ORDINARY DIFFERENTIAL EQUATIONSThe New University Mathematics Series Editor: Professor E. T. Davies Department of Mathematics, University of Southampton This series is intended for readers whose main interest is in mathematics, or who need the methods of mathematics in the study of science and technology. Some of the books will provide a sound treatment of topics essential in any mathematical training, while other, more advanced, volumes will be suitable as preliminary reading for research in the field covered. New titles will be added from time to time. Brown and Pace: Elements of Functional Analysis Burcess: Analytical Topology Cooper: Functions of Real Variables Corte and Davies: Modern Fluid Dynamics (Vols. 1 and 2) Porteous: Topological Geometry Roacu: Green’s Functions: Introductory Theory with Applications Runp: The Hamilton-Jacobi Theory in the Calculus of Variations Situ: Introduction to the Theory of Partial Differential Equations Smiru: Laplace Transform Theory Spain: Ordinary Differential Equations Spain: Vector Analysis Spain and Smitu: Functions of Mathematical Physics Zamansky: Linear Algebra and AnalysisORDINARY DIFFERENTIAL EQUATIONS BARRY SPAIN Head of the Mathematics Department, Sir John Cass College, London VAN NOSTRAND REINHOLD COMPANY LONDON NEW YORK TORONTO MELBOURNEVAN NOSTRAND REINHOLD COMPANY LTD Windsor House, 46 Victoria Street, London S.W.1 INTERNATIONAL OFFICES New York ‘Toronto Melbourne COPYRIGHT NOTICE © Barry Spain 1969 All Rights Reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without the prior permission of the copyright owner. Library of Congress Catalog Card No. 78-90837 First Published 1969 Printed in Great Britain by Butler and Tanner Ltd, Frome and LondonPreface Since the time of Newton differential equations have become an essential mathematical tool for the solution of many physical problems. Accordingly the reader is introduced to this subject by considering problems derived from several scientific disciplines. It is assumed that the reader has sufficient knowledge of calculus to evaluate the various integrals which arise. Care has been taken to avoid the use of the relation e = cos 0 + isin 9 in Chapter 5 in order that readers unfamiliar with this relation can follow all the developments of that chapter. However, such readers are advised to omit Sections 62 and 64 of Chapter 7. The contents of this book are adequate for the requirements of under- gtaduate scientists and engineers and for a first-year course for under- graduate mathematicians. It is hoped that it may also be useful to school scholarship candidates. Hence the text is presented without emphasis on rigour. Chapter 1 introduces the important concepts. Chapter 2 contains a detailed study of a number of types of first-order equations and this is followed in Chapter 3 by applications to problems in geometry and the physical sciences. Chapter 4 is devoted to linear equations of the second order while Chapter 5 investigates in greater detail the special case of constant coefficients, and this is followed in Chapter 6 by practical applications. The solution of the second-order linear differential equation with constant coefficients and a right-hand side of the form xre*(Z cos ax + yu sin xx) is discussed in Chapter 5 by a method based on intelligent guesswork. Chapter 7 supplies an alternative approach by the elegant D-operator method and generalizes the results to higher order linear differential equations with constant coefficients. Chapter 8 gives an introduction to Laplace transforms and includes a discussion of the Heaviside unit function. The application to linear differential equations with constant coefficients follows in Chapter 9. Here the use of the Heaviside unit function in dealing with discontinuous right-hand sides is presented.vi PREFACE Stability has become an important concept in several branches of mathematics. Chapter 10 contains an elementary discussion of this topic. Chapter 11 follows with solution in series and finally Chapter 12 presents an introduction to two-point boundary problems. The reader of a text which does not contain some reference to this topic will no doubt have the erroneous impression that a second-order linear dif- ferential equation always has a unique solution subject to two condi- tions. This is due to the existence theorem based on initial conditions at one point. The introduction of conditions at two points serves to dispel this incorrect impression. The text concludes with a short table of Laplace transforms and solutions to the various exercises. These have been set sparingly through- out the book, but a sufficient number have been inserted to test every new technique. My grateful thanks are due to my colleague, Dr M. G. Smith, who read the manuscript and suggested several improvements. My thanks are also acknowledged to the publishers Van Nostrand Reinhold Company for all the assistance received from them in the preparation of the text and diagrams.Contents Preface CuapTer 1 INTRODUCTION CoN AMON 10 11 Radioactivity Cooling Epidemic Simple Pendulum Resisted Motion of a Particle Electric Circuit Differential Equations Primitives General and Particular Solutions Integral Curves Singular Solutions Cuapter 2 First-ORpDER DIFFERENTIAL EQUATIONS 12 13 14 15 16 17 18 19 20 Separable Equations Linear Equations Bernoulli Equations Homogeneous Equations Exact Equations Integrating Factors Riccati Equations Clairaut Equations Equations Linear in « and y CHapTER 3. APPLICATIONS OF FirstT-ORDER DIFFERENTIAL 21 22 23 24 25 26 27 28 Equations ‘Tangents and Normals to Curves Orthogonal Trajectories Salt Solution Chemical Compound—Law of Mass Action Flow from an Orifice Motion against Friction Viscoelasticity Simple Electric Circuits Cuaprer 4 LIngAR EQUATIONS OF THE SECOND ORDER 29 30 Introduction Complementary Functions v RPOCHUDUNBWWNE ae 15 16 18 19 21 23 25 26 27 28 29 31 32 34 35 38 39 40 41viii 31 32 33 34 CONTENTS General Solution when the Complementary Function is known Superposition Principle General Solution when one Particular Solution of the Reduced Equation is known Variation of Parameters Cuaprer 5 SECOND-ORDER LINEAR EQUATIONS WITH CONSTANT 35 36 37 38 39 40 41 42 43 44 45 46 COEFFICIENTS Auxiliary Equation Auxiliary Equation with Real Distinct Roots (b? > ac) Auxiliary Equation with Coincident Roots (b® = ac) Auxiliary Equation with Complex Roots (B® < ac) Complementary Functions Particular Integral when f(x) = e* Particular Integral when f(x) = Acosax + sin ax, (« +0) Particular Integral when f(x) = > a,x", (dn 0) 70 Particular Integral when f(«) = (4 cos aw +- sin ax)e™* n Particular Integral when f(x) = e** > a,x" r=0 Particular Integral when f(*) = (4 cos aw ++ ye sin ax) S a,x" r=0 Euler Linear Differential Equations of the Second Order CHAPTER 6 APPLICATIONS OF SECOND-ORDER DIFFERENTIAL 47 48 49 50 51 52 53 54 EQuaTIONS Electric Circuit Free Oscillation with no Damping Damped Free Oscillations Charging of a Capacitor Alternating Electromagnetic Force Resonance Freely-Hanging Uniform Chain Curvature CuapTer 7 D-Oprrator Meruops 55 56 57 58 59 60 61 D-Operator Shift Theorem Homogeneous Equations Non-Homogeneous Equations Inverse Operators Shift Theorem for Inverse Operators 1/F(D) Operating on an Exponential 43 44 45 47 49 49 50 51 52 54 56 57 59 60 62 64 64 65 66 67 68 69 71 73 74 74 77 77 78 79CONTENTS 62 1/F(D) Operating on cos kx and sin kx 63 1/F(D) Operating on a Polynomial 64 1/F(D) Operating on Products of Polynomials, Exponentials and Circular Functions Cuaprer 8 LapLace ‘TRANSFORMS Introduction 66 Laplace Transforms 67 Laplace Transforms of Elementary Functions 68 Shift Theorem 69 Heaviside Unit Function 70 Periodic Functions 71 Laplace Transforms of Derivatives 72 Inverse Laplace Transforms CHAPTER 9 APPLICATION OF LAPLACE ‘I'RANSFORMS TO THE SoLuTION oF LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS 73 Second-Order Equations 74 Higher-Order Differential Equations 75 Systems of Linear Differential Equations Cuaprer 10 SrasiLiry 76 Poincaré Phase Plane 77 Stability at a Singular Point 78 Stability of Linear System of First-Order Equations 79 General Consideration of Stability Cuapter 11 SoLurion IN Series 80 Power Series 81 Power Series Solutions 82 Series Solutions near an Ordinary Point 83 Solutions near a Regular Singular Point 84 Solutions near a Regular Singularity when the Roots of the Indicial Equation are Equal 85 Solutions near a Regular Singularity when the Roots of the Indicial Equation Differ by an Integer Cuapter 12 Two-Pomnt Bounpary PRoBLems 86 Introduction 87 Sturm-Liouville Boundary Problems 88 Orthogonal Property of Sturm-Liouville Systems 89 Non-Homogeneous Systems Table of Laplace Transforms Solutions Index ix 80 81 82, 84 85 87 88 89 90 92 93 123 124 128 129 132 133 141CHAPTER 1 Introduction Many scientific problems involve the concept of rate of change. For example, velocity is rate of change of distance with respect to time, acceleration is rate of change of velocity with respect to time. Mathe- matically, rates of change are expressed by derivatives, and so it follows that differential equations play an important role in the applications of mathematics to scientific problems. To emphasize the necessity for the study of these equations we begin by considering a number of problems selected from various branches of science. 1 RADIOACTIVITY ‘The rate of decay of a radioactive substance is proportional to the amount of the substance remaining. Let a mass x remain after time t. It follows that dx dt where k is a positive constant typical of the particular substance in question. Equation (1.1) can be rewritten = —khe, (1.1) dt 1 dx he and so t= —t [B= hig te kJ x k > where c is an arbitrary constant. Solving for x, we obtain we = @be-#t — eke e-tt = C e-#, where we have replaced, for convenience, the constant e’ by another constant C. 12 ORDINARY DIFFERENTIAL EQUATIONS We note that the problem as stated does not possess a unique solution in that C is as yet not determined. However, it is clear that the physical problem is determinate if the quantity of radioactive material is known at some instant of time. For example, let the amount present at time corresponding to t = 0 be xy. It follows that C = x and so there is now the unique solution % = xy en*, According to this equation complete decay cannot take place in finite time as x tends to zero only as ¢ tends to infinity. The condition x = x) when t = 0 is referred to as the initial condition. In this problem it is not possible to impose any further conditions on the variables x and 7. 2 COOLING Newton’s law states that the rate of change of temperature in a cooling body is proportional to the difference in temperature between the body and its surroundings. That is, aT qm TMT A) (2.1) where T is the temperature of the cooling body after time ¢, A is the temperature of the surroundings and & is a positive constant typical of the body. Equation (2.1) can be put in the form at 1 ar k(T—A) and so 1 aT sl “kIT-A’ hk where ¢ is an arbitrary constant. The solution for 7’ in terms of ¢ is readily obtained in the form T=A+Ce*, where the constant e* has been replaced by C. Again we note that this solution is not unique. If the initial condition T = Ty when t = 0 is specified, the unique solution T=A+(Ty—A)e* t= log (I -- A) +6, is obtained. Note that 7 the temperature of the cooling body tends to A the temperature of its surroundings as ¢ tends to infinity.INTRODUCTION 3 3 EPIDEMIC It has been suggested as a theory that the rate of change of the number of persons infected by an epidemic is proportional to both the number infected and the number not infected. Let « persons out of a fixed population P be infected after time t. It follows that dx — = kx(P — x), 3.1 = ha ~ x) Gal) where k is some positive constant. This equation can be rewritten dt 1 dx kx(P— x) RP Ly” and so 1 t= ppllogx + log (P —x)] +6, where c is an arbitrary constant. Solving for x we obtain PC Pt “rece where e~"?¢ has been replaced by C. Again we see that the solution is not unique. Let the initial condition be x =x) when t = 0. Accordingly x) = PC/(1 -+ C) from which C = xo/(P — x9). Hence x = Px, et! *= pp a(eP = Ty A conclusion to be drawn from this model is that x tends to P as t be- comes large, since in this case we may neglect P — xin the denominator compared with the very large term x, e*?*. That is, everyone is eventu- ally infected by the epidemic. Accordingly, this model does not describe the development of a real epidemic. 