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9E
Differential Equations
with Boundary-Value Problems
Dennis G. Zill
Loyola Marymount University
Australia ● Brazil ● Mexico ● Singapore ● United Kingdom ● United States
Diﬀerential Equations with Boundary-Value © 2018, 2013 Cengage Learning
Problems, Ninth Edition
ALL RIGHTS RESERVED. No part of this work covered by the copyright herein
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Printed in the United States of America

Print Number: 01 Print Year: 2016
Contents
Preface vii
1 Introduction to Differential Equations 2

Kevin George/Shutterstock.com
1.1 Definitions and Terminology 3
1.2 Initial-Value Problems 15
1.3 Differential Equations as Mathematical Models 22
Chapter 1 In re vIe w 34
2 First-Order Differential Equations 36

Joggie Botma/Shutterstock.com
2.1 Solution Curves Without a Solution 37

2.1.1 Direction Fields 37
2.1.2 Autonomous First-Order DEs 39
2.2 Separable Equations 47
2.3 Linear Equations 55
2.4 Exact Equations 64
2.5 Solutions by Substitutions 72
2.6 A Numerical Method 76
3 Modeling with First-Order Differential

Fotos593/Shutterstock.com
Equations 84
3.1 Linear Models 85
3.2 Nonlinear Models 96
3.3 Modeling with Systems of First-Order DEs 107
4 Higher-Order Differential Equations 118

4.1 Preliminary Theory—Linear Equations 119
4.1.1 Initial-Value and Boundary-Value Problems 119
Bill Ingalls/NASA
4.1.2 Homogeneous Equations 121

4.1.3 Nonhomogeneous Equations 127
4.2 Reduction of Order 132
4.3 Homogeneous Linear Equations with Constant
Coefficients 135
4.4 Undetermined Coefficients—Superposition Approach 142
4.5 Undetermined Coefficients—Annihilator Approach 152
4.6 Variation of Parameters 159
4.7 Cauchy-Euler Equations 166
iii
iv Contents
4.8 Green’s Functions 173

4.8.1 Initial-Value Problems 173
4.8.2 Boundary-Value Problems 179
4.9 Solving Systems of Linear DEs by Elimination 183
4.10 Nonlinear Differential Equations 188
5 Modeling with Higher-Order Differential

Brian A Jackson/Shutterstock
Equations 196
5.1 Linear Models: Initial-Value Problems 197
5.1.1 Spring/Mass Systems: Free Undamped Motion 197
5.1.2 Spring/Mass Systems: Free Damped Motion 202
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5.1.3 Spring/Mass Systems: Driven Motion 204

5.1.4 Series Circuit Analogue 207
5.2 Linear Models: Boundary-Value Problems 213
5.3 Nonlinear Models 222
6 Series Solutions of Linear Equations 236

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6.1 Review of Power Series 237

6.2 Solutions About Ordinary Points 243
6.3 Solutions About Singular Points 252
6.4 Special Functions 262
7 The Laplace Transform 278

Raimundas/Shutterstock.com
7.1 Definition of the Laplace Transform 279

7.2 Inverse Transforms and Transforms of Derivatives 286
7.2.1 Inverse Transforms 286
7.2.2 Transforms of Derivatives 289
7.3 Operational Properties I 294
7.3.1 Translation on the S-Axis 295
7.3.2 Translation on the t-Axis 298
7.4 Operational Properties II 306
7.4.1 Derivatives of a Transform 306
7.4.2 Transforms of Integrals 307
7.4.3 Transform of a Periodic Function 313
7.5 The Dirac Delta Function 318
7.6 Systems of Linear Differential Equations 322
8 Systems of Linear First-Order Differential

Equations 332
Pavel L Photo and Video
/Shutterstock.com
8.1 Preliminary Theory—Linear Systems 333

8.2 Homogeneous Linear Systems 340
8.2.1 Distinct Real Eigenvalues 341
8.2.2 Repeated Eigenvalues 344
8.2.3 Complex Eigenvalues 348
Contents v
8.3 Nonhomogeneous Linear Systems 355

8.3.1 Undetermined Coefficients 355
8.3.2 Variation of Parameters 357
8.4 Matrix Exponential 362
9 Numerical Solutions of Ordinary Differential
Paul B. Moore/Shutterstock
Equations 368
9.1 Euler Methods and Error Analysis 369
9.2 Runge-Kutta Methods 374
9.3 Multistep Methods 378
.com
9.4 Higher-Order Equations and Systems 381

9.5 Second-Order Boundary-Value Problems 385
10 Systems of Nonlinear First-Order Differential

Equations 390
jspix/imagebroker/Alamy
10.1 Autonomous Systems 391

Stock Photo
10.2 Stability of Linear Systems 397

10.3 Linearization and Local Stability 405
10.4 Autonomous Systems as Mathematical Models 414
11 Fourier Series 424

Science photo/Shutterstock
11.1 Orthogonal Functions 425

11.2 Fourier Series 431
11.3 Fourier Cosine and Sine Series 436
11.4 Sturm-Liouville Problem 444
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11.5 Bessel and Legendre Series 451

11.5.1 Fourier-Bessel Series 452
11.5.2 Fourier-Legendre Series 455
12 Boundary-Value Problems in Rectangular

Brian A Jackson/Shutterstock
Coordinates 460
12.1 Separable Partial Differential Equations 461
12.2 Classical PDEs and Boundary-Value Problems 465
12.3 Heat Equation 471
.com
12.4 Wave Equation 473

12.5 Laplace’s Equation 479
12.6 Nonhomogeneous Boundary-Value Problems 484
12.7 Orthogonal Series Expansions 491
12.8 Higher-Dimensional Problems 496
vi Contents
13 Boundary-Value Problems in Other Coordinate
Aceshot1/Shutterstock.com
Systems 502
13.1 Polar Coordinates 503
13.2 Polar and Cylindrical Coordinates 508
13.3 Spherical Coordinates 515
14 Integral Transforms 520

Lehrer/Shutterstock.com
14.1 Error Function 521

14.2 Laplace Transform 522
14.3 Fourier Integral 530
14.4 Fourier Transforms 536
15 Numerical Solutions of Partial Differential

