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Applied Differential Equations with
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APPLIED
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Vladimir A. Dobrushkin
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Library of Congress Cataloging-in-Publication Data
Names: Dobrushkin, V. A. (Vladimir Andreevich)

Title: Applied differential equations with boundary value problems / Vladimir
Dobrushkin.
Other titles: Differential equations with boundary value problems
Description: Boca Raton : CRC Press, 2017. | Includes bibliographical
references and index.
Identifiers: LCCN 2017015454 | ISBN 9781498733656
Subjects: LCSH: Differential equations--Textbooks. | Boundary value
problems--Textbooks. | Boundary value problems--Numerical solutions.
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Contents
List of Symbols xi
Preface xiii
1 Introduction 1
1.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Classification of Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Solutions to Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.4 Particular and Singular Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.5 Direction Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.6 Existence and Uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
Review Questions for Chapter 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2 First Order Equations 39

2.1 Separable Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
2.1.1 Autonomous Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.2 Equations Reducible to Separable Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
2.2.1 Equations with Homogeneous Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
2.2.2 Equations with Homogeneous Fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
2.2.3 Equations with Linear Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
2.3 Exact Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
2.4 Simple Integrating Factors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
2.5 First-Order Linear Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
2.6 Special Classes of Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
2.6.1 The Bernoulli Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
2.6.2 The Riccati Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
2.6.3 Equations with the Dependent or Independent Variable Missing . . . . . . . . . . . . . . . . . 105
2.6.4 Equations Homogeneous with Respect to Their Dependent Variable . . . . . . . . . . . . . . 107
2.6.5 Equations Solvable for a Variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
2.7 Qualitative Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
2.7.1 Bifurcation Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
2.7.2 Validity Intervals of Autonomous Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
Summary for Chapter 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
3 Numerical Methods 137

3.1 Difference Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
3.2 Euler’s Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
3.3 The Polynomial Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
3.4 Error Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
3.5 The Runge–Kutta Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
vii
viii Contents
4 Second and Higher Order Linear Differential Equations 187

4.1 Second and Higher Order Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188
4.1.1 Linear Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 190
4.1.2 Exact Equations and Integrating Factors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
4.1.3 Change of Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193
4.2 Linear Independence and Wronskians . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
4.3 The Fundamental Set of Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
4.4 Equations with Constant Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
4.5 Complex Roots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212
4.6 Repeated Roots. Reduction of Order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
4.6.1 Reduction of Order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
4.6.2 Euler’s Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
4.7 Nonhomogeneous Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
4.7.1 The Annihilator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
4.7.2 The Method of Undetermined Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
4.8 Variation of Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239
4.9 Bessel Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 246
4.9.1 Parametric Bessel Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249
4.9.2 Bessel Functions of Half-Integer Order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 250
4.9.3 Related Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 250
5 Laplace Transforms 269

5.1 The Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 270
5.2 Properties of the Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282
5.3 Discontinuous and Impulse Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291
5.4 The Inverse Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302
5.4.1 Partial Fraction Decomposition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302
5.4.2 Convolution Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 306
5.4.3 The Residue Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 308
5.5 Homogeneous Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 314
5.5.1 Equations with Variable Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 318
5.6 Nonhomogeneous Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 320
5.6.1 Differential Equations with Intermittent Forcing Functions . . . . . . . . . . . . . . . . . . . 324
6 Introduction to Systems of ODEs 341

6.1 Some ODE Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
6.1.1 RLC-circuits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
6.1.2 Spring-Mass Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 344
6.1.3 The Euler–Lagrange Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 345
6.1.4 Pendulum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 346
6.1.5 Laminated Material . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 349
6.1.6 Flow Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 350
6.2 Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 356
6.3 Linear Systems of First Order ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362
6.4 Reduction to a Single ODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365
6.5 Existence and Uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
Contents ix
7 Topics from Linear Algebra 377

7.1 The Calculus of Matrix Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 377
7.2 Inverses and Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 380
7.2.1 Solving Linear Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 383
7.3 Eigenvalues and Eigenvectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 386
7.4 Diagonalization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391
7.5 Sylvester’s Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 400
7.6 The Resolvent Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 405
7.7 The Spectral Decomposition Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 412
8 Systems of Linear Differential Equations 431

8.1 Systems of Linear Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 431
8.1.1 The Euler Vector Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437
8.2 Constant Coefficient Homogeneous Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 439
8.2.1 Simple Real Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 444
8.2.2 Complex Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 447
8.2.3 Repeated Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 449
8.2.4 Qualitative Analysis of Linear Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 451
8.3 Variation of Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 455
8.3.1 Equations with Constant Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 457
8.4 Method of Undetermined Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 462
8.5 The Laplace Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 465
8.6 Second Order Linear Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 469
9 Qualitative Theory of Differential Equations 483

9.1 Autonomous Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 483
9.1.1 Two-Dimensional Autonomous Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 485
9.2 Linearization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 492
9.2.1 Two-Dimensional Autonomous Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 493
9.2.2 Scalar Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 497
9.3 Population Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 500
9.3.1 Competing Species . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 500
9.3.2 Predator-Prey Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 504
9.3.3 Other Population Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 510
9.4 Conservative Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 514
9.4.1 Hamiltonian Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 516
9.5 Lyapunov’s Second Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 522
9.6 Periodic Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 529
9.6.1 Equations with Periodic Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 535
10 Orthogonal Expansions 545

10.1 Sturm–Liouville Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 545
10.2 Orthogonal Expansions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 553
10.3 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 559
10.3.1 Music as Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 559
10.3.2 Sturm–Liouville Periodic Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 561
10.3.3 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 562
10.4 Convergence of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 570
10.4.1 Complex Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 574
10.4.2 The Gibbs Phenomenon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
x Contents
10.5 Even and Odd Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 582

Summary for Chapter 10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 590
Review Questions for Chapter 10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 591
11 Partial Differential Equations 597

11.1 Separation of Variables for the Heat Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 597
11.1.1 Two-Dimensional Heat Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 603
11.2 Other Heat Conduction Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 606
11.3 Wave Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 610
11.3.1 Transverse Vibrations of Beams . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 615
11.4 Laplace Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 617
11.4.1 Laplace Equation in Polar Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 619
12 Boundary Value Problems 629

12.1 Green’s Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 629
12.2 Green’s Functions for Linear Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 635
12.3 Singular Sturm–Liouville Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 639
12.3.1 Green’s Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 640
12.3.2 Orthogonality of Bessel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 641
12.4 Orthogonal Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 647
12.4.1 Chebyshev’s Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 647
12.4.2 Legendre’s Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 649
12.4.3 Hermite’s Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 653
12.4.4 Laguerre’s Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 655
12.5 Nonhomogeneous Boundary Value Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 659
Bibliography 669
Index 671
List of Symbols
|a, b| any interval (closed, open, semi-open) with end points a and b.
n! factorial, n! = 1 · 2 · 3 · . . . · n.
ln x = loge x, natural logarithm, that is, the logarithm with base e.
nk = n(n − 1) . . . , (n − k + 1) (falling factorial).

n nk n!
= = binomial coefficient.
k k! k! (n − x)!
D = d/dx or d/dt, the derivative operator.
n
X n
Dn (f g) = Dn−r f (Dr g) , Leibniz formula.
r=0
r
ẏ = dy/dt, derivative with respect to time variable t.
H(t) the Heaviside function, Definition 5.3, page 274.
Z x
sin t
Si(x) sine integral: dt.
0 t
Z ∞
cos t
Ci(x) cosine integral: − dt.
x t
sin(xπ)
sinc(x) = , normalized cardinal sine function.
( xπ
1 1+x arctanh(x) for |x| < 1,
ln =
2 1−x arccoth(x) for |x| > 1.
Z ′
v (x)
dx = ln |v(x)| + C = ln Cv(x), v(x) 6= 0.
v(x)
I the identity matrix, Definition 6.6, page 359.
tr (A) trace of a matrix A, Definition 6.8, page 360.
det (A) determinant of a matrix A, §7.2.
AT transpose of a matrix A (also denoted as A′ ), Definition 6.3, page 358.
A∗ or AH , adjoint of a matrix A, Definition 6.4, page 358.
ODE ordinary differential equation.
PDE partial differential equation.
CAS computer algebra system.
j unit pure imaginary vector on the complex plane C: j2 = −1.
x + yj complex number, where x = ℜ (x + yj) , y = ℑ (x + yj) .
xi
Preface
Applied Differential Equations with Boundary Value Problems is a comprehensive exposition of ordinary differential
equations and an introduction to partial differential equations (due to space constraint, there is only one chapter
devoted directly to PDEs) including their applications in engineering and the sciences. This text is designed for a
two-semester sophomore or junior level course in differential equations and assumes previous exposure to calculus.
It covers traditional material, along with novel approaches in presentation and utilization of computer capabilities,
with a focus on various applications. This text intends to provide a solid background in differential equations for
students majoring in a breadth of fields.
This book started as a collection of lecture notes for an undergraduate course in differential equations taught by
the Division of Applied Mathematics at Brown University, Providence, RI. To some extent, it is a result of collective
insights given by almost every instructor who taught such a course over the last 15 years. Therefore, the material
and its presentation covered in this book were practically tested for many years.
There is no need to demonstrate the importance of ordinary and partial differential equations (ODE and PDE, for
short) in science, engineering, and education—this subject has been included in the curriculum of universities around
the world for almost two hundred years. Their utilization in industry and engineering is so widespread that, without
a doubt, differential equations have become the most successful mathematical tool in modeling. Perhaps the most
germane point for the student reader is that many curricula recommend or require a course in ordinary differential
equations for graduation. The beauty and utility of differential equations and their application in mathematics,
biology, chemistry, computer science, economics, engineering, geology, neuroscience, physics, the life sciences, and
other fields reaffirm their inclusion in myriad curricula.
In this text, differential equations are described in the context of applications. A more comprehensive treatment
of their applications is given in [14]. It is important for students to grasp how to formulate a mathematical model,
how to solve differential equations (analytically or numerically), how to analyze them qualitatively, and how to
interpret the results. This sequence of steps is perhaps the hardest part for students to learn and appreciate, yet
it is an essential skill to acquire. This book provides the common language of the subject and teaches the main
techniques needed for modeling and systems analysis.
The goals in writing this textbook:
• To show that a course in differential equations is essential for modeling real-life phenomena. This textbook
lays down a bridge between calculus, modeling, and advanced topics. It provides a basis for further serious
study of differential equations and their applications. We stress the mastery of traditional solution techniques
and present effective methods, including reliable numerical approximations.
• To provide qualitative analysis of ordinary differential equations. Hence, the reader should get an idea of how
all solutions to the given problem behave, what are their validity intervals, whether there are oscillations,
vertical or horizontal asymptotes, and what is their long term behavior. So the reader will learn various
methods of solving, analysis, visualization, and approximation. This goal is hard to achieve without exploiting
the capabilities of computers.
• To give an introduction to four of the most pervasive computer software1 packages: Maple™ , Mathematica® ,
matlab® , and Maxima—the first computer algebra system in the world. A few other such solvers are available:
Sage, R, and SymPy, but we cannot afford to present them in the text and refer the reader to the accompanied
1 The owner of Maple is Maplesoft (http://www.maplesoft.com/), a subsidiary of Cybernet Systems Co. Ltd. in Japan, which is the
leading provider of high-performance software tools for engineering, science, and mathematics. Mathematica is the product of Wolfram
Research company of Champaign, Illinois, USA founded by Stephen Wolfram in 1987; its URL is http://www.wolfram.com.
matlab® is the product of the MathWorks, Inc., 3 Apple Hill Drive, Natick, MA, 01760-2098 USA, Tel: 508-647-7000, Fax: 508-647-7001,
E-mail: info@mathworks.com, URL: www.mathworks.com.
xiii
xiv Preface
web site. Some popular software packages have either similar syntax (such as Octave or GiNaC) or include
engines of known solvers (such as MathCad and MuPad—integrated part of matlab). Others should be
accessible with the recent development of cloud technology such as Sage. Also, simple numerical algorithms
can be handled with a calculator or a spreadsheet program.
• To give the lecturer a flexible textbook within which he or she can easily organize a curriculum matched to
their specific goals. This textbook presents a large number of examples from different subjects, which facilitate
the development of the student’s skills to model real-world problems. Staying within a traditional context, the
book contains some advanced material on differential equations.
• To give students a thorough understanding of the subject of differential equations as a whole. This book
provides detailed solutions of all the basic examples, and students can learn from it without any extra help. It
may be considered as a self-study text for students as well. This book recalls the basic formulas and techniques
from calculus, which makes it easy to understand all derivations. It also includes advanced material in each
chapter for inquisitive students who seek a deeper knowledge of this subject.
Philosophy of the Text

