Mathematical Methods for Physicists

Or. Sakineh Me~hkanl

Partial Differen tial Equations of

Theoretical Physics ~_f., u,
8,1 PARTIALDIITERENTW.EQUATIONSOt;_,w\~o.C,.~ ~dJJc.p
THEORETICAL PHYSICS <) o-!-f \.,;.'.:l 1
Almost all the elementary and numerous advanced parts of theoretical
physics are formulated in terms of di1Tcrcn1ial equations, often partial differential
equations. Among the most frequently encountered are the following :
I. Laplace's equation, V2,J, 0. 7a.J_,~
--.,~, .;::,)l.,W\ ~.,
v~
This very common and very important equation
occurs in SlUOics of V-~ j \ $qy\
a. electromagnetic phenomena including electro- :; l_.:;- t..:. - _ -
statics, dielectrics, steady currents, and magnc- o;~ o..._s..
tostatics,
b. hydrodynamics (irrotational now of perfect
nuid and surface waves),
c. heat flow,
d. gravitation.
2. Poisson's equation, V2 1/, = - p/e0 . ·l..,->~ '4J~G.,,
In contrast to the homogeneous Laplace equation,
Poisso11's equation is nonhomogeneous with a
source term - p/1:0.

3. The wave (Helmholtz) and time-independent difTu.

sion equations, vii/I ± k2i/f = 0.
These equations appear in such diverse phenomena
as
a. elastic waves in solids including vibrating
strings, bars, membranes,
!_,_ sound or acoustics,
c. electromagnetic waves,
d. nuclear reactors.
4. The time-dependent diffusion equation

vz"' =_!,_2 o,fl

a /Jr
and the corresponding four-dimensional forms
involving lhc d"Alembertian, a rour-dimensional
analog or the Laplacian in Minkowski space,
,
o · =V
z ai =-+-+-+--.
+-
?:2 cz ai az
CX~ OX2 0)' 2 OZ2 (ic) 2 ot2
 S. The time-dependent wave equation, = 0.
6. The scalar potential equation. = - p/r.0 .
Like Poisson·s equation this equation is non-
homogeneous with a source term - p/r.0 .
7. The Klein-Gordon equation. o 2 y, = µ 1 1/,. and the
corresponding vector equations in which the scalar
function 1/1 is replaced by a vector function.

Other more complicated forms are common.

8. The Schrodinger wave equation.
2
- ~ V2•1• + Vy, = ih 0'l.
2m " h
and
t,2
- - -V1 y, + Vy, = El/,
2m
for the time-independent case.

9. The equations for elastic waves and for viscous

nuids and the telegraphy equation.
10. Maxwell's coupled partial differential equations for
electric and magnetic fields and those of Dirac for
relativistic electron wave functions. For Maxwell"s
equations see the Introduction and also Section 1.9.

All these equations can be written in the form

Hi/,; F,
in which H is a differential operator.

H (-f. t, f-. t z).

LX V}' OZ {JI
x. y.

Fis a known runction. and if, is the unknown scalar (or vector) function.
Two characteristics arc particularly important :
I. All these equations are linear' in the unknown runc-
tion t/f. As the easier physical and mathematical
problems are being solved, nonlinear differential
equations such as those describing shock wave
phenomena are receiving more and more attention.
The fondamental equations of atmospheric physics
 are nonlinear. Turbulence, perhaps the most impor-
tant unsolved problem or classical ph ysiell. is basi-
cally nonlinear. However. both lhc nonlinear differ-
ential equations themselves and lhe numerical
lcchniqucs to which we often resort ror determining
solutions arc beyond the scope of I his book.
2 These cqualions arc ell second -order dilfcrcnl ial
equations (Maxwell's and Dirac's CQUatlons arc
first-order but in volve lwo unknown runctions.
Eliminating one unknown yields a second-order
dirrcrcntial equation for lhe 01hcr (compare Section
1.9).]

