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PO
dy
dx
+ , I
n-i
d'2y+
+ .......+
dx
dx
>' + ,
dx
'i-i
where P 0 Q, P 1 P, .......
d'y + ,
2)
d
dx
P" d'
2y
n-i
dx
++
"- 2
dx
+ P. = 0
and is called homogeneous to indicate that all of the terms are Of the same (first) degree in y and its derivatives.
2
Examples. A)
B)
+ Zx d Y - 5
+ 2y
- 3
- xy
dx
= 0,
sin x, of order 3.
of order 2.
dx
C's
C1Y5 + c 2 y 3 + c 3 y 3
........+
= 0,
= C 3 = ... =
c = 0.
Example 1. The functions e" and e' are linearly independent. To show this, form c i + c 2
= 0,
where c 1 andc 2 are constants, and differentiate to obtain c i e X - c2e_X
0. When the two relations
are solved simultaneously for c 1 andc 2 ,we find c. = c 2 = 0.
Example 2. The functions
ex.
2eX,
and
c1ex + 2c 2e X + c 3 e = 0 when c 1 = 2. c 2
1. c 3
0.
A necessary and sufficient condition that the set of n solutions be linearly independent is that:
78
79
y2
... y
y.
0.
(n-i)(n-i)
y I
If
y = y1
(n-i)
y.
(n-i)
. . *Yn
(x) y Y (x), ........ y = y, (x) are n linearly independent solutions of 2>, then
C 1 y ( x) + C,y 1 (x) + .....+
3)
is the primitive of 2).
R(x)
is the primitive of I). Note that 4) contains all of 3). This part of 4) is called the conipleznentar.yfutiction.
Thus the primitive of I) consists of the sum of the complementary function and a particular integral.
Attention has been called to the fact that the primitive of a differential equation is not necessarily the
complete solution of the equation. However, when the equation is linear, the primitive is its complete
solution. Thus 3) and 4) may be called complete solutions of 2) and I) respectively.
LINEAR DIFFERENTIAL EQUATIONS with constant coefficients (equationsB) above) will be treated
in Chapters 13 -16. Those with variable coefficients (equation A) above) will be considered in Chapters
17-19.
SOLVED PROBLEMS
dx2 dx
If y sax, for some value of a. is a solution then the given equation is satisfied when the replacements
Y
ax
dy
dx
e . -
2
ax d y 2ax
a e
ae . -
dz2
y - dy -
2y
We obtain d 2
-
Thus y e
-x
and
2x
are solutions.
80
Since
-x
2x
W
-e
-x
Ze
3e i' 0.
2x
6x
-x
and
+ 12y
dx
dx
rx "
dx2
Since W
2*
3*2 -2x
6x
z"(r 5 -
y =
-2
20 A 0.
The primitive is
4. Verify that y
primitive.
-1 - r(r-1)(r-2)x5
= r(r-1)x' 2.
dx
2y
Cj x' + C2 z 5 + C3x'2,
Substituting fory and its derivatives in the differential equation, it is found that the equation is satisfied.
From Problem 2, the complementary function is y
Hence, the primitive is y C51_x + C2 e -
sin
z.
primitive
Substituting for y and its derivatives in the given equation it is found that the equation is satisfied. From
Problem 3, the complementary function is y =
Hence, the priniltive is y Cx 2 +
6. Show that
dz
dx 5
-36
C1 x 3
+ 5
dx2
C1 x 2
+ C3 x
+ ,x
3 e C,x".
2 + in x.
dx - 2y
the form y
Substituting for y and its derivatives in the given equation, we have
is satisfied when a
1, 1, 1.-2.
X
x
ex
eX
Since
e
are .
-2e-
2x
eX and y
eX
fi o, but.
ex.
x
e
ex
x
which
-2x
_29- 2x
x
ex
e(a- a5. 3a 2+ Sc - 2) 0
-2x
-2x
7. Verify that y
eX,
xe,
x2eX.
and y
By Problem 6, y e x and
found that the others are solutions.
x
C
C
Since
xc
2 K
K
K
xc
+ e
x
xc
^2.
x
xc +
2K
e +2xc x
C
C
3e
2K
xc
^4xeK +
-2K
8. Veril'v that y
primitive.
4e
cos 3x
e
-2x
h1OC 1!
X 10-21
-2K
I 1 3 6 -8 I
-8e
-2x
primitive is
C1e + C,xe +
-2x
-2e
2K
K
x e + 6xe 4 6.
-2x
x c
2 K
Cx e
C4.
-2X
2
s in x are solutions of
+ 13y 0
+ 4
dx
dx2
Suhstitu4ing 'or y and its dcrivaties. it is found that the equation is satisfied.
o, the solutions are linearl y independent.
Since W 3e
cos 3z + C2 sin )
Hence, the prlmlti\c IS y
SCPPLEMENTAR'I' PROBLEMS
9. Shos that each of the lllosvIn sets ot"I .-unctions are linearl y indcper.dent.
c
hie
QX
sin bx,
1,
o,, e
Cos bx
x, x 2
2K
tX ,
&'!
e
In x. x
In x. x 2lflx
(a b jc)
yCe
11. y
Ce
2K
2K
+C2e
+ C,xc
12.
C1CX +
13.
Ccos
14. y
-3K
2K
Cite 2X +
3x *
A,is. y"+y'-6y0
+
22K
C,x e
- 3y'
e/12
C, sin
ax +
C1 sin
17.
y in Sin(x .-C1 )
19.
12y' -
+ C2 cos x
+ 9y x cos x
4y
Cxi' C 2 +
xC5+C2y+ylny
4 xyl - y 3x'
x /9
C,
BY
2y
- 3xy'
2
IS. y =C 1 x+C,x lax +,xin x
18. y 2
C1x 2 + C,x 2I x
16.
6y" +
+ (y ' 2 + I 0
yy " + (l2 = 2
yyr' +
CHAPTER 13
p0
d'1y
d'2y + .......+
+ P,y
=0
dx's
in which P0
O P, P,....... P,
are constants.
Now
+ .........+ P
+ P 2 D
P, D '-'
is an operator which
dx
acts
= Dy,
j D + P)y = 0.
on y and
ciX
3) P, D"+ P 1 D
-+ ?, I D +
P2D
is simply a much more complex operator. Ho'.ever, we shall find it very convenient to consider 3) at times
as a polynomial in the variable D and to denote it by 1(D) .Thus. I) may be written briefly as
4)
1(D)y = 0,
It can be shown in general and will be indicated by an example that when 3) is treated as a polynomial
and factored as
5) 1(D) = P0(D-m)(D-m2)(D-m,) ...... ...(D-m_1)(D-m,),
then
6)
factored form,
- 4_ + 4y = 0
becomes (D - D -
4D+ 4)y
(D-1)(D_2)(D+2)y
(D-1)(D2)(
- (D - I)
2) y = (D-1)(D-2){
+ 2 y ) - 2(
dxd
4-
- d
- 4
a 2
2')
(D-1)(-i -
+2y))
4y)
4y)
+4y -
dx5
a2
dy
- + 4y
dx
In Problem I below, it will be indicated that the order of the factors here is immaterial.
82
0.
a and, in
HOMOGENOUS LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS
83
(Dm,..1)(Dn) = 0
is sometimes called the characteristic equation of I) and the roots m 1 , m 2 . . , n1 are called the
characteristic roots, Note that it is never necessary to write the characteristic equation since its roots can
be read directly from 6).
TO OBTAIN THE PRIMITIVE of 1) we first write the equation in the form 6).
............
Suppose m 1 m2
a)
Y=
involving
+ C2e*2X + C 3 e I 3 X
Ce t
Then
Mn'
d 3 Y-
+ .........
an X
- 4
4y = 0 or
dx 5 dx
(D - 1) (D
2)
(D + 2) y = 0,
CeX + C 2e 2X + C,e_2X.
Suppose
Y = C je$ t X
is the primitive.
in,.
.......... m,.. 1
m3
m5 = M2
Then
+ ........+ C, e'
+ C, e * '
+ C2 xe'
5-7
tX
+ C2XeIX + C , x t e*X
+ ......+
CXr 1 e tx
in the primitive.
Thus to solve
2LY - 2
- 4 A
C 2 xe 2X
+ C 3 e 2X
a+bi
= e
ahi.
The corres-
= e(Ccos bx + C 2 s j n bx)
= Pe3X sin(bx + Q) =
where A,B,C 1 ,C,.P,Q,R are arbitrary constants.
Thus the characteristic roots of
are
12
dx
5y = 0 or ( D2 4D + 5)y=0
e2
(Ccos x
+ C2 sin
x).
See also Problems II -15.
84
SOLVED PROBLEMS
1. Show that (D-a)(D-b)(D-e)y
(D-a)(D-b)(D-c)y
(D - b) (D - c) (D - a)y.
(D-a)(D-b)(
dx
- cy)
- (b+c)
(D-a)(
dx2
(D-b)(D-c)(
(D - b) (D - c) (D - a) y
dx
- ay)
- (a
+b+c)
dz 5
2. Verify that y
dx2
x
cx
Ceax + C2 e + C.
- abcy,
dx
(D-b)(
+ bcy)
dx
- (a+c)
+ acy)
+ (ab+cc+bc)Z - abcy.
dx
bxcx
0.
0,
y - Ce
ax
+ C2 xe
ax
+ Cox
2e*x
This follows
w since:
ax
b)
- CD - a)2 o
ax
2
(D-*) C2 e
0.
(-'i)0
2
2a
ax
C) (D - ii) Cx e
= 2(D-a) C1 xe
(D - a)3 y
a nd
2(D-)0 r 0,
2r
(D-.) y
(D-a)(D-a)x e
ax
u, CD -.)v
ax
(D-*)rx r- ax
e
Ifewrite (D-a)y
Solving(D-a)v
v then (D-a)2 y
r(r -1)x
(D-a)(D-a)y
r_2 ,
e
0 when r
dz
(D-.)t
Ce
- y
-ax
r -ax
- j e
ax
(C2 e )dx
C + C2x or
0.
nz
ax ,, ax
Ce + 2xe
0.
(D 2) CD + 3)y
0.
C2e
SX
0, 1.
y z xeax
0.
Thus the equation has two linearly independent solutions y eax and
The primitive is y Cie ax + C2xex,
b)
x ex
LX
dx
D(D - 4)(D 3)y 0.
+ C2 e + C2e3X.
+ 2
7. Solve
- 5
dx
We writethe equation as
or
2D 2 -50- 6)y
(D
(D -
2x
+ C2 e'
REPEATED ROOTS.
30 - i)y
- 3D
8. Solve
or (0-
j)3
y o.
x
C2 2ex.
The characteristic roots are 1,1,1,l. and the primitive is y - Cie" * C2 xe +
+
9. Solve
(D
502 -24.')-36)y 0
10. Solve (D -
-110 -4)y
a Q
Of
C o e
-5%
C4xe
(0 + 1)5 (D -4)y a 0.
or
Cox Cox 2 )
+
The characteristic roots are -I- I ,-l.4. The primitive is y e (C-,+
C4e
COMPLEX ROOTS.
11. Solve(D 2 -20 + 10)y
The characteristic roots are
Or
201)
+ 3)y
Or
(D 2
y a
ceXco(3x+C).
or
Ce1n(3x+C4 )
+ C4iuv'x).
(1)2_ 4)
(D2 + 9) y a 0.
or
14. Solve (D" 5D 2 - 36)y 0
and the primitive is
The characteristic roots are 2, 3i,
y
a
since cosh 2z
15. Solve
(1)2_
Ae 2 '
Be -2X
+ C3 c08 3x + C4 siri 3x
20+ 5) 2 y
y
and
tnh 2x =
2X -
2%)
ze
85
86
Solve
16.
(02 + 20 - 15)y 0
17.
(D + 02 - 2D)y - 0
IS. (02+60+9)7.0
19.
is
(D -
20.
(D'-4D 13)y -0
9
+ 12D2 - 8D)y - 0
Ans.y C1 e 5 ' +
y - Ct +
7
1C x + Coe-2x
1Sx +
y-. 1 +C,.
, xe -5x
2x
+i..5 xe
2x ,, 22x
+t,4Z1
7 - t (Cl
cos 3x + C, sin 3x)
21.
(D
22.
(D 5 - 02 + 9D - 9)y 0
23.
(D + 4D2 )y 0
24.
7 (C 1 + C,x )C X
25.
(D 6 + 9D + 24D' + 16)y 0
+ 25)7 0
y C1 cos Sx + C, sin 5x
+ (C,
+ C4z).t
CHAPTER 14
THE PRIMITIVE OF
+ .........+ P,.. . 5 D + P0 = Q(x),
F(D)y = ( P0 D +
I)
where P0 O.
entary function (primitive of P(D)y = o obtained in the preceding chapter) and any particular integral of I). (See Chapter 12.)
At times a particular integral may be found by inspection. For example, y = i x is a particular
integral of 0 5 - 3D 2 + 2) y x, sinceDy =D t y 0 Such equations occur infrequently, however, and we
proceed to consider in this chapter two general procedures for obtaining a particular integral. Other procedures will be given in the next two chapters.
In each of the procedures below, use will be made of an operator
=
F (D)
C y C
F(D)
F(D)
or
1
2)
. i--Q
Dnin
FIRST METHOD. This consists of solving a succession of linear differential equations of order one, as
follows:
TO OBTAIN
SOLVE
SET
du
= efQe'dx
dx
V=
dv
- iT4V
dx
Dm 1 cL
= U
=e*,%_tx
y = e
- my = w
Six
ue
dx
fwe - o il cix.
f'"'f........
See Problems 1-6.
87
88
D-,n2
-_L
F (D)
Then
D.-m1
B) y =Niel"
Q ""' d,c + N2
*2X
dx
N, e"
Q e' K dx.
In evaluating both A) and B,, it is customary to discard the constantsof integration as they appear:
otherwise, one obtains the primitive rather than a particular integral of the differential equation. The
complementary function is then obtained by inspection and added to the particular solution to form the
primitive.
e bx = cosbx - i
cos bx + I sin bx
sin bx - e
Lbx
-e
tbx
cos bx =
21
bX
= cosh bx + sinh bx
sinhbx = ( e bx -
e-
bx
sin br
+ e_t
= cosh bx - sinh bx
coshbx
= i bx
e-bx
SOLVED PROBLEMS
I.
Then (D-2)u
or
du
u,
and
Now y
(D-1)y-uor
-2x
r -x
ex ue -2xrjix e
dx je
x -e x and
x -x X
.zr
je *'
-XC
X.
The primitive is y C1 eX * C2e CX - me
2.
-2x
2
or (D - 1) (D + 2)2y xc
Solve (D3 + 30 - 4)y - ze
The complementary function is y -
x +
2x
2-2x +
e
-2x
xe
1
1
-2X
1
Y ..xe
D-1 D+2 D+2
Let u a ._L.
D+2
Let v
D+2
du
-2x
Then +saxe
dx
u. Then
dx
and u - e
-2x
2x 2x
1 2 2x
fxe e dx -Xe
2
2 2x
2x 1 2 -2x 2r
+ 2v 1re
and v e
f_2 xe .e dx
1 3 .2x
xc
89
Then
Now y - v.
andy
-2x -x
e
--e
xe
x + ,,-2x
+
xc
-2x
(x5 +x
+ -x+-).
2 -2x
the remaining terms of the particular
- (z
1 5 + x ) c
18
-2x
Let
Now y
4. Sole
or
e x je
- 3D 2)y
x jQe
eJQe_bX
- ay u
dx
D-a D-
bu Q and
Lu -
Then
u.
D-a
Q.
. _-!
y =
-bx
x r (-a)x r
Jye
d. d.
e je
D-1 D-.2
x r x t x
eJe Je
Second Method.
r5x . -x
c
1 x '4X
--e e
4
The primitive is y
Ci e
+ C2 e
1 2x
12
-,x 3 'ix
-- e -x je
(c -
-xc
Zxf 5x 2x
e e
5z
e
12
1 xrx
-eJe dx
3
1 sx
--.
e
12
dx
5X
3 -2x.
(D + 1)D+4)y
Cse_X
Y =
(dx)
1 SX
+ -
First .fei1iod.
+ e
or
3 -x
dx + e
2x
1
)ex
D-1+D1 2
(D-1-2)
)(D
x
5e
5 e
xtxl x
=eje-e dx
3
dx)
(dx).
(D -1) (D - 2)y
(D + 1)(D +4)
L -
(3-2x).
C- f (-
.1)x
f -
2x)e (dx)2
D+1 D+4
'ix
1 ix
-e )dx
dx
18
The primitie is
1 x5
dx
D-1
1 x
_x C
e J (e - -2 xe )dx
c (
1 x
e )
11
- -
x.
90
1
1
-
D+1 D+4
'
D+4
1 e-xf(32xeXcLx - 1
- e
Xf(32x)elXdx
1 e-x
(3eX_ZxeX+2e%)
I -%X(!
e (-*x
e
The primitive is
-X +
C,e
4x
'x
- xc +.!e )
8
2
1
- 11
2
8
-x.
-4% 1 11
- _Zx
or (D-1)(D--2)2y
C1CX + C2 e 2
I
(D-1)(D
2x
C.
_2)2
1
1
2%
C
D-1 D-2 D-2
j e
(2-1)x r (2-2)x
exj e x
2% -2x
e
dx)
)
eXj e x
2 x
XC dx
fe
(a2 x, erx
x
2x 2
e (x-2x+2).
2x
., x
2x
2x
The primitive is y
+ Cxe
+ x e the remaining terms of the particular integral
e + C2 e
being absoi-bed in the complementary function.
7. Solve (D 2 +9)y x
CO3 X.
C 1 cos 3x
+ C2 sin 3x,
Ix cos x
cos x
D2 + 9
(dx)2
(e (X + c_tX). so that:
It will be simpler here to use cos x
-21x
-5'x re bix r
-'4ix
2
e
+ e
) (dx)
.1
y
J x(e
-3
1 -3ix i- bix 1
-tix
1 -21x
1 . .-iz
(ixe
+ e
je
e
+ -4ixe
ix
I iix
I -six r 1
+ e
e
j ( ire
ix 1 1
2
( xc
8
ix
iiz
-ix
32
ie
ix
lx
IXC
+ f- sin x.