We share our pedagogical approach with famous mathematician Paul Halmos [19, pp. 61–62], who recommended
the study of mathematics by examples. He goes on to say:
. . . it’s examples, examples, examples that, for me, all mathematics is based on, and I always look for
them. I look for them first, when I begin to study. I keep looking for them, and I cherish them all.
Pedagogy and Structure of the Book

Ordinary and partial differential equations is a classical subject that has been studied for about 300 years.
However, education has changed with omnipresent mathematical modeling technology available to all. This textbook
stresses that differential equations constitute an essential part of modeling by showing their applications, including
numerical algorithms and syntax of the four most popular software packages.
It is essential to introduce information technologies early in the class. Students should be encouraged to use
numerical solvers in their work because they help to illustrate and illuminate concepts and insights. It should be
noted that computers cannot be used blindly because they are as smart as the programmers allow them to be—every
problem requires careful examination.
This textbook stays within traditional coverage of basic topics in differential equations. It contains practical
techniques for solving differential equations, some of which are not widely used in undergraduate study. Not every
statement or theorem is followed by rigorous verification. Proofs are included only when they enhance the reader’s
understanding and challenge the student’s intellectual curiosity.
Our pedagogical approach is based on the following principle: follow the author. Every section has many examples
with detailed exposition focused on how to choose an appropriate technique and then how to solve the problem.
There are hundreds of problems solved in detail, so a reader can master the techniques used to solve and analyze
differential equations.
Notation
This text uses numbers enclosed with brackets to indicate references in the bibliography, which is located at
the end of the book, starting on page 669. The text uses only standard notations and abbreviations [et al. (et alii
from Latin) means “and others,” or “and co-workers;” i.e. from Latin “id est” meaning that is, that is to say, or
in other words; e.g. stands for the Latin phrase “exempli gratia,” which means for example; and etc. means “and
the others,” “and other things,” “and the rest”]. However, we find it convenient to type at the end of proofs or
at the end of a topic presented; we also use at the end of examples (unless a new one serves as a delimiter). We
def
hope that the reader understands the difference between = (equal) and ≡ (equivalence relation). Also = is used for
short to signal that the expression follows by definition. There is no common notation for complex numbers. Since
a complex number (let us denote it by z) is a vector on the plane, it is a custom to denote it by z = x + yj rather
than z = xi + yj, where the unit vector i is dropped and j is the unit vector in the positive vertical direction. In
mathematics, this vector j is denoted by i. For convenience, we present the list of symbols and abbreviations at the
beginning of the text.
For students
This text has been written with the student in mind to make the book very friendly. There are a lot of illustrations
accompanied by corresponding codes for appropriate solvers. Therefore, the reader can follow examples and learn how
xv
to use these software packages to analyze and verify obtained results, but not to replace mastering of mathematical
techniques. Analytical methods constitute a crucial part of modeling with differential equations, including numerical
and graphical applications. Since the text is written from the viewpoint of the applied mathematician, its presentation
may sometimes be quite theoretical, sometimes intensely practical, and often somewhere in between. In addition to
the examples provided in the text, students can find additional resources, including problems and tutorials on using
software, at the website that accompanies this book:
http://www.cfm.brown.edu/people/dobrush/am33/computing33.html
The focus of the book is upon applications and methods of solutions because most practical problems need
mathematical and numerical approximations to gain insight into their behavior. For adequate preparation of a
student for study in her or his respective fields, it is imperative to muster in computer applications, in particular,
being familiar with numerical solvers and computer algebra systems (CAS for short). In engineering or other
application oriented courses, CAS and numerical solvers become a part of education in mathematics because of
following reasons:
• They are a part of solving tools.
• CASs allow investigation of algorithms; in particular, they can be helpful to analyze algorithms, their com-
plexity, dependency on input data, and performance.
• They help to understand mathematics, illustrate concepts, and boosts the learning process.
• CAS and numerical solvers usually reveal the underlying mathematics; in particular, its open code could be a
part of a mathematical proof.
For instructors
Universities usually offer two courses on differential equations of different levels; one is the basic first course
required by curriculum, and the other covers the same material, but is more advanced and attracts students who
find the basic course trivial. This text can be used for both courses, and curious students have an option to increase
their understanding and obtain deeper knowledge in any topic of interest. A great number of examples and exercises
make this text well suited for self-study or for traditional use by a lecturer in class. Therefore this textbook addresses
the needs of two levels of audience, the beginning and the advanced.
Acknowledgments
This book would not have been written if students had not complained about the other texts unleashed on them.
In addition, I have gained much from their comments and suggestions about various components of the book, and
for this I would like to thank the students at Brown University.
The development of this text depended on the efforts of many people. I am very grateful to the reviewers who
made many insightful suggestions that improved the text.
I am also thankful to Professors Raymond Beauregard, Constantine Dafermos, Philip Davis, Alexander De-
menchuk, Yan Guo, Jeffrey Hoag, Gerasimos Ladas, Anatoly Levakov, Martin Maxey, Douglas Meade, Orlando
Merino, Igor Najfeld, Lewis Pakula, Eduard Polityko, Alexander Rozenblyum, Bjorn Sandstede, and Chau-Hsing
Su, who generously contributed their time to provide detailed and thoughtful reviews of the manuscript; their helpful
suggestions led to numerous improvements. This book would not have been written without the encouragement of
Professor Donald McClure, who felt that the division needed a textbook with practical examples, basic numerical
scripts, and applications of differential equations to real-world problems.
Noah Donoghue, George Potter, Neil Singh, and Mark Weaver made great contributions by carefully reading
the text and helping me with problems and graphs. Their suggestions improved the exposition of the material
substantially.
Additional impetus and help has been provided by the professional staff of our publisher, Taylor & Francis Group,
particularly Robert Ross, Karen Simon, Shashi Kumar, and Kevin Craig.
Finally, I thank my family for putting up with me while I was engaged in the writing of this book.
Vladimir Dobrushkin,
Providence, RI
Chapter 1
dy/dt = 2 cos t - 1 + y dy/dx = (10x - x3) / (9 + y3)
y y
8
3
6
2
4
1
2 0
0 -1
-2
-2
-3
-4
-4
-4 -2 0 2 4 6 8 t -5 -4 -3 -2 -1 0 1 2 3 4 x
Introduction
The independent discovery of the calculus by I. Newton and G. Leibniz was immediately followed by its intensive
application in mathematics, physics, and engineering. Since the late seventeenth century, differential equations have
been of fundamental importance in the study, development, and application of mathematical analysis. Differential
equations and their solutions play one of the central roles in the modeling of real-life phenomena.
In this chapter, we begin our study with the first order differential equations in normal form
dy
= f (x, y),
dx
where f (x, y) is a given single-valued function of two variables, called a slope or rate function. For an arbitrary
function f (x, y), there does not necessarily exist a function y = φ(x) that satisfies the differential equation. In fact, a
differential equation usually has more than one solution. We classify first order differential equations and formulate
several analytic methods that are applicable to each subclass.
One of the most intriguing things about differential equations is that for an arbitrary function f , there is no
general method for finding an exact formula for the solution. For many differential equations that are encountered
in real-world applications, it is impossible to express their solutions via known functions. Generally speaking, every
differential equation defines its solution (if it exists) as a special function not necessarily expressible by elementary
functions (such as polynomial, exponential, or trigonometric functions). Only exceptional differential equations can
be explicitly or implicitly integrated. For instance, such “simple” differential equations as y ′ = y 2 − x or y ′ = exy
cannot be solved by available methods.
1.1 Motivation
In applied mathematics, a model is a set of equations describing the relationships between numerical values of
interest in a system. Mathematical modeling is the process of developing a model pertaining to physics or other
sciences. Since differential equations are our main objects of interest, we consider only models that involve these
equations. For example, Newton’s second law, F = ma, relates the force F acting on a particle of mass m with the
resulting acceleration a = ẍ = d2 x/dt2 . The transition from a physical problem to a corresponding mathematical
def
1
2 Chapter 1. Introduction
model is not easy. It often happens that, for a particular problem, physical laws are hard or impossible to derive,
though a relation between physical values can be obtained. Such a relation is usually used in the derivation of a
mathematical model, which may be incomplete or somewhat inaccurate. Any such model may be subject to refining,
making its predictions agree more closely with experimental results.
Many problems in the physical sciences, social sciences, biology, geology, economics, and engineering are posed
mathematically in terms of an equation involving derivatives (or differentials) of the unknown function. Such an
equation is called a differential equation, and their study was initiated by Leibniz2 in 1676. It is customary to
use his notation for derivatives: dy/dx, d2 y/dx2 , . . . , or the prime notation: y ′ , y ′′ , . . . . For higher derivatives, we
use the notation y (n) to denote the derivative of the order n. When a function depends on time, it is common to
denote its first two derivatives with respect to time with dots: ẏ, ÿ.
The next step in mathematical modeling is to determine the unknown, or unknowns, involved. Such a procedure is
called solving the differential equation. The techniques used may yield solutions in analytic forms or approximations.
Many software packages allow solutions to be visualized graphically. In this book, we focus on four popular packages:
matlab® , Maple™ , Mathematica® , and Maxima. Some attention will be given to (free) computer algebra systems
Sage and SymPy. To motivate the reader, we begin with two well-known examples.
Example 1.1.1: (Carbon dating) The procedure for determining the age of archaeological remains was developed
by the 1960 Nobel prize winner in chemistry, Willard Libby3 . Cosmic radiation entering the Earth’s atmosphere is
constantly producing carbon-14 (6 C14 ), an unstable radioactive isotope of ordinary carbon-12 (6 C12 ). Both isotopes
of carbon appear in carbon dioxide, which is incorporated into the tissues of all plants and animals, including human
beings. In the atmosphere, as well as in all living organisms, the proportion of radioactive carbon-14 to ordinary
(stable) carbon-12 is constant. When an organism dies, the absorption of carbon-14 by respiration and ingestion
terminates. Experiments indicate that radioactive substances, such as uranium or carbon-14, decay by a certain
percentage of their mass in a given unit of time. In other words, radioactive elements decay at a rate proportional
to the mass present. Let c(t) be the concentration of carbon-14 in dead organic material at time t, counted since
the time of death. Then c(t) obeys the following differential equation subject to the initial condition:
dc(t)
= −λ c(t), t > 0, c(0) = c0 , (1.1.1)
dt
where at the time of death t = 0, c0 is the concentration of the isotope that a living organism maintains, and λ is
the characteristic constant (λ ≈ 1.24 × 10−4 per year for carbon-14). The technique to solve this type of differential
equation will be explained later, in §2.1. We guess a solution: c(t) = K e−λt , with constant K, using the derivative
′
property of the exponential function ekt = k ekt . Since c(0) = K, it follows from the initial condition, c(0) = c0 ,
that
c(t) = c0 e−λt .
Suppose we know this formula to be true for c(t). We determine the time of death of organic material from an
examination of the concentration c(t) of carbon-14 at the time t. The following relationship holds:
c(t)
= e−λt .
c0
Applying a logarithm to both sides, we obtain
−λt = ln[c(t)/c0 ] = − ln[c0 /c(t)],
from which we can find the time t of death of the organism to be