4 SIMPLE PENDULUM A particle P of mass m is suspended (Fig. 1) from a fixed point O by a light string of length /. Let the inclination to the vertical at time t be 0. The forces on the particle are the tension T of the string along the string and the weight mg vertically downwards, where g is the gravita- tional constant. It can be shown that the components of the acceleration of P are 1(d0/dt)? along PO and 1d*0/dt? perpendicular to OP in the4 ORDINARY DIFFERENTIAL EQUATIONS direction of increasing 0. Newton’s second law of motion applied in this latter direction gives 2 had = —gsin0, (4.1) after division by m. The solution of this equation in the form 6 as a function of ¢ cannot oO Fig. 1 be obtained in terms of the usual elementary functions (polynomials, trigonometric functions, exponentials and logarithms). However, in the case of small oscillations, we may approximate sin 0 by 6 to obtain a0 = 20. 4.2 qa 8 (4.2) ‘The simple techniques of Sections 1 to 3 no longer suffice to solve this equation. We note that multiplication by 2d0/dt makes the right- hand side of this equation the derivative with respect to t of —g0? andINTRODUCTION 5 the left-hand the derivative with respect to ¢ of 1(d0/dt). Hence on in- tegration we have ‘d6\? (2) =c— gh, (4.3) where c is an arbitrary constant. We see that the differential equation (4.2) involving a second derivative has been changed into one containing only a first derivative. From (4.3) we have dt vl a” *Je— ay which on integration gives t= v(I/g) cos V(g/c)0 + k, where k is another arbitrary constant. Accordingly we obtain 9 = v(c/g) cos {v/(g/I)(t — h)}. (4.5) We see that in this case the solution involves two arbitrary constants cand k. This corresponds to the fact that two conditions are necessary to specify a unique physical behaviour of the pendulum. For example, if the pendulum is at rest at time t = 0 when @ = 0, then d0/dt = 0 and @ = 0, when t =0. Substitution in (4.3) and (4.5) yields c — g6§ =0 and 0) = V(c/g) cos {—kV/(g/I)}. Hence ¢ = g6j and k = 0 and so the unique solution is 0 = 0, cos +/(g/I) t. We note that the value of @ continually repeats at intervals of time T for which /(g/l)T = 2x. That is, the motion of the pendulum repeats itself indefinitely with period 2x /(I/g). (44) 5 RESISTED MOTION OF A PARTICLE A particle of mass m falls under gravity in a medium in which resistance is proportional to the velocity. By Newton’s second law of motion we have d’s ds m—, = mg — k>> 5.1 a 8 aE 6) where s measures the distance fallen after time ¢, g is the gravitational constant and k is some positive constant typical of the medium. ‘This equation cannot be solved by the method used to solve equation6 ORDINARY DIFFERENTIAL EQUATIONS (4.2). However, we note that direct integration of (5.1) yields nf = mgt — ks +c, where ¢, is an arbitrary constant. (We can verify by direct differentiation that this equation is equivalent to (5.1).) Unfortunately, we are not able to solve this equation for ds/dt as a function of t or dt/ds as a function of s. We shall see later (Section 2.2) that this equation can be solved by multiplying both sides by e*/"/m to obtain ds ks d extn & | — A (ehtim 5) — et/m G +5) ae") = (+8 *e and so on integration of the right-hand side by parts we have ltl ¢ = {(mght + eyk — gm*)/k?} e&™ 4- c,, where ¢, is an arbitrary constant. Hence s = mgt/R + cg + ce”, where we have replaced the constant (ck — gm®)/k? by cs. Again we note the presence of two arbitrary constants. Suppose that the motion is made precise by specifying that the particle initially falls from rest. That is, the initial conditions are ds/dt = 0 and s = 0 when t = 0. Hence we have cs + ¢,=0 and mg/k — ke./m =0, from which Cg = —C, = mg/k® and so 5 = (mgt)/k + [(meg)/Reyfe™ — 1]. 6 ELECTRIC CIRCUIT Consider a circuit containing an inductance L, a resistance R and a capacitor of capacitance C in series (Fig. 2) with a driving electromotive force E which is a function of the time t. By Kirchhoff’s voltage law, the voltage drop around a closed circuit is zero. This yields the relation a baled =F 6. L it + Ri +d =£, (6.1) where # is the current flowing through a circuit and q is the charge on the capacitor. Further, we have i = dq/dt and so dq, dq, 1 — tt ig 2) ae! at of a (6.2)INTRODUCTION 7 The methods used in the previous sections do not suffice to solve this equation, which will be discussed later in the book. L R TOOT alk 9 —+ Fe Fig. 2 7 DIFFERENTIAL EQUATIONS We note that the problems discussed in the preceeding section have led to equations in which derivatives occur. Such equations are called differential equations. Formally, an ordinary differential equation of order n in the independent variable x and the dependent variable y is an equation of the form dy dty ) a(s Ys aie dat dn) = (7.1) The order of a differential equation is the order of the highest deriva- tive it contains. For example, equations (1.1), (2.1) and (3.1) are of order one (first order) whilst equations (4.1), (5.1) and (6.2) are of order two (second order). Another concept, namely that of degree, is associated with a differential equation which is polynomial in all the derivatives involved. The degree is defined to be the power of the highest order derivative in the diff- erential equation. Accordingly, the equations mentioned above are all of degree one. However, equation (4.3) is of the second degree and first order but is transformed in (4.4) to first degree and first order. A solution of a differential equation (the prefix ordinary will be dropped as partial differential equations are outside the scope of this text and so no confusion will arise) is a relation, free from derivatives, between the variables such that the differential equation is satisfied identically in virtue of this relation. That is, g(x,y) = 0 is said to be a solution of the equation (Bl) 1) if the8 ORDINARY DIFFERENTIAL EQUATIONS result of calculating dy/dx, d*y/dx*, .. ., d*y/dx® from g(x, y) =0 makes f(x, y, dy/dx, .. .. d"y/dx") identically zero. For convenience we shall use the notation y’, y, .. ., y for the successive derivatives. ILLUSTRATION. From x? -+ y® = 1 we obtain y’ = —x/y and y" = —1/y*. It is readily verified that the substitution of these ex- pressions for y’ and y” in the differential equation y’’? = (1 + 2)? leads to an identity. Consequently x* + y® = 1 is a solution of this differential equation. This solution is not unique. The reader is asked to verify that another solution is x* + y? — 2(¢ + y) +1=0. Exercises Verify that the following are solutions of the corresponding differential equations: 1. y = 0; y’ cosec x + ye™=0. 2. wt y? = 725 yy’ fe = 0. 3. y = mx; xy’ —y = 0. 4. y =asinx + bcosx;y" + y= 0, 5. y = ae + be + cy" — dy’ = 0. 8 PRIMITIVES Consider the problem of obtaining the differential equation of lowest order satisfied by the relation x? ++ y® — 3cxy = 0, (8.1) where ¢ is an arbitrary constant. Division by xy followed by differenti- ation with respect to x yields 2. 7 2) a #4 (2 Ay mo, ye Ne which can be written in the form (2x — y8) + x(2y* — xy’ = 0. (8.2) The relation (8.1) is said to be the primitive of the differential equation (8.2). More generally, we begin with the equation F(%, Ys C1y Cay + +» Cn) = 0, (8.3) where ¢1, C,.. ., Cy, are m arbitrary constants. Differentiating m times in succession we obtain equations, and the elimination of the n constants. from the (n -+- 1) equations yields a relation F(x, 9,9 9") + 9M) = 0. (8.4)INTRODUCTION 9 Equation (8.3) is called a primitive corresponding to the differential equation (8.4). Care must be taken to ensure that f(x, y, C1, Co) +. +» Cn) i8 not ex- pressible in terms of less than ” constants. For example, the primitive y =x +c, +c corresponds to the differential equation y’ — 1 = 0. In effect, y depends only on one constant c = c, + c2 and so the primitive yields a first order differential equation. In general, a relation between x and y involving n constants is the primitive corresponding to a differential equation of order n. Exercises Obtain the differential equations corresponding to the primitives 1. y = c log x. (Unless otherwise stated log x always means log, x.) 2. ax + by + ¢ = 0. (Note carefully that only two constants are involved, namely the ratios a:b: ¢.) 3. ay=e 4. @— a)? + (ya)? = 5. y = Gx + cg? + cgx. 6. y = ¢ sin (x + ¢). Obtain the differential equation which represents 7. All parabolas with vertices at the origin and foci on the x-axis. (Hint: the differential equation corresponds to the primitive y* = 4cx.) 8. All circles which touch both the x-axis and the y-axis. 9, All circles which pass through the origin. 9 GENERAL AND PARTICULAR SOLUTIONS In the preceding section we formed the differential equation correspond- ing to a given primitive. In practice it is usual to start with a given differential equation and then try to obtain its solution. It is not at all obvious that a differential equation has either a solution or a primitive; nor that when there is a primitive it includes all solutions of the dif- ferential equation. A rigorous discussion of these problems is outside the scope of this book. In general, it can be shown that subject to certain conditions not specified in this text a differential equation of order m has a solution which involves 2 arbitrary constants and that this solution is given by the unique primitive which produces the given differential equation. In practice this means that the search for the solution is over when the primitive is obtained. The solution of a differential equation of order n which involves arbitrary constants is also called the general solution.10 ORDINARY DIFFERENTIAL EQUATIONS Any solution obtained by assigning fixed values to the arbitrary con- stants is called a particular solution. The general solution of y” + y =0 is y = ¢, cos x + cz sin x. The choice c, = c, = 1/4/2 yields the par- ticular solution y = sin (# + 7/4). In scientific problems certain conditions known either as initial or boundary conditions are imposed on the variables by the physical situation. They determine the particular solution appropriate to the problem. For example, the general solution of equation (1.1) is x = ce, where c is an arbitrary constant. The usual condition imposed is that the mass of radioactive material x, at time t = 0 is given. This yields c = xy and so the physical solution of the problem is now the partic solution « = x e~*, Exercises 1. Verify that 1/y = c + log (w + 1) is the general solution of the differ- ential equation (w+ 1)y’ + y? = 0. Obtain the particular solution corres- ponding to the initial condition that y = 1 when x = 0. 2. Verify that y = ¢, cos x + ¢, sin» + 1 is the general solution of the differential equation y’’ + y = 1. Obtain the particular solutions correspond- ing to the initial condition (i) y= 0 when x = 0 and x = 2/2, (ii) y= 0 when x = 0 and x = 2, (iii) y = 0 and y’ = 0 when x = 0. 3. A simple pendulum of length J hangs vertically at time t = 0 and has a maximum angular velocity w radians per second. Show that under these con- ditions the solution of equation (4.2) is 0 = w4/(J/g) sin +/(g/1)t. What is the maximum angular displacement of the pendulum? 4, The time required for a radioactive substance to decrease to half of its original value is called the half-life of the substance. With the notation of equation (1.1) show that the half-life is (log 2)/k. If the half-life of radium is 1,600 years, how long will it take a mass of radium to disintegrate until 20% of the original amount remains? 5. Verify that the general solution of (2.1) is T= A + ¢e~*, where c is an arbitrary constant. If a body cools from 90°C to 80°C in 10 minutes when the surrounding air is at a temperature of 10°C, how long will it take to cool from 70°C to 50°C when the surrounding air is at a temperature of 20°C? 10 INTEGRAL CURVES ‘The general solution of the first order differential equation F(#, 95 9) = 0 (10.1) is an equation which we may write in the form &(%, ¥, €) = 0, (10.2) where c is an arbitrary constant.INTRODUCTION i Let us interpret « and y as rectangular coordinates of a point in a plane. Then to each fixed value of ¢ there corresponds the curve whose equation is g(x, y, c) = 0. This curve is called an integral curve of (10.1). For arbitrary c, we refer to all the curves represented by (10.2) as a one-parameter family of integral curves. For example, the integral curves of the differential equation y’ = 1 are the family of parallel straight lines y = x +c. Each integral curve has the property that at each of its points the coordinates x, y and the gradient p = dy/dw satisfy the equation S(%, ¥, p) = 0. The triple (x, y, p) at the point (x, y) is called the line- element at the point and can be interpreted geometrically as a line of small length issuing from (x, y) in the direction whose gradient is p. We may begin by choosing any point (49, yo). At this point the equation f(x, Yo. p) = 0 has a solution p = 9. This defines a line- element (%, Yo, Po). Now choose a point (%, y,) on the line-element close to (x9, Yo) and construct the line-element (x1, y1, P1). Continuing in this way we obtain a broken line which will be an approximation to the integral curve which passes through (x9, yo). A family of integral curves (10.2) determines the differential equation (10.1) corresponding to the primitive of (10.2). That is, a family of integral curves determines a first-order differential equation and con- versely the differential equation determines the integral curves. How- ever, we shall see in the next section that a differential equation may have a solution which represents a curve which is not an integral curve. 