Occasionally, we encounter equations or higher order. In bo1h the theory or

the slow motion of a viscous nuid and lhc theory or an elastic body we find lhe
equation

2 2
(V I tJ,
(a-'
= Ti+ ,J'
2TT.;-J ,)' ) v, = 0.
+ 7-
0 .l IX t }' C}'

Fortunately, for introductory treatments such as this one these higher-order

differential equations arc rclalivcly rare.
Although not so frequen1ly encountered and perhaps not so imporlant as
second-order dirrcrcntial equations, first-order diffcrcmial equa1ions do appear
in theoretical physics. The solutions of some or 1he more important types or
first-order (ordinary) equations are developed in Section 8.2
. -
Some general techniques for solving the partial differential equations are
discussed in this section.
I. Separation of variables. The partial differential equa-
tion is split into ordinary differential equations that
may be attacked by Frobenius·s method, Section 8.5.
This separation t<.-chniq~e is introduced in Section
2.6 and is discussed furthcr in Section 8.3. It does not
always work but is often the simplest method when
it does.
2. Integral solutions employing a Green·s function. An
introduction to the Green's function technique is
given in Section 8.7. A more detailed treatment
appears in Chapter l6.
3. Other analytical methods such as the use of integral
transforms. Some of the techniques in this class are
developed and applied in Chapter 15.
4. Numerical calculations. The development of modern
high-speed computing machines has opened up a
wealth of possibilities based on the calculus of finite
dilTcrences. Here we have the relaxation methods.
In Section 8.8 two numerical methods. the Run2e-
Kutta and a predictor- corrector are applied 10
ordinary differential equations.2
Example 9.2.1 PARACHUTIST

We want to find the velocity of the falling parachutist as a function of time and arc panic-
ularly interesled in the constant limiting ,·elocity. t•0 • that comes about by air drag. taken.
to be quadratic. -bv 2• and opposing the force of the gravitational attraction. mg. of the
Eanh. We choose a coordinate system in which the positi\·c direction is downward so that
the gravitational force is positive. For simplicity we assume that the parachute opens im-
mediately. that is. at time/ = 0. where 11(1 = 0) = 0. our initial condition. Ncwton·s law
applied to the foiling parachutist gives
• 2
,.. • n
u ,'tJ; 0, J_,.p cJ L
- - - - - - - ~ mv= mg- bv.
where III includes the mass of the parachute.
r•-
J
\
I &j}. ,?
,
,V0 oJ ,...J
:::,.., •
J-..-......,
... \ •
The terminal velocity. t>o, can be found from the equation~ rn~tion as I --> co: when ... ¢J_, \...s) \_:,
there is no acceleration. i1= 0. so • c:f! _,,.;._sf~ - <} \
• ""a-)lp cJ u.. -
bv~ = mg. II/-., - ,,.
J ::. ""j -
'V I, --:i-;: . ,.-;' ..... ...r .,.py..;
1'f ;If' V ,.,
The variables / and u separate
dv
---=dt.
- l!. v2
~F ;;;-
g ,n

which we integrate by decomposing the denominator into panial fractions. The roots of the
denominator arc at v = ±vo. Hence -t.,,/,o;. 'I) ~\ / 6 \~

!111 v2)-1-- ...!!!_ ;__;''J'1/0_r¥

\j)
(
g- (-'- -
2v b v + vo
~)
v - vo · t/'·
'::? \
0

Integrating both terms yields

f" -¾vi = 2v"ib(iii"

8
dV ln
vo-v
=,. ,. . c}--'G: .::>
Ld'_>a, _ -t
Solving for the velocity yields W :P '1) 1{. Vo
e21 / T - I sinht / t}s 1.) - Vv
v=---vo= vo-- = 11o tanh-. •
e2i/ T+I coshf T-,;;a (rj'\
where T =~is the time constant governing the asymptotic approach of the velocity to
the limiting velocity, vo.
Putting in numerical values, g = 9.8 m/s 2 a.nd taking b = yoo kg/m, m = 70 kg, _gives )
vo = ~ I m/s ~ 3.6 km / h ~ 2.23 mi / h, the walking speed of a pedestrian at
landing, and r =_ff£= t/J l~·:·8 ~ 0.1 _s. Thus, the constant speed _vo is reach_ed _ \ (bl
within a second. Finally, because 1t 1s always important to check the solution, we venfy, / ('~
that our solution satisfies ""- ( _;;: ~ _ , ~ ) C-:f)' J ~
 .[ ;.,c01~
ExactDifferen~'alEquations dd_.1'. =f(x,y)=
X
_ QP(,x.J?).
~y
GJl.,..U\u-
• ~-
P\
We rewrite Eq. (9.16) '/I-\;~
[ nr . y)dx + Ql.r.y) dy =0. j ....~,\ l,>.,j.,
(9. 18) ;J;..J\~\:.:..),
This equation is said to be uarl ifwe rnn matd1 the lefl-hand side ofit to a differe ntial d tp. .,

