® INDIA EDITION DIFFERENTIAL EQUATIONS any RESTRICTED! FOR SALE ONLY IN Shepley L. Ross—__ DIFFERENTIAL —— EQUATIONS ~~ ‘Third Edition i Shepley L. Ross Unicity of New Hampshire WILEY- INDIA| | | | | DIFFERENTIAL EQUATIONS Third Eattion Copyright® 2004 by John Wiley & Sons, Inc. All rights reserved Authorized reprint by Wiley india (P.) Lid, 4435V7, Ansari Road, Daryagan), New Delhi 110 002, All rights reserved, AUTHORIZED REPRINT OF THE EDITION PUBLISHED BY JOHN WILEY & SONS INC., UK. No part ofthis book may be reproduced in any ‘orm without the writen permission ofthe publisher. Limits of Liabitty/Disclaimer of Warranty: The publisher and the author make no representation or warranties with respect to the accuracy or completeness of the ‘contenis of this work and specifically disclaim all warranties, including without livtation warranties of fitness for a particular purpose, No warranty may be ctoated or extended by sales or promotional materials. 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For more Information about Wiley products, visit our website at wnaw.iley.com. Reprint : 2010 Printed at : Rajiv 800k Binding House, Delhi ISBN: 978-81.265-1537-0== PREFACE———_— ‘This third edition, ike the first two, isan introduetion to the basic methods, theory, and applications of differential equations. A knowledge of elementary calculus is presupposed, ‘Thedetailed style of presentation that characterized the previous editions of the text hhas been retained. Many sections have been taken verbatim from the second edition, while others have been rewritten of cearranged with the sole intention of making them clearer and smoother. As in the earlier editions, the text contains many thoroughly worked out examples. Also, a number of new exercises have been added, and assorted ‘exercise sets rearranged to make them more useful in teaching and learning ‘The book is divided into two main parts. The first part (Chapters 1 through 9) deals: with the material usually found in a one-semester introductory course in ordinary differential equations. This par is also available separately as Introduction o Ordinary Differential Equations, Third Edition ohn Wiley & Sons, New York, 1980). The second part of the present text (Chapters 10 through 14) introduces the reader to certain specialized and more advanced methods and provides an introduction 10 ‘fundamental theory. The table of contents indicates just what topics are treated. The following additions and modifications are specifically noted. 1. Material emphasizing the second-order linear equation has been inserted at appropriate places ia Section 4.1. 2, Newillustrative examples, inciuding an especially detailed introductory one, have been written to clarify the Method of Undetermined Coefficients in Section 43, and a useful table has also been supplied, 3. Matrix multiplication and inversion have been added to the introductory material on linear algebra in Section 7.5. 4. Additional applications now appear in the text in Sections 33 and 72. 5. Section 7.6isa completely new section on the application of matrix algebra fo the solution of linear systems with constant coefficients in the special case of wo ‘equations in two unknown functions. The theory that occupied this section in theiv vestace. second edition now appears in Chapter 11 (see note 9 following). We believe that this change represents a major improvement for both intcoductory and inter- mediate courses. 6. Section 7,7extends the matrix method of Section 7.6to the case of linear systems. with constant coefficients involving m equations in n unknown functions. Several etailed examples illustrate the method for the ease m = 3, 7. Both revised and new material on the Laplace Transform of step functions, translated functions, and periodic functions now appears in Section 9.) 8 The basic existence theory for systems and higher-order equations, formerly located at the beginning of Chapter L1, has now been placed at the end of ‘Chapter 10. This minor change has resulied in better overall organization. 9 Chapter 11, the Theory of Linear Differential Equations, has been changed considerably. Sections 11.1 through 114 present the fundamental theory of linear systems. Much of this material was found in Section 7.6in the second edition, and some additional results are also included here. Sections {1.5 through 11.7 now ‘present the basic theory of the single nth-order equation, making considerable use ‘of the material of the preceding sections. Section 11 8 introduces second-order self-adjoint equations and proceeds through the fundamentals of classical Sturm ‘Theory. We believe that the finear theory is now presented more coherently than in the previous edition 10, An appendix presemts, without proof, he fundamentals of second and third order determinants, ‘The book can be used as a text in several different types of courses. The more or less traditional one-semester introductory course could be based on Chapter ? through. Section 7.4 of Chapter 7if elementary applications are to be included. An alternative fone-semester version omitting