1 2tx
+ - e
) dx
1 4 i
1 2s
+ - Xe
Ic
16
-ix
1 e
x(
x(e + e ) - - t(e -e )
16
64
3X cos
2tx
-liX
761-)dx
ix
1 2ix
1 2tx
If
---Ic
16
32
-ix
+ e
2
1 e
ix
-e
2i
-ix
LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS
8. Solve (D 2
+ 4) y 2 cos Cos 3x
-2tx I
J(cos Zr
2tx
Cos 4x)e
( C 22tr
-7ix( 2iX
,je
C 1 cos Zr + C2
C- 2ix
( e
-2ix I
(-e
2x C -2tx
.j e
-{-X(e
2ix
-2jt
le 2tx- e -2 ix
4
[(e
2ix C
J(1*e-
2'x
ix
+ e
+e
-2ix
2ix
1 Otx
I -2ix
2i
1 -Mix
+ x + -e
- -e
) - e
(x - -e
Mtx
)
+
4 -(e
2ix
+ e
-2r
dx }
) +I
(e
+e
MiX
+ e
-MIX
))
d-
-bit
1 2ix
1 -bix
- e
1 Mix-Mjx
) - -(e
+ e
))
-2ir
je 2ix +e
21
))dx
+ e
1
2 j(C4
-ix
I Mix
bit
-2x
r_{e
e
+1+e
+e
)idr -
1
-2
dx - e 2ix C
.j(cos 2x + cos 4x)e
-{e
iii Zr,
- 1 ( - 5-
)(cos 2x cos 4x)
4 D +2t-2
D2 +4
{ e
91
l e
Mix
12(
+e
-MjX
11
-x
sin Zr + - cos2x - 1 c054x.
4
16
The primitive is
12
12
-3X
9. Solve ( D 2 -9D+18 ) y
ee
1
e
(D-6)(D-3)
-3X
Ci e 3x
,bx
bx r -3x
e Je
je
C -5x-3x
.e
-3x
bXe
r...3 (- ee
1 bx fe e (_e 5X)d.x
ee - )dx = -e
J-l3
I e -3x
e bX
9
= -e
ce
5x
(C2
l e-Sr
e
e6x.
e5x J e3x fe
9 1J
or y
-13
v 2
v 1
1
V
(du) 2 1
'2)d v e
je(---V
9,,
9v2
-Sr
e , as before.
e -sx -bx
e
(dx)2.
92
LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS
SUPPLEMENTARY PROBLEMS
10.
a)
D1
b)
c)
e x
Ans.
__!_'
d) __!_2 * 1)
D-1
Ans. xe ' e)
D-1
1
(x
+ 1)
D+1
Ans. x
f)
D+2
1
-
D+2
Ans. _L (2 sin
3
ax
sjtj
Ans. x - 2x + 3
.-2x
sin
3x
Ans. - - e
3
-r
3x - 3 cos
cos
ax)
3x
Salve
11,
(D 2 - 4D + 3)y 1
12.
(D2-4D)y5
13.
(D 3 - 4D 2)y
14.
(D 5 - 4D 5 )y
15.
(D -4D)y x
2x
-2x
2
yC+C2 e +C,e
-x/8
16.
e2
(D 2 - 6D + 9)y
yC1 e 5 x +C5xe3X +e 2x
17.
(D2+D_2)y2(1+z_x2)
x
2
-2x
yC 1 e +C2 e
+x
18.
(D 2 .1)y
4xeX
x
-x
X 2
y Ci e + C2 e + e (x - x)
19.
(D2 -1)y
20.
(D2-1)y
(1X)2
1
yC1e +C2e
-X ._+F Cos 2x
x
-x
-x
y z C1e + C2 e - 1 + e ln(1 + ex)
21.
(D 2 + 1)y
csc x
22.
( D2 -
Ans.
y Ct e X + C2 e + 1/3
yC L .C2 e _5x/4
7 Cj
2
5
yC 1 +C2 x^C,x +C4 e2x +C6 e -2x -5z/24
3D + 2)y sin
+ CseX -
5x2/8
X:
y C1
C2 x
coax
X
2x
2z
y C1 e + C,e - e
sin
-x
CHAPTER 15
I) FD)y = (D'
PD" -1
+ P2 D" 2
+ ....... +
= Q
+ C2 y 2
by replacing the C 's by unknown functions of x, the L ' s. The method consists of a procedure for determining the L's so that 2) satisfies I).
See Problems 1-4.
y = A r5 (x) + B r2 (x) +
r3 (x) + ........+ 0
where the functions r 1 (x) ....... r(x) are the terms of Q and those arising from these terms by differentiation, and A ,B, C., G are constants.
For example, if the equation is F(D)y = x 5 , we take for 3) y = Ax + Bx 2
if the equation is f()y
el + e 5x we take for 3)
eX
i'
Cx + D;
y = AeX + Be
and
e3X;
if the equation is f(D)y = sin ax, we take for 3) y = A sin ax + B cos ax;
if the equation is F(D)y = see x, the method fails since the number of new terms obtained by differentiatingQ = sec x is infinite.
Substitution 3) in 1), the coefficients A,B, C,'"' are fo"nd from the resulting identity.
See Problems 5-6.
The procedure must be modified in case:
a) A term of Q is also a term of the com'emcntary function. If a term of Q , say u is also
a term of the complementary function corresponding to an s-fold root a, then in 3) we introduce a term
ii plus terms arising from it by differentiation.
For example, in finding a particular integral of (D - 2)2 (D + 3)y = e 2' +
93
94
+ Bx e e 2: +
+ DX 2 e 2X + Exe
4.
4' Ox 2 + lix + J,
the first six terms arising from the fact that e2 is a part of the complementary function corresponding
to the triple root m 2.
-
See Problem 9.
SOLVED PROBLEMS
VARIATION OF PARAMETERS.
I. Show that if y Cy1 + Cy, +. C3 y3 is the complementary function of
F(D)y (D + P1 D 2 + P2D + I', ) y . Q then
I)
Ly,' + Ly Ly
9.
7 ,,
I II
L jy + L 2 72
. 0
U
Q.
y - L1 y 5 L,72 + Loy*
Dy
L5y + Lgy + Loy' + (Ly 5 + Ly2 + Lya)
L2y + Loy' + Loy'
2
D y L 1 y' + LyLy' + (Ly 5' + Ly + L,'y) L1 y L2y + L,y
D 3 y
L1y + L 2 y + L1 y + ( Ly1 + L,y2 + L,y,) - L 1 y'1 + L2 y + L.;.'+
Q.
I ,?
Then F(D)y
L(y,' +
+ P2 y
II
P,y 5 ) + L 1,
P1y + P2 y
P3yj
+ L 3 (y' + P1 7 + P2y + P3 y1 ) + Q
= L 1 F(D)y 1 + L 7 F(D)y, + L, F(D)y 3
+ Q
0 + 0 + 0 + Q
Q.
except in the case of the last differentiation when the sum is set equal to Q. The equations obtained by
setting the sums equal to zero and are the equations A,'.
d) Solve these equations for L. L.I. ........
e) Obtain L 1 , L. ....... . by integration.
(D2-2D)y
esinx,
formthe relation
obtain, by differcntiation
L1
L2e
2
2r
+ (L + L,te
2L2c
Dy
and set
2x
y C + C2
mplemcntary function is
,'
I)
$ 2x
+ L2 e
0,
, 2x
and we set
2L2 e
Thus, L, =
From I), L = _L e 2X
er
sin x and L 1
= -
2L 2 c
2x
= Q r e snx.
x).
cos z).
C1
e(s1fl x -
+ C2e 2X -
sin .s
sin
Dy
we obtain
I)
and set
(-L2sinx
Lcosx + L31sinz)
L3 cosx) +
+ Lcos x + Lsin x
Then
-L2slnx + Lcosx.
Dy
and we set
2)
-Lsinx + Lcosx
Then
- L2cos
3
Dy
and we set
sinx -
csc x and
x Lsin x,
L 3 cos
-Lcos x - LsIn x
3)
(L2
-1
Q
-
cac X.
and
L3
-x
- in sin x.
and L,
L1 + L 2 cos x + L 3 sln x
4 Solve
(D 2 -60
5X/x 2
y=
1)
Dy
j (
C5e
+ C9xe 3x
L1e 5X
+ L2xe5'
we obtain
and set
x.
(3L1 + L 2 ),
e
3X
3x
Xe
3x
o.
3L2xc
+ ( e
+ L2xe3x
95
96
I
I5x
gL1 + 6L,e 5x 9L,ze 5x (3L 5 + L,)e + 3L2xe
(3L 1 + L 2I )e 3 + 3 2 x
2)
e5xlx2.
c 1 e
- a Sr
lax - c 5x
- a in x
UNDETERMINED COEFFICIENTS.
X
Solve (D 2_ 2
stn z.
complementary function is y C 1 + C1ex .
Y
Then
and
DY
2
Dy
eXslnx Q.
x 3 + sin X.
9'v(Cl
Then
and
Dy
2
D
(D2-.2D+3)y
z,
= x 5 + sin X.
1
2 2
2
8 +
x, + - x + -
x -
(sin + Cos x)
3
3
9
27
4
( 51fl COSx),
97
e + x2.
-D-2)y
CSeX + C 2 e
The complementary function is y
+ C3 e 2 . Since e occurs in Q and also in the complementary function corresponding to a root of multiplicity one, we take as a particular integral
I)
Then
Ax 2
Bx + C + Ex
+ Fex
2Ax + B + EXCX
Dy
(E+F)eX.
fly
2A + ExeX + (2E+F)eK.
Exex + (3E+F)eX.
and
ex + x2.
8. Solve
(1)2
C2eX +
41)+4)y
y
xc
C2 e
+xe
x 2 x
xex,
* Ce- .2 +
x -
2x
2x
2x
The complementary function is y
Now
Now C is
i a part of Q and also occurs in the
Ce + C2 xe
r nmplementary function corresponding to a root of multiplicity two. As a particular integral, we take
S
Ax e
2x
+ Bx e
Dy
5A + 2.B)x e
4
D 2 y
(D2-4D+4)y
1/6,
2 2x
2 2x
+ (3C + 2E)x e
3 2x
2Exe
2x
2x
LO.
. 5 2x
c.x
(48 2C)x e
e
(.20A + 168 +IC)xSe2X + (128+12C+ 4E)x2e2X + (6C# BE)xe
5 2x
22x
2x
2x
5 2x
2x
JAx e
I2Bx e
6Cxe + MeX C + Xe
4Axe2' (20A+48)z
and
2x
2x
22
(D 4)y
x
sin
Ce
128 0,
1,
1
1
- x 5,2x + 20
6
2x
20A
+ C,xe
1,
2E
0;
+ 2Ee
hence
2x
A 1/20,
5 e 2x
_L 32x
20
6C
2x
+ 1
-
x3e2r.
2x.
C5 cos 2x + C2 sin
2x.
Since x 2 sin 2x occurs in Q and sin 2x is a part of the complementary function corresponding to a
root of multiplicity one, we take as a particular integral
y = Ax 3 cos 2x 8x 5 sin 2x
Note that H co
Dy
sin
2x
F cos 2x
sin
C
2x
sin
21
98
- 4Ax5
and
4)y
+ (2C+4G)cos2x + (2E-4F)sin 2x
x2 sin 2x.
12B 0, 6A + 8E = 0, 6B - 8C 0,
A particular integral is y
12
16
32
COB 2x +
12
1118, F
16
1/32, Go.
x cos
Sin 2x +
32
x cos 2x.
SUPPLEMENTARY PROBLEMS
Solve, using the method of variation of parameters.
10. (D2 + 1)y Cac x
13.
CD - 1)y - e
14
- 1)y
-x
sin e
-x
cos e
-r
Any. y C L S
-x -2
(1+e )
-x -
Apis. y C t e X + Cse
2X + ( ex_
e x sin
1121 + e)
e-x
_ 1 +e_XIn(i+ex
Anc. y
,In.c. y = e1 (Cc c-
i. 4,I + 8
C2e' -
Ans.y -
15.
1
(D 2 + 1)y
- 2in x
4_i
(D5
-D2 -4D
+ 4)y
2 - 4%
?.x
2x 4 cos 2x)/8
- 1)2
sin x) +
4-
(sin z- 2 cos x)
- x/9 - e2X/5 +
sin 2.s
(Use Ax, Bx 2 +
ins y C1 +
14.
+ p5/3 +
+ C3 e
2X
1
1 2
11
+ -x5 + -x +
8
4
4
+ -5xe
21
sin x
+ e 21
Ans. y C1 e 1 + C2 e 21 +
c3e
-2x
12
2
+X 4-
1e
-X
6
2x
CHAPTER 16
a)
= __ aX =
1(D)
1 e,
F(a)
1(a) A 0.
b)
y
sin(ax+b)
cos(ax+b),
1(a2)
Ij
0,
0.
F(a2)
1(D 2 )
F(a2)
F(a2)
1(D 2 )
sin(ax+b),
If Q is of the form x,
1 x
Y
-
= (a0
+ aD +
a2 D2 + .....+ aD')x'.
a0
0,
1(D)
obtained by expanding -1
1(D)
"a
Dx = O hen n>m.
d)If
= e
ax
V.
F(D + a)
Y = J.---xV =
1(D)
X I
V- F'(D) V.
1(D)
(F(D))'
SOLVED PROBLEMS
I. Establish the rule in a) above.
Since when
F(D)e
14
ax
20x
ax
ye . Dy'aeax Dy.ae .
- ax
P,.D e
r
v ox
.
i..Pa
e
F(a)
ax
e .
Tax
Tax
ae
............., De
ax
1
Hence, -
F(D)
P(a)
ax
COEFFICIENTS
A particular integral is y
C1eZ + C2 e 5x
'x
1 'x
e
18
3'lG
-2x
C* C -
- e
4x.
18
x
2
3. Solve (D52
- 200_ 3D 6)y
(e + 3)
A particular integral is y
2x
(e +3)
C
3(1)6
1(-1)4
The primitive is y
4. Solve (D -
202
C1CX
Ox
(D- 1)(D-3)(D+2)
3e
18
C2e5x
-2x
Ox '
C
CD- I)(D-3)(D# 2)
(D-1)(D-3)(D+2)
,,
Ox
Ox
Ox
,. e -Ox + e
3e
-
+ -3
18
2
2
-504 6)y e 5x
x
5x
Cj e + C2 eCo
e -2x
(D - 1) (D - 3) (D + 2)
e. Now 1(a)
1(3)
5K
e
)
x
e
(D1)(D3)(D+2)
1
1
5x
D-3(D-1)(D#2) e
1
1
x j 1
x
e x5x -5x
e
dx
e
= ze
i
10
10
-Ox
SX,
C e x
The primitive is y
C
2 e #
+ xc /10.
e
Ox
x
5. Solve (D i - 5D 2 + 8D-4)y y e
2e +3e -x
2x
Ct ex + C2 e 2x + C3 xe
, and a particular integral is
I ' e 2x)
1
1
C Ox
CD-2) 2
Ox
fJ (dx)
2
0-1
+ 2e
(0-1)(0-2 )
+
2(
2e
+ ( D-
3
1)(D-2y
3
___ ______
4
D-i (D-2)2e
(D-1)(D-2)2
x
3
-x
C
(_2)(_3)2
1 -x
-e
6
2 OX
-Xe
2
21 x
-x
- 6e
5x
SHORT METHODS
t i e* + ,,
The primitie is y
6. Establish the rule in
hi
2*
Cox*
.x
1(D 2 )
1 2 Zr
II
1 -x
x - e
2r
-a cos(ax +
6), Dy
(_a2)?Co$(ax+b), then
COs(az .6) -
1
Hence, ii-- Cos (ax + 6)
F(-a
1(D)
CoS(ax 4 6).
__.L_ sin ax
1
_(3)I
D1+4
sin
sin as
- as.
4
sin 3*.
C,sth x C,cos
3* C1 sin 3* -
is
Coa(2x + 3).
a sin 2*.
sin Ix
D'+3D-4
sin
(D-1)(D+4)
2x.
The operator here is not of the form ..._.L.. and the short method does not apply. However, we may
F(D)
use either of the following procedures to shorten the work.
a) y -
(D+1)(D-4) sin 2*
(D2-1)(D2-16)
1
sin 2*
(D.-t)(D+4)
b)
sin
2* -
D'+ 30-4
- _!_ (30+8)
100
The primitive is y
sin 2x
1 2*
(-4) +3D-4
-
100
-ax
+ C,,2 e " -
- (D'-3D-4) sin 2*
-L
100
_.!(481fl2xP3 coo
50
sin 2*
3D+8 sin 2*
9L)'-64
3D-8
2X).
50
(4 sin 2* +
3 coo 2*).
102
2*
(D2+1)(D+1)
_!_!_slnZ* 3 D+1
.! (D-I)sin
15
Ccos X + C2 81n
cog 3z
80
cos 3*) = I
sin 2* +
(D2+1)(D+1)
COS
(D-1)cog 3x
15
3*
(D2+1)(D+1)
3D2-i
80+j
C,e,
1 (3
sin 3x cos 3* ).
80
The primitive is
Y
C1c0sx
+ C9 81nx +
C,e
Y - 1
0 2 -. D+i
e(C1 cos
+ C,sin,4z),
sin 2* -
(-4)-f).1
.! D -3)ith 2*
sin 2* -
sin 2*
0+3
Cgsin +v' z +
0+4
cos 4*.
0+4
The method of this chapter cannot be used to evaluate __!_ cos 2* since, when 0' is replaced by
+4
-4. 0+ 4 0. However, the following procedure may be used.
Consider!.__ cos(2 +
02+4
-
1
co
+ h)z
co(2 + h)x
-(2+h)2 + 4
4h +h2
1
-
(cos 2x - Iix sin 2* - ( hx)'Cos 3* ..........
h(4 + h)
by Taylor's thercom. The first term, cos 2*, is part of the complementary function and need not be considered here. Hence, a particular integral is
1
CO5(2+h)x
h(4+h)
D 2 +4
(hz
C5 cos
2* + C,sin 2*
xs1n
2* -
Cos 4x.
- .1 cos 4z,
12
the primitive
SHORT METHODS
103
1
(xt +2x-1) - +2D+3
is
- 2 ( + 2)
(x 2x 1)
39
v'
x + C2 stn
Ax),
1 - D - -!. D2 )( z 2 +
27
9
2
2
(2) - -it
x + - - 25
27
27
3
9
2i
1
by direct division.
+ ..........)