We have (i f such a function ip( x. y) exists)

P(x. .,·)dx + Q(x. .r ) d.\" = -avi avi

axdx + -;::-d\"
oy .

f ~~dt:-
Example. Boy1e·s Law

In differential form Boyle's gas law is

dV V
-= - -
,IP P
for the volume V of a fixed quantity of gas at pressure P (and constant tempera-
ture). Separating variables. we have

- Ji,,, x'+C..
or
In V = -lnP-r C. - - , _,,t Vr .,f,,,p =C

Solve this equation:

xy'+y+4=0

xy' + y + 4 = 0 xdy + (y + 4)dx = 0

p(x,y) =y + 4 =aq, ; Q(x,y) = X =OQ)

ox oy
aq, = y+4 ,p(x,y) = xy+4x+ M(y)
ox
o,p dM
-=x=-+x
f:y dy
dM =0 M=C
dy
,p(x, y) = xy+4x+C
Linear First-Order ODEs
If f (x. y) in Eq. (9.16) has the fonn - p (.r)y +q(.r) . then Eq. (9. 16) becomes
""
- · +',----,--,---~,
t1.r
p (x )y= q(xJ. (9.25 )

Comparison with Eq. (9.26) shows that we must require

da
- =a(x )p(x). (9.2R)
dx
Here i~ a differential equation for a(x). with the variabl~ a and ,r 8ep1rablt. We separate
variables, integrate. aml oblllin
---------1
a(x) = exp[{ p(.r)dx l ) ~c)f> (9.29)

as our integrating factor.

With a(x) known we proceed to integrate Eq. (9.27). This, of course, was the point
introducing a in the first ·place. We have

JI d
d)a(x) y(x)]dx =
JI a(x)q(x)dx .

Now integrating by inspection, we have

a(x)J(x) = f x a(x)q(x )dx + C.

The constants from a constant lower limit of integration arc lumped into the constant C.
Dividing by a (.r ). we obtain

y (x ) = [aC
t)r'·{f a (.r)q(x) d.t + C }·

r lr
Finally. substituting in Eq. (9.29) for a yields

y(x ) :::; exp[ - fJ(l )dr] exp[/' p( r) dr }1 (.1) 1/J +CI· (9.30)

ll crc the (dummy) variables of integration have been rewritten to make them unambigu•
ou~. Eq uation (9.30) is the complcti: gencrnl solution uf the linear. first-unlt:r di1Tcri:111ial
cqunt1on. Eq. (9.25). The portion

,1'1(x ) = C' exp[- tf)(l )d1] (9.31)

con-c~ponds 10 the c~se I/ 1r) = 0 and i~11 gcncml ~ol111ion of rhc homogeneous difTercntinl
cq uorion. The other term in Eq. (9.30),

(9.32) ,__,--
 Example 9.2.2 RL CIRCUIT

For a rc,i,tancc-i nductancc circuit KirchhofT"s law leads to

;f'.
-f-1?1
U.,r'--
~.,jp_,, v-
d I 11)
/.-- + R/ (1J = \1(1)
d1 tEJ/<D = Vci)
for the current / (I ). where L is lhc induelanec and R is the resistance. both constant \1 (1J
is the time-dependent inpul m llllgc.
From Eq. (9.29) our inlcgraling factor a(I J is
R (X {-t)

Then by Eq. (9.30).

a( ll = e~p
f ,_
l
- di =,
R1/ I
·.

w11h lhe cnnstant C hJ be dclcnnined hy nn ini1 iul condit ion (a boundary cundil mn).
For 1he spc-cin l cn,c \I (1) = \lo, n constnnl.

