 "t
sin 3x + s in
4
1—
x+ ? —
5x +
“

e
5

l t ho ugh V = 1 OO f ll v l u
a or a a es o f x betwee n 0

r x = 0 or di co nt i nui t y ] 7r , a s .

W rite l CC -
V i n t d f V i n th
s ea ol ut io n f
o e s o

h gt 2
V / z
{e (7r x/ 2l)
4
(3 7r x/ 2l)
‘

c os c os

(sin x c os vt sin 3 x c os 3 vt 7
1
23
s1 n 5 x c o s 5 vt

= O ; y =f (
x— at )

CHAPTER V .

Ar t 5 2 . .

2
(y
2
2x c ) (y + 3 x )
0 = 0 .
(2) (2g x c) (2y + 3 x 0 = ) 0 .

2 7 2 ?
49(
y .
c ) 4x .
(4) (2g x 0) (2x y c ) O.

— x2 — c
(5 ) (2g ) (y l ) 0
— x = ‘

ce .

( ) (y
6 — x
e

Ar t 5 4 . .

(The mple te pr imitiv e s o n l y ar e g i v e n

co
’
hr e e . It will be see nl t a er

th t in
a s o me c ases si n gu l a r s ol ut io n s e x i s t ) .

3 2 4
x= 4p + 4p ; y =2p + 3p + a
w= y tp
= v 2 —
s 10g w c

(p 1 )- 2
p + 10g v ;
x= c — (p —
2 + 10g p) + P .

x =
gp
2
+ 3 p + 3 l o g (p lo g (
p
1
(5 ) x= 2 t an
‘

2 — 2 — 2
= 2p + 0p ( p 1 ) y v 1 + c (v =

(8) x= s in p + c ; y = p s i n p + c o s p
i
.

(9) x= t a n p + c ; y = p t a n p + lo g c os p .

1 0
( ) x = lo g (p + 1 ) — o
g l (p y =
p
—
log (7 9
2

(1 1 ) y = c
(1 2) c = l .

CHAPTER VI .

Ar t 5 8 . .

(1 ) o P . x= o is a cu sp -
locu s.

(
2 ) c P . .
(y + c )
2
x— 2; SS . . x= 2 .
i ii
v D IFF E R E N T IA L EQ U AT I O N S
(3 ) C P. . S S y 1 4x .
2= 2
.

(4) C P . . 0
2
( y + c os x ) -
20 sin x + y — C OS x= 0 ; S S y2 = 1 . .

(5 ) C P. . x2 + y = 0 is a us c p Iocus i
-
.

(6) CP
. . 0 —
2
1 2cxy + 8 cy3 —
1 2x y2 + 1 6x3 = 0 2
y x
2 —
= 0i cu p locu s a s -
s.

(7 ) CP + x = 0 i a cus p loc us
2 3 —
. . 0 + 6 cxy — 2cy x( 3 yz y
2
s -
.

Ar t 6 5 . .

CP
. .
— 1) (
x SS . x x ( -
1)(
x x= 1
is locu
a t ac -
s an d x = 1 3 a t ac -
loc u s of I m gi n ry poi nt
a a s

of co nt t ac .

CP
. . SS x= 0; x= l / 3 is a ta c — locu s ; x
is a n o d locu e -
s .

C P y2 2cx + 02 = 0
. .
-
SS .
y
2=
x
2
.

2
C.P x + c(
.x SS .

CP y
. .
— cx2 — 02 =
O ; S S x + 4y = 0 ; x = O i s a t a c .
4
locus -
.

C P y c (x c) ;
.
= .
— 2
is a S S a n d a s a pa lo rticul r i nt gr al a e
3 =
27 y —
4 x 0 is a S S
Difi . Eq .
py
2 2
c os a
z
2pxy s in z
a y
2
x s
2
in z
a = O
SS y .
2
co s a
2
= 2
x s in z
a y = 0 is a t ac -
locu s .

2
Difi E q . .
(x — 1 ) p2 — 2xyp — 2
x = 0; SS .

x = 0 is a t ac -
locu s .

Diff E q . .
= 0;
SS x
?
6xy + y 2=
4 x= y is a t ac -
lo cus
‘ 2 — x2
Di h E q p
. .
(1 ) SS x= i ] an d
y
= i l .

Ar t 6 7. .

2
SS x 4y = 0 .

2 3 =
S S 27 g 4x O .

CP
. . y + 003 0 S S (y . x s in
-
1
x )
2
l x2 .

CP
. . y cx x/ (
g 2
a c b ?
) SS x
2
/a
2
y /b
z 2
1 .

CP
. . y= cx c
c
; SS . y = x (l og x l) .

CP
. . y cx s in
“
l
c ; SS y . 1) s in
‘

K / (l l /x z
)
fly px )
2
pk
2 = 2
2xy 79 , a r cte an
gu a l r h yp rbol e a
'

a x es a s as y m p t ot es .