11 SINGULAR SOLUTIONS The primitive y=ex+1/c (11.1) yields the differential equation ay? —yy' 41=0, (11.2) and so the general solution of (11.2) is given by (11.1). However, a simple calculation shows that y= 4x (11.3) is also a solution of (11.2). It is not a particular solution of (11.2) since it cannot be obtained from the general solution (11.1) by any choice of the constant c. Any solution of a differential equation, not included in the general solution, is called a singular solution. Thus (11.3) is a singular solution of (11.2). It is instructive to note that (11.1) represents a family of straight12 ORDINARY DIFFERENTIAL EQUATIONS lines, all of which are tangent to the parabola represented by equation (11.3). The differential equation (10.1) need not necessarily have a singular solution. For example, it can be shown that all the solutions of y’ = 1 are contained in the general solution y = x + ¢. To investigate the geometrical significance of a singular solution we begin by defining the envelope (if it exists) of a one-parameter family of curves to be that curve (or curves) which touches all curves of the family and which at each point is touched by a member of the family. Accord- ing to this definition the straight line y = 0, although it touches all members of the family of parabolas given by x? = 4cy, is not an envelope because all the points of contact are at the origin. The envelope of the family of circles (Fig. 3) given by (* — c)? + y? = 1 consists of the two straight lines y = +1. Fig. 3 It is shown in calculus textbooks that the envelope (if it exists) of the one-parameter family of curves given by g(x, y, c) = 0 is given by the c-discriminant equation obtained by eliminating c between the two equations &(%, ¥, ¢) = 0, Ag(x, ¥, €)/8c = 0. If we apply this process to the family of straight lines (11.1), we eliminate c between this equation and x — 1/c? =0. The result is y® = 4x and so all the integral curves (11.1) of the differential equation (11.2) touch the parabola given by the singular solution (11.3). In other words, the singular solution in this case is the envelope of the integral curves. ‘This result is true for any first-order differential equation (10.1) with the general solution (10.2) if the integral curves have an envelope. For at each point of the integral curves g(x, y, c) = 0, the gradient of the envelope is the same as that of the integral curve which touches the envelope at that point. That is, the coordinates x, y and the gradient y’ of any point on the envelope satisfy the differential equation whose general solution is g(x, y, c) = 0. Accordingly, the equation of the envelope of the family of integral curves is also a solution of the dif-INTRODUCTION 13 ferential equation. If this equation does not itself represent an integral curve it must be a singular solution. Great care must be taken as the c-discriminant equation may contain curves other than the envelope. We shall not investigate this difficult problem but merely remark that only the envelopes provide singular solutions. Some authors allow the term singular solution to include all envelopes but we exclude such envelopes if they are integral curves. For example, consider the primitive (* — c)* = y? which yields the differential equation 9yy’? — 4 =0. The c-discriminant equation is obtained by eliminating c between (x — c)? = y? and 2(% — c) = 0.'The result is y3 = 0. We verify by direct substitution that y = 0 is not a solution of the differential equation. It is neither an envelope nor a singular solution. The reader is asked to draw a diagram and note that the straight line y = 0 is the locus of the cusps of the integral curves which do not have any envelope. The singular solution can be obtained directly from the differential equation f(x, y, y’) = 0 by considering the p-discriminant equation obtained by eliminating p between the two equations. S(%, 9, P) = 0, f(x, 5 P)/OP = 0. At a point on the p-discriminant locus the equation f(x, y, p) = 0 has at least two equal roots in p at each point (x, y). That is, the neighbouring integral curves have a common tangent and this happens at points of the envelope of the family of integral curves. Accordingly, the p-discrimi- nant equation includes the envelope (if it exists). As in the case of the c-discriminant equation, other equations may arise which are not solu- tions of the differential equation. For the differential equation (11.2) the p-discriminant equation is obtained by eliminating p between xp* — yp + 1 = Oand2xp — y = 0. The result is y? = 4x as expected. The p-discriminant of the differential equation 9yy’* — 4 = 0 dis- cussed above is obtained by eliminating p between this equation and 18yp = 0. The result is y = 0 (corresponding to infinite p) which is neither an envelope nor a singular solution. It may happen that the p-discriminant and the c-discriminant equa- tions are not identical. For example, the reader is asked to verify that the primitive y = cx*/? + c* yields the differential equation Ay’? + 6x%y’ — Ixy = 0 and that the c-discriminant and p-discriminant equations are respectively 4y + x8 = 0 and x(4y + x°) = 0. We readily verify that 4y + «® = 0 is a singular solution and is in fact the envelope of the integral curves14 ORDINARY DIFFERENTIAL EQUATIONS whilst « = 0 is not a solution but represents the locus of cusps of the integral curves. Exercises In the following exercises verify that the given equation is the general solu- tion of the corresponding differential equation. Evaluate both the c-dis- criminant and the p-discriminant equations and hence determine the singular solutions (if any). (x — 0)% 9"? — ty =0. 2. y = ex® + €; y’® + 2xy' — 4aty = 0. 3. y = ox + 695 y' + ay’ —y=0. 4, x cos c++ y sine = 1; (x? — 1)y’? — 2xyy’ + y? = 1 5. y= ex + 6; y'™ + ay’ —y = 0.CHAPTER 2 First-Order Differential Equations 12 SEPARABLE EQUATIONS The first-order differential equation & 4(s,5) (12.1) is said to be separable if f(x,y) = L(x)M(y). That is, if f(x, 9) can be expressed as the product of two functions, one being a function of x alone and the other a function of y alone. In this case we have 1 dW NG) de ~ L(x). This differential equation can be derived from the primitive dy j <-> = | L(x) dx +c mg) ~ 3" and so this primitive is the general solution. In differential notation the equation (12.1) can be written P(x) dx + g(x) dy = 0, where p(x) = L(x) and g(y) = takes the form /M(y). The general solution then [ovs) ae + fa(y) dy =. In the previous chapter the notation [f(x) dx was used to indicate the presence of an arbitrary constant. For example, fdx/x = log x + ¢. It is convenient and useful from now on to use [f(x) dx to denote the integral with a fixed choice of the constant of integration. For example, Sdx/x = log x, the constant having been chosen to be zero. 1516 ORDINARY DIFFERENTIAL EQUATIONS ItLusTRATION. Solve the equation y’ = e**¥, On division by c¥ we have e~¥ y’ == c” and so the general solution is —evec® +c. Exercises Solve the equations: a ayy! = (y? + 10 2 y= 1p ety? + ay? 3. 9! = Aa — yb — 9). 4. sinx cos y + y’ cos x tany = 0. 5. (1 — x)? dy = sin“ x dx. 13 LINEAR EQUATIONS ‘The differential equation (12.1) is said to be linear if f(x, y) is linear in y. In this case we may write the equation in the form ® + pay = a0) (13.1) where p(x) and q(x) are given functions of x. One method of solving this equation depends on obtaining a function (x), called an integrating factor, such that MIE + ule)ps)y = Leos] = 0) This requires +e 4 a(s)p(e). (13.2) ‘This equation is separable with a particular solution log w= foe dx. ‘That is, L(x) = elp() dz Multiplication of (13.1) by u(x) then yields Ayres = g(x) fp de and so after integrating with respect to « and dividing by e!?** theFIRST-ORDER DIFFERENTIAL EQUATIONS 17 general solution yr e-imorte (x) clr) de] dy 4. ¢ elm ae (13.3) is obtained. Note that the solution (13.3) of the linear equation (13.1) involves the evaluation of two integrals. We refer to (13.3) as the general solution of (13.1) even if the integrals cannot be expressed in terms of the elementary functions, namely polynomial, exponential, logarithmic, tri- gonomcetric and hyperbolic functions. If we interchange the role of x and y to make y the independent variable, the linear differential equation takes the form dx Hr P(y)e = O(y) and may be rewritten {Q(9) — xPO) FG. That is, an equation of the type (13.4) can be solved by treating it as linear in x and y with y as independent variable. 1. (13.4) ILLusTRATION. Solve the equation (cos? y — x sec y)y’ = sin y. ‘This equation is linear of the form ax sin y a + x sec y = cos? y. The method of solving this type of equation was based on the coefficient of the derivative being unity and so we start with the equivalent form dx dy An integrating factor u(3’) exists such that + x sec y cosec y = cos* y cosec y. (4 4 x see3e 1) = 8 a) = ee xi WD x sec y cosec y = By aH and so du ayo fu sec y cosec y. A particular solution of this separable equation is log uw = log tan y from which #=tany.18 ORDINARY DIFFERENTIAL EQUATIONS Accordingly sl tan y] = cosy and the gencral solution is xtany=siny +e. Exercises Solve the equations: y’ —- ¥ COS x) = ~ 4y = x3, = lx + my -+ 1. x + log y)y" = 1. + 2y tansy Y+y=e oy + 2xy 8. Show that the general solution of (13.2) produces the same gencral solution (13.3) of (13.1) as that already obtained. 9. Solve the linear equation in the following way: (i) Show that ¢!P@) 4 js a solution of (13.1) when g(x) = 0; (ii) Make the substitution y= we) 4 in (13.1) to obtain u’ = g(x) e~) *; (iii) Solve for u and verify that the solution for y is given by (13.3). Noyes y 14 BERNOULLI EQUATIONS An equation of the type dy F ag TPO = 90)", whe D (x) and g(x) are given functions of w is called a Bernoulli cquation. ion. by y" gives yy +py rt =q ‘The substitution ylteag from which (1 -- ny gy = 2" now yields 2’ + p(l —n)z = (1 — ng which is a linear equation in z as a function of x and so can be solved by the method of the previous section. ‘The cases x = 0 and 2 = 1 correspond to the linear and separableFIRST-ORDER DIFFERENTIAL EQUATIONS 19 equation respectively and so can be solved by methods already dis- cussed. IttusTraTION. Solve the equation y’ = xy? + 2xy. This equation is of Bernoulli type and the substitution y-! = s from which —y~*y’ =’ yields the linear equation 2’ -}- 2vz = —x, Integration after multiplication by the integrating factor e* gives ze™ = —le* + ¢, and so the solution is 1/y = —} + ce. Exercises Solve the equations: + (L + 3?)y! + xy = ay? . x2y’ + 2ny = y%, . dy’ + 2y cos x = (sin 2a)/y. » Ay’ — y tan x + y sin 2x = 0, oy by = ety? wRoOne 15 HOMOGENEOUS EQUATIONS A function 4(&, 7) of the two variables § and 1 is said to be homogeneous of degree n if (a8, ey) = a6(E, 1) identically for all « For example, the functions £ — & + 2y°, (3 — 4y)¥2 and 1/(€ — 4) are homogeneous of degree 2, 4 and —1 respectively whilst tan-1 (E/7), (€ ++ 9)/(E — 7) and log £ — log 7 are all homogeneous of degree 0. The equation cs = f(s,9) (15.1) is said to be homogeneous if f(x, v) is homogeneous of degree zero. That is, S(#8, an) =f, 1). From this identity, we deduce by putting § = 1, 7 = v and « = x that J (x, ox) =f(, 2). (15.2) The substitution y = xv (from which y’ = v + xv’), in (15.1) yields v +xv' = f(x, vx) = f(1, v) in virtue of (15.2).20 ORDINARY DIFFERENTIAL EQUATIONS This equation is separable with the solution dv aaa +e 15. laa log x + ¢. (15.3) ‘To complete the solution we eliminate v between this equation and y = oN. Note the possible existence of the singular solution y = kx where k is a root of the equation k = f(1, k). TLLusTRATION. Solve the equation y’ = 2xy/(«? -- yy). In practice we do not quote (15.3) but begin with the substitution y = xv and obtain _ dont xt? — oe? 1 in which we note that x has disappeared as it must from the right-hand side. Separation of variables yields 1—o ——, dv = 1 + = . Iza a) ly = log x + log ¢ = log (cx). (Note the advantage in writing log ¢ instead of c). Integrating by partial fractions we have 1—o eos a H ° lar a Peel @ - ire and so v/(1 + v?) = cx. Elimination of v between this equation and y = ox yields cx? +97) = y. ‘The integral curves are thus a family of circles which touch the x-axis at the origin. Although log c is not real for negative values of ¢ it is worthy of note that the primitive c(x* + y*) = y is valid for negative values of c. The singular solution y = kx exists at best for k = 2k/(1 — ’), whose only real root is k = 0. The solution y = 0 is the particular solution corresponding to the choice ¢ = 0 and so is not a singular solution. 