/(/) =e - Rt / 1. [ ~ . !:.. e Rt/ 1. +

L R
c]= \lo+ Ce -
R
Rt/ /,.

If the initial condition is / (0) = 0. then C = - Vu/ R and

Now we prove the theorem that the solution of the inhomogeneous ODE is unique up
to an arbitrary multiple of the solution of the homogeneous ODE.
To show this, suppose YI. Y2 both solve the inhomogeneous ODE, Eq. (9.25); lhen
Y1 - Yi + p(x )(y , - .n l = O
follows by subtracting the ODEs nnd says that y 1 - y1 is n solution of the homogeneous
ODE. The solution of the homogeneous ODE can always be multiplied by an arbi1rnry
cunslunl.
We 11lso prove 1he theorem that II lirst-urder homogenrous ODE h11s only one linearly
independent solution. Titis is meant in the following sense. If two solutions are linearly
dependent, by definition they satisfy " YI (.r J + /J)'2(XJ = 0 with nonzero constanlrn. I, for
= =
all values of x . If the only solution of this linear relation is u 0 b, then our solu1ions
_r1 and _r2 are said to be: lint'arly independenl.

To prove 1his theorem. suppose YI . ,1'1 both solve the homogeneous ODE. Then
\' , \' ,
;J. = -p( x ) = :.l implies (9.33)
YI ,11
The runc1 ional dclcrrninant IV is called lhc Wronskian of the pair _\'I , )1- We now show
tbat )II ea Ois 1he condition for them to be lineurly dependent. Assuming linear dependence,
thal is.
11y1(.r) + bn (.r) =0

with nonzero constants a. /J for all values or x. we differcntia1c this linear relation lo gel
anuthcr linear rcla1ion.
ay j(x ) + by/ r) =0.
The condilion fur these two homogeneous linear eqlllltions in the unknowns 11, b to have a
nontrivial solution is 1ha1 Iheir de1em1inant be zero. which is W = 0.
Conversely. from W = 0, 1hcrc follows linear dependence. because we can find a non-
tri\'ial :-.olution uf 1111.: rclutinn
\' '
•I
,.'
- =•-!
."I ."2
hy intcgr:ni a n. which gi\'CS
ln1·1=In Y1 + In C. or

Linear dcrendence and 1he Wronskian arc generalized 10 1hrce or more functions in See-
1in11 I/.II.
 Example.
BJ' finding a suitable intl'grori11g fact or. so/t,e 11,e folloll'ing eq11a1io11s :

(a) ( I - x2 )y' + 2'-.1' = (I - x 2J3/? ;

(b) y' - y cotx +coscc x = O;
(c) (x + y3 )_r' = y (treat J u.~ 1/re i11Jepe11Je111 rnrit1/Jle ).

{a) In standard fom1 lhis is

- - - - - - - r· +@1, - x2)111_
The IF for this standard limn is Pt•>
;,:,,}~f ~/IC\:) = exp{/ I :\2 ,h-} = ,C$[ -)n{I - x1)] = I ~ :cl '
j 1-,,.~ )..x
t..1t

~-{)? • i.e. ( I - x2)- 2 for the original form. Applying it gives

t:>p ,,,.,,\,

.I' . -I k
I - xl = sm x+ .
=> J = (I - x2 )(sin- 1 x + k).

(b) ln standard form this is

1
ycosx I
y - -si-nx- = --sin-a'(.
The IF for this standard form is given by

..----.. µ(x)=exp{-/-c~s_x
~nx
dx} =exp[-ln(sinx)] = -.~nx
1
-.

Applying it gives
y' ycosx
sinx - sin 2 x = - sin 2 x '
.!!_ (+-) = -cosec2x,
dx smx
+-
smx
= col x +k,
y = cos x +k sin x.

{c) Rearranging this to make y the independent variable,

d.~ X '
- - - = y-
dy y .