(x y)
2
2k (
x y) 16 2
O ,
a pa r bol t o uchi n g th
a a e a xes .

The f o ur c u -
s pe d h y po ycloi c d xii y
3 kg
”

Misc el l an e ous Exa mpl es ou Ch ap ter VI .

(1 ) N o SS x= 0 is a t a c lo e u s
-
.

() y
5 2 = i 3x r pr e es e nt n v lo p e e es, y
= 0 is both an e n v lop e e an d a

c us
p loc u — s.
x D IFF E R E N T I AL E Q UATION S
y {
'

(3 ) = "
lo g (1 a
c
+ {b lo g (1 x
)} e
2
'

a e c e .

() y
4 = ax + bx (5 ) y
= ae 2 + b
( — x )

() y
1 = ae / —
x 0
b .

n +l 11 4
2x
£+ a2
1
$
71 — 2 3
(3 ) y + bx + cx
71 -

(n
(4) y %w (n
2
(5 ) y = ax + b l og x .
(6) y = a e2 + b(
x

x 1
() y
7 = a c os n x + b s1n nx + -
si n n x —
g z
c os n x log s ec n x .

7z

8) y( 2x + a log x+ b+ e 2
.

( ) () y
9 i =
(ii ) y =

( ) g
1 0 =
(a c os x + b s in x+ si n

y
= x2zi ( )
1 4 I=

(1 7 ) (i )
22
°
2 2
: ae + be x — s n i (Put x = x )
‘

y x . .

(ii )
2
x ) + bx .
(Put x= t an z .
)
2
dy
(1 8 ) dz 2

—x
(1 9) (1 + x)

CHAPTER VIII .

Ar t 83 . .

y = 2+ x+ x
2 —
}; x
s
4 -—2
l g
x
5
; e xa c t ol ut io n y
s = 2+ x+ x 2

y = 2x — 2 lo g x e xa ct val ue

5 2— 7 ’ 8
—
x +7 x + IG x -
.

8 1
—
x + 3 2

y has t he sa me v lua e as in Ex 4 . .

Ar t 87 . .

() 19
1 2 -
.
(2) 2 1 92 .
(3 ) (a ) 4 12 ; (b) 4 1 18 .

(4) E rrors 0001 8 ; 0 0001 7

Upp r li mi t 0 01 7 2 0 00286
e s
-
0 000420 .

1 Ar t 8 9 . .

1 4 6 7 8 487 ; 1 1 6 7 8025 0 ; 1 1 6 7 8 449 .

 A N SW E R S xi

CHAPTER IX .

Ar t 95 . .

2 2
(1 ) 2
u= = co
s =
; v x

3 x2 3 x3 3 x4 3x 5
t
(2) u 1 U
’
= £
D (1 ,

(3 ) u x+
2

2
8 ' 11 ' 14
x +
3

To g e t v f ro m u ch n g a e 72 i nt o n If u i multipli e d by
— . s

1
th e co n t nt s a ’ the pro duc t i c all d B e s e l s fun c t io n
s e s
’

2 P( l)
.
"
1t

o f or de r n d i d n o t d by J an s e e

Ar t 96 . .

(1 ) an d a ll v l ue
a s of x .
(2) an d
| x
|< 1 .

Ar t 97 . .

2 2
(1 ) u +
Z
v= u log x + { — 2x — x
2

'

1 1 1
W
m
2
(2) “ 2 +
22

v= u lo g x+
2
2 .

ui s ca ll ed B e sse l ’
s fu n ct io n of ord r e ze ro an d is d e not e d by

3 2
4 s
(3 ) 1 7t = 1 — 2x + —
-

2!
x —

l
x +

v= u l og x (2

1 +

2
2 3
4
v= u lo g x+ 2x 2 (I+ §

(l + %
xii D IFFE R E NT IAL E Q UATION S

—2
(1 ) u= x

31 8 9
0 0 0

x (1
u l og x+ (1 — x
)

v= u log x+ {
{2x +
2 —
u= 2x x2 — x4 +

v= u l og x+ { 1 — x—
5 x
2 —
x
3 1
+ 3
1

Ar t 99 . .

() y
1 = a0 { 1 — x2
l —
%x log

() y
2 = a

[ For s olut io n i n pow r

s e s Of l / x se e No 7 . of th e Mi sc e ll a n e o us
E x am pl e s at th e e n d of C h pt e r IX]
a

1 1
“
8
0

} + a1 {
2 — 3 4 3
—
+ w l
+s w +s x x— i
§ 73

Ar t 1 00
. .

2
4
d y d
a y — n 2z2
(1 ) z —
Ez 2
+ z + (l )y = 0 (2)
d

(3 ) = x2
(1 x
2
(1 +n ) dx}
‘

y .