Sdecoret/Shutterstock.com
Equations 544
15.1 Laplace’s Equation 545
15.2 Heat Equation 550
15.3 Wave Equation 555
Appendices
A Integral-Defined Functions APP-3
B Matrices APP-11
C Laplace Transforms APP-29
Answers for Selected Odd-Numbered Problems ANS-1
Index I-1
Preface
TO THE STuDENT
Authors of books live with the hope that someone actually reads them. Contrary to
what you might believe, almost everything in a typical college-level mathematics text
is written for you and not the instructor. True, the topics covered in the text are chosen
to appeal to instructors because they make the decision on whether to use it in their
classes, but everything written in it is aimed directly at you, the student. So I want
to encourage you—no, actually I want to tell you—to read this textbook! But do not
read this text as you would a novel; you should not read it fast and you should not skip
anything. Think of it as a workbook. By this I mean that mathematics should always
be read with pencil and paper at the ready because, most likely, you will have to work
your way through the examples and the discussion. Before attempting any problems in
the section exercise sets, work through all the examples in that section. The examples
are constructed to illustrate what I consider the most important aspects of the section,
and therefore, reflect the procedures necessary to work most of the problems. When
reading an example, copy it down on a piece of paper and do not look at the solution in
the book. Try working it, then compare your results against the solution given, and, if
necessary resolve any differences. I have tried to include most of the important steps in
each example, but if something is not clear you should always try—and here is where
the pencil and paper come in again—to fill in the details or missing steps. This may not
be easy, but it is part of the learning process. The accumulation of facts followed by
the slow assimilation of understanding simply cannot be achieved without a struggle.
Specifically for you, a Student Resource Manual (SRM) is available as an op-
tional supplement. In addition to containing solutions of selected problems from the
exercises sets, the SRM contains hints for solving problems, extra examples, and a
review of those areas of algebra and calculus that I feel are particularly important
to the successful study of differential equations. Bear in mind you do not have to
purchase the SRM; you can review the appropriate mathematics from your old pre-
calculus or calculus texts.
In conclusion, I wish you good luck and success. I hope you enjoy the text and
the course you are about to embark on—as an undergraduate math major it was one
of my favorites because I liked mathematics that connected with the physical world.
If you have any comments, or if you find any errors as you read/work your way
through the text, or if you come up with a good idea for improving either it or the
SRM, please feel free to contact me through Cengage Learning:
spencer.arritt@cengage.com.
TO THE INSTRuCTOR
In case you are examining this text for the first time, Differential Equations with
Boundary-Value Problems, Ninth Edition, can be used for either a one- or two-
semester course that covers ordinary and partial differential equations. The shorter
version of the text, A First Course in Differential Equations with Modeling Applica-
tions, Eleventh Edition, is intended for either a one-semester or one-quarter course
in ordinary differential equations. This text ends with Chapter 9. For a one-semester
course, it is assumed that the students have successfully completed at least two semes-
ters of calculus. Since you are reading this, undoubtedly you have already examined
vii
viii PrefaCe
the table of contents for the topics that are covered. You will not find a “suggested
syllabus” in this preface; I will not pretend to be so wise as to tell other teachers
what to teach. I feel that there is plenty of material here to choose from and to form
a course to your liking. The text strikes a reasonable balance between the analytical,
qualitative, and quantitative approaches to the study of differential equations. As far
as my “underlying philosophy” goes, it is this: An undergraduate text should be writ-
ten with the students’ understanding kept firmly in mind, which means to me that
the material should be presented in a straightforward, readable, and helpful manner,
while keeping the level of theory consistent with the notion of a “first course.”
For those who are familiar with the previous editions, I would like to mention a
few improvements made in this edition.
● Many exercise sets have been updated by the addition of new problems. Some
of these problems involve new and, I think, interesting mathematical models.
● Additional examples, figures, and remarks have been added to many sections.
● Throughout the text I have given a greater emphasis to the concepts of
piecewise-linear differential equations and solutions that involve
nonelementary integrals.
● Appendix A, Integral-Defined Functions, is new to the text.
● The superposition principle has been added to the discussion in Section 12.4,
Wave Equation.
● Section 12.6, Nonhomogeneous Boundary-Value Problems, has been rewritten.
● Modified Bessel functions are given a greater emphasis in Section 13.6, Polar
and Cylindrical Coordinates.
Student Resources
● Student Resource Manual (SRM), prepared by Warren S. Wright and
Roberto Martinez (ISBN 978-1-305-96573-7, accompanies A First Course
in Differential Equations with Modeling Applications, Eleventh Edition, and
ISBN 978-1-305-96581-2 accompanies Differential Equations with Boundary-
Value Problems, Ninth Edition) provides important review material from
algebra and calculus, the solution of every third problem in each exercise
set (with the exception of the Discussion Problems and Computer Lab
Assignments), relevant command syntax for the computer algebra systems
Mathematica and Maple, and lists of important concepts, as well as helpful
hints on how to start certain problems.
● MindTap for Differential Equations with Boundary-Value Problems, Ninth
Edition, is a digital representation of your course that provides you with the tools
you need to better manage your limited time, stay organized, and be successful.
You can complete assignments whenever and wherever you are ready to learn
with course material specially customized for you by your instructor and
streamlined in one proven, easy-to-use interface. With an array of study tools, you
will get a true understanding of course concepts, achieve better grades, and set the
groundwork for your future courses. Learn more at www.cengage.com/mindtap.
Instructor Resources
● Instructor’s Solutions Manual (ISM), prepared by Warren S. Wright and Roberto
Martinez, provides complete worked-out solutions for all problems in the text. It is
available through the Instructor Companion website at cengage.com.
● Cengage Learning Testing Powered by Cognero is a flexible online system
that allows you to author, edit, and manage test bank content, create multiple
test versions in an instant, and deliver tests from your learning management
system (LMS), your classroom, or wherever you want. This is available online
at www.cengage.com/login.
● Turn the light on with MindTap for Differential Equations with Boundary
Value Problems, Ninth Edition. Through personalized paths of dynamic
PrefaCe ix
assignments and applications, MindTap is a digital learning solution and

representation of your course.
The Right Content: With MindTap’s carefully curated material, you get the
precise content and groundbreaking tools you need for every course you teach.
Personalization: Customize every element of your course—from
rearranging the Learning Path to inserting videos and activities.
Improved Workflow: Save time when planning lessons with all of the
trusted, most current content you need in one place in MindTap.
Tracking Students’ Progress in Real Time: Promote positive outcomes
by tracking students in real time and tailoring your course as needed based on
the analytics.
Learn more at www.cengage.com/mindtap.
ACKNOWLEDGEMENTS
Compiling a mathematics textbook such as this and making sure that its thousands of
symbols and hundreds of equations are accurate is an enormous task, but since I am
called “the author,” that is my job and responsibility. But many people besides myself
have expended enormous amounts of time and energy in working toward its eventual
publication. So I would like to take this opportunity to express my sincerest apprecia-
tion to everyone—most of them unknown to me—at Cengage Learning and at MPS
North America who were involved in the publication of this edition. A special word
of thanks goes to Spencer Arritt, Kathryn Schrumpf, Jennifer Risden, Vernon Boes,
and Jill Traut for their guidance in the labyrinth of the production process.
Finally, over the years, this text has been improved in a countless number of
ways through the suggestions and criticisms of the reviewers. Thus it is fitting to
conclude with an acknowledgement of my debt to the following generous people for
sharing their expertise and experience.
REVIEWERS OF PAST EDITIONS

William Atherton, Cleveland State University
Philip Bacon, University of Florida
Bruce Bayly, University of Arizona
William H. Beyer, University of Akron
R. G. Bradshaw, Clarkson College
Bernard Brooks, Rochester Institute of Technology
Allen Brown, Wabash Valley College
Dean R. Brown, Youngstown State University
David Buchthal, University of Akron
Nguyen P. Cac, University of Iowa
T. Chow, California State University–Sacramento
Dominic P. Clemence, North Carolina Agricultural and Technical State University
Pasquale Condo, University of Massachusetts–Lowell
Vincent Connolly, Worcester Polytechnic Institute
Philip S. Crooke, Vanderbilt University
Bruce E. Davis, St. Louis Community College at Florissant Valley
Paul W. Davis, Worcester Polytechnic Institute
Richard A. DiDio, La Salle University
James Draper, University of Florida
James M. Edmondson, Santa Barbara City College
John H. Ellison, Grove City College
Raymond Fabec, Louisiana State University
Donna Farrior, University of Tulsa
Robert E. Fennell, Clemson University
W. E. Fitzgibbon, University of Houston
Harvey J. Fletcher, Brigham Young University
Paul J. Gormley, Villanova
Layachi Hadji, University of Alabama
Ruben Hayrapetyan, Kettering University
x PrefaCe
Terry Herdman, Virginia Polytechnic Institute and State University