applications but including numerical methods and ‘Laplace transforms could be based on Chapters 1,2, 4,6, 7,8, and 9. An introductory ‘course designed to lead quickly to the methods of partial diflerentisl equations could be based on Chapters 1, 2(in part), 4,6, 12, and 14. “The book can also be used as a text in various intermediate courses for juniors and seniors who have already had a one-semesier introduction to the subject. An interme- diate course emphasizing further methods could be based on Chapters 8, 9, 12, 13, and 14. An intermediate course designed as an introduction to fundamental theory could be based on Chapters 10 through 14. We also note that Chapters 13 and 14 can be interchanged advantageously. T am grateful to several anonymous reviewers who made useful comments and suggestions. I thank my cotleagues Wiliam Bonnice and Robert O. Kimball for helpful advies. [also thank my son, Shepley L. Ross, Il, graduate student in mathematics, University of Rochester, Rochester, New York, for his careful reviewing and helpful suggestions, ‘Tam grateful to Solange Abbott for her excellent typing, {am pleased to record my appreciation to Editor Gary Ostedt and the Wiley staff for their constant helpfulness and cooperation. ‘As on several previous occasions, the most thanks goes to my wife who offered encouragement, understanding, patience, and help in many different ways. Thanks, Gin, Shepley L. RossPART ONE FUNDAMENTAL METHODS AND APPLICATIONS ‘One Differential Equations and Their Solutions LL Clasication of Diferential Equations; The Origin and Application LZ Solutions 1.3 Initia-Value Problems, Boundary-Valve Problems, and Existence of Solutions ‘Two First-Order Equations for Which Exact Solutions Are Obtainable 21 Exact Differential Equations and Integrating Factors 22. Separable Equations and Equations Kedveibie Ths Form ~ 23 Linear Equation and Bemoull Equations 24 Special Imegrating Fators and Transformations Three Applications of First-Order Equations 4.1. Orthogonal and Oblique Trajectories 32 Problemsin Mechanics 433. Rate Problems licit Methods of Solving Higher-Order Linear ial Equations AL Basic Theory of Linear Difeential Equacions 42. The Homogeneous Linear Equation with Constant Coeficiente —— CONTENTS —— 102 102 1543. "The Method of Undetermined Coefficients 44 Variation of Parameter: 43. The Cauchy-Euler Equation 46 Statements and Proofs of Theorems on the Second-Order Homogeneous Linear Equation ° Five Applications of Second-Order Linear Differential Equations, with Constant Coefficients 5.1 The Differential Equation ofthe Vibrations of @ Mau on a Spring 52. Free, Undamped Motion 53. Free, Damped Motion 54 Forced Motion 53. Resonance Phenomena 5.6 Blectric Cirewie Problems Six Series Solutions of Linear Differential Equations, 6.1 Power Series Solutions About an Ordinary Point 6.2 Solutions About Singular Points; The Method af Feobenivt 63 Besse’ Equation and Bessel Functions Seven Systems of Linear Differential Equations 2.1 Dilfeentiat Operators and an Operator Method 72 Applications 7.3. Basic Theory of Linear Sysems in Normal Form: Two Equations in Two Unknown Fonction: 74 Homogeneous Linear Systems with Constant Cocfisients: Two Equations in Two Unknown Fanctiont 23. Matrices and Vectors 16 The Matri Method for Homogeneous Linear Sytems with Constant Coeficiente: ‘Two Equations in Two Unknown Functions The Matri Method for Homogencous Linear Systems with Constant Coeficints: ‘Equations in e Unknown Functions Eight Approximate Methods of Solving First-Order Equations 8.1. Graphical Methods 82 Power Series Methods 83. The Medhod of Succesive Approximations 84 Numerical Metheds ‘Nine The Laplace Transform 9.1 Definition, Existence, and Basie Properties ofthe Laplace Transform 92. The Invere Transform ant the Convolution 93 Laplace ‘Transform Selition of Linear Differential Equations with Constant Cocticient 94 Laplace Transform Solution of Linear Systems 179 19 132 199 au. a 2 23 232 264 264 28 290 sot a2 346 355 377 37 se 390 394 an su a1 a 453| cones PART TWO FUNDAMENTAL THEORY AND FURTHER METHODS Ten Existence and Uniqueness Theory 461 | 101 Some Conceps fiom Real Funetion Theory 461 } 102 ‘The Fundamental Bastence and Uniqucness Theorem 473 } 105 Dependence of Solutions on Inti Conditions and an the Funeti 8 104 Extence and Uniguenes Theorems fo Systems and Higher-Order Equations 498 Eleven The Theory of Linear Differential Equations 305 HA Touroduetion 50s 12. Basie Theory ofthe Homogencous Linear Sytem 510 13. Further Theory of the Homogencous Linear System m2 14 The Nonkomogenecus Lineae System 53, 1.3. aie Theory ofthe wh-Order Homogeneous Linea Differasial Equation 48 116 Further Poperis ofthe wh-Order Homogencous Lica Diferetial Equation 558 117. "The mh-Order Nenhomogencous Linear Equation 569 1B. Sturm Theory 373 Twelve Sturm-Liowville Boundary-Value Problems and Fourier Series 588 i 1241, Sturm-Liovle Problems ses j 122. Orthogonal of Characters Factions on ‘ 123 The Bepason oa Fenton na Ser of Ontonormal Function oor { 124 “Tgpeemerc Fourier Sees 8 { Thirteen Nonlinear Dierntial Equations