_z 1 1 1
(5 ) ze an d
Z
log z + 1 fi

+
3
wh r e ze I/ x .
xiv D IFF E R E N TIAL E Q UAT I ON S
(4) yz + c x xy 0
2
s imi l ar coni c oids wit h the origi n as c e ntr e .

(5 ) x — cy = l
y go z .

(6)
2
x + 2312 + 2z2= 2
c s i mi l r a c on ic oi ds wi th the or g n i i as ce ntr e.

Ar t 1 1 7 . .

(1 ) y
= cx log 2 .
(2) x y = 2 z
cze . (3 )
(4) (5 )
(6) ny — mz = c (n x — lz) . Th e co mm o n li n e is

Ar t 1 20 . .

2
(3 ) z = ce
2”
.
(4) x z+ 4= 0 .

Miscel l ane ous Exampl es on Chap ter XI .

2 2 2 = 2 3 = 2 2
(1 ) y = ax
; z (2) x y z a ; x +y bx y .

(3 ) y
2 — 2=
z b
.
(4)
(5 ) (6)
2 — 2=
(8 ) (9) y z 3 .

(
1 0 ) (i ) (ii ) x
2

(iii )
2 — — = 2
y yz xz cz .
ce sin w
= z
xy .

CHAPTER XII .

Ar t 1 23 . .

PU/
( D Z , (2)
)/ }
2 2 2 2
( ) o(
2 2 2
( $1
66 z z = 0 4 2 y ,
2 z ) = c .

2
y) (w y + z) (00 ,
w)} = 0

}
2 2 2
{
2 2
b w + y z y 2yz 2 0
g
~
.
,

g [y
b 3 x, t an (
y = O .

My 2x}
2 2 2
w. l og (
z y 2yx 2 ) = 0.

2 2
(1 0) e (x
2
y
2
) b(
x 2 ) c= 0 .

¢( x +
2
y
2
,
2 ) = 0 su rf c a e s of r v olut io n bo ut
e a th e i
a x s of 2 .

Ar t 1 26 . .

x1 + x2 , x1 + x3 = ) O .

4 2 3 4 4
0
¢( z, 231 232 :“71 55 3 , x1 x4

(2 x l x z , xl £
132 x3 , x2x3 ) 0 .

2 2 2 2 =
j
2
() (2 2 x1 ,
x1 x2 , x 1 x3 ) 0 .

x3
2
,
2x3 2
x2 , 2x 2 x1
2
) O s p eci l i nt gr al
a e 2 0.

¢{ z 3 x1 , 2 3x 2 x1 x2 x3 )} 0; s pe ci l i nt gr l
a e a

z 901 x2 x3 .
 A N SW E R S XV

Ar t 1 29 . .

(2)
(4)
z= 2x s e c a -+ 2y t an a +0 .
(6)

Ar t 1 3 0 . .

(2) z i c o sh {(x ay
2
z or 2= b .
(4)
(6) z be afl a
z
y .

Ar t 1 31 . .

l ) 32 2( 2 3b 2 2 2
x a ) 3 ay .
(2) 2c z a x y 2a b .

(4) (22
2 2=
ay l
2b) 1 6 ax .

5) (6 )

1) z —
2 log xy .
(2) 3 2 xy x
2
31
2
.
( ) 82
3 2
27x y 2 2
.

2=
zx = —
y .
(5 ) z= 0 .
(6 ) z 1 .
()
7 z = 0 .

Ar t 1 3 6 . .

A p rticul r c e f th g n r l i nt gr l r pr nt i n g th
a a as o e e e a e a , e e se e su rf c a e

g n r t d by ch r cte ri tic p i g thro ugh th poi nt (0

e e a e a a s s ass n e , 1,

Miscell ane ous Examples on Ch ap ter XII .

z ax by a
2
b s i n g ul r i n t g r l
a e a 2
2
x
2
y .

s i n g ul r i n t e g r l 2
2
xx ax by a
2
b a a y .

m y, ( c x
z
2
+ we = 0 .

2 3x 2
3e x2 2
a x 2y 4
4a y 3
3a y 2 2
a
3
y b
.

b log x 2
—l
(a
2
2 = a x1 2b) xs +o .

z C
I51
2
273
2
}
3e (
x ay b) ) log 2 o 2 a
2
,
r b . z= 0 is i n l udc ed in z b but
,

it is a lso singul r i nt gr l
a a e a .

2
(1 + a b ) (x1 + c x2 bxs + c)
2 2
z .

2
) (z 6
4
2 6
4
21
2 6
4
) = 0 2
2
23
(10) z = ax (2 + 3 0 g )ya b
q
. .
.
, ,

2
2=
xx
2 2 2
(2 + 3 0 + Qa ) y b . .
(1 2) 2
2 a
y
2
b .

2 a t an (x ay b) or 2 b 2 ,
. O is a s i n gul r i nt gr la e a ,
b ut it i s

a s l o i n cl ude d i n z = b .