Zdzislaw Jackiewicz, Arizona State University
S. K. Jain, Ohio University
Anthony J. John, Southeastern Massachusetts University
David C. Johnson, University of Kentucky–Lexington
Harry L. Johnson, Virginia Polytechnic Institute and State University
Kenneth R. Johnson, North Dakota State University
Joseph Kazimir, East Los Angeles College
J. Keener, University of Arizona
Steve B. Khlief, Tennessee Technological University
Helmut Knaust, The University of Texas at El Paso
C. J. Knickerbocker, Sensis Corporation
Carlon A. Krantz, Kean College of New Jersey
Thomas G. Kudzma, University of Lowell
Alexandra Kurepa, North Carolina A&T State University
G. E. Latta, University of Virginia
Cecelia Laurie, University of Alabama
Mulatu Lemma, Savannah State University
James R. McKinney, California Polytechnic State University
James L. Meek, University of Arkansas
Gary H. Meisters, University of Nebraska–Lincoln
Stephen J. Merrill, Marquette University
Vivien Miller, Mississippi State University
George Moss, Union University
Gerald Mueller, Columbus State Community College
Philip S. Mulry, Colgate University
Martin Nakashima, California State Polytechnic University–Pomona
C. J. Neugebauer, Purdue University
Tyre A. Newton, Washington State University
Brian M. O’Connor, Tennessee Technological University
J. K. Oddson, University of California–Riverside
Carol S. O’Dell, Ohio Northern University
Bruce O’Neill, Milwaukee School of Engineering
A. Peressini, University of Illinois, Urbana–Champaign
J. Perryman, University of Texas at Arlington
Joseph H. Phillips, Sacramento City College
Jacek Polewczak, California State University Northridge
Nancy J. Poxon, California State University–Sacramento
Robert Pruitt, San Jose State University
K. Rager, Metropolitan State College
F. B. Reis, Northeastern University
Brian Rodrigues, California State Polytechnic University
Tom Roe, South Dakota State University
Kimmo I. Rosenthal, Union College
Barbara Shabell, California Polytechnic State University
Seenith Sivasundaram, Embry–Riddle Aeronautical University
Don E. Soash, Hillsborough Community College
F. W. Stallard, Georgia Institute of Technology
Gregory Stein, The Cooper Union
M. B. Tamburro, Georgia Institute of Technology
Patrick Ward, Illinois Central College
Jianping Zhu, University of Akron
Jan Zijlstra, Middle Tennessee State University
Jay Zimmerman, Towson University
Dennis G. Zill
Los Angeles, CA
Differential Equations
with Boundary-Value Problems
1
Introduction to Differential Equations
Kevin George/Shutterstock.com
1.1 Definitions and Terminology
1.2 Initial-Value Problems
1.3 Differential Equations as Mathematical Models
Chapter 1 in review
T
he words differential and equations suggest solving some kind of
equation that contains derivatives y9, y0, Á . Analogous to a course in
algebra, in which a good amount of time is spent solving equations such
2
as x 1 5x 1 4 5 0 for the unknown number x, in this course one of our tasks
will be to solve differential equations such as y0 1 2y9 1 y 5 0 for an unknown
function y 5 (x). As the course unfolds, you will see there is more to the study of
differential equations than just mastering methods that mathematicians over past
centuries devised to solve them. But first things first. In order to read, study, and be
conversant in a specialized subject you have to learn some of the terminology of that
discipline. This is the thrust of the first two sections of this chapter. In the last section
we briefly examine the link between differential equations and the real world.
1.1 DEFINITIONs aND TERmINOlOgy 3
1.1 Definitions and Terminology

INTRODUCTION The derivative dyydx of a function y 5 (x) is itself another
2
function 9(x) found by an appropriate rule. The exponential function y 5 e0.1x is
differentiable on the interval (2`, `) and by the Chain Rule its first derivative is
2 2
dyydx 5 0.2xe0.1x . If we replace e0.1x on the right-hand side of the last equation by
the symbol y, the derivative becomes
dy
5 0.2xy. (1)
dx
Now imagine that a friend of yours simply hands you equation (1)—you have no idea
how it was constructed—and asks, What is the function represented by the symbol y?
You are now face to face with one of the basic problems in this course:
How do you solve an equation such as (1) for the function y = (x)?
A Definition The equation that we made up in (1) is called a differential

equation. Before proceeding any further, let us consider a more precise definition
of this concept.
DEFINITION 1.1.1 Differential Equation

An equation containing the derivatives of one or more unknown functions (or
dependent variables), with respect to one or more independent variables, is
said to be a differential equation (DE).
To talk about them, we shall classify differential equations according to type, order,
and linearity.
ClAssifiCAtion by type If a differential equation contains only ordinary

derivatives of one or more unknown functions with respect to a single independent
variable, it is said to be an ordinary differential equation (ODE). An equation
involving partial derivatives of one or more unknown functions of two or more inde-
pendent variables is called a partial differential equation (PDE). Our first example
illustrates several of each type of differential equation.
ExamplE 1 Types of Differential Equations

(a) The equations
an ODE can contain more
than one unknown function
p p
dy d 2 y dy dx dy
1 5y 5 e x, 2 1 6y 5 0, and 1 5 2x 1 y (2)
dx dx 2 dx dt dt
are examples of ordinary differential equations.
(b) The following equations are partial differential equations:*

−2u −2u −2u −2u −u −u −v
1 5 0, 5 2 22 , 52 . (3)
−x2 −y2 −x2 −t −t −y −x
*Except for this introductory section, only ordinary differential equations are considered in A First Course
in Differential Equations with Modeling Applications, Eleventh Edition. In that text the word equation
and the abbreviation DE refer only to ODEs. Partial differential equations or PDEs are considered in the
expanded volume Differential Equations with Boundary-Value Problems, Ninth Edition.
4 CHapTER 1 INTRODUCTION TO DIFFERENTIal EqUaTIONs
Notice in the third equation that there are two unknown functions and two indepen-
dent variables in the PDE. This means u and v must be functions of two or more
independent variables. .
notAtion Throughout this text ordinary derivatives will be written by using

either the Leibniz notation dyydx, d 2yydx 2, d 3yydx 3, . . . or the prime notation y9, y0,
y-, . . . . By using the latter notation, the first two differential equations in (2) can be
written a little more compactly as y9 + 5y = e x and y0 − y9 + 6y = 0. Actually, the
prime notation is used to denote only the first three derivatives; the fourth derivative
is written y (4) instead of y00. In general, the nth derivative of y is written d nyydx n or
y (n). Although less convenient to write and to typeset, the Leibniz notation has an
advantage over the prime notation in that it clearly displays both the dependent and
independent variables. For example, in the equation
unknown function
or dependent variable
d 2x
–––2 1 16x 5 0
dt
independent variable
it is immediately seen that the symbol x now represents a dependent variable,

whereas the independent variable is t. You should also be aware that in physical
sciences and engineering, Newton’s dot notation (derogatorily referred to by some
as the “flyspeck” notation) is sometimes used to denote derivatives with respect
to time t. Thus the differential equation d 2sydt 2 = −32 becomes s̈ = −32. Partial
derivatives are often denoted by a subscript notation indicating the indepen-
dent variables. For example, with the subscript notation the second equation in (3)
becomes u xx = u tt − 2u t.
ClAssifiCAtion by orDer The order of a differential equation (either ODE

or PDE) is the order of the highest derivative in the equation. For example,
second order first order

d 2y
( )
dy 3
––––2 1 5 ––– 2 4y 5 e x
dx dx
is a second-order ordinary differential equation. In Example 1, the first and third

equations in (2) are first-order ODEs, whereas in (3) the first two equations are
second-order PDEs. A first-order ordinary differential equation is sometimes written
in the differential form
M(x, y) dx 1 N(x, y) dy 5 0.
ExamplE 2 Differential Form of a First-Order ODE

If we assume that y is the dependent variable in a first-order ODE, then recall from
calculus that the differential dy is defined to be dy 5 y9dx.
(a) By dividing by the differential dx an alternative form of the equation

(y 2 x) dx 1 4x dy 5 0 is given by
dy dy
y 2 x 1 4x 5 0 or equivalently 4x 1 y 5 x.
dx dx
(b) By multiplying the differential equation

dy
6xy 1 x2 1 y2 5 0
dx
by dx we see that the equation has the alternative differential form
(x2 1 y2) dx 1 6xy dy 5 0. .
In symbols we can express an nth-order ordinary differential equation in one

dependent variable by the general form
F(x, y, y9, . . . , y(n)) 5 0, (4)
where F is a real-valued function of n + 2 variables: x, y, y9, . . . , y (n). For both
practical and theoretical reasons we shall also make the assumption hereafter that
it is possible to solve an ordinary differential equation in the form (4) uniquely
for the highest derivative y (n) in terms of the remaining n + 1 variables. The dif-
ferential equation
d ny
5 f (x, y, y9, . . . , y (n21)), (5)
dx n
where f is a real-valued continuous function, is referred to as the normal form of (4).
Thus when it suits our purposes, we shall use the normal forms
dy d 2y
5 f (x, y) and 5 f (x, y, y9)
dx dx2
to represent general first- and second-order ordinary differential equations.
ExamplE 3 Normal Form of an ODE