1 c0
t = ln .
λ c(t)
Recall that the half-life of a radioactive nucleus is defined as the time th during which the number of nuclei reduces
to one-half of the original value. If the half-life of a radioactive element is known to be th , then the radioactive nuclei
decay according to the law
N (0)
N (t) = N (0) 2−t/th = t/t , (1.1.2)
2 h
2 Gottfried Wilhelm Leibniz (1646–1716) was a German scientist who first solved separable, homogeneous, and linear differential
equations. He co-discovered calculus with Isaac Newton.

3 American chemist Willard Libby (1908–1980).
1.2. Classification of Differential Equations 3
where N (t) is the amount of radioactive substance at time t and th = (ln 2)/λ. Since the half-life of carbon-14 is
approximately 5,730 years, present measurement techniques utilize this method for carbonaceous materials up to
about 50,000 years old.
+ –
V(t)
Example 1.1.2: (RC-series circuit) The most
common applications of differential equations occur
in the theory of electric circuits because of its im-
portance and the pervasiveness of these equations in C R
network theory. Figure 1.1 shows an electric circuit
consisting of a resistor R and a capacitor C in se-
ries. A differential equation relating current I(t) in I
the circuit, charge q(t) on the capacitor, and voltage
V (t) measured at the points shown can be derived by
applying Kirchhoff’s voltage law, which states that Figure 1.1: RC-Circuit.
the voltage V (t) must equal the sum of the voltage
drops across the resistor and the capacitor (see [14]).
It is known that the voltage changes across the passive elements are approximately as follows.
∆VR = RI for the resistor,

∆VC = q/C for the capacitor.
Furthermore, the current is defined to be the rate of flow of charge: I(t) = dq/dt. By combining these expressions
using Kirchhoff’s voltage law we obtain a differential equation relating q(t) and V (t):
dq 1
R + q(t) = V (t).
dt C
1.2 Classification of Differential Equations

To study differential equations, we need some common terminology and basic classification of equations. If an
equation involves the derivative of one variable with respect to another, then the former is called a dependent
variable and the latter is an independent variable. For instance, in the equation from Example 1.1.2, the charge q is
a dependent variable and the time t is an independent variable.
Ordinary and Partial Differential Equations. We start classification of differential equations with the
number of independent variables: whether there is a single independent variable or several independent variables.
The first case is an ODE (acronym for Ordinary Differential Equation), and the second is a PDE (Partial Differential
Equation).
Systems of Differential Equations. Another classification is based on the number of unknown dependent
variables to be found. If two or more unknown variables are to be determined, then a system of equations is required.
Example 1.2.1: We will derive a simple model of an arms race between two countries. Let xi (t) represent the
size (or cost) of the arms stocks of country i (i = 1, 2). Due to the cost of maintenance, we assume that an
isolated country will diminish its arms stocks at a rate proportional to its size. We express this mathematically as
def
ẋi = dxi /dt = −ci xi , ci > 0. The competition between countries, however, causes each one to increase its supply
of arms at a rate proportional to the other country’s arms supplies. The English meteorologist Lewis F. Richardson
[43, 44] proposed a model to describe the evolution of both countries’ arsenals as the solution of the following system
of differential equations:
ẋ1 = −c1 x1 + d1 x2 + g1 (x1 , x2 , t), c1 , d1 > 0,
ẋ2 = −c2 x2 + d2 x1 + g2 (x1 , x2 , t), c2 , d2 > 0,
where the c’s are called cost factors, the d’s are defense factors, and the g’s are grievance terms that account for
other factors.
The order of a differential equation is the order of the highest derivative that appears in the equation. More
generally, an ordinary differential equation of the n-th order is an equation of the following form:

F x, y(x), y ′ (x), . . . , y (n) (x) = 0. (1.2.1)
Here y(x) is an unspecified function having n derivatives and depending on x ∈ (a, b), a < b; F (x, y, p1 , . . . , pn ) is a
given function of n + 2 variables. Some of the arguments, x, y, . . . , y (n−1) (or even all of them) may not be present
in Eq. (1.2.1). However, the n-th derivative, y (n) , must be present in the ordinary differential equation, or else its
order would be less than n. If this equation can be solved for y (n) (x), then we obtain the differential equation in the
normal form:
y (n) (x) = f x, y, y ′ , . . . , y (n−1) , x ∈ (a, b). (1.2.2)
A first order differential equation is of the form
F (x, y, y ′ ) = 0. (1.2.3)
If we can solve it with respect to y ′ , then we obtain its normal form:

dy
= f (x, y) or dy = f (x, y) dx, (1.2.4)
dx
where dx and dy are differentials in variables x and y, respectively.
Linear and Nonlinear Equations. The ordinary differential equation (1.2.1) is said to be linear if F is a linear
function of the variables y(x), y ′ (x), . . ., y (n) (x). Thus, the general linear ordinary differential equation of order n is
an (x)y (n) + an−1 (x)y (n−1) + · · · + a0 (x)y = g(x). (1.2.5)
An equation (1.2.1) is said to be nonlinear if it is not of this form.

For example, the van der Pol equation, ÿ − ǫ(1 − y 2 ) ẏ + δy = 0, is a nonlinear equation because of the presence
of the term y 2 . On the other hand, y ′ (x) + (sin x) y(x) = x2 is a linear differential equation of the first order because
it is of the form (1.2.5). In this case, a1 = 1, a0 (x) = sin x, and g(x) = x2 .
The general forms for the first and second order linear differential equations are:
a1 (x) y ′ (x) + a0 (x) y(x) = f (x) and a2 (x) y ′′ (x) + a1 (x) y ′ (x) + a0 (x) y(x) = f (x).
1.3 Solutions to Differential Equations

Since the unknown quantity in a differential equation is a function, it should be defined in some domain. The
differential equation (1.2.1) is usually considered on some open interval (a, b) = {x : a < x < b}, where its solution
along with the function F (x, y, p1 , . . . , pn ) should be defined. However, it may happen that we look for a solution on
a closed interval [a, b] or a semi-open interval, (a, b] or [a, b). For instance, the bending of a plane’s wing is modeled
by an equation on a semi-closed interval [0, ℓ), where the point x = 0 corresponds to the connection of the wing to
the body of the plane, and ℓ is the length of the wing. At x = ℓ, the equation is not valid and its solution is not
defined at this point. To embrace all possible cases, we introduce the notation |a, b|, which denotes an interval (a, b)
possibly including the end points; hence, |a, b| can denote the open interval (a, b), the closed interval [a, b], or the
semi-open intervals (a, b] or [a, b).
Definition 1.1: A solution or integral of the ordinary differential equation

F x, y(x), y ′ (x), . . . , y (n) (x) = 0
on an interval |a, b| (a < b) is a continuous function y(x) such that y, y ′ , y ′′ , . . . , y (n) exist and satisfy the
equation for all values of the independent variable on the interval, x ∈ |a, b|. The graphs of the solutions of a
differential equation are called their integral curves or streamlines.
This means that a solution y(x)has derivatives up to the order n in the interval |a, b|, and for every x ∈ |a, b|,
the point x, y(x), y ′ (x), . . . , y (n) (x) should be in the domain of F . We can show that a solution satisfies a given
1.3. Solutions to Differential Equations 5
differential equation in various ways. The general method consists of calculating the expressions of the dependent
variable and its derivatives, and substituting all of these in the given equation. The result of such a substitution
should lead to the identity.
From calculus, it is known that a differential equation y ′ = f (x) has infinitely many solutions for a smooth
R function
f (x) defined in some domain. These solutions are expressed
Rx either via an indefinite
Rx integral, y = f (x) dx + C,
or a definite integral with a variable boundary, y = x0 f (x) dx − C or y = − x 0 f (x) dx + C, where x0 is some
fixed value. The constant of integration, C, is assumed arbitrary in the sense that it can be given any value within
a certain range. However, C actually depends on the domain where the function y(x) is considered and the form
in which the integral is expressed. For instance, a simple differential equation y ′ = (1 + x2 )−1 has infinitely many
solutions presented in three different forms:
Z
dx 1+x 1 1 − x2
= arctan x + C = arctan + C1 = arccos + C2 ,
1 + x2 1−x 2 1 + x2
where arbitrary constants C, C1 , and C2 can be expressed in terms of each other, but their relations depend on the
domain of x. For example, C1 = π4 + C when x < 1, but C1 = C − 3π 4 for x > 1. Also, the antiderivative of 1/x (for
x 6= 0) will usually be written as ln Cx instead of ln |Cx| because it would be assumed that C > 0 for a positive x
and C < 0 for a negative x. In general, a function of an arbitrary constant is itself an arbitrary constant.
Given the above observation, one might expect that a differential equation y ′ = f (x, y) has infinitely many
solutions (if any). For instance, the function y = x + 1 is a solution to the differential equation
y ′ + y = x + 2.
To verify this, we substitute y = x + 1 and y ′ = 1 into the equation. Indeed, y ′ + y = 1 + (x + 1) = x + 2. It is