2
2
ax
2
by 2
3e 3
b 2
. Si n g ul r int gr l a e a 2
2
i 2x l93 4
y /4 .

2 —
z = x+ y
— 1) (
y (1 6) z x y
= c .
x vi D IFF E R E N T IA L E Q U AT I O N S
z co n s with th origi n as verte x
/ y) = 0; e e .

x
2
y
2
2x 008 2 2y sin
2
c ph r with c nt r e
a the a s e es e s on

gi v e n circl e .

xyz = c (Thi s is th
. i ngul ar i nt gr l Th co mpl t i nt gr l
e s e a . e e e e a

giv s the t n g nt pl n )
e a e a es .

Th e di e ti l e qu tio n (
r en 2 p x aqy) (
1 l /p l l g) = 0 h n
a o as

i ngul r i nt gr al d th co mpl t i nt gr l r e pr nt pl nes

s a e ,
an e e e e a ese s a .

CHAPTER XIII .

Ar t 1 39. .

2 2
(1 ) y
2
{(
x (2) 2
2
2a x a
y b .

(3 )
2=
(4) z 2 (a
2
1 ) x + 2e y + b
2
.

2 3
(5 )
2
(6) (2 a ) 9(
x a
y b) 2
.

(7) (8 )

Ar t 1 41. .

z a l xl a zx2 (1 (1
1)
3 2
a 2 x3 a3 .

si n
—1
2 atl x1 a zx 2 t .

(a 1 a 2x3 ) a3 .

2 = cz1 lo g x1 a2 log a2 )
22 a 1 x1
2
a 2x2
2
a 3 x3
2
2(
a 1 a 2a 3 ) 1
1 3
log x 4 a4 .

2( t3 )
a 1 a 20 log
”3 2 a l x1
2
a 2x
2
2 2
a3 3 +
x 1 .

4a l z 4a log x1
2
2 3
a 1a 2 x
1 ( x2 ) ( x1 x2 )
2
4a 1 a 3 .

(1 al a ) log 2
z ( a1 a 2) (
x1 a l x2 a 2x 3 a3 ) .

( “
I+
a
2) w1 (2621 az l wz + l “
01 2429 373
2 3 /2
% (x1
2
x2
2
x3
2
)i x2 x3 2a 1 a 2 2a 2 } as .

Ar t 1 42. .

z = x3 + x .
(2) NO co mmo n i nt gr l e a .

or

z = a ( x1 + x 2
3 3
(6 ) No co mmo n i nt gr l e a .

z= a( )+
— x
z = a x1 ( or x1 4
3 s
z 5
o (
3 23
1 23 2 wa )
— x
4 , xz
or 2
¢( x1 — 2x2 , 2x3 — x
4)
.

Miscel lane ous Exampl es on Chap ter XIII .

2
2
log x
al l log x 1
a av
,
2 2
a2 log x 3
a
s .

NO co m mo n i nt g r l e a .

{ WI }
3
2 “
I
lo g 23 1 “ 23 2 +
2 (1
a )
a 2 333 4
—
“

X/ GI 2(z 2) x 4 4 “
xviii D IFF E R E NTIAL E Q UAT ION S
— x
) .

— 2x) .

Ar t 1 50 . .

z =f (w) My) W oe}

w —
x = c
{f (y x) + xF (y (3 ) V
z f (y x) e F (y x) (5 ) z EAe
m h l M y’ x
=
‘

z m
M
(7 ) z e {f (y 2x)
ww M fl / S i“ ) k‘
yH ’
EAe 2
Z A e }
z 1 x )
2

Ar t 1 51 . .

f
2 2 9°
2: 1 e } (y + x) F (y + x)
2 -
2
/ f”
e 6 .

z = l +x— y
z a si n (x 3 y) 9 (x 3 y) } fl
l
c os
g

() y
5 =
é
y + 3 x)
t an (

Ar t 1 5 2 . .

2 3
y r (2) pt —
qs =
pg .

m( r — t —
) (P 2 -

gm) ( rt — s
2
) = 0
2pr + qt — 2pq(
rt (6) gr + (q
z —
p) s — zpt = 0
.

Ar t 1 54 . .

z= f (y + sin x) + F (y — sin x ) .
(2)
y or
z=
f( x+ t an y) + F (
x — t an y) .
(5 )
32 = 4x y2 — x2 4 — 6 10g y — 3
(7 ) y .

Ar t 1 57 . .

p + x — 2 =
y f (q A=
P
-
w= f (
q y)
—
; A= oo .
(3 ) p —
2y) ; A= oo .

P +
p y = F (q — x) ; A= ¢ L
— 1
P y flQ l 2y = F ( );
— E — — x or
i p q
-

w s f( w); A
— = — = — x or —
P ry y .

zP — x=
f (q z -

y) ; A= z lp
2
or z/ q z

Ar t 1 58 . .