(a) By solving for the derivative dyydx the normal form of the first-order differential
equation
dy dy x 2 y
4x 1 y 5 x is 5 .
dx dx 4x
(b) By solving for the derivative y0 the normal form of the second-order differential
equation
y0 2 y9 1 6 5 0 is y0 5 y9 2 6y. .
ClAssifiCAtion by lineArity An nth-order ordinary differential equation (4)

is said to be linear if F is linear in y, y9, . . . , y(n). This means that an nth-order ODE
is linear when (4) is an(x)y(n) + an−1(x)y(n−1) + Á + a1(x)y9 + a0(x)y − g(x) = 0 or
d ny d n21y dy
an(x) n 1 an21(x) 1 Á 1 a1(x) 1 a0 (x)y 5 g(x). (6)
dx dx n21 dx
Two important special cases of (6) are linear first-order (n 5 1) and linear second-
order (n = 2) DEs:
dy d 2y dy
a1(x) 1 a0(x)y 5 g(x) and a2(x) 2 1 a1(x) 1 a0(x)y 5 g(x). (7)
dx dx dx
In the additive combination on the left-hand side of equation (6) we see that the char-
acteristic two properties of a linear ODE are as follows:
● The dependent variable y and all its derivatives y9, y0, . . . , y (n) are of the
first degree, that is, the power of each term involving y is 1.
● The coefficients a 0, a1, . . . , a n of y, y9, . . . , y (n) depend at most on the
independent variable x.
A nonlinear ordinary differential equation is simply one that is not linear. Nonlinear
functions of the dependent variable or its derivatives, such as sin y or ey9, cannot
appear in a linear equation.
ExamplE 4 Linear and Nonlinear ODEs

(a) The equations
d 3y dy
(y 2 x) dx 1 4x dy 5 0, y0 2 2y 1 y 5 0, x3 1x 2 5y 5 ex
dx3 dx
are, in turn, linear first-, second-, and third-order ordinary differential equations. We
have just demonstrated in part (a) of Example 2 that the first equation is linear in the
variable y by writing it in the alternative form 4xy9 + y = x.
(b) The equations
nonlinear term: nonlinear term: nonlinear term:

coefficient depends on y nonlinear function of y power not 1
d 2y d 4y
(1 2 y)y9 1 2y 5 ex, ––––2 1 sin y 5 0, and ––––4 1 y 2 5 0
dx dx
are examples of nonlinear first-, second-, and fourth-order ordinary differential equa-
tions, respectively. .
solutions As was stated on page 2, one of the goals in this course is to solve,
or find solutions of, differential equations. In the next definition we consider the con-
cept of a solution of an ordinary differential equation.
DEFINITION 1.1.2 solution of an ODE

Any function f, defined on an interval I and possessing at least n derivatives
that are continuous on I, which when substituted into an nth-order ordinary
differential equation reduces the equation to an identity, is said to be a solution
of the equation on the interval.
In other words, a solution of an nth-order ordinary differential equation (4) is a

function f that possesses at least n derivatives and for which
F(x, (x), 9(x), . . . , (n)(x)) 5 0 for all x in I.
We say that f satisfies the differential equation on I. For our purposes we shall also
assume that a solution f is a real-valued function. In our introductory discussion we
2
saw that y 5 e0.1x is a solution of dyydx = 0.2xy on the interval (−`, `).
Occasionally, it will be convenient to denote a solution by the alternative
symbol y(x).
intervAl of Definition You cannot think solution of an ordinary differential

equation without simultaneously thinking interval. The interval I in Definition 1.1.2
is variously called the interval of definition, the interval of existence, the interval
of validity, or the domain of the solution and can be an open interval (a, b), a closed
interval [a, b], an infinite interval (a, `), and so on.
ExamplE 5 Verification of a Solution

Verify that the indicated function is a solution of the given differential equation on
the interval (−`, `).
dy 1 4
(a) 5 xy1/2; y 5 16 x (b) y0 2 2y9 1 y 5 0; y 5 xex
dx
sOlUTION One way of verifying that the given function is a solution is to see, after
substituting, whether each side of the equation is the same for every x in the interval.
(a) From
dy 1 1
left { hand side: 5 (4 ? x 3) 5 x 3,
dx 16 4
1 2 114 x 2 5 41 x ,
1/2
1 4
right { hand side: xy1/2 5 x ? x 5x? 2 3
16
we see that each side of the equation is the same for every real number x. Note that
y1/2 5 14 x2 is, by definition, the nonnegative square root of 16
1 4
x.
(b) From the derivatives y9 = xe x + e x and y0 = xe x + 2e x we have, for every real

number x,
left { hand side: y0 2 2y9 1 y 5 (xe x 1 2e x ) 2 2(xe x 1 e x ) 1 xe x 5 0,

right { hand side: 0. .
Note, too, that each differential equation in Example 5 possesses the constant
solution y 5 0, −` < x < `. A solution of a differential equation that is identically
zero on an interval I is said to be a trivial solution.
y solution Curve The graph of a solution f of an ODE is called a solution

curve. Since f is a differentiable function, it is continuous on its interval I of defini-
tion. Thus there may be a difference between the graph of the function f and the
1 graph of the solution f. Put another way, the domain of the function f need not
be the same as the interval I of definition (or domain) of the solution f. Example 6
x
1 illustrates the difference.
ExamplE 6 Function versus Solution

(a) function y 5 1/x, x ? 0
(a) The domain of y = 1yx, considered simply as a function, is the set of all
y
real numbers x except 0. When we graph y = 1yx, we plot points in the xy-plane
corresponding to a judicious sampling of numbers taken from its domain. The
rational function y = 1yx is discontinuous at 0, and its graph, in a neighborhood
1 of the origin, is given in Figure 1.1.1(a). The function y = 1yx is not differen-
tiable at x = 0, since the y-axis (whose equation is x = 0) is a vertical asymptote
1 x of the graph.
(b) Now y = 1yx is also a solution of the linear first-order differential equation
xy9 + y = 0. (Verify.) But when we say that y = 1yx is a solution of this DE, we
mean that it is a function defined on an interval I on which it is differentiable and
(b) solution y 5 1/x, (0, ∞)
satisfies the equation. In other words, y = 1yx is a solution of the DE on any interval
FIgURE 1.1.1 In Example 6 the function that does not contain 0, such as (−3, −1), _12, 10+, (−`, 0), or (0, `). Because the
y = 1yx is not the same as the solution solution curves defined by y = 1yx for −3 < x < −1 and 12 , x , 10 are simply
y = 1yx segments, or pieces, of the solution curves defined by y = 1yx for −` < x < 0 and
0 < x < `, respectively, it makes sense to take the interval I to be as large as pos-
sible. Thus we take I to be either (−`, 0) or (0, `). The solution curve on (0, `) is
shown in Figure 1.1.1(b). .
expliCit AnD impliCit solutions You should be familiar with the terms
explicit functions and implicit functions from your study of calculus. A solution
in which the dependent variable is expressed solely in terms of the independent
variable and constants is said to be an explicit solution. For our purposes, let us
think of an explicit solution as an explicit formula y = f(x) that we can manipulate,
evaluate, and differentiate using the standard rules. We have just seen in the last
1 4
two examples that y 5 16 x , y = xex, and y = 1yx are, in turn, explicit solutions
1/2
of dyydx = xy , y0 − 2y9 + y = 0, and xy9 + y = 0. Moreover, the trivial solu-
tion y = 0 is an explicit solution of all three equations. When we get down to the
business of actually solving some ordinary differential equations, you will see that
methods of solution do not always lead directly to an explicit solution y = f(x).
This is particularly true when we attempt to solve nonlinear first-order differential
equations. Often we have to be content with a relation or expression G(x, y) = 0 that
defines a solution f implicitly.
DEFINITION 1.1.3 Implicit solution of an ODE

A relation G(x, y) = 0 is said to be an implicit solution of an ordinary differen-
tial equation (4) on an interval I, provided that there exists at least one function
f that satisfies the relation as well as the differential equation on I.
It is beyond the scope of this course to investigate the conditions under which a
relation G(x, y) = 0 defines a differentiable function f. So we shall assume that if
the formal implementation of a method of solution leads to a relation G(x, y) = 0,
then there exists at least one function f that satisfies both the relation (that is,
G(x, f(x)) = 0) and the differential equation on an interval I. If the implicit solution
G(x, y) = 0 is fairly simple, we may be able to solve for y in terms of x and obtain
one or more explicit solutions. See (iv) in the Remarks.
ExamplE 7 Verification of an Implicit Solution