(... -
2D.20+3
Note:
e ( Cj cosh'x
The primitive is y
C,
sin 4vx)
ii
2
25
-r + -x - 3
27
9
It
14. Solve
1+
(4
(x 3x 5x#2)
D5 -20+4
i
13
-x + * +
The primitive is y
7
8
3a
5
-x
--x 2
,x
@X
x
Ce_ +
+ !D
16
s
z + C1 aia x) + -i x + 1-z
4
3
2
4 x t
5
4
7
8
- -x - -
1 1 2
26
8
(z+.x+
)
D3
27
9
The primitive is y
C,.x C. 1 3x
1
1 1
4
1
2
)x
- - (- + - +
- '5(3'-4D+3 0 3 9
1
- 0(02 -40+3)
C1 +
1 3
26
4 a
4 -x + x, since
27
9
9
-x
ffzsdx.
4 t
26
c, ex + c, + x + x
4 x.
C 1+
27
C C,x + C, eX + C
(z2+32X+4 star)
D2(D'W-3)
1
Dt(02#2D_3)
1
1
x'} +
( D1+2D_3
lx +
+
4(44-3)
star
D'(D'+2D-3)
D'(D'+2D-3) '
(-1)(-142D.-3)
star
104
D23
..
1 3
---(-i -
27
c,
c,x
+x
(3x
y aQxU
D'y
a U((D.c)U
ffY
I)
e(D+)'U.
F(D).0
Let V
Dy
xD(D
aeU
)LI
I P,.D (a C.) I
eSX (D ea) 9
and
.SiV
_L
a e(D+a)1U,
P,, (D
3X
F(D+a)U.
.a)
, Si V
{F (D ) , Si -.__
V) .
P(D)
P(D+a)
V
P(D+a)
1
-
is
t x
a C1 .
z a
(D.3)'-4
a X
( 1
. - !D .
5
+ C,.-x,
ia
D'-S
The primitive is
2 sin x).
x a5
)U
U a Si
F(D)
( D 1 -4)y 0
2
3 ix
-
+ (coax +
20
5
1
F(D
18. Solve
a e (1) + a)U,
etV
sothat u
(CoSx + 2 sin
+ 8z + 28)
e(D'+2aD+a 1
and
9 Si
P(D+s)(
108
->.
3 ix
- C
20
2-' +7z)
2
sinx
D-2
e 2x - 2.__!. s in
20
The primitive is
I I 9x2+12x414)
3 ix
e 20
2
2
_!D_ D)z
+
9
27
_! _1
31
25
xz
12
-
125
Si
ii
)z
D'+6D+5
z +
25
62
125
a SX(25162)
0
CI O' 1
..a
125
x
x
a sin 2x a
e(Ccos
vi
1
sin
(D+i)2+2(D.1>.4
zx
C T7-3 sin 2x a
4D-3
16D - 9
The primitive
is
sin 2z a
sin viz),
ax _
sin U
D2.SD+7
cx
- e (4D-3)sin 2x a (8 cos 2x - 3am 2x).
73
SHORT METHODS
Col
20 - 2
Xe
5*
cos 2*
10)x
3 r
2
5*
-1c
(r -x) - - e (Co.
8
2
2* un
The primitive is y =
+1
1
co. 2*
-4-20
D D+2
3 x D-2
- -e Cos 2z
2
D2-4
e Cos 2x
D2-4D+3
3*
D22D
Dt +20
+ 3
D'- 4D+3
2C
2, 5* - 4
+ C,.,
D2 -4D+3
105
+
1
- e 5* .(2x-1)
2
D
Zr).
e
*(
3* 2
(z - x) - 3 e CO. 2* + sin 2x).
21. Establish the rule in e) above by first showing that F(D)xU rF(D)U F'(D)U.
Since when y - zU, Dy xW U. D2 y xD 2U 2W.
D'y
ZDrU rD'
ZP1f(xU)
r
I) F(D)rU
Let V F(D)U
11
x -!1(D)
F(D)
1(D)
F' (D) __ L V, x
1(0)
1(D)x--V 1(D)__.L V
1(0)
1(D)
and -J_. xV
__L
so that
YP,tfU +
P(D)
V - F'(D) V.
v - -J--- F'(D) _L v
1(D)
1(D)
1(D)
-F'(D)--. V,
Z-J--V
1(D)
1D>
x sin 2* x
sin 2*
(D2+3D+2)2
D2+3D+2
D2 +3D+2
2D.3
sin 2* -
20+3
1
sin 2z
- xsin2r -
3D-2
D +6D5+1302+12D+4
1
sin 2* -
30-2
30+2
sin
x
9D24
2D43
1 (W+3)(30-8) Ia 2*
4 9D264
+ -
24 sin 2* + 7 cos
y Ce
2*
200
20
The primitive is
(-4)'+6(-.4)D+13(-4)+12D+4
-Z
C2 e
-2*
30*-I
200
cos 2* -
5x
106
sin 3x.
1 x2
02_1
Sifl
1 z sin 2.x -
3x x
D'-1
D'.- 1
z2
sin 3z - x
(D
0'-i
2.0
z sin 3x
(D'l)'
I
20_ sin 3x - 2D (x
sin 3
1)2
(0' D'-202s1
sin 3x - x
X '
sin 3z - 2D
12
4D3-4D sin3x)
(D'-20'+l)'
isin3x}
(x
(0'- 1)2
8D' sin ax
(D- 1)
1'
9 sin 3x
- -1 x 2 sln3x - -3 cos
x
3x - - D(x 51fl3x) +
10
50
50
125
- .!
10
2 sin 3x -
x
Ce + C,e-
The primitive is y
24. Solve (D -
3!)2
x cos 3x +
25
250
sin ax.
2
25x-13
sin 3x - -3 x cos ax
250
25
-60 4 8)y =
C1eX + se + Cae_2.
1
2
By a):
1
39
-x (----x--).
e
28
784
28 784
e-5; -
y x
D3-12D2.39D-28
1
-3x (----D)x
39
e
By e)
-60+8
1
(3332
y e -5x
ze -5x
3D' - 6.0-6
0 5 -3D'-6D+8)'
= - -! xe' - 39 -3x
28
784
C1eX + Ce +
- !
(28 39).
25. Denote the real and imaginary parts of a complex number: by Rel:) and Im(z) respectively. An alternate
short method for Problems 9-I1 makes use of sin bx lm(e t ) and cos bx Re(etb9.
Consider, for example.
112iX
F(20
F(D):
+
F(3i)
(D + D' +.0. 1z
-
3+ 6i
L 1 (co2+ Ls1n2x)
15
. 3 tx
for which
111Z
8+ 241
L_ 1 (cos3x+ isin3x) -
80
SHORT METHODS
is particular integral of
107
is a particular integral of
F(D)y
sin 2x + sin3x
Re[z 1 ] + Im42I
is a particular integral of
Im(z 1 1
and
+ Re 4 2 1
26.
(Y + I.) + I)y = e 3
27.
(D i - 1)y =e
28.
(D_2) ye
29.
(D 4 -
30.
(D5+1Y
(f)2
31.
6, x - 3c - 2x + 5
x
y xe /2
x +xe 2%
y=e
52x
+xe
/6
sin 2x
sin 2x
COS X
33.
(D 5 + D2 + D + 1)y
34.
(D2-1)y
35.
D"(D 2 - 1)y
36.
2
-2%
5
+ cos 3
(D 2 + 2) y x + x + e
37.
(D 2 - 2D - 1)y
38.
2%
(D-2) 2 ye Ix
40.
15
= COB
e +e
-x + sin x
cos 2x
+ 2xe ) - x
(Biflz COB
y = x -2
2
2
= z
-1)y xe
x - sin x)
"
(D 2 + 5)y
(COS
y -
+ 4y = sin 2x
32.
39.
Ans. y = e 3 '/13 + 2e - e 2 + 5
-(x + 30x")
(x' +r 2 3%
COSx
cos
2x
5%
(D 2 + 5D + 6)y = e
y -
-2%
2
(see x)(1 + 2 tan
-1)+
x)
y.e
In
e(4x -3)
-
2% tan
- ! cos 3x
CHAPTER 17
I)
dy
..1d"-ty
dx"
dx""
pox"+ PX
in which p0
2)
p .......
dy
+ .....+ p_ 1 x -
p y
dx
Q(x),
p _ (ax + b ) X + py = Q(x).
dx
dx"
dxt
of which I) is the special case (a = 1, b = 0), may be reduced to linear equations with constant coefficients
by properly chosen transformations of the independent variable,
Dy =
D2y =
Dy
eZ;
and
1 d 2 y dy
_(.L -
x dz 3
dz
dz
dz
x 2D2y =
dxxdz
- .a (
x 3 dz 2 dz
I
..J'..
.i2
then if J9 is defined by j9 =
+ 1
x3 dz 3
dz2
.-I..
+ 2)
and
dz
x3Dy =
x'D'y =
.. (s-n +2)
+p
D y
'dz =
a
d,
dzdx
ax+bdz
a 2
d2y
(ax tb)2dz2 -dz
and
and
= Q(eZ)
+ ........
1 + p,1 }y
(ax +b)Dy = a
(ax+b)202y =
108
dz
109
.....
(-r
41)y.
............................................
+ P, , S D +
a linear equation with constant coefficients.
Q( e- b)
Sec problems 4-5.
SOLVED PROBLEMS
1. Solve (x 3 D + 3x 2 D - 2xD + 2)y 0,
The transformation x
- 3& + 2)y 0
+ 3t-1) - 2 + 2}y
y C. 1 # C2' C5e7'
Since z In x, the complete solution of the given equation is y C i s + Cox In
whose solution is
2. Solve
We 2xD - 2)y
x in x 3z,
reduces the equation tois
The transformation x
2JD
2 - 2)y
The complementary function is y CL fJ
1
+ C/z2.
it
s.'
..
3. )
, +
a 3
a + 3
(-1)(1)
C
( 2 2 -
( -
a sin in
+ 4)y cot In
e
{(- 1) -
s/f.
2:
dx (z - 1) + 3:.
a.
(It' - 2It
4) y
'
The transformation x -
IS
)z
3. Solve
1.,-
CoSz +
+ 4)y
cot a
+e
sin Z.
sin
It2 2It.4
1
cosz +
3-2It
z
e
1
sin:
D23
1 3 Cos
Z-25in2) +
2e
sin:.
4. Solve
(x
2) 2
'1nx) + .
1 - (x + 2)
+ y
dx 2 dx
3x
L (305 In -
2 sin In
13
slnz
4- 1
x sin Iiix.
4.
+ i)y
C i e-' + C 2 z
(j9 _ 1)2
The solution is
(3
z +
+ 2) [C 1
Y (
. x
5. Solve
3eZ
2)
. 2
'.-je .
12y
C2
3 2
ln(x
{9Q-1)+ 9-36)y
e - 2
Ce
3x2 + 4x
3 2z
Oz
e -.2.
= In(x
+ 2),
2
in (x +2)) - 2.
1.
192 12x + 3)
Zz
C2
e_22+ 1
1
2
1
22
ze
108
(D 2
C -
27
2
1) or
(e
- (
4)y
2z
(e - 1).
Dx
e )
1)
SUPPLEMENTARY PROBLEMS
Solve.
6. (X202_.3x0+4)y
x ,
7. (x2D2-2xD+ )y
lnxlnx
S. (x 5 D 5 21 2D 2 )y
(D - 1)"
or, since
+ 2)
Ce + C2e
or
9(2-4)y
Jf (dz ) 2 -
The transformation 3x + 2 e
3c2 2.
X2
mx
A p is. y C1x2 + C2 x 2
8in(1r. x)
Ans.
Ans. y
Inx
+ X
+ ! x 2 In5x
l 2 x + in
a C1 x + C 2 x 2 + ( i f
Cl+ C2 x + Coln x
x in x
in x)
+ '(COS in x + sin
9. x 3 y' + xy' - y
3x'
Ans. y
C1 x + Cx mx +
C3 .%
ln 2 x -
x4/9
6x
C1 (X.+ 1) + C2 (Z + I)
Ans. y
C1 (2x + 1)
in(x 4-1)2 + (x + j.
C2 ( 2X +
1)
3x/8
Jn(x + 1)+ 2
1/16
CHAPTER 18
I)
lithe coefficients R and S are constants, the equation can be solved by the methods of the preceding
chapter otherwise, no general method is known. In this chapter certain procedures are given which at
times will yield a solution.
Y = uv.
dv
- - U- +
dx - dx
I)
with
d2y
-
thc2
dx
+ R(x)
dx 2
d2v
U- +
dx2
dv du
(L
d2u
v,
+ S(x) v = Q(x)
dx
2du1
+ R(x), S, (x) =
U dc
R(x) = -
a) 11 u is a particular integral of
3)
du
V-.
becomes
2)
2
d
+ R(x)
dx
&
du
dc
d 2 v dv
- + R 1 (x) - = Q(x).
dx
dv
dx
2
dv
reduces 3) to
- =
+ R(x)p =
R1 (x) =
U = e
it
dx
I.,
= - Rx) dx then
112
Now du
S5 (x)
S(x) + 1!1
dx Ud2
dx
sothat
S(x) + j R(x) du -
--
-4R2-.
and Q1 a Q/u.
S - - 2 -& = 4, a constant, 2) becomes
If S5(x)
dxdx
a i4/x 2 2) becomes
dx'
dsdx
dx'dx
dx'
d:dx'
and 1) becomes
el
d 1 t dx
+ (_! +
R ! ) + Sy
dx' dxdr
or
d'z+RdX
AN),
dx
dx'
Let a a 0(x) be chosen so that
dx
(dZ)S
__
dx
C C
SYa
Nast
dc
d'a
Rdt
If now dx' +
()2
dx
dx
with constant coefficients.
dx
ay a 2a linear equation
dx
6)
F (D)
{F(D).r,(D))y = Fi(D)(F,(D)y)
Then, setting
F, (D)
= V. 6) becomes F t (D)v
113
The factorization in this section differs from that of Chapter 1 3.With possible exceptions, the factors
here contain the independent variable x they are not commutative, an1 the factorization differs from that
when D is treated as a variable, For example,
(xD 2 - ( x 2 +2)D + x)y = {(xD-2)(Dx))y,
since
{(xD-2)(Dx))y = (xD-2)(
x)y = (xD-2)(y'xy)
dx
= xy
2
'(x
+ ) y +xy =
( xD (x
2+2)D+x)y.
dc
I) Find by inspection, or otherwise, a particular integral u = u(x) of the equation when Q(x) = 0.
The substitution y = uv will yield a linear equation in which the dependent variable v does not appear.
This equation is of the first order in dv/dx = p.
= ye
R dx
dx
NF51-
J ./a -
d,c
dx
Note. As a partial check on the work, it is desirable to know the type of equation which results when the
transformations in I )-3 are made,
114
(J32
a) y
h) y
eX is a particular integral if 1 + R
+ S = o.
0.
c)
is a particular integral if I -R +S = 0,
d)
y =
a) If y
ay and D2
1. at x -1) ofd).
+ ) y = 2x-1.
Here R+Sx
+ --) y = 0.
2
d2v
dv
du
The transformation y =xv, Dy = * v, D2 = x + 2
reduces the given equation to
dx
2v
d +2
x
dv - dv 3
d2i
dv
3
x v = x - 2x -I
3 dx xv+
d
Putting
d2 V
or
I dv
2-
dpi
P. d
1
_ - . this becomes - - - p = 2 - - for which
liz is an integra-
2
f=
2Inx+dv
p
= f(zx In i-1+Kx)dx
3. Solve
z2
x2 lriz+x+C 1 x 2
(x + t_i - x(2+4x2
+x )
Here, R + s.x
- x(2 + 4x +x2
x 2 (x + 1)
dy
+ x
y C,x 5 + G2 x + x5 In + x2.
+C2 . and
2
+ (2+4x +x )y = -x
2+4x+x2
2xlnx+1+Kx.
- 2.5.
0 and y
x2(x + 1)
y xv,
dy
dv
+u
d2y
A,
dv
=
z - + 2 -
dx2
d2t,
dv
dv
+ v) + (2+4x+x2 )xv
+ 2) - x(2+4x #.x2 )(x
dx
dx2
to
x2 (x +i)(x.
or
di, - -x+2dv =
dx 2 x.tdx
= p. this becomes dP -
Z
dx
x+i
factor. Then
Putting
x+2
x + 2 for which
xlj
-x
dx
-5(1+ xli
-L ) 4"
-x
= _!__ is an Integrating
xli
EQUATIONS OF THE SECOND ORDER
e
p
x+1
Here 1 + R #S 1 - - + x
2x
C 1x e
x1x
i
= 0 and y e s
x
2x+1
1 + Cj (x+1)e
C2x + x
( x 2 + x - 1)e
(x l)y
dx
dx2
dv
and
+ C 1x +
dy
- (Zr + 1)
CU
(4)2
4. Solve
(x + 2)
e
115
to
dv
Putting
1 du
d 2 v
dp
2
x
2)
d2y
+ v)
xd2v
dv
e ( + 2 + v)
dx2
- x p z
dx2
+ (
2x
orationy=e
The transfm
-') e x
K.
and
dv
dt
x
re 4 e + kx.
2x
Cx C + C9
xe
0.
6)y
4x '?
.2
rB s+
x-2
I -
e + - +
re + c 1x 2 C
(4x -
(x +
r C
-
V -
x
C
Solve (x -
dx
1
(x+ i--)e.
xe -e dx
xdv
e (
dx
p. this becomes
Then
5.
e x v,
when
and
a m 2,
2x
is a particular integral.
x-2
dy
2x dv
dx
dx
V. =e #Ze
tj .
2x
2x dv
d2 y - 2xdV
+ 4e u reduces the
- e +4e
dx2
dx2
gien equation to
d 2 u
(x -2)( +
dx2
Putting
P
dv
dv
p.
dv
dx
dv
4 - +
this becomes
dx
Solve _Z - 2tanx
dxt
By
dx
-16
o. Then
y z v
2x
ie
2x
(x
- 2)2C +
C2e
2x
2 secx,
+ 3y
The transformation
I
- p
x -2
1 dv
d2
- - = 0.
dx2 x-2dx
(4x -6)v 0 or
K(x-2),
6.
sin
is a particular integral of
116
s in zdv
dv
2
2 sec x or d
- + 2(cot xv
- tan x)
COSX dx
dv
The substitution -p reduces this to
2(cot x - tan z )p
4 ce' 2x.
p sinx
Li
sin x
Y- 2 dy
7. Solve
1 )y
ZdX
dz2
Here R
The transformation
S --
d 2 v
dr2
8. Solve d2 Y- 2x
dx
(x 2
021
dx
e x
2)y
2. S -
2
eSr v
= C2 cosv'x +
Here S -
e5'
x.
v
d- reduces the given equation
dx
jx 2
3
-D+
3 )y
x
2
x
2
dR
and u
3.