7 : : dy [Arete A differential equation of the form mo f Tet my tn is reduced aX + bY to the homogeneous form *. =f [ste ] by the substitutions IX + mY. x=X+oa, y= Y+ 8 where ax +bB +c=lo+mB+n=0 provided that am — bl 0.FIRST-ORDER DIFFERENTIAL EQUATIONS 21 If am — bl = 0 the substitution u = ax +- by reduces the equation to . du ute | the separable equation mn et of eS : Exercises Solve the equations: ay’ + (x? + yey ¥ = (*— y/(e +9). y =(y—+)/(@ +9). - ayy + x elle, = ay! — y = (x? — 2), » Be + y — 2)y =y — w+ 2, ye Dey! = Y4-ysin® ysing +082) (cos + ysin2)y Nose eeye 16 EXACT EQUATIONS| Consider the primitive xy —logx =c. (16.1) The corresponding differential equation is xy’ + 2xy — 1/x = 0. (16.2) This equation may be written in the form xy’ + 2x —1=0. (16.3) Equation (16.2) is said to be exact because we can immediately integrate to obtain the general solution (16.1). However, the equivalent equation (16.3) is not exact. In this example multiplication by « has neither added nor removed x =0 from the solution{ as neither (16.2) nor (16.3) is satisfied by x = 0. However, in the example xy’ + 2xy — (sin x)/x = 0 with the solution _ [ein x)/x} dx =c we do introduce the extraneous solution x = 0 if we replace the equation by xy’ + 2n®*y — sinx = 0. + Sections 16 and 17 are to be omitted by any reader not familiar with the elements of partial differentiation. t However, we can also write (16.2) in the form «ty’ + 2x%y — x = 0 which has the solution x = 0.22 ORDINARY DIFFERENTIAL EQUATIONS In our discussion we shall ignore any extraneous solutions introduced in this way. Formally, consider the primitive $(#,¥) = 6. (16.4) On differentiation we have bz + by" =0, (16.5) where subscripts denote partial differentiation with respect to the variable indicated in the subscript. Now suppose that the differential equation d P(x, y) + Ox, er =0 (16.6) is given such that a function ¢(x, y) exists satisfying bx = P(x, y) and ¢, = Q(x, ¥). (16.7) In this case equations (16.5) and (16.6) are identical and have the general solution given by (16.4). We say that equation (16.6) is exact. We now show that a necessary and sufficient condition that the dif- ferential equation P(x, y) + Q(x, y)y’ = 0 be exact is that P, =Qy. (16.8) Tf the equation is exact we have from (16.7) that bay = P, and by2 = On and so it follows that P, = Q, is a necessary condition. The sufficiency of the condition is proved if we can show that subject to (16.8) a function ¢(x, y) exists satisfying equations (16.7). Integrate ¢, = P(x,y) with respect to x keeping y constant and obtain Hx, 9) = [P@,y) de + 90), (16.9) where »(y) is an arbitrary function of y. We now ask: ‘Can (y) be chosen so that ¢, = O(x, y)? Differenti- ation of (16.9) with respect to y yields ad by = [Pas y) de on the assumption that we can differentiate under the integral sign. Hence we have ad Be ~ 268.9) ~ [Psery) de The crux of the proof now consists in showing that the right-hand sideFIRST-ORDER DIFFERENTIAL EQUATIONS 23 of this equation is merely a function of y from which y can be obtained by direct integration. This result follows from the fact that the derivative of this expression for dy/dy with respect to x is 0, — P, = 0 in virtue of (16.8). Accordingly, #09) = | Ply) de + [0G ») — [Pus ») dy] ay and the equation is exact with the general solution (16.4). ‘The method of proof furnishes a technique for finding the solution of an exact differential equation. ILLUSTRATION. Solve the equation e* siny + (e* cos y + 1/y)y’ = 0. We verify that @(e* sin y)/dy = A(e* cos y + 1/y)/éx and so the equation is exact. Corresponding to equations (16.7) we write ¢, = e* sin y and g, = e* cosy + 1/y. From the first equation we have ¢ = e*sin y + y(y) and substitution in the second equation yields e* cos y -+- dy/dy = e* cosy + 1/y from which y = log y and the required general solution is e’siny + logy =e. Exercises Verify that the following equations are exact and find the general solutions. « (xy’ — y)/x* = 0. (Also separable or homogencous.) . (ax + hy) + (hx + by)y" = = 0. (Also homogeneous.) + eos = _ cosy)" =siny + ysin x, . 2xyy’ = x* — y®, (Also homogeneous and Bernoulli.) Fey 17 INTEGRATING FACTORS The differential equation dy Psy) + Op = 0 (17.1) for which P, Q, is not exact. Can a function jo(x,y), called an integrating factor, be chosen so that the equation WP + nQy’ =0 (17.2)24 ORDINARY DIFFERENTIAL EQUATIONS is exact? The necessary and sufficient condition (16.8) yields (uP) /ay = AnQ)/ ax. That is, the integrating factor u(x, y) must satisfy the partial differential equation Ofte — Puy + (Qe — Pye = 0. (17.3) In general, this equation is more difficult to solve than the original equation. However, in some cases a solution may be obtained and then the solution of (17.2) may be completed by the method applicable to exact equations. For example, equation (16.3) is not exact. Here P = 2x*y — 1, Q = x° and so equation (17.3) becomes pte — Oaty — My + 8 = with the solution 4 = 1/x. This leads back to (16.2) with the required solution (16.1). Equation (16.3) is typical of the important case when there exists an integrating factor (x) independent of y. Then u, = 0 and we have Hz/t = (Py — Q2)/Q. Hence a necessary and sufficient condition for the existence of an integrating factor which is a function of x is that (P, — Q,)/Q is a function of x alone. In this case equation (17.3) can be solved by the separation of variables. ILLusTRATION. Show that the equation y(10x® + 9y) +- 2ax(x* 4- 3y) y’ = 0 has an integrating factor of the form (x) and hence obtain the general solution. We have P=y(10x?+9y), Q=2x(x*+-3y) and so (Py—Q,)/Q=2/x, a function of x, which yields equation (17.3) in the form p,/u = 2/x* with the solution “ = x*. The reader is asked to verify that the equation x y(10x? +- Oy) + 2x%(x? + 3y)y’ = 0 is exact and has the solution x8y(2x? 4- 3y) =e. Exercises 1. Show that the equation P -- Qy’ = 0 has an integrating factor of the form ju(y) if and only if (Q, — P,)/Pis a function of y alone. Hence solve the equations (a) (3x? + y®)y’ +- 3xy = 0, (b) (cos y — siny + x)y’ + 1=0. 2. Show that the equation P -+- Qy’ = 0 has an integrating factor of the form (xy) if and only if (P, — Q,)/(Px — Qy) is a function of xy alone. Hence solve the equation 6y(« + y) + «(4x + 9y)y’ = 0.FIRST-ORDER DIFFERENTIAL EQUATIONS 25 3. Show that the equation P + Qy’ = 0 has an integrating factor of the form p(x +) if and only if (Py, — Q,)/(P — Q) is a function of (« + y) alone. Hence solve the equation (2x? — 2y® + 1) ++ (2x8 — 2y® — l)y’ = 0. 4, Show that the equation aty'(Iy dx -- mx dy) +- wy®(Ay dw +- ux dx), where r, s, 1, m, «, B, A, w are constants such that Jj. — mA # 0, has an integrating factor of the form x?y" and find the values of p and q. 18 RICCATI EQUATIONS The differential equation @; Z = Pay + Oy + RO) Ne is called a Riccati cquation. We note that P = 0, R = 0 correspond respectively to linear and Bernoulli equations. A method does not exist which always gives the general solution of a Riccati equation. However, the solution can be obtained if any par- ticular solution is known. Suppose that y = w is a particular solution. That is, uw = Pue+ Qu+R. The substitution y=util/z yields after simplification the linear equation 3’ + (2Pu + O)s +P =0 whose solution can be obtained. ILLustrRaTION. Solve the equation xy’ = xy? +- xy — 3. This Riccati equation has the particular solution y = 1/x. The sub- stitution y = 1/x + 1/z gives the linear equation xe! 4+ 3a = —x® with the solution x°z = c — «*/4. Hence the solution of the original equation is y=l/e + x8/(c —} x). Exercises Find by inspection a particular solution and hence solve the Riccati equations: 20 — 8+ @ 9) +e Dw +91).26 ORDINARY DIFFE ENTIAL EQUATIONS 19 CLAIRAUT EQUATIONS Consider the primitive y=ex +f(o), (19.1) which represents a family of straight lines. From y’ = c, we obtain the corresponding differential equation , #) 2 ae (Z : (19.2) called a Clairaut equation. Clearly (19.1) is the general integral of (19.2) and we now show that this equation always has a singular solution. Using the convenient notation y’ = p we have y= xp + f(P). Differentiation with respect to w yields dp p=pthetroy p=ptle +f, ‘Thus either dp/dx = 0 or x = —f'(p). The solution dp/dv = 0 cor- responds to p = c and leads to the general solution (19.1), The second solution gives x= —f'(P), y =S(b) ~ Pf'(b), and elimination of p yields the singular solution. In this case the general solution represents the one-parameter family of tangents to the curve represented by the singular solution. ILLUSTRATION. Solve the equation y = px + p?. Differentiation with respect to « gives p = p + (x + 3p*)(dp/dx) from which dp/dx = 0 leading to the general solution y = ex + c® or «x + 3p? = 0. Eliminating p between this equation and y = px + p* yields the singular solution 4x* + 27)? = 0. Exercises Find the singular solutions of the Clairaut equation y = xp -- f(p) in the following cases: 1. f(p) = a(t + p®y?. 2. f(P) 3. f(b) = 1/p*. 4. f(p) = p/( + p). 5. f(p) = (p? + 1)" — p log {p + (p? + 1)"2}.FIRST-ORDER DIFFERENTIAL EQUATIONS 27 20 EQUATIONS LINEAR IN x AND y ‘The general first order differential equation linear in x and y is y= xg(P) + £(0), (20.1) where p = dy/dx. Differentiation with respect to w yields A P= a) + be) + OE: (20.2) The case p = g(P) gives the Clairaut equation, which we have already discussed. Accordingly we now exclude this possibility and so may write (20.2) in the form de &'(b) F'() 7 x= : 20.3 db >a)" b— (0) sae ‘This equation is linear in x and p and so by (13.3) has a solution of the form x = $(p) + cy(p). (20.4) "The general solution is obtained by eliminating p betwecn equations (20.1) and (20.4). Alternatively, we may regard these equations as the parametric solution. Although g() is not identically equal to p, the equation g(p) — p = 0 may have a number of roots p;, say. Corresponding to these roots dp /dx vanishes and so we obtain the solutions y = 9(.) + fd) and these may be singular solutions. I:tustration, Solve the equation y = x(p ++ sin p) + cos p. The method of this section gives (20. 3) the form dx 1+ | + cosp dp sin p The integrating factor is 1 — cos p, and the solution of this equation becomes (1 — cos p)x = p — sin p + c. Thus the solution is given by the p-eliminant of this equation and the given equation. (It does not seem possible to perform the actual climination.) The singular solutions correspond to sin » = 0 and so they are y = max + (~1)”, where m is any integer (positive, negative or zero). =1. Exercises Solve the equations (the actual elimination need not be performed): 1. y = 2xp — p?. 2. y= ap? + prCHAPTER 3 Applications of First-Order Differential Equations 21 TANGENTS AND NORMALS TO CURVES The equation of the tangent at P(x,, y,) to the curve y = f(x) is given by VI =F Ne — m1), (21.1) where f’(x) is the derivative of f(x) with respect to x. The normal at P to the curve is the straight line through P orthogonal to the tangent at P and so has the equation I= — ( ~ w)/F' mr)» (21.2) If a geometrical problem concerning a curve and its tangents and normals can be tackled with a Cartesian system of coordinates, we begin y Fig. 4 by taking the equation of the curve in the form y = f(x). The given condition yields an equation between «,, y, and the value of the deriva- tive at (0v,, y,). If this condition is to hold at all points of the curve, we 28APPLICATIONS OF FIRST-ORDER EQUATIONS 29 replace x,, yy, f'(«1) by x, y and dy/dx respectively and so arrive at a differential equation. To complete the problem it is necessary to solve the differential equation. ILLusTraTIon. The tangent at a point P on a curve (Fig. 4) intersects the x-axis at T. Find a curve such that PO = PT, where O is the origin of coordinates. The distance from the origin to P is (x? + y{)¥?. The tangent PT given by equation (21.1) intersects the x-axis at the point T(x, — yi)/f'(), 0 and so PT? = [y,/f"(x,)? + yj. Hence the condition of the problem yields x? + yt = [yi/f'(#.)P +93, from which #,f"(x;) = +31. We now have two differential equations dy/dx = +-y/x. These equations are separable and yield the solutions xy = ¢ representing a family of rectangular hyperbolas and y = cx representing the family of straight lines through the origin. Exercises 1. Find a curve such that the area of the triangle formed by the x-axis, the tangent at a point and the ordinate through the point has a constant value a*. 