The relation x 2 + y 2 = 25 is an implicit solution of the differential equation
dy x
52 (8)
dx y
on the open interval (−5, 5). By implicit differentiation we obtain
d 2 d 2 d dy
x 1 y 5 25 or 2x 1 2y 5 0. (9)
dx dx dx dx
Solving the last equation in (9) for the symbol dyydx gives (8). Moreover, solving
x2 + y2 = 25 for y in terms of x yields y 5 6Ï25 2 x2. The two functions
y 5 1(x) 5 Ï25 2 x2 and y 5 2(x) 5 2Ï25 2 x2 satisfy the relation (that is,
x2 + 21 = 25 and x2 + 22 = 25) and are explicit solutions defined on the interval
(−5, 5). The solution curves given in Figures 1.1.2(b) and 1.1.2(c) are segments of the
graph of the implicit solution in Figure 1.1.2(a).
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heirlooms, and these were pucka (good old Indian word!) and not
those of other people.
If he could only hold on to the end, and put in his time fairly and
squarely, he might yet see Aurea at Wynyard—though at present his
prospects were blank; all he had to his name was his weekly wages,
and these wages, figuratively, bore him into the presence of Miss
Parrett. What an old bully she was! how she brow-beat and hectored
her unfortunate sister, and what a jabbering impostor! talking
incessantly of all she did, and was going to do, but leaving
everything in the way of work to Miss Susan and her niece—whilst
she trotted round spying and scolding.
As Wynyard reclined against the bank smoking, absorbed in his
reflections—and Joss was equally engrossed in an adjacent ditch—a
far-away sound broke faintly on their ears. In a few seconds this had
resolved itself into the regular “thud, thud, thud,” of a galloping horse,
and here he came into sight—a chestnut in a lather, with streaming
reins, and exultant tail, carrying an empty side saddle.
Wynyard instantly recognised Aurea’s weedy thoroughbred, and,
flinging away his cigar, ran forward, but the animal, bound for his
stable, was not thus to be captured and detained; with a snort of
defiance, he made a violent swerve, and tore on, hotly pursued by
Joss.
CHAPTER XXIV
ON YAMPTON HILL
It was not the horse, but the horse’s rider that was of consequence.
Where was she? What had happened? Spurred by an agony of
apprehension, Wynyard ran in the direction from which the runaway
had appeared. In five minutes’ time a speck, and then a figure came
into sight, and this presently resolved itself into Miss Morven—
apparently unhurt. She, too, had been running; her habit was
splashed, she carried her hat in her hand, her beautiful hair was
becomingly loosened, and she had a brilliant colour.
As Wynyard slowed down to a walk, she called to him—
“Have you seen my horse?”
“Yes; he must be in Ottinge by this time,” was the comforting
rejoinder.
“Why didn’t you stop him?”
“It would have wasted a lot of time, and I wanted to see what had
happened to you.—I was afraid you’d had a spill.”
This was not the ever silent and respectful chauffeur to whom Miss
Morven had been hitherto accustomed; but no less a person than
Lieutenant Wynyard, late of the Red Hussars, who, in a cheery
voice, addressed her as an equal—as no doubt he was. So be it.
She instantly decided to abandon herself to the situation. Possibly he
would now confide something about himself, and how and why he
came to be in her aunts’ service. So, after a momentary hesitation,
she replied—
“Oh no, I only got off to open a gate, and Rufus broke away. I
suppose I shall have to walk home!”
To this Wynyard secretly and joyfully agreed, but merely said—
“I see you are alone.”
“Yes; father and I rode over to Shrapton-le-Steeple; he wanted to
see Mr. Harnett, a literary friend, and Mr. Harnett had so much to
show and to say that he persuaded father to stay and dine, as there
is a moon, and I came home by the short-cut. I must be three miles
from Ottinge?” and she halted and deliberately looked about her.
“Yes,” he replied; “a good three miles.”
(Oh, a very good three miles, during which he would have Aurea’s
undivided company—what a piece of luck!)
For some little time the couple proceeded in silence—a sensitive
silence. During the interval since their last meeting, they had
accomplished a vast amount of very special thinking—many
disturbing, dominating, and dangerous thoughts had entered the
young lady’s brain, and she said to herself—
“I must keep perfectly composed, and if ever he intends to speak
freely, now—now is the time! To think of us two alone on Yampton
Hills, three miles away from home!”
Somehow those three miles held a thrilling prospect. Wynyard, for
his part, was longing to utter what was in his mind; here was his one
grand opportunity; and yet for several hundred yards a strange
silence hung between them, though the man was burning to speak
and the girl was longing to listen; meanwhile moments, precious as
life itself, were ebbing fast! At last the conversation began to trickle;
the topics were the choir, the boy scouts, old Thunder’s pig, and Mrs.
Hogben’s face-ache—a spent cartridge in the path introduced sport
and shooting.
“I wonder why men are so keen on killing things?” said Aurea.
“I believe we inherit it from our ancestors, who had to kill wild
creatures or starve. I must say I like shooting.”
“Oh, do you!”—a blank pause—“the only sport I can imagine any
pleasure in, is hunting.”
“Do you hunt?”
“No; I only wish I did; but Aunt Bella thinks it so improper for a
woman to follow the hounds, and father could not escort me.”
“But parsons do hunt.”
“They did; a vicar of Ottinge actually kept hounds. Father says he
only left a dozen dusty books in the library, but a hundred dozen of
sound wine in the cellar.”
“Yes, those were the good old days!”
“I’m not so sure that they were superior to our own times. What do
you say?”
“That I hope you will always have a good time, Miss Morven.”
Miss Morven coloured and bit her lip, but resumed—
“If I only might hunt, I would be bound to have a good time.”
“Is your horse a clever jumper?”
“No; he either blunders on his head, or sits down.”
“Doesn’t sound very promising!” and they both laughed. “Anyway, it’s
a rotten, bad country,” said Wynyard, with a contemptuous wave of
his hand; “the uplands are full of rabbit holes, and as for the lowlands
—you’d want a boat! You should see Leicestershire—big fields and
sound turf.”
“Yes; but I’m afraid I can’t hunt in Leicestershire from Ottinge,” she
answered, with a smile; “and I have some hopes of sport this winter.
Mrs. Waring, who is tremendously keen, wants me to go out with
her.”
“On a pillion?”
“No; her brother has a capital horse, not up to his weight, that would
just carry me. He is so anxious that I should try it; it jumps
beautifully.”
“And what does Miss Parrett say?”
“I think Mrs. Waring may talk her over, and Mr. Woolcock promises to
look after me.”
This information roused Wynyard’s ire, his face hardened, and his
tone was dry as he said—
“Woolcock is too heavy to hunt, except pounding along the road. He
must weigh seventeen stone!”
“Very likely; but he is going to do a cure before the season opens.”
“Why not a couple of hours with the garden roller, and save the
donkey?”
Miss Morven took no notice of this impudent suggestion—merely
flicked her habit with her hunting crop, and he continued—
“Westmere is a fine old place.”
“Yes, isn’t it? The hall and galleries are real Tudor, and the park is
lovely.”
“How would you like to live there?”
“I?” and as she turned to him her air was lofty. “What a—a—an
extraordinary question!”
“Yes,” he replied, with hasty penitence; “please forgive me, it was
more than extraordinary, it was impertinent.”
“By the way (it was, after all, the girl who broke the ice), I must ask
you to excuse me for my inquisitive question the other day in the
garden.”
“You wanted to know why I hung on at Ottinge, with little or nothing
to do?” and he paused. “I think you do know, Miss Morven, in fact,
I’m sure you know. I’d be only too glad to speak out, but my hands
and tongue are tied. I’ve given a promise I’m bound to keep, and
between you and my absolute confidence, there stands at present
an enormous obstacle.”
“Oh!”
“I ought to tell you that I’m not what I seem.”
“Of course,” with a touch of impatience, “you are a gentleman by
birth; I’ve always known that.”
“Nor am I here in my own name—only my christian name; but I’ve
never done anything to disgrace it, I give you my word of honour.” As
he came to a halt and faced her, and the setting sun shone into his
truthful eyes and touched his crisp brown locks, the glow of the
evening air seemed to give added force to his personality. “I’ve
played the fool—the silly ass—and I’ve got to pay. How I wish I might
talk to you openly, and tell you all about myself!”
“I wish you might,” repeated the girl, and her voice shook; an
emotional tension had crept into the situation—her pulses beat
wildly, and her mind was in a tumult.
“You cannot imagine what it is to be in my fix,” he continued,
speaking with low, passionate intensity; “for months and months to
love some one with all my soul, and never be able to open my lips.”
“It must be trying,” she answered, now moving on, with her eyes on
the ground.
“And when I’m free, I may be too late!” he said gloomily.
“You may,” she assented; “for how could some one guess?”
“That’s it! That is what is the awful part of the whole thing; but, look
here, Miss Morven, let me state a case. Supposing you knew a
fellow in such a hole, and felt that you cared for him, and could trust
him and stick to him, as it were, blindly for a time; supposing he were
your social equal, and had a clean record, and that you knew he
worshipped your very shadow—would”—and here he looked straight
into her face—“you wait?” To this question, impetuously delivered,
there followed a silence.
“This is a sort of problem, isn’t it?” she faltered at last, “like the Hard
Cases in Vanity Fair?”
“No, by Jove, part of it is God’s truth! but I’m only talking like an idiot.
Of course no girl that ever was born could do it.”
“I’m not so sure,” she murmured, with her eyes on the ground, her
heart beating in hurried thumps.
“Miss Morven—Aurea,” he went on, now moved out of all discretion,
and casting self-control to the winds, “you are the only girl I’ve ever
cared for in all my life. I fell in love with you the first moment I ever
saw you, when you danced with Mackenzie in the Manor drawing-
room. This meeting to-day has been the one good turn luck has
done me in three years—and I seize upon it perhaps unlawfully;
perhaps it’s not just cricket, my talking to you in this way, but it’s my
only chance, so I snatch it, for I may never see you alone again—
and all is fair in love and war.”
At this moment he caught sight of a stout figure, far below, labouring
up the winding lane; it was Miss Morven’s maid, Norris. He
recognised her bright blue gown. Oh, the precious moments were
numbered, and it was now—or never!
“What do you say?” he demanded, coming to a standstill.
“But what can I say?” she rejoined, lifting her startled eyes to his. “I
don’t know anything about you. You cannot even tell me your name.”