2
§x
2
(1 ) z = ax + by —
+ 2xy 3y
-
+c ;

z =
%x (1 + 3 m )
2 2
¢ (
y + mx)
2xy § ( 2 2
x + 3y ) mx yb (
y mx) .
 A N SW E R S xi x

2 =
(2
2 = 2 2
(3 ) 2 = e 0 +
2
+ y 2 y
4M ; z=

(5 ) 90=
fl a y
=
HG

(6 2 + y/ m + mx
‘

n log x ¢(x
= m 1 ) th e oth r m tho d f il
e e a s .

2— 2 2 2: 2 2
(7 ) z x + y 2 x + y
a— 2
x

Misc ell ane ous Exampl es on Ch ap ter XIV .

2+y F (y)
(2) 2 = e + f (x) .

() v
3 z =
3
1 10s y

(4)
2
x + xF (y + 10g x) (6 ) 2= F (x y)
(5 ) ) .
.

z= l < : y) f (x
z
)
z
(7 ) og a
z 2
F (w y
(8 ) 42 = 6xy 3x 2
5y 2
+ 4c x 4by + 0
42 6xy 3x 2
5y 2
2n x 2\b (
y mx) .

3/ 2
(9) 3 2 30i 2 (
x t) ” i
a 2 (y b) .

m 2
s in x mxx m¢(y mx)
(1 0) mz sin y
.

2w= 2y = W(B)
'

2 —
22 = 3x 6 xy
2 — 2
(1 3 ) 2 = x xy + y .

1090+ q Py qw= F
(q/vi

Misc e llane ous Exampl e s on th e W hole B o ok .

(x
2
(2)
2 s ec x s e c y = x sin x c os x + 0 .
(4) (xy = 4(
x
2
y) (y
2
0x ) .

1 + xy =
y( c s n i x
2
) .
( y (
6 = A
4
x c os ) 2x + B sin 2x .

x
2
6x 28 1
2x — 2x) + Ae 2
+ Be ac
c os
‘

c os
s
(7 ) y
=
5 25 12 5 16
)x
2 2
A B x + Cx lo g x + lo g (log ) + —
x x
(8)
—
= 7
y
.

s e e x = 0 t an x
(9) y .

(1 0) x=
-
Ae 2t
Be
“
2t
§ ( c os t S i n t) y
= Ae
= 2‘
3 Be
‘
2t 1
; c os t .

(1 1 ) x
2/ 3 =
(y ( ) y
1 2 = a c o sc c (b —x
) .

2 3

(
x

>
x
Si n 2x + E + Fx cos 2x
(1 3 )
—
y
.

4
( y)
— x
3x + c 2
(1 5 ) 2 + xy = 0 x + y
(1 4) 2xy = .
.

2
f xy)
(
—
2 3 3 =
0xy2 2 = y
x + y + 2 .

}
2
w W “ y)

(1 9) y/w)

(20) 2 = ax + by + a 2 b 2
s i n gul r i nt gr l
a e a 42 + x 2
y
°
“
= O .

(21 ) f (93
2
Z = 6
xx D IFF E R E NTIAL E Q UAT I O N S
(22) 2 0x
2
by 4a 2 s i ngul r i nt gr l a e a 1 62 x4 = 0 .

(23 ) F (w— y)

(24) (25 )
(26) 2 fixy (27 ) 2= f (2 x ) F(
2 y) .

(28 ) y (x + c) c x ;
= 2
s i n gu l r olutio n a s s y = 0 an d
n +1

( ) (m )
x
(29)
4
ay = (x+ b) 5
.
( ) y
3 0 = A c os B si n .

n 1
2
(31 )
2
x y (x c os a + y
_
i s n a (32) y = —
g e
2x
i s
“
.

(33 ) (0 c os M 6 sin M)
" lt
x 0 c os (
pt a)
‘

0 ,

W hr e e C A/V{ (
’
K
2
K 2 2 2
p ) 4K p } ,
2 2
t n a a 2K p/ (
K
2
K 2 2
p ) ,

a n d a. an d b a r e a rbitr ry co n t a nts
a s .

( ) y
3 4 = A c os sin x
( ) B sin (sin x) .

( ) ()
3 5 F i
= A
(r + z ) log B ;

(11 ) (j
) A 0 d§ + B , e
6x Vt
(3 6) V A {15 3 22
5} ( 7
2
) 3 7
1
(
3 524 2 2
3 02 7
W hr e e 7
2
x
2
y
2
2
2
.

4 5

(
x x x
(3 9) a = o 1
m
—
fi r
5
+
“

3 6
x x x
+ si n h t
.
2 3 6
2! a 3! a 6! a 7l
4 1
( ) y —
x = c xy ( 1)

( ) y (
42 = 1 +x
)
“— b
(1 B (1 + x) -
1
dx } .