2. Find a curve such that the distance intercepted on the x-axis between its points of intersection with the tangent and the normal has a constant value a. 3, Find a curve such that the portion of the normal at a point between the point itself and the w-axis is bisected by the y-axis. 4. Find a curve such that the portion of the tangent between the point of contact and the x-axis has a constant value a. 22 ORTHOGONAL TRAJECTORIES Two curves are said to cut orthogonally if the tangents at a point of intersection are mutually perpendicular. A curve which cuts all curves of a given family orthogonally is said to be an orthogonal trajectory of that family. For example, the families of straight lines « = ¢ and y = k are such that each straight line of either family is an orthogonal trajectory of the other family of straight lines, Another example of two families of curves such that each curve of cither family is an orthogonal trajectory of the other family is given by the families of concentric circles x* + y? = r? and straight lines y = mx passing through their centre.30 ORDINARY DIFFERENTIAL EQUATIONS We now consider the task of obtaining the orthogonal trajectories of a family of curves given by the equation F(x, y, 6) = 0. (22.1) This relation is the primitive corresponding to some first-order dif- ferential equation us, y #) =0. (22.2) Note carefully that the arbitrary constant c which determines a particu- lar member of the family curves does not appear in the differential equation. In effect the differential equation is satisfied along all the curves of the family. Equation (22.2) states that the gradient dy/dx of the curve of the family which passes through the point (x, y) is connected with x and y by the relation ¢(w, y, dy/dx) =0. The gradient of the orthogonal trajectory through the same point (w, y) is —1/(dy/dx). Hence the ortho- gonal trajectories of the family of curves (22.1) satisfy the differential equation 1 ace 4) =0 dx) ‘The general solution of this first-order equation (9k) = 0 then represents the family of curves orthogonal to the family given by L(y, €-) = 0. InLustratIon I. Find the orthogonal trajectories of the family of curves y=ce* We have y e* = c and so on differentiation and subsequent division by e* the differential equation dy/dx = —y of the family is obtained. Hence the differential equation satisfied by the orthogonal trajectories is dy/dx = 1/y. This is a separable differential equation with the solution y? = 2x ++ k. That is, the family of parabolas given by y? = 2x + k are the orthogonal trajectories of the family of exponential curves given by yee, InLusTraTIoN II. Find the orthogonal trajectories of the family of curves x?/(a? + c) + y?/(b® + c) = 1, where a and b are given con- stants. Differentiation of the equation of the family with respect to x yields x/(a@ + c) + yy'/(B + c) = 0. The solution of the two linear algebraicAPPLICATIONS OF FIRST-ORDER EQUATIONS 31 equations in 1/(a® +c) and 1/(6? + c) is 1 y’ 1 aay’ — 9) Ree ~ yay The elimination of ¢ gives the first-order differential equation (y — ay’)(y + x/y') = BF — a The orthogonal trajectories are obtained by writing —1/y’ for y’ in this equation. In this example the only effect of this on the differential equation is an interchange of the terms in brackets. That is, the ortho- gonal trajectories are given by the same differential equation as that satisfied by the given family of curves. That is, the given family of curves is self-orthogonal. If a > 5 > 0, the curves corresponding to c > —b? are ellipses and those corresponding to —a® (1 + A)x = «% + Bast —> ow. That is, the complete mixing of the two substances cannot take place in finite time. Cask IT. Let a, + fy. There is no loss in generality in choosing «; > f1 (if not, we need merely relabel the compounds A and B) and so 4a > B. We now have dt 1 7 1 1 | dx hy(%, — w)(B1 —%) a(t — Br) LBy — ey ~ & Integration gives Fila — Ba}t + ¢ = tog (#1 — 8) — Tog (B, ~ 9) = log 5 Initially « = 0 when ¢ = 0. Hence c = log («,/f,). After substitution of this value of c we solve for x to obtain _ePalexp (ales — B.)E} — 1] a, exp {Ri(%. — Bit} — Br _ 2B(L + Afexp {RA — B)/(L + A)} — 1 As. exp {h(a — B)/(1 +2} — 8 We see that x > B(1 + 4)/2 o. That is, the complete mixing of 6/A ( 0 or to (a — 2b) as t -> 00 accord- ing as 4b > a or Jb 0 but |a| = ~—awhena <0.APPLICATIONS OF FIRST-ORDER EQUATIONS 37 not necessary to retain the modulus when treating the logarithms which arise in the integration. Further, equation (26.2) can be written in the form dx v de g—k® Integration gives 2kx = cz — log | g — kv? |. (26.7) A relation between « and t, if required, can be obtained by eliminating v between equations (26.6) and (26.7). As t tends to infinity the term e?”“®)t tends to infinity and so we see from (26.6) that the terminal velocity is /(g/k). IntustraTion. Air resistance is proportional to velocity and the terminal velocity of fall of a man with an open parachute is « centimetres per second. The same man jumps from a height / centimetres and takes T seconds to open his parachute. How small can h be if he is to strike the ground with a velocity not greater than U centimetres per second? In this example 7 = 1 and so the terminal velocity is g/k and hence we have k=g/u. During the first J seconds the man is in free fall and so travels a distance 4gT? centimetres and attains a velocity g7 centimetres per second. Let us now measure distance and time from the position and instant at which the parachute is opened. On substitution for k in (26.5) we have x=, log tg — gu/t| 3 g g i 7 The initial conditions are x = 0 when v = gT and so 2 c= uT + i log |g —g7/u |. Hence we have xauT + hog ust) g' 8 u—o| Taking into account the initial fall through }gT? the smallest value of his given by h = 3gT? + uT — (uU)/g + (w’/g) log | @ — gT)/(u — U)|. Exercise 1. Solve the same problem as that in the illustration when the resistance is proportional to the square of the velocity.38 ORDINARY DIFFERENTIAL EQUATIONS 27 VISCOELASTICITY The stress o, strain ¢ and time ¢ of a standard linear solid satisfy the differential equation do ( dé t15- = Mle + 1.—); ‘dt 7) where M, 7, and rT, are constants. Under the action of a constant stress ¢ = oy the equation becomes o de _ % a ° MM ea (% = a) ent u \yw % under the initial conditions ¢ = ¢) when ¢ = 0. In the case of internal friction, a sinusoidal stress ¢ = oy sin wt is applied and the equation becomes de Oo,» Te. + € = 5, (sin wt + T1H cos wt). om + 8 = jal r ) This equation has the integrating factor e“/"*. The integrals involved in the ensuing calculations can be obtained by repeated integration by parts. The results are Te with the solution Joos ot et" dt = t, "(cos wx -} ty sin wx) /(1 + tio’), fsin ot et dt = 1, e/™(sin ax — ty cos wx)/(1 + to). Hence the solution of the differential equation is a e=ce Wt 4 9 __Tay(z, — 7) cos wt + (1 + tty?) sin wf]. We anlo(ts — 1) cos ot + (1 + rarao!) sin on] From the initial condition « = ¢, when ¢ = 0 we have oo(ts — Ts) fo = 6+ Tay ot) Let us introduce the constants A and 6 by the equations (ty — T:) = A sind, (1 + tt,0*) = A cos 6 from which tan § = 0) L + ttAPPLICATIONS OF FIRST-ORDER EQUATIONS 39 and A® = w(t, — Ta)? + (1 + Tyg”)? = (1 + @%3)(1 + w*73). Accordingly we now have the solution in the form ont, — To) o (1 + t{m?)"? sin (wt + 6) = Sg el —M eaH oat 28 SIMPLE ELECTRIC CIRCUITS From Section 6, equations (6.1) and (6.2) we see that the current 7 in an electric circuit satisfies a first-order linear equation in the following cases: () R =1/C =0, whence ua =E (ii) 1/C = 0, whence a | Ri = E, dq, 1 dq iii) L = 0, whence R-* + ~q = E, where i = —*- (iii) > au’ of it I-Lustration. A series circuit consists of a switch, a capacitor C and resistance R. The switch is closed at time t = 0 when the charge on the condenser is gy. Obtain the charge on the condenser after time t. The differential equation satisfied by the charge g is dg 1 — + aq = 0, dt % cf with the solution qace ler, The initial condition g = g, when t = 0 yields C = q and so the charge is given by —t/CR T= WON Exercises 1. A circuit consists of a battery of constant voltage Ey, a resistance R and an inductance Z connected in series. If the circuit, initially open, is closed at time ¢ = 0 show that the current 7 is given by i = (E)/R) {1 — e~ 2/7}, 2. A series circuit consists of a resistance R, capacitor C and an electro- motive force Ey sin wt. If the circuit, initially open, is closed at time t = 0 show that the current 7 is given by i = Eyol cos wt + w sin ot — « e-*4]/{R(o? + 22)}, where « = 1/CR,CHAPTER4 Linear Equations of the Second Order 29 INTRODUCTION In this chapter we investigate the second-order linear differential equation ad + (0) + ately = 70), (29.1) where p(x), q(x) and va are given functions of x. There is no loss in generality in making the coefficient of y” unity as this can always be achieved by an appropriate multiplier. The equation d* d Sa + Pw + aady =0 (29.2) is called the reduced equation and its solution is called the complementary function corresponding to (29.1). Any particular solution of the equation (29.1) is called a particular integral. It is well to emphasize that the theorems to be proved are not in general true for non-linear differential equations. As an illustration consider the differential equation 2 “a +x = f (29.3) which represents the motion of a particle in a straight line subject to a constant disturbing force f per unit mass and an attractive force nx per unit mass towards a fixed point on the line, where & is a constant and « is the distance of the particle from the fixed point. The substitution y = n°x — f transforms this equation into a + my = 0. 40LINEAR EQUATIONS OF THE SECOND ORDER 41 From equation (4.5) the solution of this equation is y =A cos n(t — k), where A and k are arbitrary constants. A further change of constants by n'c, = A cos nk, n°c, = A sin nk yields the solution in the form y = n(c, cos nt + c, sin nt). Hence the general solution of (29.3) is «= ¢, cos nt + ¢, sin nt + f/n® The reduced equation corresponding to (22.3) is d*x/dt® + n’x =0 and so c, cos nt + ¢, sin nt is the complementary function whilst f/n? is a particular integral corresponding to the choice c, = c, = 0. We shall soon prove that the general solution of a second linear differential equation is the sum of the complementary function and a particular integral, whilst the complementary function is a linear com- bination of two solutions of the reduced equation. In this example, we verify that cos nt and sin nt are solutions of the reduced equation. 30 COMPLEMENTARY FUNCTIONS ‘TueorEM I Any linear combination of solutions of the reduced equation is also a solution of the reduced equation. Let y = u(x) and y = u,(x) be solutions of the reduced equation (29.2). That is uy’ + pu, + qu, = 9, us’ + pu, + gil, = 0. (30-1) Consider Y= Cyt, + Cotte, where c, and c, are arbitrary constants. We have , , , ” ” ” Y= Cyt, + Catoy Y= Cyt! sb Cally and so + py + ay = extn! + catty! + pleat, + eats) = ena! + pi, + git) + ea(uy! + = 0 in virtue of (30.1). Hence y = cy + Csi is a solution of the reduced equation. ‘The general solution of a second order equation involves two arbitrary constants. It follows that c,u, ++ cyt, is the complementary function corresponding to (29.1) provided that w, is not a linear multiple of up. That is, the complementary function can be obtained from two par- ticular solutions of the reduced equation provided that their ratio is not a constant, + (eats ++ eytta) pu, + qua)42 ORDINARY DIF ENTIAL EQUATIONS Ittustration I. Solve the equation x*y"’ — 2xy’ + 2y = 0. The structure of this equation in which y is differentiated with respect to x and then multiplied by x suggests that a solution of the form y =x" exists. Substitution in the equation followed by division by x™ yields the quadratic equation m(m — 1) — 2m +2 =m? —3m4+2=0 with the solutions m = 1 or m = 2. That is, « and «? are particular solutions of the equation. Hence the general solution by Theorem I is y= Cy" + Cox, ILLustRATION IT. Solve the equation yy” — y’? = 0. This equation is not linear. The substitution y’ = p from which yy" = dp/dx = (dp/dy)(dy/dx) = p(dp/dy) reduces it to the separable first order equation which has the solution p = cy. This equation, in turn, is separable with the solution yoke. Note carefully that y = 1 and y = e® are particular solutions of the equation but that the linear combination c, + ¢, e® is not a solution. Accordingly we have shown by a counter-example that Theorem I does not in general apply to non-linear differential equations. Note also that the method of solution used in this illustration trans- forms a second-order equation of the type f(y, 9’, y”’) = 0 (that is, an equation of the second order in which x does not occur explicitly) into a first-order equation f(y, p, dp/dy) = 0. The solution of the second- order equation then depends on the possibility of solving the first-order equation. Exercises Show that particular solutions of the form suggested exist and so solve the differential equations: 1. y"” — 3y" + 2y = 0. (0) 2. 