(Naturally she did not mention that it was already known to her.) “It’s
all rather bewildering, isn’t it?”
“Yes, it’s simply crazy,” he admitted; “here am I, your aunts’
chauffeur, receiving weekly wages, living like a working man, telling
you, with the most audacious and astounding impertinence, that I’ve
been in love with you for months. You know that I’m of your own
class, but who I am, or where I come from, I refuse to disclose. No
wonder you feel dazed.” They were now within sight of the village
and of Norris. “Look here, Miss Morven,” he continued, and his voice
was a little hoarse, “I see your maid coming, and my priceless,
precious time is running out. Let me ask you one question;
supposing I were not Owen, the chauffeur, but had fair prospects,
good friends, and say a thousand a year to start with—would you—
marry me?”
Aurea knew perfectly well that she would marry him if he had only a
few hundreds a year, no prospects, and no friends; but she took
refuge in that nice, useful, and evasive word “Perhaps.”
“Perhaps”—he stooped and kissed her gloved hand—“perhaps—will
keep me going! Even if I don’t see you, I shall live on that one little
word for the next eighteen months. I don’t suppose I shall have
another opportunity of speaking to you.”
Here he was interrupted by Norris, who suddenly appeared round a
bend in the lane, puffing like a grampus, her hat on the back of her
head, and her face crimson from exertion.
“Oh, Miss Aurea!” she screamed, as she halted and held her fat
sides, “such a cruel fright as you give me—and the three men gone
by the road looking to find your corpse! and I ran this way, after your
horse come home all loose and wild. Are you hurt?”
“No; he only broke away when I was opening a gate, and I had to
walk,” replied the young lady with wonderful composure.
Norris threw a sharp glance at the chauffeur.
“And couldn’t he have helped you? What was he about?”
“I’m afraid, like yourself, I was looking for Miss Morven,” he replied.
Norris turned from him with a sniff of disparagement, and,
addressing herself to her mistress, said—
“And where’s the Rector?”
“He is dining with Mr. Harnett.”
“Tut, tut, tut! And he will stay half the night talking books, and there
are a brace of grouse for dinner—kept to the hour—and all he will
get at Harnett’s will be green vegetables, like a goat—he’s a
sexagenarian!”
At this Aurea laughed and the chauffeur smiled; he was now walking
alongside of Miss Aurea, as much at his ease as if he were a
gentleman! Norris turned on him abruptly, and said—
“Look here, young man, you’d better be getting on—it’s your supper-
time, and Mother Hogben won’t keep it hot for you.”
“It’s very good of you to think of my supper,” he replied, with a touch
of hauteur; “but I’m not in any hurry.”
He spoke to her as her superior; his was the voice and air of the
ruling and upper class, and Norris’ dislike to the insolent young
ne’er-do-well suddenly flared into active hatred. Meanwhile, he
walked with them to the very end of the lane, and opened the side
gate for Miss Morven and herself; and as he held it, he took off his
cap to Miss Aurea and said—
“Good-night—miss.”
As mistress and maid crossed the lawn, the latter burst out—
“I can’t abide that young fellow, with his fine manners and his taking
off his cap like a lord! Miss Aurea dear, I’m thinking the Rector would
not be too well pleased to see you in the lanes a-walking out like any
village girl along of your aunts’ chauffeur.”
“Norris, how dare you speak to me in such a way!” cried Aurea
passionately. And yet, why be furious? She had been “a-walking out”
precisely like any other country girl.
“Well, well, well, dearie, don’t be angry. I’m only giving you a hint for
your good, and I know you are a real lady, as proud as proud, and as
high-minded as a queen or an angel. Still and all, I’m mighty glad
that none of our talkers happened to come across you!”
CHAPTER XXV
LADY KESTERS AT THE DRUM
Jane Norris, who had been Aurea’s nurse, was now her maid and
housekeeper, a most efficient individual in both capacities. Jane was
a woman of fifty, with a round, fat face, a complacent double chin, a
comfortable figure, and a quantity of ginger-coloured hair—of which
she was unreasonably vain. Jane had also a pair of prominent brown
eyes (which gave the impression of watchfulness), a sharp tongue, a
very sincere affection for her child, and an insatiable appetite for
gossip. She was left in sole charge of the Rector and Rectory when
Aurea was absent, and considered herself a person of paramount
importance in the community, not only on account of her position at
the Rectory, but also for being the happy possessor of a real fur
coat, a gold watch, and, last, but by no means least, considerable
savings. Her circle was naturally contracted and select; her
intimates, the village dressmaker, Miss Poult—who had many clients
in the neighbourhood—Mrs. Frickett, of the Drum; and Mrs. Gill, the
schoolmistress. (Mrs. Hogben, who took in washing, needless to say,
was not in her set.) Miss Norris had a flair for uncloaking scandals,
and was a veritable Captain Cook in the way of making marvellous
and unsuspected discoveries. She had always been particularly
anxious to explore the chauffeur’s past and to learn what she called
the “geography” of this young man. Hitherto the young man had
defeated her efforts, and baffled her most insidious inquiries. He did
not drink or talk or give himself away; he did not carry on with girls,
or encourage them. Oh, it was an old head on young shoulders, and
there was something about him that was not fair and square—and
she was bound to know it!
Miss Norris had been occasionally disturbed by a vague
apprehension (resembling some persistent and irritating insect) that
her mistress was interested in this good-looking stranger, but she
thrust the idea angrily aside. Miss Aurea was not like those bold,
chattering minxes who were always throwing themselves in his way!
She was really ashamed of herself, and her wicked mind. Of course,
Miss Aurea would make a grand match, and marry young Woolcock
—who was just crazy about her, as all the world knew—and she
would go with her as maid to Westmere Park. But the vision of her
young lady and the chauffeur talking to her so earnestly in the hill
lane had excited her fears, and she resolved to give Miss Aurea
something to think of, and put her from speaking to the upsetting,
impudent fellow—who got more notice and made more talk in
Ottinge than the Rector himself!
Aurea, who had been accustomed to Norris ever since the days of
socks and strapped shoes, regarded her as a friend, and even
suffered her to gossip (mildly) as she dressed her hair, for she said
to herself—
“The poor thing has no one else to talk to all day long”—Simple
Aurea!—“being set in authority over the other servants, and must
have some safety-valve.”
The night after her walk with Wynyard, Aurea slept but little; she was
thinking, and wondering, and happy. As she dressed, she was
unusually abstracted, and when Norris began her coiffure, she did
not as usual read the Psalms for the day, but sat with crossed hands
in a trance of meditation, whilst her maid brushed her soft and
lustrous locks. After twice clearing her throat with energetic
significance, Norris began—
“So Mrs. Ramsay is letting the house for six months, I hear?”
“Yes,” was the languid reply.
“To a sort of county inspector; the chauffeur fellow showed him in—
he has a finger in every one’s pie.”
“I don’t know what you mean, Norris.”
“Well, anyway, he did a lot for Mrs. Ramsay,” she answered, with
significance. “He was in and out at all hours—some think he is good-
looking—and ladies like him.”
“What ladies?”
“Well, now, Miss Aurea, you know I don’t intend any harm, but the
talk is that your aunt, Miss Susan, makes too great a pet of him.
Why, half his day he’s helping her in the garden or potting plants in
the greenhouse; and she lends him books, and talks and makes a
fuss of him, just as if he were in her own station.”
Norris’ speech was so rapid, such a cataract of words, that her
young mistress had not been able to interrupt; at last she broke in—
“How wicked of people!” endeavouring to wrench her hair away.
“Poor Aunt Susan—so good, unselfish, and kind—not even spared!
Oh, it’s too abominable! I’m ashamed of you, Norrie; how can you
listen to such things?”
“Indeed, Miss Aurea, I said just what you said, and that Miss Susan
was too old; but they say there is no fool like an old one—and some
folk will gossip. And there was Mrs. Lambert, who married a boy that
was at school with her own son. You know there’s not much to talk of
here—now the Ramsays are gone. As for the young man, as I told
you to-night, I never held a good opinion of him; he’s too secret and
too off-hand to please me. He goes out of a night for exercise, so he
says, walking the country till daybreak; but that’s just a blind. Who is
he with?—tell me that?”
Aurea remembered, with a sudden stinging pang, how she and her
father had overtaken him one evening escorting Dilly Topham. Dilly
had been crying, and she was holding his hand!
“Why, I saw him myself in the theatre at Brodfield,” resumed Norris,
“and he had a young woman with him—so he had.”
“And why not?” bravely demanded Aurea, but her lips were white.
“The two were in a box, and he sat back—but I knew him—and
afterwards they walked together to the Coach and Horses Hotel, the
best in Brodfield. She was tall and slim, and wore a long coat and
black lace scarf over her head—I call it very bold in the public street.”
“One of his friends,” explained Aurea, with a stoical indifference her
heart belied; and to cut short any further disclosures, she released
herself from her handmaiden’s clutches and knelt down to say her
prayers.
By a disagreeable and curious coincidence, Miss Morven received
that same evening ample confirmation of Norris’ arraignment!
Lady Kesters had decided to pay her brother another visit, and wrote
to announce that, as she and Martin were within fifty miles, she
would fly down to see him for a few hours.
“I’ll come to Brodfield by train and motor over. Don’t
breathe a word to the Parretts. I can put up at the Drum
and meet you there. I’ve ever so much to say and hear;
your letters are miserable, and I’ve not seen you for more
than two months. Martin is off to America in October—he
has to look after some business—and I am going with him,
as I want to see the country, but I shudder to think of the
crossing. Uncle Dick is at Carlsbad. If you come over to
the churchyard about six to-morrow, I shall be there. I’ll
hire a car for the day and get back to Brodfield for the
night, and rush to Rothes next morning with the milk; if
you will make an appointment, I can meet you, and go for
a stroll and a talk.”
A smart Napier and a motor-veiled lady were not now a startling
novelty in Ottinge—it was the highway to many places; but the 40
h.p. motor and lady who put up at the Drum was a refreshing novelty
—and a novelty invested in mystery.