If 2a is an i nt ege r , t he i nt gr l
e a c an be e v lu t d
a a e by
p ut t i n g 2 (1 x ) .

43 (
( ) ) y (
= 1 i — 2
A
x )( B log x) ; () 11
y =
(1 + B log x) .

2 b 2
log y 22
(44) (1 — x
)y =
( a + dx) 0 .

[ Put u u= x is

a s ol ut io n of the di ff r n ti l qu tio n i n
e e a e a u .
]
2 4
(272 2) x (2n 2) (
2n 4) (
2n 6) x
(45 ) —
1) (
2n — 2) (
2n
— 2) (
2n — 4) x3
2 +
(2n — l)(
2n

(46) y
= Ax 5
+ Ex + 2
r pl i ng
e ac by E .

2 4

(a)
0 x x
(47 > 4.
6

<> x
a
+

(2)
both co nv rg wit hi n th circl [x] [ ].
e e e e a
xx ii D IFF E R E N T I A L E Q UAT I ON S
(81 ) (i ) ()
11A o iii
/ ; ( )
= I — E R I= E R
/ .

(82) I a c os (pt e ) Ae
‘
R UL
, W hr e e a L p 2 2
) , ta n 6 : Lp/ R,
an d A is a rbitr ry a .

e ) wh r (CLp l ) / pCR an d
' 2
a sin (pt ,
e e t an e =

a = E O/ vuo w 2 2
+p 0 R }
2
.

(85 ) x= A c os (t a ) B c os ( B) ;
3 t —
y = 2A c os (t (1 ) — 53 c os (St —
B)
(8 6 ) a an d b ar e th e roo t s of X (LN
2 —
M ) 2
RS = O .

(91 ) x= A c os (
pt 0 ) B c os (qt B) , y = A si n (
pt 0 ) B sin(qt B ) ,

wh re e 2p x
2
) +x ,
2g V( 402
K
2
) K .

2
d z dz
(92) —
+ a bz = a b0 .

d dt

(93 ) —
2,u 2
) m ak e s the a mplit ude of th e p rticul r i nt gr l
a a e a a

m axi mum provi de d 2,u d o es ,

2
c
n ot e x e e d 71
2

(94) x A0
‘
“
c os (pt e ) , W hr e e p

(97 p 5
( Va
3 —2
r c os 6 .
(98 ) y sin (pb/ c) = A Sin (xx/ 0) (cos pt a ) .

(1 00) C ’
co h m (y
s h) c os (mx nt ) .

(1 1 5 ) (vi ) A 2) + B (
2
u“ = .

<
71
(v iii ) 2 P
5 3+ Q sin
2 —
use c os

()
X ux = A ( 9) + B + —
— x

11
 INDE X

(The n umber s r e er f to the pag es .

)
n t n f h t 5 2 5 3 57 5 8 5 9
Co d uc io o ea , , , , , ,

on o f d i ff us i i y ,vt 60 21 2 , .

C nf
o l ni 23 7 9
oca co c s, ,

C nj g t f n ti n 24 1 8 9
.

5 , 94 , 209 o u a e u c o s,

C n t nt ffi i nt
.
.
,

5 0, 1 26, 1 27 , o s a 25 4 9 1 7 3
c oe c e s, xv, , , ,

1 7 8 2 1 2 2 1 4 21 6
, , ,

C n t nt rbitr ry 2 5 0 1 26 1 27
.

rb tr r n t n
A i a y f u c io s , 4 9, 1 3 7 , 1 4 7 , 1 7 2 o s a s, a a , , , , ,

tt r
.

Asym p o i c se ie s , 2 1 3 21 4 .

C nv rg n
.

t n
Au xili a r y e qua io , xv , 26 , 1 7 4 , 2 1 6 o e i 1 1 2 1 24
e c e , xv , , .

C rp l p th f 48
.

o usc e , a o a, .

Cr r ti 201
os s - a o, .

C pl
us -
68 7 3 oc us , , .

B rn lli
e 12 18
ou , xv, , .

B rn lli q ti n 1 8
e ou
’
s e ua o D Ale m b e r t , x v , 25 44 , 4 9
’
.

rb
.
,
,

B l 1 10
e sse
B a o ux , x vi .

D n t I nt r l l t
.
,

B l q ti n 1 1 4 1 1 6 1 1 8 1 20
e s se
’
s e ua o
efi i e e g a s , so u io
n b y , 2 1 2, 2 1 3 .

21 5
, , , , ,

D r
eg e e , 2

r n r r
.

De p e s sio o f o d e , 8 1
.

B l oo e , x v
D v l bl r
.
.

B nd y nditi n 5 3 5 6
ou ar co o s,
e e opa e s u f ac e , 1 89

D rn t n
.

Bri t d B q t i
.
,

o an ou ue xv
i ff e e c e e qu a io s, 2 1 6
D lt rt l rn
.

,
l
.