on \ 182. Phase Plane Pats and ii! Poi see | 182 Gaal Pons and Phe Liner Systeme bea 153. Grea Pom and Fao Nonna Sens ost 134 Limit Gees anl Peo Satan esa 133 The Meth o Key a Boga bt Pa Fourteen Partial Differential Equations 15 V4 Some Base Concepts and Examples ns 162. Treated of Sparen of Vrs m 143. Canonical Foo Second-Order Linear quai with Constant Coefiens 148 THA hn Vale bien; Chgracecs : Bt Appendices m Answers a ‘Suggested Reading 807 Index 803———PART ONE——— FUNDAMENTAL METHODS AND APPLICATIONS—— CHAPTER ONE—— Differential Equations and Their Solutions ‘The subject of diflerential equations constitutes a large and very important branch of ‘modern mathematics, From the early days of the calculus the subject has been an area of great theoretical esearch and practical applications, and it continues to beso in our day. This much stated, several questions naturally arise. Just what is a diferent equation and what does it signify? Where and how do differential equations originate and of what use are they? Confronted with a differential equation, what does one do il, how does one do it, and what are the results of such activity? These questions indicate three major aspects of the subject: theory, method, and application. The Purpose ofthis chapter is to introduce the reader tothe basic aspects ofthe subject and. atthe same time give a brief survey of the three aspects just mentioned. In the course of, ‘the chapter, we shall find answers to the general questions raised above, answers that ‘will become more and more meaningful as we proceed with the study of diferential ‘equations in the following chapters. 1.1 CLASSIFICATION OF DIFFERENTIAL EQUATIONS; THEIR ORIGIN AND ‘APPLICATION A. Differential Equations and Their Classi DEFINITION Anequation inzolving derivatives of one or more dependent variables with respect to one or ‘mare independent variables is called a differential equation.* in connection with is bac defiaon, we do ror nclade inthe class of dori equations those tsqustons that ate actly tive tdontes For example, wa excude sich expresons a, Lier = set, Law = ober ad 50 forts * os roar 34 DIFFERENTIAL EQUATIONS AND THEE SOLUTIONS D Example 1.1 For examples of differential equations we lst the following #4 (2) S+n(Z) on dts dix 1 4 58 1 se msint a a3) Pu Ou Ou ee tg a From the bref lis of diflerential equations in Example 1.1 itis clear that the various variables and derivatives involved in a diflerential equation can occur in a variety of ways, Clearly some kind of classification must be made. To begin with, we classify example 1.2 Equations (1.1) and (1.2) aré ordinary differential equations, In Equation (I.1) the variable xis the single independent variable, and yisa dependent variable. In Equation (1.2) the independent variable is ¢, whereas x is dependent DEFINITION A differential equation inoolving partial derivatives of one or more dependent variables ‘with respect to more than one independent variable is called a partial differential equation. > Example 1.3 Equations (1.3) and (1.4) are partial differential equations. In Equation (1.3) the variables sand tare independent variables and visa dependent variable. In Equation (1.4) there are three independent variables: x, y, and 2; in this equation wis dependent. We further classify differs ial equations, both ordinary and partial, according to the ‘order of the highest derivative appearing in the equation. For this purpose we give the following definition1.1 CLASSIFICATION OF DHFERENTIAL EQUATIONS; THEI ORIGIN AND ARUCATION 5 DEFINITION ‘The order of the highest ordered derivative involved ina differential equation iscalled che order of the diferental equation D Example 1.4 ‘The ordinary differential equation (1.1) is of the second order, since the highest derivative involved is a second derivative. Equation (1.2) is an ordinary differential equation of the fourth order. The partial diferentia equations 1.3) and{(1.4)areof the first and second orders, respectively. Proceeding with our study of ordinary differential equations, we now introduce the important concept of linearity applied to such equations. This concept will enable us 0 classify these equations still further. DEFINITION A Yinear ordinary differential equation of order n, in the dependent variable y and the independent variable x, is an equation that is in, or can be expressed in, the form anty de ay 7 y aa) + UD act +7 OyasCaD Gy + aly = Bla, where ag isnot identically zero, Observe (1) that the dependent variable yand its various derivatives occur to the first degree only, (2) that no products of y and/or any of its derivatives are present, and (3) that no transcendental functions of y and/or its derivatives occur. D> Example 1.5 ‘The following ordinary differential equations are both linear. In each case y is the dependent variable. Observe that y and its various derivatives occur tothe first degree only and that no products of y and/or any of its des fy 6564 bye BrtsZsoy-o, as ay Py odd oe Gate grt Zax a) DEFINITION ‘nonlinear ordinary dierent equation san rdlnar diferente equation hats not