C2sinV'x
dR
C2sin
2x - 1.
d2v
reduces the equation to - +
dx2
Crcos/x +
3v ex
C2
jvjx *
3
2
( CIL
C1cos x C 2 sjn x +
(D 7 -
2r)
5x2
9. Solve
sin
Cx sin x
R -2x, S x2 +
+C
The tr
transformation
Thus,
u e
dx2
Cjx cos x
V = y/e
1 and
dx
d2v
Y = C 1 cos
x + C2 siri x
Here
(cos x - secx)
+ v
2c3c2x cot 2x +
+ C
dx2
Thus,
sec x
dy
dv
y uv xv. - x - + V.d2y
-
dx
to
ze
1 +
dv
-
dx
1.p
v' x) +
2x)
(Problem 2.)
--. and
2x 2 4x2
XIX
= -
fRdx =
XI/2
a Cauchy equation.
117
r ,
(& -
we have
(2e
5z/2
-e
dy
.i - 4
30. Solve
C 2 : 5
Cx
.212
y / x
Ct e
Cie
Cx
+x
x 1 In
-z12
5/2
2e
i.', 2
- 1,'2
-e
z/2
5.212
+ C 2 x
z/2
5/2
xc
5/2
5:/2
J2
1/2
In
dx2
dA
Here S - SR -
dx
and
ue
; Ccos
4X)
4
dx
\f:;:-
When
C41n 4 x ) +
2(x+ i)
y
fl .rr
dx/dxt e R(d2/dx)
dx2
y Ci e
2x//
yields
2z
e 2:
C,.
- 4 d
+ y
dz 2 /!dZ
X
Then
2
dy
Cot x - - 5112 X
2x
,x
+
dx
dx
2.x
51
C. z + C,. -
Li
The transformation z v
r
2(x + . )
dx
+
x
# 4e
(gX)2
92 -4 + 3
Replacing a by e, we have
12. Solve
1_4dy
or
+ C.
/ t
z/i + Cg. -
A - 4
Y C je
(dz/d.x)2
The introduction of
dy
30
C2 s1n /2 x +
/2 x
coe /2 x
y
Then (CI
d e
d'v
-
The transformation y y e
H. Solve el - (1 +
2frdx
y C1 e
,,
C i e
1 2z//
2.
whose solution is
and A
as before.
dx2
Here S --sin
2x
and when
dx
../
sin x
d 2 x/dx 2 + R(dz/dx)
(dz/dx)
coax (_C0tXXSI12X)
22
aifl I
LINEAR EQUATIONS WITH VARIABLE COEFFICIENTS
Thus the introduction of z
- cos x as new independent variable leads to
2
d Ycos x
y
-
whose complete solution is y
C i e 2
C2e2 +
Upon replacing z by - cos x we hive y
2y
13. Solve d+
C2e
COSX
- coax,
di =
\ hen
-COSX
_!L,
xd.x
dx 2
C j e
d2z/dx2
X4
R(dz/d
(dz/dx)2
c 2+
( 4x - 1)dY + 4.z 2 Y
xd.
When
+ R(dz/dx
2 + (4x - 11x)2x
(di/d2
,,
-z
-z + 3/4
-z -/2
e
(D + j)2
C2ze
a.
3
- -D + x
1) y
-1,
-z
Cie +
-z
Ci e - " +
(2x2
dy
as new independent variable leads to d2 y
2
+
di
dz 2
of z
liz2.
= 3re
--2
v4
--
C1 COS(j/x) + C 2 Sn(1/x)
d 2y
14. Solve
i.
C2x
2 ex
3/2 -2
4- 2
2 + x
3e-z
5-x
(Problem 2.)
D(D -x )y 2x - 1.
3
Putting (D - -)y v, we have Dv = 2x -1 and v
x 2 - x + K.
2
Now CD - 3
- )y x2 -x+K for which .! is an integrating factor. Then
2
2
K
- - + x
)d = n x + .! +
22
3
x
S(1
b.
+ c2
2
y = Cj x + C,x5 +x(1+xlflx)
and
222
.!.
Z5
0 - ! ) dx2
2 mx + -+k
2
and
119
ZX 5
mx
+ x 2 + Kx 5
or
(D-1/x)y
2x 2 tnx + x
J(2x mx
and
16. Solve
Now
and
xe
e- 2x
* x
(0 - 21y
e(1
(xD+ 1 +x)V
.2
mx +x Cx
+C2
mx).
e1 6x)
-Gx) Or (D + 1
vxeX
+ 1)v
e-x( -
x - 3x 2
5(1 -6x)dx
6).
Ke/x,
f((m - 3x)e
xe
-x
21y
(x
3) e
- 11
3)D - 11v
L/ (z + 3)
(x
we have
and
+ 3)2eX
v/ (x
+ 3)2ex.
or
(D - --)v
cx +
fe dx
(x + 3)e'.
we have
(x
21y
D -
(x + 3) e X K(x + 3).
2)y
2X
2x
Nx + 3)0
v, we have [x
Cj dx C2
xe
2z
Ke_3X/x]dx
C1e j - dx + C2e
so that
x 2 (1
+ C2 x +
[xD + (1 +x))
(1-3x)e
+ x + Kx + C 2 x
and
Putting
y e_ 2X
17. Solve
Cx
v, Ny e have
(D-2)y
Here
x mx -
Kx)dx
r -
dy
4X
xe
K(-
1-2x
e_2x)
C2
y P(x)
y2Q(x)
R(x), Q(x) ^
o. is reduced to a linear
dx
1 du
1 du
1 d 2u
t dQ di
1 du 2
1 dQ du + (
1dU)2
P du
dy
19. Use the procedure outlined in Problem 18 to solve dx
The substitution y
Qdxdx
dz2
QU
Ld
_
= -
u r -
2 du
152
+ - y + -x v -
2x
120
d 2u
1
. u . O
du
C1 e
Then y
dx'
L.
xd5
o whose
+ C,.
du
'
- oeC
2k - (tin x + 3 Cosx)y
do
*x'
- A.
..x'
+ k.-
K'
%,hcrc A
y' Cos t s - 2.
sec t x d&
I du
The substitution y -.
i----
dtu
1 .
) i .
+ C,.
CLe
20. Solve
1T
du
- I---- z
d2u
or
5,,2d2z2
(t&nx - 3 coo x)
du
+ 2ucostx 0.
dxt
3dz
Then y
2u
di
'
dx
cos x,
0 whose sot
solution is u C 1 .
or
+ C,.
sin z,
Li
un x
I du
Qu dc
? sinx
age 'x
SUPPLEMENTARY PROBLEMS
Solve
x 4 ,(SS
lx +2)
C 1 x + C 2 ( x 2 -1) +
Ans. y U
lxy'
2y 2
4)y - Ixy'
+ 2y a
y-
23.
(x 5 +
24.
(x +1)y"-(Zx+3)y'
25.
26.
27.
4x
+(
Sx
._
y
x#2)y
Cx +2x 41)e
3)y (
x )r 9
30.
X Y"
Zx 5 y' 4 y
Xe
Cx'e' + r,xe x + e x (x
(x 4.
+ ,,x
t,e (x +1)S +
29.
C1 ( x 5 - 4) + C,x
+ C, in x)
Ix ,.
y . (t.COs In x + C,ein In
+.
y a C 1 3In z C, CO, X
(1 +x)/x
4x 1 y'
A115.
i/x
31.
xy'
32.
(x Siflx cosx)y" - x
33.
xy - 3y
34.
3$.
36.
37.
38.
31y x (3* +
- ( 3x
2
x y - 4xy' (6 9z 2)y0
y".2y'+4y=4
y Cj x
+ C2 co x -
C2.z -
y = C(3.z +4)
sin x
2 - x in x
+5x +
x (C,C083x+ C28inx)
Zxy + 2y (L-x2)/x
121
y = Cx +
3y/x
y ( C 1 cos 2* C2 sln
y
C, (,X
2 -
2* + 1)/z
1) + C2 x x in x
CHAPTER 19
IN THIS CHAPTER various types of differential equations of order higher than the first and with variable
coefficients will be considered. There is no general procedure comparable to that for linear equations
However, for the types treated here, the procedure consists in obtaining from the given equation another
of lower order. For example, if the given equation is of order three and if. by some means, an equation
of order two, which is solvable by one of the methods of the previous chapters can he obtained from it.
the given equation can be solved.
DEPENDENT VARIABLE ABSENT. If the equation is free of y, that is, is of the form
f(dY
I)
the substitution
EXAMPLE.
d2 p
X2
cL*2
2P
ely
dx -
3p 2
fl,
x)
d 2 y
dp
P. i - .......will reduce the order by one.
dx
The euuation
dr
d'11y,
dx
dx 5
0,
+ x 3
.i dy -
(,Z)2
dx
dx2dx
dy rp , d2y - dp
d3y d2p
f(dY d
flu
d'y
'
dx's dr11
2)
dky
y
the substitution - = q,
dx k
dxk =
- .
cix'
dq
x)
= 0,
INDEPENDENT VARIABLE ABSENT. If the equation is free of x, that is, is of the form
f( -X. d''1y. )
dx
c' dx'1
3)
the substitution
dp
dp c'
dY = P. d 2y
dx
dx2 dy dx
d 5 y
ddp)dy
= 0,
dy
d ^(dP)2)dY =
dy dx
d'2
122
dp 4 (dP)2 etc.
,2
dy
123
MISCELLANEOUS TYPES
will reduce the order of the differential equation by one.
EXAMPLE. The substitution
yy - y"(y' ) 2
= P.
dx
p d
dx2
1, of order three, to yp 2
4 p()2
_2. p2
dy dr 5
_.E +
dy
dy
dy2
() 2
- p 5 dy E
dy
1, of order two.
See Problems &-lO.
(PO D' + PD
4)
D + P)y = 0
5)
P,.. 1 D + P, )y = Q(x)
into an equation of the same oider but with the dependent variable absent. In turn, the order of this
equation may be reduced by the procedure of the first Section of this chapter. Equation 4) is called the
reduced equation of 5).
dv
- x -
.2
dv
U u
d 2 y
+ V. - x - + 2
dx
d.
dx2
dx2
2x
to
d7v
dv
e2
x dx
2-x 2
dx2
is
ux,
Y. x) = Q(x)
dx
dx thc''
(dY
d2y
= Q (x) + C
dx
dx'' 1 dx'2
4y(y')2
= x + C.
+ P
+ ......+ ( - 1) P.
and
(x - 2x)y"
= 0,
idenrica)t
= (&% 2(z52z)y'
.xd
15, P
8x2-5
p - p
p' - P0 = 5-15+16-6
(5x 2 -
3)y' .
5xy = C.
P'
5)y
ISxy' + 5y = o
i, and P0
0.
X5
in which
2-and
Pd"
P3
6.
124
LINEAR EQUATIONS WITH VARIABLE COEFFICIENTS
If equation 6) is not linear no simple test for exactness can he stated. In this case, we show
that 6) is exact by producing the equation of one lower order from which it may be obtained by a diffe rent ia t ion
116) is not exact, It may be possible to find an integrating laclor. Again, no general rule can be stated
for determining an integrating factor.
See Problems 15-21.
SOLVED PROBLEMS
DEPE.VDEN T J'A RIA BLE .4 BSE.V T.
1. Soke 2
dy - (d).)2
dx
The substitution
Integrating. j in
and y
dz
4
p reduces the equation to 2
,.
2x
2 1e
2(1 +________
_
1 -C1e 2x
Zr - 2 1n(1C1e2" ) + C2.
0.
Then In q- in x 2 . in
K,
dr2
Kx2
and y
- 2q
0.
C5 z + C 2 x + C.
.
dx 4 di5
The substitution _Z
dx3
Then q
di.
p2-4
2x
2(1 + C i e )
p
2x
1Cie
d2y
The substitution
q
reduces
the equation
to
4 or
. 2x
.!
p + 2
In
p + 2
dy
2. Solve x - - 2
dx 5 dx2
3. Solve
dx
d5y/r
t(2x+C 1 )
- L ( 2X C 1 ) 112 +
105
1 and q 2 = Zr
d2y = dy
/a
1(Zr
+C 1 ) + k. -
dx 2 dx
K2 x 2 + k 3 x
dq
or
105
C1.
-1
15
liZ
(2x.C1) C 2 x 2 Cx C.
0.
d2y
The substitution - q red tices the equation to (dq)2
dq - q = 0 or q = x d-q +
dx
dx
dx
- d2y
dx
q - - Xx + K 2,
+ 2 C2 x 2 C 2 x
dy
2 + C 2
2
Kx K
+ C3 = C 1 x 3 + 18C. 2 +
Cr 2
4C 2 x
C2 x C3.
C2 ,
and
MISCELLANEOUS TYPES
125
d_
(I+ 2x).1 4z
- (1 -2)Z U. dxtdx
S. Solve
The transformation p
(1 +2x)p U e
4xp'.- (l-2x)p
4x
P,
p +-
or
i-2x
to obtain (1+)v 20 1 or (1 +
)2
pae
V.
Then
KL
v)
v- 2(1 + 2x)v'
K2.2 -
-I) - 4)v
or
- 2) v
X, (I + 2z) 2 - (1 *
C.($.x + 1 + 13). -x
y 4. -x B(x 2 + 3x). + C
or
-x
-x
y Xi
+ K,(t+ x)h.X_j (14 2x) c-',
dx
.- - x
y t i
+
and
(I + 2x),
C, + (2x +
y"
U (y')5
y'.
yyN
or
+ i.
dx
Now
7. Solve
a p +p
2(y') 2 - 2y'.
dy
- 2p + 2)
0.
lri(p - i)
in A
p Al y' + 1, or
I I
y
d
22
dx.
l.A y
Ay U tin(Ax+B).
dy1
Then
a p, y"
a
in2 y + c,
y2
dy
In
or
2p2ydy
In Z.
y
dy
y/ln1y.0
dt,
and
126
In
Now
AeIX.
y t
/1n 2 yC
C 1 e'
2 t2x
K e -2ke
K -my, and C
C2eX
or, finall y , in Y
jC
C2 e
xmy.
-x
9. Solve yy " + W)
The substitution y
p. y"
/4
Now f2p
d 2y
10. Solve -
Putting y' a p
dx
+ K.
c2
a.
2zVTi
original variables, arc tan
- 1
/2 slnh 1
L at
C
C1
Xv . Then
sinh(x.C),
x 0.
dz
becomes
y dy is 2p 2 y 2 y + C2.
hose solution is
since C 1 and
tan( x)
dx
tan x
dy
x+C
or. in the
It should be noted that the form of the solution of the given equation depends on the sign
of the first constant of integration. If in
p 2
K, K is positi\e and . A 2 ,
solve
.
a dz. and obtain
di
2z
A(1
A 2
24x
' - A
+ Be *241 )
1-Be
obtain
1 , / T'
in
/'
i e 2y
T'.
4A2Be2A*
or
(1 - Be24*)2
e Y
- A
*24*
Be
A
C. Then
+A2
and
24* 2
Be
) and
24* 2
(i- Be
2.4 Cc
- 2C
24*
x (sin x)y" - (3*2 sin x x cos x)y" + (6* sin x 2*2 COsx)y' - (6 sin + 2* coSz)y 0.
sin z
dv
xv. y
- cos xdvdv
- o.
In turn, the substitution - q
dx 5 dx2
dx2
MISCELLANEOUS TYPES
reduces this equation to sin x
Then
dq
- q
d2
q - - C
in s in x + In C.
in q
y a
cos x 0
t,,1 x 1
Cj x sin x
or
127
cotxx
sinx, and
C1 sinx Cx + C,.
+ Cox.
IV
12. Solve (x' - 3x + 6x - 6)Y - z 5 y" + x 2 y" - 6xy' + 6y
0.
is a particular integral.
y ax
ylYIV
- xv"+ 2v', y e" a xv + 3v",
-xv
u,
IV
2
reduces the equation to (x - 3x 3 + 6x - Gov + (-x + 0 5 12x 2 + 24x - 24)t/" - 0.
The substitution y -xv, y l -
Putting_! &
x(x-3x+6x-6
Integrating,
q,
dx
(- x 4 #0 3 -12x 2 +24x-24)q -0
x -4 In x In(x3 - x 2
in q
or
+(-1+-
Z
+ 6x - 6) 4. in 4 or
)dx 0.
x - 3x + 6x -6
dx5
2
Then
At
so that
Xd.x
ii
2
D ( -) - .
S
x3
x2
1C;
A(x_3x46*_S 1)
x
X4
__.1(x-3x+6X6)
D+l
1
Now D(- )
8x -6
X -
- A j'
cLir2
and D'(!) x
+ .! -
5j( 1
x 1
a As
3+.1._6
5
! + 3D() + 3D() +
0 (!)
D+1
a (D+2D+1)(!) - z-2x+2
'3
2- 2x+2
d2v
Thus, - a A -
do
dv
-
ex
(x-1)e
+Bx+C,
X5
a
N
Cj
eS
S
and
y -
C1 . S + C1 x 3 + C,x 2
y ax',
and y
ae
C,x.
Thus the complete solution could have been written down immediately.
13. Solve (2 sin x-x sin x-z Cos x)y'+ (2x coo x- sin x- coo x)y+x(Siflx- cog Z)7'
+ (coax - sin xy - 2 sin x -z 00$ S -z sin x.
By inspection it is seen that a x,
a to
and y a
sin
We shall obtain a particular integral of the given equation using the method of variation of parameters.
128
Then
and we set
L1x
+ Ls sin x
Lx +
Lol a in x)
+ Lsin x 0.
Now
L'1cosx)
and we set
B)
Then
and we set
, x
L,e - Lsin x 2 sin x -x coax - x sins.
C)
COI.0
and L. a
-x
Cx C5.
14. Solve (1
-(x
C1 uInx + x.inx
3x ) ) ya
Lcoix - xsInz -
coax,
1).
xf
By inspection it is seen that y x is a particular integral of the reduced equation. The substitution
y zv reduces the given equation to
- (x-2)i' - (x+2)v'
A)
is
x)is" -
3x (x 1)
reduces this to
(T - 2)ii' -
(x 4
2)u
3S(Z I
0.