B d t k y g r phi l m th d iffic u ie s , s pe c i a , of pa ia di ff e e
’
ro e s i 5 s a ca e o v
ti l q ti n 5 1
.
, ,

Br mwi h 209
o c
a e ua o s,

Di ff i n f lt 60
.

, .

us o o sa .

Di rimi n nt 6 7 7 1 1 55
,

Ca uc hy i 1 21 1 24 , xv , , . sc a .

D lity 1 60 1 6 1 1 89 2 1 0
, , ,

ua
i mi n nt 67 1 5 5 Dy n mi 2 24 28 3 6 46 4 7
.
, , , ,

0-di sc r a , , . a c s, , , , 5 0, 6 1 ,
Ch ng f v ri b l
, , ,

a e o4 0 6 1 7 9 8 5 91 a a e s, , , , , ,
85 , 8 6 , 1 90, 204 , 205 , 206 , 207 , 208 ,
93 1 1 9 1 20 1 6 4
, , , . 209, 2 1 0, 2 1 1 .

Ch r t ri ti
a ac e 6 97 1 5 8 s cs , , , .

Ch rpit
a i 1 62 , xv , . rt
E a h , a g e of , 6 0, 21 2 .

Ch pi t m th d 1 62 nt n
E i s e i , 209
’
ar s e o

l t t
. .
,

h m i try 206
C e s , . E e c r i c i y , 24 , 29, 4 6 , 48 , 5 8 , 5 9 , 1 3 4 ,
3h r y s ta 1, xvi , 1 5 0 203 , 204 , 205 , 206
l n n
. .

3l a ir a u t, xv , 7 6 E i mi at io , 2, 4 9, 5 0, 1 7 9 .

nv l
.

31a i r a u t s f o m, 7 6 , 7 9
’
r E e o pe , 6 6 , 7 1 , 1 4 6 , 1 5 5 .

vln
.

30mmon pr i mi i e , 1 0 tv . E qui a e c e , 9 2 .

Jompl e me n t ar y f u c io nt n 29, 8 7 , 1 7 5 , lr
E u e , x v , 1 2, 25 , 4 9
t t n
.
,

21 6 E x a c e qua io s , 1 2 23 9 1 , 1 9 1 .

tn t
. , ,

Jomple te i e g a nt r l 1 5 3 E xis e c e h e o r e m s 1 2 1 , 2 14 ,
.

r tv 4
.
,

Jo mple te p i mi i e,
F t i ti f th tr
.

30n d i ti on s o f i nt gr bility e a 1 3 9, 1 44 , ac or sa on o e o pe r a o , 86 .

F lling b dy 24 8 6
,

1 9 1 , 1 93 a o , , .

xx i i i
 D IFF E R E NT IAL E Q UATION S
(The nu mber s f
r e er to the p ag es .
)
F lli ng h in 208
a c a . K u tt
94, 1 04 , 1 08
a,

Fini t di ff r n 21 5 21 6
, .

e e e c e s, , . K
’
u tta s u me r ic a m e n l th od , 1 04
Fi r t rd r d fir t d g r rdin ry
.

s o e an s e ee , o a ,

1 2 1 3 3 p rti l 1 4 7 1 5 1
, a a L gr ng
a a4 9 8 1 1 62 e , xv ,
Fi t rd r b t hi g h r d g rdin y
.
, , , , .

rs o e u e e ree, o ar L gr ng dy mi l q ti n 21 0
a a e s
’
na ca e ua o s,
6 2 6 5 ; p rti l 1 5 3 1 62 1 65
,

L g r ng lin r p ti l di ff r nti l
.

’
, a a a a e s ea ar a e e a

F nt in
.
, , ,

o a e , xv .
q ti n
e uai 1 4 7 1 5 1 1 5 8 1 92
o xv

F r y th 1 5 0 1 94
, , , , , .

o s , , . L pla i ac e xv
l t p nd l m 209
.

F L pl q ti n 5 1 1 8 9 1 90 1 96
’
ou cau s e u u , . a ace s e ua o , , , , ,

F ri r 5 4
ou e , . 1 97 21 3 ,

F ri r i t g r l 60 L t m ltipli r 21 1
.

’
ou e s n e a , . as u e ,

L w f lg b r 3 0
.

F ri r ri 5 4
ou e
’
s se e s, . a s o a e a,

Fr b ni L g ndr 1 1 0
.

o ei 1 09 us , xv , . e e e, .

Fr b ni m th d 1 09 1 27
o e us
’
e o , L g nd
e e q ti n 1 1 7 1 20
re s e
’
ua o , , .

L i bni
, .

F h i
uc s, x v . e z , x v.

F n ti n rb itr ry 4 9 1 37 1 47 1 7 2
u c o s, a a Li e, v i 1 94 , xv .