4x2y"’ dary’ — y = 0. (0.) 3. y+ 9 = 0. (cos Ix, sin lv.) 4. y"” + 2y! + 2y = 0. (e” cos x, el sin x.) 5. y"" — dy" + dy = 0. (el, wel.) 6. (1 — log x)x2y"” + xy’ — y = 0. (x, log «.)LINEAR EQUATIONS OF THE SECOND ORDER 43 31 GENERAL SOLUTION WHEN THE COMPLEMENTARY FUNCTION IS KNOWN Tueorem II The general solution of a linear differential equation is the sum of any particular integral and the complementary function. Let y = u,(x) and y = u,(x) be solutions of the reduced equation (29.2) and so give rise to the complementary function ¢,u, -} ¢2t,. Let y = 0(x) be any particular integral of (29.1). That is, vw" + pol + qu = f(x). (31.1) Consider Y= + Cy + Cotte, from which we have yl = 0 + ey + catty, yl 0" + ety’ + catty’, and so ow + py + ay + le’ + et} caus) + q(v + eats “+ eats) elu” + pu, + gus) + eau ++ pu + aus) + po’ + qv in virtue of (30.1) and (31.1). Hence y = v + ¢,y + ¢ytz, which involves two arbitrary constants, is the general solution of equation (29.1). In effect this means that the general solution of a lineat differential equation of the second order can be immediately written down provided that two different particular solutions of the reduced equation and one particular solution of the original equation are known. ILLUsTRATION. Solve the equation wy” — Qny! + 2y = (w? — 2x + 2) e%. From illustration I of the previous section, the complementary function is y = cx -+ cyx®. It is obvious from the differential equation that y =: e” is a particular integral. It follows by ‘Theorem II that the general solution is Y = Ow + can? ++ e* Exercises Obtain the general solutions of the following equations. Note that the corresponding reduced equations have been treated in the previous set of exercises. 1. y"” = 3y' + y= 6.44 ORDINARY DIFFERENTIAL EQUATIONS 2. 4a%y!"” + day! — y = 4 cos x — (1 + 4x2) sin x, 3. yf Dy = sin 2x, 49" + 2. 5.” 32 SUPERPOSITION PRINCIPLE Turorem HT If y = 2x) ts @ solution of the differential equation L(y) = g(x) and y = w(x) is a solution of L(y) = h(x), where Ly) = 9" + pla)y" + ax), then y = v(x) + w(x) is a ae of L(y) = g(x) + A(x). Since y = v and y = w are solutions of the equations indicated we have vo" + pu’ +qu=g, w'’ + pw’ + qu =h. Addition yields (@ +2)" + p@ +2) +qe +w)=gth showing that y = v + w is a solution of the equation + py +p =eth as required, This theorem is used when f(x) in equation (29.1) can be split up into the sum of functions for which the corresponding particular integrals can be calculated. ILLustraTIon. Solve the equation (x — 1)y” — xy’ +y =3 4+ 2xe* It can be verified that y = x and y = e® are solutions of the reduced equation and so the complementary function is c,« + c, e*. Further, y = 3 isa particular solution of (v — 1)y"" — xy’ +y =3 andy = e-* is a particular solution of (# — 1)y'’ — xy’ + y = 2x e~*. Accordingly the general solution of the given equation isy = cyx + cz e* +- 3 + 2e-*. Exercises Solve the following equations, noting that the reduced equations have been treated in the exercises of section 30: 1. yy” — 3y’ + 2y = 64+ &%, 2. Any” + day" — y = 2x(3 + 2 cos w). 3. y’ + 9y = (sin x + cos x)%. 4, yy” + 2y' + 2y = 2e +24 e%LINEAR EQUATIONS OF THE SECOND ORDER 45 33 GENERAL SOLUTION WHEN ONE PARTICULAR SOLU- TION OF THE REDUCED EQUATION IS KNOWN Let y = u(x) be a particular solution of the reduced equation (29.2) corresponding to (29.1), That is, u’ + pu’ + qu =0. (33.1) The substitution in (29.1) of y = w(s)a(a) from which we have yy’ = uz’ + u'z, y= ual"! -- Q's! + ule yields (us + 2u's' + u’z) 4 p(uz’ + u's) + qu That is, in virtue of (33.1) uz" + (2u’ + pu)z’ = f. Putting 2’ = t we have ut’ + (2u' + put =f. This is a linear equation of the first order in ¢ and so can be solved by the method of section 13 to yield a solution of the form t= a(x) + esB(), where «(«) and A(x) are functions of « dependent on the original choice of p(x), u(x) and f(x). A further integration gives z= fae) dx +- c1 | AC) dx + Cy and so the general solution is y= ws) a) dx +- cant) ) dx +- cgt(x). f InLustration. Solve the equation (1 + )(1 + 2x)y’’ + 2my’ — 2y = (1 + 2n)?/{w(1 + 2)}. Inspection shows that y = x is a solution of the reduced equation: (It is worth noting that y = « is a solution of the equation F(a)y"” + ay’ —y =0 for all functions f(x).) Make the substitution y = «a(x) from which we have y’ = xa’ +2, yl! = x2" + 22" and the equation becomes (1 + x)(1 + 2x)(x2"” + 22") + 2x(ma’ + 2) — xe = (1 + 2x)*/{a(1 + x)}.46 ORDINARY DIFFERENTIAL EQUATIONS Putting 2’ = ¢ we have x(1 + x)(1 + 2x)t’ + 2(1 + 3x + 3x*)t = (1 + 2x)?/{w(1 + x)}. To obtain the integrating factor we write this equation in the form , , AL + 3x + 3x4) 1+ 2x © x(L x) + 2x) (1 + x)? By the method of partial fractions we have 21 -+ 3x + 3a) 2 2 x1 + x\(l + 2x) x 1 +e (33.2) ‘Thus 2(1 + 3x + 3x") ie + x)(1 + 2x) = log {x°(1 + x)*/(1 + 2a)} and so an integrating factor is x°(1 +- «)?/(1 -|+- 2x) and we may write (33.2) in the form wel + Pe _, 2x(L + x)(L + 3x + 32%) (1+ 2x)" * 1 + 2x* ‘The integration yields dx = 2 log x -- 2 log (1 + x) — log (1 + 2x) #=1. #1 + Pe i. + 2x Cy +N and so mae + 2x) , 1+ 2x wbx" bP Again, we have by partial fractions that 1 + 2x 1 1 1 + 2x 0 ea ap AG Pa Hence a further integration gives e1 a + log « — log (1 + x) — get oo ra and the general solution is y = wlog {x/(1 + »)} — (@ + ex)/(1 + 8) + eae. Exercises Find the general solution of the following equations. In each case a par- ticular solution of the reduced equation is given. 1." — 3y' — 4y = 50 cos 2x. (e~*,)LINEAR EQUATIONS OF THE SECOND ORDER 47 2. 2x%y" — xy! +. y = 3x3. (x.) 3." + y = 8(cos 3x — cos x). (sin x.) 4, y"' + 2y’ + 2y = Se*. (e-* sin x.) 34 VARIATION OF PARAMETERS Let y = u,(x) and y = u,(x) be particular solutions of the reduced equation (29.2), That is, equations (30.1) are satisfied. Consider the substitution y = user(s) + ula) from which Y= ky + Uyh_ FUR fb Wee. Now choose the functions 2,(%) and 2,(x) to satisfy the relation Wyk, + Woe = 0. (34.1) It follows that gms aya, ay! By! + yay. Substitution in (29.1) yields way mya, uy’ ee + ges + p(wie + wise) + g(t, + ese) = f which in virtue of (30.1) reduces to Uz, + Ugh, =f. (34.2) Equations (34.1) and (34.2) are two linear simultaneous algebraic equations in x, and x, with the solution 1 fe Uy ~~ Uy Hence we have that the general solution of (29.1) is given by Y = Cy + Cyt, — uf (fus/U) dx + us | (fs/U)A, (34.3) ay where U = uy, — nus. (34.4) This method is known as the variation of parameters. ILLusTRATION. Solve the equation y’’ +- y = cos « + sin x. It is obvious by inspection that y = cos « and y = sin «are particular solutions of the reduced equation. It is more instructive to repeat the variation of parameter method rather than quote the result. Accordingly we make the substitution y = 8, cosx + 2, sinx48 ORDINARY DIFFERENTIAL EQUATIONS from which y —s,sinw + 2, cos x if we choose 3 cos w ++ x sine = 0. Hence y"” = —s) sin x + 33 .cos x — 8, cosw — 8, Sin x and substitution in the equation now yields —s1 sin w + 3}, cos # = cos # -|- sin x. Solving for z{ and 2} we obtain — sin x (cos x + sin x), 8) = cos x (cos ¥ — (sin 2x + 1 — cos 2x). at ++ cos 2a - sin «) } sin 2x), a= Thus 8, = —}x +4 cos 2x +4 sin 2x cy, 32 = and the solution is y = ¢,cosx + c,sinx — x cos x + dw sina, since the terms |} sin 2x — 4 cos 2x +c, $ cos x(cos 2x + sin 2x) + } sin can be absorbed into the complementary function c, cos « + ¢, sin in 2x — cos 2x) = (cos x + sin x) Exercises Use the method of variation of parameters to solve the following equations in which two particular solutions of the reduced equation are given. 1. y'"’ —y = e%. (0%, e*) 2. y"” + y = cosec x, (cos x, sin x.) y 3. xy" + ay’ — y = x7 e®. (x, 1/x.) 4, 4x%y" + day’ + (402 — 1)y = 8x sin «. (w-1/? cos x, x7” sin x.)CHAPTER 5 Second-Order Linear Equations with Constant Coefficients 35 AUXILIARY EQUATION Consider the differential equation ay dy - 2b + ey 2 35.1 a+ OD by =F), (35.1) where a, b and ¢ are constants and f(x) is a given function of x. (The introduction of 26 instead of b merely serves to avoid the fraction $ in the subsequent development.) We have already seen in sections 33 and 34 how to solve a linear differential equation of the second order when either one or two solu- tions of the reduced equation are known. Accordingly it suffices at this stage to consider the solution of the reduced equation dy , dy 2 ae + DS + ey = 0. (35.2) The corresponding quadratic equation am + 2bm +6 =0 (35.3) is called the auxiliary equation and three cases arise in the solution of (35.2) according as the roots of this quadratic equation are real and distinct, real and coincident or conjugate complex. 36 AUXILIARY EQUATION WITH REAL DISTINCT ROOTS (b? > ac) When 5? > ac, the auxiliary equation (35.3) has real distinct roots. In this case we substitute y = e”” in (35.2). The result on division by e”” is am? + 2bm +c =0. 4950 ORDINARY DIFFERENTIAL EQUATIONS This equation is satisfied if we choose m to be either of the real reots m, or mt of the auxiliary equation. Hence e”* and e’"*“ are distinct solutions of (35.2) and so the solution of (35.2), (the complementary function corresponding to (35.1)) is y =e, em™® + cg 7%, (36.1) ILLustraTION. Solve the equation y’’ — 3y’ + 2y = x. The reduced equation is y’’ — 3y’ + 2y = 0. The exponential e”* satisfies this equation if m is a root of the auxiliary equation m —3m+2=0. That is, m = 1 or 2. Hence the complementary function is ¢, e” +- c, e?*- The solution can be completed by the method of variation of para- meters with uw, = e? and uw, = e®*, From (34.4) we have U = e**, and so from (34.3) the general solution is y =c,e" + ye — | we-® dx + efx ec” dix = eye + cg e* + f(2x + 3) on evaluation of the integrals. ‘The solution in this illustration can also be obtained by the method given in section 33 with the choice of either e* or ce?" for u(x). Exercises Solve the equations: 1. y" — dy! -- 3y = f(x) when f(s) is (a) 2, (b) sin x, (6) 2. y"” — y = f(x) when f(x) is (a) « e%, (b) 2 cos? x, 37 AUXILIARY EQUATION WITH COINCIDENT ROOTS (0? = ac) When 6? = ac the auxiliary equation (35.3) has coincident roots mM, = my == m (say). In this case the two solutions e”” and e”* are not distinct. However, we have one solution e”* and so can use the method of section 33 to obtain the complementary function. Accordingly, we substitute yee, from which yl = (8" + ms) em and y"" = (3° -+ 2ms" + mz) emLINEAR EQUATIONS WITH CONSTANT COEFFICIENTS 51 into (35.2) to obtain a(2"" -- 2ms’ -- mz) e”® + 26(s" 1 mz) em +} On division by e”* we obtain az"’ + 2(am +- b)s' -}- (am? +- 2bm -- c)z = 0. The coincident roots of the auxiliary equation am? +- 2bm +c = Oare ~—b/a since the sum of the roots is —2/a. That is, both am? 4- 2bm 4- ¢ and am + bare zero. Hence az” = 0 and so x = ¢, + cox. Accordingly the complementary function is (cx + cx) e™. (37.1) ez em = (), ILiustRATION. Solve the equation y’’ +- 2y’ + y = sin x. ‘The coincident roots of the auxiliary equation m® +- 2m + 1 = 0 are ~1. Hence by (37.1) the complementary function is (¢, + cx) e~*. ‘The solution can be completed by the method of variation of para- meters. It is, however, easier in this example to use the method of section 33 with « = e~*. The reader is asked to verify that the sub- stitution y = z e~* leads to the equation =’ = e® sin x. Successive in- tegrations give the general solution (cr + ¢gx) e* — $ cos x. Exercises Solve the equation: 1." — 4y" + 4y = f(x) when f(x) is (a) €% (b) €2%, (c) «, (d) cos 2x. 38 AUXILIARY EQUATION WITH COMPLEX ROOTS (b? < ac) When 6? < ac the auxiliary equation (35.3) has complex roots & +- mi, where & = —b/a, a? = (ac ~ b*)/a. (38.1) Consider from which yy! = (2' + &2) e, yl” = (2 4 Substitution in (35.2) and subsequent division by a e** yields 2” Lyte =0 (38.2) 3) in virtue of (38.1). ‘Two distinct solutions of this equation are cos x and sin yx. Hence52 ORDINARY DIFFERENTIAL EQUATIONS the general solution of (38.2) is cy cos