not difficult to verify that another function g(x) = x + 1 + e−x is also a solution of the given differential equation,
demonstrating that a differential equation may have many solutions.
To solve a differential equation means to make its solutions known (in the sense explained later). A solution in
which the dependent variable is expressed in terms of the independent variable is said to be in explicit form. A
function is known if it can be expressed by a formula in terms of standard and/or familiar functions (polynomial
functions, exponentials, trigonometric functions, and their inverse functions). For example, we consider functions
given by a convergent series as known if the terms of the series can be expressed via familiar functions. Also,
quadrature (expression via integral) of a given function f (x) is regarded as known.
However, we shall see in this book that functions studied in calculus are not enough to describe solutions of all
differential equations. In general, a differential equation defines a function as its solution (if one exists), even if it
cannot be expressed in terms of familiar functions. Such a solution is usually referred to as a special function. Thus,
we use the word “solution” in a broader sense by including less convenient forms of solutions.
Any relation, free of derivatives, that involves two variables x and y and that is consistent with the differential
equation (1.2.1) is said to be a solution of the equation in implicit form. Although we may not be able to solve
the relation for y, thus obtaining a formula in x, any change in x still results in a corresponding change in y. Hence,
on some interval, this could define locally a solution y = φ(x) even if we fail to find an explicit formula for it or even
if the global function does not exist. In fact, we can obtain numerical values for y = φ(x) to any desired precision.
In this text, you will learn how to determine solutions explicitly or implicitly, how to approximate them numer-
ically, how to visualize and plot solutions, and much more.
Let us consider for simplicity the first order differential equation in normal form: y ′ = f (x, y). One can rarely
find its solution in explicit form, namely, as y = φ(x). We will say that the equation
Φ(x, y) = 0
defines a solution in implicit form if Φ(x, y) is a known function. How would you know that the equation Φ(x, y) = 0
defines a solution y = φ(x) to the equation y ′ = f (x, y)? Assuming that the conditions of the implicit function
theorem hold, we differentiate both sides of the equation Φ(x, y) = 0 with respect to x:
Φx (x, y) + Φy (x, y) y ′ = 0, where Φx = ∂Φ/∂x, Φy = ∂Φ/∂y.
From the equation y ′ = f (x, y), we obtain
Φx (x, y) + Φy (x, y) f (x, y) = 0. (1.3.1)

Therefore, if the function y = φ(x) is a solution to y ′ = f (x, y), then the function Φ(x, y) = y − φ(x) must satisfy
Eq. (1.3.1). Indeed, in this case, we have Φx = −φ′ and Φy = 1.
An ordinary differential equation may be given either for a restricted set of values of the independent variable
or for all real values. Restrictions, if any, may be imposed arbitrarily or due to constraints relating to the equation.
Such constraints can be caused by conditions imposed on the equation or by the fact that the functions involved
in the equation have limited domains. Furthermore, if an ordinary differential equation is stated without explicit
restrictions on the independent variable, it is assumed that all values of the independent variable are permitted with
the exception of any values for which the equation is meaningless.
Example 1.3.1: The relation Z x
2
ln y + y 2 − e−x dx = 0 (y > 0)
0
is considered to be a solution in implicit form of the differential equation
2 y 2
(1 + 2y 2 ) y ′ − y e−x = 0 or y′ = 2
e−x .
1 + 2y
This can be seen by differentiating the given relationship implicitly with respect to x. This leads to
Z x
d 2 1 dy dy 2
ln y + y 2 − e−x dx = + 2y − e−x = 0.
dx 0 y dx dx
Therefore,
dy 1 + 2y 2 2 dy y 2
= e−x =⇒ = e−x .
dx y dx 1 + 2y 2
Example 1.3.2: The function y(x) that is defined implicitly from the equation
x2 + 2y 2 = 4
is a solution of the differential equation x + 2y y ′ = 0 on the interval (−2, 2) subject to g(±2) = 0. To plot its
solution in Maple, use the implicitplot command:
implicitplot(x^2+2*y^2=4, x=-2..2, y=-1.5..1.5);
The same ellipse can be plotted with the aid of Mathematica:
ContourPlot[x^2 + 2 y^2 == 4, {x, -2, 2}, {y, -2, 2},
PlotRange -> {{-2.1, 2.1}, {-1.5, 1.5}}, AspectRatio -> 1.5/2.1,
ContourStyle -> Thickness[0.005], FrameLabel -> {"x", "y"},
RotateLabel -> False] (* Thickness is .5% of the figure’s length *)
The same plot can be drawn in Maxima with the following commands:
load(draw);
draw2d(ip_grid=[100,100], /* optional, makes a smoother plot */
implicit(x^2 + 2*y^2 = 4, x,-2.1,2.1, y,-1.5,1.5));
matlab is capable to perform the same job:
[x,y] = meshgrid(-2:.1:2,-2:.1:2); contour(x.ˆ2 + 2*y.ˆ2)
The implicit relation x2 + 2 y 2 = 4 contains the two explicit solutions
p p
y(x) = 2 − 0.5x2 and y(x) = − 2 − 0.5x2 (−2 < x < 2),
which correspond graphically to the two semi-ellipses. Indeed, if we rewrite the given differential equation x+2y y ′ = 0
in the normal form y ′ = −x/(2y), then we should exclude y = 0 from consideration. Since x = ±2 correspond to
y = 0 in both of these solutions, we must exclude these points from the domains of the explicit solutions. Note that
the differential equation x + 2y y ′ = 0 has infinitely many solutions: x2 + 2y 2 = C (|x| 6 C), where C is an arbitrary
positive constant.
Next, we observe that a differential equation may (and usually will) have an infinite number of solutions. A set
of solutions of y ′ = f (x, y) that depends on one arbitrary constant C deserves a special name.
1.3. Solutions to Differential Equations 7
Definition 1.2: A function y = φ(x, C) is called the general solution to the differential equation y ′ = f (x, y)
in some two-dimensional domain Ω if for every point (x, y) ∈ Ω there exists a value of constant C such that the
function y = φ(x, C) satisfies the equation y ′ = f (x, y). A solution of this differential equation can be defined
implicitly:
Φ(x, y, C) = 0 or ψ(x, y) = C. (1.3.2)
In this case, Φ(x, y, C) is called the general integral, and ψ(x, y) is referred to as the potential function of
the given equation y ′ = f (x, y).
A constant C may be given any value in a suitable range. Since C can vary from problem to problem, it is often
called a parameter to distinguish it from the main variables x and y. Therefore, the equation Φ(x, y, C) = 0 defines
a one-parameter family of curves with no intersections. Graphically, it represents a family of solution curves in the
xy-plane, each element of which is associated with a particular value of C. The general solution corresponds to the
entire family of curves that the equation defines.
As might be expected, the inverse statement is true: the curves of a one-parameter family are integrals of some
differential equation of the first order. Indeed, let the family of curves be defined by the equation Φ(x, y, C) = 0,
with a smooth function Φ. Differentiating with respect to x yields a relation of the form F (x, y, y ′ , C) = 0. By
eliminating C from these two equations, we obtain the corresponding differential equation.
Example 1.3.3: For an arbitrary constant C, show that
C
the function y = C x+ √1+C 2
is the solution of the nonlinear 20
′
y
differential equation y − x y ′ = p . 10
1 + (y ′ )2
Solution. Taking the derivative of y shows that y ′ = C.
C
and y ′ = C into the differ-
–3 –2 –1 1 2 3
Substitution y = C x + √1+C 2
ential equation yields – 10
C C – 20
Cx+ √ − xC = √ .
1 + C2 1 + C2
Figure 1.2: Example 1.3.3. A one-
This identity proves that the function is a solution of the parameter family of solutions, plotted with
given differential equation. Setting C to some value, for Mathematica.
instance,
√ C = 1, we obtain a particular solution y = x +
1/ 2.
Example 1.3.4: Show that the function y = φ(x) in para-

metric form, y(t) = t e−t , x(t) = et , is a solution to the
0.4
differential equation x2 y ′ = 1 − xy. 0.35
Solution. The derivatives of x and y with respect to t are 0.3
0.25
dx dy
= et and = e−t (1 − t), 0.2
dt dt
0.15
respectively. Hence,
0.1
dy dy/dt e−t (1 − t)
= e−2t (1 − t)
0.05
= =
dx dx/dt et 0
0 10 20 30 40 50 60
1 y 1 − yx
= e−2t − t e−2t = 2 − = ,
x x x2 Figure 1.3: Example 1.3.4. A solution of
because x −2
=e −2t
and y/x = t e −2t
. the differential equation x2 y ′ = 1 − xy
(plotted with matlab).
Example 1.3.5: Consider the one-parameter (depending on C) family of curves

x2 + y 2
x2 + y 2 + Cy = 0 or C =− (y =
6 0).
y
On differentiating, we get 2x + 2y y ′ + Cy ′ = 0. Setting C = −(x2 + y 2 )/y in the latter, we obtain the differential
equation 2
′ ′ x + y2
2x + 2y y − y =0 or y ′ = 2xy/(x2 − y 2 ).
y
This job can be done by Maxima in the following steps:
depends(y,x); /* declare that y depends on x */
soln: x^2 + y^2 + C*y = 0; /* soln is now a label for the equation */
diff(soln,x); /* differentiate the equation */
eliminate([%,soln], [C]); /* eliminate C from these two equations */
solve(%, ’diff(y,x)); /* solve for y’ */
Sometimes the integration of y ′ = f (x, y) leads to a family of integral curves that depend on an arbitrary constant
C in parametric form, namely,
x = µ(t, C), y = ν(t, C).
This family of integral curves is called the general solution in parametric form.
In many cases, it is more convenient to seek a solution in parametric form, especially when the slope function is
a ratio of two functions: y ′ = P (x, y)/Q(x, y). Then introducing a new independent variable t, we can rewrite this
single equation as a system of two equations:
def def
ẋ = dx/dt = Q(x, y), ẏ = dy/dt = P (x, y). (1.3.3)
1.4 Particular and Singular Solutions