Since the sum of the coefficients of the reduced equation of 4) is identically zero,
integral and we use the substitution
U
U
p
UI
to reduce A) to
.XpI 4
(x + 5)1.N + (22+
'
1
4 (1 4 2 - - )
dx
x s+1
Then
U
ex
2ew' +
3x.2(x +1) 2
(x + 2x + 2)z a
+ 1)2
xSc X
3.-x (2 + 1) for which
is an integrating factor.
x+1
Ufx'cix a 5 + K,
x+1dx
z-
i-x
v . -x.
-3xc-x 3. .x
+CL._+C,,
I
and
2)u.'
ex is a particular
z, this becomes
(x 4 x)a' 4
or
2x I
s .
i
S
y xv - -- 3 x
3
2
K z+1 x
Li
dv
dx
- 35 +
x(x + i)e
Ci s ax
is
i
-z - 3x .-
+ xe
Cox.
3+
+ C,
MISCELLANEOUS TYPES
129
P. (z) y
4.
plY
P. - ,' $
P0
R0 .
P1 =
+ ( R'+
R 1 )y'
P,
+ 9 1 .
+ (R
+ R,)y"
P,
R + A 2 .
(R + R 3 )y'
R + A,. and P 4 .
Now
# (
P5 -
01 )y" + ( P,
- P1'
p" +
+ P01
)y'
o.
Ry . 0.
s0.
Since
(P, - P + P,' -
P" +
+ P, Y , + P. Y , + P. Y , - C- P,' + P11I, -
16. Solve
xy
o.
2-4+2-0 0.
( xy ")
xy'+
we have (22 + x + 2)y" + (4z 2)y' + 2y. To obtain the first term of the reculting relation, we must
differentiate (22 + x + 3)y'. When
(Zr + 1)y' + 2y
dx
dx
( 22 + x
C1.
+r*1)y' + (2x+1)y
dz
x(X4)
+x+1)y -
(: 5 x + C1,
is an integrating factor.
i x(z
Csfze2tX42x + c2 fe42)dX +
C,.
130
x + 3)7" +
xy +
z+
2)y'
2y
+ 2)7' +
2y
2)7'
7"
(z 2 . x +
(4,z
(z 2 +
2)y" +
(2x 1)y
zy"
A)
+x+
2)y'
(2x + 1)y =
zy,
+ x + 1)y
B)
17. Solve
( x 2 +x+1)y' +
(2x+1)y
( x 2 ix+1)y'
(2x+ 1)7
Cx+ C2.
+ (z+x+1)y
2y ey-4
dx
We write
2y
6)
2y 2.1 2yi
dx 2 d,
6i
c&2
4dydy
2()2
dx
&dx
2y
dy
dx
(ii
We write
3xy 2 )y
(1
(1
y (y ' )2
+ K.
whose solution is
x 4 C1 z 2 + C2 x + C3.
18y(y') 2
6x (Y,)5
2 y,, +
3xy2)y 9y
3zy 2 )y' 3y 2 y"
6y 2y"
6yy'
dx
z In x + k 1 x + K2
y2 x in
18. Solve
fI
2()2
2y .i
6y2y"
i8xyy'y"
6.
18y(y')2
18y(y') 2
12y(y')
+ 6y(y')
5(I)2
12xyy'y" +
llxyy'y"
6x(y')
Sx(y')
6xyy5'"
6x K
+ Sx(y')3
MISCELLANEOUS TYPES
131
+ Cx 2 + C,x + Co.
40x - 4x.
It is readily verified that this linear equation is not exact. To test whether or not it has an integrating
factor of the form x', we multiply by x to get
2
(40x5 - 4x)x'
z')y
)x 4
(a + 2)x' 2 + (a 2)(a -a. 2 )x'
2
ry"' +
4y" + (- - x)y'
4y'+ (2 - r)y
X
and
( 2 + 1)y
2
.2DX2-
xy + 4y' + 2 -
C1e X +
v = x2y
= CL e
20. Solve 2yy + 2(y+ 3y')y" + 2(y' )
v" -
K.
(D2 -
1)v
Cae_X - (1+D 2 D+
+ C2 e
-x
Zx -
+ Kr.
+ CO X + x
=2.
We write
)2
+ 2y'y"
2yy'
2(y')2
2yy
2yy'
y 2
.z2L
18
2 e X
2
cX -
+ 2
z2 +
+ K
2 .
X
X
2xe + 2e + K(xe -
K2 e
or
+ C2x
132
dxx
x cosy
y' -
sin y -0.
+ sin y =
X
or
eosyy" - siny
+ May C1x,
Cx
+ C,co
C,sln
x.
SUPPLEMENTARY PROBLEMS
Solve.
0
24.
Zy' -7
25.
26.
"+
y"
Ans.
2x
y in cos(x-C1 )
y C1 + C1
2/x - in x
+ Co
y C1 x 2 + C1 + ( x + 1) In
= x 2
y C 5 e
yy" + (y') 3 . 0
+ C,x + Cs + x'(x'-.4x+12)/12
27. yy"
( y ') 2 2
x = C1 + C,y # y in y
2 + c, x + c,
y=
28. yy"
x - C, + C,in y + slay
y C1x +C,eX+C,eSX_2
29. (2x-3)y"' (Cx-7)y" + 4xy'-4y - S
Hint: y - x is a particular integral of the reduced equation.
30.
32.
z..
33.
35.
yy'" +
Hint: e
36.
-x .
2(y')2 +
y+y+y
= e
Hint: Use y + 2y - v.
C1 x 5 +
y5
2x
2(y+1)y" + 2(y')
Cx 2 + C,x + C, + xr'/24
- 2/x
Ans.
is an integrating factor.
3y'y" - 2yy" -
x 2 + C 1 z + C,
y(x y)
34.
Hint:
+ C,
x
-r
Iny"C1e +C,e
Hint: Use in y
C,.x + C, + x in x
.4ns. y 2
2
y =
..
+ C,eX + C,xex + e 2x
V.
CHAPTER 20
[i +
) 2]
R
dx2
7>0. y"O
7>0, y">0
X.
P (X
y<O. ycO
ycO, yM>O
Let the normal at the point be drawn toward the x- axis. It is clear from the figures that the normal
and radius of curvature at any point have the same direction when y aiicl d ty/dx ! have opposite signs
and have opposite directions when y and d'y/dx 2 have the same signs.
PHYSICAL APPLICATIONS. OSCILLATORY MOTION. Consider a ball bobbing up and down at the
end of a rubber string.
If the other end of the string is held fixed and no external force is applied to the ball to keep it moving
once it has been started, and if the mass of the string and the resistance offered by the air are such that
they may be neglected, the ball will move with simple harmonic motion
x
A cos wt + B sin t
where z is the displacement of the ball at time t from its position of rest or equilibrium.
133
134
= 0,
tan
it
B/A, and x =
/42 +
/A+ B
B2.
b) The period or number of units (sec) of time for a complete oscillation is 2it/w sec, since when t is
changed by 2n/w sec the values of x and cbc/dt are unchanged, while for any change oft less than this
amount one (or both) of x and c/dt is changed.
c)
md2x
- -"W2
- (A cos wt
dt1
of
dt
B sin w t) = - kx
cost
B 8inw).
The motion is oscillatory as before but never repeats itself. Since the damping factor e--It decreases ast
increases, the amplitude of each oscillation is less than that of the preceding one. The frequency is
See Problem 8a.
W2a cycles/sec.
If the resistance offered to the motion is sufficiently great, other cases will arise
See Problem 8b.
If in addition to a resistance, there is an external force acting on the ball or the complete system is given
a motion, the motion of the ball is said to be forced. lithe forcing function is harmonic with period 27/X,
the motion of the ball is the result of two motions - a free damping motion which dies out as time increases
(called the transient phenomenon) and a simple harmonic motion with period that of the, forcing function
See Problem 9.
(called the steady-slate phenomenon.)
HORIZONTAL BEAMS. The problem is that of determining the deflection (bending) of a beam under given
loadings. Only beams which are, uniform in material and shape will be considered. It is convenient to
think of the beam as consisting of fibres running lengthwise. In the bent beam shown, the fibres of the
upper half are compressed and those of the lower half stretched, the two halves being separated by a
neutral surface whose fibres are neither compressed nor stretched. The fibre which originally coincided
with the horizontal axis of the beam now lies in the neutral surface along a curve (the elastic curve or curve
of deflection). We seek the equation of this curve.
-----
:z
P(x,y)
..J--.Is
^ -^ Eut10 Cur's
135
Consider a cross section of the beam at a distance x from one end. Let AD be its intersection with the
neutral surface and p its intersection with the elastic curve. It is shown in Mechanics that the moment N
with respect toAB of all external forces acting on either of the two segments into which the beam is separated
by the cross section (a) is independent of the segment considered and (b) is given by
M.
EI/R
A)
the modulus of elasticity of the beam and 1' = the moment inertia of the cross section with
Here, E
respect to .48 are constants associated with the beam, and R is the radius of curvature of ihc elastic curve at?.
For convenience, think of the beam as replaced by its elastic curve and the cross section by the point P.
Take the origin at the left end of the beam with the x axis horizontal and let P have coordinates (x,y).
Since the slope dy/thc of the elastic curve at all of its points is numerically small.
11 + ()
R
Cbt
ci
5/2
=
1-
2
dy
approximately,
cbt2
dx2
and A) reduces to
B)
= N.
dx2
The bending moment N at the cross section (point P of the elastic curve) is the algebraic sum of the
moments of the external forces acting on the segment of the beam (segment of the elastic curve) about
the line AB in the cross section (about the point P of the elastic curve). We shall assume here that upward
forces give positive moments and downward forces give negative moments.
EXAMPLE. Consider a 10 metre beam resting on two vertical supports, as in the Figure below. Suppose
the beam carries a uniform load df 3000 Nm of length and a load of 30000 N at its middle.
Y
10 -x
(10-z)
o
J
30000
4
3000x
30000
30000
The external forces acting on OP are (a) an upward thrust at 0. r m from P. equal to one-half the total
load, i.e.,(30000 + 10 3000)300ooN and (b) a downward force of 3000z N thought of as concentrated
at the middle of OP and thus jz m from P. The bending moment at P is
Al
To show that the bending moment at P is independent of the segment used, consider the forces acting on
PR : (a) an upward thrust of 30000N at Rio - x m from P. (h) the load of 30000 N acting downward at
the middle of the beam. 5 xnifrom P. and (c) 3000 (10 - x) N downward thought of as concentrated at the
136
as before.
A beam is said to befixedat one end if it is held horizontal there by the masonry. In the example above
the beam is not horizontal at 0 and is said to be freely supported there.
L
SIMPLE ELECTRIC CIRCUITS. The suns of the voltage drops across
the elements of a closed circuit is equal to the total electromotive force
E in the circuit. The voltage drop across a resistance P ohms is RI,
across a coil of inductance L henries is t di/dt, and across a conS
denser of. capacitance (capacity) C farads is q/C. Here, the current I
amperes and the charge q coulombs arc related by I dq/dt. We
will considcrR L,and C as constants.
The differential equation of an electric circuit containing an inductance
of capacitance C, and an electromotive force(t)is therefore
co)
RI + &
L, a resistance R, a condenser
(t)
de
or, since
E FAAA T
ldq/dt, dl/dtu'dq/dtt,
C)
.2 + R 2 + 2 - E(t)
dt
dt'
from which q -
q(t)
By differentiating
may beround.
D)
I, we have
+ R di
+A
dt'
from which
SOLVED PROBLEMS
(i
34
+u
-y(1 '
or
yy r + z - C 1 0
+ 1 0.
or
I.
Integrating again y2
X.
k or Y2 +
(x -
C 1 )2
137
axis.
5A
_________________
b) Here
(i +
y
(l
1/2
or
yy " -
- 1 o.
Then
ln(1Ip 2 )
Integrating,
In
ix
dy
1+p2 Y
+ in
cosh- 1 C 1 y -
p4
or
yp LP p 2 -1 0
dy
1+p 2 Cy',
+
C,,
C1y
dy
or
vy2_i
cosh(C1x + C2),
or
y
The curves are catcriaries and the equation may be written in the form
Y
_(8tx)/4 ).
J A(e*)'4 +
where
and
Cl
PHYSICAL APPLICATIONS
MOTION OF A PENDULUM.
P
dt'
Thus
.i
dt2
2
or
I
d2 2 dt2
_
sin
1
-g sin 0.
dO
d0d8
___________
l() = 2g cos 8 4 C1 or
Multiplying by 2 and integrating,I(Wt)
dt
/2gcos0+C1
dt
-.
PIT
When 8 is small, sin 8 9, approximately. When this replacement is made in the original differential
t.
equation, we have d 0 + 0 0 whose solution is 8 C 1 cosJI t + C,sin
Al
dt2
This is an example of simple harmonic motion. The amplitude is
+ C
APPLICATIONS OF LINEAR EQUATIONS
138
dt
Hence, using
d 2x
- = - - K -
Integrating, 1)
or -+
C + C2 e
kt - g
v - =.-kC2 e
2)
dz
u = v0 .
where X
Ak.
-kt
dt
When t 0, x - 0 and
-g,
Then C 1 + C2
0, v0 = - AC 2 - .
+ kv0)(1 -
it 2
t,
v 0.
From
2),
g
+ kvo
-( g + kv 0 ) ( 1 -
c_ It )
and C
-
-g
(1 fl6 kVO)
1.
t.
C2 g+kvo
k2
A A
- C2
and t
A
!(v0 In
A
A
in g + AVO
g
g
4. A mass m, free to move along the x- axis, is attracted toward the origin with a force proportional to its
distance from the drigin. Find the motion (a) if it starts from rest at x xo and (h) if it Starts at x x0
with initial velocity v0 moving away from the origin.
Let
Then
- Xx or
dt 2 dt7
Integrating, 1)
x = Cl. sin At
+ k2
= 0, where K
C 2 cos At,
a)
When t 0,
x zo
and v 0. Then C 1
X z
b)
When t 0,
x xo
and
v = v0 .
X
0 from
x0 Cos At.
Then C 2
110
-
2). C 2
Sin At
x. C = v0
/k, and
+ x0 Cos At.
22
y vo+ Ax0
2't/k.
t,
APPLICATIONS OF LINEAR EQUATIONS
139
5. A chain hangs over a smooth peg, 8 metres being oil side and 12 metres on the other.
Find the time required for it to slide off (a) neglecting friction and (b) if the friction is
equal to the weight of 1 metre of the chain.
a) Denote the total mass of the chain by a and the length (metres) of the chain which
has moved over the peg at time t by x. At time t there are (8 - z) metres of chain on one
side and (12 + x) metres on the other. The excess (4 + 2x)nietres on one side produces an
unbalanced force of (4 + 2x)
a
(4 2x)
dt2
newtons. Thus,
or 10
20
= gx
4-
dt2
2g.
Solution 1
x
- -
2
10
Integrating
we have x
'71-0 t
I (Ce
G2e
- C2e
/7Th t
- 2.
i7Th t>
.vc
t =
cosh
in x + 2 +
(x 42) =
When x
FL8O
+e
-i
-2
2 cosh)
T t -2.
/ 2 + 4x
2
ln(5 + 2V ) see.
dx
Solution 2. Multiplying th e equation byand integrating,
eg
we have
dt
to
dx + 2g
dtdt2
5(dZ)2
and
gx 2 + 2gx + Ct.
gx2 + 2gz
dt
or
dx
10
/g /x2+tx
dt
When i
P!
g
x = 0. Then C2
b Here . ddt2
in(x + 2+?
= -
4x ) + C2.
x+2+V 10
as before.
in 2. and
=
- in
V g 2
+ 2x)
-
20
20
or 20
(2x + 3)g.
dt2
( )
dt
2
gx
s3gx+Ct.
L ln(x +
+ ITT +3x )
C2.
rw
dx
140
t o x
= 0. Then C2 -
ri
When x8, t
9
V-
in
.J ! in
19 + 4V
and t
in
F70
1.4 sec.
At -
r1 x -
sin wt
or
d2x
- - U2 x
- g sin ijt.
cit 2 dt2
Integrating,
I)
x -
2)
a)
When t o, x
wC1ewt - iC2e-
arid v
= 0
Then C + C2 = 0 from I
g
wt
4U
b)
C1 - C2
0,
arid
2U
Cos wt.
0,
- e ) +
C t e t + C 3 e - t +
+ .1..
0 from 2). C1 -
2 s1n (> t
2l.i2
sinhUt
and
C2
in wt.
v=g/2w.
C1 C2 0,
C 'C2 0,
and
sin wt.
SPRINGS.
7. A spring, for whichk = 7ooN hangs in a vertical position with its upper
end fixed. A mass of 7 kg is attached to the lower end. After coming to rest,
the mass is pulled down 0-05 in and released. Discuss the resulting motion
of the mass, neglecting air resistance.
Take the origin at the centre of gravity of the mass after coming to rest,
and let x, positive when measured downward, be the change in position of
the mass at time t. When the mass is at rest the spring force is equal to but
opposite in direction to the gravitational force. The net force at time t is the
spring force -Ax corresponding to the change x in the position of the mass.
Then
cit2
= -700x Or d- + IOOx
dt2
141
C1 sth 101
C2
cos 101.
10 C 1 cos lo - C 2 sin lOt 1.
0,
0.05, C 1 0 and x
(a) o! 4
and
(h 980 v
1.59
, where v is expressed
in ms-1
d2x
'1-
dt2
( i) Here
and x
1 dx
- 700x - - -
dt
* - - 0 4 100)x
28
-,3179 I
1 dx
- -
28 dt
d2
or
-
dt2
100 x
0,
When
Thus,
o,
vrO
-0.01791
X r
(10
C1
0 10 C 2
and
0.0179 C 1
C2
0, 000895.
This represents a damped oscillatory motion. Note that the frequency 10/ 21t 7 1,59 cycles/sec remains
constant throughout the motion, while the amplitude of each oscillation is smaller than the preceding one
due to the damping factor
when
-0,01191
0.
2/3 or after
b)Here
e-
- 700x - 980
dr'2
-oi
Integrating,
dx
C2e-
x = C, e -
or (02
140 0
4.
-0 01791
100)x
i.3
When
t0,
'71
-19 3t
- 139,3C2e
C --o
C 2 = - 0.0003
and
x
0,0503
C0. 7
0.0003 e - 13O,3
The motion is not vibratory. After the initial displacement, the mass moves slowly toward the position
of equilibrium as t increases.