By inspection (or by the standard method) the IF is y- 1• yielding

l dx y2
---,=-:c
)' dy y- y
d
,ly
(x)y = y,
-X = -I y-' + k.
.l' 2
x=½Jr1+ky.
 Find. in the fo rm of tm integral. tire so/utio11 of tire eqrwti(llr
,Ir
z ~ .L.r= fftl
dt ·
f or a generul {rmcti01r f(t). Fi,11/ the .~pecific .rnlut iflm /r•r

(a) flt) = H(1).

(bl f(I) = 15(1).
(c) fll) = p- it!-, µ/1(1 ) ll'ith /J < l .
for case (c). 11'/rat lrap11c11s

l he IF needed fo r the sta ndard form is cxp[f

reads

e
r/ 1 dy
if µ -+ O?

)' e'I'
-di + -l - = - - -.
/( ti e•I•
c' dt J. r.e. r'
-
'. The equat ion then

:!.. (re''')= f<11e• I• .

c/t l

y(I) = e- r/1 J' /(r'~/ / T dt'.

We now apply th is general n:sult to the time ~pedfic cases.

(a) /(t) = H(t), the Heaviside function. This is zero for 1 < 0 and so we can take
the integral as running from Oto t. The value of H(t ) fort> 0 is unity. Hence,
, / /1

(b) With f(t)

)'(I)= e- r/ ,
1 0
- dt' = .. - ,l •[e 1l 1
l
= c>(t), the integration will be trivial :
- I)= 1 - e- r/ ,.

y( t )
J'
= e- r/ : ---
c'i(t') e''/ 1 d ,
a
I =e
- 1/ z
X -
I
:c
e-1/l
= --.
er
For f(I) = p- 1e- ,1µH(t), with fJ < a, we have
,
(c)
t'/ 1 - 1' 1/J
y(r) = e-, 1,
1 o
e e
a{J
dt'

_,,, [ e1z -'- p-' 1t' ] ,

=e x{J(a- • - p - 1) o
e-11p e- ,1,
=p- cr -P-'1
e- r/ 1 _ e- 1//J

a-fi
As fi --> 0, /(I) hecomes very strongly pe;rked near t = 0, hut with the area
under the peak remaining constant at unity. In the limit, the input /(r) becomes
a .i-fu nction. the same as that in case (b). It can also be seen that in the same
limi t the solution y(I I for case le) tends to that for case ( b), as is to be expected.
 Solve
dy
(y - x)-d
•'I'
+ 2x + 3y = 0.

We first test whether the equation is exact. or can be made so with the help ol
an integrating factor. To do this, we write the equation as
()-~) J).
ly- .\")dy + (2.t + Jy) d.t = 0
and consider

lrdx. y) = -I- [ .£ iJ
• (2x + Jy ) - ...:....(y-x) ] = -4-.
)' - X iJ_r• f' X _r - .l

This is not a fu nction of x alone. Equally

I [ o i3 ] -4
lrr (X.J')= 2x+3y - c/2x+3 y)+ axly-x) = 2x + JJ
is not a function of y alone. We conclude that there is no straightforward If and
that another method has lo be tried .
W.·e note · the equation is homogeneous in x and y and so we.set y = vx , with
2
~Y = i: +x v and obtain
cx a."I:
cf'~/ )J-"O
~---- lt)-t- )(.~
®
2>
~,,.
1-
., .
a~'~ cc~-rll)
,,-
v+x~v =-2+3v,
ox V - I -,.'-\ --
av -2 - 3v - v2 + V v2 + 2v + 2 '-'d
x ox = v- I v- I ;;;:.- - (j
->SJ
dx (1-v)dv -=--le_-i-3~)
X v2 + 2v + 2 C)-\)
2 v+ 1
= (1: + J)2+ J (v+l)2+1'
a¾ j c.-i-'
= lnAx=2tan- t(v+l)-½ln[l+(v+11 2
],

ln{Bx [1 +(v + 1)2 )} =4tan- t(v+ I).