Li n r di ff r n q ti n
, , , , .
,

ea e e ce e ua o s,

G 1 10
a u ss , . Lin r q ti n ( rdin ri ) f th
ea e ua o s o a o e
G n r l int g l i 1 3 7 1 4 7 1 4 9 1 5 7 fir t nd
,

e e a e ra xv d s1 6 21 4 ; f th
or er , o e se c o

G n r l l ti n 4
, , , , , .
,

e e a so u o ord r 8 6 87 88 1 09 1 27 21 4 21 5 ;
e , , ,

G m try 5 1 9 6 5 1 3 3 1 3 7 1 4 6 1 7 3
.
, , , , ,

eo e , , , , , , , ,
wi t h n t nt ffi i nt co 25 s a co e c e s, xv, ,

1 88, 1 89 21 4 .

Lin r q ti n (p rti l ) f th fi t
.

G ou r s a t , 1 7 2, 1 94 x vi, ea e ua o s a a , o e rs

Gr l th
.

aphi c a me od s , 5 , 8 rd r i 5 0 1 47 1 5 1 1 5 8 1 92
o e , xv , , , , , ;
Gr with n t nt ffi i nt 4 9 1 7 3
.

ou ps , x v i , 1 20, 1 94 . co s a c oe c e s, , ,

1 7 8 21 2
Lin rly ind p nd nt int gr l 21 6
.
,

H mi lt n q ti n 21 0
a o
’
s e ua o s, ea e e e e a s, .

H t 5 2 5 3 5 7 5 8 5 9 60 2 1 2 Lin f f r 24 1 34
.

ea , , , es o o ce , , .

H vi id 5 8 6 1
, , , , .

ea s e, L o b a tt o , xv .

H n 94
.
,

eu

n m i l m th d 1 04 M w ll q ti n 5 9
.
,

H
’ ’
e un s u er ca e o ax e s e ua o s, .

H ill M J M i M h ni
.
,

i 65 1 5 0 1 5 5 v xv , x v ec D y mi
a c s, se e na cs .

M mbr n vi br ting 1 90
. .
, , , , , ,

1 92 1 94 e a e, a , .

H m g n q ti n M ng i 1 7 2
.
,

o o e 1 4 4 0 44
e ou s e ua o s, x v , o e , xv

M ng m th d 1 8 1 1 8 3
.
, , , ,
’
8 3 1 44 1 7 1 1 7 3 2 1 3 o e s e o

M ltipli r 1 3 5 2 1 0 2 1 1
.
, ,

Hmgn lin r q ti n 4 0 44
, , , , .

o o e e ou s ea e ua o s, , ,
u e s, , , .

17 1 173
N wt n
,

Hy dr dyn mi 208
.

o a c s, e o , xv .

Hyp rg m tri q ti n 1 1 9 1 20 Nd l
.

e eo e c e ua o o 68
e - oc u s , .

Hyp rg m t i ri 92 1 1 9 N int gr bl q ti n 1 4 2
.
, ,

e eo e r c se es, on -
e a e e ua o s,

N r m l f rm 9 1 9 2
. .
,

o a o

N rm l m d f vibr ti n 204 206

, , .

I ndi i l q ti n 1 09 1 1 1
c a e ua o o a o es o a o .

N mb r f lin rly ind p nd nt int

, , . , ,

Ini ti l nditi n 4 28 5 3
a co o s, , ,
u e o ea e e e e

I n p ti n int g r ti n b y 1 2 1 7 2
.

s ec o e a o g r l 21 6 a s,

N m ri l ppr im ti n 94
.

Int g r ting f t r
.
, , ,

e a1 3 1 7 22 23 91 ac o , xv , , , , , ,
u e ca a ox a o , .

1 99
I nt gr b ili ty 1 39 1 44 1 91 1 93 i nt g r l d t fi d n th r 8 7
.

e a , . O ne e a u se o n a o e ,
.

Int g r l q ti n 9 6
, , ,

e a e ua o 136
Op r t r D 30 4 4 8 6 1 7 4 2 1 4
.

Int rm di t int gr l 1 81
, .

e e a e e a e a o , , , , .

Op r t r 0 4 4
, . ,

Inv ri nt 92
a a e a o

O b it pl n t ry 8 6 209
.
, . ,

r s, a e a , , .

J ac ob i vi 1 65 x Ord r 2 e

Orth g n l t j t i
.
, . ,

b i L t M l tipli r 21 1
,

J ac o
’
s as u e , . o 20 23 1 3 8
o a r a e c o r e s , xv , , , ,

J b i m th d 1 6 5 1 93 2 10 1 89
’
ac o s e o

O ill ti n
. .
, , ,

sc 2 28 29 3 6 4 6 4 7
a o s, xv, , , , , , ,

K l in 5 8 6 0 2 1 2
e v , , . 4 8 , 5 0, 6 1 , 1 90, 203 , 204 , 205 , 206 ,
K l in
,

e i , xv .
207 .