142
ld
-700(x -0.3 cos 41) - -
4 dr
-QC1't
(C
30
D D/28.100
e
cos 41
-o.ciqt
0.O179t
((icc2 -
t,
o and x
The motion consists of damped harmonic motion which gradually dies awa y (transient phenomenon)
and a harmonic motion which remains(steadystate - phenomcnon)Aftcr a time the onl y effective motion
is that of the steady-state. These steady-state oscillations will have a period and it frequenc y equal to
those of the forcing function y 0.3 cos 41. namely a period of 2T1/4
1.57 sec and it
of
= 0.63 71 cycles/sec.
The amplitude is
1w. O0OG
(0.36)2
0.36 m.
10. A mass of 10 kg is suspended from a spring which is thereby strelchcd 81 mm. The upper end of the spring
is then given a motion y r sin 21 COS 21 m. Find the equation of the motion.neglectingair resistance.
Take the origin at the centre of gravity of the mass when at rest. Let x represent the change in position
of the mass at time (.The change in the length of the spring is (x -y), the spring constant is 10(9,8)/0,081
1210 Nrn-and the net spring force is -1210(x -y). Then
2
d2
di2
Integrating, x
or
( sin 21
l C
x
l2i
dt2
11C
121 (sin 2t +
COS
COS 21),
cos 111 4
0.
C1 -0.034 and
ii c2
* 242
2t).
0,
C2 -0.188.
APPLICATIONS OF LINEAR EQUATIONS
143
Integrating,
Ci
.-
x 0,
25x
sin 21
t, . - -. 5C 1 sin 5(
when
t o.
- sin 21.
5C2 cos St .
C1
cos 2t.
and
0. C
-
The displacement here is the algebraic sum of two harmonic displacements of different periods.
12. A mass o19 kg is attached to a spring for which k r 729 N
and brought to rest. Find the motion of the
mass if the support of the spring is given a motion y r 0,3 sin gtm
Take the origin at the centre of gravity of the mass when at rest and let
of the mass at time i.
The stretch in the spring
9
S(x
729 (x - y).
Thus,
d2
d2
f - '729(z - 0.3 sin 9l) Or
-
d1 2 dt2
Integrating,
and
9C sin 9t
x 0,
24'3sin9t.
C1 cos 91
Six
when : 0,
C 1 r o,
C 2
12.15t sin 9t
0,15
and
The first term represents a simple harmonic motion while the second represents a vibratory motion with
increasing amplitude (because of the factor m). As t increases, the amplitude of the oscillation increases
until there is a mechanical breakdown.
13. A cylindrical buoy 05 tn in diameter stands in water (density 1000 kg m3)
with its axis vertical. When depressed slightly and released, it is Found
that the period of vibration is 2 seconds. Find the mass of the cylinder.
Take the origin at the intersection of the axis of the cylinder and the
surface of the water when the buoy is in equilibrium, and take the downward
direction as positive.
Let x (m) denote the change in the position of the buoy at time i, By
Archimedes' Principle, a body partly or totally submerged in a fluid is
buoyed up by a force equal to the weight of the fluid it displaces. Thus the
corresponding change in the buoying force is 1000(0,25 r. g z and
II d 2x
dt2
-
- 62,i y
or
d2z
dt2
9 9,8
62,5t x
W
=0
144
Integrating,
______
C1 sin
2-
/62,5
* C2cos
62,5
2,
/_62,5 t
--*7
195 kg
HANGING CABLE.
14, Determine the shape of a uniform cable which hangs under its own
weight,. v N A- 1 Of length.
IN
Choose the coordinate axes as in the figure, the origin being at the
lowest point of the cable. Consider the part between 0 and a variable
point P(x.y). This part is in equilibrium under the action of (I) a
horizontal force of magnitude H at 0. (2) the tension T along the
tangent at P. and (3) the weight W of OP.
Since OP is in equilibrium, all force acting horizontally toward
the right and all force acting horizontally toward the left must be
equal in magnitude, and, also, all force acting vertically upward and
all force acting vertically downward.
Hence,
con 8 H.
T sin8
W,
and
Hdx
!/jT'
Integrating
dy
x
H
dp
o, p o and
and
x x, p P.
ci)'
= - 8Inhz.
dx
w
H
; (C08h
x -
and obtain
/i7
vs.
or
dx H
sirt1pP
,Hdx
dx
N'
ci)' N'
cLx
H
tan 8
Now llis constant, being due to the part OQof the cable, while
dx 2
1),
o,
o and x x, y y.
a catenary.
If the origin had been taken at a distance H/v under the lowest point of the cable (thus making H/v
the y- intercept of the curve) the equation of the curve would have been
H
y cosh-.x.
145
HORIZONTAL BEAMS.
15. A horizontal beam of length 21 metres is freely supported at both ends. Find the equation of its elastic
curve and its maximum deflection when the load is w N.iof length.
y.
iii
iii
WX
Take the origin at the left end of the beam with the x- axis horizontal as in the figure. Let P, any point
on the elastic curve, have coordinates (x,y).
Consider the segment OP of the beam. There is an upward thrust w N at o, m from P. and the Load wx N
at the midpoint of OP. ix m from P.Then, since El d 2y/d.x 2
Al,
I)
El
2)
El
= I and
-
dx
1
-wix 2
2
dx
dy/d.z
1
-w
6
o.
+ C.
Then C1
U.
= -
1I
and
= 0.
Then
2
5
-viz
- -vi - -vi,
- viz - -1 vi - - 1 x + C 2 . At 0, x y
6
3
24
3)
and
(41x - x - 815x),
24E1
Ely
viz 3 - .!
vx + Cx
C2.
w1 5 ,
as before.
The deflection of the beam at any distance x from 0 is given by -y. The maximum deflection occurs at
the middle of the beam (x 1) and is, from 3),
W4
.
5'Z
24 El (41 -1 -81) = 24 El
16. Solve Problem 15 if there is in addition a load of w N at the middle of the beam.
yT
ix-
0Hfix
w
0<1<1
w1+W
P
vx
1W
x
(X. Y)
146
wx(z)
At =
NIX +
JWX
When I <x < 21 there is an additional force - the load W N at the midpoint of the beam, (x - I) rn from
P. The bending moment is then
2)
(wI + 4W)x -
At
lLz) -
- W(x - 1).
Both I) and 2) yield the bending moment At = wZ+ J NI when x v I. The two cases may be treated at
the same time by noting that for 1)
-
wix + Wx
wx2
- 4W(I-x) + WI
and for 2) wLx+ j Wx j wx 2 - W(x-1)
-
3) El
wx2
Then
0(1 -x) + i W1
with the understanding that the upper sign holds for 0< x < I and the lower for 1< x < 21.
-1 W(L x) 3
12
+ ! WIx2
CIL
C2.
21C1+C2_
NJ*
1
1
3 - -
- - w x
wx
6
24
1
- 1
- - wl 5 x +
3
12
1
1
1
- wix5 - - w'x - - wi 3 x
6
24
3
y =
and
2p (4Ix5 -
24 El
12
I-x)3 + 1
4
12 El
W11
1 2
- WI x + 1
2
12
, 2
1 2x + .! WIS,
+ - 1 Wix - - W1
2
12
4
I ,_ X13 - 61
2x + Is).
(31x2 -
1 W 1
12
- 81 5 x)
*.2
5.1,
yIax
Wi5
-7 +
-w(I-x).(I-.x)
=.-kw(I-x)2.
Li '2
At 0 x0
= o; C,, . - wz
dx
6
Integrating again,
Integratingonce, El
and El -
dx
1
w 6
x -
1 5
R
!w(I_x) + Ci.
Then
147
0: zy . O;
then C2
24
w1 9,
Ely
x+1
24
l - x) -
and
Id
3
- X").
(41x611.1
24 El
R(x 1).
is - y xax
8 El
0 x 1.
18. A horizontal beam of lenght 31 metres is fixed at one end but othervdlse unsupported. There is a uniform
load 01 N n of length and two loads of W N each at points I and 21 ru from the fixed end. Find the
equation of the elastic curve and the maximum deflection.
L(3L-z)w
Take the origin at the fixed end and let P have coordinates (x.y). There are three cases to be considered
according as P is on the interval (0 <x 1), (1< x < 21), or(21 < x < 31). In each case, use will be made of the
right hand segment of the beam in tomputing the three bending moments.
When o < x < 1. (P P 1 in the figure), there are three forces acting on PR: the weight (31 - x)w N taken
at the midpoint of PR, j (31 -x) m from P1 ;the load w N.(1 -x) m from P1 ; and the load W N, (21 -x)
in from P1 . The bending moment about P1 is
U1
El
Integrating,
dy/dx 0;
dy
El
dx
and
Ely
= -
v(31
-x) 2
! w(31-x) 5 +
El
At 0: x = 0 and
then C1 -
1
- 5
-i"(31 x) +
6
W(1
W(L - x) - W(21-x).
-x)2
WI2,
2
1 W(I-x) 2 + 1 W(21-x)
2
2
- -
2
- 1
(31-x) - ! W(I-x) 3 - W(21-x) - -w i x
2
6
24
6
2'?
Al 0: xy=o; then C2 = 8
91)
and
WI5
and
12
W
2
+ C2.
148
Ely - -
W(i -x) 5 - .!
6
W(2i -z)
wlx--Wjx
27
wl
8
3
2
-WI
When I <x < 21, (P -P2 in the figure), the bending moment about
P7 is
M2 x -
and
Jw(3l-x) 2 -
El -Z . d2
B')
Ely
w(31 -x) 2 -
(3Z -x)" -
W(21 -x).
! W(21-. ) '
C2 x
8)
Ely
When
24
w(31-x)' -
W(2i-) 5 -
ix -. 2
W1 2,
27
+ w l + 3 W1 1.
El
- w(31- )2
Then
4i2
Ely
and
C)
C4.
1
- .! w(31_x)C + C,z + C, 9
2
1W11.
-.11._
1
wj 4
24
24
2
24 El
W
(121 x - 541 x 1
- x ) + x2
(2x - 9
. 2 C
(12Zx 5 - 5412
,j-1x )+ (x
6 El
(3 1'
- 6 1X 2
- 31 2x
- 51 2 x).
I.
I s ),
21
21,
31.
is - y ,,4 (Blwl' + 48 W
j
Note that the elastic curve consists of arcs of three distinct curves, the slopes of each pair of arcs at a
junction point being equal.
(x -31),
19. A horizontal beam of length 1 mis fixed at both ends. Find the equation ofthe elastic curve and the maximum deflection if it carries a uniform load of Nn- 1 of length.
!wI
WX
Take the origin at the left end of the beam and let P have Coordinates (z. y).
The external forces acting on the segment' arc: a couple of unknown moment K exerted by the wall
to keep the beam horizontal at 0 ; an upward thrust of fwlN at 0. x
m from P; and the loadx N acting
downward at the midpoint of OP. ix m from P. Thus,
K + w1x -
wx2
,cz +
R:
1W I 5
1. dy/'dx 0
wL
El
1
1
2
- -VX3.
Xx + - wix
th
K = -
0.
149
El
_I 1012X + ! W IX2
ipx3.
0,
22
1
1
3
x + - wix
74wx
and
wx
Lx
-
The maximum deflection, occurring at the middle of the beam (x= 41), is
20. Solve Problem 19 when in addition there is a weight
'Ysax
3:4;l
r"1
4(w +W)
4(w +W)
Using the coordinate system of Problem 19, there are two cases to be considered: from x 0 to x 41
and from x . 41 to l.
When 0 <x <41, the external forces on the segment to the left of P (x,y) arc: a couple of unknown
moment K at 0: an upward thrust ffr( w i+ w) N at 0, x m from PI ; and the load wx N, 4x from P.Thus,
El fl
K + (wL+Wx
La
LI
wZx
12
!WX.
0,
- Xx + . Ix - ! wx
+ !
wx2
0,
1
2
1
1
5
5
EIy-Xx .wlx --wx
+ Wz.
12
24
12
W Nat
1 wlx - l2
Integrating twice,
1
+ Lx
12
Ely !
2
B')
When
and
I,
.! w1x 5 - ! rx
Ely - . Kr 2
To determine K, use x
+ 1
1 v1 3
18
24
48
12
24
'
12
x - -
and
16
24
+ .! N'x 5 . W(x -
12
24
'(2L x 12x -
24E1
x)+
2 2
1
a - -1 -viz
+ yr 3
24
1
24
1 5 1
Nix
12
18
-' -(4x
48E1
31x 2 ),
1
WX
12
0 z
- ! Wix' and
W(r
18
22
- ix -x> + -6
(1
i2x+9Zx2-4x),
48E1
and
x +
12
a ( 21x'
24 El
yr
wi.
12
1 ,2 2
1
I
Ely - w x + viz
Ely
+ Cj x + c.
the values of anddy/dz for B') must agree respectively with those for A). Thus, C1 C, 0
B)
1
2
+ - W.1
W(x
12
6
1yr
*Zz<'
a
( vi + 2W1').
38411
A horizontal beam of length 1 m is fixed at one end and freely supported at the other end. (a) Find the
equation of the elastic curve if the beam carries a uniform load vN.' of length and a weight IV N at the
middle, (b) Locate the point of maximum deflection when 1 3 and N' a
Take the origin at the fixed end and let P have coordinates ( z , y ).There are two cases to be considered.
When 0cx< P. the external forces acting on the segment P1 R are: an unknown upward thrust N
atR, ( i - x )m from Pj;thc load .(Z_x)Nat the midpoint of p1 p , ( L-z)m from P 1 :andwN,
(if ..x)m
from P1 . Thus,
El
S(Z -
x) v(I-x)'(lz)
a o
.!S(1_x)'
2
dy/dr
W(1-x) S(l -
x) 4(I-z) 2
0 at 0.
v(i_r)
W(1-x)2
i Sill 1 5
vl
WI'.
APPLICATIONS OF LINEAR EQUATIONS
Integrating again and using x y a at 0,
A)
Ely
24
Wi-x 5 + ( !S1 2 -
2
6
W12)x -
151
!w,
24
48
When I <x < 1, the forces acting on PB are the unknown upward thrust Sat R. (1 -m from P, and
the load w(L-x) N ,
L_x m from P,. Thus,
1
2
5(1 -x) - -w(1-x)
2
Eldy
B')
Ely
S(1_x) -
w(L-x)"
and
C1 x + C,.
When x
B) El
S(Z-z)'
1 ,2
1
L-x) + (- - wL 3 -
'4
24 (
1
WZ)z -
Sl + 1 wL' + -Lwz'.
48
22
48 El
(5 Ix5 - 31 x - 2x '4 ) +
y - (5Ix5 -
22
x - 2x)
96E1
_!_-(2
96E1
- 01x 2 ),
1 z I i I.
and
L
x 1 1.
It is dear that the maximum deflection occurs to the right of the midpoint of the beam. When 1 3.
the equation immediately above becomes
5 98* - 2540x + 210).
(-2x -101 +
y
W . lOw,
46
Since
dx
El
+ 30*2
- 396x 540
for the real root x 1 . 61,approximately. Thus, the maximum deflection occurs at the point approximately
1'S? m from the fixed end.
ELECTRIC CIRCUITS.
22. An electric circuit consists of an inductance of 0.1 henry a resistance of 20 ohms arid a condenser of
capacitance 25 microfarads (I microfarad - io farad). Find the charge q and the current i at time t,
given the initial conditions (a) q 0.05 coulomb, i
0 when t 0,
dq/dt
(h) g 0.05 coulomb, i -0.2 ampere when t a,
C.x10l
Since L 0.1, R- 20, C 25 . 10", E(t) 0,
.c
L d2q + B
dt2
reduces to
dt
+ I
C
E(t)
2
T
t2
e 200+ 400,000q 0.
dt
FA2D 01 M
R
Integrating, q e
- loot
a)
lODe
-loot
q 0. 05, i 0
when 0.
A o.os
and B
0.008.
Hence, q
b)
Hence,
and
too
i 0
Note that q and i are transients, each becoming negligible very quickly.
dt'
_1 + 400
or
a 100
iooio
+ 300,000q 2000.
dt
Integrating,
Here o.os .i +
00t(4
910
E
.1
C- box iof
a (-
a 546-
200t
0.01
B a - 0,005.
sin 4001.
Here i becomes negligible very soon while q, for all purposes, becomes
q 0.01,
dt'
q
2001(4
Then
and
C. 100 * 166f
153
Using the initial conditions: A - 0.01, -200A + 400B + 1 0 and B -o.00'ts. Then
q
fZOOt(_ 0.01 cos 400t - 0.0075 sin 4000 + 0.01 cos 200t + 0.005 sin Me
e- 200 t (- cos 400t + 5.5 sin 400t) - 2 sin 200t + cos 200t.
and
Here the transient parts of q and i very quickly become negligible. For this reason, when the transients
may be neglected, one needs find only Uie steady-state solutions
q 0.01 cos 200(
and i
cos 200t - 2
sin 200t.
The frequency 200/2Tt cycles,'sec of the steady-state solutions is equal to the frequency of the applied
emi. (See also Problem 25.)
25. For a circuit consisting of an inductance L. a resistance R, a capacitance C, and an emf E(t) E 0 sin wt, derive the formula for the
steady state current
E0 .R sin
iit
I --(
where
from
L.__L,
Ci,j
sin
and cos 8
z
By differentiating
and using
z /x 2 + u 2 , and 0 is determined
EE0 ath wt
L-2q
+ A Lq +
C
dt 2 dt
E0 sin
dq
= - . we obtain
dt
d 2 t dt
i
L - + A - + - = (LD 2 + RD + 11C)t
dt
C
dt2
1)
wE0 wE0
COS Wt =
Cos wt
1
LD2 +RD + 11C
A
D-(Lw --)w
Cw
wE0 (RD +Xw)
COS Wt
2 2
R 202 - X w
E0 B
- .- ( sin wt -
E0
A2
Cos wt) =
(R sin wt
-x
cos wt)
2 sin(wt
z
X is called the rL'QCWfl(e of the Circuit; when X 0 the amplitude of t is greatest (the circuit is in resonance). Z. called the impedance of the circuit, is also the ratio of the amplitudes of the emf and the current.
8 is called the phase angle.
At times t
we -8
/2+_0; 37t/2 + 0
8/w or
154
26. The circuit consisting of an inductance L. a condenser of capacitance C, and an emf k is known as an harmonic oscillator.
Find q and i when E E0 cos it and the initial conditions are
q . go, i.L 0 when e.o.