2

On sell ing r = y / x this becomes

,
B[x·+(y+xt]=exp 4tan - , [ i(J'-x-
+X)] ,
the final fo rm of the solution.
 So/re
dr x- y
d:T = Jx - J )' - 4

Since x and J' only appear in lhe combinallon .t .;. )' we ~, r - .T .;.
dr/ dx = I + dy/ dx. The equa ti on and its solution then b~ome
dr ,
~ =l- k 4.

dx = ,,. - 4 Jr = (~ + - 2
- ) dr.
2r - 4 2 lr - 4
= .t+k -fr +l nlr - 2) =~ /.T-"-y l + lnl.t + _r - 21.
ln( x + _r- l) - k - ½tx + 3)').
Although the initia l equation mig ht look dS if it couftl be maJ e e., act wi lh ,111 I - ,v
integrating fac tor. appl) ing the m~th uJ JcscibcJ in exercise 14.J shows thal this J 11-1
not so : 0 - 1[ i' A/,'.r - ,' DN x] is neither zero nor a funct ion of only one of lhc ~v-'i _..,,,
va riables.
3'\J -"f
So/re '2.V-~
' dy
x( I - 2.ry) -_ + r = J.r,r. 1,
-~
,x
1
git•e11 that y( I ) = I / 2. c:.

Though this is clearly not a homogeneous equation. we test whether it might be

an isobaric one by giving x a weight I and J' a weight III and then seeing whether
a suitable va lue for III can be found. From the presence of the term I - 2x-\ it
is clear that the only possible value of III is -2, since 2x1y must have the same
weight as unity. namely weight 0. For this value of III the three terms in the
equation have weights

I +0+(-2)-1. -2, 2 + 2(-2).

These are all the same (at -2) and so the equation is isobaric.
To find its solution we se t y = vx"' = vx- 1 with
dv 2v I d11
d~ =-~+ ~dx ·

Su h~riruring in rh e original equarion produces

(-02v+ ~dx
I d
v) + ~ = 73.t u · 2 1
11
,·( / -ZII)

(I - 2vl (-2v+x~) + r = 3,,:,

dv
(1 - 2v)x-;&-v(l -v).

~ d t· = ~.
r(I - c) X

1
( ~ - - - ) dr = "\
V I- 1 X

=> lnr + ln(l - t:) = lnx +A = i;(l-r) = Cx.

Ex pressing this in terms ol' the original variables by substituting r = yx 2 gives

J .t'(I -.rx'I =Ct. wi th +1 1 - +, = C. Thus. after cant,elling x from both sides.
the solut ion is - -
-1.n fl - )'x 2 ) = I.
From kirchhoffs law the current I in an RC (resistance --cpaitance) circuit fig 0.1 obeys the equation
Exercises

9.2.1 From Kirchhoff's law the current I in an RC (resistance-capacitance) circuit (Fig. 9.1)
obeys the equation

di l
R-+-1=0.
dt C
(a) Find I (t) .
(b) For a capacitance of 10,000 JIF charged to 100 V and discharging through a resis-
tance of I MO, find the current / fort= 0 and fort= 100 seconds.

Nore. The initial voltage is J0 R or Q/C, where Q =Jo"° l(l)dt.

• C

FtGIJIIE 9.1 RC circuit

Part (a)
Rf I + -CI f = U
Bring the second term to the right si<le.
Rf I = - -I f
C

Divide both sirlcs by Rf .

r~e>' J :f-
• •• \,...-·
\ ~-o,.. f' I
7 =- Rc
Thr left sicl(• c1111 hr writtc11 ns rl/ dl (ln /) hy tltr rl111i11 rult •.
~LJ.
,/ I
dl( lu /J = - RC
l11t egrntc hot h :-:ides with respect. to /.
1
l11/ =- - - + C1
RC
Exp01w11tintc both sidl's.
f(/ ) = e- t/ llC+C1
= l --·,,,-t/ 1/C

Use a new constant A for ec 1 •

J(t) = Ae- t/RC
Part (b)

Use the relationship hetween voltage and charge for a capacitor to determine A.

V= 2C
1 {00
J J1Bj~
°"

== Clo J(t) di. 0~'~

=- 11
C o
00
Ae- t/nC dt

A
== C(-RC)(O - I)

== AR

Crn1s<Y111e111,ly,
V lOOV
A = 7i = lO'i O = 0.0001 amps

(--t-).
all(!
f(l) = O.fJOOI exp ]()()00
 /(0) = 0.0001 amps
/(JOO):::: O.OOOO<J911m(Y.-.