A solution to a differential equation is called a particular (or specific) solution if it does not contain any arbitrary
constant. By setting C to a certain value, we obtain a particular solution of the differential equation. So every specific
value of C in the general solution identifies a particular solution or curve. Another way to specify a particular solution
of y ′ = f (x, y) is to impose an initial condition:
y(x0 ) = y0 , (1.4.1)
which specifies a solution curve that goes through the point (x0 , y0 ) on the plane. Substituting the general solution
into Eq. (1.4.1) will allow you to determine the value of the arbitrary constant. Sometimes, of course, no value of
the constant will satisfy the given condition (1.4.1), which indicates that there is no particular solution with the
required property among the entire family of integral curves from the general solution.
Definition 1.3: A differential equation y ′ = f (x, y) (or, in general, F (x, y, y ′ ) = 0) subject to the initial
condition y(x0 ) = y0 , where x0 and y0 are specified values, is called an initial value problem (IVP) or a
Cauchy problem.
Z x
cos x
Example 1.4.1: Show that the function y(x) = x 1 + dx is a solution of the following initial value
1 x
problem:
x y ′ − y = x cos x, y(1) = 1.
Solution. The derivative of y(x) is
Z x Z x
cos x cos x cos x
y ′ (x) = 1 + dx + x = 1 + cos x + dx.
1 x x 1 x
Hence, Z x
cos x
Z x
cos x

′
x y − y = x + x cos x + x dx − x 1 + dx = x cos x.
1 x 1 x
The initial condition is also satisfied since
Z 1
cos x
y(1) = 1 · 1 + dx = 1.
1 x
We can verify that y(x) is the solution of the given initial value problem using the following steps in Mathematica:
1.4. Particular and Singular Solutions 9
y[x_]=x + x*Integrate[Cos[t]/t, {t, 1, x}]

x*D[y[x], x] - y[x]
Simplify[%]
y[1] (* to verify the initial value at x=1 *)
Definition 1.4: A singular solution of y ′ = f (x, y) is a function that is not a special case of the general
solution and for which the uniqueness of the initial value problem has failed.
Not every differential equation has a singular solution, but if it does, its singular solution cannot be determined
from the general solution by setting a particular value of C, including ±∞, because integral curves of the general
solution have no common points. A differential equation may have a solution that is neither singular nor a member
of the family of one-parameter curves from the general solution. According to the definition, a singular solution
always has a point on the plane where it meets with another solution. Such a point is usually referred to as a branch
point. At that point, two integral curves touch because they share the same slope, y ′ = f (x, y), but they cannot
cross each other. For instance, functions y = x2 and y = x4 have the same slope at x = 0; they touch but do not
cross.
A singular solution of special interest is one that consists entirely of branch points—at every point it is tangent
to another integral curve. An envelope of the one-parameter family of integral curves is a curve in the xy-plane
such that at each point it is tangent to one of the integral curves. Since there is no universally accepted definition of
a singular solution, some authors define a singular solution as an envelope of the family of integral curves obtained
from the general solution. Our definition of a singular solution includes not only the envelopes, but all solutions
that have branch points. This broader definition is motivated by practical applications of differential equations in
modeling real-world problems. The existence of a singular solution gives a warning signal in using the differential
equation as a reliable model.
A necessary condition for the existence of an envelope is that x, y, C satisfy the equations:
∂Φ
Φ(x, y, C) = 0 and = 0, (1.4.2)
∂C
where Φ(x, y, C) = 0 is the equation of the general solution. Eliminating C may introduce a function that is not a
solution of the given differential equation. Therefore, any curve found from the system (1.4.2) should be checked on
whether it is a solution of the given differential equation or not.
Example 1.4.2: Let us consider the equation
√
y′ = 2 y (y > 0), (1.4.3)
√
where the radical takes positive sign. Suppose y > 0, we divide both sides of Eq. (1.4.3) by 2 y, which leads to a
separable equation (see §2.1 for detail)
Y
√
y′
12
d y
√ =1 or = 1.
2 y dx 10
8
From chain rule, it follows that
√ 6
d y d 1
= (y)1/2 = y −1/2 y ′ . 4
dx dx 2
2
√
Hence y = x + C, where x > −C. The general solution of x
Eq. (1.4.3) is formed by the one-parametric family of semi- 1.5 2.0 2.5 3.0 3.5
parabolas
Figure 1.4: Example 1.4.2: some solutions
√ √
y(x) = (x + C)2 , or C = y − x, x > −C. to y ′ = 2 y along with the singular solu-
tion y ≡ 0, plotted with Mathematica.
√
The potential function for the given differential equation is ψ(x, y) = y − x. Eq. (1.4.3) has also a trivial
(identically zero) solution y ≡ 0 that consists of branch points—it is the envelope. This function is a singular
solution since y ≡ 0 is not a member of the family of solutions y(x) = (x + C)2 for any choice of the constant C.
The envelope of the family of curves can also be found from the system (1.4.2) by solving simultaneous equations:
(x + C)2 − y = 0 and ∂Φ/∂C = 2(x + C) = 0, where Φ(x, y, C) = (x + C)2 − y. We can plot some solutions together
with the singular solution y = 0 using the following Mathematica commands:
q1 = Plot[Evaluate[(x + C[1])^2 /. C[1] -> {0, 1, -1}], {x, -3.5, 3.5},

AxesLabel -> {x, Y}]
q2 = Plot[y = 0, {x, -3.5, 3.5}, PlotStyle -> Thick]
Show[q1, q2]
Actually, the given equation (1.4.3) has infinitely many singular solutions that could be constructed from the singular
envelope y = 0 and the general solution by piecing together parts of solutions. An envelope does not necessarily
bound the integral curves from one side. For instance, the general solution of the differential equation y ′ = 3 y 2/3
consists of y = (x + C)3 that fill the entire xy-plane. Its envelope is y ≡ 0.
Example 1.4.3: The differential equation 5y ′ = 2y −3/2 , y = 6 0, has the one-parameter family of solutions y =
(x − C)2/5 , which can be written in an implicit form (1.4.2) with Φ(x, y, C) = y 5 − (x − C)2 . Differentiating with
respect to C and equating to zero, we obtain y ≡ 0, which is not a solution. This example shows that conditions
(1.4.2) are only necessary for the envelope’s existence.
Example 1.4.4: Prove that the function y(x) defined implicitly from the equation y = arctan(x + y) + C, where C
is a constant, is the general solution of the differential equation (x + y)2 y ′ = 1.
Solution. The chain rule shows that
dy d d
= [arctan(x + y) + C] [x + y]
dx d(x + y) dx

1 dy dy dy dy
= 1 + =⇒ + (x + y)2 = 1 + .
1 + (x + y)2 dx dx dx dx
From the latter, it follows that y ′ (x + y)2 = 1.
The next example demonstrates how for a function that contains an arbitrary constant as a parameter we can
find the relevant differential equation for which the given function is its general solution.
C−x
Example 1.4.5: For an arbitrary constant C, show that the function y = 1+x2 is the solution of the differential
equation
(1 + 2xy) dx + (1 + x2 ) dy = 0. (1.4.4)
Prove that this equation has no other solutions.
Solution. The differential of this function is
−(1 + x2 ) − (C − x)2x x2 − 1 − 2Cx
dy = y ′ dx = dx = dx.
(1 + x2 )2 (1 + x2 )2
Multiplying both sides by 1 + x2 , we have

x2 − 1 − 2Cx −x2 − 1 + 2x2 − 2Cx C −x
(1 + x2 ) dy = dx = dx = − 1 + 2x dx
1 + x2 1 + x2 1 + x2
and, since y = (C − x)/(1 + x2 ), we get
x2 − 1 − 2Cx
−(1 + x2 ) dy = dx = (1 + 2xy) dx.
1 + x2
We are going to prove now that there is no solution other than y = (C − x)/(1 + x2 ). Solving for C, we find
the potential function ψ(x, y) = (1 + x2 )y + x. Suppose the opposite, that other solutions exist; let y = φ(x) be a
solution. Substituting y = φ(x) into the potential function ψ(x, y), we obtain a function that we denote by F (x),
that is, F (x) = (1 + x2 ) φ(x) + x. Differentiation yields
F ′ (x) = 2xφ(x) + (1 + x2 ) φ′ (x) + 1.
1 + 2xφ
Since φ′ (x) = − , and we get
1 + x2
F ′ (x) = 2x φ(x) − (1 + 2x φ(x)) + 1 ≡ 0.
C −x
Therefore, F (x) is a constant, which we denote by C. That is, φ(x) = .
1 + x2
1.5. Direction Fields 11
1.5 Direction Fields

A geometrical viewpoint is particularly helpful for the first order equation y ′ = f (x, y). The solutions of this equation
form a family of curves in the xy-plane. At any point (x, y), the slope dy/dx of the solution y(x) at that point is
given by f (x, y). We can indicate this by drawing a short line segment (or arrow) through the point (x, y) with the
slope f (x, y). The collection of all such line segments at each point (x, y) of a rectangular grid of points is called a
direction field or a slope field of the differential equation y ′ = f (x, y).
By increasing the density of arrows, it would be possible, in theory at least, to approach a limiting curve, the
coordinates and slope of which would satisfy the differential equation at every point. This limiting curve—or rather
the relation between x and y that defines a function y(x)—is a solution of y ′ = f (x, y). Therefore the direction field
gives the “flow of solutions.” Integral curves obtained from the general solution are all different: there is precisely
one solution curve that passes through each point (x, y) in the domain of f (x, y). They might be touched by the
singular solutions (if any) forming the envelope of a family of integral curves. At each of its points, the envelope is
tangent to one of integral curves because they share the same slope.
Direction fields can be plotted for differential equations even if they are not necessarily written in the normal
form. If the derivative y ′ is determined uniquely from the general equation F (x, y, y ′ ) = 0, the direction field can be
obtained for such an equation. However, if the equation F (x, y, y ′ ) = 0 defines multiple values for y ′ , then at every
such point we would have at least two integral curves with distinct slopes.
Example 1.5.1: Let us consider the differential equation not in the normal form:
x(y ′ )2 − 2yy ′ + x = 0. (1.5.1)
At every point (x, y) such that y 2 > x2 we can assign to y ′ two distinct values
p
′ y ± y 2 − x2
y = (y 2 − x2 > 0).
x
When y 2 6 x2 , Eq. (1.5.1) does not define y ′ since the root becomes imaginary. Therefore, we cannot draw a direction
field for the differential equation (1.5.1) because its slope function is not a single-value function. Nevertheless, we
may try to find its general solution by making a guess that it is a polynomial of the second degree: y = Cx2 +Bx+A,
where coefficients A, B, and C are to be determined. Substituting y and its derivative, y ′ = 2Cx+B, into Eq. (1.5.1),
we get B = 0 and A = 1/(4C). Hence, Eq. (1.5.1) has a one-parametric family of solutions
1
y = Cx2 + . (1.5.2)
4C
6 0, y 2 is greater than or equal to x2 . To check our conclusion, we use Maple:
For any value of C, C =
dsolve(x*(diff(y(x),x))^2-2*y(x)*diff(y(x),x)+x=0,y(x));
phi:=(x,C)->C*x*x+0.25/C; # the general solution
plot({subs(C=.5,phi(x,C)),phi(x,-1),x},x=-1..1,y=-1..1,color=blue);
Let us consider any region R of the xy-plane in which f (x, y) is a real, single-valued, continuous function. Then
the differential equation y ′ = f (x, y) defines a direction field in the region R. A solution y = φ(x) of the given
differential equation has the property that at every point its graph is tangent to the direction element at that point.
The slope field provides useful qualitative information about the behavior of the solution even when you cannot
solve it. Direction fields are common in physical applications, which we discuss in [14]. While slope fields prove
their usefulness in qualitative analysis, they are open to several criticisms. The integral curves, being graphically
obtained, are only approximations to the solutions without any knowledge of their accuracy and formulas.
If we change for a moment the notation of the independent variable x to t, for time, then we can associate the
solution of the differential equation with the trajectory of a particle starting from any one of its points and then
moving in the direction of the field. The path of such a particle is called a streamline of the field. Thus, the
function defined by a streamline is an integral of the differential equation to which the field applies. A point through
which just one single integral curve passes is called an ordinary point.
When high precision is required, a suitably dense set of line segments on the plane region must be made. The labor
involved may then be substantial. Fortunately, available software packages are very helpful for practical drawings of
direction fields instead of hand sketching.
There is a friendly graphical program, Winplot, written by Richard Parris, a teacher at Phillips Exeter Academy
in Exeter, New Hampshire. Mr. Parris generously allows free copying and distribution of the software and provides
As we see from Figure 1.5, integral curves intersect each