E=10 cm tit
L
Since B
dt 2 CL
(a)
cos t
t + B in _!__ t + 2
L D 2 + 1./CL
q A cos
a)
ICT
i
E 0 C cog wt
t + B sin
A cos
and
(b) w.
and
1-ij?CL
IEI
COS --L
1-J2CL
vICT
-
E0C
2
E0Cw
t) -
. Then
and B
1-w CL
1
E 0 C
to sin
t +
- 1 2CL
i to
and
-L - ---( q
/ET
4Z
cost.
+
dt 2 L
Here
b)
smut
Then
and
E0C Cos wt
2
1 CL
co g wt).
q0 and B
E0
q coswt + s1nit + - t sin wt
2L
q
=
COB
t -
sin wt
+ 0 ( I
2L w
sin wt + t
COB wt).
Note that in (b) the frequency of the cmf is the natural frequency of the oscillator, that is, the frequency
when there is no einf. The circuit is in resonance since the reactance X Lw - -L o when w
cog wt. whose amplitude increases with t, indicates that eventually such a
155
SUPPLEMENTARY PROBLEMS
27. Determine the curve for which the radius of curvature is proportional to the slope of the tangent.
Ans. y
(J(x + c
- (x + C)
x +C1
k in
28. A 15 cm pendulum is released with a velocity of 1/2 rad/sec, toward the vertical, from a position 115 rad
from the vertical. Find the equation of motion. (Assume that g = 96 ms 2)
15 cos 8t -
Arts.
16
sin 8t
29. A particular of mass A is repelled from 0 with a force equal to k >0 times the distance from 0. If the
particle starts from rest at a distance a from 0, find its position t sec later.
Arts.
x x
ja(e
/t
+ e
-f7it
30. If, in Problem 29, k . and a 4 m determine a) the distance from 0 and the velocity when
b) when it will be 6 m from 0 and its velocity then.
Ans.
15
a) x
14.5 ITiS'
b) t
0.96 see,
2 sec.
4.47rfls'
31. A chain hangs over a smooth peg, 2 m on one side and 3 m on the other, If the force of friction is equal
to the weight of 025 m of chain, find the time required for it to slide off.
Arts.
/0 4g
32. When the inner of two concentric spheres of radii r 1 and r, r 1 < r 2 , carries an electric charge, the
differential equation for the potential V at any point between the two spheres at a distance r from their
common centre is
2
d-V + 2--
d
0.
rdr
dr2
Solve for V given V = v when r r 1 and V = V, when r = r2.
Arts.
V2r2(r-r1) - V1r1(r-r2)
r(r 2 -r1)
33. A spring is such that it would be stretched 6cm by a mass of 4 kg. A mass of tO kg is attached and brought
to rest. Find the equation of the motion if the mass is then
a)
b)
c)
d)
e)
Arts.
a) x
0,08 cos 7,
d) x
21
b) x
e) x
156
34. A spring is such that it would be stretched 72 mm by a mass of IS kg. A mass of 30 kg is attached and
brought to rest. The resistance of the medium is numerically equal to 120 dx/dt N. Find the equation of
the motion of the weight if
a)
b)
Ans. a)
C-2tsin 89
b)
35, A spring is such that it would be stretched 77 mm by a mass of 15 kg. A mass of 15 kg is attached and
brought to rest. The mass is then pulled down 4 cm and released. Determine the equation of motion if
O) an impressed force 7 sin 6 t acts on the spring.
Ans.
i '
Ans.
h)
0,04cos 8t -
sin 8t +
sin 6t
1 sin 8t
36. Abeam of length lm is fixed atone end and otherwise unsupported. Find theequation of the elastic curve and
the maximum deflection if there is a uniform load of w N
of length and a load W N at the free end.
Ans. y
V
(4
24E1
Lx -
2 2
61 x -
x ) (x3 - 3112),
6L1
6
Y$Gx
24E1
37. A beam of length 21 m is freely supported at both ends and carries a uniform load of w N rn of length.
Taking the origin at the midpoint (low point) of the beam, find the equation of the elastic curve and
the maximum deflection. Compare with Problem 15.
Hint: EIy
wI(l-x) - w(I-x) 2
w(12- x 2 ) and y
y' 0 when x
0.
Ans.
y (61 22
x -x
24E1
'S
y'
),
5w1
It
24E1
38. A beam of length 3 m is freely supported at both ends. There is a uniform load of v N of length and
loads of W N at a distance t m from each end. Taking the origin as in Problem 37, find the maximum
deflection.
Hint
hi
w 912
2
___ - x
Ans. Yriox -
-- - x,
31
<x<-..; and hi
w 912
(---- - x )
+ Wl
O<x<j
(405si1 + 366 Wi 5 )
39. A circuit consists of an inductance of 0.05 henry, a resistance of 5 ohms, and a condenser of capacitance
4(10)'S farad. If q r = 0 when t o.findq and z in terms oft when a) there a constant emf 110 volts,
b)
there is an alternating emf 200 cos 100 t . Find the steady-state solutions in b).
Ans. a) 9
e -sot -
11
iiVT
cos 50 v'iit -
sin so1.'Th t> + 11 -,
250
4750
250
16
b) q e -SOt (- -__
5o'igt
170
Ans. a)
1640Vi
sin 50vit) +
323
= 0.98e
,st
0.005e
4.43e
cos
17
t
- 0.047e -55 + 0.002k - 9'S? t + 0.044.
b) q = - 0.018e-53t
19
l2VT
sin 5o/j t)
1615
+ 170
. e -50t (- 40
cos 5OVTt
17
44Th
V
-sot
- e sin 50vi9t
-967t
= 2.46(e
- 'p3
e-
94?
CHAPTER 21
1
A)
2dz
dr + dt
4.; - y
I 2(D-2)x W- 1y
or A)
dx
(D+3)x +
3x y 0
z 0.
where D
dt
and
dx dy
- + -..
dt
dt
dz
dt
LY
dt
di
it
1
+ ( D . 1)y 1
or Bj(D + 2)x - (D - 1)z
1
Dx
2.; z 1
y2a0
1)y + ( D .# 2)z
10
THE BASIC PROCEDURE for solving a system of n ordinary differential equations in ii dependent variables
consists in obtaining, by differentiating the given equations, a set from which all but one of the dependent
v ariables, say r . can be eliminated. The equation resulting from the elimination is then solved for this
variable x, Each of the dependent variables is obtained in a similar manner.
I)
dt
cIt
. c,
2) dx + 3z + y
de
D.
So/ui ion t,
First, we note that the general solution
3)
d X
+ 3
dt 2 dt
dt
obtained by differentiating 2), Moreover, multiplying I) by -I, 2) by --I. 3) by I, and adding, we obtain
4 x
cIt2
which is also satisfied by x x ( t) y y ( I). This latter differential equation, being free of y and its
derivatives, may be solved readily; thus,
157
158
C1, cos
C2
sin C - -
COS C +
C2
810 C -
'et.
D' + 1
5)
and between this and equations 1), 2), 3) eliminate x and its derivatives. However, it is simpler here to
proceed as follows. From 2), we have
_41-3z -(-C 1 slot + C, coat - e) - 3(C 1 Cost + C,
sint - jet)
dt
( C l - 3C2 )sin
C - (
3C 1
C1 cost + C, sin -
Thus,
general solution.
2cC.
C2)Co8 C
t - ( 3C1
(Cl - 3C,)sin
+C,)cos
C +
2e
is the
When the equations are written in the 1) notation, there is a striking similarity between the procedures
used here and the method of solving a system of n equations in n unknowns. This is due to the fact, noted
in previous chapters, that the operator D may at times be treated as a variable (letter).
Solution 2. Consider the system A')
I)
2(D - 2)x + ( D -
2)
(D+3)x +
1)y
0.
Proceeding as in the case of two equations in two unknowns x and y, we multiply 2) by D - I -Actually.
we operate on 2) with D - 1
dt
- 1), to get
CD 1)(D + 3)x
(0- 1)y
-c
(D' t)x
-e5.
Now this is 4) above as might have been anticipated, since operating on 2) with D -1 is equivalent to differentiating 2) and adding -1 times 2) as in the previous solution The general solution is obtained as in
Solution 1.
Solution 3.
2(D-2)
We may also effect a solution using determinants. From system .4') we obtain
D-1
x
D+3
or
D-1
Cl
(D' + 1)x a
2(D-2)
and
-e t and
1 ly
0-i
0+3
(D + 1)y
2(0-2)
et
0+3
4 e.
The first of these equations is 4) above, and the second would have been obtained by the procedure rejected in Solution 1. We shall now show why it was rejected. When the two equations are solved, we
have
g + C 4 slOt +
C, co
7) y
and
x ' C 1 cost + C, slot -
6)
We know from Solution I that .6) and 7) contain extraneous solutions. To eliminate them (that is, to
reduce the number of arbitrary constants), we substitute in 2) and see that
(C, 3C 1 + Cs) cog C + ( 3C, -C 1 + C4)e111 t 0
for every value oft. Thus,
C, - ( 3C 1 + C,) and C. C 1 - 3C,.
When these values are substituted in 6) and 7), we obtain the general solution found above.
LI1r'
- -
h(t)
f(D)
91 (D)
F 2 (D)
92 (D)
=
^
provided L does not vanish identically. If A 0, the system is dependent such systems will not be
considered here.
D-1
2(D-2)
=
A
= - (D + 1).
A')
For the system
1
D+3
the number of arbitrary constants appearing in the general solution.
The degree (2) i n agrees with
The theorem may be extended readily to the case of ,i equations in n dependent variables.
SOLVED PROBLEMS
1)
2t
+ Dy
D -
+ 1
2Dy t.
2) (2D 1)x
obtain Dy ' 2t
+ 1 -
(D-1)x
Note that
and
x - -
-at - 2.
4.
C.
2D+1 20
I) (0
+ 2)x + 3y
2) ax
(D+2)y .
(02 + 4D -5)x
Operating on I) with D 2, multiplying 2) by -3, and adding:
Then
C 1 e
From I),
C2e" -
I) (D-3)x
2) 2(0
+ 20 2)y
+ j)x +
(D - 1)y
(D.2)x
Ci e t
-6e
C2e
t +
e2t,
2 in
Cost.
4)
(D-1)(2
(D-1)(D-3)x + 2(D-1)(D+2)y
4(D+2)(D1)x
2(D+2)(D-1)Y
sin
2(D+2)CoSt
t)
2 cost - 2 sin
4
cost - 2 sin t.
(4(D'. 3D + 2) - (D t 4D 3 ) J x and
.x -
t/5
ce
Co.
3D'+1ID+5
$ Ce
From 2),
t C
2 cost
..t/3
+ 1- Cos t
8D+1
cos t 8C1.
. 8Ce
-t
Then
- t
and
- i C,.
4
5(8C t . -t C,.
-- C, . -
y -
t13
+C11i -'
47
- 14 sin t e_ t )dt
3t
C1 c+C,c- t/ + 61
- sin
- 33 cci
130
+Ce.
Since the degree of A is 2, the general solution has but two arbitrary constants. Hence, when these
expressions are substituted for s and y in 1) it is found that C,
o. Then
+
C1."
8 sin t + cos t
65
4
.. t
y - C1 .
I)
ID' - 2x - 3y
2)
(b2 +2)y+ z
+ 61 sin t - 33 con t
130
-0,
I 0.
i
Operating on 1) with D' to obtain D's - 2D 2 x 3Dty - 4e ll
and making replacements D x 2x. 3y + ell
from I) and D 1y - x - 2y from 2). we have (D' - 1)x -do It
Cut + C,e_t +
Then x
Y - 1 r(D' 2)
C l cos t + C4 sin t
U -
C sin t> - 1H
I
When t 0,
-34 " 3
x -
D'+2
0
D+2
z C, C, C, +
Y - (C 1 + C,) - C. -
13
or
and
- 1
C 1 - C, + C4
and
0.
Lb' - (C1C,) - C+
0.
(3+ 7_t) - 1 09 c
I(31 7t)
(19
- 2 sin t) + ? .It,
co. t - 2 sin t)-
is
e.
I) (D + 1)x + (0 - 1)y
Operating on I) with
D 2 +D
2y
1 and on 2) with
t2 21 - 3e 1
161
D + 1.
and
c.
i ti - t +
D-1
D+1
Note that
e,
ID+ L + 1 -D+1
the solution.
I)
2x -
2)
0,
0.
2
y a x
+ ^4 x
C sin at/T2) + e
- (D + a )x
0.
C4
Then 0
(1
I)
sin a//).
52
I) D2 + 4)z - My
0,
(C,
2) 3 D + (D' + 4)y
0.
+ 4)2
90 2 )x
Operating on I) with
(L4' 16) (D
-3D
and
= o
and
K1
K1
x C,, K,
- C 1 , K,
- C4 . K
C,.
C, cos 4t - C 1 sin it - C 4
I) Dx
(0 + 1)y1
2) (0 + 2)x - CD - 1)z
cos C
C 3 Sifl
C,
C.
1
3) (0 + 1)y + CD + 2)z
0.
Subtracting 3) from I), we have
I which is free of y.
4) N - ( D 2)z
Operating on 2) with 0 and on 4) with 0 2, and subtracting, we have (5D + 4)i -2; then
- C 1
'. Substituting for z in 3). (D + 1)y
-(0 2)z
1 - C5 e: then
SYSTEMS OF SIMULTANEOUS LINEAR EQUATIONS
162
e t
D
Since
D+
e(et -
Cj e" )d
Dx
D+i
1 - (D + fly
Cr' ;
+ C,et,
1 -
+ C,)
then x
- Cj c"3
+ C,.
-(D -1)
D + i
D+2
-(5D2 + 9I 4) is of degree 2 in
0,
+ 2C,) - (-
- C"'-"
0,
- Ce" )
1 - 6C 5 e'
1 and, hence,
C,
= . Thus,
- .! +
+ C,e, z
1) (D + 1) 2 x + 2.Dy 3Dx
2)
Dx
3)
- Dy - Di 0.
z =0
D 2x + Dx 0.
4)
xe
'2 5e''
+ C1e_ 31/2 +
x At
Cie-5t/2.
and
3 Ca -5t/2
- Dx
From 2),
From 3), Dy
I e1t12+
dt
C1
'2
y =1 t .Ce_3th'2 + C,.
(D+1) 2 2D 3D
D
0
1
Since
2D' + 3D is of degree 2 in
D.
=
general solution is
!+
When =0: x = + C 1
Cje_302, y
1 and
t -
C 1
C1 e
+ C 2 ,
z =
2C"-It/2.
y = (- )() + C2 o
and
C,
2 -5t/2
13 -3t/2
1 t--e
13
+1
-_3t/2
Note that a particular solution satisfying a given set of initial conditions cannot always be found.
For example, there is no solution satisfying the conditions x = 1. y = z 0 when t 0 since x
y = 0 contradicts x 1/3 + 2z/3. Similarly, y O. x 1, dxldt = 1 when t = 0
contradicts dx/dt -z
163
SUPPLEMENTARY PROBLEMS
Solve the following simultaneous equations.
10.
f - (D+1)y
x + (L)-1)y
11.
2t
y C 1 co8 t + C9 ain t + 2e
(D+2)z + (D+1)y
5x + (D+3)y
12.
x c 3C2
(D+1) + (2D+7)y
e t +2
2x+(D+3)y.
13.
2t /5 +
26
y C1 e -
(D-1)x + (D+3)y e
St
(D+2)x + (D+1)y
e + t
z 2C1 e
eln(t+C9 +
4-
17
2e
,- 3 13
17
S 2t
3
C + t
7
1
7
1
__
49
1 St
-t
1
26
y 3C e---e e
+ 1
4-t
17
2
7
49
14.
C 1 8in 8t
y C2 coe 2t + Cl ain 2t + C4 cos at - C3 sin 8t
2
(1) + 4)x 4 y 8th 2z
15.
(D 2 + fl y - 2x -Cos 2
16.
(D2+D+1)z + (D 2 +I) ye
(D2 +D)x + D 2-t
ye
17.
(D-1)x + (D+2)y 1 +
(D+2)y +(D+1)z 2 +
(D-l)x + (D+1)z
3+
+ C4 ) + cos 2z
- e -
y=2e
- C,
+e- t
+ -
cos 2,
CHAPTER 22
(3x2 y
2 - exz)dx + (2x
3 y + sin z)dy + (y cos z - eX)dz = 0.
(3xz + 2y)cbc + xdy + x 2 dz = 0,
B)
C)
ydx+dy+dz =0,
0,
I)
f(x,y,z) = C
can be found for it. It will he shown later (Problem 32) that for such equations a solution I)
can be obtained consistent with any prescribed relation g(x,y, z) = 0 of the variables.
2)
is
3)
P(Q -)
Bz By.
EXAMPLE 1.
) + R(
- 2)
Bx- Bz
By Bx
= 0. identically.
See Problem 1.
P=3xzi-2y. BP -2 BP
---=3x; Q=x,
2=0; R=x 2 ,
T. -
Bx
2x BR
=0, and
By
P=y, LP =i,
Y(0 -0) + 1(0 -
For equation C,
=0; Q=1.
+ 1(1 - 0) / 0,
= 0; R=1,
= 0, and 3)becorncs
165
y BX
EXAMPLE 3.
az
BX
2
=6xy,
.P =--e,
r
= 6x 2 y,
T.
2 = cos x;
oR
x
x
R ycosz-e , - - e ,
- = COG z,
Q = 2xy+sin z,
ZX
ZX
From Example I it is readily seen that 4) is not satisfied hence, equation B) is not
exact.
TO SOLVE AN INTEGRABLE TOTAL DIFFERENTIAL EQUATION in three variables:
See Problem 3.
a)
b)
11' 2) is not exact, it may be possible to find an integrating factor. See Problems 4-6.
c)
If 2) is homogeneous, one variable, say z, can be separated from the others by the transformation
X
d)
uz,
y =vx.
If no integrating factor can be found, consider one of the variables, say x, as a constant. Integrate
the resulting equation, denoting the arbitrary constant of integration by 4(z). Take the total
differential of the integral just obtained and compare the coefficients of its differentials with those
of the given differential equation, thus determining (x) . This procedure is illustrated in Problem
13. See also Problems 14-16.
PAIRS OF TOTAL DIFFERENTIAL EQUATIONS IN THREE VARIABLES. The solution of the simultaneous total differential equations
dx + Q1 dy + R, dz
5)
P1
6)
P2dx +
= 0
Qdy + R, di = 0
f(x,yz) =
C3.