The graph below shows /(t ) vs. I, the charge on Lhe cnpncil or ns a f1111clion of time.

J(t) amp
0.0001

0.00008

0.00006

0.00004

0.00002

0.0000 t sec
0 20000 40000 60000 80000 100000
9.2.2 The Laplace transfonn of Bessel's equation (n = 0) leads to
(s 2 + l )/'(s) + sf(s) = 0.
Solve for /(s).

Solution
Bring .,J(s) to the right sitle.
(s 2 + l)J'(.~) = -sf(s)
Divide both sides by .~ 2 + 1.
f '(.'1) = - -2-·" f (.'1)
s +l
Divide both sides by /(.'1).

The left side can be written as lhe derivative of a logarithm by the chain rule.
d 8
- ln/(s)
1
l.'1
= -- -
,'I2 + 1

Integrate both sides with respect lo s.

lnf(.'1) = -Is -+ 1·2

1' ·,1,. + C
l ·
To evaluate t he integral, let n = r 2 + 1. Then du= 2rtlr.
2 1
• + 1 du
ln/(s)=- - - +C
/ 'll 2

11·•2+1du
= --2 -1t +C

1 1·•~+1+C
=-
2hrn
I 2
=-- lu (!l + l )+C
2
= h1 (.~2 + 1)- 1/2 + C
E:rnrn1c•11ti 111!' 110th sides.

f( s) -- e111(•2+1 )- 1/2 eC
= (i + l) - 1/2eC
,P

T h1 :n•fon,, nsin~ a lH'W co11st1111t A for ec,

A
/(s) = (s2 + 1)1/2 ·
 9.2.3 The decay of a population by catastrophic two-body collisions is described by

dN = - kN 2.
dt
This is a first-order, nonlinear differential equation. Derive the solution

N(I) = No(t + :J- 1

where To= (kNo) - 1. This implies an infi nite population at t = -r0 .

Solution
Divide both sides 0£ t he ODE by N 2•
tlN/dt _ - k
Kl -
The left side CI\II be wrilleu n.~ n ,lcrim l il'c by t he chni n rule.

-~(¾r)=-~,
Mnll.iply both sides hy -1.

!!._
,It (..!..)
N = k.
Integrate both sides wit h r,,spccl lo I .
..!._ = kt +C
N
Use the initial condition N(O) = N0 to determine C.
_!_ = C
No
T hen the prcvimL~ equation hcmmcs

Invert both sides to gl!l N .

I
N(t ) = - -
kt + w;;1
Mult iply t he 111mwrntor and denominator by No.
No
N(t) 1 kNot + I
I
= No 1
I + (kNo)- 1
I

= No (1 + (k;~)-1)-1
T herefore.
1
N( t) = No ( I + ..:...
t ) -
To
\\' lwrn , 11 = (/.-N11 ) - 1•
9.2.4 The rate of a particular chemical reaction A + B C is proportional to the concentra-
tions of the reactants A and B:

d C(t ) =a[ A(0) - C(t) )[ 8(0) - C(I)].

dt

(a) Find C(t) for I\ (0) =/:, 8(0).

(b) Find C(t) for A(0) = 8(0).

The initial condition is that C(0) = 0.

(a) Set ,\0 = A(O) , B0 = 11(0). Scpnrnt iug varlnblcs and usi ng a partial
fraction exp1111sion obtain

dC
n J = =J
dt nt. (.411 - C)( llo C) =

1
Bo - Ao
J(-1 _ __1_)dc.
Ao - C C llo -

"I -n-- = (Ao -

I lUS l II An - C
n- C
B. 0 )o t + Ill -8.
Ao
o
A0 B [e(Ao-Do)n t _ I)
Rcwritr this ns C(t) .=
Aoe .1u- 11 "
) B
,..,, - o
· . Then C(O) = 0.
dC
(b) From J ( I
IO -
Cf=
•
M got - ; . C
/IQ -
-'
l l
= nt + -i 10 .
n ,t2 t
which yields C(t) = 0
I . Agni11 C(0) = 0.
I+ o i ol
9.2.5 A boat, coasting through the water, experiences a resisting force proportional to vn , v
being the boat's instantaneous velocity. Newton's second law leads to

m dv = -kvn.
dt

The mlues n < 0 11.re unphysical a~ the accclcmtion di\'Crges.