other, which would be impossible for solutions of a dif-
ferential equation in the normal form. Indeed, solving
Eq. (1.5.2) with respect to C, we observe that for every
point(x, y), with y 2> x2 , there are two distinct values of
p
C = y ± y 2 − x2 /x2 . For instance, Eq. (1.5.1) defines
√
two slopes at the point (2, 1): 2 ± 3.
Let us find an envelope of singular solutions. According to
Eq. (1.4.2), we differentiate the general solution (1.5.2) with
respect to C, which gives x2 = −1/(4C 2 ). Eliminating C
from these two equations, we obtain x2 − y 2 = 0 or y = ±x.
Substitution into Eq. (1.5.1) yields that these two functions
are its solution.
Hence, the given differential equation has two singular so-
lutions y = ±x that form the envelope of integral curves Figure 1.5: Example 1.5.1: some solutions
corresponding to the general solution. along with two singular solutions, plotted in
Maple.
frequent updates. The latest version can be downloaded from the website:
http://math.exeter.edu/rparris/winplot.html. The program is of top quality and is easy to use.
You can find many online applications for plotting direction fields by entering ”desmos direction fields” into any
search engine. These include https://bluffton.edu/homepages/facstaff/nesterd/java/slopefields.html,
http://www.geogebra.org, http://www.mathscoop.com, and http://slopefield.nathangrigg.net.
Maple
It is recommended to clear the memory before starting a session by invocation of either restart or gc( ) for
garbage collection. Maple is particularly useful for producing graphical output. It has two dedicated commands
for plotting flow fields associated with first order differential equations—DEplot and dfieldplot. For example, the
commands
restart; with(DEtools): with(plots):
dfieldplot(diff(y(x),x)=y(x)+x, y(x), x=-1..1, y=-2..2, arrows=medium);
allow you to plot the direction field for the differential equation y ′ = y + x. To include graphs of some solutions into
the direction field, we define the initial conditions first:
inc:=[y(0)=0.5,y(0)=-1];
Then we type
DEplot(diff(y(x),x)=y(x)+x, y(x), x=-1..1, y=-2..2, inc, arrows=medium,
linecolor=black,color=blue,title=‘Direction field for y’=y+x‘);
There are many options in representing a slope field, which we demonstrate in the text. A special option, dirgrid,
specifies the number of arrows in the direction field. For instance, if we replace Maple’s option arrows=medium with
dirgrid=[16,25], we will get the output presented in Figure 1.10.
The computer algebra system (CAS for short) Maple also has an option to plot the direction fields without arrows
or with comets, as can be seen in Figures 1.8 and 1.9, plotted with the following script:
dfieldplot(x*diff(y(x),x)=3*y(x)+2*x,y(x),
x=-1..1,y=-2..2,arrows=line,title=‘Direction field for xy’=3y+2x‘);
DEplot(x*diff(y(x),x)=3*y(x)+x^3,y(x),
x=-1..1,y=-2..2,arrows=comet,title=‘Direction field for xy’=3y+x*x*x‘);
You may draw a particular solution that goes through the point x = π/2, y = 1 in the same picture by typing
DEplot(equation, y(x), x-range, y-range, [y(Pi/2)=1], linecolor=blue).
Maple also can plot direction fields with different colors:
dfieldplot(diff(y(x),x)=f(x,y), y(x), x-range, y-range, color=f(x,y)).
Mathematica
It is always a good idea to start Mathematica’s session with clearing variables or the kernel. With Mathematica,
only one command is needed to draw the direction field corresponding to the differential equation y ′ = f (t, y). By
choosing, for instance, f (t, y) = 1 − t2 − y, we type:
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dame tú la fuerça y yo porne la
voluntad. Las cosas de onrra que
pones delante conozcolas con la
razon y niegolas con ella misma.
Digo que las conozco y aprueuo
si las ha de vsar onbre libre de mi
pensamiento, y digo que las niego
para comigo pues pienso avnque
busque graue pena que escogí
onrrada muerte. El trabaio que
por mi as recebido y el deseo que
te he visto me obligauan á ofrecer
por tí la vida todas las vezes que
fuere menester, mas pues lo
menos della me queda de beuir
seate satisfacion lo que quisiera y
no lo que puedo. Mucho te ruego
pues esta será la final buena obra
que tú me podras hazer y yo
recebir que quieras leuar á
Laureola en vna carta mia nueuas
con que se alegre, porque della
sepa como me despido de la vida
y de mas dalle enoio, la qual en
esfuerço que la leuarás quiero
començar en tu presencia y las
razones della sean estas.
CARTA DE LERIANO Á
LAUREOLA
Pues el galardon de mis afanes
auie de ser mi sepoltura ya soy a
tiempo de recebirlo. Morir no
creas que me desplaze, que
aquel es de poco iuyzio que
aborrece lo que da libertad. ¿Mas
que haré que acabará comigo el
esperança de verte graue cosa
para sentir? Dirás que cómo tan
presto en vn año ha o poco mas
que ha que soy tuyo desfallescio
mi sofrimiento; no te deues
marauillar que tu poca esperança
y mi mucha pasion podian bastar
para más de quitar la fuerça al
sofrir, no pudiera pensar que á tal
cosa dieras lugar si tus obras no
me lo certificaran.
Siempre crey que forçara tu
condicion piadosa á tu voluntad
porfiada, como quiera que en esto
si mi vida recibe el daño mi dicha
tiene la culpa, espantado estoy
cómo de tí misma no te dueles.
Dite la libertad, ofrecite el
coraçon, no quise ser nada mio
por serlo del todo tuyo, pues,
¿cómo te querrá seruir ni tener
amor quien sopiere que tus
propias cosas destruyes? Por
cierto tú eres tu enemiga. Si no
me querias remediar porque me
saluara yo, deuieraslo hazer
porque no te condenaras tú.
Porque en mi perdicion ouiese
algund bien deseo que te pese
della, mas si el pesar te avie de
dar pena no lo quiero, que pues
nunca biuiendo te hize seruicio no
seria iusto que moriendo te
causase enoio. Los que ponen los
oios en el sol quanto mas lo miran
mas se ciegan, y assi quanto yo
más contenplo tu hermosura mas
ciego tengo el sentido. Esto digo
porque de los desconciertos
escritos no te marauilles: verdad
es que á tal tienpo escusado era
tal descargo, porque segund
quedo mas estó en disposicion de
acabar la vida que de desculpar
las razones.
Pero quisiera que lo que tú auias
de ver fuera ordenado, porque no
ocuparas tu saber en cosa tan
fuera de tu condicion. Si
consientes que muera porque se
publique que podiste matar, mal
te aconseiaste, que sin
esperiencia mia lo certificava la
hermosura tuya; si lo tienes por
bien porque no era merecedor de
tus mercedes, pensaua alcançar
por fé lo que por desmerecer
perdiese, y, con este
pensamiento, osé tomar tal
cuydado. Si por ventura te plaze
por parecerte que no se podria
remediar sin tu ofensa mi cuyta,
nunca pense pedirte merced que
te causase culpa. ¿Cómo auia de
aprouecharme el bien que á ti te
viniese mal? Solamente pedí tu
respuesta por primero y
postrimero galardon. Dexadas
mas largas te suplico, pues
acabas la vida que onrres la
muerte, porque si en lugar donde
van las almas desesperadas ay
algun bien, no pediré otro si no
sentido para sentir que onrraste
mis huesos por gozar aquel poco
espacio de gloria tan grande.
EL AUCTOR
Acabada la habla y carta de
Leriano, satisfaziendo los oios por
las palabras con muchas
lagrimas, sin poderle hablar
despedime dél, auiendo aquella,
segund le vi, por la postrimera vez
que lo esperaua ver; y puesto en
el camino puse su sobrescrito á
su carta porque Laureola en
seguridad de aquel la quisiese
recebir. Y llegado donde estaua,
acordé de gela dar, la qual
creiendo que era de otra calidad
recebio, y començo y acabó leer;
y como en todo aquel tiempo que
la leya nunca partiese de su
rostro mi vista, vi que quando
acabó de leerla quedó tan
enmudecida y turbada como si
gran mal touiera, y como su
turbacion de mirar la mia no le
escusase, por asegurarme hizo
me preguntas y hablas fuera de
todo proposito, y para librarse de
la conpañia que en semeiantes
tienpos es peligrosa, porque las
mudanças públicas no
descubriessen los pensamientos,
retraxose. Y assí estuuo aquella
noche sin hablarme nada en el
propósito, y otro dia de mañana
mandome llamar y despues que
me dixo quantas razones
bastauan para descargarse del
consentimiento que daua en la
pena de Leriano, dixome que le
tenia escrito pareciéndole
inumanidad perder por tan poco
precio un onbre tal; y porque con
el plazer de lo que le oya estaua
desatinado en lo que hablaua, no
escriuo la dulceza y onestad que
ouo en su razonamiento. Quien
quiera que la oyera pudiera
conocer que aquel estudio auie
vsado poco: ya de enpachada
estaua encendida, ya de turbada
se tornaua amarilla. Tenia tal
alteracion y tan sin aliento la
habla como si esperara sentencia
de muerte; en tal manera le
tenblaua la boz que no podía
forçar con la discrecion al miedo.
Mi respuesta fué breve porque el
tienpo para alargarme no me
daua lugar, y despues de besalle
las manos recebi su carta, las
razones de la qual eran tales.
CARTA DE LAUREOLA Á
LERIANO
La muerte que esperauas tú de
penado merecia yo por culpada si
en esto que hago pecase mi
voluntad, lo que cierto no es assí,
que más te escriuo por redemir tu
vida que por satisfazer tu deseo.
Mas, triste de mi, que este
descargo solamente aprouecha
para conplir comigo, porque si
deste pecado fuese acusada no
tengo otro testigo para saluarme
sino mi intencion, y por ser parte
tan principal no se tomaria en
cuenta su dicho, y con este
miedo, la mano en el papel, puse
el coraçon en el cielo, haziendo
iuez de mi fin aquel á quien la
verdad de las cosas es
manifiesta.
Todas las vezes que dudé en
responderte fue porque sin mi
condenacion no podias tú ser
asuelto. Como agora parece que
puesto que tú solo y el levador de
mi carta sepays que escreui, qué
sé yo los iuycios que dareys
sobre mi; y digo que sean sanos
sola mi sospecha me amanzilla.
Ruegote mucho quando con mi
respuesta en medio de tus
plazeres estés mas vfano, que te
acuerdes de la fama de quien los
causó, y auiso te desto, porque
semeiantes fauores desean
publicarse teniendo mas
acatamiento á la vitoria dellos que
á la fama de quien los da. Quanto
meior me estouiera ser afeada
por cruel que amanzillada por
piadosa, tú lo conosces, y por
remediarte vsé lo contrario. Ya tú
tienes lo que deseauas y yo lo
que temia. Por Dios te pido que
enbueluas mi carta en tu fe,
porque si es tan cierta como
confiesas no se te pierda ni de
nadie pueda ser vista, que quien
viese lo que te escriuo pensaria
que te amo, y creeria que mis
razones antes eran dichas por
disimulacion de la verdad que por
la verdad. Lo qual es al reues,
que por cierto mas las digo, como
ya he dicho, con intencion
piadosa que con voluntad
enamorada. Por hazerte creer
esto querria estenderme y por no
ponerte otra sospecha acabo, y
para que mis obras recibiesen
galardon iusto auia de hazer la
vida otro tanto.
EL AUCTOR
Recibida la carta de Laureola
acordé de partirme para Leriano,
el qual camino quise hazer
acompañado, por leuar comigo
quien á él y á mí ayudase en la
gloria de mi enbaxada, y por
animarlos para adelante llamé los
mayores enemigos de nuestro
negocio que eran
Contentamiento, y Esperança, y
Descanso, y Plazer, y Alegría, y
Holgança. Y porque si las
guardas de la prision de Leriano
quisiesen por leuar conpañía
defenderme la entrada, pense de
yr en orden de guerra, y con tal
pensamiento, hecha vna batalla
de toda mi conpañía, seguí mi
camino, y allegado á vn alto
donde se parecia la prision,
viendo los guardadores della mi
seña que era verde y colorada, en
lugar de defenderse pusieronse
en huyda tan grande que quien
mas huya mas cerca pensaua
que yua del peligro. Y como
Leriano vido sobre á ora tal
rebato, no sabiendo qué cosa
fuese, pusose á vna ventana de la
torre, hablando verdad, mas con
flaqueza de espíritu que con
esperança de socorro. Y como
me vio venir en batalla de tan
hermosa gente, conocio lo que
era, y lo vno de la poca fuerça y lo
otro de supito, bien perdido el
sentido, cayó en el suelo de
dentro de la casa. Pues yo que no
leuaua espacio, como llegué al
escalera por donde solia sobir
eché á descanso delante, el qual
dió estraña claridad á su tinibra, y
subido á donde estaua el ya
bienauenturado, quando le ví en
manera mortal pense que yua á
buen tienpo para llorarlo y tarde
para darle remedio, pero socorrio
luego Esperança que andaua allí
la mas diligente y echandole vn
poco de agua en el rostro tornó
en su acuerdo, y por más
esforçarle dile la carta de
Laureola, y entre tanto que la leya
todos los que leuaua comigo
procurauan su salud. Alegria le
alegraua el coraçon, Descanso le
consolaua el alma, Esperança le
bolvia el sentido, Contentamiento
le aclaraua la vista, Holgança le
restituya la fuerça, Plazer le
abiuaua el entendimiento, y en tal
manera lo trataron que quando lo
que Laureola le escrebió acabó
de leer estaua tan sano como si
ninguna pasion vuiera tenido. Y
como vido que mi diligencia le dio
libertad echabame muchas vezes
los brazos encima, ofreciendome
á él y á todo lo suyo, y pareciale
poco precio segund lo que
merecia mi seruicio. De tal
manera eran sus ofrecimientos
que no sabía responderle como
yo deuia y quien él era. Pues
despues que entre él y mí
grandes cosas pasaron, acordó
de yrse á la corte, y antes que
fuesse estuuo algunos dias en
vna villa suya por rehazerse de
fuerças y atauios para su partida,
y como se vido en disposicion de
poderse partir pusolo en obra, y
sabido en la corte como yua,
todos los grandes señores y
mancebos cortesanos salieron á
recebirle. Mas como aquellas
cerimonias vieias touiesse
sabidas, mas vfana le daua la
gloria secreta que la onrra
pública, y así fue acompañado
hasta palacio. Quando besó las
manos á Laureola pasaron cosas
mucho de notar, en especial para
mí que sabia lo que entre ellos
estaua: al vno le sobraua
turbacion, al otro le faltaua color;
ni él sabie qué dezir, ni ella qué
responder, que tanta fuerça tienen
las pasiones enamoradas que
sienpre traen el seso y discrecion
debaxo de su vandera; lo que allí
vi por clara esperiencia.
Y puesto que de las mudanças
dellos ninguno touiese noticia por
la poca sospecha que de su
pendencia auia, Persio, hijo del
señor de Gavia miró en ellas,
trayendo el mismo pensamiento
que Leriano traya; y como las
sospechas celosas escudriñan las
cosas secretas, tanto miró de allí
adelante las hablas y señales dél,
que dió crédito á lo que
sospechaua: y no solamente dió
fé á lo que veya, que no era nada,
mas á lo que ymaginaua él que
era todo. Y con este maluado
pensamiento, sin más
deliberacion ni conseio, apartó al
rey en vn secreto lugar y dixole
afirmadamente que Laureola y
Leriano se amauan y que se
veyan todas las noches despues
que él dormia, y que gelo hazia
saber por lo que deuie á la onrra y
á su seruicio. Turbado el rey de
cosa tal, estouo dubdoso y
pensatiuo sin luego determinarse
á responder, y despues que
mucho dormio sobre ello, tovolo
por verdad, creyendo segund la
virtud y auctoridad de Persio que
no le diria otra cosa. Pero con
todo esso primero que deliberase
quiso acordar lo que deuie hazer,
y puesta Laureola en vna carcel
mandó llamar á Persio y dixole
que acusase de traydor á Leriano,
segun sus leyes, de cuyo
mandamiento fue mucho
afrontado. Mas como la calidad
del negocio le forçaua á otorgarlo,
respondió al rey que aceutaua su
mando y que daua gracias á Dios
que le ofrecia caso para que
fuesen sus manos testimonio de
su bondad; y como semeiantes
autos se acustumbran en
Macedonia hazer por carteles y
no en presencia del rey, enbió en
vno Persio á Leriano las razones
siguientes:
CARTEL DE PERSIO PARA