8)
(x,y,z) =
C1.
J) If 5) is integrable but 6) is not, then 7), say, is the complete solution of 5). To obtain 8), we use 5),
6), 7) to eliminate one variable and its differential, and integrate the resulting equation.
See Problem 19.
"2
R5
Q. dx
Q.
02 R2
R1 P
IR,
d, = 0,
Q1 R5
dx
dy=0
P,
Q R9
where
Q R
R1 P 1
Q1 R,
R1
z
P1 Q1
Xk
P,
P1
0.
(Note that this is the procedure for obtaining the symmetric form of the equations of straight line when
the two-plane form is given.)
Of the three equations
9')
Ydx = Xdy,
Xdz = Zd,c,
Zdy = Yd:
given by 9), any one may be obtained from the other two. Hence, in olctaining 9), we merely replace the
original pair of differential equations by an equivalent pair, that is, any two of 9').
If two of 9')are integrable, we proceed as me). See Problem 20.
If but one of 9') is integrable, we proceed as in!). See Problem 21.
If no one of 9')is integrable, we increase the number of possible equations. By a well known principle,
dx = ci)' = dx = 1 1 cix + m1 dy + rdz = 12thc + m2 c' + n,dz
X
}'
Z
11X+m1Y+n12
12X+m1Y+n,Z
By a proper choice of the multipliers, it may be possible to obtain an integrable equation, say
ci)' = idx+ m dy + n dx
I
JX+.,Y+j
or
a dx + b dy + c dx
aX#bY+cZ
= P& + q dy + r dx
pX+qY+j-Z
167
SOLVED PROBLEMS
I. Obtain the condition of integrability of Pdx + Qdy + R dz
0.
f(x.y,z)
I)
it follows that
p,
Q, and
'ay
dy +
di
Bz
A)
By
B) If
z
14
.iL
C)
'
yx
+Q
BX
Bx
BY
BY
Al x +Rt=
x
Bxy
if
By :
JL(R-4PRQPR
=
;
2.
If p.(x,y,z) -
- ) +
- Q )
Bz
0 follows.
QR
j
?R
x
P
z
These relations follow from A), B), C) in Probi. 1. For example, if u r 1. A) yields
3. Solve (x -y)dx - x dy
!,
= o
= a
4. Solve y 2 dx - ldy
Here P y 2
ydi
-=2y.
then P(9 -) + Q(
ax
0.
- - -1 -
Since
+ 2
or
x2 -
-. .
2zy # z = C.
0.
-=0;
) +
x
-
Y2
0.
(_1
-1 .
R =y,
ax
0.
1;
BY
dx z dy 0
tiori is integrable. The integrating factor 1/y 2 reduces the equation to dz+ '
whose solution
Is x
z/y =
C.
168
0.
x tan z(2x 3 - 4)
0.
-z)2
+ In see
or
0
C.
dx + 2c 2 yzdy + x(z+x)dz 0.
The normal procedure here would he to show that the equation is integrable and then to seek an integrating factor. By examining for the preceding problems it will be found that, upon using the integrating factor, one variable appears only in an exact differential, for cxarnplc, the variable z in tan z di in
Problem 5.
When the equation of this problem is divided by x 2 z. the variable y appears only in the term 2y dy
which is an exact differential. Thus, we shall use llx l z as a possible integrating factor. The result is
Zdx + 2ydy + dz +
dz - zdx =
whose solution is
x2+ y 2 +Inz
C.
Of course, the separation of the variable here does not indicate that the equation is integrable; for
example, x dx + i dy dz - o is not integrable although x appears only in an exact differential.
7. Show that if P dx + Qdy + A di 0 is homogeneous (i.e., if P Q . R are homogeneous and of the same
degree) then the substitution x ui. y vi will separate the variable z from the variables u and v.
Let the coefficients P. Q . R be of degree n in the variables.
Substituting x uz, y
vi.
or
v,
1)du + Q(u. v.
1)dv)
+ [(u,v,
R 1 )dz
1)
P,du +
Q,dv +
1
+R
UP, +vQ5+Rj
uP 5 .vQ5
di
0 in which
UPS,+ vQ 5
+ A 5
A UP, vQ + )
v
0.
is satisfied provided the original equation is integrable and, when this occurs, the sum of the first two terms
of .4) is an exact differential Moreover, since the third term is an exact differential, A) is an exact differential equation provided only that
Pdx + Qdy + Rdz = 0 is integrable.
8. Solve the homogeneous equation 2(y + z)dx - (x 4 z)dy + (2y -x + z)dz
y - vi
0.
(2y -x + z)(2 + 1) 0.
0.
TOTAL DIFFERENTIAL EQUATIONS
169
u+i
2 n(u + 1) - in(v + 1) + in x
(x4. z) 2
(uv+ u + v + 1)dz o or
dv
2 d
- - -- + dx
-
K.
in
or
K(y+z)
0.
v+1
y+z
C(x+z)2.
In
v -
in
in z
K,
vi Ce
or
o.
0.
du -
o.
y Cc
or
0.
The equation is homogeneous and, by inspection, is seen to be exact since it may be written as
2(ydxtxdy) - (xdx+xdz) - 2(zdy+ydz) = 0,
The solution is Zg y -
xx -
2yz
C.
11. Show that rP + yQ + iR C is the solution of Pdx + Qdy + Rdi = 0 when the equation is exact
and homogeneous of degree n / - i.
First, we check the theorem using the equation of Problem 10. Here
xP + yQ+ iR
2(2xy-xz-2yz)
(P
4,
C. e obtain by differentiation
x - + y - + z )
Bx
Br
B
By
By
BR
Y.
Br
Bx
By
BR
Bx
Bi
BQ,
'
Bi
dx + (Q + x + y
Bx
LQ
By
+y.+x
+ z 2)dy + (R +x
) di 0.
B
By
B
Br
BR
BR
BR
x - + y - + z -
Br
By
Br
0.
170
( x 2 +y 2 +2xz+2yz)dz
+2xy+2y:)dy
0.
=.
?.
?/l
2(x + y)
aR
ap
2(x + z)
or
z(y2+z2) + y(z 2 +x 2 ) +
x(x 2
+y2 )
C.
13. Solve the differential equation Pdz + Qd7 + Rdz - 0 given only that the condition of integrability is
satisfied.
Consider one of the variables, say z, as a constant for the moment and let the solution of the resulting
equation
1)
Pdx+Qdy.o
be
2)
u(x,y,z)
3)
73x
Now
dx + dy + dx .
ZY
;AP and
in3),wehave
pQ, where A
Pd.x +14Qdy +
. d.
Z1
dx = d.
- piR)dx.
This relation is free of dx and dy and, using 2) if necessary, can be written as a differential equation
in z and 0.Solving the integral for 0 and substituting in 2), we have the required solution.
14. Solve
L.
x'
+z
integrating factor
"
A)
1
(+
.. ,
x+z
to obtain
(x+z) 2 (x+z)5
dx = -
+
(z+z)2
dy
(x+z) 2 (x+z)5.
or
- -
d x
(x+z)2
2: (
dx+dz) + dq
(x+z)'
0.
Comparing this with the given equation, it is seen that (x x )d$. = 0 and
Since, from A).y + z qS(x + 02, the solution is y +x C(x +
'
C.
using the
TOTAL DIFFERENTIAL EQUATIONS
(e2y.e2)dx + (cx +eX)dy * (e),_exy-e)z)dx
15. Solve
+ ( eYz+
171
0.
0.
eXy + ez + e2x
we have
Differentiation with respect to all variables yields
(e'y + e 2 )dx + ( e Y: + e')dy + ( f ' + fx)dz
From the given equation.
Thus,
d4
(gXy
(c2y
+ ez + e 2x)dz
cdx and
Ce 2 .
2
Ce.
y
ey*ex+ex
yx dx + (xx -
y2 5
(ey + e y z + e2x)dz.
16. Solve
d.
)dy - 2xy dx
0.
The equation is integrable since yz(x - 3yz + 2x) + (xx - yz 3 )(-2y - y) - 2xy(x Considering y as a constant and solving the resulting equation
x)
0.
yzcLt-2rydz0 or zd.x-2xdz0.
or x =
we obtain
mx - 2lnx = In 0 (y)
Differentiating this result and making the replacement
0.
dx-zdz- 2
x/z2. we have
dx -2dz-z2=Q, or yzdx-2xydx-yxd0.
Then
0y - y 2 =
K or q6 = f y
22
( 1 z5 - yz5 ) dy + yx 5 &$
(y + X.,y)
0.
or 2xy
y2x2 + Cz2.
17. Discuss gcemetrically the solution of the integrable total differential equation
Pdx + Qdy + Rdz = 0.
P0 =
P(x0y0,x0).
Q=
Assuming that I', Q, R are single-valued, the set ( P0 .Q,.R0 ) may be considered as direction numbers
of a unique line through the point. Hence, the given differential equation may be thought of as defining
at each point ( z0 . yo. to)
x-
z-x0
Y-Yo
a line
and a plane
P0 (z -x0 )
The solution f(x.y,z)=C of the given differential equation represents a family of surfaces such that
through a general point (xo.Yo. zo) of space there passes a single surface S 0 of the family. The equation
of the tangent plane rtto this surface at the point is
(x-x0)-..-- + ( - Yo)
23
Yo
-of
172
_i
;;
From Problem 1,
XP,
XQ,
'ay
;;
BZO
Bz
equation in three variables is a family of surfaces whose tangent plane and normal at each point are
respectively the plane and line associated with the point by the differential equation.
Thus, zy + yx + xx . C, x 2 +Y
2xz
C,.
Through each point in space there passes .a single surface of each of the two families. Since the two
surfaces on a point have a curve in common, the solution of the pair of differential equations is a family
of curves. This family of curves may be given by the cquaions of any two families of surfaces passing
through the family of curves. For example,
xy+yz+zx C, x 2
+y 2
+2(C-xy.yz)
C2
= 0
z dy + ydx - C 1 (1 +
or
0.
=0
y2
C,.
Equations 3) and 4) constitute a general solution. However. 4) may be replaced by the simpler form 4')
+22 = C,.obtained from 4) by substituting for C1.
20. Solve the system: dx + 2dy - (x +2y)dx - 0
2dz+ dy + (x-y)dx=0.
2 -(x + 2y)
Here
X = X
3,\x.
a
1(x + 2)')
Y A.
x-y
1 2
-3'.(x + y)
x-y
=
21
For the choice X- -1/3. X. -x, Y= z+y. Z. i, and we write the system in the symmetric form
-x
x+y
dz
TOTAL DIFFERENTIAL EQUATIONS
From the integrable equation
From the integrable equation
Thus, z + in x
C. x 2
-x
x in x
173
C1.
. we obtain
-x x+y
X2 +
2xy C,.
. .-L.
X
we obtain
-2
X+Z
. .1. and
-Z
_ 8L
.
xx
C 1 . The second
dx
dy
22. Solve-y-z
dx
-
y-x
2-X
di
At
1. n 0, we obtain
Zdz+ady+ndz
Z(y - z) + a(2 -x) + ri(y-x)
y-x
A)
dx+dy - dz o.
oy-x
r
Then
x+y-x C.
dy we obtaindx
Using Aj to eliminate z in dx - - y - z z-x
]n(x-C) + ln(y-0 5 ) In C 2 ,
or
B)
- . Then
C-x YC5
(x-05)(y-C1)
(2-y)(2X)
C2.
x2dx
dx
'
X7
From the integrable equation
23. Solve -
x2dx
or x5 dx - y 5 dy - O,we obtain
5
i--
Y x 5
X6
A)
C1.
dx
Using 1 *
1,
4)'
dy -.
- 2.1)'
0, we obtain
2 . However, it is simpler
x +y = C,z5.
dx
(x+y)z
di
(x+y) 5 z
dx+dy
(x+y)
Cr
(x + y) (dx +
dy). Then
TOTAL DIFFERENTIAL EQUATIONS
174
(x +y) 2 - 2 In x - C1.
Using
_L
1
x+y
+ K
-x
Y
dx
x-y
+ dy
dx - dy
(x+y)2
(x-y)2
n,*0. we obtain dx
Then
2
y C1 (x - y ).
or
-3y
dy
2
2
or xdx + ydy 0 is integrable and we obtain x +y C1.
-x
Using I 3. a -2. is - t, we find 3(y) + 2(-x) + (2x -37) 0. Hence, 3dx + 2dy+ dx - 0 and
3x + 2y +x C1.
dy
4x-22
dx
4y-3z
dx
2y-3x
We seek multipliers Z.*.rs such that A) 1(4y -3z) + .(tz - Zi) + n(2y -3x) - 0.
Rearranging A) in the form (4a - i)x + (41 + ) y + (-31 - )x - 0, we see that it will be satisfied when
4. -
or I : ^ :n 2:-3:-4. Then
- 0, 41 + 2n 0, -31- 2a - 0
2x-3y-4zC1.
2dx-3dy-4dz0 and
Using the arrangement 4(Ly + ax) + 3(- Is - ax) + 2(n' - ax) = 0 and setting Zy + ax = 0.
-lx -ax - 0, ny - ax - 0. we obtain 1 : a : ,s z : -y : -x. Then
p dx
(q-r)yz
q dy
r dx
(r-p)XZ
(p - q)xy
Consider
I -.r)yx + ( r -p)x: + n(p -q)xy 0.
From q(lyx - rsxy) + r(axz -lyx) + p(nxy-axz) - 0 we obtain 1: a: a x :y: z. Then
px2+qy2+r:* Cj.
and
From x(Iqy -spx) + y(rspz - in) + x(w- x -nqy) - o we obtain 1: a: a -px : qy : ni. Then
Using
Using
dx
2
2
Z +7 -yx
and
or
dy
2
2
-x -y +x:
C2.
(x - y)x
22
y 2 + xi) - (x -y)x 2 0. Then
1 =. -i, n --1. we obtain (x + 7 2 - yx) + (-x
and
x+y-x=Cj.
dx+dy-dx=0
1 -xx.
a=yz,
xz(x
Then
p2xt +q ty2 +r 2 x2
and
+y -yx) + yx(-x -
xdx4ydy - dx
ln(x2 + y' - 2 In x - in Co
2
+rz) - (x +y )(x-y)x 0.
x +y =C, x.
+ 7 2
175
dx
we have xy 2 . C. By inspection,
From
2y() +
2yz(-y
y 2 (4xy t 2z) - 0;
- 2YX
Zdx -
0,
and
it - z
=
Il
Q
For convenience, let us assume that in solving the given system we have obtained a pair of integrable
P
equations
Pd* + Q1 dy + R j dx a 0 and
P,dx + Q2 dy
+ Rdz 0
and
h(x.y.x) - C,.
Through a general point (z0 . Ye ' Z) of space there pass two surfaces (one of each of the above families)
whose curve of intersection Co is the integral curve of the given system through the point. The tangent
( P5 ,Q5 ,R 1 ) and (P,.Q,.R,)evaluated
planes to the two surfaces at (x. yo. Xo) are normal to the directions
(X. Y. Z) be
at the point, and the line of intersection L 0 of these planes is normal to the rwo directions. Let
a set of direction numbers for L;then
R i l , JR, Pu
Q2
R,
n, P,
Qu
IN
Q,
dx
This follows from the fact that at any general point (x 0 . yo , so ) the direction (P0 .Q.Ro) is:
a) normal to the integral surface of!) through the point (see Problem 17) and
b) the direction of the integral curve of 2) through the point (see Problem 30).
x+y+2Z)dx
d)xy.a.
C) x+y0.
o consistent with a) z a,
b) x + y +
2z
0,
Equation I) is not integrable. From each given surface we may obtain an integrable total differential
equation. Our problem then is to solve this differential equation simultaneously with I) using the particular solution of the former rather than the general solution as inf) of the introduction of this chapter.
a) Here z a, di =0, Substituting in I), we obtain ydx+xdy 0; then zy C.
Equations z a, xy C are said to constitute a solution of I).
176
c)
d)
o, we obtain
,ax
f(x,y,z) 0 C.
dx + N dy +
dx +
By
dy
C.
g(x.y,z) 0.
+ 2
Bz
zz
di 0.
g(x,y,2) 0
constitute the solution. The integral curves are those cut out on the surface g(x,y, x) 0 by the system
Of surfaces f(x,y,z) C. Thus, Problem 32c may be stated as: Find all curves lying on the surface (plane)
+ y 0 which satisfy the differential equation
ydz xdy - (x+y+2x)dz -0.
22
177
SUPPLEMENTARY PROBLEMS
35.
36.
(cos x + e x y)dx + (e
37.
dx + (x+z)dy # di 0
y + ln(x+z)
38.
z3dx+zdy-2ydz0
xx
39.
x 2 d.x z 2 dy
Nol integrable.
40.
(x + z)2 d7 + y"
41.
2x(y+z)dt+(2yz-x
42.
j z ux 2xz dy + xy di 0
i..'.
xd.x + ydy + (x
44.
e X y + ei + sin z C
e y z)dy + ey di 0
xy di 0
(d.
di)
2
.y -
Cz
y(x.x) C(x+y+z)
+y
2- x 2
2
)dy.(2yz-x -y 2 i-i 2)dz0
+ 2 - C(y+z)
+y 2 +1
y Cxi
2
22
(x +7 +z)e
+1)zdi 0
(x+y)/z + ( 7+2)12 - C
45.
dx+dy+(x+y)dx -0
z(dx+dy) + (x +y)dz 0
46.
2yzd.x+x(zdy+ydz) -0
ydx - x?zdy +ydz -o
Ans.
2
2
xyz -Cj. xz+x+x -C,
47.
49
xi
yz
dx
3y-2z
dx
( 2
2
2
dy
2xy
-y )
di
2xz
-z
y -z -C,
2 2
33
z xy + x 7 + x y + C,
C1 ,
1,
y-0 5 z.
di
dy
z -3x
x(2y -x )
53.
Ci , x
(x+y)(I+2xy+3x2y2)
dx
52.
- y
ax 2
xy
di
dx
2_2-2
51.
14
ii
72
48.
x + y - C 1 e x + y C,/z
2x-y
y(x
di
-z j
+7
+2
7
XZ
14
Cl.
.
+ 7
Is
C22
+7
z y -x )
xyz C1 ,
+y
+2 2
I
+2 1,j
z(x -y e
di
dy
2
x+2y+3z-C1 . 2
dy
;
y(z -2x )
2
+z -C2