yx ++ cy sin yx. Accordinglyt the complementary function corresponding to (38.1) is (cy cos nw ++ €g sin nx) e*. (38.3 ILLustRATION. Solve the equation y"” + 2y’ + 2y = The roots of the auxiliary equation m? 4- 2m 4-2 =0 are —1 4-7 and so by (38.3) the complementary function is (c, cos # ++ ¢, sin x) e~*. We complete the solution by the method of variation of parameters with u, = e~* cos x, up = e~* sin x. From (34.4) we have U = e-** and from (34.3) the general solution is y = (€, cos x-+-c, sin x) e~* e-*eos:| eMsin.wdy- e~*sina [et cos x dx = (1 cos w-}-¢, sin x) e~* 4-2”. Exercises Solve the equations: 1. yy” + 3y' + Ty 2. y" + y = sine. 9 3.9" + 4y' + By = 39 COMPLEMENTARY FUNCTIONS It is instructive to collect together at this stage the form of the comple- mentary function and its relationship to the roots of the auxiliary equation am? -+- 2bm +c = 0. We have seen that there are three cases, namely I. (68 > ac). Real roots m, and mz, exist and the corresponding com- plementary function is 1 e™® + c, em”, II. (88 = ac). Real coincident roots m exist and the complementary function is (Cy + cyx) em. III. (6? < ac). Conjugate complex roots & +: 47 exist and the comple- mentary function is (cy Cos @ + Cy sin yx) eF. + The reader acquainted with the complex analysis statement e = cos 0 + isin 0 will note that (38.3) follows immediately from (36.1) with m, = & + mi, ms = § — ni and renaming of the constants.LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS 53 These three results ought to be committed to memory so that the complementary function corresponding to any linear differential equation of the second order can be written down immediately. ‘We now show that for certain types of function f(x) there exist quick methods of determining a particular integral of equation (35.1). Later we shall develop an alternative method using D-operator methods. Then. the general solution is the sum of this particular integral and the comple- mentary function. 49 PARTICULAR INTEGRAL WHEN f(x) = e* The substitution y = A e* in equation (35.1) and subsequent division by e® gives A(ak® -+- 2bk 4-c) = 1 and so yields a particular integral y = e/(ak® + 2bk + c) provided that ak? -|- 2bk +- ¢ #0. 'That is, k is not a root of the auxiliary equation am? -- 2bm +-¢ = 0. If is a root of the auxiliary equation, substitute y = Aw e® in (35.1). In virtue of ak® 4- 2bk + c = 0 we obtain 2A(ak +- 6) = 1 and so a particular integral is y = Iw e/(ak +2) provided that ak + b 0. That is, k is not a coincident root of the auxiliary equation. Ifthe auxiliary equation has coincident roots k we substitute y = Ax? e* in (35.1). This yields in virtue of ak -+ b = 0 and ak? + 2bk +c =0 that A = 1/(2a) and so a particular integral is y = x el! /(2a). Note carefully that the exceptions arise when the trial substitutions are contained in the complementary function. InLustraTIon I, Solve the equation y’"’ — 3y’ + 2y = e5*. We easily obtain that the complementary function is ce” + c, e**. For a particular integral, the substitution y = A e gives 254 &* — 154 e* + 24 = o =@é from which A = ,};. Hence the general solution is 23 5: yey + cge™ + aye ILLusTRATION II. Solve the equation y’” — 3y’ +- 2y = e*. The reduced equation in this example is the same as that of illustra- tion I. However, in this case k = 1, and 1 is a simple root of the auxiliary54 ORDINARY DIFFERENTIAL EQUATIONS equation m? -- 3m -+ 2 =0. Accordingly we substitute y = Axe” to obtain A(x e* -+- 2 e*) — 3A(x c® +} e”) + =e Hence A = —1 and so the general solution is y =, + 6,0" — xe ILLusrraTION IIT. Solve the equation y” +- 4y’ +- 4y = e-?*, In this example k = —2 and —2 is a coincident root of the auxiliary equation m® -|- 4m 0. The substitution y = Ax? e~®” gives A(4u2 e~** ~- 8a e-®* 4+ 2e-**) 4. 4A(—2n? e-** ++ Qu e**) 4 4An® en?" = oP Accordingly A = } and so the general solution is y= (er beasle™ 4 Exercises Solve the equations: 1. y" 4 2y' 4 3y =e. 2, y'" — dy’ — Sy =e By! + 2y =e. 41 PARTICULAR INTEGRAL WHEN S(*) = A cos ax + wp sin ax, (« # 0) The substitution y = Acosax + Bsinax (41.1) in (35.1) yields —aw2(A cos ax + B sin ax) +- 2ba(B cos «x — A sin a) + ¢(A cos ax -- B sin ax) = 2 cos ax + pe sin ax. Equating the coefficients of cos ax and sin ax we have (¢ — aX)A 4 2baB = 1 —2buA + (¢ — a#)B = pw. The solution of this pair of simultaneous equations in A and B is (c — av?) — 2bupe 2bad + ( — aay As oS B= (€ — aa)? + 4b? provided that (¢ — ax?)? -}- 4b%x* +40. That is, provided that 6 = 0 andLINEAR EQUATIONS WITH CONSTANT COEFFICIENTS 55 ax? = c are not both satisfied. Substitution of these values of A and B in (41.1) gives a particular integral. In the exceptional case b = 0 and ax? = c the expression (41.1) is the complementary function and so cannot be a particular integral. Instead try the substitution y = #(4 cos ax + B sin ax), from which y' = Acos ox + Bsin ax + ax(B cos a” — A sin ax), yy" = 20(B cos ax — A sin ax) — a2x(A cos ax + B sin ax), and so obtain 2a(B cos ax — A sin ax) = A cos aw + pw sin ax in virtue of aa? = c. Accordingly A = —p/(2«) and B = 2/(2) and we have a particular integral. y = x(—p cos ax + Asin ax) /(2x). Iutusrration I. Solve the equation y” + 4y’ + 5y = cos 3x. The auxiliary equation is m® + 4m +5 = 0 with roots —2 +7 and so the complementary function is (c, cos x + ¢, sin x) e*", The sub- stitution y = A cos 3x + B sin 3x yields —9(A cos 3x + B sin 3x) + 12(B cos 3x — A sin 3x) + 5(A cos 3x + B sin 3x) Hence —44 + 12B =1, —12A —4B =0 and so A= B = ;. Accordingly the general solution is (cy cos # + cy sin x) e-*” -+}- 35(3 sin 3x — cos 3x). cos 3x. 1g ds and Itustration IL. Solve the equation y” -- 9y = cos 3x. ° The auxiliary equation is m? + 9 =0 with roots + 37 and so the complementary function is c, cos 3x + c, sin 3x. This is the exceptional case which requires the trial form y = x(A cos 3w +- B sin 3x), Sub- stitution in the equation gives 6(B cos 3x — A sin 3x) = cos 3x. Hence A = 0 and B = } and so the general solution is ¢, cos 3~ + cy sin 3~ +- tw sin 3x. Exercises Solve the equations: 1. yy” + 2y' + y = sine. 2. 3y" — 4y" + Sy = cos 2x. 3. y"” — 4y = sin 2x. 4. yy" + 4y = 2 cos 2x + sin 2x. o56 ORDINARY DIFFERENTIAL EQUATIONS n 42 PARTICULAR INTEGRAL WHEN j(*) = > 4,1”, (4, # 0) r=0 Substitute 7 = . y 2,4 in (35.1) to obtain n a> nr =1)Ax'? + 2%» Ago 4 “> A,x" = 1 r=0 r=8 Equating coefficients of x”, x"~ +, we have CAn = Any CAy-1 + 2bnAy = aya, CA, + 2b(n ~ I)Ap-1 + an(n — IA, = Ay 2, cAy + 2bA, + 2aAy = &. We note that the first equation gives A,, = a,,/c. The second equation then gives A,-, and proceeding in this way we determine all the co- efficients A, and so obtain a particular integral. This procedure fails when c = 0 as the first equation cdz = a, is inconsistent with a, ~ 0. In this case we try y= > Ast r=1 to obtain n+l atl ntl a> rr Aw? + 2b Aw =D a,x". rd r=1 r=1 Equating coefficients will again yield (x +1) equations for A,+1, Aj, «~ +, As, Ay, and so a particular integral can be obtained. This procedure breaks down if 6 = 0 as well as c = 0. In this case the equation becomes dy oX ai a,x" 3 > Eh dx: =r} and the solution follows by direct integration. IntustraTIoN I. Solve the equation y” -} y’ + y = «# The auxiliary equation is m* -+- m + 1 = 0 with the roots —} + Yi.LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS 57 To obtain a particular integral substitute y = Ag + Ayx + A,x* in the equation. The result is 24, + (Ay + 24yx) + (Ay + Ax + Age?) = x? Comparison of coefficients then yields A, = 1, A, + 2A, =0 and Ay + Ay +2A, =0. Hence A, = 1, Ay = —2, Ay =0 and so the general solution is (1 cos “3x + cy sin ¥8x) e-*/® + 4% — 2x, ILLusTRATION II. Solve the equation y” + 2y’ = x4, The auxiliary equation m? -- 2m = 0 has the roots 0 and —2, This is the exceptional case when we make the substitution y = Ayx + Ayx® + Agr? + Ayxt + A;x5 in the equation to obtain (2A, + 6Age + 12A,x* + 20A,x5) 4A, + 2A yw + 34x" + 4.A,x? + 5Asxt) = xt from which 10A,; = 1, 8A, + 204; = 0, 6A, + 124, = 0, 4A, + 64, =0,24, + 24,=0., Hence A; = 75, 4g = —}, As = dy, 42 = —ay and A, = 4, and so the general solution is Cy beg em + hg (15a — 15x? 4 10x® — 45a + 1835), Exercises Solve the following equations: 1. 2y"” — 3y' + Ayaan’, 2.9" -+y =1—at-+ sine, 3. 2y"” — y! = x + 2, 4. y"" + Sy’ = » + costa. 43 PARTICULAR INTEGRAL WHEN F(#) = (A cos ax + p.sin ax)je** Consider y = (A cos ax + B sin a) e, (43.1) from which yy’ = [(RA + «B) cos ax + (RB — «A) sin ax] e™, y= [A + 2huB — 02A) cos ux + (kB —2haA — a2B) sina] o. Substitution in (35.1) followed by equating the coefficients of e** cos *”58 ORDINARY DIFFERENTIAL EQUATIONS and e"* sin «« produces two simultaneous equations in A and B. We solve for A and B and substitution in (43.1) yields a particular integral. This method breaks down if k + ix is a solution of the auxiliary equation because (43.1) is then the complementary function. In this case, as we shall verify in an example, the substitution y = x(A cos ax + B sin wx) e produces a particular integral. ItLusrraTION I. Solve the equation y’” +- y = e* cos x. ‘The complementary function is c, cos x +- c, sin x. Using the above expressions for y and y’’ when k = « = 1, we obtain [(A + 2B) cos x -+ (B — 2A) sin x] e* = e* cos x. Hence A +-2B = 1 and B —2A =0 with the solution A = 1 and B = 2. Accordingly the general solution of the given equation is y =, cosx + ¢,sinx + 1(cos* + 2 sin x) e” ILLusTRATION II. Solve the equation y’’ + 2y’ + 2y The roots of the auxiliary equation m? + 2m 4-2 and so e~* cos « belongs to the complementary function +14, (c, cos # ++ cy sin x) e~*, In this case we try y = x(A cosx + Bsin x) e* from which y' = (A cos x + Bsinx)e* + «[(B — A) cos x — (A + B) sina] e-*, y” = [2(B — A) cos x — 2(A + B) sin x] e~* ++ x*[—2B cos w -|- 2A sin x] e~*. Substitution in the differential equation gives (2B cos x — 2A sin x) e~* = Hence A = 0 and B = } and so the general solution is e-* cos x. y = (c, cos x +c, sin x) e~* + jxe ~* sin x. Exercises Solve the equations: 1. 2y” + 3y’ + 4y = (sin w + cos x) €%, 2. y"’ —y = e* sin x, 3. 9" + 4y! + 5y = (cos w — sin x) e~,LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS 59 44 PARTICULAR INTEGRAL WHEN f(x) = e** > a,x" rad ‘The reader has by now reached the stage when he will realize that the trial substitution in this case is yoe > Ax. 0 However, if & is a root of the auxiliary equation the term A, e* belongs to the complementary function and so we try neh y= > Ax’ Ifk isa repeated root of the auxiliary equation both A, e™ and Ayx e’* belong to the complementary function and we try nee y =e > Ax. ‘The three cases are presented in the following examples. IuiustraTION I. Solve the equation y” + y’ + ‘The roots of the auxiliary equation m? +- m - Consider y = (Ay + Aye + Apx®) e*, from which. [Ay + Aix + (A; + 2A4,)w + A,n*] €°, yt = [Ay +24, +24, + (Ay + 44g) + Ase] Substitution in the differential equation gives [34 + 34, + 24, + (34, + 6A4,)x + 34,87] e* == x7 €*, Hence we have 34, = 1,34, + 64, = 0 and 34, +34, +24, =0 and so Ay =}, 4, = —$and Ay = 4. Accordingly the general solution is y = (ce, cos Y8x + cy sin ¥3x) ee! + 1(4 — 6m + 3x*) e*, ItLusrration II, Solve the equation y” — y = (x + 2)e”. ‘The complementary function is c, e* + cy e~* so we must begin with the trial substitution60 ORDINARY DIFFERENTIAL EQUATIONS from which y’ = [Ay + (Ai + 24,)x + Apx"] e*, yy" = [2A, + 2Ag + (Ay + 4As)e + Agx®] e* Substitution in the differential equation gives (A; + 2Ag + 2Agx) e® = (w + 2) e* and so A, +2A,=2and 24, =1. Hence A, = 1 and A, = }. Thus the general solution is cy €* + Cg e~* + (we + 3 x*) e* ILLusTRATION III. Solve the equation y” — 2y’ + y = (w + 2)e*. ‘The complementary function is (c, + c,”) e* and so we begin with the substitution y = (Agx® + Ayx) e?, from which. y' = [2Age + (Az + 3A5)x* + Age] e*, y" = [Ay + (44g + 6AQ\e + (Ay + 6A,)a? + Aya] e% Substitution in the differential equation gives (2A, + 6Agx) e* = (w +2) e% Hence the general integral is ya (a bee bat + bet) en Exercises Solve the equations: 1.” — 3y" + 2y = (6" — 1) e* 2. xy" + 4y" + 3y = 4x em. 3." + Ay’ ++ 4y = 2(2 — 9x) e-**, 45 PARTICULAR INTEGRAL WHEN F(*) = (Acos ax + p sin ax) > a,x" 7=0 The trial substitution in this case is n y = cos ax > A,x* + sin aw S Bx. 70 ra0LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS 61 An exceptional case occurs when 6 = 0 and ai is a root of the auxiliary equation. In this case the trial substitution is m41 net y = cos ax > A,x" + sin ax > Bx. rai rat IniustrratIon I. Solve the equation y"” — y = x cos x. Consider y = (Ap + Aix) cos x |- (By + B,x) sin x, from which y’ = (Ay + By + Bix) cos « + (—Ay + By — Ayx) sin x, yl" = (—Ay + 2B, — Ax) cos x — (24, + By + Byx) sin