LERIANO
Pues procede de las virtuosas
obras la loable fama, iusto es que
la maldad se castigue porque la
virtud se sostenga, y con tanta
diligencia deue ser la bondad
anparada que los enemigos della
si por voluntad no la obraren, por
miedo la vsen. Digo esto, Leriano,
porque la pena que recebirás de
la culpa que cometiste sera
castigo para que tú pagues y
otros teman, que si á tales cosas
se diese lugar no sería menos
fauorecida la desvirtud en los
malos, que la nobleza en los
buenos.
Por cierto mal te as aprovechado
de la limpieza que eredaste; tus
mayores te mostraron hazer
bondad y tú aprendiste obrar
trayzion; sus huessos se
leuantarian contra tí si supiesen
como ensuziaste por tal error sus
nobles obras. Pero venido eres á
tienpo que recibieras por lo
hecho, fin en la vida y manzilla en
la fama. Malauenturados aquellos
como tú que no saben escoger
muerte onesta; sin mirar el
seruicio de tu rey y la obligacion
de tu sangre touiste osada
desuerguença para enamorarte
de Laureola, con la qual en su
camara, despues de acostado el
rey, diuersas vezes as hablado,
escureciendo por seguir tu
condicion tu claro linage, de cuya
razon te rebto por traydor, y
sobrello te entiendo matar ó echar
del canpo; ó lo que digo hazer
confesar por tu boca, donde
quanto el mundo durare sere en
exenplo de lealtad; y atreuome á
tanto confiando en tu falsía y mi
verdad. Las armas escoge de la
manera que querras y el canpo.
Yo de parte del rey lo hago
seguro.
RESPUESTA DE LERIANO
Persio, mayor seria mi fortuna
que tu malicia si la culpa que me
cargas con maldad no te diese la
pena que mereces por iusticia. Si
fueras tan discreto como malo,
por quitarte de tal peligro antes
deuieras saber mi intencion que
sentenciar mis obras. Á lo que
agora conozco de tí, mas curauas
de parecer bueno que de serlo.
Teniendote por cierto amigo todas
mis cosas comunicaua contigo y
segund parece yo confiaua de tu
virtud y tú vsauas de tu condicion.
Como la bondad que mostrauas
concertó el amistad, assi la
falsedad que encobrías causó la
enemiga. ¡Ó enemigo de tí
mismo! que con razon lo puedo
dezir, pues por tu testimonio
dexarás la memoria con cargo y
acabarás la vida con mengua.
¿Por que pusiste la lengua en
Laureola que sola su bondad
basta a si toda la del mundo se
perdiese para tornarla á cobrar?
Pues tú afirmas mentira clara y yo
defiendo causa iusta, ella quedará
libre de culpa y tu onrra no de
verguença. No quiero responder á
tus desmesuras porque hallo por
mas onesto camino vencerte con
la persona que satisfazerte con
las palabras. Solamente quiero
venir a lo que haze al caso, pues
allí está la fuerça de nuestro
debate. Acusasme de traydor y
afirmas que entré muchas vezes
en su camara de Laureola
despues del rey retraydo. Á lo vno
y á lo otro te digo que mientes,
como quiera que no niego que
con voluntad enamorada la miré.
Pero si fuerça de amor ordenó el
pensamiento, lealtad virtuosa
causó la lynpieza dél; assi que
por ser della fauorecido y no por
ál lo pensé. Y para mas afearte te
defendere no solo que no entré
en su camara, mas que palabras
de amores iamás le hablé, pues
quando la intencion no peca saluo
está el que se iuzga, y porque la
determinacion desto ha de ser
con la muerte del vno y no con las
lenguas dentramos, quede para el
dia del hecho la sentencia, la qual
fio en Dios se dara por mí, porque
tú reutas con malicia y yo
defiendo con razon y la verdad
determina con iusticia. Las armas
que á mí son de señalar sean a la
bryda segund nuestra costumbre,
nosotros armados de todas
pieças, los cauallos con cubiertas
y cuello y testera, lanças yguales
y sendas espadas sin ninguna
otra arma de las vsadas, con las
quales defendiendo lo dicho, ó
(te) haré desdezir ó echaré del
campo sobrello.
EL AUCTOR
Como la mala fortuna enbidiosa
de los bienes de Leriano vsase
con él de su natural condicion,
diole tal reues quando le vido
mayor en prosperidad. Sus
desdichas causauan pasion á
quien las vio y conbidan á pena á
quien las oye. Pues desando su
cuyta para hablar en su reuto,
despues que respondio al cartel
de Persio como es escrito,
sabiendo el rey que estauan
concertados en la batalla,
aseguró el canpo, y señalando el
lugar donde hiziesen, y
ordenadas todas las cosas que en
tal auto se requerian segund las
ordenanças de Macedonia,
puesto el rey en vn cadahalso,
vinieron los caualleros cada vno
acompañado y fauorecido como
merecía y guardadas en ygualdad
las onrras dentrambos entraron
en el canpo: y como los fieles los
dexaron solos, fueronse el vno
para el otro donde en la fuerça de
los golpes mostraron la virtud de
los animos, y quebradas las
lanças en los primeros encuentros
pusieron mano á las espadas, y
assi se conbatian que quien
quiera ouiera enbidia de lo que
obrauan y compasion de lo que
padecian.
Finalmente, por no detenerme en
esto que parece cuento de
ystorias vieias, Leriano le cortó á
Persio la mano derecha, y como
la meior parte de su persona le
viese perdida dixole: Persio,
porque no pague tu vida por la
falsedad de tu lengua deues te
desdezir. El qual respondio: haz lo
que as de hazer, que aunque me
falta el braço para defender no
me fallece coraçon para morir. Y
oyendo Leriano tal respuesta
diole tanta priesa que lo puso en
la postrimera necesidad; y como
ciertos caualleros sus parientes le
viesen en estrecho de muerte
suplicaron al rey mandase echar
el baston, que ellos le fiauan para
que dél hiziese iusticia si
claramente se hallase culpado; lo
qual el rey assi les otorgó. Y
como fuesen despartidos, Leriano
de tan grande agrauio con mucha
razon se sentio, no podiendo
pensar porqué el rey tal cosa
mandase. Pues como fueron
despartidos, sacaronlos del canpo
yguales en cerimonia avnque
desyguales en fama, y assi los
leuaron á sus posadas donde
estuvieron aquella noche; y otro
dia de mañana avido Leriano su
conseio, acordó de yr á palacio á
suplicar y requerir al rey en
presencia de toda su corte, le
mandase restituir en su onrra
haziendo iusticia de Persio. El
qual como era malino de
condicion y agudo de iuyzio, en
tanto que Leriano lo que es
contado acordaua, hizo llamar
tres onbres muy conformes de
sus costumbres que tenia por
muy suyos, y iuramentandolos
que le guardasen secreto dió á
cada uno infinito dinero porque
dixesen y iurasen al rey que
vieron hablar á Leriano con
Laureola en lugares sospechosos
y en tienpos desonestos, los
quales se profirieron á afirmarlo y
iurarlo hasta perder la vida
sobrello. No quiero dezir lo que
Laureola en todo esto sentia
porque la pasion no turbe el
sentido para acabar lo
començado, porque no tengo
agora menos nueuo su dolor que
quando estaua presente. Pues
tornando á Leriano que mas de su
prision della se dolia que de la
Vitoria dél se gloriaua, como supo
que el rey era leuantado fuese á
palacio y presentes los caualleros
de su corte hizole una habla en
esta manera.
LERIANO AL REY
Por cierto, señor, con mayor
voluntad sufriera el castigo de tu
iusticia que la verguença de tu
presencia, si ayer no leuara lo
meior de la batalla, donde si tú lo
ouieras por bien, de la falsa
acusacion de Persio quedara del
todo libre: que puesto que á vista
de todos yo le diera el galardon
que merecia, gran ventaia va de
hizieralo á hizolo. La razon por
que despartir nos mandaste no la
puedo pensar, en especial
tocando á mi mismo el debate,
que aunque de Laureola
deseases vengança, como
generoso no te faltaria piedad de
padre, comoquiera que en este
caso, bien creo quedaste
satisfecho de tu descargo. Si lo
heziste por conpasion que auias
de Persio, tan iusto fuera que la
vuieras de mi onrra como de su
vida, siendo tu natural. Si por
ventura lo consentiste por verte
aquexado de la suplicacion de
sus parientes, quando les
otorgaste la merced deuieras
acordarte de los seruicios que los
mios te hizieron, pues sabes con
quanta costança de coraçon,
quantos dellos en muchas
batallas y combates perdieron por
tu seruicio las vidas. Nunca
hueste iuntaste que la tercia parte
dellos no fuese. Suplicote que por
iuyzio me satisfagas la onrra que
por mis manos me quitaste: cata
que guardando las leyes se
conseruan los naturales. No
consientas que biua onbre que
tan mal guarda las preeminencias
de sus pasados, porque no
corronpan su benino los que con
él participaren. Por cierto no
tengo otra culpa sino ser amigo
del culpado, y si por este indicio
merezco pena, damela avn que
mi inocencia della me asuelua,
pues conserué su amistad
creyendole bueno y no iuzgandole
malo. Si le das la vida por seruirte
del, digote que te sera el mas leal
cizañador que puedas hallar en el
mundo. Requierote contigo
mismo, pues eres obligado á ser
ygual en derecho, que en esto
determines con la prudencia que
tienes y sentencies con la iusticia
que vsas. Señor, las cosas de
onrra deuen ser claras, y si á este
perdonas por ruegos, ó por ser
principal en tu reyno, ó por lo que
te plazera, no quedará en los
iuyzios de las gentes por
desculpado del todo; que si vnos
creyeren la verdad por razon,
otros la turbarán con malicia: y
digote que en tu reyno lo cierto se
sepa. Nunca la fama leua lexos lo
cierto; como sonará en los otros
lo que es pasado, si queda sin
castigo publico; por Dios, señor,
dexa mi onrra sin disputa, y de mi
vida y lo mio ordena lo que
quisieres.
EL AUCTOR
Atento estuuo el rey á todo lo que
Leriano quiso dezir, y acabada su
habla respondiole que el auria su
conseio sobre lo que deuiese
hazer, que en cosa tal con
deliberacion se auie de dar la
sentencia. Verdad es que la
respuesta del rey no fue tan dulce
como deuiera, lo qual fue porque
si á Laureola daua por libre
segund lo que vido, él no lo
estaua de enoio; porque Leriano
penso de seruilla auiendo por
culpado su pensamiento avnque
no lo fuese su entencion: y asi por
esto como por quitar el escandalo
que andaua entre su parentela y
la de Persio mandóle yr á vna villa
suya que estaua dos leguas de la
corte, llamada Susa, entre tanto
que acordaua en el caso. Lo que
luego hizo con alegre coraçon
teniendo ya á Laureola por
desculpada, cosa que él tanto
deseaua.
Pues como del rey fue despedido,
Persio que siempre se trabaiaua
en ofender su onrra por condicion
y en defenderla por malicia, llamó
los coniurados antes que