The Drum jutted out obtrusively; the front faced down the road
towards the Manor, and one side was parallel to the street, and
whoever entered or left was well in evidence. Lady Kesters asked for
dinner and a sitting-room, as if such were a matter of course! The
sole sitting-room was just across the passage from the bar and
overlooked the street. It was oak-panelled, very low, the walls were
decorated with cheap prints and faded photographs of cricket
groups, there was a round table, three or four chairs, and an
overpowering atmosphere of stale beer.
“Oh, let me see—I’ll have some tea and roast chicken,” announced
the traveller.
“Chicken, ma’am?” repeated Mrs. Frickett, and her tone was
dubious. “I don’t know as I can run to that. The hens is roosting now.”
“Oh, well,”—impatiently—“bacon and eggs. I’ll go and take a turn
about the village.”
With her veil drawn over her face, Lady Kesters walked out, went
slowly up to the church, and critically inspected the Parsonage.
Then, just inside the churchyard, she discovered her brother sitting
on a tombstone. As he sprang to meet her, she exclaimed—
“Are you smiling at Grief?”
“Hullo, Sis, this is most awfully good of you! How are you? Very fit?”
“Yes. Do come out of this horribly dismal rendezvous, and let us go
down one of the lanes, and talk.”
“Aren’t you tired?”
“No, only hungry. I’ve ordered a meal at the Drum. I’m tired of sitting
in a train or motor, and glad of a walk. Well, Owen, so far so good—
six months are gone—hurrah!”
“Yes, thank goodness, but it’s been a pretty stiff job.”
“An uphill business, and terribly dull! Again I repeat, would you like to
move? You could so easily better yourself.”
“No, I stop on till the car breaks up.”
Lady Kesters raised her eyebrows.
“Well, I can only hope that blest epoch will be soon! I met Miss
Susan, you know, and the crafty old thing was fishing to find out who
you are? She has her suspicions, but I gave her no assistance. The
niece was with her—Miss Aurea——” She paused expressively, then
went on, “Owen—she’s a remarkably pretty girl.”
He nodded.
“Yes, I understand your reason for remaining in Ottinge; it is beautiful
—simplicity itself.” She looked at her brother attentively. “Are you
making love to her?”
“I—her aunts’ chauffeur?”
“Nonsense! Are you in love with her?” she persisted. “Come, tell the
truth, my dear boy. Why should you not take me into your
confidence? Are you?”
“Well—I am.”
“And she?”
“Don’t I tell you that I’m only her aunts’ chauffeur, and my tongue is
tied? All the same, Sis—it’s beastly hard lines.”
“Then, Owen, you really ought to go away; you’ll soon forget her and
Ottinge. I’ll find you another opening at once.”
“No, I won’t stir yet,” he answered doggedly.
“You are wrong, and on your head be it! I wish you could come out to
America with us; but foreign countries are barred.”
“Why are you and Martin off there?” artfully changing the subject.
“Partly business—chiefly, indeed. He has not been well, and I can’t
allow him to go alone; but, anyway, I’m looking forward to the trip.
Tell me, how are you off for money?”
“All right; I fare sumptuously on a pound a week and washing extra.”
“I suppose you live on bacon? That’s to be my dinner.”
“Bacon—eggs—fowl—steak. Mrs. Hogben is a mother to me, and a
real good sort.”
“I must say I think you look rather thin, Owen.”
“I’m glad of it; I’m as fit as a fiddle, and made sixty runs last week for
Ottinge. They little dream that I was in the Eton Eleven! Hullo! here
are some people coming. I say—what a bore!”
No less than two couples now approached arm in arm; as they
passed, they stared hard, and even halted to look back.
“What will they think, Owen?” and she laughed gaily.
“I don’t care a blow what they think!” he answered recklessly; “but all
the same you’d better return to the Drum alone.”
“Well, mind you come in this evening—I start at nine; you can
pretend my chauffeur is your pal—pretend anything!”
“Oh, I’m good enough at pretending; it’s now my second nature!
Joking apart, you ought to be going back to the inn, and getting
something to eat.”
CHAPTER XXVI
THE OBSTACLE
At seven o’clock Wynyard went boldly to the Drum and inquired for
the lady who was stopping there.
Mrs. Frickett stared at him with a stony expression in her dull grey
eyes. She had heard of his airs and his impudence from Norris.
“Will she see you?” she asked, and her tone was aggressively
insolent.
“Oh yes,” was the ready answer; “it’s business.”
“Oh, if it’s business——” and she gave an incredulous sniff and,
flinging open the parlour door, ushered him into the presence of his
sister.
Lady Kesters had removed her cap and motor coat, and was seated
at the table in a careless attitude, leaning her head on her hand and
smoking a cigarette. The door was exactly opposite to the taproom,
and the assembled crowd enjoyed a rare and unexpected spectacle.
A woman smoking—ay, and looking as if she were well used to it
and enjoying herself—a lady, too—there was a string of pearls round
her throat, and the hand that supported her dark head was ablaze
with diamonds. Ottinge had heard and read that females were taking
to tobacco, and here was the actual demonstration before their
gloating eyes. A fine, handsome young madam, too, with a car in the
yard—ay, and a friend to visit her! They craned over to catch a
glimpse of the figure ushered in by Mrs. Frickett. The man’s back
and shoulders had a familiar look. Why, if it wasn’t Owen, Miss
Parrett’s chauffeur! The immediate result of this astounding
discovery was a deadly and expressive silence.
Since Wynyard had parted with his sister he had made up his mind
to tell her all about Aurea. He longed to share his secret with some
one, and who could be better than Leila? She would give him her
sympathy and—what was more—a helping hand; if any one could
unravel a hopeless tangle, it was she. After a little commonplace
talk, in a few abrupt sentences he commenced to state his case.
“Ah!” she exclaimed as he paused, and she dabbed the end of her
cigarette on the old oak table, “so it’s all coming out now! You show
your good sense, Owen, in confiding in me—two heads are better
than one. I’ve seen the young lady; she is distractingly pretty—and I
think I approve.”
“Think!” The words were a text upon which her brother delivered to
his astounded listener an address of such emotional eloquence, that
she sat and stared in bewildered silence.
As he spoke, he strode about the room, carried away by his adorable
subject—Aurea’s beauty, her cleverness, her unselfishness, her
simple and single-hearted disposition, her good influence in Ottinge,
her delicious voice, and her entrancing smile. Oh, it was a wonderful
relief to share with another the raptures so long bottled up in his own
breast!
In the middle of his discourse, the door, which was flung open to
admit “two lemonades,”—Owen had warned his sister against the
deadly Drum coffee,—revealed to a profoundly interested tap, young
Owen, the shover, “a-walkin’ and a-talkin’ and a-carryin’ on like old
Billy, and in such a takin’ as never was seen.”
“She’s his sweetheart, ’tis sure!” suggested one sightseer.
“Nay, more likely his missus,” argued another; “she was a-laughin’ at
him!”
As the door closed Leila threw her cigarette into the grate with a
quick, decided gesture, and, leaning both elbows on the table, said,
as she looked up at her brother—
“It’s an extraordinary entanglement, my dear boy. You are in love—
for the first and only time in your life. Of course I can believe as
much of that as I like!”
“You can!” His voice was sharp and combative.
“In love with an angel. I may tell you that she really is a fellow-
creature! You think she likes you, but for one solid year and a half
you may not impart to her who you are, or where you come from, or
even your name—I mean your surname. You are at liberty to inform
her that you are ‘Owen St. John Willoughby FitzGibbon’—a nice long
string!—but must never breathe the magic word ‘Wynyard.’”
“No, you know I can’t,” he answered irritably.
“You are her aunts’ servant now, though you will be, if you live, Sir
Owen Wynyard of Wynyard; but you may not give her the faintest
hint, as you must stick to your bargain with Uncle Dick and he to his
with you. Now, let me consider,” and she held up a finger: “if you
speak, and reveal your identity, and become engaged, you lose a
fortune.”
“Yes,” he agreed, a trifle dryly.
“If you don’t speak, you run a great chance of losing the young lady!
Mr. Woolcock is on the spot, and as willing as Barkis. Westmere is
close by—an ever-enticing temptation—and he has the goodwill of
the girl’s relations.”
“Yes, that’s a true bill; it’s wonderful how you grasp things.”
“What grounds have you for supposing the girl would wait for
eighteen months in absolute ignorance of who you were? Have you
ever spoken to her, as her equal?”
“Yes, once,” and he described their walk two days previously. “I
stated a similar case; I made the most of my time, and asked her
what she would do under such circumstances.”
“My dear Owen,”—and she looked at him with an expression of
wonder in her eyes—“I am simply staggered at your presumption!”
“Yes, so was I; but, you see, it was my only chance, and I snatched
it.”
“And what did she answer. That it was evident you were an
uncertified lunatic!”
“No; she said ‘Perhaps.’”
“‘Je m’en vais, chercher un grand peut-être,’ as some one said on
his death-bed.”
“Don’t talk French—or of death-beds, Sis.”
“No, I won’t. I see that your divinity is a clever, modern young
woman, who refuses to commit herself. Look here, Owen, I won’t
tease you any more; this situation is such that it even baffles the
activity of my clever and contriving mind! I’m afraid I can do nothing
at present; but when we return from America, I shall make a point of
cultivating General and Mrs. Morven, on account of the girl. I’ll
cultivate the girl for your sake, and ask her to stay in Mount Street.
Possibly she may open her heart to me, and tell me everything! I
have a wonderful knack of extracting similar confidences even from
my housemaids! I shall listen sympathetically, advise sagaciously,
and urge her to stick to you!”
“Yes, I know that once you take a thing in hand, Sis, it goes like an
express train; but you will be away for six months—six months is a
long time.”
“Time!”—springing to her feet—“and talking of time, I must be off.
Ring the bell, my dear boy, and order the car at once.”
Miss Morven had been dining at the Manor. She had endured a long,
leaden evening playing draughts with her Aunt Bella; she played so
carelessly that Bella had repeatedly huffed her, and eventually won
with six kings to the good! After their niece’s departure, the sisters
were for once unanimous in their opinion: they had never seen
Aurea looking so well, as that night.
“What a rose-blush complexion, what clear, glowing eyes!” said
Susan, with enthusiasm.
“Yes,” agreed Miss Parrett, who was putting away the draught-board,
“she’s got my skin, and her mother’s eyes. I’ve often been asked if I
were painted!” she announced, with serene complacency.