x. Substitution in the equation gives (—2A, + 2B, — 2A,x) cos « — (2A, + 2B, + 2B,x) sin x = x cos x. Accordingly we have —2A, + 2B, = 0, —24, = 1,24, + 2B, = 0 and B, =0. Hence A, = -3, By =}, 4, = Bi =0 and so the general solution is y =c,e* +c,e* + sin x — x cos x). ItLustration IT. Solve the equation yy’ + y = x cos x. In this example cos x and sin x belong to the complementary function and so we try y = (Ay + Ax’) cos» + (B,x + B,x*) sin x, from which yy’ = [Ay + (2A_ + By)x + Byx*) cos x + [By + (2B, — Ay)x — Apx*] sin x yy” = [2(A, + By) — (Ar + 4B,)x — Apx*] cos x + [—2(4, + B,) — (4A, + Bix — B,x*] sin x. Substitution in the equation gives [2(A, + By) + 4Byx] cos x + [—2(4, — B,) — 4A,x] sin x = xcos x, Accordingly we have A, + By =0,4B, =1, Ay — B, =0 and A, =0. Hence the general solution is y =c,cosx + cy sin x + 4(x cos x + x? sin x).62 ORDINARY DIFFERENTIAL EQUATIONS Exercises Solve the equations: 1. y"” — 2y’ ~~ By = (2 — 4 }- 2x2) sin x + (4x -— 22) cos x. 2. "429 ++ 10y = (5x + 3) cos 3x -+ (7x -+ 14) sin 3x, 3.9" + Ay = Bx ++ 2)(sin 2x ++ cos 2x) — 4 cos 2x, 46 EULER LINEAR DIFFERENTIAL EQUATIONS OF THE SECOND ORDER The differential equation 9 + pal + gy = S00) (46.1) where p, g are constants and f(x) is a given function of x is called the Euler linear equation of the second order. This equation can be transformed into a linear equation of the second order with constant coefficients by the transformation wel. To show this we calculate dy/dx and d*y/dx? in terms of dy/dt and d*y /dt®, We have dy _ddt dy /dx _ 1D ads dtds dt/ deo ae’ dy “( eye OY oa Y di aN’ atTax ae? a and so ma dy _ dy dy “ae at’ ede dr (62) Substitution in (46.1) yields a +o + ay =H) (46.3) which is linear of the second order in y and t with constant coefficients. Intustration I. Solve the equation x®y’"’ — 2xy’ + 2y = log x. In virtue of (46.2) the transformation « = et yields the equation dy dj % 39 4 ay ot, The general solution of this equation (see illustration of section 36) is y = cet + cge + 4(2t + 3)LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS 63 and so the general solution of the given equation is Y= ex + cg4* 4 4(2 log w + 3). ItLustRATION IT. Solve the equation #y"" + 3xy’ ++ y = sin (log x). In virtue of (46.2) the transformation « = e yields the equation da 2d) oy 4 Oy sin. dt? dt ~ The general solution of this equation (sce illustration of section 37) is y = (cy + ent) e-' -- d cost and so the general solution of the given equation is = (c, + ey log x)/x — 4 cos (log x). In.usrration IIT. Solve the equation «%y’’ + 3xy’ +- 2y = x. In virtue of (46.2) the pee x = et yields the equation dy dt® The general solution of this equation (see illustration of section 38) is y = (c, cost + cz sin t) em! + et and so the general solution of the given equation is = [c, cos (log «) ++ cy sin (log «)]/w + x. + 7 tay = et Exercises Solve the equations: 1. x®y" — Qxy’+ 2y x8 =, 2. 3. xty”’ + xy’ + y = log x. 4. (1 + 2x)2y"” — 6(1 -+ 2n)y’ + 16y = (1 + 2092. (Hint: substitute 1 +- 2x = et.)CHAPTER 6 Applications of Second-Order Differential Equations 47 ELECTRIC CIRCUIT As already mentioned in section 6, the current 7 in a circuit consisting of an inductance L, a resistance R and a capacitor C connected in series with a driving electromotive force E is given by 1 =&£, 47.1 af (47.1) where 1 = dq/dt, q being the charge on the capacitor. A number of problems arise and we shall discuss a few cases in detail. Free oscillation corresponds to E = 0 and the circuit is said to be damped when R 0. 1, Ra de 48 FREE OSCILLATION WITH NO DAMPING When £ = R = 0, equation (47.1) becomes #0 aay a0, where ow, = 1/(LC). This differential equation, referred to as simple harmonic, has the solution = C1 COS Mot + Cg Sin wot. A more useful form of this expression is found by replacing the constants c, and c, in accordance with cy = A cos 6, Cy = Asin 6. The solution now takes the form q = A cos (wt — 8) 64APPLICATIONS OF SECOND-ORDER EQUATIONS 65 and the current # in the circuit is given by 1 = dq/dt = asin (wet — 6), where a = —Aay. That is, the current oscillates between -+a and —a with a period 22/9. We call a, wy and 6 the amplitude, frequency and phase respectively of the current. Note that the amplitude, frequency and phase respectively of the charge on the capacitor are --a/d , wy and 6. 49 DAMPED FREE OSCILLATIONS When E = 0, the ae (47. a becomes a oy at 7 + aig = 05 where k = R/(2L) and ow = 1/(LC). Three cases arise according to the nature of the roots of the auxiliary equation m® + 2km + w% = 0. Cask I corresponding to wy > k is called the oscillatory case. The roots of the auxiliary equation are the complex numbers — k + ai, where wo = a — k* = (4L — R°C)/(4L°C). The solution for q is given by = (¢, cos wt + c, sin wt) e~* (49.1) Ae cos (at — 8) and so the current 7 is given by i = dq/dt = —A ek cos (wt — 6) + asin (at — 6)]. Again we may replace the constants Ak and Aw by a and 7 where —Ak = acosn, —Ao = asinn and so obtain i= ae™ cos (wt — 6 — 7). The current has maxima at times corresponding to cos (at — e — 6) = 1, and so the time between successive maxima is 27:/a. That is, the current oscillates with period 2x/a between successive maxima but the ampli- tude a e~* decreases with the time ¢ and in fact tends to zero as ¢ tends to infinity. That is, the current eventually dies out. Note also that the current and charge are no longer in phase.66 ORDINARY DIFFERENTIAL EQUATIONS ‘The current is simple harmonic with the frequency wy under no damping (k = 0). We see then that damping decreases both the ampli- tude and the frequency of the current in the circuit. Case II corresponding to w, =k is called the critically damped case. ‘The roots of the auxiliary equation are now coincident with the value ~k and so a= (4 + et)e*, Hence i == dq/dt = (c, — ke, — kext) = (+ ue, where A = c, — ke, and w = —key. We see that the current dies out as ¢ tends to infinity. The current 7 has a maximum or minimum corresponding to di/dt = (u — kA — ut) e™ = 0. If « > kA there is a positive solution t= ty = (u — RA ARn) and by considering the sign of di/dt it is established that 7 has a maxi- mum at fy. Thus the current begins by increasing and then dies off as t tends to infinity. However, if « < kd the current decreases at all times. Case III corresponding to w») . It is convenient to choose the form (49.1) for the complementary function. ‘Thus the general solution of (50.1) is q = CE +- (c, cos wt -+ cy sin ot) e*, from which i = dq/dt = [—R(c, cos wt + cy sin ot) + @(—c¢, sin wt + ¢2 cos of)] e~*, ‘The initial conditions ¢ = 0, dg/dt = 0 when t = 0 yield ¢, = —CE and ey = key. Hence the particular solution of the problem is given by q=CE [1 - (cos ot + * sin ai)e™. ‘The charging current 7 clearly tends to zero as ¢ tends to infinity but a charge of amount CE builds up on the capacitor. Exercises Show that the corresponding results are 1. CE[l — (1 -+ At) e-*] when wy = he 2. CE[1 — (cosh At + {k/A} sinh 42) oF Wy k when the complementary function is g = (c, cos wt +- ¢, sin wt) e™. From section 41 we obtain in this case the particular integral E,[(w§ — @?) sin wt — 2kw cos wt]/(LE), F anid + 08g = (Ey/L) sin wt, (51.1)68 ORDINARY DIFFERENTIAL EQUATIONS where = (@§ — w?)? + 4R0. Hence the general solution of (51.1) is q = (¢1 cos wt + cy sin wt) e* -+ E,[(@§ — «?) sin wt — 2kw cos wt]/(Lé). ‘The initial conditions give — Zo y/(Lé) = —he, + oxf0 + o(a — 0 )By/(Lé) = 0. Solving for c, and c, followed by substitution into the expression ob- tained for g yields the particular solution of the problem q= (72) (2k cos at + (w/a)(2k* — ow} + w*) sin ot] e* + (5 — @) sin wt — 2kw cos wi}. ‘The complementary function dies out as ¢ tends to infinity. In fact e-" decreases very rapidly for large k. ‘This can be achieved in practice by increasing the resistance R and decreasing the inductance L. The complementary function is called the ¢ransient term whilst the particular integral is called the steady-state term. Exercises Show that the corresponding results are 1. (Eq/LE){ [2005 + (0% + c2)]o e-* + (w3 — 02) sin cot — 2evgeo cos wt} when oy = k. 2. (Eq/L&){[2ko cosh At +- e/nee — w+ w?) sinh Af}oo e-* + (3 — 2) sin wt — 2kw cos wt}, when wy < k and when 2? = k? — 9. 52 RESONANCE After the lapse of a sufficiently large period of time we may neglect the transient term of the last section. The current after time ¢ is now given by i = dg/dt = (wE,/LE)[(wy — w*) cos wt + 2kw sin wt]. Since w§ — w? and 2kw have squares which add together to give £, we may introduce the angle 4 given by cos A = (w§ — w*)/EN, sin A = 2kw/§¥? and we obtain i= et cos (wt — A). Ey cos (wt — 2) [Ge eel”APPLICATIONS OF SECOND-ORDER EQUATIONS 69 The maximum value of the amplitude of the current is given by = wL =0 and so corresponds to the frequency @ = wo. In this case A = -+-2/2 and soi = +(E)/R) sin wot. If the resistance of the circuit vanishes we have k = 0 and so w = a. On choosing @ == @, the complementary function is q = C1 COS Wot ++ Cy Sin wot. A particular integral (see section 41) is now given by gq = —(Ept/2mL) cos wot and so the general solution is J = C1 COS Wot + Cy Sin Wot — (Eyt/2coL) cos wet. The initial conditions now yield ¢, = 0 and c, = E,/(2a,L). Hence the solution is q = (Eo/2a%L)[sin wot — tog cos wot], from which 1 = (Eo/2L)t sin wot. We see that the amplitude of the current tends to infinity as ¢ tends to infinity. This phenomenon is known as resonance. 53 FREELY-HANGING UNIFORM CHAIN Consider a uniform chain of mass w per unit length hanging freely between two points A and B. The tension at any point on the chain acts along the tangent at that point. For the equilibrium of the portion PyP, where P, is a fixed point and Pa variable point, we have from Fig. 5 that T cos yp = Ty cos wo, T sin y = Ty sin yo + ws, where tan y is the gradient at P, tan yy is the fixed gradient at Py and s is the length of chain between P, and P. On division we have dy/dx = tan y = (Ty sin wo + ws)/Ty cos yo. Differentiating and replacing the constant Ty cos y» by we we have d®y/dx?® = (1/c)ds/dx. Using (ds/dx)* = 1 ++ (dy/dx)? we obtain the second order differential equation dty — [ ey" “me + Va) |70 ORDINARY DIFFERENTIAL EQUATIONS This equation is not linear but can readily be solved by the substitution p = dy/dx which yields cdp/dv = (1 +p)", with the solution w — hy = clog {p + (1 + p°)'}. Fig. 5 ‘The solution for p in terms of x is dy /dx = p = ieee — e-@-hiyie) — sinh {(~ — ky) /c} and so y =c cosh {(~ — k,)/c} + ke The constants k,; and ky are determined by the fact that this curve, called the uniform catenary, passes through A and B. If the origin is chosen so that the lowest point of the catenary where dy/dx =0 is the point (0,c) then k, = kg =0 and the catenary is represented by y = ¢ cosh («/c). Exercise Show that a chain of variable density which hangs in such a way that the load on any part of it varies as the horizontal projection of this part lies in a parabola given by y = wx?/(2Ty) + cx + ¢, where w is the given constantAPPLICATIONS OF SECOND-ORDER EQUATIONS 71 load per unit length of the horizontal projection, Ty is the tension at the point where the tangent to the chain is horizontal and ¢,, ¢, are arbitrary constants. 54 CURVATURE The curvature « of a plane curve is defined to be dp/ds, where tan y is the gradient at the point on the curve distant s from some fixed point on it. The reciprocal p = 1/« is called the radius of curvature. y] ° oO x Fig. 6a y oO “xX From dy/dx = tan y we have dy y y dx Poe72 ORDINARY DIFFERENTIAL EQUATIONS But (ds/dx)? = 1 + (dy/dx)? and so we readily obtain ‘ds we / dry raven b+ OTS It follows that geometrical problems involving the radius of curvature are likely to yield second order differential equations. ILLustRATION. Obtain the curve whose radius of curvature equals that part of the normal intercepted between the curve and the x-axis. Reference to Figs. 6a and 6b gives the relation +p = y sec y which leads to the differential equation b+ OT /B-h+ QT ot dy He @ Yas The substitution dy/dx = p, d®y/dx* = p dp/dy yields the separable equation 1 + p* = +py dp/dy with the solution i(L + p?) = 9? or cf/(1 + p?) = 9 These equations in turn are separable with the general solution y = ¢, cosh {(% — ¢2)/c,} or (w — 2)? + y? = respectively. That is, curves with the given property are either catenaries or circles with their centres on the x-axis. That is, Exercises 1. Find the curve whose radius of curvature is constant everywhere. 2. Find the curves whose radius of curvature is twice the part of the nor- mal intercepted between the curve and the x-axis. 3. Find the curves whose radius of curvature at each point equals sec y, where tan y is the gradient at that point.