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Textbook Applied Differential Equations With Boundary Value Problems 1St Edition Vladimir A Dobrushkin Ebook All Chapter PDF

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Applied Differential Equations with

Boundary Value Problems 1st Edition

Differential Equations with Boundary-Value Problems 9th

A Course in Differential Equations with Boundary Value

Ordinary Differential Equations and Boundary Value

Elementary Differential Equations and Boundary Value

Analytical Solution Methods for Boundary Value Problems

Distribution Theory Applied to Differential Equations

Applied Stochastic Differential Equations 1st Edition

Modelling with Ordinary Differential Equations Dreyer

LINEAR ALGEBRA, GEOMETRY AND TRANSFORMATION

© 2018 by Taylor & Francis Group, LLC

No claim to original U.S. Government works

Printed on acid-free paper

International Standard Book Number-13: 978-1-4987-3365-6 (Hardback)

Library of Congress Cataloging-in-Publication Data

Names: Dobrushkin, V. A. (Vladimir Andreevich)

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2 First Order Equations 39

3 Numerical Methods 137

4 Second and Higher Order Linear Differential Equations 187

5 Laplace Transforms 269

6 Introduction to Systems of ODEs 341

7 Topics from Linear Algebra 377

8 Systems of Linear Differential Equations 431

9 Qualitative Theory of Differential Equations 483

10 Orthogonal Expansions 545

10.5 Even and Odd Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 582

11 Partial Differential Equations 597

12 Boundary Value Problems 629

Philosophy of the Text

Pedagogy and Structure of the Book

equations. He co-discovered calculus with Isaac Newton.

∆VR = RI for the resistor,

1.2 Classification of Differential Equations

A first order differential equation is of the form

If we can solve it with respect to y ′ , then we obtain its normal form:

an (x)y (n) + an−1 (x)y (n−1) + · · · + a0 (x)y = g(x). (1.2.5)

An equation (1.2.1) is said to be nonlinear if it is not of this form.

1.3 Solutions to Differential Equations

Definition 1.1: A solution or integral of the ordinary differential equation

To verify this, we substitute y = x + 1 and y ′ = 1 into the equation. Indeed, y ′ + y = 1 + (x + 1) = x + 2. It is

Φx (x, y) + Φy (x, y) y ′ = 0, where Φx = ∂Φ/∂x, Φy = ∂Φ/∂y.

From the equation y ′ = f (x, y), we obtain

Φx (x, y) + Φy (x, y) f (x, y) = 0. (1.3.1)

ential equation yields – 10

Example 1.3.4: Show that the function y = φ(x) in para-

differential equation x2 y ′ = 1 − xy. 0.35

Solution. The derivatives of x and y with respect to t are 0.3

Example 1.3.5: Consider the one-parameter (depending on C) family of curves

1.4 Particular and Singular Solutions

y[x_]=x + x*Integrate[Cos[t]/t, {t, 1, x}]

q1 = Plot[Evaluate[(x + C[1])^2 /. C[1] -> {0, 1, -1}], {x, -3.5, 3.5},

1.5 Direction Fields

x(y ′ )2 − 2yy ′ + x = 0. (1.5.1)

As we see from Figure 1.5, integral curves intersect each

CARTEL DE PERSIO PARA

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