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1 Introduction to Differential Equations 2

2 First-Order Differential Equations 36

2.1 Solution Curves Without a Solution 37

3 Modeling with First-Order Differential

4 Higher-Order Differential Equations 118

4.1.2 Homogeneous Equations 121

4.8 Green’s Functions 173

5 Modeling with Higher-Order Differential

5.1.3 Spring/Mass Systems: Driven Motion 204

6 Series Solutions of Linear Equations 236

6.1 Review of Power Series 237

7 The Laplace Transform 278

7.1 Definition of the Laplace Transform 279

8 Systems of Linear First-Order Differential

8.1 Preliminary Theory—Linear Systems 333

8.3 Nonhomogeneous Linear Systems 355

9 Numerical Solutions of Ordinary Differential

9.4 Higher-Order Equations and Systems 381

10 Systems of Nonlinear First-Order Differential

10.1 Autonomous Systems 391

10.2 Stability of Linear Systems 397

11 Fourier Series 424

11.1 Orthogonal Functions 425

11.5 Bessel and Legendre Series 451

12 Boundary-Value Problems in Rectangular

12.4 Wave Equation 473

13 Boundary-Value Problems in Other Coordinate

14 Integral Transforms 520

14.1 Error Function 521

15 Numerical Solutions of Partial Differential

Answers for Selected Odd-Numbered Problems ANS-1

assignments and applications, MindTap is a digital learning solution and

REVIEWERS OF PAST EDITIONS

Terry Herdman, Virginia Polytechnic Institute and State University

1.1 Definitions and Terminology

A Definition The equation that we made up in (1) is called a differential

DEFINITION 1.1.1 Differential Equation

ClAssifiCAtion by type If a differential equation contains only ordinary

ExamplE 1 Types of Differential Equations

(b) The following equations are partial differential equations:*

notAtion Throughout this text ordinary derivatives will be written by using

it is immediately seen that the symbol x now represents a dependent variable,

ClAssifiCAtion by orDer The order of a differential equation (either ODE

second order first order

is a second-order ordinary differential equation. In Example 1, the first and third

ExamplE 2 Differential Form of a First-Order ODE

(a) By dividing by the differential dx an alternative form of the equation

(b) By multiplying the differential equation

In symbols we can express an nth-order ordinary differential equation in one

ExamplE 3 Normal Form of an ODE

ClAssifiCAtion by lineArity An nth-order ordinary differential equation (4)

ExamplE 4 Linear and Nonlinear ODEs

(b) The equations

nonlinear term: nonlinear term: nonlinear term:

DEFINITION 1.1.2 solution of an ODE

In other words, a solution of an nth-order ordinary differential equation (4) is a

F(x, (x), 9(x), . . . , (n)(x)) 5 0 for all x in I.

F(x, (x), 9(x), . . . , (n)(x)) 5 0 for all x in I.