The case n = 0 gives
111 [11 - ·1·(0)] = - kt. 1•(1) = t'(O) - kt / 111. i·(t ) = x(O) + 11(0}1 - kt2 / 2111.

The rnsc 11 = I gin!.'l

1,(1) = 1•(0}e- "1I"'. .i;(t) = .r (O} + Tlll~~O} ( I - e -kt / m) .

For 11 ,/, 0. I. 2 and 11 > 0 we integrate to get

'kt, ] 1/( 1-n)

v(t) = 1,(0) [ I + (n - l)-,;(0)"- 1
Ill

lntcgrnting aga in gives

.r (I} = .r(O) + 72 -
11 (0)2-
)
11, k
11 [ ( k-t
1 - I + (n - l)..:_ v(0)11 - 1
m
) (11 - 2)/(,i - l )]
.

Tlif' case 11 = 2 leads to

. v(OJ
.f = - - .
l + nl
:i:(l) = x(O)· + km In ( I + -;:;,-
kv(O)I,) .

Tl1l' ~11l,sti11nio11 u = y/ .c. or 11 = x11. corresponds to tly = xcln + wl.c. and

""r ODE ass11111cs t he for m

nlu + 11 rh = q(tt) r/3- , or .c du = lg(u) - u] dx.

 9.2.7 The differential equation
P(.x, y) d.x + Q(.x, y)dy =0
is exact. Construct a solution

qi(x,y)= (" P(x,y)dx+ [Y Q(xo,y)dy=constant.

fxo }Yo
Solution

The ODE is exact. so there exists a potr 11t in l fu11 ctio11 'P = ,p(.c, y ) tl111t satis fi es
Di;;
or = P (.r.y) ( 1)
Di,,
-i } = Q(J·. y ). (2)
IJ
With thc>se two r<'lntionships, the OD E ciin l,p writt Pn ns
a.,
- r/.r + -D dy
o., = 0.
8.r .ti
The left sit It• is how LIi<' different inl of 9 is defin ed .
,,., = 0
l11t rgrn t,, both sides.
-., (.i;, y) = C
T lir solution to the ODE is foi111d then b_v solvi11g equations ( I) awl (2) for ,p. Start hy

~
int rg rnti nµ; ha th sides of C.'<j llation (1) pnrtinll~· with n·spcct. to,·.

9 (1·. y ) =
! P (r. 11 ) rlr + f (y )
Differentiate both sides with respect to y.

-{)t.p = -{) 1.xP (r, y)dr + J' (y)

8.11 {)y Io
xap/
= J XO
Eh
y .:c= r
dr + J' (y)

= 1.r [: (::)] I
XO } .r=r
dr + J' (y)

= r [:.~ (:~)] I dr + J' (y )

=
1,. -{)Q
l r.o

{) -
I
Y x=r

tlr + J (y)
I

xn .i,; I=r
= Q(.r, !f ) - Q(.Tr, . !J ) + j'(y)
Comparing this formula for 8ip/oy to equation (2) , we see that
-Q(xo ,y) + J'(y) = 0.
The arbitrary function f can be determined.

J'(y) = Q(xo, y)
Integrate both sides with respect to y.

J(y) = f Y Q(xo, .s) cl.s + C1

Because C 1 is arbitrary, the lower limit of integrntiou is arbi trary as wel l. Set it t.o !JO·

1
1/
!(11) = Q(xo, s) ds + Ci
!JO

l .,
c,, is then
ip (.1; . y) = P(r, y) dr + l !J Q(:c 0. s) d8 +Ci.
• II) l/<I

T hf' rf'forc, by equation (3) , t he sol11tio11 to the exact ODE is

f-" P(r, y) dr +
1 .z:o
J, Q(.c
11

yo
0 , .s) cl.s = constant.